******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250825_204358 produced at 2025-08-25 21:39:01.053563 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.05 0.00 -0.60 0.0 0.00 0.00 0.00 0.00 -12.02 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.15 -0.24 0.0 999.00 -999.00 -0.15 -0.16 -22.74 999999999.0 -14 -15 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.04 -0.07 0.0 0.00 -0.04 -0.04 -0.03 -19.06 26.0 -10 -9 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.94 24.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.08 -1.08 -0.08 -0.08 -0.75 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.04 0.00 -0.06 0.0 1.12 -1.12 0.00 0.00 -1.66 29.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.20 -0.20 -0.07 -0.07 -2.85 11.0 -4 -4 caleb_strategy_v3 GOLD_micro False False 0.02 -0.07 -0.04 0.0 1.02 -1.02 -0.07 -0.09 -2.17 56.0 -4 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.18 -0.18 -0.03 -0.03 -3.58 18.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.75 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.04 0.0 0.00 -0.04 -0.04 -0.04 -2.93 4.0 -3 -3 caleb_strategy_v3 US2 False True 0.11 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.31 13.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.50 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.11 -0.11 -0.01 -0.01 -2.00 8.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.02 0.0 0.14 -0.14 0.00 -0.02 -1.02 9.0 0 -1 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.03 -0.02 0.0 0.58 -0.58 0.03 0.00 -0.92 23.0 1 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.06 -1.71 9.0 -4 -4 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.22 12.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.54 59.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 1.02 -1.02 0.00 0.00 -0.09 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.01 0.0 0.80 -0.80 -0.04 -0.01 -0.93 66.0 -3 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.79 -0.79 0.00 0.00 -0.13 13.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.37 3.0 0 0 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.77 -0.77 0.00 0.00 -0.32 17.0 0 0 caleb_strategy_v3 BUXL False True 0.07 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.15 4.0 0 0 caleb_strategy_v3 BOBL False True 0.07 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.14 19.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.42 3.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.02 -0.01 0.0 0.83 -0.83 0.02 0.00 -0.58 48.0 1 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.01 0.0 0.38 -0.38 -0.06 -0.06 -0.13 6.0 -1 -1 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.09 -1.09 -0.08 -0.08 -0.07 14.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.07 3.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.00 0.0 1.46 -1.46 0.00 0.00 -0.03 25.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.00 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.01 0.01 0.00 0.0 0.26 -0.26 0.01 0.01 0.78 51.0 2 2 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 0.00 0.0 0.20 -0.20 -0.03 0.00 0.10 7.0 -1 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.04 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.09 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.01 0.0 0.36 -0.36 0.04 0.04 0.36 10.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.57 -0.57 0.00 0.00 0.28 23.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.18 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.66 -0.66 0.00 0.00 0.28 21.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.01 0.0 1.11 -1.11 0.04 0.04 0.13 26.0 1 1 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.02 0.0 0.43 -0.43 0.03 0.03 2.64 68.0 5 5 caleb_strategy_v3 BUND False True 0.08 0.08 0.02 0.0 0.08 0.00 0.08 0.00 0.22 10.0 1 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.82 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.67 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.14 -0.14 0.00 0.04 0.69 4.0 0 1 caleb_strategy_v3 GBP False False 0.05 0.09 0.05 0.0 0.99 -0.99 0.09 0.09 1.21 22.0 2 2 caleb_strategy_v3 DAX False False 0.02 0.00 0.05 0.0 0.89 -0.89 0.00 0.02 3.14 58.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 0.86 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.21 0.05 0.0 0.68 -0.68 0.21 0.24 1.59 20.0 6 7 caleb_strategy_v3 CAC False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.95 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.66 -0.66 0.00 0.00 1.72 19.0 0 0 caleb_strategy_v3 OAT False True 0.08 0.23 0.06 0.0 0.23 0.00 0.23 0.23 0.74 10.0 3 3 caleb_strategy_v3 BTP False True 0.08 0.08 0.06 0.0 0.08 0.00 0.08 0.08 0.73 10.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.28 0.09 0.0 0.76 -0.76 0.28 0.38 0.98 8.0 3 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.21 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.87 -0.87 0.00 0.00 1.90 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.09 0.12 0.0 0.24 -0.24 0.09 0.09 6.87 13.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.28 0.29 0.0 0.56 -0.56 0.28 0.28 18.55 36.0 18 18 caleb_strategy_v3 MXP False False 0.01 0.36 0.44 0.0 0.86 -0.86 0.36 0.36 30.51 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 0.49 0.0 0.00 0.00 0.00 0.00 3.79 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.45 0.0 1.54 -1.54 0.00 0.00 9.48 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.1 Shocked risk 56.8 Sum abs risk 51.5 Leverage 5.30 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1864604.1600000001, 'annual_cash_vol_target': 466151.04, 'daily_cash_vol_target': 29134.44} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.6488 0.5966 9.5449 BITCOIN 2177.0598 113305.0000 1.9214 30.7426 BOBL 0.2052 117.2700 0.1749 2.7992 BTP 0.5002 120.0900 0.4165 6.6643 BUND 0.4373 129.2000 0.3384 5.4151 BUXL 1.0567 113.8600 0.9281 14.8490 CAC 67.3315 7840.0000 0.8588 13.7411 CAD 0.0027 0.7226 0.3757 6.0114 CANOLA 9.2779 660.4000 1.4049 22.4781 CHF 0.0062 1.2442 0.4971 7.9533 COCOA 174.5579 7946.0000 2.1968 35.1488 COFFEE 6.0963 376.1000 1.6209 25.9349 COPPER 0.1257 4.5390 2.7694 44.3100 CORN 5.0597 412.5000 1.2266 19.6254 COTTON2 0.7549 67.3800 1.1203 17.9251 CRUDE_W 0.9858 63.8800 1.5432 24.6910 DAX 166.2052 24328.0000 0.6832 10.9310 DOW 306.8735 45425.0000 0.6756 10.8090 DX 0.4689 97.9150 0.4789 7.6625 EUR 0.0063 1.1636 0.5437 8.6994 EURIBOR-ICE 0.0377 97.8200 0.0386 0.6170 EUROSTX 44.5051 5450.0000 0.8166 13.0657 FEEDCOW 3.1267 352.8750 0.8861 14.1769 GASOIL 11.5754 674.5000 1.7161 27.4582 GASOLINE 0.0311 1.9028 1.6365 26.1835 GAS_US_mini 0.1017 2.8150 3.6123 57.7974 GBP 0.0066 1.3463 0.4913 7.8610 GOLD_micro 25.2624 3387.3000 0.7458 11.9328 HEATOIL 0.0370 2.3044 1.6073 25.7161 JGB-SGX-mini 0.2664 137.4600 0.1938 3.1010 JPY 0.0000 0.0068 0.6616 10.5863 LEANHOG 1.0749 84.7500 1.2683 20.2930 LIVECOW 2.0472 238.2250 0.8594 13.7497 LUMBER-new 8.3945 626.0000 1.3410 21.4557 MXP 0.0003 0.0534 0.5955 9.5282 NASDAQ_micro 184.4506 23552.2500 0.7832 12.5305 NIKKEI 413.6904 42595.0000 0.9712 15.5395 NZD 0.0037 0.5855 0.6326 10.1222 OAT 0.4785 121.7800 0.3929 6.2870 OATIES 4.8581 326.0000 1.4902 23.8437 OJ 7.8615 258.3000 3.0435 48.6967 PALLAD 27.1528 1114.0000 2.4374 38.9986 PLAT 24.0280 1339.2000 1.7942 28.7072 REDWHEAT 7.6412 521.5000 1.4652 23.4438 RICE 0.1787 12.0700 1.4807 23.6910 ROBUSTA 84.7684 4650.0000 1.8230 29.1676 RUSSELL 27.5619 2350.7000 1.1725 18.7599 SHATZ 0.0619 107.0400 0.0578 0.9250 SILVER-mini 0.4816 39.1500 1.2300 19.6806 SMI 80.1020 12195.0000 0.6568 10.5095 SOFR 0.0539 96.7750 0.0557 0.8916 SOYBEAN 10.8561 1047.7500 1.0361 16.5781 SOYMEAL 3.4794 290.6000 1.1973 19.1573 SOYOIL 0.8699 54.8400 1.5863 25.3800 SP400 30.4790 3242.8000 0.9399 15.0384 SP500_micro 40.3830 6467.7500 0.6244 9.9900 SUGAR11 0.2344 17.0800 1.3725 21.9603 US10 0.3695 112.0000 0.3299 5.2779 US10U 0.4625 113.9375 0.4060 6.4954 US2 0.1053 103.8516 0.1014 1.6226 US20 0.6886 114.2500 0.6027 9.6428 US30 0.9412 117.0000 0.8045 12.8715 US5 0.2455 108.8828 0.2255 3.6081 VIX 0.4968 20.0500 2.4780 39.6473 WHEAT 7.2329 529.7500 1.3653 21.8456 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.75 0.60 387.02 1.00 387.02 29134.44 75.28 8.80 66.24 BITCOIN 113.30 1.92 217.71 1.00 217.71 29134.44 133.82 -2.44 -32.63 BOBL 1172.70 0.17 205.16 1.16 237.68 29134.44 122.58 -1.09 -13.40 BTP 1200.90 0.42 500.20 1.16 579.47 29134.44 50.28 4.26 21.43 BUND 1292.00 0.34 437.27 1.16 506.57 29134.44 57.51 3.81 21.92 BUXL 1138.60 0.93 1056.69 1.16 1224.17 29134.44 23.80 -6.38 -15.17 CAC 784.00 0.86 673.32 1.16 780.03 29134.44 37.35 7.41 27.68 CAD 722.65 0.38 271.51 1.00 271.51 29134.44 107.31 -5.96 -63.92 CANOLA 132.08 1.40 185.56 0.72 133.35 29134.44 218.49 1.46 31.97 CHF 1555.19 0.50 773.06 1.00 773.06 29134.44 37.69 -7.63 -28.74 COCOA 794.60 2.20 1745.58 1.00 1745.58 29134.44 16.69 3.17 5.29 COFFEE 1410.38 1.62 2286.12 1.00 2286.12 29134.44 12.74 9.55 12.17 COPPER 1134.75 2.77 3142.55 1.00 3142.55 29134.44 9.27 -4.96 -4.60 CORN 206.25 1.23 252.98 1.00 252.98 29134.44 115.16 -7.91 -91.14 COTTON2 336.90 1.12 377.44 1.00 377.44 29134.44 77.19 -15.17 -117.11 CRUDE_W 638.80 1.54 985.79 1.00 985.79 29134.44 29.55 2.55 7.54 DAX 243.28 0.68 166.21 1.16 192.55 29134.44 151.31 6.07 91.82 DOW 227.12 0.68 153.44 1.00 153.44 29134.44 189.88 -2.10 -39.92 DX 979.15 0.48 468.92 1.00 468.92 29134.44 62.13 1.10 6.81 EUR 1454.56 0.54 790.87 1.00 790.87 29134.44 36.84 -0.76 -2.79 EURIBOR-ICE 2445.50 0.04 94.30 1.16 109.24 29134.44 266.70 10.40 277.48 EUROSTX 545.00 0.82 445.05 1.16 515.59 29134.44 56.51 8.21 46.41 FEEDCOW 1764.38 0.89 1563.33 1.00 1563.33 29134.44 18.64 15.88 29.60 GASOIL 674.50 1.72 1157.54 1.00 1157.54 29134.44 25.17 6.35 15.98 GASOLINE 799.18 1.64 1307.82 1.00 1307.82 29134.44 22.28 6.90 15.38 GAS_US_mini 70.38 3.61 254.22 1.00 254.22 29134.44 114.60 -15.34 -175.77 GBP 841.44 0.49 413.41 1.00 413.41 29134.44 70.47 6.62 46.63 GOLD_micro 338.73 0.75 252.62 1.00 252.62 29134.44 115.33 -5.50 -63.44 HEATOIL 967.85 1.61 1555.58 1.00 1555.58 29134.44 18.73 -0.83 -1.56 JGB-SGX-mini 137460.00 0.19 26641.52 0.01 179.19 29134.44 162.59 -6.82 -110.81 JPY 847.56 0.66 560.79 1.00 560.79 29134.44 51.95 -2.34 -12.16 LEANHOG 339.00 1.27 429.96 1.00 429.96 29134.44 67.76 16.65 112.85 LIVECOW 952.90 0.86 818.88 1.00 818.88 29134.44 35.58 16.08 57.22 LUMBER-new 172.15 1.34 230.85 1.00 230.85 29134.44 126.21 -4.46 -56.32 MXP 267.20 0.60 159.12 1.00 159.12 29134.44 183.10 11.34 207.59 NASDAQ_micro 471.04 0.78 368.90 1.00 368.90 29134.44 78.98 -5.01 -39.53 NIKKEI 42595.00 0.97 41369.04 0.01 278.25 29134.44 104.71 16.34 171.06 NZD 585.50 0.63 370.41 1.00 370.41 29134.44 78.65 1.36 10.72 OAT 1217.80 0.39 478.52 1.16 554.36 29134.44 52.55 4.12 21.63 OATIES 163.00 1.49 242.91 1.00 242.91 29134.44 119.94 -16.27 -195.17 OJ 387.45 3.04 1179.22 1.00 1179.22 29134.44 24.71 -7.03 -17.37 PALLAD 1114.00 2.44 2715.28 1.00 2715.28 29134.44 10.73 -1.09 -1.17 PLAT 669.60 1.79 1201.40 1.00 1201.40 29134.44 24.25 4.29 10.41 REDWHEAT 260.75 1.47 382.06 1.00 382.06 29134.44 76.26 -19.78 -150.83 RICE 241.40 1.48 357.44 1.00 357.44 29134.44 81.51 -14.77 -120.41 ROBUSTA 465.00 1.82 847.68 1.00 847.68 29134.44 34.37 6.09 20.93 RUSSELL 117.54 1.17 137.81 1.00 137.81 29134.44 211.41 3.77 79.67 SHATZ 1070.40 0.06 61.88 1.16 71.69 29134.44 406.38 -2.27 -92.44 SILVER-mini 978.75 1.23 1203.90 1.00 1203.90 29134.44 24.20 10.43 25.24 SMI 1219.50 0.66 801.02 1.23 988.63 29134.44 29.47 12.02 35.42 SOFR 2419.38 0.06 134.81 1.00 134.81 29134.44 216.11 2.88 62.22 SOYBEAN 523.88 1.04 542.80 1.00 542.80 29134.44 53.67 1.91 10.25 SOYMEAL 290.60 1.20 347.94 1.00 347.94 29134.44 83.73 -13.06 -109.38 SOYOIL 329.04 1.59 521.94 1.00 521.94 29134.44 55.82 -1.68 -9.38 SP400 3242.80 0.94 3047.90 1.00 3047.90 29134.44 9.56 -1.96 -1.87 SP500_micro 323.39 0.62 201.92 1.00 201.92 29134.44 144.29 -1.71 -24.73 SUGAR11 191.30 1.37 262.56 1.00 262.56 29134.44 110.96 -13.26 -147.14 US10 1120.00 0.33 369.45 1.00 369.45 29134.44 78.86 -0.90 -7.08 US10U 1139.38 0.41 462.54 1.00 462.54 29134.44 62.99 -1.61 -10.14 US2 2077.03 0.10 210.63 1.00 210.63 29134.44 138.32 -1.77 -24.53 US20 1142.50 0.60 688.56 1.00 688.56 29134.44 42.31 -0.06 -0.25 US30 1170.00 0.80 941.23 1.00 941.23 29134.44 30.95 -3.29 -10.17 US5 1088.83 0.23 245.54 1.00 245.54 29134.44 118.66 -0.21 -2.53 VIX 200.50 2.48 496.83 1.00 496.83 29134.44 58.64 -15.69 -91.99 WHEAT 264.88 1.37 361.65 1.00 361.65 29134.44 80.56 -15.95 -128.47 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 66.236 0.010 2.5 1.721 BITCOIN -32.631 0.043 2.5 -3.539 BOBL -13.400 0.004 2.5 -0.136 BTP 21.432 0.014 2.5 0.732 BUND 21.919 0.004 2.5 0.223 BUXL -15.174 0.004 2.5 -0.154 CAC 27.683 0.014 2.5 0.946 CAD -63.924 0.010 2.5 -1.661 CANOLA 31.966 0.010 2.5 0.779 CHF -28.743 0.010 2.5 -0.747 COCOA 5.293 0.010 2.5 0.129 COFFEE 12.173 0.005 2.5 0.162 COPPER -4.601 0.043 2.5 -0.499 CORN -91.139 0.010 2.5 -2.220 COTTON2 -117.110 0.010 2.5 -2.853 CRUDE_W 7.541 0.043 2.5 0.818 DAX 91.824 0.014 2.5 3.136 DOW -39.916 0.009 2.5 -0.929 DX 6.807 0.010 2.5 0.177 EUR -2.785 0.010 2.5 -0.072 EURIBOR-ICE 277.481 0.014 2.5 9.478 EUROSTX 46.410 0.014 2.5 1.585 FEEDCOW 29.599 0.013 2.5 0.982 GASOIL 15.976 0.017 2.5 0.694 GASOLINE 15.376 0.017 2.5 0.667 GAS_US_mini -175.775 0.043 2.5 -19.061 GBP 46.628 0.010 2.5 1.212 GOLD_micro -63.442 0.014 2.5 -2.167 HEATOIL -1.558 0.017 2.5 -0.068 JGB-SGX-mini -110.806 0.043 2.5 -12.016 JPY -12.162 0.010 2.5 -0.316 LEANHOG 112.849 0.024 2.5 6.868 LIVECOW 57.217 0.013 2.5 1.899 LUMBER-new -56.323 0.010 2.5 -1.372 MXP 207.586 0.059 2.5 30.511 NASDAQ_micro -39.528 0.009 2.5 -0.920 NIKKEI 171.056 0.043 2.5 18.549 NZD 10.720 0.010 2.5 0.279 OAT 21.627 0.014 2.5 0.739 OATIES -195.171 0.010 2.5 -4.755 OJ -17.372 0.010 2.5 -0.423 PALLAD -1.167 0.014 2.5 -0.040 PLAT 10.410 0.014 2.5 0.356 REDWHEAT -150.832 0.005 2.5 -2.004 RICE -120.415 0.010 2.5 -2.934 ROBUSTA 20.932 0.005 2.5 0.278 RUSSELL 79.669 0.013 2.5 2.644 SHATZ -92.440 0.004 2.5 -0.939 SILVER-mini 25.239 0.014 2.5 0.862 SMI 35.424 0.014 2.5 1.210 SOFR 62.217 0.024 2.5 3.787 SOYBEAN 10.248 0.004 2.5 0.095 SOYMEAL -109.384 0.004 2.5 -1.019 SOYOIL -9.382 0.004 2.5 -0.087 SP400 -1.872 0.013 2.5 -0.062 SP500_micro -24.730 0.009 2.5 -0.576 SUGAR11 -147.142 0.010 2.5 -3.585 US10 -7.081 0.005 2.5 -0.090 US10U -10.143 0.005 2.5 -0.129 US2 -24.534 0.005 2.5 -0.311 US20 -0.250 0.005 2.5 -0.003 US30 -10.169 0.005 2.5 -0.129 US5 -2.533 0.005 2.5 -0.032 VIX -91.992 0.099 2.5 -22.739 WHEAT -128.471 0.005 2.5 -1.707 ===================== Position diags ===================== AUD 1.96 BITCOIN 14.51 BOBL 1.24 BTP 1.72 BUND 0.58 BUXL 0.24 CAC 1.28 CAD 2.79 CANOLA 5.32 CHF 0.98 COCOA 0.41 COFFEE 0.17 COPPER 1.01 CORN 2.81 COTTON2 1.88 CRUDE_W 3.20 DAX 5.17 DOW 4.42 DX 1.61 EUR 0.96 EURIBOR-ICE 9.11 EUROSTX 1.93 FEEDCOW 0.62 GASOIL 1.09 GASOLINE 0.97 GAS_US_mini 12.43 GBP 1.83 GOLD_micro 3.94 HEATOIL 0.81 JGB-SGX-mini 17.63 JPY 1.35 LEANHOG 4.12 LIVECOW 1.18 LUMBER-new 3.07 MXP 26.91 NASDAQ_micro 1.84 NIKKEI 11.35 NZD 2.04 OAT 1.80 OATIES 2.92 OJ 0.60 PALLAD 0.37 PLAT 0.83 REDWHEAT 1.01 RICE 1.99 ROBUSTA 0.46 RUSSELL 7.02 SHATZ 4.13 SILVER-mini 0.83 SMI 1.01 SOFR 13.15 SOYBEAN 0.50 SOYMEAL 0.78 SOYOIL 0.52 SP400 0.32 SP500_micro 3.36 SUGAR11 2.70 US10 1.00 US10U 0.80 US2 1.76 US20 0.54 US30 0.39 US5 1.51 VIX 14.50 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.7 1.5 1.9 0.0 0 BITCOIN -3.5 -5.0 -2.1 0.0 0 BOBL -0.1 -0.3 -0.0 0.0 0 BTP 0.7 0.6 0.9 1.0 1 BUND 0.2 0.2 0.3 1.0 1 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.9 0.8 1.1 0.0 0 CAD -1.7 -1.9 -1.4 0.0 0 CANOLA 0.8 0.2 1.3 2.0 2 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA 0.1 0.1 0.2 1.0 1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.5 -0.6 -0.4 0.0 0 CORN -2.2 -2.5 -1.9 -3.0 -3 COTTON2 -2.9 -3.0 -2.7 -4.0 -4 CRUDE_W 0.8 0.5 1.1 0.0 0 DAX 3.1 2.6 3.7 0.0 0 DOW -0.9 -1.4 -0.5 -3.0 -3 DX 0.2 0.0 0.3 0.0 0 EUR -0.1 -0.2 0.0 -1.0 -1 EURIBOR-ICE 9.5 8.6 10.4 0.0 0 EUROSTX 1.6 1.4 1.8 6.0 6 FEEDCOW 1.0 0.9 1.0 3.0 3 GASOIL 0.7 0.6 0.8 0.0 0 GASOLINE 0.7 0.6 0.8 0.0 0 GAS_US_mini -19.1 -20.3 -17.8 -10.0 -10 GBP 1.2 1.0 1.4 2.0 2 GOLD_micro -2.2 -2.6 -1.8 -4.0 -4 HEATOIL -0.1 -0.1 0.0 0.0 0 JGB-SGX-mini -12.0 -13.8 -10.3 0.0 0 JPY -0.3 -0.5 -0.2 0.0 0 LEANHOG 6.9 6.5 7.3 5.0 5 LIVECOW 1.9 1.8 2.0 0.0 0 LUMBER-new -1.4 -1.7 -1.1 0.0 0 MXP 30.5 27.8 33.2 25.0 25 NASDAQ_micro -0.9 -1.1 -0.7 1.0 1 NIKKEI 18.5 17.4 19.7 18.0 18 NZD 0.3 0.1 0.5 0.0 0 OAT 0.7 0.6 0.9 3.0 3 OATIES -4.8 -5.0 -4.5 NaN 0 OJ -0.4 -0.5 -0.4 -1.0 -1 PALLAD -0.0 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.4 1.0 1 REDWHEAT -2.0 -2.1 -1.9 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 2.6 1.9 3.3 5.0 5 SHATZ -0.9 -1.4 -0.5 NaN 0 SILVER-mini 0.9 0.8 0.9 1.0 1 SMI 1.2 1.1 1.3 0.0 0 SOFR 3.8 2.5 5.1 NaN 0 SOYBEAN 0.1 0.0 0.1 -1.0 -1 SOYMEAL -1.0 -1.1 -0.9 0.0 0 SOYOIL -0.1 -0.1 -0.0 0.0 0 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro -0.6 -0.9 -0.2 1.0 1 SUGAR11 -3.6 -3.9 -3.3 -3.0 -3 US10 -0.1 -0.2 0.0 0.0 0 US10U -0.1 -0.2 -0.0 0.0 0 US2 -0.3 -0.5 -0.1 NaN 0 US20 -0.0 -0.1 0.1 0.0 0 US30 -0.1 -0.2 -0.1 -1.0 -1 US5 -0.0 -0.2 0.1 0.0 0 VIX -22.7 -24.2 -21.3 -14.0 -14 WHEAT -1.7 -1.8 -1.6 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 4.2 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 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.2 -0.2 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.4 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.1 1.7 0.0 0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.2 -0.1 0.2 0.1 0.7 0.6 0.7 0.7 BITCOIN -0.5 -0.0 0.1 0.1 0.0 0.2 0.0 0.2 0.0 -0.2 0.5 -0.2 0.7 0.0 0.2 -0.2 -0.1 -0.2 -0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.1 -0.1 0.2 -0.1 0.4 -0.0 -0.1 -0.5 -0.0 0.3 0.0 0.4 -0.1 -0.2 -0.2 BOBL -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.1 -0.1 -0.0 -0.1 -0.1 -0.4 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -1.0 0.1 -0.2 -0.2 -0.1 0.7 0.5 0.7 0.7 BTP -0.1 -0.2 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.1 0.1 0.3 0.2 0.3 0.2 0.0 0.1 -0.1 0.2 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.3 -0.0 0.7 -0.2 -0.1 0.0 0.5 0.7 0.5 0.7 0.7 BUND -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.3 0.2 0.3 0.2 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.7 -0.1 -0.2 -0.2 -0.0 0.7 0.5 0.7 0.7 BUXL -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 -0.4 -0.4 -0.2 0.7 0.1 0.2 0.1 CAC 0.2 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.3 0.1 0.3 0.1 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 0.4 -0.0 0.1 -0.2 -0.6 0.7 0.6 0.7 0.4 CAD -0.3 -0.4 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.1 0.3 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.2 2.2 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.4 -0.4 -0.5 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 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 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.2 -0.3 0.2 0.7 0.6 0.7 0.7 CHF -0.3 -0.5 0.4 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.2 0.0 0.3 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.0 0.0 0.1 -0.0 0.2 -0.0 -1.1 0.2 -0.1 -0.0 0.1 -0.7 -0.6 -0.7 -0.7 COCOA 0.4 -0.0 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.1 0.0 -0.0 0.1 0.3 0.3 0.3 0.0 0.0 -0.0 0.2 0.0 -2.7 0.0 -0.0 0.0 -0.0 0.2 0.0 1.1 -0.2 0.2 0.2 0.3 0.3 0.2 0.4 0.3 COFFEE 0.6 0.5 -0.6 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.2 -0.1 0.2 0.3 0.2 0.0 0.2 0.2 0.2 0.2 0.2 -0.0 0.2 0.2 0.2 -2.7 0.0 0.1 0.0 0.1 0.1 0.1 0.9 0.5 0.6 0.6 0.1 0.2 0.5 0.6 0.7 COPPER -0.6 -0.6 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.6 -0.2 -0.2 0.3 0.2 0.3 0.2 CORN 0.1 -0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.5 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 -0.0 0.9 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -1.1 0.1 -0.2 0.2 -0.0 -0.3 0.1 -0.2 0.2 COTTON2 0.1 0.1 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.5 0.0 -0.7 -0.0 -0.2 -0.3 -0.2 -0.3 -0.3 -0.0 -0.1 0.0 -0.5 -0.0 -2.2 -0.0 -0.0 -0.2 0.0 -0.5 0.0 -1.0 0.3 -0.1 0.5 0.4 -0.2 -0.7 -0.0 -0.6 CRUDE_W -0.4 0.0 0.3 0.0 0.1 0.1 0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.3 -0.1 0.0 0.2 0.2 0.1 0.1 -0.0 -0.0 0.0 -0.2 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.1 -0.2 0.7 0.3 0.1 0.4 DAX 0.0 -0.1 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.5 0.2 0.6 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.5 0.1 -1.3 0.0 0.0 0.1 0.0 0.4 0.0 -0.0 -0.3 0.0 -0.3 -0.4 0.7 0.7 0.7 0.4 DOW -0.1 0.2 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -1.6 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 0.4 0.1 0.2 0.0 -0.7 -0.5 -0.7 -0.7 DX 0.0 0.6 -0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.0 -0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.2 0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.8 0.0 0.4 0.2 -0.3 0.7 0.3 0.7 0.4 EUR -0.1 -0.6 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 0.1 0.3 0.0 0.1 -0.1 -0.2 -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 -0.4 0.1 0.0 0.1 0.1 -0.7 -0.4 -0.7 -0.5 EURIBOR-ICE -0.0 -0.3 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 -0.0 0.3 -0.1 -0.0 0.3 0.2 0.3 0.2 -0.0 0.0 -0.0 0.1 -0.0 1.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.8 0.1 -0.0 -0.1 0.0 0.7 0.6 0.7 0.7 EUROSTX 0.3 -0.0 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.2 0.5 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 -0.8 0.0 0.0 0.0 0.1 0.1 0.1 0.5 -0.0 0.3 -0.2 -0.6 0.7 0.6 0.7 0.3 FEEDCOW 0.4 0.5 0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.4 0.2 0.5 0.2 0.2 0.3 0.1 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 0.7 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.3 0.1 0.5 0.0 0.0 0.1 0.0 0.0 -0.0 0.1 0.1 -0.0 -0.1 -0.0 0.0 0.3 0.2 0.2 0.2 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.2 0.1 0.1 0.1 0.1 0.5 0.1 0.3 0.1 GASOLINE -0.2 0.0 0.2 0.0 0.1 0.1 0.0 0.0 -0.0 0.2 0.1 -0.0 -0.1 -0.1 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.1 -0.0 0.0 -2.7 0.0 0.1 0.0 0.1 0.0 0.0 1.1 0.2 0.4 0.0 -0.2 0.7 0.5 0.7 0.7 GAS_US_mini -0.3 -0.6 -0.6 0.0 0.0 0.1 0.0 0.0 -0.0 -0.1 -0.3 -0.2 -0.2 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.2 -0.2 2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.5 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 GBP 0.2 -0.5 0.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.1 0.4 0.1 0.6 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.4 0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.0 0.2 0.2 0.5 -0.1 0.1 0.2 -0.1 0.0 0.0 GOLD_micro -0.1 -0.3 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 -0.0 0.5 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.5 -0.0 -2.7 0.0 0.0 0.2 0.0 0.5 -0.0 -0.4 -0.0 0.3 -0.4 -0.6 -0.4 0.1 -0.5 0.0 HEATOIL -0.4 0.1 0.5 0.0 0.1 0.1 0.0 0.0 -0.0 0.1 0.2 -0.1 -0.0 -0.0 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.1 0.1 0.0 -2.7 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.1 -0.1 0.1 0.2 0.3 0.1 -0.3 -0.1 JGB-SGX-mini -0.0 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.3 -0.0 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.4 -0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 -0.0 0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.7 0.0 0.2 -0.2 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.0 -0.5 0.5 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 0.4 0.1 0.6 -0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.1 0.4 0.0 0.7 0.0 0.1 0.1 0.0 0.2 0.0 1.1 0.1 0.3 -0.2 0.6 0.7 0.4 0.7 0.7 LIVECOW 0.2 0.3 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.4 0.1 0.5 0.1 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.1 0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.5 -0.5 -0.5 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 NaN -0.0 -0.1 0.0 -0.1 0.0 -0.1 -1.2 -0.6 -0.7 0.2 0.7 0.8 0.7 0.8 0.8 MXP -0.2 -0.3 0.6 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 0.5 0.1 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.0 0.3 0.0 1.1 0.1 0.4 0.6 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.3 0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.4 0.0 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.4 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.2 -0.5 -0.0 0.3 0.4 -0.7 -0.4 -0.7 -0.7 NIKKEI 0.3 0.4 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.1 0.4 0.1 0.2 0.3 0.2 0.3 0.2 0.2 0.2 0.1 0.3 0.2 -1.4 0.1 -0.0 0.1 0.0 0.0 0.1 1.1 -0.0 0.6 0.6 0.5 0.1 0.7 0.7 0.7 NZD -0.3 -0.5 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 1.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.5 -0.4 -0.2 -0.1 0.7 0.3 0.7 0.5 OAT -0.1 -0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.7 -0.3 -0.3 -0.2 0.0 0.7 0.5 0.7 0.7 OATIES -0.6 -0.5 0.0 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 0.0 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.5 -0.6 -0.3 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.6 0.6 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.8 0.1 -0.5 0.2 0.1 -0.7 -0.3 -0.6 -0.2 PALLAD -0.6 0.0 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.1 -0.1 2.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.2 -0.4 -0.0 0.1 -0.5 -0.7 -0.7 -0.7 PLAT -0.4 -0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.0 0.2 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.0 0.3 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.0 -0.2 -0.2 0.6 0.4 0.1 -0.2 -0.1 REDWHEAT -0.2 -0.3 -0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.7 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -1.1 -0.5 -0.6 -0.0 0.2 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.3 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.7 -0.5 -0.3 -0.3 -0.1 -0.7 -0.4 -0.7 -0.4 ROBUSTA 0.6 0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.1 0.1 -0.0 0.4 0.3 0.4 0.3 0.0 -0.1 0.2 -0.1 0.2 -2.7 0.0 0.1 -0.0 0.1 -0.0 0.0 1.1 0.5 0.6 0.5 -0.5 0.1 0.7 0.2 0.7 RUSSELL 0.0 0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 1.0 0.0 0.1 0.1 0.1 0.0 0.1 0.0 0.5 0.4 0.3 0.1 -0.7 -0.5 -0.7 -0.7 SHATZ -0.2 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 0.1 -0.3 -0.2 -0.2 0.7 0.4 0.7 0.5 SILVER-mini -0.2 0.0 0.5 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.5 0.1 0.6 0.0 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.5 0.1 -1.2 0.1 0.1 0.2 0.0 0.2 0.0 -0.1 0.3 0.3 0.2 0.1 0.7 0.6 0.7 0.3 SMI 0.4 0.1 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.1 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.2 0.1 0.1 1.1 0.0 0.1 -0.1 0.1 -0.0 0.1 0.7 0.4 0.6 -0.2 -0.6 0.7 0.7 0.7 0.5 SOFR 0.1 0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.4 0.1 0.3 0.1 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -2.1 0.1 0.0 0.2 0.0 0.1 0.1 0.2 0.4 0.6 0.4 0.4 0.1 -0.4 -0.7 -0.6 SOYBEAN 0.5 0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.0 0.1 -0.3 0.1 0.0 -0.4 -0.2 -0.3 -0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.0 0.0 0.1 -0.1 0.1 -0.7 0.5 0.4 0.6 0.6 -0.2 0.0 -0.1 0.3 SOYMEAL 0.6 0.3 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.4 0.1 -0.6 0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.0 -0.1 0.0 -0.5 0.1 -1.7 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -1.1 0.2 0.6 0.5 -0.0 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.6 -0.1 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 -0.0 0.3 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.2 0.0 -1.2 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.3 -0.3 0.4 0.6 -0.5 -0.2 -0.6 -0.2 SP400 -0.2 0.1 0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.1 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 0.0 0.1 -0.0 0.0 -0.0 0.3 0.0 0.1 -0.1 -0.7 -0.5 -0.7 -0.7 SP500_micro -0.2 0.3 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.5 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.0 -0.3 -0.2 0.1 0.5 0.4 -0.7 -0.4 -0.7 -0.6 SUGAR11 0.2 0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.4 0.0 -0.5 0.1 -0.1 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 0.0 -0.3 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.2 0.0 0.6 0.0 0.2 0.3 -0.2 -0.7 -0.7 -0.7 -0.7 US10 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.2 0.0 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 -0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.3 0.2 0.4 0.3 0.2 -0.2 -0.5 -0.7 -0.6 US10U 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -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 -0.0 0.1 -1.0 0.0 0.0 0.1 0.0 0.0 0.0 -0.4 0.2 0.6 0.4 0.2 0.2 -0.4 -0.7 -0.5 US2 0.2 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.0 -0.1 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.0 -0.0 0.0 1.8 0.0 0.0 0.0 0.0 0.0 0.0 -1.1 0.1 0.4 0.1 0.0 0.0 -0.2 -0.7 -0.4 US20 0.1 0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.8 0.0 0.0 0.0 0.0 -0.1 0.0 -0.0 0.0 0.3 0.2 0.1 0.7 0.2 -0.7 -0.1 US30 0.1 0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.4 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 0.0 -0.7 0.0 0.0 -0.0 -0.0 -0.1 0.0 -0.4 -0.0 0.3 0.2 0.0 0.7 0.1 -0.6 -0.2 US5 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.6 0.2 0.4 0.2 0.1 -0.2 -0.3 -0.7 -0.5 VIX -0.3 -0.5 -0.3 -0.1 -0.2 0.0 -0.2 0.2 -0.2 -0.3 -0.3 -0.3 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.1 -0.3 0.1 -0.3 NaN -0.1 -0.2 -0.0 -0.2 0.2 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.3 -0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.5 -0.1 -0.6 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.4 -0.1 1.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.1 -1.1 -0.2 -0.6 -0.1 0.3 -0.7 -0.6 -0.7 -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 -4.9 -5.4 6.9 0.3 0.0 4.5 -2.0 4.6 -2.7 -1.3 14.1 -5.4 0.6 -8.3 1.4 -1.9 -1.5 -1.8 -1.6 -0.6 3.2 -4.8 0.5 -5.1 13.1 0.5 1.7 1.2 -3.7 -2.2 -3.1 2.1 -6.5 -3.4 6.5 2.9 20.0 18.6 20.0 20.0 BITCOIN -15.7 -1.1 4.2 5.7 1.4 8.5 0.2 6.8 1.1 -19.3 20.0 -18.1 20.0 2.5 15.8 -8.3 -7.5 -7.9 -7.5 11.9 20.0 -14.5 20.0 -3.2 -20.0 5.6 -7.2 8.9 -5.9 10.5 -0.8 -2.6 -20.0 -1.4 8.8 1.1 10.6 -1.6 -6.8 -6.7 BOBL -2.1 -6.3 -1.8 -1.2 -0.6 -1.4 -2.1 -2.8 -2.0 1.3 2.7 -5.0 -0.6 -9.4 -10.6 -20.0 -7.4 -15.3 -9.6 -4.5 -2.6 -1.9 -1.8 -4.5 2.5 -3.5 0.9 -2.2 -1.4 -1.2 -3.4 -17.9 3.7 -4.6 -5.0 -3.0 20.0 16.3 20.0 20.0 BTP -4.2 -5.9 3.5 -1.6 -0.9 -1.9 -2.9 -3.7 -2.7 -14.0 14.5 -13.2 12.8 -5.5 8.8 13.0 9.1 12.8 11.1 1.4 5.7 -6.8 8.1 -3.7 -20.0 1.2 -7.0 4.8 -6.2 7.0 -3.3 12.7 -8.7 -3.1 0.7 16.0 20.0 15.4 20.0 20.0 BUND -2.3 -3.4 1.1 -1.2 -0.6 -1.4 -2.1 -2.8 -2.0 -1.9 -2.1 -6.8 -5.9 -8.8 -9.1 16.3 7.7 15.4 12.2 -4.8 -4.4 -3.8 -5.4 -5.4 -1.1 -3.5 -0.8 -2.7 -2.9 -2.5 -4.0 12.3 -3.0 -5.3 -6.2 -1.2 20.0 13.9 20.0 20.0 BUXL -3.9 -3.7 -2.3 -1.2 -0.6 -1.4 -2.0 -2.6 -1.9 -7.5 -13.1 -10.2 -12.3 -11.4 -11.8 3.3 2.2 3.4 3.1 -10.0 -10.5 -8.6 -11.7 -10.2 -4.1 -4.5 -2.4 -4.1 -4.2 -3.7 -4.9 0.3 -11.6 -11.2 -13.2 -7.5 20.0 4.4 7.4 2.2 CAC 5.1 2.4 2.9 4.5 2.0 3.4 3.5 2.6 4.0 0.5 11.2 13.1 7.1 12.4 13.5 -1.6 -1.0 -2.1 -1.0 6.7 4.9 8.2 3.8 9.7 -0.6 1.7 -4.0 -1.1 3.9 -2.0 4.5 7.7 -1.8 2.7 -4.7 -20.0 20.0 19.4 20.0 12.4 CAD -9.8 -13.1 7.2 0.3 0.0 5.4 -2.4 5.5 -3.2 -6.4 11.2 -13.4 1.4 -18.7 -8.9 -7.5 -6.6 -7.3 -7.1 -7.5 2.5 -13.3 1.2 -14.9 16.2 -1.9 -3.4 3.5 -8.0 1.8 -7.6 -7.1 -16.8 -13.9 -3.0 0.4 -20.0 -20.0 -20.0 -20.0 CANOLA -17.6 -18.4 4.4 -2.2 0.7 -2.4 0.5 -2.0 -0.7 2.2 3.7 -4.7 4.0 -6.9 -4.3 -2.3 -5.1 1.2 -1.3 -3.5 1.8 -2.7 3.2 -5.9 0.6 -1.8 0.6 0.1 -0.8 0.9 -2.1 -2.4 -8.1 -7.4 -8.8 6.5 20.0 17.9 20.0 20.0 CHF -10.0 -15.9 12.2 0.2 0.0 2.9 -1.3 2.9 -1.7 0.9 9.2 0.8 7.9 -6.1 3.4 -15.4 -15.4 -15.1 -14.8 1.5 8.5 -0.6 9.2 -2.5 -0.1 0.8 0.6 4.0 -0.2 4.3 -1.1 -20.0 7.9 -4.2 -0.5 2.0 -20.0 -18.4 -20.0 -20.0 COCOA 13.7 -0.3 -5.7 -2.2 0.7 -2.5 0.5 -2.1 -0.8 -4.4 -3.4 -2.2 2.9 2.7 -1.8 6.2 17.3 15.2 16.0 0.9 0.6 -2.4 5.8 1.3 -20.0 1.1 -1.7 1.4 -1.1 4.9 0.8 20.0 -9.7 6.8 5.5 10.1 8.4 6.8 12.7 9.7 COFFEE 20.0 16.8 -20.0 -4.9 1.5 -5.4 1.1 -4.5 -1.7 16.9 -5.3 19.2 7.0 16.4 0.3 9.5 7.8 8.6 8.2 15.4 -0.3 20.0 8.3 20.0 -20.0 3.9 11.2 1.7 12.3 3.7 9.0 17.3 20.0 20.0 20.0 4.1 7.2 15.5 17.0 20.0 COPPER -20.0 -17.3 -4.1 1.5 0.4 2.2 0.1 1.8 0.3 -0.4 -1.3 -6.1 0.4 -6.2 -4.8 -3.4 -5.4 -4.5 -5.1 -4.9 -1.2 -3.6 0.9 -6.6 -5.4 -0.5 -0.1 0.6 -0.9 1.1 -1.4 1.0 -0.3 -20.0 -6.0 -6.4 8.3 6.7 7.8 7.4 CORN 2.0 -7.5 -8.7 -3.6 1.1 -4.0 0.8 -3.3 -1.2 12.1 -12.3 6.3 -12.8 -6.8 -10.9 -20.0 -18.0 -20.0 -20.0 -10.5 -11.4 4.8 -10.8 -4.1 6.6 -3.3 5.8 -3.8 2.7 -5.1 -1.4 -20.0 4.1 -6.7 5.6 -0.3 -8.4 2.9 -5.4 6.5 COTTON2 1.6 3.4 -0.7 -5.9 1.8 -6.6 1.3 -5.5 -2.1 -11.8 -19.0 3.9 -20.0 -3.4 -14.1 -13.9 -12.3 -13.3 -13.0 -4.5 -10.4 0.9 -19.9 -0.9 -16.7 -2.0 -0.9 -7.2 1.9 -14.9 0.6 -18.5 13.0 -4.0 16.1 10.8 -7.3 -20.0 -0.7 -18.0 CRUDE_W -11.0 0.6 8.6 1.3 6.6 2.3 2.1 0.7 -0.3 16.6 -2.4 -9.3 -9.0 -11.4 0.6 7.5 7.6 7.4 6.9 -1.4 -1.9 4.4 -5.6 -2.3 1.0 -0.5 10.3 -1.0 3.5 -3.4 -0.9 -1.0 3.1 1.6 -2.2 -6.5 20.0 8.7 1.5 10.9 DAX 1.4 -4.4 9.4 4.5 2.0 3.5 3.5 2.6 4.1 4.9 17.7 14.6 18.0 10.1 14.6 -5.1 -6.5 -4.9 -5.2 9.7 18.1 5.2 20.0 6.6 -10.1 2.3 0.2 5.2 2.1 11.1 2.2 -0.7 -14.1 0.0 -8.9 -13.8 20.0 20.0 20.0 10.6 DOW -2.0 6.4 15.3 3.8 1.7 2.9 2.9 2.1 3.4 8.9 11.7 12.6 7.9 13.0 15.3 -7.6 -7.9 -7.2 -7.0 12.3 10.5 13.3 7.4 11.3 -12.0 4.4 6.9 2.8 6.1 1.9 4.8 -3.4 14.8 4.2 6.2 0.4 -20.0 -15.9 -20.0 -20.0 DX 1.4 20.0 -7.2 0.1 0.0 2.3 -1.0 2.3 -1.4 2.1 -8.4 -4.0 -7.8 -0.1 -2.6 5.9 6.1 6.1 5.9 -2.0 -6.6 0.3 -7.3 0.2 -20.0 -0.7 0.7 -3.3 0.3 -3.6 0.5 14.8 1.5 11.9 6.5 -7.9 20.0 9.6 20.0 12.6 EUR -1.8 -18.3 10.0 0.2 0.0 2.8 -1.3 2.9 -1.7 -4.3 10.3 5.3 9.2 1.5 6.3 -7.5 -7.6 -7.8 -7.6 4.0 9.1 -0.4 9.3 0.5 10.6 2.0 -1.2 4.8 -0.4 4.8 0.0 -8.3 2.1 0.8 1.6 3.9 -20.0 -13.1 -20.0 -14.2 EURIBOR-ICE -0.0 -8.3 -2.1 -1.0 -0.5 -1.2 -1.8 -2.3 -1.6 -1.9 6.6 -0.5 9.0 -5.3 -2.6 13.5 9.4 13.7 12.4 -1.1 1.5 -0.6 4.8 -1.4 7.3 -1.3 -0.9 0.1 -0.4 2.3 -1.2 14.4 5.2 -0.6 -2.0 1.0 20.0 18.3 20.0 20.0 EUROSTX 8.7 -0.6 2.6 4.4 2.0 3.4 3.5 2.5 4.0 8.4 14.9 15.8 13.7 14.3 14.8 -1.4 -0.4 -1.3 -0.7 8.2 8.0 12.4 10.8 11.9 -6.2 2.2 1.6 0.2 6.5 1.7 5.6 8.5 -1.1 9.3 -7.5 -19.1 20.0 18.1 20.0 10.0 FEEDCOW 11.3 15.4 11.5 -3.6 1.1 -4.1 0.8 -3.4 -1.3 12.5 15.0 14.0 14.7 14.4 14.7 17.0 2.9 12.9 8.1 20.0 20.0 20.0 20.0 20.0 -20.0 5.6 4.0 5.6 5.0 4.9 5.3 13.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -9.0 1.7 14.5 1.1 5.3 1.9 1.7 0.5 -0.3 13.2 2.2 -0.5 -2.3 -1.6 2.2 14.9 9.4 11.8 10.1 2.5 3.8 5.9 0.8 0.4 0.1 2.0 7.1 2.6 3.2 0.6 0.6 3.1 3.0 1.8 2.0 4.3 13.7 3.4 10.3 3.9 GASOLINE -5.0 0.6 7.2 1.4 6.6 2.3 2.1 0.7 -0.3 16.9 1.9 -3.1 -3.4 -4.8 1.4 20.0 20.0 20.0 20.0 2.1 1.8 9.5 -0.4 2.8 -20.0 1.2 12.9 1.2 7.7 0.5 2.4 20.0 9.3 11.2 0.6 -6.3 20.0 15.1 20.0 20.0 GAS_US_mini -8.9 -17.6 -17.3 1.1 5.4 1.9 1.8 0.5 -0.3 -12.0 -12.5 -14.0 -6.4 -15.1 -15.5 -18.0 -20.0 -17.8 -18.2 -18.7 -14.1 -13.6 -7.4 -17.4 20.0 -5.3 -3.5 -3.5 -4.6 -1.4 -5.5 -20.0 -20.0 -15.3 -20.0 -20.0 -7.5 -20.0 -20.0 -20.0 GBP 5.1 -16.0 3.6 0.3 0.0 5.1 -2.3 5.3 -3.1 -6.0 16.5 10.1 16.2 -0.7 1.3 -0.8 -0.4 -0.8 -0.6 3.4 11.3 2.2 15.5 2.2 1.4 2.2 -0.6 6.1 1.6 8.9 1.8 3.9 8.8 15.7 -3.6 2.5 6.5 -2.7 0.7 0.1 GOLD_micro -1.7 -9.8 9.3 3.4 0.8 5.0 0.1 4.0 0.6 10.8 11.6 -0.7 13.3 -2.9 1.7 -10.6 -11.1 -10.2 -10.1 2.3 12.4 1.2 20.0 -1.1 -20.0 1.5 4.8 6.8 1.1 12.9 -0.3 -7.9 -1.9 9.4 -11.5 -20.0 -10.6 2.3 -14.4 0.4 HEATOIL -11.9 1.7 16.2 1.3 6.2 2.2 2.0 0.6 -0.3 15.0 6.6 -4.7 -0.2 -4.6 6.8 8.4 8.0 7.6 7.6 3.7 6.6 6.8 3.2 0.2 -20.0 2.4 8.1 4.2 3.6 3.2 0.5 0.6 4.3 -2.0 2.7 6.7 8.3 1.9 -7.8 -3.6 JGB-SGX-mini -1.0 -6.3 -5.2 -0.7 -0.4 -0.8 -1.2 -1.6 -1.1 -7.2 -4.2 -6.9 -4.9 -6.0 -6.4 19.8 14.0 16.3 14.4 -4.7 -4.6 -7.0 -5.4 -5.8 -5.8 -2.1 -2.8 -1.9 -3.2 -2.5 -2.7 19.8 -13.1 -1.2 -7.9 -5.0 -20.0 -20.0 -20.0 -20.0 JPY 3.3 -11.7 -6.1 0.2 0.0 2.7 -1.2 2.8 -1.6 -0.5 -1.5 5.6 -2.8 -3.6 -6.5 -10.0 -11.2 -10.1 -10.1 -4.9 -3.4 -0.9 -2.3 -2.9 20.0 -2.6 -0.6 -1.9 -0.5 -1.3 -1.5 -13.5 1.8 5.1 -5.1 -12.8 -5.9 -8.8 -11.0 -7.6 LEANHOG 0.0 -14.0 14.8 -5.7 1.7 -6.3 1.3 -5.3 -2.0 18.8 14.4 8.9 15.8 -0.5 8.3 20.0 20.0 20.0 20.0 6.6 14.9 8.3 16.1 3.1 5.0 0.6 8.9 4.2 4.5 6.4 0.7 20.0 5.7 8.3 -7.7 20.0 20.0 12.3 20.0 20.0 LIVECOW 5.2 9.6 6.7 -3.5 1.0 -3.9 0.8 -3.2 -1.2 11.0 13.7 12.2 13.7 13.0 13.3 20.0 20.0 20.0 20.0 20.0 20.0 19.9 20.0 20.0 -20.0 5.3 3.8 5.7 4.4 5.5 4.6 20.0 20.0 20.0 20.0 20.0 20.0 11.7 20.0 16.6 LUMBER-new -20.0 -1.8 5.2 -4.5 1.4 -5.0 1.0 -4.1 -1.6 -15.2 -2.6 -16.6 -1.3 -14.2 -1.1 -20.0 -20.0 -20.0 -20.0 -7.9 -1.2 -20.0 -1.2 -20.0 NaN -1.7 -5.2 0.8 -7.7 1.1 -6.2 -20.0 -20.0 -20.0 5.8 20.0 20.0 17.3 20.0 20.0 MXP -7.2 -8.6 20.0 0.3 0.0 5.5 -2.5 5.6 -3.3 7.3 20.0 8.7 4.5 11.8 20.0 12.0 12.4 12.3 11.9 16.4 20.0 6.2 20.0 6.9 -20.0 7.7 5.6 11.5 3.3 8.8 3.4 20.0 3.9 13.6 20.0 20.0 9.6 10.1 4.4 12.3 NASDAQ_micro -9.7 4.9 20.0 3.6 1.6 2.8 2.8 2.0 3.2 -2.3 15.0 3.1 12.8 7.4 14.5 -8.9 -8.2 -8.6 -7.9 17.6 20.0 -0.9 16.6 7.1 -20.0 4.6 -0.2 4.6 -0.6 3.8 1.8 -4.5 -20.0 -1.2 8.6 13.8 -20.0 -11.1 -20.0 -20.0 NIKKEI 8.4 13.7 20.0 3.8 1.7 2.9 3.0 2.2 3.4 -10.0 15.1 7.7 10.7 11.4 14.7 14.2 10.5 13.6 11.7 20.0 18.9 9.3 11.5 20.0 -10.7 5.5 -0.8 3.3 2.3 1.0 5.1 20.0 -1.8 20.0 20.0 16.1 4.1 20.0 20.0 20.0 NZD -8.6 -14.2 3.9 0.2 0.0 3.8 -1.7 3.9 -2.3 -9.0 7.3 -11.2 -1.2 -13.3 -8.3 -3.6 -2.4 -3.4 -3.0 -6.4 -0.1 -12.9 0.3 -11.6 9.3 -2.8 -6.0 -0.1 -8.0 -0.5 -6.3 0.0 -18.8 -12.9 -6.5 -4.2 20.0 9.8 20.0 15.7 OAT -4.3 -5.3 2.0 -1.1 -0.6 -1.3 -1.9 -2.5 -1.8 -10.0 2.2 -10.4 -2.7 -9.1 -7.3 15.7 8.3 15.7 12.5 -4.5 -2.6 -8.9 -2.8 -7.0 0.9 -2.9 -7.2 -1.4 -6.1 -0.9 -4.7 12.9 -12.9 -8.5 -7.0 0.5 20.0 16.5 20.0 20.0 OATIES -17.2 -16.8 1.4 -4.7 1.4 -5.3 1.0 -4.4 -1.6 -16.8 -5.7 -18.0 -3.3 -18.0 -13.7 -6.1 2.6 0.9 3.2 -14.8 -6.4 -19.8 -3.1 -20.0 -20.0 -5.3 -6.4 -2.7 -7.2 -1.6 -7.2 8.8 -20.0 -20.0 -9.5 7.6 -20.0 -6.0 -20.0 -4.7 OJ -17.3 18.2 7.1 -1.8 0.5 -2.0 0.4 -1.6 -0.6 3.6 -4.1 -3.0 -4.1 -1.0 -0.4 3.3 7.9 4.3 5.4 -1.4 -2.9 -0.2 -4.3 -2.3 -20.0 -0.8 1.7 -1.3 0.0 -1.4 -0.8 14.9 3.7 -15.8 7.5 3.7 -20.0 -7.8 -18.4 -6.5 PALLAD -20.0 1.0 17.8 2.3 0.6 3.4 0.1 2.7 0.4 -6.7 3.5 -9.5 1.8 -7.3 1.2 -2.7 -2.8 -2.9 -2.9 0.8 5.4 -7.0 3.8 -6.1 16.0 1.3 -1.4 3.0 -2.0 2.5 -1.4 5.3 -7.6 -11.9 -0.1 2.0 -16.3 -20.0 -20.0 -20.0 PLAT -13.0 -1.6 20.0 2.3 0.6 3.4 0.1 2.8 0.4 2.7 7.0 -2.7 5.6 -4.5 5.7 -2.2 -3.4 -2.0 -2.6 6.1 12.5 -1.4 11.0 -1.3 1.6 2.2 -0.1 4.2 -0.3 3.6 -0.1 5.0 -0.8 -5.4 -5.8 17.9 12.7 3.2 -5.1 -3.2 REDWHEAT -5.0 -8.7 -6.6 -5.5 1.7 -6.1 1.2 -5.1 -1.9 -14.7 -20.0 -19.0 -20.0 -20.0 -20.0 -18.4 -14.8 -17.7 -16.7 -18.1 -20.0 -11.8 -20.0 -15.3 5.3 -6.5 -5.6 -6.6 -7.6 -9.5 -8.0 -20.0 -19.6 -19.0 -0.7 7.2 -20.0 -20.0 -20.0 -20.0 RICE 9.2 -7.4 -3.2 -2.8 0.8 -3.1 0.6 -2.6 -1.0 -7.2 -10.1 -7.7 -9.9 -8.8 -8.7 -14.7 -5.8 -14.5 -12.7 -9.5 -10.2 -16.1 -10.4 -11.1 -2.1 -3.1 -6.8 -3.8 -6.2 -4.7 -3.8 -13.0 -20.0 -10.7 -10.0 -3.4 -20.0 -11.3 -20.0 -12.0 ROBUSTA 20.0 18.6 -20.0 -2.3 1.3 -2.5 0.6 -2.1 -0.9 8.3 -5.9 9.1 -1.6 6.9 -3.1 18.3 14.7 17.6 14.7 2.4 -8.9 20.0 -5.0 20.0 -20.0 0.5 5.6 -1.4 5.6 -0.7 3.7 20.0 20.0 20.0 16.4 -15.3 2.8 20.0 5.0 20.0 RUSSELL 0.6 7.1 17.5 3.5 1.5 2.7 2.7 2.0 3.1 8.2 8.6 10.0 2.4 9.7 13.0 -4.9 -5.4 -4.9 -4.9 11.0 7.6 14.0 2.4 11.5 7.4 4.3 7.4 2.3 6.0 0.3 4.8 0.4 19.1 11.0 10.2 4.2 -20.0 -16.4 -20.0 -20.0 SHATZ -4.9 -10.6 -6.0 -1.1 -0.6 -1.3 -2.0 -2.6 -1.8 -2.4 -0.4 -7.6 4.9 -11.5 -12.2 -9.2 -15.0 -9.4 -10.2 -7.1 -3.4 -3.8 -0.2 -6.9 4.8 -3.9 -0.7 -2.0 -2.1 -0.0 -3.8 -20.0 4.2 -8.4 -7.3 -7.2 20.0 11.0 20.0 15.6 SILVER-mini -5.3 1.2 15.8 5.0 1.2 7.5 0.2 6.0 1.0 14.5 17.7 11.5 17.9 4.5 15.3 -7.1 -6.6 -6.9 -6.6 14.8 20.0 9.5 20.0 7.7 -9.3 6.3 6.1 8.1 3.4 6.9 3.0 -1.0 13.0 9.5 6.3 2.6 20.0 17.5 20.0 8.4 SMI 12.8 1.7 -4.1 4.2 1.8 3.2 3.3 2.4 3.8 12.1 3.3 15.2 3.9 11.2 2.5 -0.4 2.6 0.0 1.3 3.5 -0.7 19.1 2.2 13.2 8.0 1.6 5.7 -1.9 9.1 -0.8 6.7 12.8 15.1 17.7 -6.9 -20.0 20.0 20.0 20.0 16.4 SOFR 4.4 2.3 9.5 -1.5 -0.8 -1.7 -2.6 -3.4 -2.4 7.7 16.3 10.1 7.3 11.6 14.1 7.6 4.3 7.1 6.0 10.5 11.6 7.2 8.9 8.4 -15.9 5.7 5.2 5.6 4.6 4.0 5.1 4.4 15.9 19.6 13.7 11.3 2.0 -10.8 -20.0 -16.7 SOYBEAN 15.8 0.1 4.8 -3.4 1.0 -3.8 0.8 -3.2 -1.2 6.0 0.6 11.4 -9.2 7.3 1.0 -19.8 -7.6 -15.8 -11.8 2.6 -0.9 13.4 -4.9 9.2 -0.3 3.2 4.3 1.2 6.3 -2.0 5.1 -12.9 20.0 13.6 20.0 18.3 -6.5 1.2 -3.3 9.7 SOYMEAL 20.0 7.7 -2.7 -4.5 1.4 -5.0 1.0 -4.1 -1.6 -12.3 -13.4 10.8 -16.9 9.2 -4.8 -17.5 -14.1 -18.4 -17.3 -3.3 -12.4 4.8 -17.8 6.2 -12.6 -0.4 -2.6 -4.8 2.4 -7.6 3.5 -20.0 6.3 19.7 14.9 -0.7 -20.0 -20.0 -20.0 -20.0 SOYOIL -18.8 -3.1 9.8 -3.3 1.0 -3.7 0.7 -3.1 -1.2 9.7 9.7 -1.0 9.1 -3.2 6.0 -2.0 -2.0 -1.5 -1.9 3.9 8.9 5.4 8.2 0.3 -9.1 2.0 6.1 3.9 2.1 2.9 0.0 0.9 12.3 -9.9 13.8 20.0 -14.6 -6.1 -16.6 -5.4 SP400 -5.5 3.6 13.0 3.6 1.6 2.8 2.8 2.0 3.2 7.6 8.0 7.7 3.3 7.4 12.8 -5.6 -5.8 -5.5 -5.4 7.8 6.3 9.7 2.5 6.8 -2.4 3.4 8.0 1.4 5.6 -0.5 3.8 -0.4 13.5 0.4 1.7 -2.3 -20.0 -14.7 -20.0 -20.0 SP500_micro -5.8 9.5 20.0 4.4 2.0 3.4 3.5 2.5 4.0 8.3 18.8 12.9 16.1 15.0 19.0 -9.5 -9.1 -8.9 -8.4 20.0 20.0 7.8 18.9 14.1 -20.0 5.9 2.7 4.9 2.3 3.4 3.9 -5.6 -8.5 2.2 14.6 13.5 -20.0 -10.6 -20.0 -19.5 SUGAR11 6.7 1.1 -11.4 -4.4 1.3 -5.0 1.0 -4.1 -1.5 -8.1 -13.0 0.5 -13.6 5.1 -9.4 -11.3 8.7 -9.0 -1.4 -5.9 -11.6 0.6 -12.6 -0.1 -20.0 -3.1 -0.7 -5.7 0.6 -5.4 0.1 11.3 1.8 5.1 9.4 -5.4 -20.0 -20.0 -20.0 -20.0 US10 5.7 3.1 5.6 -1.0 -0.5 -1.2 -1.8 -2.3 -1.6 3.5 6.3 4.5 -0.9 6.3 7.1 0.6 -1.4 0.5 0.0 4.4 3.4 3.0 0.9 3.9 -2.1 3.1 2.5 2.5 2.2 1.3 2.9 -5.4 6.3 13.2 7.8 5.1 -5.6 -15.7 -20.0 -17.5 US10U 5.3 4.0 4.2 -1.6 -0.8 -1.8 -2.7 -3.6 -2.5 3.3 4.6 4.9 -5.2 9.0 9.5 -0.8 -2.1 -1.3 -1.6 5.3 2.8 3.2 -1.7 4.9 -7.5 4.4 3.4 3.0 2.6 0.5 3.9 -7.6 6.8 17.3 11.2 6.3 5.5 -11.5 -20.0 -15.6 US2 6.9 1.5 1.0 -0.8 -0.4 -1.0 -1.4 -1.9 -1.3 -0.8 1.4 3.9 -2.8 3.6 -0.4 -16.2 -17.3 -15.6 -15.3 1.7 0.9 1.2 -0.4 2.0 13.4 1.7 0.9 1.2 1.3 1.0 2.0 -20.0 4.1 11.9 3.6 0.1 0.1 -7.0 -20.0 -12.6 US20 3.7 5.0 2.4 -1.1 -0.5 -1.2 -1.8 -2.4 -1.7 -0.5 -3.0 -1.3 -7.6 4.2 4.7 4.2 2.0 3.7 3.1 1.9 -0.7 0.3 -4.0 1.6 -6.2 2.0 1.2 0.6 0.4 -1.4 1.5 -0.2 0.7 8.6 7.0 2.6 20.0 6.3 -20.0 -3.7 US30 3.0 4.0 0.1 -1.4 -0.7 -1.6 -2.4 -3.1 -2.2 -3.3 -7.3 -5.0 -12.1 2.4 1.5 1.4 -2.2 -0.2 -1.2 -0.0 -3.9 -1.3 -8.7 0.1 -4.9 1.2 0.2 -1.0 -0.8 -3.8 0.6 -7.4 -0.8 7.8 6.6 0.7 20.0 3.2 -16.9 -6.0 US5 5.7 1.8 5.1 -1.0 -0.5 -1.2 -1.7 -2.3 -1.6 3.5 7.4 4.8 0.1 6.0 5.4 -4.1 -4.4 -3.5 -3.3 4.3 3.8 3.0 1.8 3.8 2.6 3.1 2.4 2.8 2.3 2.1 3.0 -10.8 7.4 13.1 6.7 4.3 -5.6 -9.7 -20.0 -14.1 VIX -6.1 -9.4 -5.0 -5.8 -13.6 0.1 -10.8 3.8 -8.7 -17.7 -7.3 -20.0 -2.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.4 -4.0 -18.4 2.2 -15.7 NaN -6.5 -15.8 -0.0 -12.5 4.3 -9.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -9.6 -13.9 -4.5 -4.4 1.3 -4.9 1.0 -4.1 -1.5 9.9 -16.8 -10.7 -17.6 -15.7 -16.6 -19.1 -18.0 -18.4 -18.2 -16.3 -15.1 -5.7 -15.7 -13.7 9.4 -4.3 1.0 -3.2 -2.3 -4.5 -5.0 -20.0 -7.1 -19.9 -2.0 9.3 -20.0 -16.8 -20.0 -17.4 End of report for caleb_strategy_v3