******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241218_204453 produced at 2024-12-18 21:41:15.095733 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.08 0.00 -1.42 0.0 0.00 0.00 0.00 0.00 -17.57 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.50 -1.17 0.0 0.50 -0.50 -0.50 -0.50 -37.46 16.0 -16 -16 caleb_strategy_v3 US2 False True 0.07 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.22 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.21 0.0 999.00 -999.00 -0.20 -0.20 -33.03 999999999.0 -32 -32 caleb_strategy_v3 CAD False False 0.02 -0.09 -0.18 0.0 0.68 -0.68 -0.09 -0.07 -7.58 29.0 -4 -3 caleb_strategy_v3 CHF False False 0.05 -0.47 -0.12 0.0 0.61 -0.61 -0.47 -0.52 -2.62 13.0 -10 -11 caleb_strategy_v3 COPPER False False 0.03 -0.07 -0.09 0.0 999.00 -999.00 -0.07 -0.10 -2.54 999999999.0 -2 -3 caleb_strategy_v3 US5 False False 0.04 -0.25 -0.07 0.0 0.89 -0.89 -0.25 -0.14 -2.04 25.0 -7 -4 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.06 0.0 0.40 -0.40 -0.04 -0.04 -2.64 19.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.56 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -5.87 4.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.06 0.0 0.13 -0.13 -0.07 -0.07 -4.94 11.0 -6 -6 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.40 -0.40 0.00 0.00 -2.57 21.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.09 -0.09 -0.05 -0.05 -6.73 12.0 -7 -7 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.05 0.0 0.61 -0.61 -0.04 -0.09 -1.20 14.0 -1 -2 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.62 -0.62 0.00 0.00 -1.14 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.04 0.0 0.09 -0.09 -0.03 -0.03 -3.55 9.0 -3 -3 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.51 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.03 0.0 0.14 -0.14 -0.01 -0.01 -10.14 51.0 -4 -4 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.03 0.0 0.49 -0.49 -0.04 -0.04 -0.80 13.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.07 -0.07 -0.04 -0.04 -3.06 8.0 -4 -4 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.47 -0.47 -0.03 -0.03 -1.15 17.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.11 -0.11 -0.05 -0.05 -1.72 7.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.03 -0.06 -0.03 0.0 0.09 -0.09 -0.06 -0.09 -1.09 3.0 -2 -3 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.44 10.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -2.40 18.0 -1 -2 caleb_strategy_v3 SP400 False False 0.11 0.11 -0.02 0.0 0.21 -0.21 0.11 0.00 -0.23 2.0 1 0 caleb_strategy_v3 SMI False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.47 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.02 0.0 0.48 -0.48 0.00 0.00 -3.19 66.0 0 0 caleb_strategy_v3 GBP False False 0.03 0.00 -0.02 0.0 0.58 -0.58 0.00 0.00 -0.64 22.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.09 -0.09 -0.01 -0.01 -2.46 9.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 -0.08 -0.01 0.0 0.25 -0.25 -0.08 -0.16 -0.20 6.0 -2 -4 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.33 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.40 5.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.80 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.04 -0.01 0.0 0.26 -0.26 0.04 0.01 -1.96 68.0 11 3 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.31 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.66 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.34 999999999.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -2.00 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.02 -0.37 4.0 -2 -1 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.34 999999999.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.02 -5.08 26.0 -7 -6 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.01 0.0 0.49 -0.49 -0.01 -0.02 -1.37 56.0 -1 -2 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.15 10.0 0 0 caleb_strategy_v3 BUXL False False 0.05 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.01 4.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.01 0.00 0.0 0.49 -0.49 0.01 0.00 0.45 48.0 1 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.17 5.0 0 0 caleb_strategy_v3 BOBL False False 0.04 0.00 0.00 0.0 0.79 -0.79 0.00 0.00 0.05 19.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.23 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.07 0.02 0.0 0.35 -0.35 0.07 0.07 1.20 20.0 4 4 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.09 0.02 0.0 0.34 -0.34 0.09 0.04 1.60 23.0 6 3 caleb_strategy_v3 MXP False False 0.01 0.01 0.03 0.0 0.49 -0.49 0.01 0.01 3.72 60.0 1 1 caleb_strategy_v3 COCOA False False 0.04 0.08 0.03 0.0 1.04 -1.04 0.08 0.08 0.84 26.0 2 2 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.03 0.0 0.16 -0.16 0.05 0.05 2.47 13.0 4 4 caleb_strategy_v3 OAT False False 0.04 0.13 0.04 0.0 0.44 -0.44 0.13 0.13 0.85 10.0 3 3 caleb_strategy_v3 OJ False False 0.03 0.03 0.05 0.0 0.08 -0.08 0.03 0.03 1.79 3.0 1 1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.06 0.0 0.00 0.00 0.00 0.00 15.95 59.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.03 0.06 0.0 0.43 -0.43 0.03 0.00 2.30 17.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.09 0.0 0.35 -0.35 0.22 0.22 2.14 8.0 5 5 caleb_strategy_v3 DX False False 0.04 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 2.52 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.04 0.13 0.10 0.0 0.43 -0.43 0.13 0.13 2.25 10.0 3 3 caleb_strategy_v3 DAX False False 0.01 0.04 0.14 0.0 0.42 -0.42 0.04 0.04 19.78 58.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.14 0.19 0.0 0.31 -0.31 0.14 0.14 22.47 36.0 16 16 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.17 0.0 0.87 -0.87 0.00 0.00 13.50 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.8 Shocked risk 37.8 Sum abs risk 44.7 Leverage 6.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2975303.79, 'annual_cash_vol_target': 743825.9475, 'daily_cash_vol_target': 46489.12171875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6249 0.6914 11.0631 BITCOIN 2317.8182 105045.0000 2.2065 35.3040 BOBL 0.2260 118.0700 0.1914 3.0623 BTP 0.4986 121.1700 0.4115 6.5842 BUND 0.4520 134.2400 0.3367 5.3868 BUXL 1.0946 135.0200 0.8107 12.9708 CAC 55.5212 7365.5000 0.7538 12.0608 CAD 0.0028 0.6961 0.4094 6.5503 CANOLA 8.9819 593.9000 1.5124 24.1977 CHF 0.0054 1.1226 0.4804 7.6867 COCOA 201.4433 11908.0000 1.6917 27.0666 COFFEE 6.2023 329.2500 1.8838 30.1403 COPPER 0.0485 4.1110 1.1791 18.8662 CORN 3.8441 432.7500 0.8883 14.2127 COTTON2 0.8055 68.1100 1.1827 18.9228 CRUDE_W 0.9334 66.9100 1.3950 22.3197 DAX 131.6974 20346.0000 0.6473 10.3566 DOW 269.6008 43450.0000 0.6205 9.9278 DX 0.4131 107.6550 0.3838 6.1403 EUR 0.0054 1.0420 0.5154 8.2467 EURIBOR-ICE 0.0432 97.9750 0.0440 0.7048 EUROSTX 36.9358 4958.0000 0.7450 11.9196 FEEDCOW 1.6176 257.3000 0.6287 10.0590 GASOIL 10.6983 676.2500 1.5820 25.3121 GASOLINE 0.0328 1.9690 1.6664 26.6625 GAS_US_mini 0.1105 3.1400 3.5183 56.2931 GBP 0.0066 1.2586 0.5261 8.4178 GOLD_micro 25.0077 2620.4000 0.9543 15.2695 HEATOIL 0.0347 2.2372 1.5504 24.8071 JGB-SGX-mini 0.1919 141.9700 0.1352 2.1626 JPY 0.0000 0.0065 0.6827 10.9232 LEANHOG 1.1366 88.9000 1.2785 20.4558 LIVECOW 1.1833 188.5000 0.6277 10.0439 LUMBER-new 7.6555 582.0000 1.3154 21.0461 MILK 0.2542 19.6100 1.2961 20.7374 MXP 0.0004 0.0482 0.7530 12.0477 NASDAQ_micro 177.6784 21913.7500 0.8108 12.9729 NIKKEI 351.5540 38960.0000 0.9023 14.4375 NZD 0.0041 0.5671 0.7183 11.4926 OAT 0.4258 124.2800 0.3426 5.4816 OATIES 6.3409 367.2500 1.7266 27.6255 OJ 6.6463 523.8500 1.2687 20.2999 PALLAD 23.8291 914.5000 2.6057 41.6912 PLAT 13.5157 926.0000 1.4596 23.3532 REDWHEAT 7.7985 556.5000 1.4013 22.4215 RICE 0.1269 14.9050 0.8514 13.6226 ROBUSTA 111.4890 5154.0000 2.1632 34.6105 RUSSELL 26.2333 2295.9000 1.1426 18.2819 SHATZ 0.0778 107.0100 0.0727 1.1631 SILVER-mini 0.4950 30.3000 1.6335 26.1367 SMI 81.1915 11575.0000 0.7014 11.2230 SOFR 0.0555 96.0550 0.0578 0.9247 SOYBEAN 9.5121 965.0000 0.9857 15.7714 SOYMEAL 3.5219 291.9000 1.2065 19.3046 SOYOIL 0.7652 40.2600 1.9006 30.4102 SP400 28.7291 3198.4000 0.8982 14.3718 SP500_micro 35.1417 6035.7500 0.5822 9.3156 SUGAR11 0.2922 18.2400 1.6022 25.6357 US10 0.3686 109.1250 0.3378 5.4046 US10U 0.5147 112.0938 0.4592 7.3474 US2 0.0895 102.6484 0.0872 1.3951 US20 0.7556 115.2188 0.6558 10.4926 US30 1.1943 121.6562 0.9817 15.7074 US5 0.2287 106.3203 0.2151 3.4418 VIX 0.4621 18.8000 2.4579 39.3271 WHEAT 6.9419 588.2500 1.1801 18.8815 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 624.90 0.69 432.08 1.00 432.08 46489.12 107.59 -9.46 -101.81 BITCOIN 105.04 2.21 231.78 1.00 231.78 46489.12 200.57 7.35 147.33 BOBL 1180.70 0.19 225.98 1.05 237.29 46489.12 195.92 0.28 5.41 BTP 1211.70 0.41 498.63 1.05 523.59 46489.12 88.79 7.42 65.92 BUND 1342.40 0.34 451.95 1.05 474.57 46489.12 97.96 -1.49 -14.56 BUXL 1350.20 0.81 1094.57 1.05 1149.35 46489.12 40.45 0.23 0.94 CAC 736.55 0.75 555.21 1.05 583.00 46489.12 79.74 -5.55 -44.23 CAD 696.10 0.41 284.98 1.00 284.98 46489.12 163.13 -17.91 -292.20 CANOLA 118.78 1.51 179.64 0.70 125.95 46489.12 369.11 -11.29 -416.78 CHF 1403.25 0.48 674.14 1.00 674.14 46489.12 68.96 -14.64 -100.94 COCOA 1190.80 1.69 2014.43 1.00 2014.43 46489.12 23.08 17.03 39.31 COFFEE 1234.69 1.88 2325.87 1.00 2325.87 46489.12 19.99 6.81 13.62 COPPER 1027.75 1.18 1211.86 1.00 1211.86 46489.12 38.36 -6.12 -23.46 CORN 216.38 0.89 192.20 1.00 192.20 46489.12 241.87 -11.44 -276.75 COTTON2 340.55 1.18 402.76 1.00 402.76 46489.12 115.43 -20.00 -230.85 CRUDE_W 669.10 1.39 933.38 1.00 933.38 46489.12 49.81 -0.75 -3.71 DAX 203.46 0.65 131.70 1.05 138.29 46489.12 336.17 17.25 579.99 DOW 217.25 0.62 134.80 1.00 134.80 46489.12 344.87 -3.98 -137.36 DX 1076.55 0.38 413.14 1.00 413.14 46489.12 112.53 8.64 97.24 EUR 1302.50 0.52 671.33 1.00 671.33 46489.12 69.25 -6.69 -46.34 EURIBOR-ICE 2449.38 0.04 107.89 1.05 113.29 46489.12 410.34 9.65 395.85 EUROSTX 495.80 0.74 369.36 1.05 387.84 46489.12 119.87 2.94 35.19 FEEDCOW 1286.50 0.63 808.80 1.00 808.80 46489.12 57.48 11.24 64.59 GASOIL 676.25 1.58 1069.83 1.00 1069.83 46489.12 43.45 -1.98 -8.59 GASOLINE 826.98 1.67 1378.08 1.00 1378.08 46489.12 33.73 -2.30 -7.75 GAS_US_mini 78.50 3.52 276.19 1.00 276.19 46489.12 168.32 -2.79 -46.93 GBP 786.62 0.53 413.85 1.00 413.85 46489.12 112.33 -2.21 -24.85 GOLD_micro 262.04 0.95 250.08 1.00 250.08 46489.12 185.90 -2.17 -40.28 HEATOIL 939.62 1.55 1456.83 1.00 1456.83 46489.12 31.91 -7.86 -25.09 JGB-SGX-mini 141970.00 0.14 19189.41 0.01 124.50 46489.12 373.40 -9.27 -345.98 JPY 817.19 0.68 557.90 1.00 557.90 46489.12 83.33 -5.34 -44.51 LEANHOG 355.60 1.28 454.63 1.00 454.63 46489.12 102.26 3.98 40.67 LIVECOW 754.00 0.63 473.32 1.00 473.32 46489.12 98.22 7.07 69.48 LUMBER-new 160.05 1.32 210.53 1.00 210.53 46489.12 220.82 -4.24 -93.55 MILK 392.20 1.30 508.33 1.00 508.33 46489.12 91.46 0.86 7.90 MXP 241.25 0.75 181.66 1.00 181.66 46489.12 255.92 0.99 25.33 NASDAQ_micro 438.28 0.81 355.36 1.00 355.36 46489.12 130.82 5.26 68.83 NIKKEI 38960.00 0.90 35155.40 0.01 228.09 46489.12 203.82 10.18 207.50 NZD 567.05 0.72 407.30 1.00 407.30 46489.12 114.14 -8.67 -98.92 OAT 1242.80 0.34 425.78 1.05 447.09 46489.12 103.98 2.39 24.90 OATIES 183.62 1.73 317.05 1.00 317.05 46489.12 146.63 -5.04 -73.97 OJ 785.78 1.27 996.95 1.00 996.95 46489.12 46.63 17.97 83.80 PALLAD 914.50 2.61 2382.91 1.00 2382.91 46489.12 19.51 -4.99 -9.73 PLAT 463.00 1.46 675.78 1.00 675.78 46489.12 68.79 -6.13 -42.17 REDWHEAT 278.25 1.40 389.92 1.00 389.92 46489.12 119.23 -19.35 -230.74 RICE 298.10 0.85 253.81 1.00 253.81 46489.12 183.17 -13.17 -241.32 ROBUSTA 515.40 2.16 1114.89 1.00 1114.89 46489.12 41.70 4.64 19.34 RUSSELL 114.80 1.14 131.17 1.00 131.17 46489.12 354.43 -1.67 -59.11 SHATZ 1070.10 0.07 77.79 1.05 81.68 46489.12 569.13 -2.70 -153.69 SILVER-mini 757.50 1.63 1237.41 1.00 1237.41 46489.12 37.57 -2.64 -9.91 SMI 1157.50 0.70 811.92 1.12 906.34 46489.12 51.29 -2.66 -13.67 SOFR 2401.38 0.06 138.78 1.00 138.78 46489.12 334.99 -8.63 -289.04 SOYBEAN 482.50 0.99 475.61 1.00 475.61 46489.12 97.75 -18.97 -185.46 SOYMEAL 291.90 1.21 352.19 1.00 352.19 46489.12 132.00 -20.00 -264.00 SOYOIL 241.56 1.90 459.12 1.00 459.12 46489.12 101.26 -7.04 -71.30 SP400 3198.40 0.90 2872.91 1.00 2872.91 46489.12 16.18 -4.21 -6.82 SP500_micro 301.79 0.58 175.71 1.00 175.71 46489.12 264.58 0.73 19.41 SUGAR11 204.29 1.60 327.32 1.00 327.32 46489.12 142.03 -7.95 -112.98 US10 1091.25 0.34 368.61 1.00 368.61 46489.12 126.12 -7.15 -90.12 US10U 1120.94 0.46 514.75 1.00 514.75 46489.12 90.31 -6.96 -62.85 US2 2052.97 0.09 179.01 1.00 179.01 46489.12 259.70 -9.80 -254.50 US20 1152.19 0.66 755.59 1.00 755.59 46489.12 61.53 -3.98 -24.50 US30 1216.56 0.98 1194.32 1.00 1194.32 46489.12 38.93 -3.97 -15.45 US5 1063.20 0.22 228.71 1.00 228.71 46489.12 203.27 -7.91 -160.70 VIX 188.00 2.46 462.09 1.00 462.09 46489.12 100.61 -13.30 -133.82 WHEAT 294.12 1.18 347.10 1.00 347.10 46489.12 133.94 -20.00 -267.88 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -101.808 0.010 2.5 -2.642 BITCOIN 147.328 0.043 2.5 15.954 BOBL 5.412 0.004 2.5 0.055 BTP 65.917 0.014 2.5 2.248 BUND -14.561 0.004 2.5 -0.148 BUXL 0.942 0.004 2.5 0.010 CAC -44.227 0.014 2.5 -1.508 CAD -292.195 0.010 2.5 -7.581 CANOLA -416.779 0.010 2.5 -10.140 CHF -100.936 0.010 2.5 -2.619 COCOA 39.306 0.009 2.5 0.842 COFFEE 13.617 0.005 2.5 0.159 COPPER -23.461 0.043 2.5 -2.540 CORN -276.749 0.010 2.5 -6.733 COTTON2 -230.853 0.009 2.5 -4.944 CRUDE_W -3.714 0.043 2.5 -0.402 DAX 579.994 0.014 2.5 19.783 DOW -137.360 0.009 2.5 -3.192 DX 97.240 0.010 2.5 2.523 EUR -46.339 0.010 2.5 -1.202 EURIBOR-ICE 395.846 0.014 2.5 13.502 EUROSTX 35.194 0.014 2.5 1.200 FEEDCOW 64.591 0.013 2.5 2.140 GASOIL -8.590 0.017 2.5 -0.372 GASOLINE -7.749 0.017 2.5 -0.336 GAS_US_mini -46.932 0.043 2.5 -5.082 GBP -24.845 0.010 2.5 -0.645 GOLD_micro -40.281 0.014 2.5 -1.374 HEATOIL -25.090 0.017 2.5 -1.088 JGB-SGX-mini -345.978 0.043 2.5 -37.465 JPY -44.513 0.010 2.5 -1.155 LEANHOG 40.673 0.024 2.5 2.472 LIVECOW 69.479 0.013 2.5 2.302 LUMBER-new -93.546 0.009 2.5 -2.003 MILK 7.896 0.009 2.5 0.169 MXP 25.329 0.059 2.5 3.718 NASDAQ_micro 68.829 0.009 2.5 1.600 NIKKEI 207.495 0.043 2.5 22.469 NZD -98.917 0.010 2.5 -2.566 OAT 24.903 0.014 2.5 0.849 OATIES -73.973 0.010 2.5 -1.800 OJ 83.798 0.009 2.5 1.795 PALLAD -9.733 0.014 2.5 -0.332 PLAT -42.175 0.014 2.5 -1.439 REDWHEAT -230.738 0.005 2.5 -3.061 RICE -241.320 0.010 2.5 -5.871 ROBUSTA 19.337 0.005 2.5 0.226 RUSSELL -59.115 0.013 2.5 -1.959 SHATZ -153.693 0.004 2.5 -1.559 SILVER-mini -9.905 0.014 2.5 -0.338 SMI -13.665 0.014 2.5 -0.466 SOFR -289.035 0.024 2.5 -17.566 SOYBEAN -185.457 0.004 2.5 -1.725 SOYMEAL -264.002 0.004 2.5 -2.455 SOYOIL -71.298 0.004 2.5 -0.664 SP400 -6.819 0.013 2.5 -0.226 SP500_micro 19.411 0.009 2.5 0.451 SUGAR11 -112.978 0.009 2.5 -2.403 US10 -90.119 0.005 2.5 -1.142 US10U -62.854 0.005 2.5 -0.796 US2 -254.504 0.005 2.5 -3.225 US20 -24.495 0.005 2.5 -0.310 US30 -15.450 0.005 2.5 -0.196 US5 -160.697 0.005 2.5 -2.036 VIX -133.818 0.099 2.5 -33.032 WHEAT -267.875 0.005 2.5 -3.553 ===================== Position diags ===================== AUD 2.79 BITCOIN 21.72 BOBL 1.99 BTP 3.03 BUND 0.99 BUXL 0.41 CAC 2.72 CAD 4.23 CANOLA 8.98 CHF 1.79 COCOA 0.49 COFFEE 0.23 COPPER 4.15 CORN 5.88 COTTON2 2.47 CRUDE_W 5.39 DAX 11.47 DOW 8.01 DX 2.92 EUR 1.80 EURIBOR-ICE 14.00 EUROSTX 4.09 FEEDCOW 1.90 GASOIL 1.88 GASOLINE 1.46 GAS_US_mini 18.23 GBP 2.91 GOLD_micro 6.34 HEATOIL 1.38 JGB-SGX-mini 40.43 JPY 2.16 LEANHOG 6.21 LIVECOW 3.25 LUMBER-new 4.73 MILK 1.96 MXP 37.56 NASDAQ_micro 3.04 NIKKEI 22.07 NZD 2.96 OAT 3.55 OATIES 3.57 OJ 1.00 PALLAD 0.67 PLAT 2.35 REDWHEAT 1.58 RICE 4.46 ROBUSTA 0.49 RUSSELL 11.74 SHATZ 5.77 SILVER-mini 1.28 SMI 1.75 SOFR 20.36 SOYBEAN 0.91 SOYMEAL 1.23 SOYOIL 0.94 SP400 0.54 SP500_micro 6.15 SUGAR11 3.02 US10 1.60 US10U 1.14 US2 3.29 US20 0.78 US30 0.49 US5 2.58 VIX 24.83 WHEAT 1.78 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.6 -2.9 -2.4 -2.0 -2 BITCOIN 16.0 13.8 18.1 0.0 0 BOBL 0.1 -0.1 0.3 0.0 0 BTP 2.2 1.9 2.6 3.0 3 BUND -0.1 -0.2 -0.0 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC -1.5 -1.8 -1.2 0.0 0 CAD -7.6 -8.0 -7.2 -4.0 -4 CANOLA -10.1 -11.0 -9.2 -4.0 -4 CHF -2.6 -2.8 -2.4 -10.0 -10 COCOA 0.8 0.8 0.9 2.0 2 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -2.5 -3.0 -2.1 -2.0 -2 CORN -6.7 -7.3 -6.1 -7.0 -7 COTTON2 -4.9 -5.2 -4.7 -6.0 -6 CRUDE_W -0.4 -0.9 0.1 0.0 0 DAX 19.8 18.6 20.9 6.0 6 DOW -3.2 -4.0 -2.4 0.0 0 DX 2.5 2.2 2.8 0.0 0 EUR -1.2 -1.4 -1.0 -1.0 -1 EURIBOR-ICE 13.5 12.1 14.9 0.0 0 EUROSTX 1.2 0.8 1.6 4.0 4 FEEDCOW 2.1 1.9 2.3 5.0 5 GASOIL -0.4 -0.6 -0.2 -2.0 -2 GASOLINE -0.3 -0.5 -0.2 0.0 0 GAS_US_mini -5.1 -6.9 -3.3 -7.0 -7 GBP -0.6 -0.9 -0.4 0.0 0 GOLD_micro -1.4 -2.0 -0.7 -1.0 -1 HEATOIL -1.1 -1.2 -0.9 -2.0 -2 JGB-SGX-mini -37.5 -41.5 -33.4 -16.0 -16 JPY -1.2 -1.4 -0.9 -1.0 -1 LEANHOG 2.5 1.9 3.1 4.0 4 LIVECOW 2.3 2.0 2.6 1.0 1 LUMBER-new -2.0 -2.5 -1.5 0.0 0 MILK 0.2 -0.0 0.4 0.0 0 MXP 3.7 -0.0 7.5 1.0 1 NASDAQ_micro 1.6 1.3 1.9 6.0 6 NIKKEI 22.5 20.3 24.7 16.0 16 NZD -2.6 -2.9 -2.3 0.0 0 OAT 0.8 0.5 1.2 3.0 3 OATIES -1.8 -2.2 -1.4 NaN 0 OJ 1.8 1.7 1.9 1.0 1 PALLAD -0.3 -0.4 -0.3 0.0 0 PLAT -1.4 -1.7 -1.2 -1.0 -1 REDWHEAT -3.1 -3.2 -2.9 -4.0 -4 RICE -5.9 -6.3 -5.4 NaN 0 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL -2.0 -3.1 -0.8 11.0 11 SHATZ -1.6 -2.1 -1.0 NaN 0 SILVER-mini -0.3 -0.5 -0.2 0.0 0 SMI -0.5 -0.6 -0.3 0.0 0 SOFR -17.6 -19.6 -15.5 NaN 0 SOYBEAN -1.7 -1.8 -1.6 -3.0 -3 SOYMEAL -2.5 -2.6 -2.3 -1.0 -1 SOYOIL -0.7 -0.8 -0.6 0.0 0 SP400 -0.2 -0.3 -0.2 1.0 1 SP500_micro 0.5 -0.2 1.1 1.0 1 SUGAR11 -2.4 -2.7 -2.1 -1.0 -1 US10 -1.1 -1.3 -1.0 0.0 0 US10U -0.8 -0.9 -0.7 -1.0 -1 US2 -3.2 -3.6 -2.9 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.2 -0.2 -0.1 -2.0 -2 US5 -2.0 -2.3 -1.8 -7.0 -7 VIX -33.0 -35.5 -30.5 -32.0 -32 WHEAT -3.6 -3.7 -3.4 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.1 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MILK 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -0.5 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.5 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.5 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 BITCOIN 0.2 0.6 0.6 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.2 0.5 0.6 0.6 0.6 0.0 -0.1 -0.1 -0.0 BOBL 0.3 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.0 0.0 0.0 -0.4 -0.1 -0.2 -0.1 0.0 0.0 -0.1 0.0 -0.0 0.5 0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.2 0.0 0.1 0.3 0.3 -0.1 -0.4 0.3 0.0 BTP 0.4 0.2 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 0.4 0.0 0.7 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.4 0.1 -2.7 0.1 -0.1 0.1 -0.0 0.2 0.0 0.8 0.3 0.6 0.6 0.6 -0.1 -0.4 0.5 0.4 BUND 0.3 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.2 0.0 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.3 -0.1 0.2 0.3 0.3 -0.5 -0.7 0.2 -0.1 BUXL 0.3 0.3 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 0.1 0.1 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 -0.1 0.0 0.0 -0.5 0.0 -0.1 0.1 -0.1 0.1 0.0 0.3 -0.1 0.2 0.6 0.5 -0.7 -0.7 -0.1 -0.3 CAC 0.4 -0.2 -0.3 0.0 -0.1 0.2 -0.1 0.3 0.0 -0.1 -0.4 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.0 -0.9 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.2 0.5 0.1 -0.6 -0.6 0.1 0.3 -0.2 -0.1 CAD -0.3 -0.4 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.4 -0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.4 -0.5 -0.6 -0.6 -0.6 -0.2 -0.2 -0.2 -0.2 CANOLA -0.2 -0.3 0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.2 -0.2 -0.3 -0.3 -0.0 -0.0 -0.0 -0.1 -0.0 -1.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.1 0.1 -0.3 -0.1 0.2 -0.3 -0.3 -0.1 -0.2 CHF 0.0 -0.6 -0.5 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.1 -0.2 0.6 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -1.1 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.4 -0.5 COCOA 0.6 0.6 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.3 0.1 0.4 0.2 0.2 0.1 0.4 0.3 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.6 0.7 0.7 0.7 COFFEE 0.1 0.6 0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 0.4 0.1 0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 0.3 0.5 0.6 0.6 0.6 -0.2 -0.2 0.0 0.1 COPPER 0.0 -0.5 -0.2 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -2.3 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.2 0.5 0.1 0.7 CORN 0.2 0.2 0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 -0.5 0.0 -0.7 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.2 -0.0 -0.5 -0.0 -1.3 -0.1 -0.1 -0.3 -0.0 -0.5 -0.0 -1.1 0.5 -0.3 -0.2 -0.3 0.5 -0.0 0.7 0.1 COTTON2 -0.2 -0.2 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -1.0 -0.5 -0.3 -0.6 -0.3 -0.7 -0.6 -0.6 -0.4 CRUDE_W 0.1 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.3 0.1 -0.3 -0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.4 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.4 DAX 0.6 0.3 0.4 0.0 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 1.1 0.1 -0.0 0.1 0.0 0.2 0.1 -0.3 0.5 0.6 0.4 0.5 0.7 0.5 0.5 0.1 DOW -0.3 0.2 0.4 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.2 0.5 -0.0 -2.0 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.4 -0.5 -0.5 0.1 0.6 -0.1 0.0 -0.5 -0.3 DX -0.2 0.6 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.4 0.2 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.6 -0.1 0.1 -0.1 0.1 EUR 0.1 -0.6 -0.6 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 0.1 -0.1 -0.2 -0.4 0.1 -0.3 0.1 -0.4 EURIBOR-ICE 0.2 0.1 0.2 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.0 0.3 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.2 0.0 1.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.6 0.1 0.1 0.4 0.5 -0.1 -0.4 0.5 0.3 EUROSTX 0.6 -0.1 -0.1 0.0 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.0 0.1 0.4 0.1 0.0 0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.1 0.1 0.1 -0.4 0.0 -0.0 0.0 0.0 0.1 0.1 0.3 0.5 0.5 -0.4 -0.4 0.2 0.2 -0.3 -0.4 FEEDCOW 0.3 0.6 0.6 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 0.1 0.3 0.1 -0.3 0.2 0.2 0.1 -0.1 0.2 0.1 0.2 0.2 0.1 -0.0 0.2 -1.9 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.3 0.6 0.6 0.6 0.6 0.5 0.7 0.7 GASOIL -0.0 0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 0.1 -0.4 0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.1 -0.2 0.0 0.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 -0.0 0.0 0.1 -0.2 -0.0 -0.3 0.0 -0.4 GASOLINE 0.0 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.2 0.0 -0.2 -0.0 -0.0 -0.2 0.3 -0.0 0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.9 -0.2 -0.0 -0.0 0.3 0.1 0.3 0.2 0.5 GAS_US_mini -0.0 0.2 0.5 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.3 -0.0 -0.5 0.0 -0.0 0.3 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.3 0.0 2.7 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.0 -0.1 -0.0 -0.0 -0.3 -0.5 -0.2 -0.4 GBP 0.3 -0.6 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 0.1 -0.1 -0.2 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.1 0.4 0.3 0.0 0.1 0.2 -0.3 0.7 -0.3 GOLD_micro -0.1 -0.6 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.0 0.0 -0.2 -0.3 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.0 -1.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 -0.0 0.1 -0.0 0.3 0.7 0.1 0.7 0.3 HEATOIL -0.0 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.4 0.1 -0.5 0.0 -0.1 0.1 0.1 0.0 -0.0 -0.0 -0.1 0.1 -0.3 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.2 0.0 -0.3 0.1 -0.0 0.0 0.1 -0.1 0.1 0.0 0.1 JGB-SGX-mini -0.1 -0.6 -0.3 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -1.9 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 1.1 0.4 -0.4 -0.3 -0.1 -0.7 -0.6 -0.7 -0.5 JPY 0.3 -0.2 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -1.0 -0.1 0.2 0.1 -0.1 -0.3 -0.7 -0.2 -0.7 LEANHOG -0.4 -0.0 0.6 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 0.4 -0.2 0.2 -0.0 0.2 -0.4 0.1 -0.4 0.0 0.1 0.2 -0.1 0.2 -0.0 -0.1 0.1 -0.0 0.2 -0.0 0.1 0.0 0.4 -0.5 0.6 0.6 0.6 0.3 -0.2 0.4 0.0 LIVECOW 0.1 -0.2 0.3 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.0 0.5 0.1 0.7 0.1 0.2 0.1 0.1 -0.0 0.0 0.2 0.2 0.1 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 0.3 0.3 0.6 0.4 0.6 -0.0 0.5 0.1 0.7 LUMBER-new -0.7 0.2 0.7 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 0.2 -0.2 -0.2 -0.1 0.1 -0.5 -0.4 -0.5 -0.5 0.0 0.1 -0.2 -0.0 -0.2 NaN 0.0 -0.0 0.1 -0.1 0.0 -0.1 -1.2 -0.6 -0.7 0.4 0.6 0.5 0.2 0.7 0.5 MILK 0.5 -0.6 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.0 0.1 0.1 0.2 -0.0 -0.1 0.1 -0.0 0.2 0.1 -0.0 -0.0 0.1 0.1 0.0 1.9 -0.0 0.0 -0.0 0.0 0.0 0.0 0.2 0.5 0.4 -0.4 -0.2 -0.4 -0.7 -0.2 -0.7 MXP 0.3 0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.4 0.1 -0.5 0.0 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.2 0.0 -0.4 0.0 -2.7 -0.0 -0.1 -0.2 -0.0 -0.2 0.0 1.1 0.5 0.3 0.4 0.0 0.4 0.7 0.6 0.7 NASDAQ_micro 0.4 0.4 0.4 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.0 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.1 -0.3 0.5 0.6 0.5 0.5 0.3 0.1 -0.1 -0.3 NIKKEI 0.2 0.1 0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.0 0.3 0.1 -1.4 0.0 -0.1 0.0 0.0 0.1 0.0 1.1 0.4 0.1 -0.0 -0.2 0.7 0.5 0.7 0.7 NZD -0.0 -0.5 -0.4 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.3 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 OAT 0.3 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.1 0.0 -0.0 -0.3 0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.6 0.0 -0.1 0.0 -0.1 0.0 -0.0 0.5 0.1 0.0 0.3 0.3 -0.1 -0.5 0.6 0.2 OATIES -0.2 -0.4 0.5 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 0.0 -0.0 -0.2 -0.1 0.0 -0.3 -0.0 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -2.7 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.3 -0.2 -0.1 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.5 0.3 0.4 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.6 0.3 0.7 0.7 PALLAD -0.3 -0.5 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 1.9 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.2 -0.2 -0.1 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.2 -0.4 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.5 -0.4 -0.4 0.3 -0.3 0.1 -0.1 REDWHEAT -0.0 -0.4 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.1 -0.5 -0.0 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 -0.4 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.9 0.3 -0.2 -0.6 -0.3 -0.7 -0.7 -0.5 -0.7 RICE 0.0 -0.1 -0.3 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.2 -0.1 -0.2 0.3 0.0 -0.1 -0.2 0.3 -0.2 0.1 -0.1 -0.1 -0.1 0.1 -0.1 -2.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.5 -0.4 -0.5 -0.5 -0.3 -0.7 -0.3 -0.7 ROBUSTA 0.1 -0.1 -0.6 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.2 0.0 0.2 0.0 0.0 0.1 0.4 0.2 0.3 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.5 0.5 0.4 0.2 0.1 0.3 0.3 RUSSELL -0.3 0.2 0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.5 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.2 0.3 -0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.5 -0.5 0.3 0.4 -0.3 -0.4 -0.7 -0.7 SHATZ 0.0 0.0 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 0.2 -0.1 0.0 0.0 0.0 -0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.1 0.1 -0.0 0.8 0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.1 0.1 -0.0 0.2 0.4 -0.2 -0.4 0.2 -0.1 SILVER-mini -0.0 -0.5 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.4 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.2 -0.0 -0.1 0.1 0.2 -0.1 -0.0 0.2 SMI 0.1 -0.5 -0.5 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 -0.1 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 -0.1 -0.1 0.1 -0.1 1.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.6 0.2 -0.2 -0.6 -0.6 -0.2 0.1 -0.5 -0.4 SOFR 0.2 -0.5 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.9 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 -0.6 -0.6 -0.6 -0.1 -0.2 0.5 0.5 SOYBEAN -0.0 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.5 -0.2 -2.7 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -0.2 -0.5 -0.6 -0.5 -0.5 0.2 -0.2 0.3 -0.0 SOYMEAL 0.2 -0.3 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.4 -0.4 -0.1 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.1 0.5 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -2.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.5 -0.1 0.1 0.1 -0.2 0.3 0.0 SP400 -0.4 0.2 0.3 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 0.5 0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.2 -0.2 0.4 -0.0 -1.5 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.0 -0.5 -0.4 0.3 0.5 -0.2 -0.2 -0.7 -0.7 SP500_micro 0.0 0.3 0.5 0.1 -0.1 0.2 -0.1 0.3 0.0 -0.1 0.5 0.0 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.5 0.1 -0.1 0.2 0.6 0.1 0.1 -0.5 -0.4 SUGAR11 -0.5 -0.4 0.4 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 0.1 -0.2 -0.2 -0.2 0.0 0.4 0.4 0.4 0.4 -0.1 0.0 -0.2 0.0 -0.2 -2.7 -0.0 -0.2 0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.5 -0.2 0.6 -0.7 0.0 -0.7 0.1 US10 0.3 -0.4 -0.6 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.3 -0.3 -0.5 -0.3 -0.5 0.2 0.3 US10U 0.2 -0.3 -0.5 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.3 -0.3 -0.5 -0.2 -0.3 0.4 0.6 US2 0.4 -0.6 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 2.6 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -1.1 0.0 -0.4 -0.5 -0.5 -0.3 -0.5 -0.0 -0.2 US20 0.2 -0.2 -0.5 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.3 -0.1 -0.3 -0.2 -0.4 -0.1 -0.2 0.7 0.6 US30 0.2 -0.2 -0.4 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.3 -0.1 -0.2 0.7 0.5 US5 0.3 -0.5 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 1.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.4 -0.0 -0.3 -0.4 -0.5 -0.2 -0.4 0.2 0.2 VIX 0.2 -0.6 -0.2 -0.0 0.2 -0.1 0.2 -0.3 0.0 0.3 -0.8 0.3 -1.1 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.2 -0.6 0.0 NaN -0.0 0.3 -0.1 0.2 -0.3 0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.4 -0.1 -0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.8 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 0.0 -0.5 -0.6 -0.4 -0.6 -0.7 -0.4 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -7.4 -16.3 -10.8 -4.3 -7.7 -3.1 -5.2 -1.3 -4.2 -14.2 -11.7 -15.4 -5.6 -15.9 -15.5 -0.3 -1.5 -0.4 -0.8 -16.5 -10.6 -19.7 -5.0 -18.5 3.9 -5.3 -8.2 -3.3 -6.8 -1.4 -6.2 -0.0 -9.4 -14.9 -8.1 -3.0 -4.2 -4.4 -3.2 -3.8 BITCOIN 4.9 20.0 19.3 -1.6 -12.5 -0.1 -5.8 -0.3 -3.2 11.2 20.0 19.5 19.5 20.0 20.0 -10.5 -7.5 -8.8 -7.8 20.0 20.0 20.0 20.0 20.0 -20.0 8.6 2.5 6.9 4.6 5.5 7.1 -3.8 20.0 20.0 20.0 20.0 0.6 -3.1 -2.4 -0.4 BOBL 8.4 2.0 1.8 -1.2 -7.1 -0.5 -4.7 0.2 -1.8 -11.0 4.9 -5.3 -1.1 1.9 0.4 -20.0 -7.3 -8.7 -6.0 2.4 2.8 -8.9 1.2 -0.6 3.8 1.2 -7.1 1.6 -4.2 1.4 -0.4 -4.2 0.7 4.0 7.9 9.8 -4.4 -13.1 10.2 0.9 BTP 12.9 4.8 3.4 -1.9 -11.3 -0.8 -7.4 0.4 -2.9 -17.9 15.5 2.5 18.3 10.9 12.3 4.0 5.1 5.4 5.2 14.2 14.7 -7.3 15.0 8.6 -20.0 5.2 -6.8 5.4 -2.9 5.4 2.9 15.7 14.2 17.2 20.0 20.0 -1.9 -10.8 14.4 10.9 BUND 10.0 2.4 -0.8 -1.4 -8.5 -0.6 -5.6 0.3 -2.2 -13.0 4.9 -6.0 1.6 1.2 -0.0 3.8 -6.3 -7.5 -8.6 2.5 2.5 -11.9 1.4 -1.1 0.6 1.3 -8.3 1.5 -5.2 1.5 -0.5 -6.1 -3.9 6.2 10.2 9.8 -16.2 -20.0 5.9 -1.8 BUXL 10.1 10.0 2.5 -1.7 -10.1 -0.7 -6.7 0.3 -2.6 -15.4 7.1 -5.8 2.4 4.8 5.8 1.0 -1.0 0.5 -0.3 7.6 5.4 -13.0 1.1 1.9 -3.5 2.8 -7.7 2.3 -5.2 1.6 0.4 5.8 -4.0 7.6 20.0 14.4 -20.0 -20.0 -4.5 -9.3 CAC 12.1 -5.8 -7.9 4.5 -14.2 6.0 -5.4 8.1 1.5 -13.0 -15.6 6.9 -6.2 -1.4 -10.2 -6.4 -3.9 -5.9 -5.1 -7.4 -12.6 2.6 -8.5 1.7 -6.6 -3.0 -3.4 -5.0 1.3 -2.6 1.1 3.7 20.0 2.8 -20.0 -20.0 4.0 7.5 -4.7 -2.9 CAD -9.0 -13.1 -13.6 -6.0 -11.0 -4.4 -7.4 -1.8 -6.0 -20.0 -20.0 -20.0 -19.5 -20.0 -20.0 -6.2 -4.7 -6.0 -5.4 -20.0 -20.0 -20.0 -15.7 -20.0 1.7 -8.0 -11.7 -5.9 -10.1 -3.9 -9.0 -6.6 -20.0 -20.0 -17.8 -17.5 -6.0 -6.4 -6.7 -7.5 CANOLA -6.7 -9.0 5.7 -0.7 -6.1 -1.5 -2.7 -2.6 -1.0 -5.2 -2.4 -1.2 -5.5 -3.1 -1.5 -11.8 -12.4 -13.6 -13.7 -3.6 -3.1 -4.4 -4.6 -3.7 -11.0 -0.4 -3.8 -0.1 -1.7 -1.3 -1.0 -20.0 3.1 -9.4 -2.3 5.1 -8.2 -10.2 -3.7 -4.6 CHF 0.1 -20.0 -15.6 -3.8 -6.9 -2.7 -4.6 -1.1 -3.8 -12.1 -8.1 -11.1 -7.1 -11.8 -12.2 -15.5 -16.1 -15.4 -15.5 -15.2 -10.3 -16.5 -4.9 -15.2 4.1 -4.5 -5.7 -2.8 -4.8 -1.1 -4.5 -20.0 -3.7 -7.0 -8.9 -10.3 -10.1 -8.7 -11.5 -15.3 COCOA 20.0 20.0 9.7 -1.2 -10.5 -2.7 -4.7 -4.6 -1.7 12.2 11.1 13.7 10.7 14.3 14.3 6.0 20.0 16.3 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.0 5.7 3.9 5.7 4.1 5.7 20.0 20.0 20.0 20.0 20.0 17.0 20.0 20.0 20.0 COFFEE 3.5 17.7 2.0 -1.4 -12.4 -3.2 -5.6 -5.4 -2.0 9.7 14.7 11.5 15.0 13.9 14.0 3.9 4.7 3.1 3.5 20.0 20.0 17.1 17.9 20.0 -20.0 5.6 1.8 4.4 3.0 3.6 5.2 5.9 20.0 20.0 20.0 20.0 -4.7 -5.1 0.7 2.7 COPPER 1.4 -14.8 -4.8 -0.9 -7.4 -0.1 -3.4 -0.2 -1.9 -12.9 -9.9 -6.3 -2.8 -10.0 -10.6 -6.8 -3.9 -5.5 -4.5 -7.9 -5.7 -7.3 -0.3 -6.3 -17.4 -2.2 -7.6 -0.5 -3.8 1.9 -2.5 2.3 -2.1 1.1 -4.4 -1.1 6.6 14.4 3.9 20.0 CORN 4.6 5.2 3.7 -2.1 -18.7 -4.7 -8.4 -8.1 -3.0 -12.3 -20.0 3.0 -20.0 -3.6 -8.3 -7.3 -13.0 -9.4 -12.0 -7.9 -18.7 -3.0 -20.0 -2.0 -9.8 -6.2 -11.0 -10.0 -3.2 -14.3 -3.1 -20.0 19.3 -9.5 -6.0 -10.4 14.7 -1.3 20.0 3.7 COTTON2 -5.0 -6.8 -2.4 -1.9 -17.0 -4.3 -7.7 -7.4 -2.8 -19.9 -19.5 -18.7 -20.0 -17.7 -15.6 -14.6 -8.4 -14.3 -12.2 -14.4 -15.7 -20.0 -20.0 -17.0 -20.0 -7.0 -10.8 -5.7 -9.4 -4.5 -8.3 -18.8 -20.0 -9.6 -20.0 -8.3 -19.5 -18.5 -17.1 -13.1 CRUDE_W 1.9 -0.4 -5.7 -0.9 1.4 -3.5 3.3 -3.5 1.5 5.0 -11.2 5.1 -8.1 -1.8 -4.4 4.4 9.3 5.2 7.1 -4.5 -9.0 2.8 -6.9 0.6 -1.5 -1.9 -1.6 -4.5 1.8 -3.9 0.6 7.1 -6.9 1.2 -2.5 2.2 -2.3 6.4 -0.9 11.6 DAX 20.0 8.4 11.2 4.6 -14.5 6.1 -5.5 8.2 1.5 -15.0 18.7 16.5 20.0 17.9 19.7 -9.2 -9.7 -8.8 -8.9 20.0 20.0 15.0 20.0 20.0 7.9 6.6 -3.0 5.3 3.4 5.6 7.1 -4.7 20.0 20.0 12.7 15.5 20.0 15.2 15.3 3.9 DOW -8.9 6.1 11.8 3.6 -11.4 4.8 -4.3 6.4 1.2 -15.4 14.2 -11.6 16.2 4.3 11.2 -10.6 -10.7 -10.4 -10.3 12.5 19.6 -20.0 20.0 -3.8 -14.7 3.3 -10.8 6.1 -7.4 7.3 -1.9 -6.7 -20.0 -16.8 1.7 18.5 -4.1 0.6 -15.0 -9.1 DX -6.0 20.0 20.0 -4.8 -8.7 -3.4 -5.8 -1.4 -4.7 15.7 13.8 15.4 11.6 16.4 16.9 5.8 6.5 5.9 6.1 20.0 17.2 18.5 9.4 18.8 -20.0 5.6 6.8 4.3 4.8 2.3 4.7 12.8 20.0 20.0 20.0 20.0 -4.2 2.6 -3.0 4.0 EUR 3.3 -18.5 -18.2 -3.7 -6.8 -2.7 -4.6 -1.1 -3.7 -10.7 -10.4 -6.7 -8.0 -11.0 -12.2 -6.7 -7.0 -6.7 -6.7 -15.5 -12.5 -10.6 -6.8 -12.4 15.6 -4.5 -4.6 -3.5 -3.1 -1.6 -3.6 -9.8 5.3 -3.7 -6.8 -13.2 2.3 -8.7 2.6 -10.6 EURIBOR-ICE 5.9 3.5 6.0 -0.9 -5.6 -0.4 -3.7 0.2 -1.4 -8.8 8.0 -2.0 7.5 4.3 5.2 5.2 0.7 5.0 3.3 6.6 8.3 -5.8 7.8 2.4 10.8 2.5 -5.0 3.2 -2.4 3.1 0.8 10.3 3.3 4.0 11.2 16.1 -2.0 -12.3 16.3 7.7 EUROSTX 17.8 -2.5 -3.3 4.4 -14.0 5.9 -5.3 7.9 1.5 -14.2 0.6 13.2 11.8 11.1 1.0 1.7 -2.8 -1.7 -2.8 4.0 -0.2 8.3 5.3 11.3 -3.3 1.6 -2.4 0.1 3.3 3.4 4.8 6.3 20.0 15.8 -11.6 -13.1 5.8 4.7 -9.7 -10.6 FEEDCOW 10.5 20.0 20.0 -2.1 -18.7 -4.7 -8.4 -8.1 -3.0 7.7 11.1 13.9 -7.3 20.0 20.0 3.5 -3.2 9.3 7.2 20.0 17.7 14.8 -0.2 20.0 -14.5 7.5 0.7 3.7 3.2 0.2 6.8 2.6 11.6 20.0 20.0 20.0 18.5 16.4 20.0 20.0 GASOIL -0.5 5.4 -4.1 -0.8 1.2 -3.1 2.9 -3.1 1.3 9.7 -12.5 5.7 -10.1 1.2 -1.9 3.8 6.2 2.7 2.9 -2.7 -8.4 5.6 -8.2 1.9 4.5 -1.5 3.6 -5.0 3.6 -5.2 1.4 0.1 -0.6 0.4 2.9 -6.5 -0.7 -7.7 1.5 -12.1 GASOLINE 0.3 -0.2 -2.9 -0.8 1.2 -3.1 2.9 -3.1 1.3 -0.2 -8.7 1.8 -4.5 -2.8 -1.9 -9.0 17.3 -0.4 10.0 -2.7 -5.3 -0.2 -3.3 -0.1 -20.0 0.1 -4.3 -1.0 -0.0 -0.2 0.7 17.8 -9.1 -1.0 -1.4 8.0 2.4 8.5 7.1 15.3 GAS_US_mini -0.5 7.7 16.3 -0.6 0.9 -2.3 2.2 -2.3 1.0 4.7 -10.7 -2.6 -13.6 0.4 -2.8 16.2 -20.0 -20.0 -20.0 -1.0 -4.7 2.8 -10.5 1.3 20.0 -2.1 2.2 -3.7 1.0 -5.8 -0.5 -20.0 1.6 -3.9 -0.5 -1.5 -7.7 -13.5 -5.7 -11.4 GBP 8.4 -18.0 -13.1 -5.5 -10.0 -3.9 -6.7 -1.6 -5.4 -12.2 -7.3 0.7 4.1 -9.9 -14.5 0.6 -0.1 0.6 0.3 -12.8 -7.4 -7.6 1.1 -9.3 -0.9 -5.0 -5.9 -2.4 -3.4 1.4 -3.8 2.1 16.0 8.0 1.5 2.7 5.8 -10.3 19.6 -9.7 GOLD_micro -2.4 -20.0 -7.5 -0.7 -5.3 -0.1 -2.5 -0.1 -1.3 -8.9 5.2 -6.0 8.9 -3.6 0.3 -9.1 -12.7 -10.7 -11.5 0.8 6.2 -5.6 10.3 -2.2 -10.5 0.6 -5.1 3.2 -2.3 5.2 -0.9 -11.5 -1.5 3.5 -1.2 8.0 20.0 4.1 20.0 9.0 HEATOIL -0.5 1.5 -2.8 -0.8 1.2 -3.1 2.9 -3.1 1.3 11.4 -13.4 7.7 -13.0 0.0 -6.4 4.8 3.0 1.0 -0.4 -3.9 -9.5 6.2 -10.4 1.3 -20.0 -1.4 3.4 -4.1 3.7 -4.8 1.0 -6.0 3.6 -1.0 0.0 1.8 -1.8 1.6 0.2 2.2 JGB-SGX-mini -3.8 -20.0 -8.4 -1.2 -7.4 -0.5 -4.9 0.2 -1.9 -11.2 -2.8 -11.3 0.2 -13.0 -11.9 19.1 14.0 16.1 14.9 -12.3 -7.1 -9.3 -1.9 -11.5 -14.0 -4.1 -4.5 -2.5 -3.4 -1.3 -3.9 20.0 16.0 -12.7 -9.4 -3.6 -20.0 -17.8 -20.0 -13.7 JPY 10.5 -7.6 -10.4 -2.8 -5.0 -2.0 -3.4 -0.8 -2.7 -8.7 -4.3 -6.1 -5.6 -3.0 -7.2 -10.3 -13.3 -10.7 -11.5 -6.2 -6.0 -8.7 -6.7 -5.7 20.0 -2.1 -4.2 -1.8 -3.4 -2.2 -2.1 -19.5 -5.6 7.1 4.2 -2.4 -10.5 -20.0 -7.3 -20.0 LEANHOG -12.4 -1.1 20.0 -2.1 -18.5 -4.7 -8.4 -8.0 -3.0 -15.7 13.7 -15.3 6.2 -4.4 16.0 -20.0 4.2 -18.3 1.9 12.6 16.1 -11.9 6.1 -2.3 -0.9 6.7 -2.7 7.2 -2.9 3.5 1.6 7.6 -20.0 17.3 20.0 20.0 7.9 -6.1 12.5 0.1 LIVECOW 1.6 -5.4 10.5 -2.2 -19.4 -4.9 -8.7 -8.4 -3.1 -0.9 20.0 6.1 18.9 8.7 20.0 5.2 4.8 -0.2 2.3 13.9 16.0 6.6 16.2 12.1 -20.0 6.6 -4.3 6.5 4.1 7.1 6.7 5.7 11.1 20.0 11.6 20.0 -1.1 16.5 4.1 20.0 LUMBER-new -20.0 6.5 17.5 -1.6 -14.5 -3.7 -6.6 -6.0 -2.4 -8.3 5.2 -14.9 -3.9 -7.9 5.2 -20.0 -19.2 -20.0 -19.8 1.6 5.8 -20.0 -1.4 -13.8 NaN 0.1 -4.1 2.0 -7.6 0.1 -5.2 -20.0 -20.0 -20.0 11.4 15.2 13.3 4.1 18.8 12.2 MILK 14.4 -20.0 -9.2 -1.2 -10.9 -2.8 -4.9 -4.7 -1.8 4.2 2.2 9.3 6.0 -1.3 -7.6 7.1 -2.0 8.4 7.1 -4.6 -0.8 8.4 3.9 2.5 14.5 -1.4 0.9 -0.4 3.3 0.9 1.4 3.1 20.0 11.5 -12.9 -6.7 -10.6 -20.0 -6.4 -20.0 MXP 9.5 3.2 -11.8 -4.5 -8.1 -3.2 -5.5 -1.3 -4.4 -7.7 -15.0 9.8 -13.4 1.3 -8.4 11.9 13.2 11.8 11.8 -6.6 -15.0 0.2 -14.4 0.5 -20.0 -3.4 -5.6 -7.4 -0.3 -6.9 0.2 20.0 20.0 10.5 12.9 0.8 11.2 20.0 17.7 20.0 NASDAQ_micro 11.3 11.5 11.9 3.3 -10.4 4.3 -3.9 5.9 1.1 -0.5 13.9 10.8 14.0 13.5 14.9 -10.7 -10.0 -10.1 -9.7 19.1 17.2 14.3 17.8 19.1 -20.0 5.6 0.5 5.5 4.2 6.7 5.4 -5.5 20.0 17.3 15.2 14.7 10.4 4.4 -3.2 -9.0 NIKKEI 6.9 4.5 8.5 3.8 -12.0 5.0 -4.6 6.8 1.3 -14.3 8.3 7.0 9.1 7.9 13.6 11.5 7.4 7.1 6.3 7.0 6.6 1.3 11.0 6.7 -10.7 2.3 -6.4 0.2 0.4 3.3 3.5 20.0 15.9 2.4 -1.4 -6.6 20.0 16.3 20.0 20.0 NZD -1.1 -15.1 -12.5 -3.7 -6.7 -2.7 -4.5 -1.1 -3.6 -12.0 -11.0 -12.9 -6.2 -13.3 -13.4 -1.6 -0.5 -1.2 -0.9 -14.2 -10.0 -16.8 -5.2 -15.2 2.1 -4.6 -7.2 -3.1 -5.8 -1.5 -5.1 0.8 -10.4 -10.5 -5.7 -3.1 -6.2 -3.8 -5.9 -0.1 OAT 9.8 1.6 -1.4 -1.4 -8.6 -0.6 -5.7 0.3 -2.2 -13.6 2.6 -5.4 -1.9 3.4 -1.4 -16.9 2.2 -4.4 -0.3 0.9 -0.1 -11.9 -1.6 -1.4 4.2 0.8 -11.5 0.6 -6.7 0.5 -1.0 9.1 5.2 0.3 7.9 8.5 -2.0 -13.7 17.7 5.5 OATIES -4.9 -13.8 15.9 -1.1 -9.5 -2.4 -4.3 -4.1 -1.5 0.2 0.4 -3.0 -6.2 -7.4 3.3 -16.1 -1.8 -10.0 -4.8 -0.7 1.7 -0.8 -0.6 -2.5 -20.0 -1.4 -0.6 0.2 -0.8 -0.1 -2.2 -6.1 -8.5 -2.1 -7.4 11.0 20.0 5.7 20.0 14.0 OJ 15.5 10.2 12.5 -2.0 -18.1 -4.6 -8.1 -7.8 -2.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 14.9 19.1 16.2 20.0 20.0 20.0 20.0 20.0 -20.0 8.2 13.3 7.2 11.5 9.0 9.8 20.0 20.0 20.0 20.0 20.0 18.8 8.8 20.0 20.0 PALLAD -8.8 -15.5 5.3 -0.6 -4.7 -0.1 -2.2 -0.1 -1.2 -8.5 -1.8 -8.1 -3.9 -8.5 -5.7 -1.9 -2.1 -2.0 -2.0 -4.7 -1.6 -8.4 -2.9 -7.1 14.5 -1.5 -5.1 -0.1 -3.7 -0.6 -2.9 5.8 -6.7 -7.3 -1.7 0.1 -17.4 -20.0 -20.0 -20.0 PLAT -5.3 -13.7 -1.8 -1.0 -7.9 -0.1 -3.7 -0.2 -2.0 -8.9 -10.3 -10.5 -5.2 -14.1 -10.4 -5.6 -4.6 -4.9 -4.7 -8.9 -5.2 -7.2 -2.4 -9.3 6.5 -4.6 -3.5 -2.6 -3.8 -1.3 -5.1 1.3 -2.8 -15.1 -12.6 -10.9 8.5 -8.9 3.3 -3.3 REDWHEAT -0.4 -10.9 -2.2 -2.0 -17.8 -4.5 -8.0 -7.7 -2.9 -14.1 -20.0 -3.4 -20.0 -14.3 -16.9 -10.4 -8.2 -10.6 -10.0 -16.1 -18.8 -6.0 -20.0 -10.0 -3.2 -6.5 -5.9 -7.3 -2.7 -8.3 -4.0 -17.0 13.5 -6.5 -20.0 -9.3 -20.0 -20.0 -15.7 -20.0 RICE 1.0 -2.2 -9.3 -1.9 -17.4 -4.4 -7.9 -7.6 -2.8 -19.3 -3.1 -15.1 8.3 3.2 -5.1 -8.9 14.8 -7.5 3.2 -5.9 -5.3 -12.6 1.9 -6.7 -16.3 -5.6 -11.4 -4.7 -8.0 -1.4 -5.6 16.9 -20.0 -11.3 -14.2 -15.9 -8.8 -20.0 -9.1 -20.0 ROBUSTA 2.8 -4.1 -20.0 -0.7 -6.1 -1.5 -2.7 -2.6 -1.0 4.5 5.7 1.8 6.8 3.4 3.5 3.5 20.0 10.5 17.2 6.9 7.8 4.1 10.1 6.4 -20.0 2.2 0.2 2.6 1.0 3.9 1.9 20.0 12.3 16.9 14.9 11.5 6.4 2.3 10.2 8.2 RUSSELL -10.4 7.4 8.8 3.3 -10.3 4.3 -3.9 5.8 1.1 -13.4 11.0 -10.5 13.0 3.5 9.3 -6.5 -6.4 -6.3 -6.2 8.4 12.2 -17.6 11.4 -3.2 1.4 3.2 -9.9 5.3 -6.0 5.6 -1.1 0.5 -18.9 -14.1 9.1 12.4 -8.7 -11.6 -20.0 -20.0 SHATZ 1.0 0.1 8.4 -0.9 -5.5 -0.4 -3.6 0.2 -1.4 -8.8 6.0 -6.0 0.9 0.9 1.1 -20.0 -20.0 -20.0 -20.0 2.4 4.4 -6.7 2.0 -1.2 5.9 1.3 -5.5 2.5 -3.6 1.8 -0.6 -20.0 3.6 -0.4 5.9 11.4 -4.6 -13.1 6.1 -4.3 SILVER-mini -1.5 -14.2 1.0 -0.9 -7.3 -0.1 -3.4 -0.2 -1.9 -13.2 2.0 -7.5 7.7 -10.5 -2.0 -6.0 -6.4 -6.0 -6.0 -2.2 3.1 -10.3 7.6 -5.5 -3.2 -0.3 -9.0 2.1 -5.0 3.9 -2.2 -1.3 -8.3 -0.9 -3.6 4.4 5.0 -1.6 -1.0 7.2 SMI 3.6 -15.2 -15.3 3.6 -11.5 4.8 -4.3 6.5 1.2 -9.9 -3.0 -4.3 9.3 -11.0 -11.5 2.4 0.5 1.0 0.3 -10.2 -6.0 -6.7 3.1 -7.8 9.8 -4.2 -5.5 -1.1 -3.3 4.0 -3.6 11.8 6.6 -6.6 -20.0 -20.0 -5.9 1.6 -15.6 -11.3 SOFR 7.0 -14.5 -20.0 -1.6 -9.3 -0.6 -6.1 0.3 -2.4 -15.0 -4.5 -12.7 1.9 -11.5 -13.7 -0.9 -0.1 -0.1 0.1 -14.5 -10.1 -20.0 -3.2 -14.3 -6.5 -5.0 -8.4 -3.6 -6.4 -1.1 -4.8 7.1 -5.1 -17.2 -18.1 -20.0 -3.0 -5.5 13.6 14.8 SOYBEAN -1.0 0.5 -4.8 -1.7 -15.0 -3.8 -6.8 -6.5 -2.4 -16.9 -19.1 -16.2 -18.5 -17.3 -18.1 -3.1 0.0 -2.6 -2.6 -17.6 -20.0 -20.0 -20.0 -16.6 -20.0 -6.9 -17.0 -8.0 -9.7 -8.7 -6.8 -4.1 -20.0 -20.0 -16.3 -16.3 4.5 -6.5 8.0 -0.4 SOYMEAL 5.4 -8.4 -7.1 -1.7 -15.2 -3.9 -6.8 -6.6 -2.5 -16.6 -19.5 -15.2 -19.2 -18.1 -19.5 -14.0 -1.5 -9.8 -6.2 -17.3 -20.0 -12.5 -20.0 -12.5 -20.0 -6.4 -9.8 -7.1 -5.5 -6.5 -4.8 -7.8 -16.7 -2.4 -20.0 -15.7 -20.0 -20.0 -20.0 -20.0 SOYOIL -12.6 -2.7 14.2 -0.7 -6.4 -1.6 -2.9 -2.8 -1.0 -6.8 -1.9 -6.1 -6.0 -6.5 -2.6 -3.6 -0.1 -2.3 -1.2 -2.8 -1.5 -8.1 -3.6 -5.6 -15.0 -1.2 -5.1 -0.4 -3.4 -1.0 -2.5 -2.6 -6.3 -14.0 -1.6 4.3 4.2 -5.0 9.8 1.0 SP400 -12.1 6.0 9.3 3.6 -11.2 4.7 -4.2 6.3 1.2 -15.1 11.8 -11.4 15.0 1.8 9.6 -8.3 -6.8 -7.8 -7.2 9.6 14.2 -20.0 14.2 -4.3 -11.1 3.5 -12.1 5.6 -7.0 6.1 -1.2 -0.5 -20.0 -12.9 8.1 16.3 -4.9 -6.5 -19.7 -20.0 SP500_micro 0.5 8.1 14.6 4.6 -14.6 6.1 -5.5 8.3 1.5 -16.4 20.0 2.5 20.0 17.2 20.0 -12.8 -12.0 -12.1 -11.8 20.0 20.0 -5.5 20.0 11.5 -20.0 6.9 -11.4 10.1 -3.9 13.2 2.2 -9.1 2.5 -2.8 6.6 20.0 2.6 3.9 -14.9 -12.5 SUGAR11 -15.9 -12.7 12.9 -1.5 -13.2 -3.4 -6.0 -5.7 -2.1 -15.6 4.7 -16.6 -5.8 -16.1 1.0 20.0 20.0 20.0 20.0 -6.4 1.5 -20.0 0.8 -17.6 -20.0 -1.0 -17.2 1.4 -11.5 0.5 -5.7 20.0 -20.0 -16.6 -7.3 17.2 -20.0 0.6 -20.0 3.9 US10 8.5 -11.1 -19.3 -1.1 -6.6 -0.5 -4.4 0.2 -1.7 -10.7 -4.9 -8.0 -0.8 -6.4 -9.3 -3.3 -6.1 -4.1 -5.0 -9.0 -7.2 -13.3 -4.1 -8.2 1.9 -3.4 -5.9 -2.6 -4.3 -1.0 -3.1 -2.6 -1.4 -8.7 -9.9 -14.1 -7.9 -14.6 5.0 9.4 US10U 6.9 -8.9 -16.6 -1.4 -8.4 -0.6 -5.6 0.3 -2.2 -13.6 -6.3 -10.1 -0.9 -7.6 -11.5 -4.8 -3.8 -4.5 -4.3 -10.0 -8.0 -16.2 -5.0 -9.6 -1.7 -4.2 -7.2 -3.3 -5.4 -1.5 -3.8 -0.4 0.3 -9.6 -9.6 -16.2 -6.0 -10.5 13.0 16.6 US2 11.9 -19.3 -19.3 -1.3 -7.5 -0.5 -5.0 0.2 -1.9 -12.0 -6.1 -6.1 -4.1 -8.2 -11.3 -17.7 -20.0 -19.2 -20.0 -13.9 -10.9 -14.0 -7.5 -10.6 19.6 -3.9 -6.6 -2.6 -4.4 -1.1 -3.5 -20.0 0.5 -12.2 -15.5 -14.1 -10.3 -14.3 -1.4 -5.9 US20 5.5 -7.7 -16.8 -1.0 -6.0 -0.4 -3.9 0.2 -1.5 -9.7 -4.6 -8.4 1.3 -6.1 -8.4 -0.8 -1.3 -1.3 -1.4 -6.9 -5.4 -12.8 -3.1 -7.5 -3.3 -3.1 -5.3 -2.3 -4.4 -0.9 -3.1 4.8 -2.6 -9.7 -6.2 -11.8 -2.6 -6.6 20.0 18.7 US30 4.8 -5.4 -13.2 -1.0 -6.1 -0.4 -4.1 0.2 -1.6 -9.6 -5.5 -8.3 -0.3 -5.5 -8.2 -5.5 -4.5 -4.0 -4.0 -5.8 -4.9 -10.7 -3.5 -6.4 -2.3 -3.0 -4.8 -2.4 -4.1 -1.1 -2.9 -0.3 1.2 -6.6 -2.9 -9.4 -2.4 -6.8 20.0 15.6 US5 9.5 -14.7 -20.0 -1.3 -7.8 -0.5 -5.1 0.3 -2.0 -12.6 -6.3 -9.7 -3.6 -9.2 -11.7 -5.5 -9.2 -6.6 -7.9 -12.9 -10.2 -16.3 -5.8 -11.1 7.9 -3.9 -7.2 -2.9 -4.9 -1.2 -3.5 -7.9 -1.7 -10.5 -13.1 -16.4 -5.5 -11.6 6.3 6.8 VIX 3.3 -11.9 -4.5 -1.9 15.8 -2.0 9.5 -4.6 2.3 20.0 -18.3 15.8 -18.3 -12.6 -17.0 -20.0 -20.0 -18.9 -19.6 -8.3 -8.4 14.2 -13.9 0.1 NaN -2.3 17.4 -2.4 9.8 -5.5 2.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.6 -12.3 -3.2 -2.0 -18.4 -4.7 -8.3 -8.0 -3.0 -19.7 -20.0 -17.4 -20.0 -19.9 -17.8 -15.2 -14.6 -14.5 -14.5 -20.0 -20.0 -13.8 -20.0 -16.8 6.0 -7.7 -7.7 -7.3 -5.6 -7.1 -6.4 -20.0 1.4 -14.5 -20.0 -11.6 -17.1 -20.0 -12.2 -19.2 End of report for caleb_strategy_v3