******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250826_204348 produced at 2025-08-26 21:39:11.497561 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.65 0.0 0.00 0.00 0.00 0.00 -12.85 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.16 -0.25 0.0 999.00 -999.00 -0.16 -0.17 -22.94 999999999.0 -15 -16 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.03 -0.07 0.0 0.00 -0.03 -0.03 -0.03 -18.70 26.0 -9 -9 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.26 11.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.10 -1.10 -0.08 -0.08 -0.73 13.0 -1 -1 caleb_strategy_v3 CAD False False 0.04 0.00 -0.06 0.0 1.14 -1.14 0.00 0.00 -1.49 29.0 0 0 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.79 24.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.86 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 -2.83 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.19 -0.19 -0.03 -0.03 -3.78 18.0 -3 -3 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.52 999999999.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.73 59.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.26 13.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.11 -0.11 -0.01 -0.01 -2.03 8.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.09 -0.03 0.0 1.03 -1.03 -0.09 -0.07 -1.78 56.0 -5 -4 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.00 -0.02 0.0 0.59 -0.59 0.00 0.00 -0.90 23.0 0 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 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.00 9.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.06 -1.64 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 -2.08 12.0 -3 -3 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.11 -1.11 -0.08 -0.08 -0.09 14.0 -1 -1 caleb_strategy_v3 BOBL False True 0.07 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.08 19.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.47 48.0 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 OJ False False 0.02 -0.02 -0.01 0.0 0.07 -0.07 -0.02 -0.02 -0.37 3.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -0.11 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 -1.44 3.0 0 0 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.78 -0.78 0.00 0.00 -0.29 17.0 0 0 caleb_strategy_v3 SP400 False False 0.18 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.05 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 -0.16 6.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.81 -0.81 -0.01 -0.01 -0.80 66.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.05 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.09 7.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 0.00 0.0 1.48 -1.48 0.00 0.06 0.03 25.0 0 1 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.02 9.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.09 3.0 0 0 caleb_strategy_v3 CANOLA False False 0.01 0.01 0.00 0.0 0.26 -0.26 0.01 0.01 0.69 51.0 2 2 caleb_strategy_v3 US10 False False 0.06 0.00 -0.00 0.0 1.03 -1.03 0.00 0.00 -0.06 17.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.14 10.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.00 0.0 1.08 -1.08 0.04 0.04 0.08 26.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.29 21.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.15 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.17 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.30 23.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.01 0.0 0.37 -0.37 0.04 0.04 0.37 10.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.02 0.0 0.14 -0.14 0.04 0.04 0.66 4.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.02 0.0 0.44 -0.44 0.03 0.03 3.05 68.0 5 5 caleb_strategy_v3 BUND False True 0.08 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.66 5.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.68 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.60 999999999.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 0.91 999999999.0 1 1 caleb_strategy_v3 GBP False False 0.05 0.09 0.05 0.0 1.00 -1.00 0.09 0.09 1.20 22.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.05 0.0 0.68 -0.68 0.24 0.24 1.35 20.0 7 7 caleb_strategy_v3 OAT False True 0.08 0.23 0.05 0.0 0.23 0.00 0.23 0.23 0.71 10.0 3 3 caleb_strategy_v3 DAX False False 0.02 0.02 0.05 0.0 0.89 -0.89 0.02 0.02 2.97 58.0 1 1 caleb_strategy_v3 AUD False False 0.04 0.00 0.06 0.0 0.67 -0.67 0.00 0.00 1.82 19.0 0 0 caleb_strategy_v3 BTP False True 0.08 0.08 0.06 0.0 0.08 0.00 0.08 0.08 0.78 10.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.25 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.10 0.39 0.10 0.0 0.77 -0.77 0.39 0.39 1.03 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.88 -0.88 0.00 0.00 1.95 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.09 0.14 0.0 0.24 -0.24 0.09 0.09 7.50 13.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.28 0.28 0.0 0.56 -0.56 0.28 0.28 17.87 36.0 18 18 caleb_strategy_v3 MXP False False 0.01 0.36 0.44 0.0 0.87 -0.87 0.36 0.36 30.32 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 0.60 0.0 0.00 0.00 0.00 0.00 4.53 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.44 0.0 1.54 -1.54 0.00 0.00 9.35 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.0 Shocked risk 56.8 Sum abs risk 52.1 Leverage 5.47 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1844805.7799999998, 'annual_cash_vol_target': 461201.44499999995, 'daily_cash_vol_target': 28825.090312499997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6498 0.5881 9.4097 BITCOIN 2368.6908 111630.0000 2.1219 33.9506 BOBL 0.2145 117.4000 0.1827 2.9236 BTP 0.4970 120.4400 0.4127 6.6030 BUND 0.4484 129.4800 0.3463 5.5406 BUXL 1.0551 114.1200 0.9246 14.7931 CAC 68.2485 7741.0000 0.8816 14.1064 CAD 0.0027 0.7238 0.3737 5.9796 CANOLA 9.1272 654.2000 1.3952 22.3228 CHF 0.0061 1.2481 0.4911 7.8580 COCOA 185.4648 7629.0000 2.4311 38.8968 COFFEE 6.1929 370.6500 1.6708 26.7333 COPPER 0.1226 4.5395 2.7006 43.2099 CORN 5.0144 409.2500 1.2253 19.6041 COTTON2 0.7614 66.6700 1.1420 18.2725 CRUDE_W 1.0096 62.4800 1.6158 25.8530 DAX 164.0426 24225.0000 0.6772 10.8346 DOW 301.8387 45403.0000 0.6648 10.6368 DX 0.4621 97.7000 0.4730 7.5678 EUR 0.0062 1.1660 0.5348 8.5563 EURIBOR-ICE 0.0389 97.8550 0.0398 0.6361 EUROSTX 44.7953 5399.0000 0.8297 13.2751 FEEDCOW 3.0565 355.3000 0.8602 13.7639 GASOIL 11.2067 656.7500 1.7064 27.3023 GASOLINE 0.0319 1.8631 1.7114 27.3827 GAS_US_mini 0.1001 2.8100 3.5625 57.0007 GBP 0.0066 1.3483 0.4866 7.7848 GOLD_micro 24.9981 3405.2000 0.7341 11.7458 HEATOIL 0.0384 2.2451 1.7112 27.3788 JGB-SGX-mini 0.2618 137.3300 0.1907 3.0505 JPY 0.0000 0.0068 0.6489 10.3818 LEANHOG 1.0750 85.8500 1.2522 20.0357 LIVECOW 2.0065 239.8250 0.8367 13.3867 LUMBER-new 8.8733 609.0000 1.4570 23.3124 MXP 0.0003 0.0535 0.5907 9.4517 NASDAQ_micro 181.0609 23549.7500 0.7688 12.3015 NIKKEI 412.8651 42400.0000 0.9737 15.5798 NZD 0.0037 0.5864 0.6242 9.9869 OAT 0.4619 121.9500 0.3788 6.0607 OATIES 4.8221 328.2500 1.4690 23.5044 OJ 7.8581 268.6000 2.9256 46.8093 PALLAD 26.8160 1115.0000 2.4050 38.4803 PLAT 23.7216 1350.1000 1.7570 28.1124 REDWHEAT 7.5609 517.2500 1.4618 23.3881 RICE 0.1781 12.2100 1.4588 23.3404 ROBUSTA 84.7886 4706.0000 1.8017 28.8274 RUSSELL 27.1999 2363.9000 1.1506 18.4102 SHATZ 0.0634 107.0700 0.0593 0.9480 SILVER-mini 0.4751 39.1250 1.2143 19.4291 SMI 78.8060 12178.0000 0.6471 10.3539 SOFR 0.0543 96.8400 0.0561 0.8972 SOYBEAN 10.6579 1049.0000 1.0160 16.2560 SOYMEAL 3.4611 293.1000 1.1809 18.8938 SOYOIL 0.8900 53.4600 1.6648 26.6372 SP400 30.0572 3253.3000 0.9239 14.7824 SP500_micro 39.7077 6466.5000 0.6141 9.8248 SUGAR11 0.2306 17.1400 1.3455 21.5275 US10 0.3667 112.2656 0.3266 5.2263 US10U 0.4556 114.1562 0.3991 6.3855 US2 0.1042 103.9492 0.1003 1.6044 US20 0.6763 114.2188 0.5921 9.4741 US30 0.9296 116.7500 0.7962 12.7395 US5 0.2436 109.1250 0.2232 3.5713 VIX 0.4906 20.1500 2.4348 38.9563 WHEAT 7.1425 531.7500 1.3432 21.4914 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.80 0.59 382.15 1.00 382.15 28825.09 75.43 9.27 69.90 BITCOIN 111.63 2.12 236.87 1.00 236.87 28825.09 121.69 -4.34 -52.84 BOBL 1174.00 0.18 214.52 1.17 251.08 28825.09 114.80 -0.66 -7.63 BTP 1204.40 0.41 497.04 1.17 581.77 28825.09 49.55 4.62 22.87 BUND 1294.80 0.35 448.38 1.17 524.81 28825.09 54.92 4.39 24.12 BUXL 1141.20 0.92 1055.12 1.17 1234.98 28825.09 23.34 -6.12 -14.28 CAC 774.10 0.88 682.48 1.17 798.82 28825.09 36.08 5.55 20.02 CAD 723.80 0.37 270.50 1.00 270.50 28825.09 106.56 -5.37 -57.27 CANOLA 130.84 1.40 182.54 0.72 131.96 28825.09 218.44 1.30 28.31 CHF 1560.12 0.49 766.22 1.00 766.22 28825.09 37.62 -7.46 -28.05 COCOA 762.90 2.43 1854.65 1.00 1854.65 28825.09 15.54 1.99 3.09 COFFEE 1389.94 1.67 2322.35 1.00 2322.35 28825.09 12.41 10.01 12.43 COPPER 1134.88 2.70 3064.87 1.00 3064.87 28825.09 9.41 -5.05 -4.75 CORN 204.62 1.23 250.72 1.00 250.72 28825.09 114.97 -7.41 -85.24 COTTON2 333.35 1.14 380.70 1.00 380.70 28825.09 75.72 -17.69 -133.98 CRUDE_W 624.80 1.62 1009.56 1.00 1009.56 28825.09 28.55 2.12 6.04 DAX 242.25 0.68 164.04 1.17 192.01 28825.09 150.13 5.78 86.81 DOW 227.02 0.66 150.92 1.00 150.92 28825.09 191.00 -1.80 -34.41 DX 977.00 0.47 462.11 1.00 462.11 28825.09 62.38 0.94 5.87 EUR 1457.50 0.53 779.42 1.00 779.42 28825.09 36.98 -0.89 -3.30 EURIBOR-ICE 2446.38 0.04 97.26 1.17 113.84 28825.09 253.20 10.81 273.60 EUROSTX 539.90 0.83 447.95 1.17 524.31 28825.09 54.98 7.20 39.60 FEEDCOW 1776.50 0.86 1528.23 1.00 1528.23 28825.09 18.86 16.45 31.02 GASOIL 656.75 1.71 1120.67 1.00 1120.67 28825.09 25.72 5.94 15.28 GASOLINE 782.50 1.71 1339.19 1.00 1339.19 28825.09 21.52 6.41 13.81 GAS_US_mini 70.25 3.56 250.27 1.00 250.27 28825.09 115.18 -14.98 -172.48 GBP 842.69 0.49 410.01 1.00 410.01 28825.09 70.30 6.57 46.21 GOLD_micro 340.52 0.73 249.98 1.00 249.98 28825.09 115.31 -4.53 -52.26 HEATOIL 942.94 1.71 1613.54 1.00 1613.54 28825.09 17.86 -1.13 -2.02 JGB-SGX-mini 137330.00 0.19 26182.44 0.01 177.73 28825.09 162.18 -7.31 -118.53 JPY 850.06 0.65 551.57 1.00 551.57 28825.09 52.26 -2.16 -11.29 LEANHOG 343.40 1.25 430.02 1.00 430.02 28825.09 67.03 18.39 123.24 LIVECOW 959.30 0.84 802.62 1.00 802.62 28825.09 35.91 16.38 58.84 LUMBER-new 167.48 1.46 244.01 1.00 244.01 28825.09 118.13 -5.01 -59.20 MXP 267.40 0.59 157.96 1.00 157.96 28825.09 182.48 11.30 206.28 NASDAQ_micro 471.00 0.77 362.12 1.00 362.12 28825.09 79.60 -4.88 -38.88 NIKKEI 42400.00 0.97 41286.51 0.01 280.27 28825.09 102.85 16.02 164.78 NZD 586.45 0.62 366.05 1.00 366.05 28825.09 78.75 1.44 11.35 OAT 1219.50 0.38 461.94 1.17 540.68 28825.09 53.31 3.89 20.71 OATIES 164.12 1.47 241.10 1.00 241.10 28825.09 119.55 -16.70 -199.65 OJ 402.90 2.93 1178.72 1.00 1178.72 28825.09 24.45 -6.26 -15.32 PALLAD 1115.00 2.41 2681.60 1.00 2681.60 28825.09 10.75 -1.26 -1.36 PLAT 675.05 1.76 1186.08 1.00 1186.08 28825.09 24.30 4.46 10.84 REDWHEAT 258.62 1.46 378.05 1.00 378.05 28825.09 76.25 -20.00 -152.49 RICE 244.20 1.46 356.23 1.00 356.23 28825.09 80.92 -14.36 -116.19 ROBUSTA 470.60 1.80 847.89 1.00 847.89 28825.09 34.00 6.61 22.48 RUSSELL 118.20 1.15 136.00 1.00 136.00 28825.09 211.95 4.34 92.04 SHATZ 1070.70 0.06 63.44 1.17 74.26 28825.09 388.19 -2.00 -77.56 SILVER-mini 978.12 1.21 1187.75 1.00 1187.75 28825.09 24.27 10.93 26.53 SMI 1217.80 0.65 788.06 1.24 980.97 28825.09 29.38 12.42 36.48 SOFR 2421.00 0.06 135.76 1.00 135.76 28825.09 212.33 3.51 74.51 SOYBEAN 524.50 1.02 532.89 1.00 532.89 28825.09 54.09 1.79 9.69 SOYMEAL 293.10 1.18 346.11 1.00 346.11 28825.09 83.28 -12.84 -106.92 SOYOIL 320.76 1.66 534.01 1.00 534.01 28825.09 53.98 -2.77 -14.96 SP400 3253.30 0.92 3005.72 1.00 3005.72 28825.09 9.59 -1.56 -1.50 SP500_micro 323.32 0.61 198.54 1.00 198.54 28825.09 145.19 -1.40 -20.26 SUGAR11 191.97 1.35 258.29 1.00 258.29 28825.09 111.60 -13.91 -155.20 US10 1122.66 0.33 366.71 1.00 366.71 28825.09 78.60 -0.64 -5.01 US10U 1141.56 0.40 455.59 1.00 455.59 28825.09 63.27 -1.38 -8.73 US2 2078.98 0.10 208.47 1.00 208.47 28825.09 138.27 -1.48 -20.53 US20 1142.19 0.59 676.33 1.00 676.33 28825.09 42.62 -0.37 -1.59 US30 1167.50 0.80 929.59 1.00 929.59 28825.09 31.01 -3.96 -12.28 US5 1091.25 0.22 243.57 1.00 243.57 28825.09 118.34 0.21 2.52 VIX 201.50 2.43 490.61 1.00 490.61 28825.09 58.75 -15.80 -92.81 WHEAT 265.88 1.34 357.13 1.00 357.13 28825.09 80.71 -15.31 -123.60 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 69.895 0.010 2.5 1.816 BITCOIN -52.837 0.043 2.5 -5.730 BOBL -7.627 0.004 2.5 -0.077 BTP 22.869 0.014 2.5 0.781 BUND 24.118 0.004 2.5 0.245 BUXL -14.282 0.004 2.5 -0.145 CAC 20.020 0.014 2.5 0.684 CAD -57.275 0.010 2.5 -1.488 CANOLA 28.306 0.010 2.5 0.690 CHF -28.054 0.010 2.5 -0.729 COCOA 3.094 0.010 2.5 0.075 COFFEE 12.431 0.005 2.5 0.165 COPPER -4.751 0.043 2.5 -0.515 CORN -85.238 0.010 2.5 -2.077 COTTON2 -133.977 0.010 2.5 -3.264 CRUDE_W 6.044 0.043 2.5 0.655 DAX 86.814 0.014 2.5 2.965 DOW -34.409 0.009 2.5 -0.801 DX 5.872 0.010 2.5 0.153 EUR -3.302 0.010 2.5 -0.086 EURIBOR-ICE 273.598 0.014 2.5 9.345 EUROSTX 39.605 0.014 2.5 1.353 FEEDCOW 31.022 0.013 2.5 1.029 GASOIL 15.278 0.017 2.5 0.663 GASOLINE 13.807 0.017 2.5 0.599 GAS_US_mini -172.484 0.043 2.5 -18.704 GBP 46.207 0.010 2.5 1.201 GOLD_micro -52.258 0.014 2.5 -1.785 HEATOIL -2.023 0.017 2.5 -0.088 JGB-SGX-mini -118.528 0.043 2.5 -12.853 JPY -11.291 0.010 2.5 -0.293 LEANHOG 123.241 0.024 2.5 7.500 LIVECOW 58.841 0.013 2.5 1.953 LUMBER-new -59.204 0.010 2.5 -1.442 MXP 206.277 0.059 2.5 30.318 NASDAQ_micro -38.879 0.009 2.5 -0.905 NIKKEI 164.781 0.043 2.5 17.869 NZD 11.352 0.010 2.5 0.295 OAT 20.713 0.014 2.5 0.707 OATIES -199.649 0.010 2.5 -4.864 OJ -15.317 0.010 2.5 -0.373 PALLAD -1.356 0.014 2.5 -0.046 PLAT 10.842 0.014 2.5 0.370 REDWHEAT -152.495 0.005 2.5 -2.026 RICE -116.186 0.010 2.5 -2.831 ROBUSTA 22.484 0.005 2.5 0.299 RUSSELL 92.045 0.013 2.5 3.054 SHATZ -77.560 0.004 2.5 -0.788 SILVER-mini 26.527 0.014 2.5 0.906 SMI 36.482 0.014 2.5 1.246 SOFR 74.515 0.024 2.5 4.535 SOYBEAN 9.685 0.004 2.5 0.090 SOYMEAL -106.922 0.004 2.5 -0.996 SOYOIL -14.956 0.004 2.5 -0.139 SP400 -1.498 0.013 2.5 -0.050 SP500_micro -20.258 0.009 2.5 -0.471 SUGAR11 -155.202 0.010 2.5 -3.781 US10 -5.011 0.005 2.5 -0.064 US10U -8.727 0.005 2.5 -0.111 US2 -20.533 0.005 2.5 -0.261 US20 -1.592 0.005 2.5 -0.020 US30 -12.285 0.005 2.5 -0.156 US5 2.517 0.005 2.5 0.032 VIX -92.814 0.099 2.5 -22.943 WHEAT -123.595 0.005 2.5 -1.642 ===================== Position diags ===================== AUD 1.96 BITCOIN 13.20 BOBL 1.17 BTP 1.69 BUND 0.56 BUXL 0.24 CAC 1.23 CAD 2.77 CANOLA 5.32 CHF 0.98 COCOA 0.38 COFFEE 0.16 COPPER 1.02 CORN 2.80 COTTON2 1.84 CRUDE_W 3.10 DAX 5.13 DOW 4.45 DX 1.62 EUR 0.96 EURIBOR-ICE 8.65 EUROSTX 1.88 FEEDCOW 0.63 GASOIL 1.12 GASOLINE 0.93 GAS_US_mini 12.49 GBP 1.83 GOLD_micro 3.94 HEATOIL 0.78 JGB-SGX-mini 17.59 JPY 1.36 LEANHOG 4.08 LIVECOW 1.19 LUMBER-new 2.88 MXP 26.82 NASDAQ_micro 1.85 NIKKEI 11.15 NZD 2.05 OAT 1.82 OATIES 2.91 OJ 0.60 PALLAD 0.37 PLAT 0.83 REDWHEAT 1.01 RICE 1.97 ROBUSTA 0.45 RUSSELL 7.03 SHATZ 3.94 SILVER-mini 0.83 SMI 1.00 SOFR 12.92 SOYBEAN 0.50 SOYMEAL 0.78 SOYOIL 0.50 SP400 0.32 SP500_micro 3.38 SUGAR11 2.72 US10 1.00 US10U 0.80 US2 1.75 US20 0.54 US30 0.39 US5 1.50 VIX 14.52 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.8 1.6 2.0 0.0 0 BITCOIN -5.7 -7.0 -4.4 0.0 0 BOBL -0.1 -0.2 0.0 0.0 0 BTP 0.8 0.6 1.0 1.0 1 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.7 0.6 0.8 0.0 0 CAD -1.5 -1.8 -1.2 0.0 0 CANOLA 0.7 0.2 1.2 2.0 2 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA 0.1 0.0 0.1 1.0 1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.5 -0.6 -0.4 0.0 0 CORN -2.1 -2.4 -1.8 -3.0 -3 COTTON2 -3.3 -3.4 -3.1 -4.0 -4 CRUDE_W 0.7 0.3 1.0 0.0 0 DAX 3.0 2.5 3.5 1.0 1 DOW -0.8 -1.2 -0.4 -1.0 -1 DX 0.2 -0.0 0.3 0.0 0 EUR -0.1 -0.2 0.0 -1.0 -1 EURIBOR-ICE 9.3 8.5 10.2 0.0 0 EUROSTX 1.4 1.2 1.5 7.0 7 FEEDCOW 1.0 1.0 1.1 4.0 4 GASOIL 0.7 0.6 0.8 1.0 1 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -18.7 -20.0 -17.5 -9.0 -9 GBP 1.2 1.0 1.4 2.0 2 GOLD_micro -1.8 -2.2 -1.4 -5.0 -5 HEATOIL -0.1 -0.2 -0.0 0.0 0 JGB-SGX-mini -12.9 -14.6 -11.1 0.0 0 JPY -0.3 -0.4 -0.2 0.0 0 LEANHOG 7.5 7.1 7.9 5.0 5 LIVECOW 2.0 1.8 2.1 0.0 0 LUMBER-new -1.4 -1.7 -1.2 0.0 0 MXP 30.3 27.6 33.0 25.0 25 NASDAQ_micro -0.9 -1.1 -0.7 0.0 0 NIKKEI 17.9 16.8 19.0 18.0 18 NZD 0.3 0.1 0.5 0.0 0 OAT 0.7 0.5 0.9 3.0 3 OATIES -4.9 -5.2 -4.6 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD -0.0 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.5 1.0 1 REDWHEAT -2.0 -2.1 -1.9 -1.0 -1 RICE -2.8 -3.0 -2.6 -3.0 -3 ROBUSTA 0.3 0.3 0.3 0.0 0 RUSSELL 3.1 2.4 3.8 5.0 5 SHATZ -0.8 -1.2 -0.4 NaN 0 SILVER-mini 0.9 0.8 1.0 1.0 1 SMI 1.2 1.1 1.3 0.0 0 SOFR 4.5 3.2 5.8 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.0 -1.1 -0.9 -1.0 -1 SOYOIL -0.1 -0.2 -0.1 0.0 0 SP400 -0.0 -0.1 -0.0 0.0 0 SP500_micro -0.5 -0.8 -0.1 0.0 0 SUGAR11 -3.8 -4.1 -3.5 -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 -0.4 -0.1 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.2 -0.2 -0.1 -1.0 -1 US5 0.0 -0.1 0.2 0.0 0 VIX -22.9 -24.4 -21.5 -15.0 -15 WHEAT -1.6 -1.7 -1.5 -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 -0.1 -0.2 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.4 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 1.7 0.0 0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.1 0.2 0.1 0.7 0.6 0.7 0.7 BITCOIN -0.6 -0.1 0.1 0.1 0.0 0.2 0.0 0.2 0.0 -0.2 0.5 -0.2 0.7 -0.0 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.1 -0.5 -0.3 0.2 -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 -0.0 -0.0 -0.1 -0.1 -0.4 -0.2 -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 -0.1 -0.1 -0.1 0.7 0.6 0.7 0.7 BTP -0.2 -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 -0.0 0.2 -0.0 -2.7 0.0 -0.0 0.1 -0.1 0.3 -0.0 0.7 -0.1 -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 0.0 -0.2 -0.2 -0.0 0.7 0.5 0.7 0.7 BUXL -0.2 -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 -0.2 -0.4 -0.4 -0.3 0.7 0.2 0.3 0.1 CAC 0.2 0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.0 0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.4 -0.2 -0.1 -0.2 -0.6 0.7 0.7 0.7 0.4 CAD -0.3 -0.4 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.0 0.3 -0.1 0.0 -0.2 -0.1 -0.2 -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 -0.3 -0.4 -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 -0.1 -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 -0.1 -0.3 -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 0.1 -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 -0.1 -0.1 -0.0 0.1 0.0 -0.0 0.1 0.3 0.3 0.3 0.0 0.0 -0.0 0.1 0.0 -2.7 0.0 -0.0 0.0 -0.0 0.2 0.0 1.1 -0.5 0.2 0.2 0.3 0.3 0.2 0.4 0.3 COFFEE 0.6 0.6 -0.6 -0.1 0.0 -0.1 0.0 -0.2 -0.0 0.1 -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 0.1 0.1 0.1 0.1 0.9 0.5 0.6 0.6 0.2 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 -0.0 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 0.0 -0.1 0.0 -0.2 -0.0 -1.1 0.3 -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 -0.2 -0.5 -0.0 -0.7 -0.1 -0.2 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.0 -0.5 -0.0 -2.2 -0.0 -0.1 -0.2 -0.0 -0.5 -0.0 -1.0 -0.4 -0.2 0.4 0.3 -0.3 -0.7 -0.0 -0.6 CRUDE_W -0.3 0.0 0.3 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.1 -0.3 -0.1 0.0 0.2 0.2 0.1 0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.1 0.0 -0.0 -0.2 0.7 0.3 0.0 0.4 DAX 0.1 -0.1 0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.5 0.1 0.7 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.5 0.1 -1.4 0.0 -0.0 0.1 0.0 0.4 0.0 -0.0 -0.1 -0.1 -0.3 -0.5 0.7 0.7 0.7 0.4 DOW 0.0 0.2 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.0 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 0.0 0.1 0.1 0.1 0.1 -0.2 0.4 0.2 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 0.1 0.2 0.3 -0.2 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 -0.0 0.1 0.0 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 -0.0 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 0.1 0.5 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.3 0.1 -0.8 0.0 -0.1 0.0 0.0 0.1 0.0 0.4 0.0 0.2 -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 0.0 0.5 0.0 -0.0 0.0 -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 0.0 0.0 -0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.1 0.1 0.1 0.1 0.5 0.1 0.4 0.1 GASOLINE -0.1 0.0 0.2 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.1 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 0.0 0.0 0.1 0.0 0.0 1.1 0.3 0.4 0.1 -0.2 0.7 0.5 0.7 0.7 GAS_US_mini -0.3 -0.6 -0.6 0.0 -0.0 0.0 -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 -0.0 -0.1 -0.1 -1.1 -0.3 -0.4 -0.6 -0.6 -0.2 -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 -0.0 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 0.1 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 0.2 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 0.1 0.2 0.0 0.5 0.0 -0.4 0.2 0.4 -0.3 -0.6 -0.4 0.1 -0.5 0.0 HEATOIL -0.4 0.0 0.5 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.2 -0.1 -0.0 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.0 0.1 -0.0 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.0 0.1 0.2 0.3 0.1 -0.3 -0.1 JGB-SGX-mini -0.1 -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 0.4 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.4 -0.1 -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 0.1 0.2 -0.2 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.0 -0.4 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 0.1 0.7 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.3 0.5 -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 0.2 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 0.1 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 0.0 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 0.0 0.3 0.0 0.3 0.0 1.1 0.0 0.4 0.6 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.2 0.1 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 0.5 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 -0.1 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 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.5 -0.4 -0.2 -0.2 0.7 0.3 0.7 0.5 OAT -0.2 -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 -0.1 -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 0.6 0.7 0.7 OATIES -0.5 -0.6 0.0 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 0.0 -0.0 0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.4 -0.5 -0.6 -0.4 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.4 0.5 0.3 -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 -0.1 -0.0 0.8 0.1 -0.4 0.3 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 -0.1 -0.4 -0.0 0.1 -0.6 -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 -0.1 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 -0.2 -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 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 -0.5 -0.6 -0.1 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 -0.0 -0.3 -0.1 -0.3 -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 -0.0 -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 0.1 -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 0.6 -0.4 0.1 0.7 0.2 0.7 RUSSELL 0.1 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 0.4 0.5 0.4 0.2 -0.7 -0.6 -0.7 -0.7 SHATZ -0.1 -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 -0.2 -0.2 -0.2 0.7 0.4 0.7 0.5 SILVER-mini -0.1 0.1 0.5 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.5 0.1 0.7 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.5 0.1 -1.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.3 0.3 0.2 0.1 0.7 0.6 0.7 0.3 SMI 0.5 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 0.1 0.1 0.1 1.1 0.0 0.0 -0.0 0.1 -0.0 0.1 0.7 0.5 0.6 -0.2 -0.6 0.7 0.7 0.7 0.6 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 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.6 0.5 0.4 0.1 -0.4 -0.7 -0.6 SOYBEAN 0.6 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 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 0.3 0.5 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 -0.2 -0.0 -0.1 -0.4 0.1 -0.6 0.1 -0.0 -0.3 -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 0.0 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 0.0 0.2 -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 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.4 0.4 0.6 -0.5 -0.2 -0.6 -0.2 SP400 -0.1 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 0.1 0.1 -0.1 -0.7 -0.5 -0.7 -0.7 SP500_micro -0.1 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 -0.7 SUGAR11 0.2 0.0 -0.4 -0.0 0.0 -0.1 0.0 -0.2 -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 -0.3 0.1 0.4 -0.2 -0.7 -0.7 -0.7 -0.7 US10 0.1 0.1 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.1 -0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.3 0.1 0.4 0.3 0.2 -0.2 -0.5 -0.7 -0.6 US10U 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 0.1 0.0 0.1 0.0 0.0 0.0 -0.4 0.1 0.5 0.4 0.2 0.2 -0.4 -0.7 -0.5 US2 0.2 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.1 -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 -0.0 0.0 -0.0 -0.0 0.2 0.2 0.1 0.7 0.2 -0.7 -0.1 US30 0.0 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -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 -0.1 0.1 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 0.1 0.2 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 0.1 0.1 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 -0.4 -0.5 -0.3 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.2 -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 -0.5 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -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 -0.0 -0.4 -0.1 1.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.0 -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 -4.0 -5.8 6.9 0.3 1.5 4.5 -1.1 4.7 -2.3 1.5 14.1 -2.7 0.7 -7.6 1.3 -1.8 -1.5 -1.8 -1.6 -0.6 3.2 -2.3 0.5 -4.2 13.1 0.6 3.9 1.3 -1.7 -2.3 -2.5 2.1 -5.8 -3.0 6.8 2.7 20.0 19.2 20.0 20.0 BITCOIN -18.2 -4.3 2.2 5.6 1.2 8.4 0.3 6.8 1.1 -18.9 20.0 -18.9 20.0 -3.1 13.3 -8.0 -7.4 -7.9 -7.5 8.1 18.2 -20.0 20.0 -7.8 -20.0 4.3 -11.7 8.1 -9.2 10.0 -3.0 -2.5 -20.0 -9.0 6.6 -0.3 11.1 -1.7 -7.0 -6.7 BOBL -2.2 -5.6 -1.9 -1.2 1.8 -1.4 -1.1 -2.7 -1.7 4.4 2.6 -4.2 -0.6 -9.1 -10.6 -20.0 -7.5 -15.5 -9.8 -4.2 -2.5 -0.9 -1.8 -3.9 2.4 -3.4 3.0 -2.2 -0.6 -1.2 -3.0 -18.2 5.5 -3.3 -4.5 -3.3 20.0 16.7 20.0 20.0 BTP -5.0 -5.7 3.1 -1.6 2.4 -1.9 -1.4 -3.7 -2.2 -9.9 14.5 -12.2 12.8 -5.6 8.4 13.0 9.2 12.8 11.1 1.2 5.5 -5.1 8.0 -3.5 -20.0 1.0 -2.5 4.7 -4.7 7.0 -3.1 12.7 -5.1 -3.3 0.6 15.4 20.0 15.8 20.0 20.0 BUND -3.0 -2.6 1.4 -1.2 1.8 -1.4 -1.0 -2.7 -1.6 1.0 -2.0 -6.0 -5.9 -8.4 -9.1 16.3 7.8 15.4 12.2 -4.6 -4.3 -2.5 -5.3 -4.8 -1.1 -3.4 1.5 -2.8 -2.0 -2.5 -3.7 12.4 1.2 -4.6 -5.7 -1.5 20.0 14.3 20.0 20.0 BUXL -5.4 -3.1 -2.1 -1.1 1.7 -1.4 -1.0 -2.6 -1.6 -7.1 -13.2 -10.5 -12.4 -11.6 -12.0 3.2 2.3 3.4 3.1 -10.1 -10.6 -7.9 -11.8 -10.1 -4.0 -4.6 -1.6 -4.1 -3.8 -3.7 -4.8 0.3 -6.6 -11.7 -13.0 -7.8 20.0 4.6 7.6 2.2 CAC 5.1 1.6 2.6 4.4 0.3 3.5 2.5 2.6 3.7 -10.6 11.0 7.7 7.0 9.5 11.8 -2.4 -1.0 -2.4 -1.2 5.5 4.5 -1.3 3.7 5.8 -0.5 1.1 -12.6 -1.2 -1.5 -2.0 2.3 7.5 -6.9 -3.7 -5.5 -20.0 20.0 19.6 20.0 12.6 CAD -9.3 -13.3 6.9 0.3 1.8 5.4 -1.3 5.6 -2.8 -2.7 10.9 -10.5 1.4 -18.2 -9.5 -7.5 -6.6 -7.4 -7.1 -7.6 2.2 -10.3 1.1 -13.9 16.3 -2.1 -0.3 3.4 -6.2 1.8 -7.2 -7.1 -12.9 -12.8 -2.3 -0.2 -20.0 -20.0 -20.0 -20.0 CANOLA -18.3 -18.7 3.8 -2.1 1.2 -2.4 0.9 -2.1 -0.5 -0.5 3.6 -5.2 4.0 -7.0 -4.7 -2.3 -5.1 1.2 -1.3 -3.8 1.6 -3.5 3.2 -6.1 0.7 -1.8 -0.6 0.0 -1.1 0.9 -2.2 -2.4 -3.0 -9.7 -9.5 6.0 20.0 18.0 20.0 20.0 CHF -8.4 -16.8 11.9 0.2 1.0 2.9 -0.7 3.0 -1.5 3.9 9.1 3.2 7.9 -5.7 3.4 -15.4 -15.4 -15.1 -14.8 1.6 8.4 0.5 9.2 -1.9 -0.2 0.8 1.6 3.9 0.3 4.3 -0.8 -20.0 5.9 -2.5 -1.1 1.9 -20.0 -18.9 -20.0 -20.0 COCOA 12.7 -0.1 -7.4 -2.1 1.3 -2.5 0.9 -2.1 -0.5 -6.5 -3.3 -3.3 2.8 2.1 -1.9 5.5 17.2 14.6 15.7 0.4 0.5 -3.9 5.2 0.2 -20.0 0.9 -3.7 1.4 -2.0 4.8 0.2 20.0 -19.5 4.6 4.9 9.4 8.0 6.7 12.2 9.6 COFFEE 20.0 20.0 -20.0 -4.7 2.8 -5.5 2.0 -4.7 -1.1 15.0 -4.5 18.7 7.3 16.9 2.1 9.8 7.9 8.8 8.3 18.0 1.3 20.0 8.7 20.0 -20.0 4.3 7.6 1.9 10.9 3.7 8.9 17.4 20.0 20.0 20.0 5.5 7.1 15.6 17.0 20.0 COPPER -20.0 -19.3 -4.3 1.5 0.3 2.3 0.1 1.8 0.3 1.3 -1.5 -4.5 0.3 -6.2 -5.0 -3.5 -5.4 -4.5 -5.1 -5.0 -1.3 -3.1 0.9 -6.4 -5.3 -0.6 -0.0 0.6 -0.8 1.1 -1.3 1.0 -0.3 -20.0 -6.2 -6.3 8.4 6.6 7.9 7.4 CORN 3.5 -6.6 -8.7 -3.4 2.1 -4.0 1.4 -3.4 -0.8 9.0 -12.3 6.8 -12.9 -6.5 -10.7 -20.0 -18.1 -20.0 -20.0 -10.2 -11.4 3.6 -10.9 -3.7 6.7 -3.3 2.7 -3.9 2.1 -5.3 -1.3 -20.0 12.0 -6.4 5.8 -0.0 -8.1 2.8 -5.1 6.3 COTTON2 1.9 3.5 -0.1 -5.7 3.4 -6.6 2.4 -5.6 -1.4 -18.2 -19.2 -3.3 -20.0 -6.3 -14.8 -14.2 -12.4 -13.4 -13.1 -5.1 -10.4 -4.5 -19.6 -3.0 -16.5 -2.7 -13.0 -7.4 -4.2 -14.9 -1.8 -18.6 -15.4 -7.4 13.5 9.8 -7.6 -20.0 -0.7 -18.3 CRUDE_W -10.4 0.1 9.1 1.1 -0.8 2.2 -0.3 0.7 -1.1 4.8 -2.4 -10.1 -9.1 -11.6 0.5 7.5 7.6 7.4 6.9 -1.4 -1.9 1.9 -5.5 -2.4 1.0 -0.6 2.6 -1.1 1.8 -3.5 -1.0 -1.0 5.8 0.7 -0.8 -6.2 20.0 8.8 1.3 11.1 DAX 2.5 -4.1 9.2 4.6 0.3 3.6 2.6 2.7 3.8 -10.7 18.0 12.7 18.3 9.2 14.3 -5.1 -6.5 -4.9 -5.2 9.4 18.4 1.6 20.0 5.2 -10.3 2.1 -3.5 5.2 0.1 11.3 1.4 -0.8 -5.8 -2.0 -8.5 -14.3 20.0 20.0 20.0 10.8 DOW 1.1 6.4 15.8 3.7 0.2 2.9 2.1 2.2 3.1 5.0 11.8 11.9 8.0 12.5 15.1 -7.7 -7.9 -7.2 -7.0 12.6 10.8 12.4 7.6 11.6 -11.9 4.5 5.0 2.9 5.7 2.0 4.9 -3.4 16.8 6.4 5.5 0.9 -20.0 -16.3 -20.0 -20.0 DX 0.9 20.0 -7.1 0.1 0.8 2.3 -0.5 2.4 -1.2 1.0 -8.4 -4.6 -7.7 -0.1 -2.5 5.8 6.0 6.1 5.9 -2.0 -6.6 0.2 -7.4 0.2 -20.0 -0.7 0.2 -3.2 0.2 -3.5 0.5 14.8 2.5 6.9 7.9 -7.4 20.0 9.8 20.0 12.7 EUR -1.6 -18.8 10.0 0.2 0.9 2.8 -0.7 2.9 -1.4 -4.2 10.2 5.5 9.1 1.3 6.2 -7.4 -7.6 -7.8 -7.6 3.8 9.0 -0.7 9.3 0.3 10.5 1.9 -0.9 4.8 -0.5 4.9 -0.1 -8.3 -0.3 2.3 0.9 3.8 -20.0 -13.3 -20.0 -14.5 EURIBOR-ICE -0.1 -7.8 -2.9 -1.0 1.5 -1.2 -0.9 -2.3 -1.4 3.4 6.6 1.2 8.9 -4.9 -2.5 13.4 9.5 13.7 12.4 -1.0 1.4 0.5 4.6 -1.0 7.2 -1.2 2.1 0.1 0.4 2.2 -0.9 14.4 5.9 0.9 -1.4 0.7 20.0 18.8 20.0 20.0 EUROSTX 9.2 -0.6 2.2 4.4 0.3 3.5 2.5 2.6 3.7 -8.6 14.9 12.7 13.8 13.0 14.1 -1.4 -0.4 -1.3 -0.7 7.6 7.9 5.5 10.7 9.4 -6.2 2.0 -6.0 0.2 2.4 1.7 4.3 8.4 0.7 5.0 -7.2 -19.1 20.0 18.3 20.0 10.2 FEEDCOW 13.4 16.7 13.6 -3.6 2.2 -4.2 1.5 -3.6 -0.9 13.3 15.5 14.7 15.1 15.0 15.2 17.5 3.1 13.2 8.3 20.0 20.0 20.0 20.0 20.0 -20.0 5.7 4.0 5.7 5.1 5.0 5.5 13.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -9.1 1.1 14.5 0.9 -0.6 1.8 -0.3 0.5 -0.9 8.4 2.1 -3.2 -2.4 -3.2 1.9 15.4 9.5 12.1 10.3 2.1 3.8 2.1 0.8 -0.7 0.1 1.9 1.6 2.7 1.2 0.7 0.1 3.3 2.9 3.0 2.3 4.5 14.1 3.6 10.6 4.0 GASOLINE -4.4 0.1 7.4 1.1 -0.8 2.2 -0.3 0.7 -1.1 6.4 2.0 -4.3 -3.3 -5.2 1.4 20.0 20.0 20.0 20.0 2.0 1.7 6.1 -0.4 2.4 -20.0 1.3 3.5 1.2 5.2 0.6 2.2 20.0 11.2 10.9 1.9 -6.1 20.0 15.2 20.0 20.0 GAS_US_mini -8.6 -17.9 -17.5 0.9 -0.6 1.8 -0.3 0.5 -0.9 -12.0 -12.8 -14.2 -6.7 -15.3 -15.6 -18.1 -20.0 -17.8 -18.2 -19.2 -14.7 -13.0 -7.8 -17.5 20.0 -5.4 -2.9 -3.6 -4.4 -1.5 -5.4 -20.0 -12.2 -11.2 -20.0 -20.0 -7.4 -20.0 -20.0 -20.0 GBP 6.2 -14.6 3.3 0.3 1.7 5.1 -1.2 5.3 -2.7 -5.0 16.4 10.1 16.1 0.3 1.2 -0.8 -0.4 -0.8 -0.6 3.4 11.2 2.0 15.5 2.1 1.4 2.3 0.2 6.2 1.5 9.1 1.8 3.9 3.2 15.4 -3.8 2.4 6.6 -2.7 0.8 0.1 GOLD_micro -1.7 -9.4 8.8 3.4 0.8 5.2 0.2 4.2 0.7 12.8 11.9 1.3 13.7 -1.9 2.2 -10.7 -11.1 -10.2 -10.2 2.8 12.8 4.2 20.0 0.3 -20.0 1.8 7.2 7.0 3.0 13.2 0.6 -8.0 6.5 12.4 -10.6 -20.0 -10.9 2.2 -14.5 0.3 HEATOIL -11.2 0.5 16.2 1.0 -0.7 2.1 -0.3 0.6 -1.0 4.2 6.6 -5.5 -0.1 -5.3 6.7 8.6 8.0 7.7 7.6 3.4 6.2 3.6 3.1 -0.1 -20.0 2.3 2.1 4.3 2.1 3.2 0.4 0.6 7.7 -0.4 3.3 7.0 8.5 1.9 -7.9 -3.6 JGB-SGX-mini -3.7 -6.6 -5.5 -0.7 1.1 -0.8 -0.6 -1.6 -1.0 -7.6 -4.4 -7.5 -5.1 -6.6 -6.7 20.0 14.5 18.2 15.4 -5.2 -4.9 -8.0 -5.6 -6.5 -5.8 -2.2 -3.4 -1.9 -3.4 -2.4 -2.9 20.0 -17.2 -2.4 -8.7 -5.6 -20.0 -20.0 -20.0 -20.0 JPY 3.0 -10.9 -6.3 0.2 0.9 2.7 -0.7 2.8 -1.4 2.4 -1.7 6.4 -2.9 -3.5 -6.4 -10.0 -11.1 -10.1 -10.1 -4.8 -3.5 -0.3 -2.4 -2.6 20.0 -2.5 0.5 -1.9 -0.0 -1.3 -1.2 -13.4 3.0 4.7 -4.9 -12.8 -6.1 -8.9 -11.1 -7.7 LEANHOG 1.2 -12.5 14.5 -5.5 3.3 -6.5 2.3 -5.5 -1.3 20.0 14.7 13.8 16.1 3.2 8.9 20.0 20.0 20.0 20.0 7.8 15.3 14.4 16.4 6.3 5.0 1.3 13.7 4.4 7.9 6.5 2.5 20.0 12.6 15.0 -5.5 20.0 20.0 12.4 20.0 20.0 LIVECOW 6.8 10.5 7.5 -3.4 2.1 -4.0 1.4 -3.4 -0.8 12.4 14.2 13.2 14.1 13.7 13.9 17.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.4 4.1 5.8 4.6 5.6 4.9 20.0 20.0 20.0 20.0 20.0 20.0 11.7 20.0 16.6 LUMBER-new -20.0 -3.7 5.1 -4.1 2.5 -4.8 1.7 -4.0 -1.0 -14.8 -3.2 -16.3 -1.6 -14.3 -2.6 -20.0 -20.0 -20.0 -20.0 -8.9 -2.0 -20.0 -1.4 -20.0 NaN -2.1 -7.8 0.5 -8.2 0.9 -6.3 -20.0 -20.0 -20.0 0.4 19.9 20.0 17.6 20.0 20.0 MXP -6.1 -9.1 20.0 0.3 1.9 5.5 -1.3 5.7 -2.9 7.0 20.0 9.7 5.0 11.8 20.0 12.0 12.4 12.3 11.9 16.3 20.0 6.3 20.0 7.1 -20.0 7.8 4.6 11.6 3.5 9.0 3.6 20.0 0.8 13.2 20.0 20.0 9.5 9.9 4.2 12.1 NASDAQ_micro -6.3 4.2 20.0 3.6 0.2 2.8 2.1 2.1 3.0 -1.9 15.0 3.1 12.9 6.7 14.4 -8.9 -8.2 -8.6 -8.0 17.3 20.0 -0.6 17.0 6.7 -20.0 4.5 0.0 4.7 -0.4 3.9 1.7 -4.5 -20.0 -1.3 8.6 13.7 -20.0 -11.4 -20.0 -20.0 NIKKEI 9.3 13.4 20.0 3.8 0.2 3.0 2.2 2.3 3.2 -12.2 15.1 6.8 10.8 10.8 14.5 14.2 10.5 13.7 11.8 20.0 19.0 6.6 11.8 19.1 -10.7 5.5 -1.3 3.4 1.7 1.1 4.7 20.0 -5.9 20.0 20.0 16.4 4.3 20.0 20.0 20.0 NZD -8.1 -14.4 3.5 0.2 1.3 3.8 -0.9 3.9 -2.0 -7.9 7.0 -10.2 -1.3 -13.1 -8.7 -3.5 -2.4 -3.4 -3.0 -6.8 -0.4 -11.2 0.2 -11.4 9.3 -3.0 -3.7 -0.2 -6.9 -0.5 -6.2 0.0 -18.9 -13.4 -6.9 -4.7 20.0 10.2 20.0 16.2 OAT -6.3 -5.1 1.5 -1.1 1.7 -1.3 -1.0 -2.5 -1.5 -11.2 1.9 -11.4 -2.9 -10.0 -7.9 15.7 8.4 15.7 12.6 -5.0 -2.9 -9.3 -3.0 -7.6 0.9 -3.1 -6.1 -1.5 -6.0 -1.0 -4.9 12.9 -11.4 -9.5 -7.4 -0.1 20.0 16.7 20.0 20.0 OATIES -16.1 -17.4 1.0 -4.5 2.7 -5.3 1.9 -4.5 -1.1 -13.5 -6.4 -17.5 -3.4 -18.2 -14.3 -8.1 2.3 -0.1 2.6 -15.4 -7.0 -18.2 -3.4 -20.0 -20.0 -5.5 -4.2 -2.8 -6.5 -1.7 -7.1 8.2 -20.0 -20.0 -13.0 6.7 -20.0 -6.2 -20.0 -4.9 OJ -12.3 14.0 7.9 -1.7 1.0 -2.0 0.7 -1.7 -0.4 5.5 -4.1 0.1 -4.1 -0.6 -0.3 3.4 7.9 4.3 5.3 -0.9 -2.8 3.1 -4.2 -0.8 -20.0 -0.6 3.3 -1.2 1.1 -1.4 -0.3 15.0 5.4 -12.7 8.6 4.0 -20.0 -7.9 -17.9 -6.5 PALLAD -20.0 0.1 17.7 2.3 0.5 3.4 0.1 2.8 0.4 -7.5 3.3 -9.7 1.7 -8.0 0.8 -2.7 -2.8 -2.8 -2.9 0.4 5.2 -7.3 3.8 -6.5 16.1 1.1 -1.5 3.0 -2.1 2.5 -1.5 5.3 -5.6 -13.1 -0.7 1.7 -16.5 -20.0 -20.0 -20.0 PLAT -12.1 -2.6 20.0 2.3 0.5 3.6 0.1 2.9 0.5 3.6 7.1 0.1 5.7 -4.7 5.8 -2.3 -3.4 -2.1 -2.6 6.1 12.7 -1.2 11.3 -1.2 1.6 2.3 0.1 4.3 -0.3 3.7 -0.1 5.0 -0.2 -5.1 -6.5 18.2 12.9 3.3 -5.3 -3.3 REDWHEAT -5.0 -9.0 -6.5 -5.3 3.2 -6.2 2.2 -5.2 -1.3 -18.3 -20.0 -20.0 -20.0 -20.0 -20.0 -18.8 -14.9 -17.9 -16.8 -18.8 -20.0 -13.5 -20.0 -16.2 5.4 -6.7 -7.8 -6.6 -8.4 -9.3 -8.3 -20.0 -20.0 -20.0 -2.1 6.9 -20.0 -20.0 -20.0 -20.0 RICE 9.2 -7.0 -3.4 -2.6 1.5 -3.0 1.1 -2.5 -0.6 -4.3 -9.7 -6.6 -9.6 -7.9 -8.3 -15.6 -6.0 -14.9 -12.9 -9.4 -9.9 -12.6 -10.1 -10.5 -2.0 -3.1 -3.5 -3.7 -5.0 -4.5 -3.7 -13.2 -20.0 -10.3 -9.3 -3.6 -20.0 -11.1 -20.0 -11.8 ROBUSTA 20.0 20.0 -20.0 -2.3 1.4 -2.7 1.0 -2.3 -0.6 8.7 -5.8 9.7 -1.6 7.9 -2.4 19.1 14.8 17.9 14.9 5.0 -8.2 20.0 -4.9 20.0 -20.0 0.5 5.9 -1.5 5.9 -0.7 3.8 20.0 20.0 20.0 20.0 -13.8 2.4 20.0 4.5 20.0 RUSSELL 3.9 7.6 18.0 3.4 0.2 2.7 1.9 2.0 2.8 10.0 8.8 11.0 2.5 10.3 13.0 -4.8 -5.4 -4.9 -4.9 11.6 7.9 15.3 2.6 12.6 7.3 4.4 6.8 2.4 6.2 0.4 5.1 0.4 17.1 14.5 11.1 4.9 -20.0 -16.6 -20.0 -20.0 SHATZ -4.5 -10.0 -6.4 -1.1 1.7 -1.3 -1.0 -2.6 -1.6 1.0 -0.6 -6.9 4.8 -11.4 -12.3 -9.2 -15.0 -9.4 -10.2 -6.9 -3.4 -2.9 -0.3 -6.4 4.8 -3.9 0.7 -2.0 -1.7 -0.1 -3.6 -20.0 3.2 -6.9 -7.1 -7.6 20.0 11.2 20.0 15.8 SILVER-mini -4.1 2.8 16.0 5.0 1.1 7.6 0.2 6.2 1.0 13.4 17.9 12.9 18.1 4.9 15.6 -7.1 -6.6 -6.9 -6.6 15.1 20.0 9.6 20.0 8.3 -9.4 6.4 4.7 8.3 3.5 7.1 3.2 -1.0 14.4 10.8 7.0 3.1 20.0 17.9 20.0 8.2 SMI 14.7 2.2 -3.8 4.2 0.2 3.3 2.4 2.5 3.5 8.7 3.5 14.4 4.0 11.7 2.9 -0.3 2.5 0.0 1.3 4.2 -0.4 16.1 2.4 13.1 8.2 1.9 2.9 -1.8 7.5 -0.7 6.5 12.8 20.0 18.2 -5.3 -20.0 20.0 20.0 20.0 16.7 SOFR 3.4 2.7 9.5 -1.5 2.2 -1.7 -1.3 -3.4 -2.0 13.5 16.5 12.8 7.5 13.0 14.6 7.7 4.4 7.1 6.0 11.1 11.8 11.1 9.0 10.0 -15.9 5.8 8.9 5.5 6.6 3.9 5.8 4.4 17.1 20.0 15.2 11.5 1.9 -11.0 -20.0 -17.1 SOYBEAN 17.7 1.3 4.4 -3.3 2.0 -3.9 1.4 -3.3 -0.8 4.7 1.0 11.1 -9.1 7.9 1.7 -19.9 -7.8 -15.9 -11.9 3.2 -0.6 12.2 -4.9 9.5 -0.4 3.3 3.1 1.3 5.5 -2.0 5.0 -13.0 14.1 14.2 20.0 18.6 -6.7 1.1 -3.6 9.4 SOYMEAL 20.0 9.2 -2.6 -4.3 2.6 -5.1 1.8 -4.3 -1.1 -6.8 -13.2 11.1 -16.9 9.8 -4.4 -16.6 -14.1 -18.0 -17.1 -2.9 -12.2 5.1 -17.9 6.2 -12.7 -0.3 -0.1 -4.8 2.6 -7.7 3.5 -20.0 1.7 20.0 15.8 -0.5 -20.0 -20.0 -20.0 -20.0 SOYOIL -18.1 -4.5 9.2 -3.1 1.8 -3.6 1.3 -3.0 -0.7 3.7 9.2 -1.2 8.7 -3.0 5.7 -2.2 -2.0 -1.6 -1.9 3.5 8.2 2.6 7.7 0.0 -8.8 1.9 1.6 3.8 1.1 2.9 -0.0 0.9 4.0 -13.2 11.7 20.0 -14.9 -6.2 -16.9 -5.5 SP400 -3.0 3.5 13.3 3.6 0.2 2.8 2.0 2.1 3.0 8.9 8.1 9.2 3.4 8.3 12.9 -5.6 -5.8 -5.5 -5.4 8.2 6.5 10.8 2.7 7.8 -2.4 3.6 7.3 1.5 6.0 -0.4 4.2 -0.4 12.0 2.3 2.2 -1.9 -20.0 -15.0 -20.0 -20.0 SP500_micro -2.1 9.3 20.0 4.4 0.3 3.5 2.5 2.6 3.7 8.1 18.9 13.4 16.3 15.0 19.1 -9.5 -9.1 -8.9 -8.4 20.0 20.0 7.7 19.4 14.0 -20.0 5.9 2.3 5.0 2.4 3.5 3.9 -5.6 -6.9 3.2 14.5 13.8 -20.0 -11.0 -20.0 -19.9 SUGAR11 7.1 0.9 -11.3 -4.3 2.6 -5.1 1.8 -4.3 -1.1 -6.6 -13.1 0.9 -13.8 5.4 -9.4 -11.4 8.6 -9.1 -1.6 -5.8 -11.8 1.0 -13.0 0.0 -20.0 -3.0 0.3 -5.8 0.8 -5.6 0.2 11.0 -10.9 2.3 10.9 -5.4 -20.0 -20.0 -20.0 -20.0 US10 4.3 3.8 5.9 -1.0 1.5 -1.2 -0.9 -2.3 -1.4 8.5 6.5 6.3 -0.8 7.2 7.6 0.8 -1.3 0.6 0.1 4.7 3.6 4.6 1.0 4.7 -2.1 3.3 4.1 2.6 3.1 1.3 3.3 -5.4 6.0 12.5 8.2 5.2 -5.8 -15.8 -20.0 -17.9 US10U 4.0 4.6 4.5 -1.6 2.4 -1.9 -1.4 -3.6 -2.2 9.7 4.7 7.1 -5.1 10.2 10.3 -1.2 -2.1 -1.4 -1.7 5.8 3.1 5.3 -1.6 5.8 -7.6 4.7 5.3 3.1 3.9 0.6 4.5 -7.7 5.8 15.5 11.7 6.6 5.4 -11.5 -20.0 -16.0 US2 5.7 2.1 1.3 -0.8 1.2 -1.0 -0.7 -1.9 -1.1 4.1 1.5 5.3 -2.8 4.5 0.4 -16.5 -17.3 -15.8 -15.3 2.0 1.1 2.9 -0.3 2.7 13.5 1.8 2.8 1.3 2.2 1.0 2.3 -20.0 2.7 12.2 4.2 0.3 -0.2 -7.1 -20.0 -12.8 US20 1.8 5.1 2.8 -1.0 1.6 -1.2 -0.9 -2.4 -1.5 -0.9 -3.0 -2.0 -7.7 4.3 5.0 4.3 2.1 3.8 3.1 2.0 -0.6 0.4 -4.1 1.6 -6.2 2.0 0.7 0.6 0.5 -1.4 1.5 -0.2 -1.2 6.0 6.8 2.7 20.0 6.4 -20.0 -3.9 US30 1.2 3.8 0.4 -1.4 2.1 -1.6 -1.2 -3.2 -1.9 -6.0 -7.4 -6.9 -12.3 2.0 1.8 0.4 -2.3 -0.5 -1.4 -0.2 -4.0 -1.8 -8.8 -0.2 -4.9 1.1 -1.4 -1.0 -1.2 -3.8 0.4 -7.6 -4.0 4.1 6.1 0.6 20.0 3.3 -16.5 -6.1 US5 4.7 2.5 5.4 -1.0 1.5 -1.2 -0.9 -2.3 -1.4 8.9 7.6 7.3 0.1 7.2 6.2 -4.1 -4.4 -3.6 -3.4 4.7 4.1 5.3 1.9 4.8 2.6 3.3 4.8 2.9 3.6 2.1 3.5 -10.9 7.3 13.2 7.6 4.5 -5.9 -9.9 -20.0 -14.4 VIX -7.1 -9.6 -5.4 -6.0 -10.1 -0.2 -10.3 3.5 -8.8 -15.4 -7.7 -20.0 -3.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.1 -4.5 -18.1 2.0 -16.4 NaN -6.7 -11.8 -0.4 -11.9 4.0 -10.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -7.8 -14.0 -4.5 -4.3 2.6 -5.1 1.8 -4.3 -1.1 14.3 -17.2 -7.7 -18.0 -15.4 -16.8 -19.4 -18.0 -18.5 -18.3 -16.4 -15.7 -3.7 -16.4 -12.7 9.6 -4.4 2.3 -3.4 -1.3 -4.8 -4.6 -20.0 -0.3 -18.9 -2.9 9.4 -20.0 -16.8 -20.0 -17.4 End of report for caleb_strategy_v3