******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20241226_204439 produced at 2024-12-26 21:40:51.475200 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.66 0.0 0.00 0.00 0.00 0.00 -20.40 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False False 0.03 -0.46 -0.80 0.0 0.49 -0.49 -0.46 -0.46 -26.02 16.0 -15 -15 caleb_strategy_v3 US2 False True 0.07 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.23 13.0 0 0 caleb_strategy_v3 CAD False False 0.02 -0.05 -0.17 0.0 0.68 -0.68 -0.05 -0.05 -7.07 29.0 -2 -2 caleb_strategy_v3 CHF False False 0.05 -0.48 -0.12 0.0 0.62 -0.62 -0.48 -0.48 -2.61 13.0 -10 -10 caleb_strategy_v3 COPPER False False 0.04 -0.14 -0.12 0.0 999.00 -999.00 -0.14 -0.14 -3.45 999999999.0 -4 -4 caleb_strategy_v3 VIX False False 0.01 -0.09 -0.09 0.0 999.00 -999.00 -0.09 -0.09 -15.17 999999999.0 -16 -15 caleb_strategy_v3 US5 False False 0.04 -0.14 -0.08 0.0 0.90 -0.90 -0.14 -0.18 -2.29 25.0 -4 -5 caleb_strategy_v3 AUD False False 0.02 -0.06 -0.06 0.0 0.40 -0.40 -0.06 -0.06 -2.71 19.0 -3 -3 caleb_strategy_v3 NZD False False 0.02 -0.02 -0.06 0.0 0.40 -0.40 -0.02 -0.02 -3.18 21.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.02 4.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.05 -0.05 0.0 0.46 -0.46 -0.05 -0.05 -1.73 17.0 -2 -2 caleb_strategy_v3 EUR False False 0.04 -0.04 -0.05 0.0 0.62 -0.62 -0.04 -0.04 -1.15 14.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.06 -0.05 0.0 0.13 -0.13 -0.06 -0.06 -4.68 11.0 -5 -5 caleb_strategy_v3 SHATZ False True 0.04 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.20 24.0 0 0 caleb_strategy_v3 CAC True False 0.03 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -1.87 12.0 0 0 caleb_strategy_v3 US10 False False 0.04 0.00 -0.05 0.0 0.63 -0.63 0.00 0.00 -1.34 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 -1.42 3.0 -3 -3 caleb_strategy_v3 SP400 False False 0.11 0.00 -0.04 0.0 0.22 -0.22 0.00 0.00 -0.37 2.0 0 0 caleb_strategy_v3 US10U False False 0.04 -0.04 -0.04 0.0 0.49 -0.49 -0.04 -0.04 -1.08 13.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.05 -0.04 0.0 0.09 -0.09 -0.05 -0.05 -4.85 12.0 -7 -7 caleb_strategy_v3 GBP False False 0.03 0.00 -0.04 0.0 0.58 -0.58 0.00 0.00 -1.35 22.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.08 -0.08 -0.04 -0.04 -2.91 8.0 -4 -4 caleb_strategy_v3 SMI False True 0.04 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.60 9.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.02 -0.03 0.0 0.09 -0.09 -0.02 -0.02 -3.31 9.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.03 0.0 0.11 -0.11 0.00 0.00 -1.23 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.03 -0.03 -0.03 0.0 999.00 -999.00 -0.03 -0.03 -0.99 999999999.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -8.65 51.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 -0.06 -0.03 0.0 0.49 -0.49 -0.06 -0.07 -4.43 66.0 -8 -10 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.15 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.05 -0.02 0.0 0.12 -0.12 -0.05 -0.05 -1.18 7.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.10 -0.10 -0.01 -0.01 -1.53 9.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.01 -0.02 -0.02 0.0 0.50 -0.50 -0.02 -0.02 -1.66 48.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.00 -0.01 -0.02 0.0 0.26 -0.26 -0.01 -0.02 -5.77 68.0 -3 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.02 0.0 0.12 -0.12 -0.02 -0.02 -3.47 18.0 -3 -3 caleb_strategy_v3 US20 False True 0.04 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.48 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.01 -0.01 -0.02 0.0 0.50 -0.50 -0.01 -0.01 -2.09 56.0 -1 -1 caleb_strategy_v3 BUND False False 0.05 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.22 10.0 0 0 caleb_strategy_v3 US30 False False 0.04 -0.16 -0.01 0.0 0.24 -0.24 -0.16 -0.16 -0.32 6.0 -4 -4 caleb_strategy_v3 PALLAD False False 0.03 0.00 -0.01 0.0 0.06 -0.06 0.00 0.00 -0.32 2.0 0 0 caleb_strategy_v3 PLAT False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.39 10.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.03 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.45 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.02 0.00 -0.01 0.0 0.09 -0.09 0.00 0.00 -0.56 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 0.00 -0.01 0.0 0.08 -0.08 0.00 0.00 -0.77 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 -0.05 4.0 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 BOBL False False 0.04 0.00 -0.00 0.0 0.79 -0.79 0.00 0.00 -0.10 19.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.02 -0.02 0.00 0.00 -0.85 3.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 0.01 0.0 0.00 -0.01 -0.01 -0.01 3.95 26.0 -4 -3 caleb_strategy_v3 OAT False False 0.04 0.13 0.01 0.0 0.44 -0.44 0.13 0.13 0.15 10.0 3 3 caleb_strategy_v3 NASDAQ_micro False False 0.01 0.01 0.01 0.0 0.34 -0.34 0.01 0.01 0.45 23.0 1 1 caleb_strategy_v3 MILK False False 0.01 0.00 0.01 0.0 0.07 -0.07 0.00 0.00 0.58 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.04 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 EUROSTX False False 0.02 0.07 0.01 0.0 0.34 -0.34 0.07 0.07 0.50 20.0 4 4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 0.02 0.0 0.00 0.00 0.00 0.00 4.59 59.0 0 0 caleb_strategy_v3 LIVECOW False False 0.03 0.00 0.03 0.0 0.44 -0.44 0.00 0.00 1.20 17.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.03 0.0 0.97 -0.97 0.04 0.04 0.69 26.0 1 1 caleb_strategy_v3 OJ False False 0.03 0.03 0.03 0.0 0.08 -0.08 0.03 0.03 1.20 3.0 1 1 caleb_strategy_v3 LEANHOG False False 0.01 0.04 0.03 0.0 0.16 -0.16 0.04 0.04 2.85 13.0 3 3 caleb_strategy_v3 BTP False False 0.04 0.04 0.06 0.0 0.42 -0.42 0.04 0.04 1.41 10.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.04 0.13 0.07 0.0 0.35 -0.35 0.13 0.13 1.58 8.0 3 3 caleb_strategy_v3 DX False False 0.04 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 2.53 999999999.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.02 0.09 0.0 0.50 -0.50 0.02 0.03 11.45 60.0 3 4 caleb_strategy_v3 DAX False False 0.01 0.04 0.12 0.0 0.41 -0.41 0.04 0.04 16.74 58.0 6 6 caleb_strategy_v3 NIKKEI False False 0.01 0.15 0.22 0.0 0.31 -0.31 0.15 0.15 25.89 36.0 17 18 caleb_strategy_v3 EURIBOR-ICE False False 0.09 0.00 1.04 0.0 0.86 -0.86 0.00 0.00 12.02 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.8 Shocked risk 24.0 Sum abs risk 43.5 Leverage 6.26 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2951207.95, 'annual_cash_vol_target': 737801.9875, 'daily_cash_vol_target': 46112.62421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6224 0.6970 11.1521 BITCOIN 2699.4524 96825.0000 2.7880 44.6075 BOBL 0.2200 117.9400 0.1865 2.9847 BTP 0.5015 120.1600 0.4173 6.6772 BUND 0.4467 133.7300 0.3340 5.3447 BUXL 1.0862 133.3800 0.8144 13.0298 CAC 54.5057 7290.5000 0.7476 11.9620 CAD 0.0029 0.6958 0.4157 6.6518 CANOLA 8.7705 619.8000 1.4151 22.6409 CHF 0.0055 1.1222 0.4921 7.8734 COCOA 223.8319 11033.0000 2.0287 32.4600 COFFEE 5.8624 317.9000 1.8441 29.5056 COPPER 0.0457 4.1355 1.1061 17.6976 CORN 3.7215 442.2500 0.8415 13.4638 COTTON2 0.8440 68.7700 1.2273 19.6366 CRUDE_W 0.8838 66.6500 1.3260 21.2165 DAX 135.5545 20011.0000 0.6774 10.8384 DOW 316.3941 43699.0000 0.7240 11.5845 DX 0.4229 107.8750 0.3920 6.2727 EUR 0.0054 1.0458 0.5177 8.2827 EURIBOR-ICE 0.0431 97.9300 0.0440 0.7039 EUROSTX 38.8895 4872.0000 0.7982 12.7716 FEEDCOW 1.6218 260.0500 0.6237 9.9786 GASOIL 10.4679 662.0000 1.5812 25.3000 GASOLINE 0.0312 2.1742 1.4368 22.9894 GAS_US_mini 0.1102 3.3050 3.3347 53.3549 GBP 0.0066 1.2522 0.5278 8.4446 GOLD_micro 24.6884 2653.4000 0.9304 14.8871 HEATOIL 0.0324 2.1972 1.4740 23.5838 JGB-SGX-mini 0.2019 142.2100 0.1420 2.2715 JPY 0.0000 0.0064 0.7349 11.7577 LEANHOG 1.1355 89.2750 1.2719 20.3504 LIVECOW 1.2014 192.6000 0.6238 9.9808 LUMBER-new 7.4611 595.5000 1.2529 20.0467 MILK 0.2480 19.8600 1.2489 19.9819 MXP 0.0004 0.0488 0.7609 12.1748 NASDAQ_micro 211.6721 22044.0000 0.9602 15.3636 NIKKEI 371.9584 39665.0000 0.9377 15.0040 NZD 0.0039 0.5629 0.6958 11.1320 OAT 0.4198 123.8000 0.3391 5.4254 OATIES 6.3021 339.0000 1.8590 29.7446 OJ 8.1213 499.4000 1.6262 26.0195 PALLAD 23.3860 926.0000 2.5255 40.4078 PLAT 13.7216 953.8000 1.4386 23.0180 REDWHEAT 7.7609 559.7500 1.3865 22.1840 RICE 0.1504 14.0900 1.0673 17.0772 ROBUSTA 102.4258 5041.0000 2.0319 32.5097 RUSSELL 28.4350 2294.3000 1.2394 19.8300 SHATZ 0.0751 107.0250 0.0701 1.1224 SILVER-mini 0.4967 30.3625 1.6360 26.1761 SMI 87.6176 11470.0000 0.7639 12.2222 SOFR 0.0567 95.9750 0.0591 0.9454 SOYBEAN 9.7711 1008.5000 0.9689 15.5020 SOYMEAL 4.1510 319.8000 1.2980 20.7682 SOYOIL 0.7333 40.2400 1.8224 29.1585 SP400 32.0406 3191.4000 1.0040 16.0635 SP500_micro 44.9771 6100.2500 0.7373 11.7968 SUGAR11 0.2733 17.9000 1.5269 24.4297 US10 0.3753 108.6406 0.3454 5.5271 US10U 0.5156 111.2812 0.4634 7.4138 US2 0.0880 102.6680 0.0857 1.3712 US20 0.7505 113.9375 0.6587 10.5398 US30 1.1716 119.4062 0.9812 15.6993 US5 0.2311 106.1250 0.2178 3.4847 VIX 0.7263 17.3500 4.1863 66.9814 WHEAT 7.0273 590.7500 1.1896 19.0328 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 622.40 0.70 433.82 1.00 433.82 46112.62 106.30 -9.83 -104.53 BITCOIN 96.82 2.79 269.95 1.00 269.95 46112.62 170.82 2.48 42.38 BOBL 1179.40 0.19 220.01 1.04 228.31 46112.62 201.97 -0.47 -9.57 BTP 1201.60 0.42 501.46 1.04 520.39 46112.62 88.61 4.68 41.45 BUND 1337.30 0.33 446.71 1.04 463.58 46112.62 99.47 -2.20 -21.90 BUXL 1333.80 0.81 1086.19 1.04 1127.20 46112.62 40.91 -1.30 -5.31 CAC 729.05 0.75 545.06 1.04 568.66 46112.62 81.09 -6.77 -54.90 CAD 695.85 0.42 289.29 1.00 289.29 46112.62 159.40 -17.10 -272.65 CANOLA 123.96 1.42 175.41 0.70 122.08 46112.62 377.73 -9.42 -355.71 CHF 1402.81 0.49 690.31 1.00 690.31 46112.62 66.80 -15.04 -100.44 COCOA 1103.30 2.03 2238.32 1.00 2238.32 46112.62 20.60 15.68 32.30 COFFEE 1192.12 1.84 2198.40 1.00 2198.40 46112.62 20.98 7.75 16.27 COPPER 1033.88 1.11 1143.57 1.00 1143.57 46112.62 40.32 -7.91 -31.88 CORN 221.12 0.84 186.07 1.00 186.07 46112.62 247.82 -8.05 -199.50 COTTON2 343.85 1.23 422.00 1.00 422.00 46112.62 109.27 -20.00 -218.54 CRUDE_W 666.50 1.33 883.80 1.00 883.80 46112.62 52.18 -2.18 -11.40 DAX 200.11 0.68 135.55 1.04 140.67 46112.62 327.80 14.97 490.86 DOW 218.50 0.72 158.20 1.00 158.20 46112.62 291.49 -6.55 -190.79 DX 1078.75 0.39 422.92 1.00 422.92 46112.62 109.03 8.95 97.58 EUR 1307.31 0.52 676.75 1.00 676.75 46112.62 68.14 -6.49 -44.25 EURIBOR-ICE 2448.25 0.04 107.70 1.04 112.37 46112.62 410.38 8.58 352.30 EUROSTX 487.20 0.80 388.90 1.04 403.58 46112.62 114.26 1.28 14.64 FEEDCOW 1300.25 0.62 810.92 1.00 810.92 46112.62 56.86 8.41 47.83 GASOIL 662.00 1.58 1046.79 1.00 1046.79 46112.62 44.05 -2.91 -12.81 GASOLINE 913.16 1.44 1312.07 1.00 1312.07 46112.62 35.14 -6.50 -22.83 GAS_US_mini 82.62 3.33 275.53 1.00 275.53 46112.62 167.36 2.18 36.47 GBP 782.62 0.53 413.06 1.00 413.06 46112.62 111.64 -4.67 -52.12 GOLD_micro 265.34 0.93 246.88 1.00 246.88 46112.62 186.78 -3.28 -61.30 HEATOIL 922.82 1.47 1360.23 1.00 1360.23 46112.62 33.90 -9.69 -32.85 JGB-SGX-mini 142210.00 0.14 20189.11 0.01 128.54 46112.62 358.75 -6.70 -240.32 JPY 798.88 0.73 587.06 1.00 587.06 46112.62 78.55 -8.49 -66.72 LEANHOG 357.10 1.27 454.19 1.00 454.19 46112.62 101.53 4.62 46.92 LIVECOW 770.40 0.62 480.58 1.00 480.58 46112.62 95.95 3.76 36.09 LUMBER-new 163.76 1.25 205.18 1.00 205.18 46112.62 224.74 -1.77 -39.82 MILK 397.20 1.25 496.05 1.00 496.05 46112.62 92.96 2.90 26.97 MXP 243.95 0.76 185.63 1.00 185.63 46112.62 248.41 3.14 78.02 NASDAQ_micro 440.88 0.96 423.34 1.00 423.34 46112.62 108.92 1.78 19.37 NIKKEI 39665.00 0.94 37195.84 0.01 236.81 46112.62 194.72 12.28 239.06 NZD 562.95 0.70 391.67 1.00 391.67 46112.62 117.73 -10.40 -122.44 OAT 1238.00 0.34 419.79 1.04 435.63 46112.62 105.85 0.42 4.48 OATIES 169.50 1.86 315.11 1.00 315.11 46112.62 146.34 -8.85 -129.47 OJ 749.10 1.63 1218.20 1.00 1218.20 46112.62 37.85 14.80 56.01 PALLAD 926.00 2.53 2338.60 1.00 2338.60 46112.62 19.72 -4.79 -9.44 PLAT 476.90 1.44 686.08 1.00 686.08 46112.62 67.21 -1.68 -11.29 REDWHEAT 279.88 1.39 388.05 1.00 388.05 46112.62 118.83 -18.49 -219.69 RICE 281.80 1.07 300.77 1.00 300.77 46112.62 153.31 -16.14 -247.45 ROBUSTA 504.10 2.03 1024.26 1.00 1024.26 46112.62 45.02 4.11 18.52 RUSSELL 114.72 1.24 142.17 1.00 142.17 46112.62 324.34 -5.37 -174.10 SHATZ 1070.25 0.07 75.07 1.04 77.91 46112.62 591.88 -2.00 -118.46 SILVER-mini 759.06 1.64 1241.83 1.00 1241.83 46112.62 37.13 -3.56 -13.20 SMI 1147.00 0.76 876.18 1.11 976.28 46112.62 47.23 -3.71 -17.50 SOFR 2399.38 0.06 141.78 1.00 141.78 46112.62 325.25 -10.32 -335.65 SOYBEAN 504.25 0.97 488.56 1.00 488.56 46112.62 94.39 -13.39 -126.34 SOYMEAL 319.80 1.30 415.10 1.00 415.10 46112.62 111.09 -14.86 -165.03 SOYOIL 241.44 1.82 440.00 1.00 440.00 46112.62 104.80 -7.87 -82.50 SP400 3191.40 1.00 3204.06 1.00 3204.06 46112.62 14.39 -7.77 -11.18 SP500_micro 305.01 0.74 224.89 1.00 224.89 46112.62 205.05 -3.49 -71.49 SUGAR11 200.48 1.53 306.10 1.00 306.10 46112.62 150.64 -10.84 -163.31 US10 1086.41 0.35 375.29 1.00 375.29 46112.62 122.87 -8.62 -105.88 US10U 1112.81 0.46 515.63 1.00 515.63 46112.62 89.43 -9.54 -85.33 US2 2053.36 0.09 175.98 1.00 175.98 46112.62 262.04 -9.73 -254.84 US20 1139.38 0.66 750.55 1.00 750.55 46112.62 61.44 -6.16 -37.86 US30 1194.06 0.98 1171.62 1.00 1171.62 46112.62 39.36 -6.43 -25.29 US5 1061.25 0.22 231.13 1.00 231.13 46112.62 199.51 -9.07 -180.90 VIX 173.50 4.19 726.33 1.00 726.33 46112.62 63.49 -9.68 -61.44 WHEAT 295.38 1.19 351.36 1.00 351.36 46112.62 131.24 -19.00 -249.37 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD -104.527 0.010 2.5 -2.712 BITCOIN 42.375 0.043 2.5 4.589 BOBL -9.568 0.004 2.5 -0.097 BTP 41.453 0.014 2.5 1.414 BUND -21.895 0.004 2.5 -0.222 BUXL -5.307 0.004 2.5 -0.054 CAC -54.896 0.014 2.5 -1.872 CAD -272.646 0.010 2.5 -7.074 CANOLA -355.708 0.010 2.5 -8.654 CHF -100.444 0.010 2.5 -2.606 COCOA 32.297 0.009 2.5 0.692 COFFEE 16.266 0.005 2.5 0.190 COPPER -31.883 0.043 2.5 -3.452 CORN -199.501 0.010 2.5 -4.854 COTTON2 -218.541 0.009 2.5 -4.681 CRUDE_W -11.398 0.043 2.5 -1.234 DAX 490.864 0.014 2.5 16.742 DOW -190.789 0.009 2.5 -4.434 DX 97.583 0.010 2.5 2.532 EUR -44.246 0.010 2.5 -1.148 EURIBOR-ICE 352.297 0.014 2.5 12.016 EUROSTX 14.644 0.014 2.5 0.499 FEEDCOW 47.830 0.013 2.5 1.585 GASOIL -12.808 0.017 2.5 -0.555 GASOLINE -22.833 0.017 2.5 -0.990 GAS_US_mini 36.474 0.043 2.5 3.950 GBP -52.120 0.010 2.5 -1.352 GOLD_micro -61.298 0.014 2.5 -2.091 HEATOIL -32.850 0.017 2.5 -1.424 JGB-SGX-mini -240.316 0.043 2.5 -26.023 JPY -66.721 0.010 2.5 -1.731 LEANHOG 46.918 0.024 2.5 2.851 LIVECOW 36.088 0.013 2.5 1.196 LUMBER-new -39.817 0.009 2.5 -0.853 MILK 26.971 0.009 2.5 0.578 MXP 78.016 0.059 2.5 11.451 NASDAQ_micro 19.367 0.009 2.5 0.450 NIKKEI 239.065 0.043 2.5 25.887 NZD -122.441 0.010 2.5 -3.177 OAT 4.481 0.014 2.5 0.153 OATIES -129.466 0.010 2.5 -3.150 OJ 56.009 0.009 2.5 1.200 PALLAD -9.441 0.014 2.5 -0.322 PLAT -11.294 0.014 2.5 -0.385 REDWHEAT -219.685 0.005 2.5 -2.914 RICE -247.453 0.010 2.5 -6.020 ROBUSTA 18.516 0.005 2.5 0.216 RUSSELL -174.100 0.013 2.5 -5.769 SHATZ -118.457 0.004 2.5 -1.201 SILVER-mini -13.203 0.014 2.5 -0.450 SMI -17.503 0.014 2.5 -0.597 SOFR -335.649 0.024 2.5 -20.399 SOYBEAN -126.340 0.004 2.5 -1.175 SOYMEAL -165.029 0.004 2.5 -1.535 SOYOIL -82.504 0.004 2.5 -0.768 SP400 -11.182 0.013 2.5 -0.371 SP500_micro -71.488 0.009 2.5 -1.661 SUGAR11 -163.310 0.009 2.5 -3.473 US10 -105.882 0.005 2.5 -1.342 US10U -85.332 0.005 2.5 -1.081 US2 -254.836 0.005 2.5 -3.229 US20 -37.865 0.005 2.5 -0.480 US30 -25.290 0.005 2.5 -0.320 US5 -180.904 0.005 2.5 -2.292 VIX -61.441 0.099 2.5 -15.166 WHEAT -249.368 0.005 2.5 -3.308 ===================== Position diags ===================== AUD 2.76 BITCOIN 18.50 BOBL 2.05 BTP 3.02 BUND 1.01 BUXL 0.41 CAC 2.77 CAD 4.14 CANOLA 9.19 CHF 1.73 COCOA 0.44 COFFEE 0.24 COPPER 4.37 CORN 6.03 COTTON2 2.34 CRUDE_W 5.65 DAX 11.18 DOW 6.77 DX 2.83 EUR 1.77 EURIBOR-ICE 14.00 EUROSTX 3.90 FEEDCOW 1.88 GASOIL 1.91 GASOLINE 1.52 GAS_US_mini 18.12 GBP 2.90 GOLD_micro 6.37 HEATOIL 1.47 JGB-SGX-mini 38.85 JPY 2.04 LEANHOG 6.17 LIVECOW 3.18 LUMBER-new 4.81 MILK 1.99 MXP 36.46 NASDAQ_micro 2.53 NIKKEI 21.09 NZD 3.05 OAT 3.61 OATIES 3.56 OJ 0.81 PALLAD 0.67 PLAT 2.29 REDWHEAT 1.58 RICE 3.73 ROBUSTA 0.53 RUSSELL 10.75 SHATZ 6.00 SILVER-mini 1.27 SMI 1.61 SOFR 19.77 SOYBEAN 0.88 SOYMEAL 1.03 SOYOIL 0.98 SP400 0.48 SP500_micro 4.77 SUGAR11 3.20 US10 1.56 US10U 1.13 US2 3.32 US20 0.78 US30 0.50 US5 2.53 VIX 15.67 WHEAT 1.74 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD -2.7 -3.0 -2.4 -3.0 -3 BITCOIN 4.6 2.7 6.4 0.0 0 BOBL -0.1 -0.3 0.1 0.0 0 BTP 1.4 1.1 1.7 1.0 1 BUND -0.2 -0.3 -0.1 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC -1.9 -2.1 -1.6 0.0 0 CAD -7.1 -7.5 -6.7 -2.0 -2 CANOLA -8.7 -9.6 -7.7 -8.0 -8 CHF -2.6 -2.8 -2.4 -10.0 -10 COCOA 0.7 0.6 0.7 1.0 1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -3.5 -3.9 -3.0 -4.0 -4 CORN -4.9 -5.5 -4.3 -7.0 -7 COTTON2 -4.7 -4.9 -4.4 -5.0 -5 CRUDE_W -1.2 -1.8 -0.7 0.0 0 DAX 16.7 15.6 17.9 6.0 6 DOW -4.4 -5.1 -3.8 -8.0 -8 DX 2.5 2.2 2.8 0.0 0 EUR -1.1 -1.3 -1.0 -1.0 -1 EURIBOR-ICE 12.0 10.6 13.4 0.0 0 EUROSTX 0.5 0.1 0.9 4.0 4 FEEDCOW 1.6 1.4 1.8 3.0 3 GASOIL -0.6 -0.7 -0.4 0.0 0 GASOLINE -1.0 -1.1 -0.8 -1.0 -1 GAS_US_mini 3.9 2.1 5.8 -4.0 -4 GBP -1.4 -1.6 -1.1 0.0 0 GOLD_micro -2.1 -2.7 -1.5 -1.0 -1 HEATOIL -1.4 -1.6 -1.3 -3.0 -3 JGB-SGX-mini -26.0 -29.9 -22.1 -15.0 -15 JPY -1.7 -1.9 -1.5 -2.0 -2 LEANHOG 2.9 2.2 3.5 3.0 3 LIVECOW 1.2 0.9 1.5 0.0 0 LUMBER-new -0.9 -1.3 -0.4 0.0 0 MILK 0.6 0.4 0.8 0.0 0 MXP 11.5 7.8 15.1 3.0 3 NASDAQ_micro 0.5 0.2 0.7 1.0 1 NIKKEI 25.9 23.8 28.0 17.0 17 NZD -3.2 -3.5 -2.9 -1.0 -1 OAT 0.2 -0.2 0.5 3.0 3 OATIES -3.1 -3.5 -2.8 NaN 0 OJ 1.2 1.1 1.3 1.0 1 PALLAD -0.3 -0.4 -0.3 0.0 0 PLAT -0.4 -0.6 -0.2 -1.0 -1 REDWHEAT -2.9 -3.1 -2.8 -4.0 -4 RICE -6.0 -6.4 -5.6 NaN 0 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL -5.8 -6.8 -4.7 -3.0 -3 SHATZ -1.2 -1.8 -0.6 NaN 0 SILVER-mini -0.5 -0.6 -0.3 0.0 0 SMI -0.6 -0.8 -0.4 0.0 0 SOFR -20.4 -22.4 -18.4 NaN 0 SOYBEAN -1.2 -1.3 -1.1 -3.0 -3 SOYMEAL -1.5 -1.6 -1.4 -1.0 -1 SOYOIL -0.8 -0.9 -0.7 0.0 0 SP400 -0.4 -0.4 -0.3 0.0 0 SP500_micro -1.7 -2.1 -1.2 -2.0 -2 SUGAR11 -3.5 -3.8 -3.2 -3.0 -3 US10 -1.3 -1.5 -1.2 0.0 0 US10U -1.1 -1.2 -1.0 -1.0 -1 US2 -3.2 -3.6 -2.9 NaN 0 US20 -0.5 -0.6 -0.4 0.0 0 US30 -0.3 -0.4 -0.3 -4.0 -4 US5 -2.3 -2.5 -2.0 -4.0 -4 VIX -15.2 -16.7 -13.6 -16.0 -16 WHEAT -3.3 -3.5 -3.1 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.4 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 0.5 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.5 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 BITCOIN -0.6 0.6 0.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.5 -0.1 0.6 0.1 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.4 0.4 0.6 0.6 0.0 -0.1 -0.1 -0.0 BOBL -0.1 0.1 0.0 -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 -0.2 -0.2 -0.2 0.0 0.0 -0.1 0.0 -0.0 0.5 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.3 0.3 0.1 0.3 0.4 -0.1 -0.4 0.4 0.0 BTP 0.0 0.2 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.2 0.4 -0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.2 0.4 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.8 0.1 0.5 0.6 0.6 -0.0 -0.3 0.5 0.4 BUND -0.1 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 0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.3 0.2 0.1 0.3 0.3 -0.5 -0.7 0.2 -0.1 BUXL -0.1 0.3 0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.1 0.1 0.0 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.2 0.0 -0.1 -0.5 0.0 -0.1 0.0 -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 0.1 -0.1 0.2 -0.1 -0.2 -0.4 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.9 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.2 0.3 0.6 -0.6 -0.6 0.1 0.3 -0.2 -0.1 CAD -0.4 -0.5 -0.6 -0.1 -0.0 -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 0.3 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.4 -0.2 -0.6 -0.5 -0.6 -0.2 -0.2 -0.2 -0.2 CANOLA 0.1 -0.4 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.0 -0.2 -0.2 -0.2 -0.3 -0.0 -0.0 0.0 -0.1 -0.0 -1.5 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -1.1 0.1 0.1 -0.1 0.1 -0.3 -0.3 -0.1 -0.1 CHF -0.1 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -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 -0.2 -0.2 0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.1 -0.2 -0.4 -0.4 -0.3 -0.3 -0.3 -0.5 COCOA 0.5 0.6 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 0.3 0.1 0.3 0.1 0.1 0.3 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.4 0.7 0.5 0.7 COFFEE 0.2 0.6 0.2 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 0.1 0.6 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 0.4 0.5 0.6 0.6 0.6 -0.1 -0.1 0.1 0.1 COPPER -0.0 -0.5 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -2.6 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.2 0.5 0.1 0.7 CORN 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 -0.5 0.1 -0.7 -0.0 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.2 0.1 -0.5 0.0 -1.2 -0.1 0.0 -0.3 -0.0 -0.6 -0.0 -1.1 0.2 0.6 -0.0 -0.4 0.5 -0.0 0.7 0.2 COTTON2 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.3 -0.2 -0.3 -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 -1.0 0.1 -0.4 -0.5 -0.4 -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 -0.1 -0.3 -0.0 -0.3 -0.1 -0.0 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.4 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.0 0.4 DAX 0.6 0.3 0.3 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.5 0.1 0.7 0.1 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 0.0 -0.3 0.2 0.6 0.5 0.5 0.7 0.5 0.5 0.1 DOW -0.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.3 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.4 -0.1 -1.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.4 -0.2 -0.6 0.1 0.4 -0.2 0.0 -0.5 -0.3 DX 0.1 0.6 0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.4 0.1 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 0.0 0.1 0.1 0.1 0.1 0.7 0.5 0.6 0.6 0.6 -0.2 0.1 -0.1 0.1 EUR 0.0 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -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 -0.0 -0.3 -0.4 0.1 -0.2 0.1 -0.3 EURIBOR-ICE -0.3 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 0.3 0.0 0.0 0.1 0.0 0.1 0.1 0.0 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 0.2 0.3 0.5 -0.0 -0.4 0.6 0.3 EUROSTX 0.5 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.0 0.0 0.4 0.1 -0.0 0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.1 0.1 0.0 -0.4 0.0 -0.1 -0.0 -0.1 0.1 0.0 0.4 0.3 0.6 -0.3 -0.4 0.2 0.2 -0.4 -0.4 FEEDCOW -0.1 0.6 0.6 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.2 0.3 0.1 -0.2 0.2 0.2 -0.0 -0.1 0.1 0.1 0.2 0.2 0.1 0.0 0.2 -2.0 0.1 -0.0 0.1 -0.0 0.0 0.0 0.1 -0.1 0.2 0.6 0.6 0.6 0.5 0.7 0.7 GASOIL 0.1 0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.3 0.0 -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 0.0 -0.2 0.1 -0.2 -0.1 -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 -0.3 -0.0 -0.2 -0.1 -0.0 -0.4 0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.2 -0.0 -0.1 0.2 0.0 0.3 0.2 0.5 GAS_US_mini 0.3 0.4 0.4 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.3 0.1 -0.6 0.1 0.0 0.4 -0.4 -0.2 -0.4 0.0 -0.0 0.1 -0.3 0.1 2.7 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.1 0.5 0.2 0.2 0.0 -0.2 -0.4 -0.1 -0.3 GBP 0.0 -0.5 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 0.1 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 0.2 -0.3 0.7 -0.3 GOLD_micro -0.2 -0.5 -0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.3 -0.1 -0.0 -0.2 -0.3 -0.2 -0.2 -0.0 0.1 -0.0 0.3 -0.0 -1.4 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 -0.1 -0.1 -0.1 0.2 0.7 0.2 0.7 0.3 HEATOIL 0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.2 -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 -0.2 -0.1 0.0 -0.1 0.0 -0.0 0.0 JGB-SGX-mini 0.0 -0.6 -0.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 0.5 0.2 -0.2 -0.0 -0.7 -0.6 -0.7 -0.5 JPY -0.4 -0.3 -0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.3 -0.2 0.1 -0.1 -0.3 -0.7 -0.2 -0.7 LEANHOG -0.5 -0.2 0.6 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 0.4 -0.1 0.2 -0.1 0.2 -0.4 0.0 -0.4 -0.0 0.1 0.2 -0.0 0.2 -0.0 -0.1 0.1 -0.0 0.2 -0.0 0.1 0.0 0.2 0.5 0.1 0.6 0.6 0.3 -0.2 0.5 0.0 LIVECOW -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 0.5 -0.0 0.7 0.0 0.2 -0.0 0.1 -0.0 0.0 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 -0.2 0.4 0.3 0.6 0.0 0.5 0.2 0.6 LUMBER-new -0.7 -0.0 0.6 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.2 0.2 -0.0 -0.2 -0.1 0.1 -0.5 -0.4 -0.5 -0.5 0.0 0.1 0.0 -0.0 -0.1 NaN 0.0 0.0 0.1 -0.0 0.0 -0.0 -1.2 0.6 -0.5 0.4 0.6 0.4 0.1 0.5 0.5 MILK 0.6 -0.4 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.2 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.0 -0.0 0.1 0.1 0.0 2.0 -0.0 0.0 -0.0 0.0 0.0 0.0 0.2 0.4 0.6 -0.1 -0.3 -0.4 -0.7 -0.3 -0.7 MXP 0.3 0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.4 0.1 -0.5 0.0 -0.1 0.2 0.3 0.2 0.2 -0.0 -0.1 0.0 -0.4 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.3 0.0 1.1 0.5 0.6 0.6 0.3 0.3 0.7 0.4 0.7 NASDAQ_micro -0.1 0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.3 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 -0.3 0.4 0.6 0.4 0.5 0.4 0.2 -0.1 -0.3 NIKKEI 0.1 0.0 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.2 0.2 0.1 0.1 0.1 0.0 0.3 0.0 -1.3 0.0 0.1 0.0 0.0 0.1 0.0 1.1 0.4 0.6 0.1 -0.0 0.7 0.6 0.7 0.7 NZD -0.4 -0.6 -0.6 -0.0 -0.0 -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 -0.2 -0.2 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.4 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 OAT -0.0 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.0 -0.4 0.0 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.4 0.1 0.1 0.2 0.3 -0.1 -0.5 0.6 0.2 OATIES -0.4 -0.4 0.4 -0.0 -0.0 -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 -0.1 -0.0 -0.2 -0.0 -0.1 -2.7 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.3 -0.3 -0.5 0.1 0.7 0.2 0.7 0.5 OJ 0.1 0.2 0.2 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.5 0.0 0.7 0.1 0.2 0.4 0.3 0.4 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.3 0.7 0.7 PALLAD -0.3 -0.5 0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 2.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.1 -0.2 -0.2 -0.0 -0.7 -0.7 -0.7 -0.7 PLAT -0.0 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.3 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 0.9 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 0.5 0.0 -0.2 -0.3 0.3 -0.3 0.2 -0.1 REDWHEAT 0.2 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -0.4 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.9 -0.1 0.3 -0.5 -0.4 -0.6 -0.7 -0.5 -0.7 RICE -0.6 -0.1 -0.4 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.2 -0.1 -0.1 -0.2 0.3 -0.1 0.0 -0.2 -0.1 -0.2 -0.0 -0.2 -1.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.9 -0.5 -0.6 -0.6 -0.6 -0.2 -0.7 -0.2 -0.7 ROBUSTA 0.1 0.1 -0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.0 0.3 0.0 0.0 0.1 0.4 0.2 0.3 0.1 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 0.2 0.6 0.4 0.2 0.1 0.4 0.3 RUSSELL -0.6 -0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.3 -0.6 0.1 0.2 -0.3 -0.3 -0.7 -0.7 SHATZ -0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.1 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 0.4 0.1 0.2 0.4 -0.1 -0.4 0.2 -0.1 SILVER-mini -0.2 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.4 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.0 -0.0 0.2 SMI 0.0 -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 0.1 0.0 -0.1 -0.1 -0.1 0.1 -0.1 1.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.7 0.2 -0.1 -0.6 -0.6 -0.1 0.1 -0.5 -0.4 SOFR -0.4 -0.4 -0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.0 -0.2 -0.2 -0.0 -0.0 -0.0 0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.8 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.4 -0.2 -0.6 -0.5 -0.6 -0.1 -0.1 0.4 0.5 SOYBEAN 0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 0.1 -0.4 0.0 -0.6 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.0 -0.5 -0.1 -2.4 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.2 -0.2 -0.2 -0.4 -0.5 0.2 -0.2 0.3 0.0 SOYMEAL 0.4 0.1 -0.2 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.1 -0.3 -0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.4 0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.2 -0.0 -0.4 0.5 0.4 -0.1 -0.4 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.4 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.2 0.1 0.1 -0.2 0.3 0.1 SP400 -0.6 -0.1 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 -0.1 0.4 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.2 -0.1 -1.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.5 -0.6 0.0 0.3 -0.1 -0.2 -0.6 -0.7 SP500_micro -0.6 -0.1 -0.0 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.4 0.0 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.1 0.3 -0.0 -0.5 0.1 -0.2 0.1 0.5 0.2 0.1 -0.3 -0.4 SUGAR11 -0.6 -0.6 0.2 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.1 0.4 0.4 0.4 0.4 -0.2 -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 -0.5 0.3 -0.7 -0.0 -0.7 0.1 US10 -0.3 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.3 -0.3 -0.5 -0.3 -0.4 0.1 0.3 US10U -0.4 -0.3 -0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.3 -0.3 -0.5 -0.2 -0.3 0.3 0.6 US2 -0.0 -0.5 -0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.2 -0.1 -0.1 -0.2 -0.2 2.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 0.0 -0.0 -0.4 -0.5 -0.4 -0.4 -0.1 -0.2 US20 -0.4 -0.3 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -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 0.6 0.6 US30 -0.4 -0.3 -0.5 -0.0 -0.0 -0.0 -0.0 -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 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 0.1 -0.2 -0.1 -0.3 -0.1 -0.2 0.6 0.5 US5 -0.2 -0.4 -0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 1.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.4 -0.1 -0.3 -0.3 -0.5 -0.2 -0.3 0.2 0.2 VIX 0.7 -0.1 0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.2 -0.5 -0.1 -0.6 -0.1 -0.1 -0.5 -0.6 -0.5 -0.6 -0.0 -0.0 -0.1 -0.2 0.0 NaN 0.0 0.0 -0.0 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.0 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.5 -0.1 -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 -0.0 -0.2 -0.1 -0.3 -0.1 -1.1 -0.2 -0.1 -0.6 -0.5 -0.4 -0.7 -0.3 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -12.9 -18.9 -15.1 -4.2 -1.8 -3.1 -3.4 -1.4 -4.1 -11.7 -11.5 -13.2 -6.2 -14.1 -14.3 -0.4 -1.4 -0.4 -0.8 -18.2 -12.0 -18.0 -5.9 -20.0 3.9 -4.9 -3.8 -3.1 -5.5 -1.4 -5.8 -0.0 -7.8 -16.6 -7.4 -4.8 -3.5 -3.3 -2.2 -2.9 BITCOIN -17.3 20.0 14.6 -3.1 -0.7 -1.1 -3.9 -0.6 -4.7 -11.8 16.7 -9.3 16.5 13.1 17.8 -8.7 -7.4 -8.3 -7.7 20.0 20.0 -8.2 19.7 11.3 -20.0 6.7 -1.6 6.3 -0.8 5.3 3.4 -3.7 15.0 11.7 20.0 20.0 0.1 -3.5 -2.6 -1.1 BOBL -2.0 3.1 0.6 -2.1 -6.4 -0.9 -6.0 0.0 -3.6 -10.9 4.6 -9.8 -1.2 -0.5 -0.9 -20.0 -8.2 -11.9 -7.8 0.5 2.2 -11.2 1.0 -4.1 3.8 0.3 -6.5 1.3 -5.4 1.3 -2.1 -6.3 14.2 4.5 8.6 11.1 -3.2 -13.1 10.8 0.7 BTP 0.6 4.8 1.9 -3.2 -9.8 -1.3 -9.1 0.1 -5.4 -17.5 14.2 -12.6 17.7 4.8 8.6 4.1 5.1 5.3 5.1 9.0 12.8 -18.0 14.2 -1.6 -20.0 3.5 -9.6 5.0 -7.1 5.5 -0.8 15.7 5.9 16.4 20.0 20.0 -0.8 -10.3 14.8 10.9 BUND -2.7 3.1 -1.9 -2.4 -7.5 -1.0 -7.0 0.0 -4.1 -13.0 4.1 -11.7 1.3 -3.0 -2.4 6.4 -5.8 -5.4 -7.5 -0.6 1.5 -16.5 1.0 -6.9 0.5 -0.1 -8.3 1.0 -7.1 1.3 -2.9 -4.8 7.5 4.1 10.1 10.8 -13.8 -20.0 6.5 -2.2 BUXL -4.0 9.6 2.0 -2.9 -8.8 -1.2 -8.2 0.1 -4.9 -15.6 5.9 -13.7 2.2 0.1 2.8 1.4 -0.9 0.7 -0.1 3.3 4.1 -19.5 0.8 -5.9 -3.7 1.2 -8.9 1.8 -7.7 1.4 -2.6 6.0 5.0 6.5 20.0 15.6 -20.0 -20.0 -3.0 -9.6 CAC 11.3 -5.0 -8.6 0.6 -6.3 3.9 -9.3 6.5 -4.6 -18.1 -16.4 -3.3 -6.8 -5.0 -11.8 -6.7 -4.1 -6.1 -5.3 -9.5 -13.4 -10.7 -9.2 -6.0 -6.7 -4.2 -7.9 -5.6 -5.7 -3.0 -2.9 3.2 14.2 18.8 -18.9 -20.0 3.5 7.8 -6.5 -3.5 CAD -12.0 -16.6 -17.7 -6.2 -2.6 -4.5 -5.0 -2.0 -6.1 -13.5 -19.5 -17.3 -18.7 -19.5 -20.0 -6.1 -4.7 -6.0 -5.5 -20.0 -20.0 -20.0 -16.6 -20.0 2.1 -7.6 -3.5 -5.7 -6.8 -3.7 -8.1 -6.8 -9.7 -20.0 -15.9 -20.0 -4.9 -5.3 -5.0 -6.7 CANOLA 4.5 -11.7 5.8 -1.6 -3.5 -1.6 -4.1 -2.2 -2.7 1.8 -2.7 2.3 -5.6 -2.8 -1.5 -9.6 -12.2 -12.5 -13.1 -3.2 -3.2 0.5 -4.8 -2.2 -11.0 -0.4 1.7 -0.2 0.3 -1.4 -0.5 -20.0 2.6 4.1 -3.4 4.5 -7.9 -9.7 -3.9 -4.1 CHF -4.3 -18.7 -18.7 -3.8 -1.7 -2.8 -3.1 -1.3 -3.8 -7.3 -8.9 -10.9 -7.5 -11.9 -12.2 -15.0 -16.0 -15.3 -15.4 -15.6 -11.0 -13.1 -5.6 -15.4 3.8 -4.4 -3.5 -2.9 -4.1 -1.2 -4.4 -20.0 -5.1 -6.8 -10.9 -11.1 -10.1 -8.1 -10.2 -15.6 COCOA 16.5 20.0 5.0 -2.2 -4.9 -2.3 -5.8 -3.1 -3.8 0.3 9.3 6.8 9.0 10.0 11.0 16.3 20.0 19.0 20.0 20.0 20.0 19.3 20.0 20.0 -20.0 4.1 0.4 3.4 2.3 3.5 3.9 20.0 20.0 20.0 20.0 20.0 13.3 20.0 16.3 20.0 COFFEE 7.6 20.0 6.8 -3.7 -4.2 -3.5 -6.9 -4.7 -5.8 -11.2 15.8 7.4 16.1 14.1 14.7 5.9 4.8 4.1 4.0 20.0 20.0 5.3 20.0 20.0 -20.0 5.8 0.5 5.1 1.7 4.3 4.5 7.2 19.5 20.0 20.0 20.0 -2.4 -4.3 2.5 3.1 COPPER -0.9 -14.3 -7.3 -2.4 -0.6 -0.9 -3.0 -0.5 -3.7 -2.6 -12.2 -10.7 -3.8 -14.1 -14.0 -7.8 -4.2 -6.1 -4.9 -11.4 -8.1 -7.2 -1.3 -10.6 -19.3 -3.5 -3.9 -1.2 -5.4 1.7 -4.7 1.7 -5.1 -1.5 -0.1 -2.3 4.7 15.5 2.2 20.0 CORN 11.1 3.5 2.5 -5.2 -5.9 -5.0 -9.8 -6.6 -8.3 18.5 -20.0 10.2 -20.0 -1.1 -8.7 -6.3 -12.7 -8.7 -11.4 -6.2 -17.9 8.2 -20.0 1.1 -9.2 -6.4 0.4 -10.7 -1.2 -15.6 -3.1 -20.0 7.8 20.0 -1.0 -11.5 15.8 -1.0 20.0 4.5 COTTON2 -7.7 -7.5 -2.0 -4.7 -5.3 -4.5 -8.8 -5.9 -7.4 1.9 -19.8 -13.6 -20.0 -16.9 -17.1 -14.3 -8.6 -14.3 -12.3 -14.8 -15.8 -8.8 -20.0 -14.3 -20.0 -7.0 0.2 -5.9 -4.5 -4.6 -7.1 -18.4 4.9 -12.5 -16.0 -10.9 -20.0 -19.4 -18.4 -13.4 CRUDE_W 1.9 -0.8 -5.2 -0.1 3.4 -3.2 3.5 -3.7 2.3 -11.7 -12.2 -0.4 -9.2 -4.9 -4.4 4.7 9.2 5.2 7.0 -5.2 -9.7 -1.7 -7.8 -1.8 -1.6 -2.5 1.4 -5.1 -0.4 -4.4 -0.9 6.6 -5.8 -3.1 -4.4 -0.4 -3.1 6.2 -1.2 11.7 DAX 19.2 9.4 10.7 1.0 -11.8 4.1 -11.2 6.5 -4.5 -19.4 18.3 5.9 19.9 12.5 17.5 -9.0 -9.7 -8.8 -8.9 20.0 20.0 -8.9 20.0 14.7 7.6 5.7 -9.8 5.4 -3.4 6.0 3.4 -4.9 9.9 20.0 14.1 16.8 20.0 16.0 14.0 3.2 DOW -20.0 -1.2 1.4 0.1 1.2 2.4 -3.3 4.4 -2.7 1.4 10.1 -7.3 13.1 -2.5 5.5 -9.9 -10.6 -10.2 -10.2 2.5 10.9 -10.3 13.9 -8.8 -12.4 0.4 -2.3 3.6 -5.6 5.1 -3.9 -6.8 -6.9 -20.0 1.7 12.0 -4.5 0.1 -15.1 -9.3 DX 2.6 20.0 20.0 -4.9 -2.1 -3.6 -3.9 -1.6 -4.8 10.0 14.0 13.2 11.7 15.4 16.3 5.8 6.5 5.9 6.1 20.0 18.2 19.3 10.3 20.0 -20.0 5.7 4.4 4.3 5.1 2.3 5.4 12.7 20.0 20.0 20.0 20.0 -5.1 1.6 -3.9 2.7 EUR 0.9 -18.0 -20.0 -3.8 -1.6 -2.8 -3.1 -1.3 -3.8 -2.9 -10.5 -7.2 -8.2 -11.1 -12.0 -6.7 -7.0 -6.7 -6.7 -15.3 -12.7 -7.9 -7.3 -12.4 14.8 -4.5 -2.2 -3.5 -3.0 -1.7 -3.8 -9.9 2.0 -0.8 -8.8 -12.0 3.7 -7.2 4.4 -8.8 EURIBOR-ICE -7.9 3.8 5.2 -1.8 -4.3 -0.7 -4.5 -0.0 -3.0 -8.8 7.6 -7.8 7.5 1.5 3.3 5.7 0.9 5.2 3.5 3.8 7.2 -9.2 7.5 -2.4 10.7 1.5 -4.6 3.0 -4.0 3.2 -1.2 10.8 5.7 5.8 10.8 16.5 -0.8 -11.8 17.7 7.5 EUROSTX 15.1 -1.3 -3.8 1.0 -11.3 3.9 -10.8 6.3 -4.3 -18.3 0.3 3.3 11.6 6.2 -0.8 3.9 -2.5 -0.6 -2.1 1.6 -0.5 -8.9 4.8 2.1 -3.4 0.4 -12.9 -0.2 -5.5 3.4 0.4 6.9 13.7 20.0 -8.3 -11.1 6.0 4.9 -10.5 -11.2 FEEDCOW -3.1 20.0 20.0 -5.2 -5.9 -5.0 -9.7 -6.6 -8.2 16.8 12.8 6.4 -5.7 19.2 20.0 -1.7 -3.5 6.3 5.8 20.0 18.5 12.0 1.6 20.0 -15.2 7.0 -2.8 4.1 -0.5 0.5 4.4 2.2 -2.9 5.2 20.0 20.0 19.0 15.5 20.0 20.0 GASOIL 2.4 4.6 -1.7 -0.0 2.8 -2.7 2.9 -3.1 1.9 -16.4 -12.2 1.6 -10.4 -0.2 -0.1 4.8 6.2 3.3 3.2 -2.5 -7.9 -3.6 -8.2 -0.4 4.5 -1.2 -2.1 -4.8 0.6 -5.3 1.0 0.1 0.3 -4.9 2.7 -6.0 -2.1 -8.1 0.4 -12.6 GASOLINE 1.5 -0.9 -2.1 -0.1 3.3 -3.1 3.3 -3.6 2.2 -5.4 -9.9 -0.7 -5.6 -6.2 -2.8 -20.0 10.6 -20.0 -2.4 -3.7 -6.4 -1.3 -4.2 -1.9 -20.0 -0.5 1.9 -1.5 -0.6 -0.4 -0.6 2.5 -10.0 -0.9 -2.9 6.4 1.2 8.3 5.8 15.2 GAS_US_mini 8.5 11.6 12.2 -0.0 2.5 -2.4 2.6 -2.8 1.7 4.4 -10.6 9.9 -15.4 9.6 3.2 20.0 -20.0 -12.0 -20.0 3.7 -3.1 12.2 -11.2 10.0 20.0 0.5 12.6 -2.7 9.6 -5.6 4.8 -20.0 20.0 5.7 7.2 0.3 -5.7 -11.9 -3.6 -10.0 GBP 0.7 -16.3 -16.7 -5.5 -2.4 -4.0 -4.4 -1.8 -5.4 -12.6 -9.6 -13.2 2.4 -14.7 -15.8 0.7 -0.0 0.6 0.3 -14.8 -8.9 -14.1 -0.3 -14.7 -0.5 -5.4 -5.4 -2.7 -5.9 0.8 -5.6 2.1 -3.2 6.3 -1.5 1.0 7.2 -8.5 20.0 -8.0 GOLD_micro -5.2 -16.8 -13.2 -1.5 -0.4 -0.5 -1.9 -0.3 -2.3 3.5 4.3 -4.9 8.4 -5.3 -1.6 -9.1 -12.5 -10.5 -11.4 -1.0 4.8 -3.0 9.6 -4.0 -10.8 -0.2 -1.7 2.7 -2.5 5.0 -2.0 -11.3 -5.4 -2.1 -4.0 6.5 20.0 4.7 20.0 9.6 HEATOIL 2.7 0.8 -1.1 -0.1 3.1 -2.9 3.2 -3.4 2.1 -18.2 -14.5 5.0 -14.3 -0.4 -6.6 6.3 3.2 2.2 0.4 -4.1 -10.3 -2.9 -11.8 -0.8 -20.0 -1.3 -1.3 -4.6 0.8 -5.6 0.5 -5.4 -4.6 -4.9 -2.8 0.3 -2.9 1.0 -0.7 1.4 JGB-SGX-mini 0.4 -18.9 -11.5 -2.4 -4.1 -1.0 -5.3 -0.1 -3.9 -1.6 -3.4 -3.4 -0.3 -10.6 -11.0 19.0 14.1 16.2 15.0 -10.0 -6.7 -3.7 -2.3 -7.5 -13.5 -3.8 -1.2 -2.7 -1.4 -1.6 -2.9 20.0 20.0 7.4 -5.9 -1.1 -20.0 -18.5 -20.0 -14.5 JPY -11.5 -7.8 -13.7 -2.8 -1.2 -2.0 -2.2 -0.9 -2.7 -8.5 -5.4 -8.9 -5.8 -7.2 -8.1 -10.1 -13.2 -10.6 -11.4 -9.0 -6.8 -14.6 -6.6 -11.6 20.0 -2.6 -4.2 -1.8 -4.6 -1.9 -3.4 -19.3 -10.5 -5.8 1.9 -3.7 -9.6 -20.0 -6.6 -20.0 LEANHOG -16.0 -6.7 20.0 -5.2 -5.8 -5.0 -9.7 -6.5 -8.2 -0.4 14.9 -12.2 6.8 -6.6 14.5 -20.0 2.1 -20.0 -2.0 10.2 14.9 -2.9 6.4 -0.7 -1.1 6.6 -0.1 7.7 -0.3 4.1 1.9 3.5 20.0 4.6 20.0 20.0 8.8 -6.2 14.1 0.2 LIVECOW -4.2 -4.1 7.7 -5.2 -5.9 -5.0 -9.8 -6.6 -8.3 5.5 19.4 -0.8 18.6 1.6 17.2 -1.6 4.1 -1.9 1.2 10.0 14.1 6.8 15.3 5.5 -20.0 5.0 -6.2 6.4 -3.6 7.6 1.7 5.1 -9.1 11.2 8.9 20.0 0.7 14.3 5.4 18.6 LUMBER-new -20.0 -0.6 15.8 -4.1 -4.7 -3.9 -7.7 -5.0 -6.5 17.3 5.6 -2.7 -3.8 -6.3 4.5 -20.0 -19.3 -20.0 -19.9 1.5 5.2 0.1 -1.3 -5.6 NaN 0.0 2.9 2.0 -1.3 0.1 -3.2 -20.0 20.0 -12.9 9.5 15.3 9.8 3.9 14.1 12.1 MILK 19.1 -12.5 -12.4 -3.1 -3.5 -3.0 -5.9 -4.0 -5.0 11.9 1.1 11.0 6.2 5.7 -7.0 7.5 -1.6 8.5 7.3 -2.6 -0.4 8.3 3.9 3.9 14.9 -1.0 3.2 -0.3 2.8 1.0 1.5 4.6 16.7 20.0 -1.7 -8.8 -12.1 -20.0 -8.0 -20.0 MXP 10.6 4.1 -9.0 -4.9 -2.1 -3.6 -3.9 -1.6 -4.8 5.2 -14.9 8.9 -13.6 4.1 -6.8 12.1 13.2 11.9 11.9 -4.6 -13.4 3.3 -13.8 2.0 -20.0 -2.6 2.7 -7.2 2.3 -7.1 1.1 20.0 19.5 20.0 19.0 9.9 8.4 20.0 13.4 20.0 NASDAQ_micro -2.7 2.9 3.8 0.1 1.2 2.3 -3.1 4.0 -2.5 2.8 11.3 3.1 11.9 7.7 11.1 -9.5 -9.9 -9.7 -9.5 11.3 11.8 6.0 12.8 8.3 -20.0 4.0 1.2 4.8 0.1 6.2 2.2 -5.5 17.4 20.0 13.2 15.6 13.0 5.2 -2.1 -9.5 NIKKEI 3.9 1.2 6.8 0.2 1.5 3.0 -4.0 5.3 -3.3 11.5 8.1 6.5 8.8 6.4 12.8 12.5 7.7 8.3 7.1 5.3 5.7 4.8 9.8 4.4 -10.0 1.6 5.6 0.2 2.2 3.1 1.9 20.0 17.2 20.0 2.5 -0.2 20.0 19.3 20.0 20.0 NZD -12.4 -18.4 -17.4 -3.7 -1.6 -2.7 -3.0 -1.2 -3.7 -11.5 -11.1 -12.5 -6.7 -12.8 -13.0 -1.8 -0.6 -1.4 -1.0 -17.3 -12.0 -18.6 -6.4 -19.4 2.3 -4.4 -4.0 -2.9 -5.2 -1.4 -5.2 0.6 -8.1 -13.2 -7.3 -6.0 -6.8 -2.9 -7.4 -0.2 OAT -0.4 2.3 -2.3 -2.5 -7.6 -1.0 -7.1 0.0 -4.2 -13.4 1.8 -11.4 -2.2 -2.1 -3.8 -19.0 1.4 -6.8 -1.8 -2.0 -1.1 -17.0 -1.9 -7.3 4.1 -0.8 -10.6 0.1 -8.7 0.3 -3.8 7.2 3.1 3.2 7.4 9.3 -2.1 -13.6 17.6 5.2 OATIES -13.6 -13.5 11.5 -2.6 -2.9 -2.5 -4.9 -3.3 -4.1 -11.0 -0.7 -11.2 -6.2 -10.8 -2.6 -14.3 -2.2 -10.2 -5.3 -5.1 -0.4 -18.4 -1.2 -11.6 -20.0 -2.4 -9.4 -0.5 -6.3 -0.3 -4.3 -6.1 -11.6 -9.6 -14.7 4.3 20.0 6.0 20.0 14.1 OJ 2.0 7.0 4.9 -4.5 -5.0 -4.3 -8.4 -5.6 -7.1 -14.2 19.8 1.2 20.0 13.6 16.9 20.0 15.1 19.4 16.6 20.0 20.0 6.0 20.0 20.0 -20.0 7.1 -1.0 6.3 4.5 7.4 7.3 20.0 20.0 20.0 20.0 20.0 20.0 8.9 20.0 20.0 PALLAD -8.8 -14.8 2.3 -1.4 -0.3 -0.5 -1.8 -0.3 -2.1 -2.4 -3.0 -5.4 -4.4 -8.4 -7.2 -2.0 -2.1 -2.1 -2.0 -6.1 -2.8 -5.4 -3.4 -7.4 14.7 -2.0 0.6 -0.5 -1.9 -0.7 -2.9 5.7 2.7 -5.0 -4.9 -0.8 -19.5 -20.0 -20.0 -20.0 PLAT -0.1 -11.5 -3.3 -2.3 -0.6 -0.8 -2.9 -0.5 -3.6 10.1 -11.1 6.5 -5.8 -10.4 -10.8 -4.7 -4.5 -4.7 -4.6 -7.3 -5.4 4.1 -2.8 -3.8 6.8 -4.4 5.7 -3.0 0.6 -1.5 -3.4 1.4 20.0 0.6 -5.1 -8.0 9.2 -9.4 4.6 -4.0 REDWHEAT 5.5 -9.2 -2.1 -5.0 -5.7 -4.8 -9.5 -6.4 -8.0 2.5 -20.0 -7.9 -20.0 -16.6 -19.2 -10.5 -8.3 -10.6 -10.1 -16.6 -19.7 -4.7 -20.0 -11.1 -2.9 -7.2 -4.2 -7.9 -4.6 -8.7 -5.5 -16.4 -3.7 8.4 -16.8 -13.3 -19.3 -20.0 -14.2 -20.0 RICE -18.4 -3.8 -12.0 -3.9 -4.4 -3.7 -7.3 -4.9 -6.2 -16.4 -6.5 -17.5 4.8 -11.4 -10.4 -8.0 13.9 -7.4 2.4 -15.2 -8.3 -20.0 -0.8 -20.0 -13.0 -5.1 -13.0 -3.1 -12.2 -1.1 -8.1 16.0 -20.0 -20.0 -20.0 -20.0 -7.0 -20.0 -7.3 -20.0 ROBUSTA 1.6 2.0 -14.1 -1.6 -3.6 -1.6 -4.2 -2.3 -2.8 -5.3 5.9 -0.2 7.1 2.7 3.1 3.9 20.0 9.7 16.4 6.5 8.5 -0.5 11.3 3.9 -20.0 2.2 -0.6 2.9 -0.1 4.5 1.3 20.0 1.2 7.5 17.7 11.3 6.9 2.5 10.5 8.2 RUSSELL -20.0 -2.5 3.5 0.1 1.1 2.2 -2.9 3.8 -2.4 -4.4 6.7 -8.9 10.0 -5.2 3.2 -5.7 -6.3 -6.0 -6.1 -0.2 6.2 -13.4 7.7 -10.4 1.4 0.3 -4.1 2.9 -5.9 3.7 -3.6 0.5 -13.8 -20.0 2.2 7.5 -7.6 -10.1 -20.0 -20.0 SHATZ -4.7 1.7 6.9 -1.6 -5.0 -0.7 -4.7 0.0 -2.8 -8.3 6.1 -8.4 1.0 0.1 0.5 -20.0 -20.0 -20.0 -20.0 1.7 4.2 -5.8 2.1 -2.2 6.0 0.9 -3.8 2.5 -3.3 1.9 -1.2 -20.0 18.7 2.4 6.8 12.6 -3.5 -12.8 6.9 -4.3 SILVER-mini -5.6 -13.4 -2.2 -1.9 -0.5 -0.7 -2.5 -0.4 -3.0 0.5 0.2 -7.4 6.5 -9.8 -4.6 -6.1 -6.4 -6.1 -6.1 -5.3 0.9 -8.5 6.1 -9.3 -3.1 -1.7 -2.9 0.9 -5.0 2.9 -4.0 -1.4 -7.6 -2.8 -4.3 2.9 4.1 -1.2 -1.0 7.1 SMI 0.3 -15.0 -16.2 0.7 -8.6 3.0 -8.2 4.8 -3.3 -9.3 -4.6 -9.8 8.0 -12.1 -11.9 6.9 1.1 3.0 1.4 -11.3 -6.4 -15.9 1.9 -12.7 8.9 -4.4 -7.5 -1.5 -7.1 2.7 -5.5 12.9 6.3 -2.7 -20.0 -20.0 -4.4 1.9 -15.6 -11.9 SOFR -11.4 -13.2 -20.0 -3.1 -3.8 -1.4 -5.9 -0.2 -4.8 -11.9 -7.1 -14.6 0.6 -13.9 -14.5 -0.5 -0.0 -0.0 0.1 -19.4 -12.6 -20.0 -4.7 -20.0 -6.0 -5.2 -5.4 -3.5 -6.5 -1.3 -5.8 7.2 -8.5 -17.4 -16.1 -20.0 -4.1 -4.4 11.9 15.0 SOYBEAN 2.8 -1.3 -5.5 -3.6 -4.0 -3.4 -6.7 -4.5 -5.6 13.0 -16.1 3.4 -15.9 -9.0 -13.6 -3.8 -0.2 -3.0 -2.8 -14.0 -19.1 1.3 -20.0 -9.1 -17.8 -6.0 -0.7 -6.7 -4.3 -7.2 -5.5 -3.7 -7.8 -7.0 -11.3 -16.8 6.3 -5.7 9.4 0.9 SOYMEAL 13.5 3.2 -7.6 -3.4 -3.8 -3.2 -6.3 -4.3 -5.4 13.9 -14.8 10.5 -15.2 -0.1 -12.5 -13.7 -2.0 -10.4 -6.8 -6.6 -12.4 20.0 -15.1 4.1 -20.0 -4.2 6.9 -5.7 3.1 -5.6 -0.9 -7.9 20.0 11.1 -4.2 -12.0 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.9 -12.9 10.0 -1.8 -2.0 -1.7 -3.4 -2.3 -2.9 -7.3 -3.0 -7.2 -6.3 -7.8 -4.5 -4.1 -0.3 -2.7 -1.5 -5.0 -2.8 -8.3 -4.2 -8.0 -15.0 -1.7 -1.7 -0.7 -2.8 -1.0 -2.9 -2.2 -5.4 -4.1 -5.0 1.8 3.8 -4.7 8.4 1.5 SP400 -20.0 -4.1 2.7 0.1 1.2 2.3 -3.2 4.2 -2.6 -5.5 7.0 -9.7 11.5 -7.0 3.0 -6.5 -6.6 -7.1 -6.9 -0.8 6.8 -16.7 9.2 -12.8 -8.8 0.2 -4.4 2.9 -6.6 4.0 -4.0 -0.5 -20.0 -20.0 0.9 9.9 -3.4 -5.2 -17.2 -20.0 SP500_micro -18.4 -2.8 -0.1 0.2 1.5 2.9 -3.9 5.2 -3.2 7.4 15.8 2.8 17.0 8.5 14.0 -11.1 -11.9 -11.6 -11.5 9.4 15.7 0.9 19.8 1.6 -20.0 2.1 -0.6 5.9 -5.1 8.9 -2.7 -9.0 2.4 -5.9 4.0 15.8 5.1 4.5 -10.3 -11.3 SUGAR11 -20.0 -18.6 5.7 -3.5 -4.0 -3.4 -6.6 -4.5 -5.6 -14.8 1.6 -16.3 -6.4 -16.6 -4.9 20.0 20.0 20.0 20.0 -14.3 -2.9 -20.0 -0.8 -20.0 -20.0 -2.9 -6.2 -0.0 -8.7 0.0 -6.8 20.0 -20.0 -20.0 -14.9 8.9 -20.0 -0.2 -20.0 2.7 US10 -9.1 -10.3 -20.0 -2.2 -2.7 -1.0 -4.1 -0.1 -3.4 -8.4 -6.3 -10.1 -1.7 -9.2 -9.9 -1.4 -5.8 -3.2 -4.5 -12.1 -8.5 -15.4 -4.8 -13.9 1.9 -3.6 -3.9 -2.5 -4.5 -1.1 -3.9 -1.9 -4.2 -8.9 -8.4 -14.2 -8.9 -12.6 3.3 9.7 US10U -11.0 -9.2 -20.0 -3.0 -3.6 -1.3 -5.6 -0.1 -4.6 -11.7 -8.5 -13.8 -2.1 -12.3 -13.1 -4.7 -3.8 -4.6 -4.4 -15.0 -10.5 -20.0 -6.3 -18.1 -1.6 -4.7 -5.5 -3.4 -6.2 -1.6 -5.2 -0.4 -2.9 -10.2 -8.7 -16.7 -7.2 -9.1 9.6 17.1 US2 -0.7 -14.5 -20.0 -2.6 -3.2 -1.2 -4.9 -0.1 -4.0 -7.4 -7.3 -10.3 -5.0 -10.3 -12.1 -17.3 -20.0 -18.9 -20.0 -15.9 -12.3 -13.1 -8.5 -14.2 19.5 -4.2 -3.3 -2.8 -4.1 -1.3 -4.1 -20.0 1.5 -1.3 -11.7 -14.8 -11.2 -12.4 -2.7 -4.5 US20 -13.7 -9.7 -20.0 -2.1 -2.6 -0.9 -3.9 -0.1 -3.2 -8.3 -6.1 -10.0 0.5 -9.0 -9.5 -0.3 -1.2 -1.0 -1.2 -10.9 -7.3 -15.6 -4.1 -13.8 -3.3 -3.4 -3.9 -2.4 -4.6 -1.0 -4.0 5.1 -2.4 -9.6 -6.6 -12.3 -4.2 -5.6 18.6 19.5 US30 -13.0 -8.1 -16.3 -2.2 -2.7 -1.0 -4.1 -0.1 -3.4 -8.6 -7.0 -10.4 -1.1 -9.2 -9.7 -5.1 -4.5 -4.1 -4.1 -9.9 -6.8 -14.7 -4.5 -12.8 -2.4 -3.5 -4.2 -2.5 -4.9 -1.2 -4.1 -0.3 2.4 -6.2 -3.8 -9.6 -4.1 -6.2 17.7 15.0 US5 -6.8 -12.3 -20.0 -2.6 -3.2 -1.2 -4.9 -0.1 -4.0 -10.4 -7.8 -12.1 -4.5 -11.5 -12.2 -5.0 -9.0 -6.3 -7.7 -15.8 -11.6 -17.3 -6.7 -16.6 7.6 -4.2 -4.3 -2.9 -5.0 -1.3 -4.4 -7.4 -3.7 -8.4 -10.2 -16.8 -6.4 -9.8 4.7 7.1 VIX 13.2 -2.6 2.8 0.9 -1.3 -0.1 1.9 -1.7 2.6 -12.3 -10.7 -5.1 -11.0 -5.2 -7.6 -17.1 -20.0 -16.8 -18.4 -1.5 -2.5 -4.0 -5.1 0.3 NaN 0.9 0.7 -0.2 5.4 -2.0 3.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 0.7 -12.5 -4.1 -5.1 -5.8 -4.9 -9.6 -6.5 -8.1 2.8 -20.0 -12.5 -20.0 -20.0 -20.0 -16.0 -14.8 -15.0 -14.7 -20.0 -20.0 -9.4 -20.0 -17.7 6.3 -8.1 -4.4 -7.4 -6.3 -7.0 -7.4 -20.0 -10.0 -2.9 -20.0 -15.9 -13.0 -20.0 -9.1 -20.0 End of report for caleb_strategy_v3