******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241219_204449 produced at 2024-12-19 21:41:19.762391 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.49 0.0 0.00 0.00 0.00 0.00 -18.25 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.49 -1.00 0.0 0.49 -0.49 -0.49 -0.46 -32.30 16.0 -16 -15 caleb_strategy_v3 US2 False True 0.07 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -3.04 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.07 -0.16 0.0 0.69 -0.69 -0.07 -0.07 -6.92 29.0 -3 -3 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.14 0.0 999.00 -999.00 -0.22 -0.18 -20.02 999999999.0 -32 -26 caleb_strategy_v3 CHF False False 0.05 -0.52 -0.12 0.0 0.62 -0.62 -0.52 -0.48 -2.60 13.0 -11 -10 caleb_strategy_v3 COPPER False False 0.03 -0.10 -0.10 0.0 999.00 -999.00 -0.10 -0.10 -2.78 999999999.0 -3 -3 caleb_strategy_v3 US5 False False 0.04 -0.14 -0.08 0.0 0.90 -0.90 -0.14 -0.07 -2.10 25.0 -4 -2 caleb_strategy_v3 EUR False False 0.04 -0.09 -0.06 0.0 0.62 -0.62 -0.09 -0.09 -1.26 14.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -5.77 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 -4.96 11.0 -6 -6 caleb_strategy_v3 AUD False False 0.02 -0.04 -0.05 0.0 0.40 -0.40 -0.04 -0.08 -2.47 19.0 -2 -4 caleb_strategy_v3 NZD False False 0.02 0.00 -0.05 0.0 0.40 -0.40 0.00 -0.02 -2.81 21.0 0 -1 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.05 0.0 0.09 -0.09 -0.05 -0.05 -6.71 12.0 -7 -7 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.07 24.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -1.48 12.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.04 0.0 0.63 -0.63 0.00 0.00 -1.20 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.03 -0.09 -0.04 0.0 0.09 -0.09 -0.09 -0.09 -1.13 3.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.03 0.0 0.12 -0.12 -0.05 -0.05 -1.61 7.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.07 -0.07 -0.04 -0.04 -3.15 8.0 -4 -4 caleb_strategy_v3 SP400 False False 0.11 0.00 -0.03 0.0 0.21 -0.21 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.03 0.0 0.46 -0.46 -0.03 -0.03 -1.25 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.03 0.0 0.49 -0.49 -0.04 -0.04 -0.87 13.0 -1 -1 caleb_strategy_v3 GBP False False 0.03 0.00 -0.03 0.0 0.58 -0.58 0.00 0.00 -1.06 22.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.09 -0.09 -0.03 -0.03 -3.51 9.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 -0.01 -0.03 0.0 0.14 -0.14 -0.01 -0.02 -9.69 51.0 -4 -6 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.48 -0.48 0.00 -0.04 -4.65 66.0 0 -5 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -0.99 5.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.02 -2.75 18.0 -2 -3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.02 0.0 0.48 -0.48 0.00 -0.05 -2.01 48.0 0 -5 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.09 -0.09 -0.01 -0.01 -2.37 9.0 -1 -1 caleb_strategy_v3 SMI False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.52 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.00 0.01 -0.02 0.0 0.26 -0.26 0.01 0.00 -4.11 68.0 3 1 caleb_strategy_v3 GASOLINE False False 0.03 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.68 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.35 10.0 -1 -1 caleb_strategy_v3 US30 False False 0.04 -0.16 -0.01 0.0 0.24 -0.24 -0.16 -0.20 -0.23 6.0 -4 -5 caleb_strategy_v3 US20 False True 0.04 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.36 9.0 0 0 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.14 10.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.67 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 -0.49 999999999.0 0 0 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.35 2.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.01 -2.81 26.0 -6 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.91 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 -0.02 -0.01 0.0 0.09 -0.09 -0.02 0.00 -0.27 4.0 -1 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.02 -0.01 0.0 0.50 -0.50 -0.02 -0.03 -1.68 56.0 -2 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -1.95 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.22 23.0 0 0 caleb_strategy_v3 MILK False False 0.01 0.00 0.00 0.0 0.07 -0.07 0.00 0.00 0.01 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 0.12 19.0 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 NASDAQ_micro False False 0.01 0.04 0.01 0.0 0.33 -0.33 0.04 0.01 0.39 23.0 3 1 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 0.14 6.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.08 0.02 0.0 0.98 -0.98 0.08 0.04 0.60 26.0 2 1 caleb_strategy_v3 EUROSTX False False 0.02 0.07 0.02 0.0 0.35 -0.35 0.07 0.07 0.97 20.0 4 4 caleb_strategy_v3 OAT False False 0.04 0.13 0.03 0.0 0.44 -0.44 0.13 0.13 0.71 10.0 3 3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.03 0.0 0.00 0.00 0.00 0.00 10.00 59.0 0 0 caleb_strategy_v3 LEANHOG False False 0.01 0.05 0.03 0.0 0.16 -0.16 0.05 0.05 2.27 13.0 4 4 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 1.72 17.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.01 0.04 0.0 0.49 -0.49 0.01 0.01 4.41 60.0 1 1 caleb_strategy_v3 OJ False False 0.03 0.03 0.05 0.0 0.08 -0.08 0.03 0.03 1.73 3.0 1 1 caleb_strategy_v3 BTP False False 0.04 0.13 0.07 0.0 0.42 -0.42 0.13 0.04 1.64 10.0 3 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.22 0.08 0.0 0.35 -0.35 0.22 0.17 1.78 8.0 5 4 caleb_strategy_v3 DX False False 0.04 0.00 0.10 0.0 999.00 -999.00 0.00 0.00 2.62 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.04 0.12 0.0 0.41 -0.41 0.04 0.04 17.25 58.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.14 0.16 0.0 0.31 -0.31 0.14 0.08 18.62 36.0 16 9 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.18 0.0 0.86 -0.86 0.00 0.00 13.67 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.1 Shocked risk 27.2 Sum abs risk 43.2 Leverage 6.35 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2947620.67, 'annual_cash_vol_target': 736905.1675, 'daily_cash_vol_target': 46056.57296875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0046 0.6244 0.7294 11.6698 BITCOIN 2591.3367 97710.0000 2.6521 42.4331 BOBL 0.2211 118.0400 0.1873 2.9970 BTP 0.5202 120.2700 0.4325 6.9201 BUND 0.4517 133.9200 0.3373 5.3962 BUXL 1.1057 133.8800 0.8259 13.2138 CAC 57.3485 7311.0000 0.7844 12.5506 CAD 0.0030 0.6974 0.4334 6.9339 CANOLA 8.9890 603.6000 1.4892 23.8276 CHF 0.0055 1.1241 0.4861 7.7774 COCOA 255.2295 11075.0000 2.3046 36.8729 COFFEE 6.2811 318.7500 1.9705 31.5288 COPPER 0.0482 4.0825 1.1797 18.8749 CORN 3.8283 434.7500 0.8806 14.0893 COTTON2 0.7950 67.8700 1.1714 18.7416 CRUDE_W 0.9233 66.3300 1.3920 22.2720 DAX 141.0347 20160.0000 0.6996 11.1932 DOW 318.3724 42950.0000 0.7413 11.8602 DX 0.4158 108.1300 0.3846 6.1529 EUR 0.0055 1.0402 0.5285 8.4564 EURIBOR-ICE 0.0432 97.9550 0.0441 0.7052 EUROSTX 40.2059 4907.0000 0.8194 13.1097 FEEDCOW 1.6957 255.4750 0.6637 10.6197 GASOIL 10.9983 671.0000 1.6391 26.2255 GASOLINE 0.0324 2.1500 1.5086 24.1368 GAS_US_mini 0.1125 3.2950 3.4137 54.6195 GBP 0.0067 1.2497 0.5399 8.6389 GOLD_micro 25.7583 2612.1000 0.9861 15.7779 HEATOIL 0.0341 2.2219 1.5336 24.5368 JGB-SGX-mini 0.1981 142.2400 0.1393 2.2283 JPY 0.0000 0.0064 0.7528 12.0447 LEANHOG 1.1175 88.5500 1.2620 20.1912 LIVECOW 1.2288 186.3500 0.6594 10.5509 LUMBER-new 7.7857 584.0000 1.3332 21.3306 MILK 0.2591 19.2600 1.3452 21.5237 MXP 0.0004 0.0484 0.7444 11.9107 NASDAQ_micro 217.0573 21462.2500 1.0113 16.1815 NIKKEI 407.3398 39115.0000 1.0414 16.6622 NZD 0.0040 0.5641 0.7134 11.4137 OAT 0.4234 124.0400 0.3414 5.4619 OATIES 6.2899 361.5000 1.7399 27.8390 OJ 6.8094 540.5000 1.2598 20.1573 PALLAD 23.8390 910.5000 2.6182 41.8916 PLAT 13.5656 926.9000 1.4635 23.4167 REDWHEAT 7.7594 550.5000 1.4095 22.5522 RICE 0.1432 14.5300 0.9854 15.7665 ROBUSTA 109.7449 5062.0000 2.1680 34.6882 RUSSELL 29.5645 2250.9000 1.3135 21.0153 SHATZ 0.0760 107.0550 0.0710 1.1365 SILVER-mini 0.5113 29.5375 1.7311 27.6978 SMI 87.6301 11400.0000 0.7687 12.2990 SOFR 0.0575 95.9700 0.0600 0.9594 SOYBEAN 9.7777 976.0000 1.0018 16.0290 SOYMEAL 3.6212 296.2000 1.2226 19.5610 SOYOIL 0.7576 40.6700 1.8628 29.8049 SP400 33.3144 3146.9000 1.0586 16.9383 SP500_micro 44.7201 5951.7500 0.7514 12.0220 SUGAR11 0.2866 18.0700 1.5861 25.3775 US10 0.3806 108.5938 0.3505 5.6081 US10U 0.5280 111.2969 0.4744 7.5904 US2 0.0924 102.6875 0.0900 1.4394 US20 0.7723 114.0000 0.6774 10.8391 US30 1.2180 119.7188 1.0174 16.2787 US5 0.2351 106.1250 0.2215 3.5439 VIX 0.5954 20.0500 2.9698 47.5163 WHEAT 6.9559 581.2500 1.1967 19.1475 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 624.45 0.73 455.45 1.00 455.45 46056.57 101.12 -9.41 -95.19 BITCOIN 97.71 2.65 259.13 1.00 259.13 46056.57 177.73 5.19 92.31 BOBL 1180.40 0.19 221.10 1.05 232.39 46056.57 198.19 0.59 11.64 BTP 1202.70 0.43 520.18 1.05 546.73 46056.57 84.24 5.72 48.15 BUND 1339.20 0.34 451.66 1.05 474.72 46056.57 97.02 -1.38 -13.42 BUXL 1338.80 0.83 1105.67 1.05 1162.11 46056.57 39.63 -0.30 -1.19 CAC 731.10 0.78 573.49 1.05 602.76 46056.57 76.41 -5.67 -43.33 CAD 697.35 0.43 302.21 1.00 302.21 46056.57 152.40 -17.51 -266.83 CANOLA 120.72 1.49 179.78 0.70 125.51 46056.57 366.95 -10.85 -398.21 CHF 1405.12 0.49 683.01 1.00 683.01 46056.57 67.43 -14.84 -100.05 COCOA 1107.50 2.30 2552.29 1.00 2552.29 46056.57 18.05 15.41 27.81 COFFEE 1195.31 1.97 2355.42 1.00 2355.42 46056.57 19.55 6.20 12.13 COPPER 1020.62 1.18 1204.01 1.00 1204.01 46056.57 38.25 -6.72 -25.71 CORN 217.38 0.88 191.42 1.00 191.42 46056.57 240.61 -11.47 -275.94 COTTON2 339.35 1.17 397.50 1.00 397.50 46056.57 115.87 -20.00 -231.73 CRUDE_W 663.30 1.39 923.31 1.00 923.31 46056.57 49.88 -1.83 -9.11 DAX 201.60 0.70 141.03 1.05 148.23 46056.57 310.70 16.27 505.65 DOW 214.75 0.74 159.19 1.00 159.19 46056.57 289.33 -6.92 -200.23 DX 1081.30 0.38 415.82 1.00 415.82 46056.57 110.76 9.12 101.01 EUR 1300.31 0.53 687.24 1.00 687.24 46056.57 67.02 -7.26 -48.66 EURIBOR-ICE 2448.88 0.04 107.94 1.05 113.45 46056.57 405.96 9.87 400.78 EUROSTX 490.70 0.82 402.06 1.05 422.58 46056.57 108.99 2.62 28.56 FEEDCOW 1277.38 0.66 847.83 1.00 847.83 46056.57 54.32 9.91 53.85 GASOIL 671.00 1.64 1099.83 1.00 1099.83 46056.57 41.88 -1.49 -6.25 GASOLINE 903.00 1.51 1362.22 1.00 1362.22 46056.57 33.81 -4.62 -15.61 GAS_US_mini 82.38 3.41 281.20 1.00 281.20 46056.57 163.78 -1.59 -25.97 GBP 781.06 0.54 421.72 1.00 421.72 46056.57 109.21 -3.75 -40.94 GOLD_micro 261.21 0.99 257.58 1.00 257.58 46056.57 178.80 -2.75 -49.26 HEATOIL 933.20 1.53 1431.11 1.00 1431.11 46056.57 32.18 -8.09 -26.03 JGB-SGX-mini 142240.00 0.14 19809.97 0.01 129.11 46056.57 356.72 -8.36 -298.29 JPY 802.38 0.75 604.02 1.00 604.02 46056.57 76.25 -6.31 -48.10 LEANHOG 354.20 1.26 446.98 1.00 446.98 46056.57 103.04 3.63 37.38 LIVECOW 745.40 0.66 491.54 1.00 491.54 46056.57 93.70 5.55 51.97 LUMBER-new 160.60 1.33 214.11 1.00 214.11 46056.57 215.11 -4.24 -91.16 MILK 385.20 1.35 518.18 1.00 518.18 46056.57 88.88 0.03 0.26 MXP 242.20 0.74 180.30 1.00 180.30 46056.57 255.45 1.18 30.03 NASDAQ_micro 429.24 1.01 434.11 1.00 434.11 46056.57 106.09 1.59 16.91 NIKKEI 39115.00 1.04 40733.98 0.01 265.49 46056.57 173.48 9.91 171.99 NZD 564.10 0.71 402.41 1.00 402.41 46056.57 114.45 -9.47 -108.38 OAT 1240.40 0.34 423.43 1.05 445.05 46056.57 103.49 2.01 20.78 OATIES 180.75 1.74 314.49 1.00 314.49 46056.57 146.45 -5.35 -78.32 OJ 810.75 1.26 1021.41 1.00 1021.41 46056.57 45.09 17.96 81.01 PALLAD 910.50 2.62 2383.90 1.00 2383.90 46056.57 19.32 -5.29 -10.21 PLAT 463.45 1.46 678.28 1.00 678.28 46056.57 67.90 -5.84 -39.66 REDWHEAT 275.25 1.41 387.97 1.00 387.97 46056.57 118.71 -20.00 -237.42 RICE 290.60 0.99 286.36 1.00 286.36 46056.57 160.84 -14.74 -237.07 ROBUSTA 506.20 2.17 1097.45 1.00 1097.45 46056.57 41.97 4.47 18.75 RUSSELL 112.54 1.31 147.82 1.00 147.82 46056.57 311.57 -3.98 -123.98 SHATZ 1070.55 0.07 76.04 1.05 79.92 46056.57 576.27 -1.82 -105.10 SILVER-mini 738.44 1.73 1278.32 1.00 1278.32 46056.57 36.03 -4.02 -14.47 SMI 1140.00 0.77 876.30 1.12 982.16 46056.57 46.89 -3.26 -15.27 SOFR 2399.25 0.06 143.87 1.00 143.87 46056.57 320.13 -9.38 -300.31 SOYBEAN 488.00 1.00 488.88 1.00 488.88 46056.57 94.21 -18.39 -173.22 SOYMEAL 296.20 1.22 362.12 1.00 362.12 46056.57 127.18 -20.00 -254.37 SOYOIL 244.02 1.86 454.56 1.00 454.56 46056.57 101.32 -7.14 -72.32 SP400 3146.90 1.06 3331.44 1.00 3331.44 46056.57 13.82 -6.83 -9.44 SP500_micro 297.59 0.75 223.60 1.00 223.60 46056.57 205.98 -4.20 -86.57 SUGAR11 202.38 1.59 321.00 1.00 321.00 46056.57 143.48 -9.01 -129.24 US10 1085.94 0.35 380.63 1.00 380.63 46056.57 121.00 -7.84 -94.81 US10U 1112.97 0.47 527.99 1.00 527.99 46056.57 87.23 -7.91 -68.99 US2 2053.75 0.09 184.76 1.00 184.76 46056.57 249.28 -9.62 -239.72 US20 1140.00 0.68 772.28 1.00 772.28 46056.57 59.64 -4.75 -28.31 US30 1197.19 1.02 1218.04 1.00 1218.04 46056.57 37.81 -4.78 -18.07 US5 1061.25 0.22 235.06 1.00 235.06 46056.57 195.93 -8.47 -165.99 VIX 200.50 2.97 595.44 1.00 595.44 46056.57 77.35 -10.48 -81.09 WHEAT 290.62 1.20 347.80 1.00 347.80 46056.57 132.42 -20.00 -264.85 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -95.185 0.010 2.5 -2.470 BITCOIN 92.307 0.043 2.5 9.996 BOBL 11.636 0.004 2.5 0.118 BTP 48.154 0.014 2.5 1.642 BUND -13.417 0.004 2.5 -0.136 BUXL -1.191 0.004 2.5 -0.012 CAC -43.331 0.014 2.5 -1.478 CAD -266.828 0.010 2.5 -6.923 CANOLA -398.213 0.010 2.5 -9.688 CHF -100.045 0.010 2.5 -2.596 COCOA 27.808 0.009 2.5 0.596 COFFEE 12.130 0.005 2.5 0.142 COPPER -25.710 0.043 2.5 -2.784 CORN -275.941 0.010 2.5 -6.713 COTTON2 -231.732 0.009 2.5 -4.963 CRUDE_W -9.113 0.043 2.5 -0.987 DAX 505.646 0.014 2.5 17.247 DOW -200.229 0.009 2.5 -4.653 DX 101.013 0.010 2.5 2.621 EUR -48.658 0.010 2.5 -1.262 EURIBOR-ICE 400.783 0.014 2.5 13.670 EUROSTX 28.558 0.014 2.5 0.974 FEEDCOW 53.847 0.013 2.5 1.784 GASOIL -6.254 0.017 2.5 -0.271 GASOLINE -15.615 0.017 2.5 -0.677 GAS_US_mini -25.975 0.043 2.5 -2.813 GBP -40.938 0.010 2.5 -1.062 GOLD_micro -49.257 0.014 2.5 -1.680 HEATOIL -26.027 0.017 2.5 -1.128 JGB-SGX-mini -298.286 0.043 2.5 -32.300 JPY -48.096 0.010 2.5 -1.248 LEANHOG 37.378 0.024 2.5 2.272 LIVECOW 51.967 0.013 2.5 1.722 LUMBER-new -91.161 0.009 2.5 -1.952 MILK 0.255 0.009 2.5 0.005 MXP 30.026 0.059 2.5 4.407 NASDAQ_micro 16.906 0.009 2.5 0.393 NIKKEI 171.990 0.043 2.5 18.624 NZD -108.378 0.010 2.5 -2.812 OAT 20.780 0.014 2.5 0.709 OATIES -78.322 0.010 2.5 -1.905 OJ 81.005 0.009 2.5 1.735 PALLAD -10.214 0.014 2.5 -0.348 PLAT -39.656 0.014 2.5 -1.353 REDWHEAT -237.425 0.005 2.5 -3.149 RICE -237.073 0.010 2.5 -5.768 ROBUSTA 18.754 0.005 2.5 0.219 RUSSELL -123.975 0.013 2.5 -4.108 SHATZ -105.099 0.004 2.5 -1.066 SILVER-mini -14.466 0.014 2.5 -0.493 SMI -15.270 0.014 2.5 -0.521 SOFR -300.313 0.024 2.5 -18.251 SOYBEAN -173.220 0.004 2.5 -1.611 SOYMEAL -254.369 0.004 2.5 -2.366 SOYOIL -72.319 0.004 2.5 -0.673 SP400 -9.440 0.013 2.5 -0.313 SP500_micro -86.573 0.009 2.5 -2.012 SUGAR11 -129.241 0.009 2.5 -2.749 US10 -94.805 0.005 2.5 -1.201 US10U -68.990 0.005 2.5 -0.874 US2 -239.720 0.005 2.5 -3.038 US20 -28.305 0.005 2.5 -0.359 US30 -18.065 0.005 2.5 -0.229 US5 -165.994 0.005 2.5 -2.103 VIX -81.094 0.099 2.5 -20.017 WHEAT -264.848 0.005 2.5 -3.513 ===================== Position diags ===================== AUD 2.62 BITCOIN 19.25 BOBL 2.01 BTP 2.87 BUND 0.98 BUXL 0.40 CAC 2.61 CAD 3.95 CANOLA 8.93 CHF 1.75 COCOA 0.39 COFFEE 0.23 COPPER 4.14 CORN 5.85 COTTON2 2.48 CRUDE_W 5.40 DAX 10.60 DOW 6.72 DX 2.87 EUR 1.74 EURIBOR-ICE 13.85 EUROSTX 3.72 FEEDCOW 1.80 GASOIL 1.82 GASOLINE 1.47 GAS_US_mini 17.74 GBP 2.83 GOLD_micro 6.10 HEATOIL 1.40 JGB-SGX-mini 38.63 JPY 1.98 LEANHOG 6.26 LIVECOW 3.10 LUMBER-new 4.61 MILK 1.90 MXP 37.49 NASDAQ_micro 2.47 NIKKEI 18.79 NZD 2.97 OAT 3.53 OATIES 3.56 OJ 0.97 PALLAD 0.66 PLAT 2.32 REDWHEAT 1.57 RICE 3.91 ROBUSTA 0.49 RUSSELL 10.32 SHATZ 5.84 SILVER-mini 1.23 SMI 1.60 SOFR 19.46 SOYBEAN 0.88 SOYMEAL 1.18 SOYOIL 0.94 SP400 0.46 SP500_micro 4.79 SUGAR11 3.05 US10 1.53 US10U 1.11 US2 3.16 US20 0.76 US30 0.48 US5 2.48 VIX 19.09 WHEAT 1.76 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.5 -2.7 -2.2 -2.0 -2 BITCOIN 10.0 8.1 11.9 0.0 0 BOBL 0.1 -0.1 0.3 0.0 0 BTP 1.6 1.4 1.9 3.0 3 BUND -0.1 -0.2 -0.0 0.0 0 BUXL -0.0 -0.1 0.0 0.0 0 CAC -1.5 -1.7 -1.2 0.0 0 CAD -6.9 -7.3 -6.5 -3.0 -3 CANOLA -9.7 -10.6 -8.8 -4.0 -4 CHF -2.6 -2.8 -2.4 -11.0 -11 COCOA 0.6 0.6 0.6 2.0 2 COFFEE 0.1 0.1 0.2 0.0 0 COPPER -2.8 -3.2 -2.4 -3.0 -3 CORN -6.7 -7.3 -6.1 -7.0 -7 COTTON2 -5.0 -5.2 -4.7 -6.0 -6 CRUDE_W -1.0 -1.5 -0.4 0.0 0 DAX 17.2 16.2 18.3 6.0 6 DOW -4.7 -5.3 -4.0 0.0 0 DX 2.6 2.3 2.9 0.0 0 EUR -1.3 -1.4 -1.1 -2.0 -2 EURIBOR-ICE 13.7 12.3 15.1 0.0 0 EUROSTX 1.0 0.6 1.3 4.0 4 FEEDCOW 1.8 1.6 2.0 5.0 5 GASOIL -0.3 -0.5 -0.1 -1.0 -1 GASOLINE -0.7 -0.8 -0.5 0.0 0 GAS_US_mini -2.8 -4.6 -1.0 -6.0 -6 GBP -1.1 -1.3 -0.8 0.0 0 GOLD_micro -1.7 -2.3 -1.1 -2.0 -2 HEATOIL -1.1 -1.3 -1.0 -3.0 -3 JGB-SGX-mini -32.3 -36.2 -28.4 -16.0 -16 JPY -1.2 -1.4 -1.1 -1.0 -1 LEANHOG 2.3 1.6 2.9 4.0 4 LIVECOW 1.7 1.4 2.0 0.0 0 LUMBER-new -2.0 -2.4 -1.5 0.0 0 MILK 0.0 -0.2 0.2 0.0 0 MXP 4.4 0.7 8.2 1.0 1 NASDAQ_micro 0.4 0.1 0.6 3.0 3 NIKKEI 18.6 16.7 20.5 16.0 16 NZD -2.8 -3.1 -2.5 0.0 0 OAT 0.7 0.4 1.1 3.0 3 OATIES -1.9 -2.3 -1.5 NaN 0 OJ 1.7 1.6 1.8 1.0 1 PALLAD -0.3 -0.4 -0.3 0.0 0 PLAT -1.4 -1.6 -1.1 -1.0 -1 REDWHEAT -3.1 -3.3 -3.0 -4.0 -4 RICE -5.8 -6.2 -5.4 NaN 0 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL -4.1 -5.1 -3.1 3.0 3 SHATZ -1.1 -1.7 -0.5 NaN 0 SILVER-mini -0.5 -0.6 -0.4 0.0 0 SMI -0.5 -0.7 -0.4 0.0 0 SOFR -18.3 -20.2 -16.3 NaN 0 SOYBEAN -1.6 -1.7 -1.5 -3.0 -3 SOYMEAL -2.4 -2.5 -2.2 -1.0 -1 SOYOIL -0.7 -0.8 -0.6 0.0 0 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro -2.0 -2.5 -1.5 0.0 0 SUGAR11 -2.7 -3.1 -2.4 -2.0 -2 US10 -1.2 -1.4 -1.0 0.0 0 US10U -0.9 -1.0 -0.8 -1.0 -1 US2 -3.0 -3.4 -2.7 NaN 0 US20 -0.4 -0.4 -0.3 0.0 0 US30 -0.2 -0.3 -0.2 -4.0 -4 US5 -2.1 -2.4 -1.9 -4.0 -4 VIX -20.0 -21.9 -18.1 -32.0 -32 WHEAT -3.5 -3.7 -3.3 -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 -0.3 -0.5 -0.4 -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 -0.1 0.6 0.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 -0.2 0.4 0.6 0.6 0.6 0.0 -0.1 -0.1 -0.0 BOBL 0.2 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 -0.3 0.3 0.2 0.3 0.3 -0.1 -0.4 0.3 0.0 BTP 0.3 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.2 0.4 -0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.4 0.0 -2.7 0.0 -0.1 0.1 -0.1 0.2 0.0 0.8 0.2 0.5 0.6 0.6 -0.1 -0.4 0.5 0.4 BUND 0.2 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 0.2 0.3 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 0.1 0.0 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 0.0 0.3 0.6 0.5 -0.7 -0.7 -0.1 -0.3 CAC 0.4 -0.2 -0.2 0.0 -0.2 0.1 -0.1 0.3 -0.0 -0.1 -0.4 0.0 -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 -0.1 -0.1 -0.0 -0.1 0.0 0.2 0.5 0.4 -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 -0.1 -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 -0.1 -0.3 0.2 -0.0 -0.1 -0.0 -0.1 -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 -0.2 -0.1 0.2 -0.3 -0.3 -0.1 -0.1 CHF -0.1 -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 -0.2 -0.1 -0.2 0.5 -0.0 -0.0 -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 0.4 0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.4 0.3 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.5 0.7 0.7 0.7 COFFEE 0.0 0.6 0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.0 0.4 0.1 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.1 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 -0.1 -0.2 0.0 0.1 COPPER 0.0 -0.5 -0.2 -0.0 -0.1 -0.0 -0.1 -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 -0.1 0.1 -0.0 0.1 -0.0 0.1 -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 -0.2 -0.3 -0.1 -0.1 -0.5 0.0 -0.7 -0.1 -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 0.4 -0.2 -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 -0.1 -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 -0.4 -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 -0.0 -0.3 -0.0 -0.1 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -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 0.2 0.3 0.0 -0.2 0.1 -0.1 0.3 -0.0 -0.2 0.5 0.1 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 1.0 0.1 -0.1 0.1 0.0 0.2 0.1 -0.3 0.5 0.6 0.5 0.5 0.7 0.5 0.5 0.1 DOW -0.6 0.0 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.2 0.4 -0.1 -1.8 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.4 -0.5 -0.6 0.0 0.5 -0.1 0.0 -0.5 -0.3 DX -0.0 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 0.0 -0.6 -0.6 -0.0 -0.1 -0.1 -0.1 -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 2.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.5 -0.0 -0.1 -0.2 -0.4 0.1 -0.3 0.1 -0.3 EURIBOR-ICE 0.1 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 0.3 0.2 0.4 0.5 -0.1 -0.4 0.6 0.3 EUROSTX 0.6 -0.1 -0.1 0.0 -0.2 0.1 -0.1 0.2 -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 0.0 0.1 0.1 -0.4 0.0 -0.1 0.0 0.0 0.1 0.0 0.3 0.5 0.6 -0.3 -0.4 0.2 0.2 -0.3 -0.4 FEEDCOW 0.1 0.6 0.6 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 -0.1 0.3 0.0 -0.3 0.2 0.2 0.0 -0.1 0.2 0.1 0.2 0.2 0.0 0.0 0.2 -1.9 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 0.4 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 0.0 -0.2 0.0 0.6 -0.0 0.0 -0.1 0.0 -0.2 0.0 0.0 0.1 0.1 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 -0.1 -0.2 -0.0 -0.2 -0.1 -0.0 -0.4 0.3 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.7 -0.3 -0.1 -0.1 0.3 0.1 0.3 0.2 0.5 GAS_US_mini 0.0 0.3 0.4 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.1 -0.3 0.0 -0.5 0.0 -0.0 0.4 -0.4 -0.4 -0.4 -0.0 -0.0 0.1 -0.3 0.0 2.7 -0.0 0.1 -0.1 0.0 -0.2 0.0 -1.1 0.2 -0.1 0.0 -0.0 -0.2 -0.4 -0.2 -0.4 GBP 0.2 -0.6 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 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 -0.1 0.0 -0.1 0.1 0.1 0.2 0.0 0.1 0.2 -0.3 0.7 -0.3 GOLD_micro -0.1 -0.6 -0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 -0.2 -0.3 -0.2 -0.2 -0.0 0.1 -0.1 0.3 -0.0 -1.4 0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.6 0.0 0.0 -0.1 0.2 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 0.0 -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 0.0 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 -0.0 -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 0.5 -0.2 -0.3 -0.1 -0.7 -0.6 -0.7 -0.5 JPY 0.2 -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 -0.1 -0.0 -0.1 -0.1 -0.0 -1.0 -0.3 0.1 0.1 -0.1 -0.3 -0.7 -0.2 -0.7 LEANHOG -0.5 -0.0 0.6 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 -0.2 0.4 -0.2 0.2 -0.1 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 -0.4 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 -0.2 -0.3 -0.1 -0.1 0.5 -0.0 0.7 0.0 0.2 0.2 0.1 0.0 0.1 0.1 0.2 -0.1 0.4 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 0.3 0.5 0.6 0.3 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 -0.2 -0.1 -0.0 0.2 -0.1 -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 0.5 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 -0.1 0.0 0.1 0.2 -0.0 -0.1 0.2 -0.0 0.2 0.1 -0.1 -0.0 0.0 0.1 0.0 1.9 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.2 0.4 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 -0.1 -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 -0.0 -0.2 -0.0 -0.2 -0.0 1.1 0.5 0.4 0.4 0.1 0.4 0.7 0.6 0.7 NASDAQ_micro 0.1 0.2 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.3 0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.4 0.1 -2.7 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.3 0.5 0.5 0.4 0.5 0.4 0.2 -0.1 -0.3 NIKKEI 0.2 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.2 0.0 0.3 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 -0.0 0.2 0.0 -1.3 0.0 -0.1 0.0 -0.0 0.1 0.0 1.1 0.5 0.3 0.0 -0.2 0.7 0.6 0.7 0.7 NZD -0.2 -0.5 -0.4 -0.0 -0.1 -0.1 -0.1 -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 -0.3 -0.4 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 OAT 0.2 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.1 0.0 -0.0 -0.4 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 0.2 0.1 0.3 0.3 -0.1 -0.5 0.6 0.2 OATIES -0.1 -0.5 0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -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 -0.0 -0.1 -0.2 0.4 0.7 0.2 0.7 0.5 OJ 0.5 0.4 0.4 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 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 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 1.9 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 -0.2 -0.1 -0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.1 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.1 0.1 -0.4 -0.4 -0.3 0.3 -0.3 0.1 -0.1 REDWHEAT -0.0 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 -0.2 -0.5 -0.1 -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 -0.1 -0.3 -0.1 -0.9 0.1 -0.2 -0.6 -0.3 -0.7 -0.7 -0.5 -0.7 RICE -0.1 -0.1 -0.3 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.3 -0.0 -0.1 -0.2 0.3 -0.1 0.1 -0.1 -0.1 -0.2 0.0 -0.1 -2.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.9 -0.5 -0.6 -0.5 -0.5 -0.3 -0.7 -0.3 -0.7 ROBUSTA 0.0 -0.1 -0.5 -0.0 -0.1 -0.0 -0.1 -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 -0.6 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.4 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.2 -0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.4 -0.5 0.2 0.4 -0.3 -0.4 -0.7 -0.7 SHATZ 0.0 0.0 0.3 -0.0 -0.1 -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 -0.0 0.1 -0.0 0.8 0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.1 0.4 0.1 0.2 0.4 -0.1 -0.4 0.2 -0.1 SILVER-mini -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 0.0 -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 0.0 -0.1 0.1 -0.0 -0.1 -0.3 -0.1 -0.1 0.1 0.2 -0.0 -0.0 0.2 SMI 0.1 -0.5 -0.5 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 0.3 -0.1 -0.1 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.1 0.1 -0.1 1.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.6 0.2 -0.1 -0.6 -0.6 -0.2 0.1 -0.5 -0.4 SOFR 0.1 -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 -0.8 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 -0.2 -0.6 -0.6 -0.6 -0.1 -0.2 0.4 0.5 SOYBEAN -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.5 -0.1 -0.6 -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 -0.1 -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 0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.5 -0.1 -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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.4 -0.1 0.0 -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 -0.1 -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 -0.1 -0.4 -0.1 0.1 0.1 -0.2 0.3 0.0 SP400 -0.6 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.1 -0.2 0.3 -0.1 -1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 -0.5 -0.6 0.2 0.5 -0.1 -0.2 -0.6 -0.7 SP500_micro -0.3 0.0 0.1 0.0 -0.2 0.1 -0.1 0.2 -0.0 -0.1 0.5 -0.0 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.2 0.5 0.0 -2.7 0.0 -0.2 0.2 -0.1 0.4 -0.0 -0.5 -0.2 -0.3 0.1 0.6 0.1 0.1 -0.4 -0.4 SUGAR11 -0.6 -0.5 0.4 -0.0 -0.2 -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 -0.1 0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.6 -0.3 0.5 -0.7 0.0 -0.7 0.1 US10 0.1 -0.4 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.3 -0.3 -0.5 -0.3 -0.5 0.2 0.3 US10U 0.1 -0.3 -0.6 -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 -0.2 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.3 -0.3 -0.5 -0.2 -0.3 0.4 0.6 US2 0.3 -0.6 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.2 -0.1 2.5 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -1.1 0.1 -0.3 -0.5 -0.5 -0.3 -0.5 -0.1 -0.2 US20 0.0 -0.3 -0.6 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 0.3 -0.1 -0.3 -0.2 -0.4 -0.1 -0.2 0.7 0.6 US30 0.0 -0.2 -0.4 -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 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.2 0.7 0.5 US5 0.2 -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 -0.2 -0.2 -0.1 1.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.4 -0.1 -0.3 -0.4 -0.5 -0.2 -0.4 0.2 0.2 VIX 0.4 -0.5 -0.0 -0.0 0.3 -0.1 0.2 -0.2 0.1 0.3 -0.7 0.3 -1.0 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.3 -0.4 0.1 NaN -0.0 0.3 -0.1 0.2 -0.2 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.3 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 0.8 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 -0.2 -0.5 -0.6 -0.4 -0.5 -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 -7.9 -16.3 -11.2 -4.1 -6.6 -2.9 -5.5 -1.2 -4.4 -11.4 -11.2 -13.9 -5.5 -14.8 -14.7 -0.4 -1.4 -0.4 -0.8 -15.9 -10.1 -20.0 -4.8 -18.7 3.7 -5.0 -7.6 -3.1 -7.0 -1.3 -6.1 -0.0 -9.3 -16.8 -8.1 -3.5 -3.9 -4.1 -2.8 -3.6 BITCOIN -3.4 20.0 16.2 -2.3 -14.9 -0.5 -9.1 -0.4 -5.0 -13.6 19.5 6.3 18.5 20.0 20.0 -9.8 -7.5 -8.6 -7.8 20.0 20.0 6.6 20.0 20.0 -20.0 7.9 -3.6 6.7 1.3 5.4 5.6 -3.7 18.7 20.0 20.0 20.0 0.6 -3.2 -2.2 -0.5 BOBL 5.7 2.8 1.6 -1.6 -8.3 -0.6 -5.9 0.2 -2.7 -11.5 4.9 -7.0 -1.1 1.2 0.1 -20.0 -7.5 -9.5 -6.4 1.9 2.7 -9.6 1.2 -1.6 3.8 1.0 -6.9 1.6 -4.6 1.4 -0.9 -4.7 13.0 5.3 8.5 10.5 -4.0 -13.1 10.4 0.8 BTP 8.1 3.8 2.0 -2.4 -12.9 -1.0 -9.1 0.2 -4.2 -17.9 14.9 -5.3 17.9 8.1 10.7 4.0 5.1 5.4 5.1 11.5 13.3 -14.3 14.0 3.4 -20.0 4.4 -11.0 5.2 -5.7 5.4 1.1 15.7 8.9 15.8 20.0 20.0 -1.5 -10.6 14.5 10.9 BUND 6.2 2.8 -1.1 -1.9 -9.9 -0.8 -7.0 0.2 -3.2 -13.5 4.7 -8.2 1.5 -0.2 -0.7 4.7 -6.1 -6.8 -8.2 1.5 2.2 -14.1 1.3 -3.2 0.5 0.9 -9.4 1.3 -6.2 1.4 -1.4 -5.6 6.1 6.6 10.6 10.4 -15.4 -20.0 6.1 -2.0 BUXL 5.4 9.7 2.4 -2.2 -11.6 -0.9 -8.2 0.2 -3.8 -15.9 6.7 -9.4 2.3 3.1 4.8 1.1 -1.0 0.5 -0.2 6.0 4.9 -16.4 1.0 -1.1 -3.6 2.2 -9.7 2.2 -6.6 1.5 -0.7 5.9 1.4 7.9 20.0 15.1 -20.0 -20.0 -4.0 -9.4 CAC 13.6 -4.8 -7.6 2.6 -19.5 4.8 -10.9 7.0 -2.0 -14.9 -15.7 4.6 -6.3 -1.9 -10.3 -6.6 -3.9 -6.0 -5.2 -7.3 -12.2 -1.6 -8.3 0.1 -6.6 -3.1 -7.6 -5.1 -1.0 -2.7 0.2 3.6 20.0 12.3 -20.0 -20.0 3.9 7.6 -5.5 -3.1 CAD -8.6 -13.3 -13.1 -6.0 -9.5 -4.2 -7.9 -1.8 -6.4 -14.5 -19.8 -19.9 -18.9 -20.0 -20.0 -6.1 -4.7 -6.0 -5.4 -20.0 -20.0 -20.0 -14.8 -20.0 1.8 -7.7 -9.3 -5.7 -9.7 -3.7 -8.8 -6.7 -20.0 -20.0 -17.5 -17.9 -5.7 -6.1 -6.3 -7.4 CANOLA -3.4 -9.4 6.0 -1.1 -8.6 -1.6 -4.8 -2.5 -2.0 -4.1 -2.5 -0.9 -5.5 -3.3 -1.6 -11.5 -12.4 -13.4 -13.6 -3.7 -3.1 -4.1 -4.6 -3.9 -11.0 -0.5 -2.2 -0.2 -1.6 -1.3 -1.1 -20.0 5.1 -5.4 -3.0 5.0 -8.2 -10.1 -3.8 -4.5 CHF -1.7 -20.0 -16.2 -3.8 -6.1 -2.7 -5.1 -1.1 -4.1 -10.5 -8.3 -11.0 -7.2 -11.8 -12.2 -15.0 -16.0 -15.3 -15.4 -15.4 -10.4 -16.7 -5.0 -15.8 4.1 -4.5 -4.8 -2.8 -4.9 -1.1 -4.6 -20.0 -6.2 -6.5 -8.8 -10.3 -10.1 -8.5 -11.3 -15.4 COCOA 13.8 20.0 -0.8 -1.7 -13.6 -2.5 -7.5 -3.9 -3.2 6.2 10.2 10.5 9.8 12.4 12.8 8.4 20.0 16.8 20.0 20.0 20.0 20.0 18.4 20.0 -20.0 4.5 2.4 3.6 4.3 3.8 4.9 20.0 20.0 20.0 20.0 20.0 16.4 20.0 20.0 20.0 COFFEE 0.4 17.7 4.3 -2.2 -17.6 -3.2 -9.7 -5.0 -4.2 -4.8 14.7 9.1 15.0 13.5 13.8 4.4 4.7 3.3 3.6 20.0 20.0 11.7 17.8 20.0 -20.0 5.5 0.1 4.5 2.2 3.7 4.8 6.2 20.0 20.0 20.0 20.0 -4.3 -5.0 0.9 2.7 COPPER 0.5 -15.9 -5.4 -1.4 -9.3 -0.3 -5.7 -0.3 -3.1 -13.4 -10.2 -9.3 -3.0 -11.2 -11.3 -7.4 -4.0 -5.7 -4.6 -8.9 -6.1 -11.4 -0.5 -8.5 -17.5 -2.6 -8.8 -0.7 -5.6 1.7 -3.5 2.1 -1.5 2.9 -3.2 -1.0 6.2 14.6 3.6 20.0 CORN 5.9 5.0 3.6 -3.3 -20.0 -4.8 -14.5 -7.6 -6.2 -13.4 -20.0 0.4 -20.0 -4.7 -9.0 -7.3 -12.9 -9.3 -11.9 -8.1 -18.6 -4.9 -20.0 -3.1 -9.6 -6.4 -8.6 -10.1 -4.3 -14.4 -3.8 -20.0 17.2 -5.4 -5.6 -9.6 14.9 -1.2 20.0 3.9 COTTON2 -7.1 -7.4 -3.0 -3.0 -20.0 -4.4 -13.3 -6.9 -5.7 -20.0 -19.8 -20.0 -20.0 -18.8 -16.5 -14.6 -8.4 -14.4 -12.2 -15.8 -16.5 -20.0 -20.0 -19.1 -20.0 -7.1 -10.5 -5.7 -9.9 -4.5 -8.7 -18.7 -20.0 -11.0 -20.0 -8.5 -19.7 -18.6 -17.3 -13.1 CRUDE_W 1.7 -0.7 -5.7 -1.0 -1.6 -3.5 1.6 -3.6 1.1 -3.9 -11.5 -0.5 -8.4 -3.8 -4.7 4.5 9.3 5.2 7.1 -5.0 -9.2 -1.7 -7.1 -1.1 -1.5 -2.3 -6.9 -4.6 -1.6 -3.9 -0.7 7.0 -9.2 0.3 -3.1 1.7 -2.5 6.3 -1.0 11.6 DAX 20.0 6.7 10.3 2.7 -19.8 4.9 -11.0 7.1 -2.1 -17.3 18.6 13.3 19.9 16.5 19.2 -9.3 -9.7 -8.9 -9.0 20.0 20.0 5.9 19.5 20.0 7.8 6.4 -6.7 5.3 1.0 5.7 6.0 -4.8 20.0 20.0 15.0 16.5 20.0 15.5 14.7 3.6 DOW -18.3 0.6 5.3 1.9 -14.4 3.5 -8.0 5.2 -1.5 -13.2 12.4 -12.0 14.8 0.3 8.6 -10.5 -10.7 -10.4 -10.3 6.7 14.1 -20.0 15.9 -9.0 -13.6 1.7 -12.5 4.7 -9.3 5.9 -3.6 -6.8 -20.0 -19.6 0.6 16.2 -4.0 0.6 -14.8 -9.1 DX -0.3 20.0 20.0 -4.8 -7.7 -3.4 -6.4 -1.4 -5.1 15.7 14.0 16.0 11.7 16.6 17.0 5.8 6.5 5.9 6.1 20.0 17.7 20.0 9.7 20.0 -20.0 5.7 8.6 4.2 6.3 2.2 5.4 12.8 20.0 20.0 20.0 20.0 -4.4 2.4 -3.2 3.8 EUR 1.1 -19.0 -18.7 -3.7 -6.0 -2.6 -5.0 -1.1 -4.0 -10.9 -10.4 -8.6 -7.9 -11.3 -12.1 -6.7 -7.0 -6.7 -6.7 -15.5 -12.2 -13.5 -6.7 -13.6 15.2 -4.5 -5.2 -3.4 -4.0 -1.6 -3.9 -9.8 -0.9 -3.0 -7.0 -12.8 2.6 -8.5 3.0 -10.3 EURIBOR-ICE 3.5 4.1 6.0 -1.2 -6.5 -0.5 -4.6 0.1 -2.1 -9.0 8.0 -4.0 7.6 3.7 4.8 5.3 0.8 5.0 3.3 6.0 8.1 -6.9 7.7 1.1 10.8 2.3 -5.3 3.2 -3.0 3.2 0.3 10.5 11.4 5.2 11.5 16.4 -1.7 -12.2 16.6 7.7 EUROSTX 17.9 -2.1 -3.6 2.5 -19.1 4.7 -10.6 6.8 -2.0 -13.6 0.6 10.6 11.7 10.3 0.8 2.4 -2.7 -1.4 -2.6 3.4 -0.1 2.2 4.9 8.2 -3.3 1.4 -8.2 0.1 0.4 3.4 3.7 6.5 20.0 20.0 -8.4 -11.8 5.9 4.8 -10.2 -10.9 FEEDCOW 3.5 20.0 20.0 -3.3 -20.0 -4.8 -14.5 -7.6 -6.2 -12.0 11.3 4.0 -7.0 19.3 20.0 1.9 -3.3 8.6 6.8 20.0 16.8 4.5 0.1 20.0 -14.6 7.2 -4.0 3.7 0.9 0.3 5.8 2.5 18.1 20.0 20.0 20.0 18.5 16.2 20.0 20.0 GASOIL 0.6 5.2 -3.2 -0.8 -1.3 -3.0 1.4 -3.1 0.9 8.3 -12.2 6.2 -10.0 2.1 -1.1 4.1 6.2 2.8 3.0 -2.1 -7.8 4.7 -7.8 2.2 4.4 -1.2 1.4 -4.8 3.2 -5.1 1.6 0.1 5.2 2.0 3.5 -6.1 -1.0 -7.8 1.3 -12.2 GASOLINE 0.2 -0.7 -2.9 -0.9 -1.4 -3.2 1.5 -3.3 1.0 -7.8 -9.2 -3.6 -4.8 -5.4 -2.4 -20.0 15.6 -6.3 6.8 -3.4 -5.8 -4.3 -3.6 -1.9 -20.0 -0.4 -8.2 -1.2 -2.9 -0.3 -0.6 13.9 -12.5 -1.8 -2.0 8.0 2.2 8.4 6.8 15.2 GAS_US_mini 1.1 8.9 13.9 -0.6 -1.0 -2.4 1.1 -2.4 0.7 10.8 -10.7 2.1 -13.9 2.4 -1.9 19.7 -20.0 -20.0 -20.0 -0.3 -4.4 6.8 -10.4 3.2 20.0 -1.6 7.6 -3.6 3.7 -5.9 0.8 -20.0 10.1 -3.7 0.2 -1.0 -7.4 -13.2 -5.4 -11.2 GBP 5.4 -18.2 -14.1 -5.4 -8.6 -3.8 -7.2 -1.6 -5.8 -15.8 -7.8 -6.9 3.6 -11.8 -14.8 0.7 -0.1 0.6 0.3 -13.3 -7.6 -14.7 0.7 -12.2 -0.8 -5.1 -10.5 -2.4 -6.2 1.2 -4.9 2.1 4.7 6.9 0.8 2.3 6.1 -10.0 19.6 -9.4 GOLD_micro -4.1 -20.0 -8.5 -1.0 -6.5 -0.2 -3.9 -0.2 -2.1 -8.1 4.8 -6.8 8.6 -4.8 -0.5 -9.0 -12.6 -10.6 -11.5 -0.1 5.4 -8.4 9.6 -4.0 -10.3 0.2 -5.6 2.8 -3.5 4.9 -1.7 -11.5 0.9 1.5 -1.6 7.5 20.0 4.2 20.0 9.1 HEATOIL 0.2 1.1 -2.5 -0.8 -1.4 -3.1 1.4 -3.2 1.0 8.5 -13.6 6.7 -13.2 0.1 -6.4 5.2 3.0 1.3 -0.2 -3.9 -9.7 4.0 -10.7 1.0 -20.0 -1.4 0.5 -4.2 2.3 -5.0 0.7 -5.9 5.0 -1.1 0.1 1.9 -2.0 1.5 0.1 2.1 JGB-SGX-mini -2.4 -20.0 -9.0 -1.6 -8.6 -0.7 -6.1 0.2 -2.8 -3.6 -3.0 -8.6 0.1 -12.6 -11.8 19.1 14.0 16.1 14.9 -11.7 -6.9 -6.9 -2.0 -10.5 -14.0 -4.1 -1.6 -2.6 -2.6 -1.4 -3.7 20.0 20.0 -7.0 -8.3 -3.1 -20.0 -17.9 -20.0 -13.9 JPY 5.7 -6.9 -9.9 -2.7 -4.4 -1.9 -3.7 -0.8 -2.9 -8.8 -4.5 -7.3 -5.6 -4.4 -7.4 -10.2 -13.3 -10.7 -11.5 -6.6 -5.8 -12.7 -6.2 -7.6 20.0 -2.2 -7.4 -1.8 -4.9 -2.0 -2.8 -19.4 -11.3 3.6 3.5 -2.5 -10.3 -20.0 -7.2 -20.0 LEANHOG -14.5 -1.4 20.0 -3.3 -20.0 -4.8 -14.5 -7.6 -6.2 -16.7 13.9 -16.9 6.3 -6.4 15.4 -20.0 3.8 -19.3 1.1 11.8 16.0 -11.4 6.2 -3.1 -0.9 6.5 -2.7 7.3 -2.9 3.6 1.2 6.7 -15.0 17.9 20.0 20.0 8.1 -6.1 12.8 0.1 LIVECOW -1.6 -6.6 9.6 -3.4 -20.0 -4.9 -15.0 -7.8 -6.4 -13.8 20.0 -3.5 18.6 3.8 18.7 7.7 5.0 0.9 2.8 11.4 14.6 -5.9 15.2 6.2 -20.0 5.8 -14.2 6.3 -2.0 7.1 4.1 6.4 19.2 19.2 8.7 20.0 -0.7 16.1 4.4 20.0 LUMBER-new -20.0 5.1 17.7 -2.5 -20.0 -3.7 -11.2 -5.6 -4.8 -1.2 5.1 -11.9 -3.9 -8.0 4.7 -20.0 -19.2 -20.0 -19.8 1.1 5.4 -15.8 -1.3 -12.1 NaN -0.0 -1.5 1.9 -5.7 0.0 -4.8 -20.0 -20.0 -20.0 12.2 15.5 12.6 4.1 17.9 12.1 MILK 14.7 -19.8 -10.3 -1.9 -15.1 -2.8 -8.3 -4.3 -3.6 -7.7 1.8 5.4 5.8 -1.8 -7.7 9.0 -1.8 9.1 7.5 -4.8 -1.0 1.8 3.6 0.4 14.2 -1.5 -3.3 -0.5 0.8 0.8 0.6 3.8 15.1 13.2 -11.7 -6.8 -10.8 -20.0 -6.6 -20.0 MXP 10.1 3.8 -11.6 -4.6 -7.4 -3.3 -6.1 -1.4 -4.9 -6.7 -15.2 8.4 -13.6 0.9 -8.5 11.9 13.2 11.8 11.8 -6.7 -15.1 -1.1 -14.6 -0.2 -20.0 -3.4 -4.4 -7.5 -1.1 -6.9 -0.3 20.0 20.0 12.8 13.7 2.8 10.7 20.0 16.9 20.0 NASDAQ_micro 3.1 5.5 5.5 1.8 -13.2 3.3 -7.3 4.7 -1.4 -10.4 12.5 2.3 12.9 9.5 12.8 -10.2 -9.9 -9.9 -9.6 12.7 12.5 -0.4 13.4 9.4 -20.0 4.6 -7.0 5.1 -0.7 6.3 3.1 -5.5 20.0 14.3 13.5 14.2 11.6 4.8 -2.9 -9.0 NIKKEI 5.4 2.5 6.1 2.1 -15.5 3.8 -8.6 5.6 -1.6 -4.3 7.7 3.0 8.5 5.1 12.2 11.5 7.4 7.2 6.4 4.8 5.0 -2.5 8.8 3.1 -10.0 1.5 -6.0 0.0 -2.3 3.0 1.5 20.0 20.0 8.3 0.9 -4.9 20.0 16.7 20.0 20.0 NZD -5.3 -16.1 -13.5 -3.7 -5.9 -2.6 -4.9 -1.1 -3.9 -11.9 -10.9 -12.9 -6.2 -13.2 -13.1 -1.6 -0.5 -1.3 -0.9 -15.0 -10.4 -20.0 -5.4 -17.2 2.1 -4.5 -7.7 -3.0 -6.4 -1.4 -5.3 0.8 -13.3 -11.6 -6.0 -3.7 -6.3 -3.7 -6.3 -0.2 OAT 7.4 1.9 -1.6 -1.9 -10.1 -0.8 -7.1 0.2 -3.3 -13.9 2.4 -7.5 -2.0 1.7 -2.1 -18.1 2.0 -5.2 -0.8 0.0 -0.4 -14.1 -1.7 -3.4 4.2 0.2 -12.1 0.5 -7.8 0.4 -2.0 8.5 8.5 2.3 8.1 9.1 -2.0 -13.6 17.7 5.4 OATIES -4.2 -14.9 15.6 -1.7 -13.6 -2.5 -7.5 -3.9 -3.2 -5.7 0.3 -5.7 -6.3 -8.4 2.6 -15.6 -1.9 -10.0 -4.9 -1.2 1.5 -3.5 -0.7 -3.5 -20.0 -1.7 -3.3 0.0 -2.1 -0.2 -2.6 -6.0 -1.9 -2.6 -7.0 10.9 20.0 5.8 20.0 14.0 OJ 16.4 12.3 12.3 -3.2 -20.0 -4.7 -14.2 -7.4 -6.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.0 19.3 16.3 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 15.4 6.8 12.8 8.2 10.3 20.0 20.0 20.0 20.0 20.0 19.2 8.9 20.0 20.0 PALLAD -9.6 -16.5 4.7 -0.9 -5.9 -0.2 -3.6 -0.2 -2.0 -8.0 -2.1 -8.3 -4.0 -8.6 -6.1 -1.9 -2.1 -2.0 -2.0 -5.3 -2.0 -9.7 -3.0 -8.0 14.4 -1.7 -4.8 -0.3 -4.1 -0.6 -3.2 5.8 -3.1 -7.1 -2.6 -0.2 -17.8 -20.0 -20.0 -20.0 PLAT -4.4 -14.1 -2.2 -1.5 -9.8 -0.3 -6.0 -0.3 -3.3 -9.3 -10.5 -11.2 -5.4 -14.3 -10.9 -5.5 -4.6 -4.9 -4.7 -9.2 -5.5 -8.4 -2.6 -9.8 6.5 -4.7 -3.7 -2.7 -4.1 -1.3 -5.2 1.3 3.7 -12.3 -11.7 -10.3 8.5 -9.0 3.4 -3.5 REDWHEAT -0.3 -11.2 -2.0 -3.1 -20.0 -4.6 -14.0 -7.3 -6.0 -18.8 -20.0 -9.0 -20.0 -15.9 -17.7 -10.4 -8.2 -10.6 -10.0 -16.8 -19.2 -10.8 -20.0 -12.1 -3.2 -6.8 -9.2 -7.4 -5.1 -8.3 -5.0 -16.9 5.0 -6.8 -20.0 -9.0 -20.0 -20.0 -15.5 -20.0 RICE -1.7 -1.6 -10.4 -3.0 -20.0 -4.4 -13.2 -6.9 -5.7 -19.5 -4.1 -17.2 7.7 -1.8 -6.8 -8.6 14.6 -7.5 3.0 -7.4 -5.4 -20.0 1.2 -11.5 -15.8 -5.7 -20.0 -4.2 -12.9 -1.3 -7.5 16.7 -20.0 -18.5 -15.6 -15.6 -8.5 -20.0 -8.8 -20.0 ROBUSTA 0.7 -3.1 -15.9 -1.1 -8.6 -1.6 -4.8 -2.5 -2.0 -3.4 5.7 1.1 6.9 3.2 3.4 3.3 20.0 10.2 17.0 6.7 7.9 2.3 10.3 5.7 -20.0 2.2 -0.5 2.7 0.6 4.0 1.8 20.0 10.7 16.3 16.2 11.4 6.5 2.3 10.2 8.2 RUSSELL -18.0 3.8 5.8 1.7 -12.9 3.2 -7.2 4.6 -1.3 -12.6 9.3 -11.2 11.8 -0.5 6.9 -6.1 -6.4 -6.2 -6.1 4.3 9.0 -20.0 9.0 -7.7 1.3 1.8 -11.6 4.1 -7.9 4.6 -2.7 0.6 -15.9 -16.2 7.3 11.0 -8.3 -11.2 -20.0 -20.0 SHATZ 0.1 1.1 8.2 -1.2 -6.5 -0.5 -4.6 0.1 -2.1 -8.4 6.1 -7.0 1.0 0.9 1.1 -20.0 -20.0 -20.0 -20.0 2.4 4.4 -5.4 2.1 -1.1 5.9 1.3 -3.7 2.5 -3.0 1.8 -0.6 -20.0 16.8 1.9 6.5 11.9 -4.2 -13.0 6.3 -4.3 SILVER-mini -2.9 -15.9 -0.5 -1.3 -8.7 -0.3 -5.3 -0.2 -2.9 -12.5 1.3 -9.4 7.1 -10.8 -3.0 -6.0 -6.4 -6.0 -6.0 -3.6 2.2 -16.0 6.7 -8.7 -3.0 -1.0 -11.4 1.4 -7.4 3.2 -3.6 -1.3 -13.7 -2.2 -4.4 3.7 4.8 -1.5 -1.0 7.2 SMI 3.9 -14.6 -15.3 2.1 -15.4 3.8 -8.6 5.5 -1.6 -13.4 -3.5 -7.3 8.9 -11.6 -11.7 3.8 0.7 1.6 0.6 -10.3 -5.9 -13.1 2.6 -9.9 9.5 -4.3 -12.2 -1.2 -6.5 3.5 -4.6 12.1 8.1 -3.1 -20.0 -20.0 -5.5 1.7 -15.9 -11.6 SOFR 2.6 -14.3 -20.0 -2.0 -10.4 -0.8 -7.3 0.2 -3.4 -14.5 -5.1 -13.6 1.6 -12.2 -13.7 -0.8 -0.1 -0.1 0.1 -15.5 -10.3 -20.0 -3.4 -17.7 -6.3 -5.0 -9.5 -3.4 -7.5 -1.1 -5.4 7.2 -9.9 -18.1 -17.6 -20.0 -3.1 -5.3 13.3 14.8 SOYBEAN -1.3 1.0 -3.4 -2.5 -20.0 -3.7 -11.2 -5.8 -4.8 -11.7 -18.4 -13.8 -17.8 -16.3 -17.3 -3.3 -0.0 -2.7 -2.7 -17.3 -20.0 -20.0 -20.0 -17.1 -20.0 -6.6 -11.8 -7.4 -9.3 -8.0 -7.0 -4.0 -20.0 -17.5 -16.2 -15.8 4.7 -6.4 8.2 -0.1 SOYMEAL 3.9 -6.9 -6.1 -2.6 -20.0 -3.8 -11.6 -6.0 -5.0 -8.1 -19.1 -12.2 -18.8 -16.7 -19.0 -14.1 -1.6 -10.0 -6.3 -16.4 -19.8 -10.5 -20.0 -11.9 -20.0 -6.4 -5.5 -7.0 -4.9 -6.4 -4.9 -7.8 -6.0 0.9 -18.8 -14.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.6 -4.2 14.1 -1.1 -9.0 -1.6 -5.0 -2.6 -2.1 -6.0 -2.1 -6.2 -6.0 -6.8 -3.0 -3.7 -0.2 -2.4 -1.3 -3.3 -1.8 -8.7 -3.7 -6.4 -14.9 -1.3 -4.0 -0.5 -3.5 -1.0 -2.7 -2.5 -5.9 -11.6 -2.4 4.0 4.1 -5.0 9.5 1.1 SP400 -20.0 2.1 5.2 1.9 -14.1 3.5 -7.8 5.1 -1.5 -13.8 10.0 -12.1 13.6 -2.5 7.1 -7.9 -6.7 -7.6 -7.1 4.5 10.1 -20.0 10.8 -9.5 -10.1 1.9 -13.5 4.2 -9.1 4.9 -3.1 -0.6 -20.0 -17.9 6.0 14.2 -4.3 -6.1 -18.8 -20.0 SP500_micro -10.1 0.3 4.4 2.4 -18.0 4.5 -10.0 6.5 -1.9 -15.6 18.9 -4.6 19.9 10.3 17.2 -12.2 -12.0 -11.9 -11.7 13.2 19.6 -18.3 20.0 0.4 -20.0 3.8 -18.7 7.4 -10.2 10.3 -2.0 -9.0 -10.3 -8.9 3.4 18.9 3.7 4.2 -13.3 -12.0 SUGAR11 -19.3 -14.2 11.7 -2.3 -18.4 -3.4 -10.2 -5.3 -4.4 -15.3 3.9 -16.6 -5.9 -16.2 -0.4 20.0 20.0 20.0 20.0 -8.3 0.5 -20.0 0.5 -20.0 -20.0 -1.7 -15.1 0.9 -11.7 0.3 -6.5 20.0 -20.0 -17.0 -8.8 15.5 -20.0 0.4 -20.0 3.7 US10 4.6 -10.8 -20.0 -1.4 -7.4 -0.6 -5.2 0.1 -2.4 -10.3 -5.2 -9.0 -1.0 -7.3 -9.3 -2.7 -6.0 -3.8 -4.9 -9.7 -7.3 -17.4 -4.1 -10.7 1.9 -3.4 -6.9 -2.5 -5.2 -1.0 -3.6 -2.4 -4.5 -9.6 -9.6 -14.0 -8.0 -14.2 4.8 9.5 US10U 2.7 -8.9 -17.2 -1.8 -9.6 -0.7 -6.8 0.2 -3.1 -13.4 -6.8 -11.6 -1.2 -9.0 -11.7 -4.9 -3.8 -4.6 -4.4 -11.1 -8.3 -20.0 -5.1 -12.9 -1.6 -4.3 -8.9 -3.2 -6.7 -1.4 -4.6 -0.4 -3.8 -10.2 -9.3 -16.2 -6.1 -10.2 12.4 16.6 US2 10.5 -18.1 -19.9 -1.6 -8.5 -0.6 -6.0 0.2 -2.8 -9.8 -6.3 -7.3 -4.2 -8.6 -11.2 -17.6 -20.0 -19.2 -20.0 -13.8 -10.7 -14.8 -7.3 -11.6 19.1 -3.9 -5.6 -2.6 -4.6 -1.1 -3.8 -20.0 4.5 -9.9 -14.2 -14.0 -10.4 -14.0 -1.7 -5.7 US20 1.5 -8.1 -17.5 -1.3 -6.8 -0.5 -4.8 0.1 -2.2 -9.5 -4.9 -9.0 1.1 -6.9 -8.5 -0.7 -1.2 -1.2 -1.3 -7.9 -5.7 -16.4 -3.2 -9.8 -3.3 -3.2 -6.4 -2.3 -5.1 -0.9 -3.6 4.9 -6.0 -10.3 -6.2 -11.9 -2.8 -6.4 20.0 18.8 US30 1.0 -5.9 -13.7 -1.3 -7.0 -0.5 -5.0 0.1 -2.3 -9.7 -5.8 -9.1 -0.4 -6.6 -8.5 -5.8 -4.5 -4.2 -4.1 -6.7 -5.1 -14.2 -3.6 -8.5 -2.3 -3.1 -6.4 -2.4 -5.1 -1.1 -3.5 -0.3 -1.8 -6.9 -2.8 -9.4 -2.7 -6.7 20.0 15.4 US5 5.4 -14.2 -20.0 -1.6 -8.7 -0.7 -6.2 0.2 -2.8 -12.1 -6.6 -10.8 -3.7 -9.8 -11.6 -5.7 -9.2 -6.7 -7.9 -13.4 -10.2 -19.9 -5.8 -13.5 7.6 -4.0 -7.6 -2.9 -5.8 -1.2 -4.1 -7.8 -2.8 -10.6 -12.5 -16.2 -5.6 -11.3 6.0 6.9 VIX 6.9 -9.1 -0.6 -0.7 20.0 -1.3 12.5 -3.5 3.8 19.7 -17.1 15.0 -17.3 -8.9 -14.7 -20.0 -20.0 -18.7 -19.5 -4.9 -5.8 18.6 -10.1 3.4 NaN -0.9 20.0 -1.5 13.3 -4.1 4.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.5 -12.8 -3.0 -3.2 -20.0 -4.8 -14.4 -7.5 -6.2 -20.0 -20.0 -19.7 -20.0 -20.0 -18.6 -15.4 -14.6 -14.6 -14.5 -20.0 -20.0 -19.1 -20.0 -19.2 6.1 -7.8 -10.8 -7.2 -7.6 -7.0 -7.3 -20.0 -8.6 -16.9 -20.0 -11.5 -16.4 -20.0 -11.7 -19.4 End of report for caleb_strategy_v3