******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250827_204349 produced at 2025-08-27 21:38:52.500021 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.66 0.0 0.00 0.00 0.00 0.00 -13.07 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.26 0.0 999.00 -999.00 -0.17 -0.17 -23.77 999999999.0 -16 -16 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.03 -0.07 0.0 0.10 -0.10 -0.03 -0.04 -18.05 26.0 -9 -10 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.50 11.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.10 -1.10 -0.08 0.00 -0.71 13.0 -1 0 caleb_strategy_v3 CAD False False 0.04 0.00 -0.05 0.0 1.14 -1.14 0.00 0.00 -1.18 29.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.04 0.0 0.00 -0.04 -0.04 -0.04 -2.84 4.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.53 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 -5.02 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.19 -0.19 -0.03 -0.03 -3.90 18.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.52 59.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.07 -0.03 0.0 1.03 -1.03 -0.07 -0.04 -1.38 56.0 -4 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 -0.06 -0.52 999999999.0 0 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.11 -0.11 -0.01 -0.01 -2.06 8.0 -1 -1 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 NASDAQ_micro False False 0.03 0.00 -0.02 0.0 0.59 -0.59 0.00 -0.03 -0.84 23.0 0 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.19 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.03 -1.71 9.0 -4 -2 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.21 12.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.05 9.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.35 3.0 -1 -1 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.10 -1.10 -0.08 -0.08 -0.10 14.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.61 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -0.08 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.01 0.0 0.38 -0.38 -0.06 -0.06 -0.19 6.0 -1 -1 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 SP400 False False 0.18 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.03 2.0 0 0 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.78 -0.78 0.00 0.00 -0.31 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.81 -0.81 -0.01 0.00 -0.45 66.0 -1 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.00 0.0 1.03 -1.03 0.00 0.00 -0.03 17.0 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 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.17 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.06 3.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.00 0.0 0.84 -0.84 0.00 0.00 -0.14 48.0 0 0 caleb_strategy_v3 BOBL False True 0.07 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.03 19.0 0 0 caleb_strategy_v3 CANOLA False False 0.01 0.01 0.00 0.0 0.26 -0.26 0.01 0.01 0.56 51.0 2 1 caleb_strategy_v3 COCOA False False 0.04 0.04 0.00 0.0 1.10 -1.10 0.04 0.04 0.07 26.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.04 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.61 -0.61 0.00 0.00 0.31 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 0.13 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.47 -0.47 0.00 0.08 0.18 6.0 0 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.32 21.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 0.01 0.0 1.47 -1.47 0.06 0.06 0.11 25.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.36 -0.36 0.04 0.04 0.42 10.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.02 0.0 0.44 -0.44 0.03 0.03 3.59 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 0.29 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.75 5.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.03 0.0 0.14 -0.14 0.04 0.04 0.78 4.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.56 12.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.04 0.61 999999999.0 0 1 caleb_strategy_v3 DAX False False 0.02 0.02 0.04 0.0 0.88 -0.88 0.02 0.00 2.45 58.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.04 0.0 0.68 -0.68 0.24 0.27 1.25 20.0 7 8 caleb_strategy_v3 OAT False True 0.08 0.23 0.05 0.0 0.23 0.00 0.23 0.23 0.61 10.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 0.96 999999999.0 1 1 caleb_strategy_v3 BTP False True 0.08 0.08 0.05 0.0 0.08 0.00 0.08 0.08 0.73 10.0 1 1 caleb_strategy_v3 GBP False False 0.05 0.09 0.06 0.0 1.00 -1.00 0.09 0.09 1.29 22.0 2 2 caleb_strategy_v3 AUD False False 0.04 0.00 0.07 0.0 0.67 -0.67 0.00 0.00 2.03 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.29 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.10 0.39 0.11 0.0 0.77 -0.77 0.39 0.39 1.11 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.11 0.0 0.88 -0.88 0.00 0.00 2.06 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.09 0.16 0.0 0.24 -0.24 0.09 0.09 8.30 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 17.73 36.0 18 18 caleb_strategy_v3 MXP False False 0.01 0.36 0.46 0.0 0.87 -0.87 0.36 0.36 31.87 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 0.72 0.0 0.00 0.00 0.00 0.00 5.51 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.55 0.0 1.54 -1.54 0.00 0.00 10.09 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.3 Shocked risk 58.6 Sum abs risk 52.6 Leverage 5.71 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1851589.6800000002, 'annual_cash_vol_target': 462897.4200000001, 'daily_cash_vol_target': 28931.088750000006} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6512 0.5791 9.2656 BITCOIN 2332.2228 112895.0000 2.0658 33.0533 BOBL 0.2132 117.5700 0.1814 2.9021 BTP 0.4872 120.3400 0.4049 6.4778 BUND 0.4423 129.7000 0.3410 5.4560 BUXL 1.0396 114.3400 0.9092 14.5475 CAC 68.4618 7765.5000 0.8816 14.1058 CAD 0.0027 0.7256 0.3724 5.9581 CANOLA 8.9377 650.5000 1.3740 21.9836 CHF 0.0060 1.2491 0.4810 7.6965 COCOA 186.1605 7837.0000 2.3754 38.0065 COFFEE 6.1494 383.9500 1.6016 25.6258 COPPER 0.1197 4.5000 2.6603 42.5651 CORN 4.9661 406.0000 1.2232 19.5709 COTTON2 0.7496 66.6500 1.1247 17.9957 CRUDE_W 0.9976 63.0000 1.5835 25.3359 DAX 162.2995 24101.0000 0.6734 10.7746 DOW 296.2099 45668.0000 0.6486 10.3779 DX 0.4530 97.7500 0.4634 7.4144 EUR 0.0061 1.1646 0.5252 8.4029 EURIBOR-ICE 0.0390 97.8950 0.0398 0.6369 EUROSTX 44.0839 5404.0000 0.8158 13.0522 FEEDCOW 2.9844 356.4500 0.8372 13.3959 GASOIL 10.9727 661.7500 1.6581 26.5302 GASOLINE 0.0312 1.8715 1.6698 26.7162 GAS_US_mini 0.0993 2.8750 3.4552 55.2831 GBP 0.0065 1.3501 0.4783 7.6524 GOLD_micro 24.7340 3419.8000 0.7233 11.5721 HEATOIL 0.0376 2.2605 1.6621 26.5936 JGB-SGX-mini 0.2603 137.4600 0.1893 3.0294 JPY 0.0000 0.0068 0.6372 10.1950 LEANHOG 1.0605 86.4750 1.2264 19.6226 LIVECOW 1.9614 240.9000 0.8142 13.0271 LUMBER-new 9.0253 594.0000 1.5194 24.3105 MXP 0.0003 0.0535 0.5823 9.3166 NASDAQ_micro 177.6585 23626.7500 0.7519 12.0310 NIKKEI 409.0542 42545.0000 0.9615 15.3834 NZD 0.0036 0.5864 0.6145 9.8325 OAT 0.4539 121.8500 0.3725 5.9602 OATIES 4.7760 330.2500 1.4462 23.1388 OJ 7.8878 259.3000 3.0420 48.6714 PALLAD 26.3864 1106.5000 2.3847 38.1548 PLAT 23.3039 1349.4000 1.7270 27.6317 REDWHEAT 7.4752 513.2500 1.4564 23.3031 RICE 0.1810 11.9150 1.5194 24.3105 ROBUSTA 86.4570 4889.0000 1.7684 28.2944 RUSSELL 26.6814 2380.3000 1.1209 17.9348 SHATZ 0.0627 107.1050 0.0585 0.9362 SILVER-mini 0.4658 39.2000 1.1883 19.0133 SMI 78.1284 12198.0000 0.6405 10.2480 SOFR 0.0534 96.8700 0.0552 0.8824 SOYBEAN 10.4751 1048.2500 0.9993 15.9887 SOYMEAL 3.5388 288.7000 1.2258 19.6123 SOYOIL 0.8726 53.1500 1.6417 26.2676 SP400 29.6608 3278.6000 0.9047 14.4749 SP500_micro 39.0601 6498.2500 0.6011 9.6174 SUGAR11 0.2266 17.1200 1.3235 21.1763 US10 0.3603 112.4062 0.3206 5.1289 US10U 0.4485 114.2812 0.3925 6.2796 US2 0.1021 103.9766 0.0982 1.5707 US20 0.6684 114.1875 0.5853 9.3655 US30 0.9225 116.5938 0.7912 12.6595 US5 0.2395 109.2422 0.2192 3.5072 VIX 0.4837 20.1500 2.4004 38.4065 WHEAT 7.1650 524.7500 1.3654 21.8465 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.15 0.58 377.08 1.00 377.08 28931.09 76.72 10.17 78.06 BITCOIN 112.90 2.07 233.22 1.00 233.22 28931.09 124.05 -4.85 -60.16 BOBL 1175.70 0.18 213.25 1.16 248.12 28931.09 116.60 0.27 3.15 BTP 1203.40 0.40 487.21 1.16 566.88 28931.09 51.04 4.16 21.23 BUND 1297.00 0.34 442.28 1.16 514.61 28931.09 56.22 5.02 28.23 BUXL 1143.40 0.91 1039.60 1.16 1209.60 28931.09 23.92 -6.08 -14.54 CAC 776.55 0.88 684.62 1.16 796.57 28931.09 36.32 4.53 16.45 CAD 725.60 0.37 270.20 1.00 270.20 28931.09 107.07 -4.25 -45.48 CANOLA 130.10 1.37 178.75 0.72 129.04 28931.09 224.20 1.02 22.78 CHF 1561.38 0.48 751.07 1.00 751.07 28931.09 38.52 -7.09 -27.30 COCOA 783.70 2.38 1861.61 1.00 1861.61 28931.09 15.54 1.90 2.96 COFFEE 1439.81 1.60 2306.02 1.00 2306.02 28931.09 12.55 10.50 13.17 COPPER 1125.00 2.66 2992.86 1.00 2992.86 28931.09 9.67 -4.93 -4.77 CORN 203.00 1.22 248.31 1.00 248.31 28931.09 116.51 -7.80 -90.88 COTTON2 333.25 1.12 374.82 1.00 374.82 28931.09 77.19 -18.59 -143.52 CRUDE_W 630.00 1.58 997.60 1.00 997.60 28931.09 29.00 2.38 6.89 DAX 241.01 0.67 162.30 1.16 188.84 28931.09 153.20 4.68 71.69 DOW 228.34 0.65 148.10 1.00 148.10 28931.09 195.34 -0.99 -19.33 DX 977.50 0.46 452.97 1.00 452.97 28931.09 63.87 0.77 4.94 EUR 1455.69 0.53 764.50 1.00 764.50 28931.09 37.84 -1.02 -3.84 EURIBOR-ICE 2447.38 0.04 97.42 1.16 113.35 28931.09 255.24 11.58 295.52 EUROSTX 540.40 0.82 440.84 1.16 512.93 28931.09 56.40 6.50 36.64 FEEDCOW 1782.25 0.84 1492.18 1.00 1492.18 28931.09 19.39 17.21 33.37 GASOIL 661.75 1.66 1097.27 1.00 1097.27 28931.09 26.37 6.80 17.94 GASOLINE 786.03 1.67 1312.48 1.00 1312.48 28931.09 22.04 6.41 14.13 GAS_US_mini 71.88 3.46 248.34 1.00 248.34 28931.09 116.50 -14.29 -166.45 GBP 843.81 0.48 403.57 1.00 403.57 28931.09 71.69 6.95 49.80 GOLD_micro 341.98 0.72 247.34 1.00 247.34 28931.09 116.97 -3.44 -40.29 HEATOIL 949.41 1.66 1578.02 1.00 1578.02 28931.09 18.33 -0.76 -1.39 JGB-SGX-mini 137460.00 0.19 26026.11 0.01 176.08 28931.09 164.31 -7.34 -120.52 JPY 849.81 0.64 541.49 1.00 541.49 28931.09 53.43 -2.21 -11.80 LEANHOG 345.90 1.23 424.22 1.00 424.22 28931.09 68.20 20.00 136.40 LIVECOW 963.60 0.81 784.56 1.00 784.56 28931.09 36.88 16.83 62.05 LUMBER-new 163.35 1.52 248.19 1.00 248.19 28931.09 116.57 -5.68 -66.17 MXP 267.35 0.58 155.67 1.00 155.67 28931.09 185.84 11.67 216.84 NASDAQ_micro 472.54 0.75 355.32 1.00 355.32 28931.09 81.42 -4.46 -36.29 NIKKEI 42545.00 0.96 40905.42 0.01 276.74 28931.09 104.54 15.64 163.46 NZD 586.45 0.61 360.39 1.00 360.39 28931.09 80.28 1.53 12.29 OAT 1218.50 0.37 453.90 1.16 528.13 28931.09 54.78 3.27 17.93 OATIES 165.12 1.45 238.80 1.00 238.80 28931.09 121.15 -17.02 -206.15 OJ 388.95 3.04 1183.17 1.00 1183.17 28931.09 24.45 -5.91 -14.45 PALLAD 1106.50 2.38 2638.64 1.00 2638.64 28931.09 10.96 -1.61 -1.77 PLAT 674.70 1.73 1165.19 1.00 1165.19 28931.09 24.83 4.93 12.24 REDWHEAT 256.62 1.46 373.76 1.00 373.76 28931.09 77.41 -20.00 -154.81 RICE 238.30 1.52 362.08 1.00 362.08 28931.09 79.90 -14.57 -116.44 ROBUSTA 488.90 1.77 864.57 1.00 864.57 28931.09 33.46 6.89 23.05 RUSSELL 119.02 1.12 133.41 1.00 133.41 28931.09 216.86 4.98 108.04 SHATZ 1071.05 0.06 62.67 1.16 72.92 28931.09 396.74 -1.31 -52.11 SILVER-mini 980.00 1.19 1164.56 1.00 1164.56 28931.09 24.84 11.36 28.23 SMI 1219.80 0.64 781.28 1.24 969.77 28931.09 29.83 12.65 37.73 SOFR 2421.75 0.06 133.56 1.00 133.56 28931.09 216.61 4.18 90.49 SOYBEAN 524.12 1.00 523.76 1.00 523.76 28931.09 55.24 1.68 9.31 SOYMEAL 288.70 1.23 353.88 1.00 353.88 28931.09 81.75 -13.78 -112.67 SOYOIL 318.90 1.64 523.55 1.00 523.55 28931.09 55.26 -3.39 -18.71 SP400 3278.60 0.90 2966.08 1.00 2966.08 28931.09 9.75 -0.94 -0.91 SP500_micro 324.91 0.60 195.30 1.00 195.30 28931.09 148.14 -0.39 -5.84 SUGAR11 191.74 1.32 253.78 1.00 253.78 28931.09 114.00 -14.05 -160.20 US10 1124.06 0.32 360.33 1.00 360.33 28931.09 80.29 -0.31 -2.51 US10U 1142.81 0.39 448.52 1.00 448.52 28931.09 64.50 -1.01 -6.51 US2 2079.53 0.10 204.15 1.00 204.15 28931.09 141.72 -1.07 -15.20 US20 1141.88 0.59 668.39 1.00 668.39 28931.09 43.28 -0.74 -3.19 US30 1165.94 0.79 922.51 1.00 922.51 28931.09 31.36 -4.72 -14.81 US5 1092.42 0.22 239.46 1.00 239.46 28931.09 120.82 0.73 8.80 VIX 201.50 2.40 483.68 1.00 483.68 28931.09 59.81 -16.08 -96.16 WHEAT 262.38 1.37 358.25 1.00 358.25 28931.09 80.76 -15.92 -128.53 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 78.058 0.010 2.5 2.028 BITCOIN -60.157 0.043 2.5 -6.523 BOBL 3.146 0.004 2.5 0.032 BTP 21.227 0.014 2.5 0.725 BUND 28.229 0.004 2.5 0.287 BUXL -14.539 0.004 2.5 -0.148 CAC 16.451 0.014 2.5 0.562 CAD -45.476 0.010 2.5 -1.182 CANOLA 22.784 0.010 2.5 0.555 CHF -27.298 0.010 2.5 -0.709 COCOA 2.957 0.010 2.5 0.072 COFFEE 13.175 0.005 2.5 0.175 COPPER -4.768 0.043 2.5 -0.517 CORN -90.877 0.010 2.5 -2.214 COTTON2 -143.520 0.010 2.5 -3.497 CRUDE_W 6.891 0.043 2.5 0.747 DAX 71.695 0.014 2.5 2.449 DOW -19.332 0.009 2.5 -0.450 DX 4.941 0.010 2.5 0.128 EUR -3.842 0.010 2.5 -0.100 EURIBOR-ICE 295.516 0.014 2.5 10.094 EUROSTX 36.636 0.014 2.5 1.251 FEEDCOW 33.371 0.013 2.5 1.107 GASOIL 17.936 0.017 2.5 0.779 GASOLINE 14.126 0.017 2.5 0.613 GAS_US_mini -166.447 0.043 2.5 -18.050 GBP 49.803 0.010 2.5 1.294 GOLD_micro -40.290 0.014 2.5 -1.376 HEATOIL -1.392 0.017 2.5 -0.060 JGB-SGX-mini -120.525 0.043 2.5 -13.070 JPY -11.804 0.010 2.5 -0.307 LEANHOG 136.398 0.024 2.5 8.301 LIVECOW 62.046 0.013 2.5 2.059 LUMBER-new -66.174 0.010 2.5 -1.612 MXP 216.842 0.059 2.5 31.871 NASDAQ_micro -36.293 0.009 2.5 -0.845 NIKKEI 163.456 0.043 2.5 17.725 NZD 12.291 0.010 2.5 0.319 OAT 17.925 0.014 2.5 0.612 OATIES -206.147 0.010 2.5 -5.022 OJ -14.450 0.010 2.5 -0.352 PALLAD -1.770 0.014 2.5 -0.060 PLAT 12.239 0.014 2.5 0.418 REDWHEAT -154.811 0.005 2.5 -2.057 RICE -116.437 0.010 2.5 -2.837 ROBUSTA 23.052 0.005 2.5 0.306 RUSSELL 108.041 0.013 2.5 3.585 SHATZ -52.112 0.004 2.5 -0.529 SILVER-mini 28.231 0.014 2.5 0.964 SMI 37.734 0.014 2.5 1.289 SOFR 90.492 0.024 2.5 5.507 SOYBEAN 9.308 0.004 2.5 0.087 SOYMEAL -112.673 0.004 2.5 -1.049 SOYOIL -18.712 0.004 2.5 -0.174 SP400 -0.914 0.013 2.5 -0.030 SP500_micro -5.838 0.009 2.5 -0.136 SUGAR11 -160.199 0.010 2.5 -3.903 US10 -2.506 0.005 2.5 -0.032 US10U -6.508 0.005 2.5 -0.083 US2 -15.195 0.005 2.5 -0.193 US20 -3.186 0.005 2.5 -0.040 US30 -14.809 0.005 2.5 -0.188 US5 8.800 0.005 2.5 0.112 VIX -96.161 0.099 2.5 -23.770 WHEAT -128.534 0.005 2.5 -1.707 ===================== Position diags ===================== AUD 1.99 BITCOIN 13.45 BOBL 1.18 BTP 1.74 BUND 0.57 BUXL 0.24 CAC 1.24 CAD 2.78 CANOLA 5.46 CHF 1.00 COCOA 0.38 COFFEE 0.17 COPPER 1.05 CORN 2.84 COTTON2 1.88 CRUDE_W 3.14 DAX 5.23 DOW 4.55 DX 1.66 EUR 0.98 EURIBOR-ICE 8.72 EUROSTX 1.93 FEEDCOW 0.64 GASOIL 1.14 GASOLINE 0.96 GAS_US_mini 12.63 GBP 1.86 GOLD_micro 4.00 HEATOIL 0.80 JGB-SGX-mini 17.82 JPY 1.39 LEANHOG 4.15 LIVECOW 1.22 LUMBER-new 2.84 MXP 27.32 NASDAQ_micro 1.89 NIKKEI 11.34 NZD 2.09 OAT 1.87 OATIES 2.95 OJ 0.60 PALLAD 0.37 PLAT 0.85 REDWHEAT 1.03 RICE 1.95 ROBUSTA 0.44 RUSSELL 7.20 SHATZ 4.03 SILVER-mini 0.85 SMI 1.02 SOFR 13.18 SOYBEAN 0.51 SOYMEAL 0.76 SOYOIL 0.52 SP400 0.32 SP500_micro 3.45 SUGAR11 2.78 US10 1.02 US10U 0.82 US2 1.80 US20 0.55 US30 0.40 US5 1.53 VIX 14.79 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.0 1.8 2.2 0.0 0 BITCOIN -6.5 -7.9 -5.2 0.0 0 BOBL 0.0 -0.1 0.2 0.0 0 BTP 0.7 0.6 0.9 1.0 1 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.6 0.4 0.7 0.0 0 CAD -1.2 -1.5 -0.9 0.0 0 CANOLA 0.6 0.0 1.1 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 0.2 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 -3.5 -3.7 -3.3 -4.0 -4 CRUDE_W 0.7 0.4 1.1 0.0 0 DAX 2.4 1.9 3.0 1.0 1 DOW -0.4 -0.9 0.0 -1.0 -1 DX 0.1 -0.0 0.3 0.0 0 EUR -0.1 -0.2 -0.0 -1.0 -1 EURIBOR-ICE 10.1 9.2 11.0 0.0 0 EUROSTX 1.3 1.1 1.4 7.0 7 FEEDCOW 1.1 1.0 1.2 4.0 4 GASOIL 0.8 0.7 0.9 1.0 1 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -18.0 -19.3 -16.8 -9.0 -9 GBP 1.3 1.1 1.5 2.0 2 GOLD_micro -1.4 -1.8 -1.0 -4.0 -4 HEATOIL -0.1 -0.1 0.0 0.0 0 JGB-SGX-mini -13.1 -14.9 -11.3 0.0 0 JPY -0.3 -0.4 -0.2 0.0 0 LEANHOG 8.3 7.9 8.7 5.0 5 LIVECOW 2.1 1.9 2.2 0.0 0 LUMBER-new -1.6 -1.9 -1.3 0.0 0 MXP 31.9 29.1 34.6 25.0 25 NASDAQ_micro -0.8 -1.0 -0.7 0.0 0 NIKKEI 17.7 16.6 18.9 18.0 18 NZD 0.3 0.1 0.5 0.0 0 OAT 0.6 0.4 0.8 3.0 3 OATIES -5.0 -5.3 -4.7 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.5 1.0 1 REDWHEAT -2.1 -2.2 -2.0 -1.0 -1 RICE -2.8 -3.0 -2.6 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 3.6 2.9 4.3 5.0 5 SHATZ -0.5 -0.9 -0.1 NaN 0 SILVER-mini 1.0 0.9 1.0 1.0 1 SMI 1.3 1.2 1.4 0.0 0 SOFR 5.5 4.2 6.8 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.0 -1.1 -1.0 -1.0 -1 SOYOIL -0.2 -0.2 -0.1 0.0 0 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro -0.1 -0.5 0.2 0.0 0 SUGAR11 -3.9 -4.2 -3.6 -3.0 -3 US10 -0.0 -0.1 0.1 0.0 0 US10U -0.1 -0.2 -0.0 0.0 0 US2 -0.2 -0.4 -0.0 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.2 -0.2 -0.1 -1.0 -1 US5 0.1 -0.0 0.3 1.0 1 VIX -23.8 -25.2 -22.3 -16.0 -16 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 -0.1 -0.2 0.2 0.0 0.0 0.1 -0.0 0.2 -0.0 0.1 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 1.8 0.0 0.1 0.0 0.0 -0.1 -0.0 0.1 -0.1 -0.0 0.2 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.2 0.1 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.2 0.7 -0.1 0.1 -0.2 -0.1 -0.2 -0.2 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 -0.5 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 0.1 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 0.1 -0.1 0.0 -0.0 -0.0 -1.0 0.2 -0.0 -0.1 -0.1 0.7 0.6 0.7 0.7 BTP -0.2 -0.2 0.1 -0.0 0.1 -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 0.2 -0.0 0.7 -0.3 -0.2 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 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 0.3 0.2 0.3 0.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.7 0.0 -0.1 -0.2 -0.1 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 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.4 -0.4 -0.3 0.7 0.2 0.3 0.1 CAC 0.2 0.0 0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 0.4 -0.3 -0.3 -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 0.1 0.3 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.0 -0.1 2.2 -0.0 0.0 0.1 -0.0 0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 -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 -0.4 -0.3 0.2 0.7 0.6 0.7 0.7 CHF -0.2 -0.6 0.4 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.2 0.1 0.3 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.0 0.3 -0.0 -0.0 0.0 0.0 0.1 0.0 0.2 -0.0 -1.1 0.2 -0.0 -0.1 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 0.1 -0.0 -2.7 0.0 -0.0 0.0 -0.0 0.2 0.0 1.1 -0.4 0.1 0.2 0.3 0.3 0.2 0.4 0.3 COFFEE 0.6 0.6 -0.6 -0.1 0.0 -0.2 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 0.3 0.2 -2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.9 0.5 0.6 0.6 0.3 0.2 0.5 0.6 0.7 COPPER -0.6 -0.6 -0.2 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 0.2 -0.2 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -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 -0.1 -0.7 -0.1 -0.2 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.0 -2.2 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -1.0 -0.4 -0.3 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 0.2 -0.0 -0.0 -0.2 0.7 0.3 0.0 0.4 DAX 0.1 -0.2 0.3 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.5 0.1 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.0 0.5 0.0 -1.4 0.0 -0.1 0.1 -0.0 0.4 0.0 -0.0 -0.2 -0.2 -0.3 -0.5 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 0.1 0.1 0.1 0.1 0.1 0.1 -0.2 0.4 0.3 0.2 0.0 -0.7 -0.6 -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 -0.1 -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 -0.0 0.3 -0.2 0.7 0.3 0.7 0.4 EUR -0.0 -0.6 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 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 0.1 0.0 0.1 -0.7 -0.5 -0.7 -0.5 EURIBOR-ICE 0.0 -0.2 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 0.2 0.0 0.3 -0.0 -0.0 0.3 0.2 0.3 0.2 -0.0 0.0 0.0 0.1 0.0 0.9 -0.0 0.1 0.0 0.0 0.1 0.0 0.8 0.2 0.1 -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 0.1 -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 -0.0 -0.2 -0.6 0.7 0.6 0.7 0.3 FEEDCOW 0.5 0.6 0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.4 0.2 0.6 0.2 0.2 0.4 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 -0.2 0.0 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 0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.2 0.2 0.1 0.2 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 0.0 0.1 -0.0 -0.1 -0.1 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.0 -0.0 0.0 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.2 0.3 0.1 -0.2 0.7 0.5 0.7 0.7 GAS_US_mini -0.2 -0.6 -0.6 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.1 -0.4 -0.1 -0.3 -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 -0.2 -0.2 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.2 -0.4 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 -0.0 0.5 -0.1 0.1 0.2 -0.1 0.0 0.0 GOLD_micro -0.0 -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 0.1 0.5 0.0 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.4 0.3 0.5 -0.3 -0.6 -0.4 0.1 -0.5 0.0 HEATOIL -0.3 0.0 0.5 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.2 -0.0 -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 -0.2 -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 -0.3 -0.1 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.3 -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 0.1 -0.2 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.1 -0.2 0.5 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 0.4 0.2 0.6 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 0.2 0.5 0.1 0.6 0.0 0.1 0.1 0.1 0.2 0.0 1.1 0.5 0.6 -0.1 0.6 0.7 0.4 0.7 0.7 LIVECOW 0.3 0.4 0.3 -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 0.4 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 -0.2 0.2 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.5 -0.5 -0.5 -0.5 -0.1 -0.0 -0.2 -0.1 -0.2 NaN -0.0 -0.1 0.0 -0.1 0.0 -0.1 -1.2 -0.6 -0.7 -0.1 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 0.1 0.4 0.6 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.1 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 -0.4 -0.1 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 0.0 0.3 0.2 -1.4 0.1 -0.0 0.1 0.0 0.0 0.0 1.1 -0.3 0.6 0.6 0.5 0.1 0.7 0.7 0.7 NZD -0.2 -0.5 0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 -0.1 -0.1 -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 0.6 OAT -0.3 -0.2 0.0 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.1 0.0 -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 -0.4 -0.4 -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 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.4 -0.5 -0.6 -0.5 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.3 0.3 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 -0.3 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 2.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.2 -0.5 -0.0 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.3 -0.0 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 -0.1 -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 0.2 -0.2 -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 -0.3 -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 -0.4 -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 -0.1 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 0.1 0.7 RUSSELL 0.2 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 0.2 0.1 0.2 1.0 0.0 0.1 0.1 0.1 0.0 0.1 0.0 0.3 0.6 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 0.1 -0.0 -0.0 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 -0.3 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 0.2 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 0.2 0.4 0.3 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 0.1 -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 -0.1 -0.6 0.7 0.7 0.7 0.6 SOFR 0.1 0.1 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.1 0.5 0.2 0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.3 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 0.1 0.2 -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 -0.1 0.0 0.0 0.0 0.1 -0.1 0.1 -0.7 0.2 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 0.0 -1.7 -0.0 -0.0 -0.1 0.0 -0.3 0.0 -1.1 -0.3 0.6 0.5 -0.0 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.5 -0.2 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 -1.1 0.0 -0.0 0.1 0.0 0.1 -0.0 0.1 -0.0 -0.5 0.3 0.6 -0.5 -0.2 -0.6 -0.2 SP400 -0.0 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 0.1 -0.0 0.2 0.2 0.1 -0.0 -0.7 -0.5 -0.7 -0.7 SP500_micro 0.0 0.3 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.5 0.2 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 -0.0 0.1 0.5 0.5 -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 -0.0 -0.4 0.0 -0.5 0.0 -0.1 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 0.0 -0.4 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.2 0.0 0.6 -0.3 0.0 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 0.1 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 0.2 0.2 -0.0 0.1 -0.0 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 0.1 -0.0 0.1 -1.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.1 0.5 0.4 0.2 0.2 -0.4 -0.7 -0.5 US2 0.2 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 0.0 0.1 -0.1 0.1 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 -0.0 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 -0.1 0.1 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 -0.2 0.0 0.2 0.0 0.7 0.1 -0.5 -0.2 US5 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 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 0.1 0.1 0.3 0.0 0.1 0.1 0.0 0.1 0.0 -0.6 0.2 0.5 0.3 0.2 -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 -0.1 -0.0 -0.2 0.2 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.2 -0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.0 -0.5 -0.1 -0.7 -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 -0.1 -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 -3.0 -5.7 6.8 0.3 2.0 4.5 -0.4 4.8 -2.0 12.2 14.2 0.8 0.7 -6.4 1.5 -1.8 -1.5 -1.8 -1.6 -0.3 3.2 0.6 0.6 -2.9 13.2 0.8 6.4 1.3 0.6 -2.2 -1.5 2.1 -3.5 -1.3 7.3 2.8 20.0 19.7 20.0 20.0 BITCOIN -17.6 -6.2 1.9 5.6 1.6 8.5 0.8 7.0 1.3 -12.3 19.8 -17.6 20.0 -5.1 11.7 -8.1 -7.5 -7.9 -7.5 7.2 17.8 -18.4 20.0 -8.4 -20.0 3.8 -7.6 8.0 -8.4 10.1 -3.4 -2.6 -20.0 -16.2 5.9 -1.5 11.5 -1.7 -7.2 -6.7 BOBL -1.8 -4.8 -2.0 -1.0 4.6 -1.4 0.6 -2.7 -1.0 10.1 2.7 0.9 -0.6 -7.3 -9.7 -20.0 -7.7 -15.6 -10.0 -3.6 -2.3 2.8 -1.8 -2.2 2.4 -2.9 7.6 -2.1 2.2 -1.2 -1.7 -18.5 6.5 -1.2 -3.5 -3.5 20.0 17.1 20.0 20.0 BTP -6.4 -5.5 2.9 -1.4 6.3 -1.9 0.8 -3.7 -1.3 -9.4 14.4 -13.2 12.8 -6.7 7.8 13.0 9.2 12.8 11.1 0.8 5.4 -5.2 8.1 -3.9 -20.0 0.7 -2.7 4.5 -4.7 6.9 -3.4 12.7 -10.7 -5.5 0.3 14.5 20.0 16.1 20.0 20.0 BUND -3.3 -1.8 1.1 -1.0 4.6 -1.4 0.6 -2.7 -1.0 8.9 -1.9 -3.4 -5.9 -7.2 -8.7 16.3 7.9 15.4 12.3 -4.3 -4.3 0.1 -5.3 -3.6 -1.1 -3.3 4.6 -2.8 -0.0 -2.6 -2.9 12.5 1.3 -4.1 -4.8 -1.8 20.0 14.7 20.0 20.0 BUXL -6.3 -2.6 -2.5 -1.0 4.5 -1.3 0.6 -2.7 -1.0 -2.9 -13.3 -10.1 -12.5 -11.5 -12.2 3.3 2.3 3.4 3.1 -10.3 -11.0 -6.5 -12.1 -9.7 -4.0 -4.6 -0.4 -4.3 -3.1 -3.8 -4.6 0.2 -7.3 -12.8 -12.9 -8.3 20.0 4.8 7.8 2.2 CAC 5.1 0.9 2.3 4.4 2.0 3.5 2.9 2.6 3.8 -11.2 10.7 4.2 6.9 7.1 10.2 -1.6 -1.0 -2.1 -1.0 4.4 4.1 -5.7 3.5 2.9 -0.5 0.6 -11.8 -1.3 -4.1 -2.0 0.7 7.7 -11.0 -9.7 -7.2 -20.0 20.0 19.8 20.0 12.7 CAD -8.4 -13.3 6.6 0.4 2.4 5.4 -0.5 5.8 -2.4 12.8 10.8 -5.7 1.3 -17.0 -9.7 -7.5 -6.6 -7.4 -7.1 -7.4 2.0 -5.4 1.0 -12.0 16.3 -2.0 4.8 3.3 -3.2 1.8 -6.2 -7.1 -5.7 -12.2 -2.0 -0.5 -20.0 -20.0 -20.0 -20.0 CANOLA -16.9 -18.9 3.0 -2.1 0.8 -2.5 0.8 -2.1 -0.5 -3.0 3.5 -5.9 3.9 -7.3 -5.1 -2.3 -5.1 1.2 -1.3 -4.1 1.4 -4.4 3.2 -6.4 0.7 -1.9 -1.4 -0.1 -1.5 0.8 -2.3 -2.3 -4.1 -10.8 -9.8 5.4 20.0 18.1 20.0 20.0 CHF -7.2 -17.1 11.9 0.2 1.3 2.9 -0.3 3.1 -1.3 6.3 9.2 5.3 8.0 -5.2 3.5 -15.4 -15.4 -15.1 -14.8 1.8 8.6 1.4 9.5 -1.3 -0.2 0.9 2.1 4.0 0.8 4.4 -0.6 -20.0 6.8 -0.3 -1.6 1.8 -20.0 -19.4 -20.0 -20.0 COCOA 11.0 0.3 -6.6 -2.0 0.8 -2.5 0.8 -2.1 -0.4 -3.8 -3.3 -3.4 2.7 1.9 -1.9 4.6 17.0 14.0 15.3 0.3 0.4 -3.2 5.1 -0.1 -20.0 0.8 -2.0 1.3 -1.7 4.8 0.1 20.0 -17.8 4.1 5.2 8.9 7.6 6.6 11.8 9.5 COFFEE 20.0 20.0 -20.0 -4.7 1.8 -5.7 1.8 -4.9 -1.0 17.5 -3.6 19.7 7.8 18.1 4.1 10.0 7.9 8.9 8.3 20.0 3.2 20.0 9.6 20.0 -20.0 4.6 8.2 2.1 10.7 3.6 9.1 17.6 20.0 20.0 20.0 7.8 7.1 15.6 16.9 20.0 COPPER -17.9 -20.0 -4.7 1.5 0.4 2.3 0.2 1.9 0.4 -2.8 -1.7 -3.2 0.1 -6.3 -5.2 -3.5 -5.4 -4.4 -5.1 -5.2 -1.5 -3.1 0.8 -6.3 -5.3 -0.6 -0.2 0.6 -0.7 1.1 -1.3 1.0 -0.5 -18.1 -6.6 -6.3 8.5 6.6 8.0 7.3 CORN 4.9 -6.5 -8.7 -3.4 1.3 -4.1 1.3 -3.5 -0.7 3.5 -12.3 5.5 -13.0 -6.7 -10.7 -20.0 -18.3 -20.0 -20.0 -10.2 -11.6 1.2 -11.2 -4.1 6.8 -3.4 -1.0 -4.0 0.6 -5.4 -1.6 -20.0 11.1 -7.6 4.9 0.2 -7.9 2.7 -4.8 6.2 COTTON2 1.6 2.8 -0.0 -5.6 2.1 -6.8 2.1 -5.8 -1.2 -20.0 -19.4 -7.7 -20.0 -8.5 -15.4 -14.4 -12.4 -13.5 -13.2 -5.6 -10.6 -7.1 -19.9 -4.4 -16.5 -3.3 -14.5 -7.7 -7.2 -15.2 -3.4 -18.6 -17.0 -8.8 11.9 9.1 -7.8 -20.0 -0.9 -18.6 CRUDE_W -9.0 -0.0 9.2 1.1 -0.5 2.3 -0.4 0.7 -1.0 5.4 -2.4 -9.1 -9.1 -11.2 0.3 7.6 7.6 7.5 7.0 -1.2 -1.9 2.4 -5.5 -1.8 1.0 -0.5 3.0 -1.1 2.1 -3.6 -0.6 -1.1 8.3 -0.7 -0.1 -6.1 20.0 8.9 1.1 11.3 DAX 2.2 -4.9 8.6 4.8 2.1 3.8 3.2 2.8 4.1 -15.7 18.2 9.9 18.6 7.7 13.7 -5.2 -6.5 -4.9 -5.2 8.8 18.4 -3.0 20.0 3.2 -10.5 1.7 -7.6 5.1 -2.6 11.4 0.2 -0.8 -9.3 -7.5 -9.1 -15.1 20.0 20.0 20.0 10.9 DOW 3.4 6.4 16.4 3.8 1.7 3.0 2.5 2.3 3.3 11.0 12.1 13.5 8.2 13.5 15.4 -7.7 -7.9 -7.2 -7.0 13.6 11.4 14.9 8.0 13.3 -11.9 4.6 6.2 3.0 6.3 2.0 5.3 -3.5 17.1 9.4 5.8 1.4 -20.0 -16.7 -20.0 -20.0 DX 0.5 20.0 -7.1 0.2 1.0 2.3 -0.2 2.4 -1.0 1.5 -8.4 -4.8 -7.8 -0.2 -2.5 5.8 6.0 6.1 5.9 -1.9 -6.6 0.3 -7.5 0.3 -20.0 -0.6 0.3 -3.1 0.3 -3.5 0.5 14.8 6.1 -0.3 9.3 -7.3 20.0 9.9 20.0 12.9 EUR -1.5 -18.9 10.0 0.2 1.2 2.8 -0.3 3.0 -1.2 -6.1 10.1 5.1 9.2 1.3 6.1 -7.4 -7.6 -7.8 -7.6 3.6 9.0 -1.3 9.4 -0.0 10.4 1.8 -1.4 4.8 -0.9 5.0 -0.3 -8.3 -2.3 3.9 0.1 3.8 -20.0 -13.5 -20.0 -14.8 EURIBOR-ICE 0.3 -7.0 -3.2 -0.8 3.8 -1.1 0.5 -2.3 -0.8 7.7 6.6 4.2 8.9 -3.3 -1.9 13.3 9.5 13.7 12.4 -0.5 1.5 3.5 4.5 0.3 7.1 -0.8 7.3 0.2 3.0 2.3 0.2 14.4 6.5 2.7 -0.5 0.6 20.0 19.2 20.0 20.0 EUROSTX 9.6 -0.8 1.9 4.6 2.0 3.6 3.0 2.7 3.9 -12.7 15.0 10.9 13.9 12.0 13.5 -1.4 -0.4 -1.3 -0.7 7.3 7.9 1.9 10.9 7.7 -6.2 1.7 -6.7 0.2 0.2 1.7 3.2 8.4 -1.9 -0.5 -7.5 -19.2 20.0 18.6 20.0 10.4 FEEDCOW 16.8 20.0 16.5 -3.6 1.4 -4.4 1.4 -3.8 -0.8 13.9 16.0 15.3 15.6 15.6 15.7 17.9 3.3 13.5 8.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.9 3.8 5.9 5.0 5.2 5.6 13.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -7.3 0.8 14.8 0.9 -0.4 1.9 -0.4 0.6 -0.9 11.7 2.2 -1.7 -2.3 -2.5 1.9 15.7 9.6 12.3 10.4 2.5 4.0 3.3 0.9 0.2 0.1 2.1 2.5 2.8 1.8 0.7 0.5 3.4 7.9 4.9 3.1 4.9 14.5 3.7 10.9 4.1 GASOLINE -3.2 0.1 7.6 1.1 -0.5 2.3 -0.4 0.7 -1.0 5.1 2.1 -3.1 -3.2 -5.1 1.4 20.0 20.0 20.0 20.0 2.3 1.9 5.3 -0.3 2.7 -20.0 1.5 2.3 1.3 4.5 0.6 2.3 20.0 10.3 9.2 2.7 -6.1 20.0 15.3 20.0 20.0 GAS_US_mini -7.6 -18.1 -17.7 0.9 -0.4 1.9 -0.4 0.6 -0.9 -6.7 -13.2 -12.5 -7.0 -15.2 -15.8 -18.1 -20.0 -17.8 -18.2 -19.4 -15.2 -10.2 -8.2 -16.6 20.0 -5.5 -0.8 -3.8 -3.4 -1.6 -5.2 -20.0 -9.0 -5.9 -20.0 -20.0 -7.2 -20.0 -20.0 -20.0 GBP 7.4 -13.5 2.9 0.4 2.3 5.2 -0.5 5.5 -2.3 0.8 16.5 11.0 16.1 1.5 1.4 -0.8 -0.4 -0.8 -0.6 3.6 11.4 3.2 15.7 2.5 1.3 2.4 2.3 6.3 2.3 9.3 2.1 3.9 -2.0 16.4 -2.3 2.5 6.8 -2.8 0.9 0.0 GOLD_micro -1.2 -9.1 8.4 3.6 1.1 5.4 0.5 4.5 0.8 14.1 12.3 4.2 14.0 -0.1 3.0 -10.8 -11.1 -10.3 -10.2 3.7 13.4 8.3 20.0 2.6 -20.0 2.4 9.8 7.3 5.6 13.5 2.0 -8.0 12.4 15.3 -8.7 -20.0 -11.1 2.2 -14.7 0.1 HEATOIL -8.9 0.5 16.4 1.0 -0.5 2.1 -0.4 0.6 -1.0 3.7 6.7 -4.5 -0.0 -5.3 6.8 8.8 8.0 7.8 7.7 3.6 6.4 3.3 3.2 0.3 -20.0 2.4 1.6 4.4 1.9 3.4 0.6 0.6 7.9 1.4 3.1 7.4 8.8 2.0 -8.0 -3.6 JGB-SGX-mini -6.3 -6.3 -5.4 -0.6 2.7 -0.8 0.4 -1.6 -0.6 -5.6 -4.6 -7.3 -5.2 -6.8 -6.9 20.0 14.7 18.9 15.9 -5.5 -5.1 -7.4 -5.7 -6.8 -5.8 -2.3 -2.2 -2.0 -3.1 -2.4 -2.9 20.0 -14.1 -4.1 -9.2 -5.9 -20.0 -20.0 -20.0 -20.0 JPY 2.9 -10.2 -6.6 0.2 1.2 2.8 -0.3 3.0 -1.2 2.5 -1.8 6.8 -3.0 -3.1 -6.4 -10.0 -11.1 -10.1 -10.1 -4.8 -3.6 -0.2 -2.6 -2.5 20.0 -2.5 0.4 -1.9 0.0 -1.3 -1.2 -13.4 3.0 3.6 -4.9 -12.9 -6.2 -8.9 -11.3 -7.7 LEANHOG 1.9 -7.6 14.5 -5.5 2.1 -6.7 2.1 -5.7 -1.2 20.0 15.2 17.2 16.4 7.1 9.7 20.0 20.0 20.0 20.0 9.4 16.1 19.8 17.0 9.7 4.9 2.1 15.7 4.5 10.5 6.5 4.3 20.0 20.0 19.6 -2.3 20.0 20.0 12.4 20.0 20.0 LIVECOW 9.1 13.5 8.6 -3.5 1.3 -4.2 1.3 -3.6 -0.8 13.2 14.9 14.2 14.7 14.5 14.6 15.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.7 4.3 6.0 4.9 5.8 5.2 20.0 20.0 20.0 20.0 20.0 20.0 11.7 20.0 16.7 LUMBER-new -20.0 -5.6 4.8 -3.8 1.4 -4.6 1.4 -3.9 -0.8 -14.3 -3.8 -15.6 -1.9 -14.1 -3.9 -20.0 -20.0 -20.0 -20.0 -10.5 -2.9 -20.0 -1.7 -20.0 NaN -2.4 -9.3 0.1 -8.7 0.6 -6.4 -20.0 -20.0 -20.0 -3.9 17.5 20.0 17.8 20.0 20.0 MXP -4.8 -8.3 20.0 0.4 2.4 5.5 -0.5 5.9 -2.5 7.3 20.0 10.8 5.5 12.1 20.0 11.9 12.4 12.2 11.9 16.4 20.0 6.4 20.0 7.5 -20.0 7.9 3.7 11.8 3.6 9.2 3.9 20.0 6.0 11.6 20.0 20.0 9.3 9.7 3.9 11.9 NASDAQ_micro -4.1 3.3 20.0 3.7 1.7 2.9 2.5 2.2 3.2 1.8 15.2 4.6 13.0 7.0 14.4 -9.0 -8.3 -8.6 -8.0 17.6 20.0 1.7 17.5 7.3 -20.0 4.6 1.2 4.8 0.4 4.1 1.9 -4.5 -15.3 -3.8 8.6 13.7 -20.0 -11.8 -20.0 -20.0 NIKKEI 8.9 13.3 20.0 4.0 1.8 3.1 2.6 2.3 3.4 -10.6 15.2 6.0 10.9 10.2 14.2 14.1 10.6 13.7 11.8 20.0 19.3 4.9 12.1 17.5 -10.8 5.4 -1.0 3.5 1.3 1.2 4.4 20.0 -13.9 20.0 20.0 16.5 4.4 20.0 20.0 20.0 NZD -7.6 -14.2 3.1 0.3 1.7 3.8 -0.3 4.0 -1.7 -4.8 6.8 -9.4 -1.4 -12.8 -9.0 -3.5 -2.4 -3.4 -3.0 -7.1 -0.7 -9.8 0.1 -11.2 9.4 -3.2 -2.6 -0.4 -5.9 -0.6 -6.0 0.0 -19.9 -13.7 -7.2 -5.1 20.0 10.5 20.0 16.7 OAT -8.3 -4.9 0.9 -0.9 4.3 -1.3 0.6 -2.5 -0.9 -12.0 1.7 -12.2 -3.0 -10.8 -8.6 15.7 8.4 15.7 12.7 -5.6 -3.2 -10.0 -3.1 -8.4 0.9 -3.3 -5.8 -1.6 -6.1 -1.0 -5.1 13.0 -16.2 -11.9 -7.6 -0.9 20.0 17.0 20.0 20.0 OATIES -14.0 -18.0 0.1 -4.5 1.7 -5.5 1.7 -4.7 -1.0 -9.1 -7.0 -16.0 -3.6 -18.2 -14.8 -10.6 2.0 -1.3 2.0 -15.8 -7.5 -15.2 -3.6 -20.0 -20.0 -5.6 -1.8 -3.0 -5.3 -1.8 -6.9 7.5 -18.9 -20.0 -15.9 6.1 -20.0 -6.3 -20.0 -5.1 OJ -8.7 10.4 8.6 -1.7 0.6 -2.1 0.6 -1.8 -0.4 3.5 -4.1 1.4 -4.2 -0.5 -0.2 3.5 7.9 4.3 5.3 -0.7 -2.7 3.2 -4.2 -0.2 -20.0 -0.6 2.1 -1.3 1.2 -1.4 -0.1 15.0 5.5 -9.7 10.2 4.1 -20.0 -8.0 -17.5 -6.6 PALLAD -20.0 -0.6 17.6 2.3 0.7 3.5 0.3 2.9 0.5 -8.6 3.2 -9.9 1.7 -8.5 0.5 -2.7 -2.8 -2.8 -2.9 -0.1 5.0 -7.6 3.8 -6.9 16.2 1.0 -1.7 3.0 -2.2 2.6 -1.7 5.3 -6.5 -15.2 -1.5 1.2 -16.7 -20.0 -20.0 -20.0 PLAT -10.8 -1.1 20.0 2.4 0.7 3.7 0.3 3.0 0.6 4.3 7.2 2.4 5.8 -4.9 5.9 -2.4 -3.4 -2.1 -2.6 6.1 13.0 -0.8 11.8 -1.0 1.6 2.3 0.1 4.5 -0.2 3.9 -0.1 5.0 0.9 -3.2 -7.5 18.6 13.1 3.4 -5.5 -3.4 REDWHEAT -5.1 -9.1 -6.8 -5.2 2.0 -6.3 2.0 -5.4 -1.1 -19.6 -20.0 -20.0 -20.0 -20.0 -20.0 -19.3 -15.0 -18.1 -16.9 -19.6 -20.0 -16.0 -20.0 -17.6 5.5 -6.9 -10.0 -6.5 -9.5 -9.0 -8.7 -20.0 -20.0 -20.0 -3.8 6.8 -20.0 -20.0 -20.0 -20.0 RICE 5.8 -6.2 -3.1 -2.4 0.9 -2.9 0.9 -2.5 -0.5 -6.6 -9.4 -7.2 -9.2 -7.9 -8.2 -16.4 -6.2 -15.2 -13.1 -9.4 -9.6 -12.9 -9.6 -10.8 -1.9 -3.0 -4.3 -3.5 -4.8 -4.2 -3.7 -13.5 -20.0 -11.3 -9.0 -3.9 -20.0 -10.9 -20.0 -11.5 ROBUSTA 20.0 20.0 -20.0 -2.3 0.9 -2.8 0.9 -2.4 -0.5 8.9 -5.4 9.9 -1.5 8.6 -1.4 19.3 14.9 18.1 15.0 7.7 -6.9 20.0 -4.5 20.0 -20.0 1.0 6.3 -1.2 6.9 -0.6 4.5 20.0 20.0 20.0 20.0 -12.8 2.2 20.0 4.3 20.0 RUSSELL 6.0 7.6 18.7 3.5 1.6 2.8 2.3 2.1 3.0 12.2 9.2 12.2 2.7 11.2 13.2 -4.8 -5.4 -4.9 -4.9 12.6 8.5 17.4 2.9 14.3 7.2 4.5 6.7 2.4 6.5 0.5 5.3 0.4 14.0 18.7 11.5 5.5 -20.0 -16.7 -20.0 -20.0 SHATZ -3.8 -9.7 -6.8 -0.9 4.4 -1.3 0.6 -2.6 -0.9 8.1 -0.6 -3.1 4.8 -10.6 -12.0 -9.4 -15.0 -9.5 -10.2 -6.6 -3.4 -0.4 -0.3 -5.2 4.9 -3.8 3.4 -2.1 -0.2 -0.1 -3.0 -20.0 3.9 -5.3 -6.8 -7.9 20.0 11.4 20.0 16.0 SILVER-mini -3.0 3.1 16.4 5.2 1.5 7.8 0.7 6.4 1.2 15.6 18.3 15.5 18.4 6.1 16.1 -7.2 -6.6 -6.9 -6.6 15.9 20.0 11.0 20.0 9.6 -9.6 6.7 4.7 8.5 4.0 7.3 3.7 -1.0 8.1 12.7 9.2 3.7 20.0 18.4 20.0 8.1 SMI 15.8 3.0 -3.6 4.4 2.0 3.5 2.9 2.6 3.7 8.1 3.7 14.0 4.1 12.1 3.3 -0.4 2.5 0.0 1.3 4.7 -0.1 14.0 2.6 12.9 8.3 2.1 2.6 -1.6 6.5 -0.7 6.3 12.7 20.0 17.6 -4.4 -20.0 20.0 20.0 20.0 17.0 SOFR 3.8 3.5 9.8 -1.2 5.7 -1.7 0.8 -3.4 -1.2 15.5 16.7 14.8 7.7 14.2 15.2 7.7 4.4 7.1 6.0 12.1 12.4 14.6 9.4 12.0 -16.1 5.9 10.4 5.4 7.9 3.8 6.5 4.4 18.4 20.0 16.3 11.9 1.9 -11.1 -20.0 -17.5 SOYBEAN 19.7 2.4 4.7 -3.3 1.2 -4.0 1.2 -3.4 -0.7 3.8 1.3 10.9 -9.1 8.5 2.3 -19.9 -7.9 -16.1 -12.1 3.7 -0.3 10.9 -4.9 9.6 -0.4 3.4 2.1 1.4 4.9 -1.9 4.9 -13.2 6.3 16.6 19.9 19.0 -6.9 0.9 -3.8 9.1 SOYMEAL 20.0 10.7 -1.8 -4.2 1.6 -5.1 1.6 -4.4 -0.9 -13.0 -13.0 8.5 -16.7 8.8 -4.4 -16.1 -14.0 -17.8 -17.0 -3.0 -11.6 0.9 -17.2 4.2 -12.6 -0.4 -4.0 -4.8 0.6 -7.8 2.7 -20.0 -14.0 20.0 15.4 -0.7 -20.0 -20.0 -20.0 -20.0 SOYOIL -16.5 -5.2 9.2 -2.9 1.1 -3.5 1.1 -3.0 -0.6 0.6 8.9 -1.1 8.4 -3.2 5.3 -2.5 -2.0 -1.8 -2.0 3.2 7.9 0.4 7.6 -0.5 -8.5 1.7 -0.5 3.7 0.2 2.9 -0.2 0.9 -0.8 -14.5 10.0 20.0 -15.2 -6.3 -17.3 -5.7 SP400 -0.7 3.3 13.7 3.6 1.6 2.9 2.4 2.1 3.1 12.1 8.4 11.2 3.5 9.7 13.2 -5.6 -5.8 -5.5 -5.4 9.1 7.0 13.5 2.9 9.6 -2.4 3.8 8.3 1.6 6.9 -0.3 4.8 -0.4 9.6 5.0 2.5 -1.5 -20.0 -15.3 -20.0 -20.0 SP500_micro 0.4 8.7 20.0 4.6 2.1 3.6 3.0 2.7 3.9 15.9 19.2 16.2 16.5 16.5 19.5 -9.6 -9.1 -9.0 -8.4 20.0 20.0 11.5 20.0 15.7 -20.0 6.1 4.2 5.1 3.6 3.6 4.4 -5.6 -0.1 3.5 15.0 14.2 -20.0 -11.3 -20.0 -20.0 SUGAR11 7.7 1.0 -11.2 -4.3 1.6 -5.2 1.6 -4.5 -0.9 -2.6 -13.3 0.5 -14.0 4.5 -9.5 -11.5 8.4 -9.3 -1.8 -5.8 -12.0 0.6 -13.3 -0.1 -20.0 -3.0 -0.0 -5.8 0.5 -5.6 0.1 10.7 -14.4 1.1 13.4 -5.2 -20.0 -20.0 -20.0 -20.0 US10 3.8 4.5 6.1 -0.9 4.0 -1.2 0.5 -2.3 -0.9 10.1 6.7 8.2 -0.8 8.3 8.3 0.8 -1.3 0.6 0.1 5.2 3.9 6.1 1.2 5.5 -2.2 3.4 5.1 2.7 3.9 1.4 3.7 -5.4 6.0 12.6 8.5 5.4 -6.0 -16.0 -20.0 -18.3 US10U 3.1 5.3 4.7 -1.3 6.2 -1.8 0.8 -3.7 -1.3 15.0 4.9 9.3 -5.1 11.5 11.2 -1.6 -2.1 -1.6 -1.8 6.3 3.4 7.1 -1.5 6.8 -7.7 4.9 6.5 3.3 5.0 0.7 5.0 -7.8 5.7 15.0 12.0 6.8 5.4 -11.6 -20.0 -16.4 US2 5.3 2.9 1.6 -0.7 3.2 -1.0 0.4 -1.9 -0.7 7.4 1.7 6.5 -2.8 5.4 1.2 -16.8 -17.4 -15.9 -15.4 2.3 1.3 4.1 -0.3 3.3 13.7 2.0 3.5 1.4 2.8 1.1 2.6 -20.0 2.8 13.5 4.5 0.5 -0.6 -7.2 -20.0 -13.1 US20 -0.1 5.6 2.8 -0.9 4.1 -1.2 0.5 -2.4 -0.9 1.1 -3.0 -3.4 -7.8 4.1 5.2 4.3 2.1 3.8 3.1 1.9 -0.6 -0.0 -4.2 1.4 -6.3 2.0 0.1 0.6 0.2 -1.4 1.3 -0.2 -3.7 3.7 6.2 2.6 20.0 6.5 -20.0 -4.1 US30 -0.9 4.1 0.3 -1.2 5.3 -1.6 0.7 -3.2 -1.1 -6.8 -7.5 -9.7 -12.4 1.2 1.9 -0.6 -2.4 -0.8 -1.5 -0.5 -4.1 -3.1 -9.0 -1.0 -4.9 0.8 -2.7 -1.1 -2.1 -3.9 -0.2 -7.8 -7.7 0.5 5.1 0.4 20.0 3.4 -16.2 -6.2 US5 4.6 3.3 5.7 -0.9 3.9 -1.2 0.5 -2.3 -0.8 10.5 8.0 9.0 0.3 8.3 6.9 -4.3 -4.4 -3.7 -3.4 5.3 4.4 7.3 2.1 5.9 2.5 3.4 6.0 2.9 4.6 2.1 3.9 -10.9 8.0 14.4 8.1 4.8 -6.1 -10.0 -20.0 -14.7 VIX -8.3 -10.0 -5.8 -6.1 -7.8 -0.5 -9.7 3.2 -8.9 -16.0 -8.1 -20.0 -3.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.0 -5.0 -17.9 1.7 -17.3 NaN -6.9 -9.1 -0.7 -11.2 3.6 -10.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -6.0 -13.8 -4.2 -4.3 1.6 -5.2 1.6 -4.5 -0.9 1.8 -17.5 -9.2 -18.2 -15.8 -17.1 -19.6 -18.0 -18.6 -18.3 -16.5 -15.9 -5.6 -16.6 -12.9 9.8 -4.5 -1.8 -3.5 -2.5 -4.9 -4.8 -20.0 -3.9 -18.7 -4.5 9.3 -20.0 -16.7 -20.0 -17.5 End of report for caleb_strategy_v3