******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250828_204358 produced at 2025-08-28 21:39:33.722613 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.68 0.0 0.00 0.00 0.00 0.00 -13.65 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.27 0.0 999.00 -999.00 -0.17 -0.17 -24.72 999999999.0 -16 -16 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.04 -0.08 0.0 0.11 -0.11 -0.04 -0.05 -18.12 26.0 -10 -11 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.34 11.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 0.00 -0.06 0.0 1.09 -1.09 0.00 0.00 -0.70 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.25 2.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -7.01 59.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.19 -0.19 -0.03 -0.03 -3.94 18.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.04 0.0 0.00 -0.04 -0.04 -0.04 -2.95 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 -0.64 24.0 0 0 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.03 0.0 999.00 -999.00 -0.06 0.00 -0.48 999999999.0 -1 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.11 -0.11 -0.01 -0.03 -2.08 8.0 -1 -2 caleb_strategy_v3 CAD False False 0.04 0.00 -0.03 0.0 1.13 -1.13 0.00 0.00 -0.72 29.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.15 13.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.03 -0.03 0.00 0.00 -1.70 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.04 -1.04 -0.04 -0.04 -0.88 56.0 -2 -2 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.59 -0.59 -0.03 0.00 -0.74 23.0 -1 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.66 9.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.09 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 -1.12 9.0 -1 -1 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 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 0.06 -0.06 -0.02 -0.02 -0.36 3.0 -1 -1 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.78 -0.78 0.00 0.00 -0.25 17.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.80 -0.80 0.00 0.00 -0.01 13.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.07 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.00 0.0 1.03 -1.03 0.00 0.00 0.04 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 0.10 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 -0.20 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 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 -0.03 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 0.05 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 0.04 19.0 0 0 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.00 0.0 1.10 -1.10 -0.08 0.00 -0.04 14.0 -1 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.25 -0.25 0.00 0.00 0.13 51.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.06 999999999.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.81 -0.81 0.00 0.00 -0.29 66.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.00 0.0 1.08 -1.08 0.04 0.04 0.07 26.0 1 1 caleb_strategy_v3 SP400 False False 0.18 0.00 -0.00 0.0 0.35 -0.35 0.00 0.00 -0.00 2.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 0.01 0.0 1.47 -1.47 0.06 0.12 0.19 25.0 1 2 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.01 0.0 0.45 -0.45 0.08 0.08 0.17 6.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.31 23.0 0 0 caleb_strategy_v3 BUND False True 0.08 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.48 21.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.07 0.45 10.0 1 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.52 12.0 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 0.91 5.0 0 0 caleb_strategy_v3 DAX False False 0.02 0.00 0.03 0.0 0.87 -0.87 0.00 0.00 2.00 58.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.03 0.0 0.14 -0.14 0.04 0.00 0.89 4.0 1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.66 999999999.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.03 0.0 0.43 -0.43 0.03 0.03 4.26 68.0 5 4 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.04 0.0 0.68 -0.68 0.27 0.27 1.21 20.0 8 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 0.06 0.0 999.00 -999.00 0.05 0.05 1.08 999999999.0 1 1 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 GBP False False 0.05 0.09 0.06 0.0 1.00 -1.00 0.09 0.05 1.42 22.0 2 1 caleb_strategy_v3 AUD False False 0.04 0.00 0.08 0.0 0.67 -0.67 0.00 0.00 2.28 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.38 0.10 0.0 0.76 -0.76 0.38 0.38 1.10 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.87 -0.87 0.00 0.00 2.00 17.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.38 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.09 0.16 0.0 0.24 -0.24 0.09 0.11 8.49 13.0 5 6 caleb_strategy_v3 NIKKEI False False 0.02 0.28 0.30 0.0 0.56 -0.56 0.28 0.28 19.01 36.0 18 18 caleb_strategy_v3 MXP False False 0.01 0.36 0.49 0.0 0.86 -0.86 0.36 0.36 34.32 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 0.84 0.0 0.00 0.00 0.00 0.00 6.43 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.59 0.0 1.53 -1.53 0.00 0.00 10.39 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.0 Shocked risk 61.5 Sum abs risk 53.2 Leverage 5.94 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1862988.54, 'annual_cash_vol_target': 465747.135, 'daily_cash_vol_target': 29109.1959375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.6537 0.5737 9.1799 BITCOIN 2283.9052 113205.0000 2.0175 32.2799 BOBL 0.2116 117.4800 0.1801 2.8813 BTP 0.4823 120.5500 0.4001 6.4011 BUND 0.4378 129.6700 0.3376 5.4014 BUXL 1.0269 114.4600 0.8972 14.3550 CAC 67.0981 7779.5000 0.8625 13.8000 CAD 0.0027 0.7282 0.3730 5.9681 CANOLA 9.1111 635.3000 1.4341 22.9462 CHF 0.0059 1.2504 0.4716 7.5460 COCOA 182.4665 7765.0000 2.3499 37.5977 COFFEE 6.4707 375.7000 1.7223 27.5570 COPPER 0.1172 4.5480 2.5778 41.2446 CORN 4.9777 410.7500 1.2119 19.3899 COTTON2 0.7545 67.2800 1.1214 17.9432 CRUDE_W 0.9810 63.2700 1.5505 24.8083 DAX 159.3107 24100.0000 0.6610 10.5766 DOW 290.0173 45668.0000 0.6351 10.1609 DX 0.4501 97.3500 0.4623 7.3973 EUR 0.0061 1.1700 0.5179 8.2857 EURIBOR-ICE 0.0388 97.8800 0.0396 0.6337 EUROSTX 43.2531 5409.0000 0.7997 12.7944 FEEDCOW 3.0006 353.6750 0.8484 13.5745 GASOIL 10.8212 666.5000 1.6236 25.9774 GASOLINE 0.0309 1.8839 1.6384 26.2152 GAS_US_mini 0.0988 3.2500 3.0396 48.6329 GBP 0.0064 1.3520 0.4703 7.5247 GOLD_micro 24.5175 3449.3000 0.7108 11.3727 HEATOIL 0.0369 2.2681 1.6275 26.0395 JGB-SGX-mini 0.2550 137.4700 0.1855 2.9677 JPY 0.0000 0.0068 0.6281 10.0503 LEANHOG 1.0429 86.8500 1.2008 19.2126 LIVECOW 1.9800 238.7000 0.8295 13.2716 LUMBER-new 9.1252 600.0000 1.5209 24.3340 MXP 0.0003 0.0536 0.5726 9.1609 NASDAQ_micro 179.0315 23788.2500 0.7526 12.0417 NIKKEI 405.2313 42935.0000 0.9438 15.1012 NZD 0.0036 0.5891 0.6120 9.7918 OAT 0.4499 122.0900 0.3685 5.8958 OATIES 4.6994 330.5000 1.4219 22.7504 OJ 8.0766 245.5500 3.2892 52.6273 PALLAD 26.2921 1128.5000 2.3298 37.2773 PLAT 23.0868 1367.3000 1.6885 27.0160 REDWHEAT 7.4223 516.2500 1.4377 23.0036 RICE 0.1775 11.9150 1.4899 23.8379 ROBUSTA 87.1347 4796.0000 1.8168 29.0691 RUSSELL 26.1763 2382.2000 1.0988 17.5813 SHATZ 0.0629 107.0600 0.0587 0.9396 SILVER-mini 0.4642 39.7250 1.1685 18.6957 SMI 76.8103 12216.0000 0.6288 10.0603 SOFR 0.0529 96.8850 0.0546 0.8740 SOYBEAN 10.2920 1048.2500 0.9818 15.7092 SOYMEAL 3.4867 287.8000 1.2115 19.3842 SOYOIL 0.8646 52.3700 1.6510 26.4152 SP400 28.9468 3274.1000 0.8841 14.1458 SP500_micro 38.5675 6518.5000 0.5917 9.4666 SUGAR11 0.2229 17.1500 1.2999 20.7986 US10 0.3560 112.5781 0.3162 5.0590 US10U 0.4441 114.5781 0.3876 6.2011 US2 0.1014 103.9531 0.0975 1.5608 US20 0.6680 114.7500 0.5822 9.3148 US30 0.9322 117.3750 0.7942 12.7075 US5 0.2366 109.2656 0.2166 3.4653 VIX 0.4780 20.0000 2.3899 38.2382 WHEAT 7.1625 529.7500 1.3520 21.6328 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 653.70 0.57 375.05 1.00 375.05 29109.2 77.61 11.30 87.69 BITCOIN 113.20 2.02 228.39 1.00 228.39 29109.2 127.45 -5.08 -64.69 BOBL 1174.80 0.18 211.56 1.16 245.84 29109.2 118.41 0.33 3.88 BTP 1205.50 0.40 482.28 1.16 560.42 29109.2 51.94 4.40 22.84 BUND 1296.70 0.34 437.75 1.16 508.68 29109.2 57.23 5.26 30.12 BUXL 1144.60 0.90 1026.92 1.16 1193.30 29109.2 24.39 -6.02 -14.69 CAC 777.95 0.86 670.98 1.16 779.69 29109.2 37.33 4.10 15.30 CAD 728.20 0.37 271.62 1.00 271.62 29109.2 107.17 -2.59 -27.73 CANOLA 127.06 1.43 182.22 0.72 131.66 29109.2 221.09 0.24 5.35 CHF 1563.06 0.47 737.18 1.00 737.18 29109.2 39.49 -6.80 -26.87 COCOA 776.50 2.35 1824.67 1.00 1824.67 29109.2 15.95 1.82 2.90 COFFEE 1408.88 1.72 2426.53 1.00 2426.53 29109.2 12.00 10.53 12.63 COPPER 1137.00 2.58 2930.94 1.00 2930.94 29109.2 9.93 -4.41 -4.38 CORN 205.38 1.21 248.89 1.00 248.89 29109.2 116.96 -7.34 -85.81 COTTON2 336.40 1.12 377.25 1.00 377.25 29109.2 77.16 -17.79 -137.26 CRUDE_W 632.70 1.55 981.01 1.00 981.01 29109.2 29.67 2.82 8.37 DAX 241.00 0.66 159.31 1.16 185.12 29109.2 157.24 3.72 58.54 DOW 228.34 0.64 145.01 1.00 145.01 29109.2 200.74 -0.63 -12.64 DX 973.50 0.46 450.08 1.00 450.08 29109.2 64.68 -0.38 -2.44 EUR 1462.56 0.52 757.40 1.00 757.40 29109.2 38.43 -0.42 -1.61 EURIBOR-ICE 2447.00 0.04 96.92 1.16 112.63 29109.2 258.46 11.76 304.08 EUROSTX 540.90 0.80 432.53 1.16 502.61 29109.2 57.92 6.12 35.42 FEEDCOW 1768.38 0.85 1500.30 1.00 1500.30 29109.2 19.40 17.11 33.20 GASOIL 666.50 1.62 1082.12 1.00 1082.12 29109.2 26.90 7.60 20.46 GASOLINE 791.24 1.64 1296.40 1.00 1296.40 29109.2 22.45 6.78 15.21 GAS_US_mini 81.25 3.04 246.96 1.00 246.96 29109.2 117.87 -14.18 -167.10 GBP 845.00 0.47 397.40 1.00 397.40 29109.2 73.25 7.46 54.66 GOLD_micro 344.93 0.71 245.18 1.00 245.18 29109.2 118.73 -2.18 -25.90 HEATOIL 952.60 1.63 1550.33 1.00 1550.33 29109.2 18.78 -0.32 -0.61 JGB-SGX-mini 137470.00 0.19 25497.95 0.01 172.47 29109.2 168.78 -7.46 -125.83 JPY 852.81 0.63 535.69 1.00 535.69 29109.2 54.34 -1.79 -9.74 LEANHOG 347.40 1.20 417.15 1.00 417.15 29109.2 69.78 20.00 139.56 LIVECOW 954.80 0.83 791.98 1.00 791.98 29109.2 36.75 16.43 60.40 LUMBER-new 165.00 1.52 250.94 1.00 250.94 29109.2 116.00 -6.02 -69.85 MXP 267.90 0.57 153.39 1.00 153.39 29109.2 189.77 12.30 233.47 NASDAQ_micro 475.76 0.75 358.06 1.00 358.06 29109.2 81.30 -3.89 -31.64 NIKKEI 42935.00 0.94 40523.13 0.01 274.10 29109.2 106.20 16.51 175.35 NZD 589.15 0.61 360.55 1.00 360.55 29109.2 80.74 2.30 18.55 OAT 1220.90 0.37 449.89 1.16 522.78 29109.2 55.68 3.19 17.78 OATIES 165.25 1.42 234.97 1.00 234.97 29109.2 123.89 -17.39 -215.38 OJ 368.32 3.29 1211.50 1.00 1211.50 29109.2 24.03 -6.12 -14.69 PALLAD 1128.50 2.33 2629.21 1.00 2629.21 29109.2 11.07 -1.74 -1.93 PLAT 683.65 1.69 1154.34 1.00 1154.34 29109.2 25.22 5.19 13.08 REDWHEAT 258.12 1.44 371.11 1.00 371.11 29109.2 78.44 -20.00 -156.88 RICE 238.30 1.49 355.04 1.00 355.04 29109.2 81.99 -14.76 -121.03 ROBUSTA 479.60 1.82 871.35 1.00 871.35 29109.2 33.41 6.99 23.37 RUSSELL 119.11 1.10 130.88 1.00 130.88 29109.2 222.41 5.78 128.49 SHATZ 1070.60 0.06 62.87 1.16 73.06 29109.2 398.43 -1.57 -62.68 SILVER-mini 993.12 1.17 1160.45 1.00 1160.45 29109.2 25.08 12.58 31.56 SMI 1221.60 0.63 768.10 1.24 953.85 29109.2 30.52 13.26 40.48 SOFR 2422.12 0.05 132.31 1.00 132.31 29109.2 220.01 4.80 105.69 SOYBEAN 524.12 0.98 514.60 1.00 514.60 29109.2 56.57 1.81 10.24 SOYMEAL 287.80 1.21 348.67 1.00 348.67 29109.2 83.49 -14.38 -120.02 SOYOIL 314.22 1.65 518.76 1.00 518.76 29109.2 56.11 -3.92 -21.98 SP400 3274.10 0.88 2894.68 1.00 2894.68 29109.2 10.06 -0.11 -0.11 SP500_micro 325.92 0.59 192.84 1.00 192.84 29109.2 150.95 0.14 2.15 SUGAR11 192.08 1.30 249.69 1.00 249.69 29109.2 116.58 -13.86 -161.63 US10 1125.78 0.32 355.96 1.00 355.96 29109.2 81.78 0.34 2.80 US10U 1145.78 0.39 444.07 1.00 444.07 29109.2 65.55 -0.16 -1.02 US2 2079.06 0.10 202.81 1.00 202.81 29109.2 143.53 -0.83 -11.93 US20 1147.50 0.58 668.04 1.00 668.04 29109.2 43.57 -0.15 -0.65 US30 1173.75 0.79 932.21 1.00 932.21 29109.2 31.23 -4.12 -12.86 US5 1092.66 0.22 236.65 1.00 236.65 29109.2 123.01 1.20 14.71 VIX 200.00 2.39 477.98 1.00 477.98 29109.2 60.90 -16.42 -100.01 WHEAT 264.88 1.35 358.12 1.00 358.12 29109.2 81.28 -15.39 -125.12 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 87.687 0.010 2.5 2.278 BITCOIN -64.689 0.043 2.5 -7.015 BOBL 3.877 0.004 2.5 0.039 BTP 22.838 0.014 2.5 0.780 BUND 30.120 0.004 2.5 0.306 BUXL -14.688 0.004 2.5 -0.149 CAC 15.299 0.014 2.5 0.523 CAD -27.729 0.010 2.5 -0.720 CANOLA 5.345 0.010 2.5 0.130 CHF -26.869 0.010 2.5 -0.698 COCOA 2.900 0.010 2.5 0.071 COFFEE 12.626 0.005 2.5 0.168 COPPER -4.384 0.043 2.5 -0.475 CORN -85.809 0.010 2.5 -2.091 COTTON2 -137.258 0.010 2.5 -3.344 CRUDE_W 8.370 0.043 2.5 0.908 DAX 58.545 0.014 2.5 2.000 DOW -12.637 0.009 2.5 -0.294 DX -2.441 0.010 2.5 -0.063 EUR -1.607 0.010 2.5 -0.042 EURIBOR-ICE 304.078 0.014 2.5 10.386 EUROSTX 35.420 0.014 2.5 1.210 FEEDCOW 33.201 0.013 2.5 1.102 GASOIL 20.456 0.017 2.5 0.888 GASOLINE 15.214 0.017 2.5 0.660 GAS_US_mini -167.098 0.043 2.5 -18.120 GBP 54.656 0.010 2.5 1.420 GOLD_micro -25.902 0.014 2.5 -0.885 HEATOIL -0.607 0.017 2.5 -0.026 JGB-SGX-mini -125.831 0.043 2.5 -13.645 JPY -9.738 0.010 2.5 -0.253 LEANHOG 139.561 0.024 2.5 8.494 LIVECOW 60.403 0.013 2.5 2.004 LUMBER-new -69.850 0.010 2.5 -1.702 MXP 233.471 0.059 2.5 34.315 NASDAQ_micro -31.638 0.009 2.5 -0.736 NIKKEI 175.345 0.043 2.5 19.014 NZD 18.554 0.010 2.5 0.482 OAT 17.784 0.014 2.5 0.607 OATIES -215.381 0.010 2.5 -5.247 OJ -14.694 0.010 2.5 -0.358 PALLAD -1.926 0.014 2.5 -0.066 PLAT 13.076 0.014 2.5 0.447 REDWHEAT -156.875 0.005 2.5 -2.084 RICE -121.030 0.010 2.5 -2.949 ROBUSTA 23.367 0.005 2.5 0.310 RUSSELL 128.494 0.013 2.5 4.264 SHATZ -62.676 0.004 2.5 -0.636 SILVER-mini 31.561 0.014 2.5 1.078 SMI 40.479 0.014 2.5 1.383 SOFR 105.688 0.024 2.5 6.432 SOYBEAN 10.237 0.004 2.5 0.095 SOYMEAL -120.024 0.004 2.5 -1.118 SOYOIL -21.984 0.004 2.5 -0.205 SP400 -0.108 0.013 2.5 -0.004 SP500_micro 2.152 0.009 2.5 0.050 SUGAR11 -161.631 0.010 2.5 -3.938 US10 2.801 0.005 2.5 0.036 US10U -1.024 0.005 2.5 -0.013 US2 -11.926 0.005 2.5 -0.151 US20 -0.646 0.005 2.5 -0.008 US30 -12.860 0.005 2.5 -0.163 US5 14.708 0.005 2.5 0.187 VIX -100.010 0.099 2.5 -24.721 WHEAT -125.119 0.005 2.5 -1.662 ===================== Position diags ===================== AUD 2.02 BITCOIN 13.82 BOBL 1.20 BTP 1.77 BUND 0.58 BUXL 0.25 CAC 1.28 CAD 2.78 CANOLA 5.39 CHF 1.03 COCOA 0.39 COFFEE 0.16 COPPER 1.08 CORN 2.85 COTTON2 1.88 CRUDE_W 3.22 DAX 5.37 DOW 4.67 DX 1.68 EUR 1.00 EURIBOR-ICE 8.83 EUROSTX 1.98 FEEDCOW 0.64 GASOIL 1.17 GASOLINE 0.97 GAS_US_mini 12.78 GBP 1.90 GOLD_micro 4.06 HEATOIL 0.82 JGB-SGX-mini 18.30 JPY 1.41 LEANHOG 4.25 LIVECOW 1.22 LUMBER-new 2.83 MXP 27.89 NASDAQ_micro 1.89 NIKKEI 11.52 NZD 2.10 OAT 1.90 OATIES 3.02 OJ 0.59 PALLAD 0.38 PLAT 0.86 REDWHEAT 1.04 RICE 2.00 ROBUSTA 0.44 RUSSELL 7.38 SHATZ 4.05 SILVER-mini 0.86 SMI 1.04 SOFR 13.39 SOYBEAN 0.53 SOYMEAL 0.78 SOYOIL 0.52 SP400 0.33 SP500_micro 3.51 SUGAR11 2.84 US10 1.04 US10U 0.83 US2 1.82 US20 0.55 US30 0.40 US5 1.56 VIX 15.05 WHEAT 1.08 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.3 2.1 2.5 0.0 0 BITCOIN -7.0 -8.4 -5.6 0.0 0 BOBL 0.0 -0.1 0.2 0.0 0 BTP 0.8 0.6 1.0 1.0 1 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.5 0.4 0.7 0.0 0 CAD -0.7 -1.0 -0.4 0.0 0 CANOLA 0.1 -0.4 0.7 1.0 1 CHF -0.7 -0.8 -0.6 0.0 0 COCOA 0.1 0.0 0.1 1.0 1 COFFEE 0.2 0.2 0.2 1.0 1 COPPER -0.5 -0.6 -0.4 -1.0 -1 CORN -2.1 -2.4 -1.8 -3.0 -3 COTTON2 -3.3 -3.5 -3.2 -4.0 -4 CRUDE_W 0.9 0.6 1.2 0.0 0 DAX 2.0 1.5 2.5 0.0 0 DOW -0.3 -0.8 0.2 0.0 0 DX -0.1 -0.2 0.1 0.0 0 EUR -0.0 -0.1 0.1 -1.0 -1 EURIBOR-ICE 10.4 9.5 11.3 0.0 0 EUROSTX 1.2 1.0 1.4 8.0 8 FEEDCOW 1.1 1.0 1.2 4.0 4 GASOIL 0.9 0.8 1.0 1.0 1 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini -18.1 -19.4 -16.8 -10.0 -10 GBP 1.4 1.2 1.6 2.0 2 GOLD_micro -0.9 -1.3 -0.5 -2.0 -2 HEATOIL -0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -13.6 -15.5 -11.8 0.0 0 JPY -0.3 -0.4 -0.1 0.0 0 LEANHOG 8.5 8.1 8.9 5.0 5 LIVECOW 2.0 1.9 2.1 0.0 0 LUMBER-new -1.7 -2.0 -1.4 0.0 0 MXP 34.3 31.5 37.1 25.0 25 NASDAQ_micro -0.7 -0.9 -0.5 -1.0 -1 NIKKEI 19.0 17.9 20.2 18.0 18 NZD 0.5 0.3 0.7 0.0 0 OAT 0.6 0.4 0.8 3.0 3 OATIES -5.2 -5.5 -4.9 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 0.4 0.5 1.0 1 REDWHEAT -2.1 -2.2 -2.0 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 4.3 3.5 5.0 5.0 5 SHATZ -0.6 -1.0 -0.2 NaN 0 SILVER-mini 1.1 1.0 1.2 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR 6.4 5.1 7.8 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.1 -1.2 -1.0 -1.0 -1 SOYOIL -0.2 -0.3 -0.2 0.0 0 SP400 -0.0 -0.0 0.0 0.0 0 SP500_micro 0.1 -0.3 0.4 0.0 0 SUGAR11 -3.9 -4.2 -3.7 -3.0 -3 US10 0.0 -0.1 0.1 0.0 0 US10U -0.0 -0.1 0.1 0.0 0 US2 -0.2 -0.3 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 0.2 0.0 0.3 1.0 1 VIX -24.7 -26.2 -23.2 -16.0 -16 WHEAT -1.7 -1.8 -1.6 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 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 0.1 0.1 0.0 0.2 -0.0 0.1 0.4 0.1 0.0 -0.0 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 0.0 0.0 0.3 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 -0.1 0.5 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.1 -0.5 -0.6 0.1 -0.1 0.4 -0.1 -0.2 -0.2 BOBL -0.0 -0.1 -0.1 -0.0 0.1 -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 0.1 -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 -0.0 0.0 -0.1 -0.0 0.0 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 -0.0 0.2 -0.0 0.7 -0.3 -0.2 -0.0 0.4 0.7 0.6 0.7 0.7 BUND -0.1 -0.0 0.0 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.1 -0.0 -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 -0.2 -0.1 -0.1 0.7 0.5 0.7 0.7 BUXL -0.2 -0.1 -0.1 -0.0 0.1 -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 -0.0 -0.3 -0.1 -0.5 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.5 -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 -0.1 -0.1 -0.0 0.4 -0.3 -0.4 -0.3 -0.6 0.7 0.7 0.7 0.4 CAD -0.2 -0.4 0.2 0.0 0.1 0.1 0.0 0.2 -0.0 0.2 0.3 0.0 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 0.1 0.1 0.0 0.1 -0.0 -0.4 0.0 -0.3 -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 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.2 -0.4 -0.3 0.1 0.7 0.6 0.7 0.7 CHF -0.2 -0.5 0.4 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.3 0.1 0.3 -0.0 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 0.1 -0.0 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 COCOA 0.3 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 0.2 0.2 0.4 0.3 COFFEE 0.6 0.6 -0.6 -0.0 0.0 -0.2 0.0 -0.2 -0.0 0.1 -0.1 0.2 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.0 0.2 0.3 0.2 -2.7 0.1 0.0 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 -0.5 -0.6 -0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -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 -0.1 -0.4 -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 0.1 -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 -0.3 0.1 0.0 -0.3 0.1 -0.2 0.2 COTTON2 0.1 0.1 0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.5 -0.1 -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 -0.0 -0.2 -0.0 -0.5 -0.0 -1.0 -0.3 -0.2 0.4 0.3 -0.3 -0.7 -0.0 -0.6 CRUDE_W -0.2 -0.0 0.3 0.0 0.0 0.1 -0.0 0.0 -0.0 0.1 -0.1 -0.0 -0.3 -0.1 0.0 0.2 0.2 0.2 0.1 -0.0 -0.0 0.0 -0.2 -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 -0.2 0.5 0.1 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.1 0.5 0.0 -1.4 0.0 -0.1 0.1 -0.0 0.4 -0.0 -0.0 -0.4 -0.4 -0.3 -0.5 0.7 0.7 0.7 0.4 DOW 0.2 0.2 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.2 0.3 0.2 0.2 -0.2 -0.2 -0.1 -0.1 0.2 0.1 0.1 0.2 0.2 -1.6 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.4 0.4 0.2 0.1 -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 -0.2 0.3 -0.3 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 0.0 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 0.2 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 0.1 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 0.1 0.1 -0.0 0.0 0.7 0.7 0.7 0.7 EUROSTX 0.3 -0.0 0.1 0.1 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 -0.0 0.0 -0.0 0.1 0.0 0.4 -0.1 -0.1 -0.2 -0.6 0.7 0.6 0.7 0.4 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 0.0 0.2 0.1 0.8 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 0.3 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 0.3 0.2 0.1 0.2 0.5 0.1 0.4 0.1 GASOLINE -0.1 -0.0 0.3 0.0 0.0 0.1 -0.0 0.0 -0.0 0.1 0.1 0.0 -0.1 -0.0 0.0 0.4 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 0.2 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 -0.0 -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 -0.1 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.3 -0.4 0.1 0.0 0.1 0.1 0.0 0.2 -0.0 0.1 0.4 0.1 0.6 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.4 0.0 0.2 0.0 0.0 0.2 0.0 0.3 0.0 0.2 -0.2 0.6 -0.1 0.1 0.2 -0.1 0.0 0.0 GOLD_micro 0.0 -0.3 0.3 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.3 0.1 0.5 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.4 0.5 0.5 -0.2 -0.6 -0.4 0.1 -0.5 -0.0 HEATOIL -0.2 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 0.1 0.1 0.2 0.3 0.1 -0.3 -0.1 JGB-SGX-mini -0.3 -0.2 -0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 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 -0.2 -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 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 0.0 -0.1 -0.0 2.7 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.7 0.0 0.2 -0.1 -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 0.1 1.1 0.5 0.6 0.1 0.6 0.7 0.4 0.7 0.7 LIVECOW 0.2 0.4 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.4 0.1 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 0.0 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.3 0.2 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -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 -0.3 0.6 0.8 0.7 0.8 0.8 MXP -0.1 -0.2 0.6 0.0 0.1 0.2 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 0.3 0.3 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 0.1 0.4 0.1 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 0.1 0.0 0.1 0.0 0.2 0.0 -0.2 -0.2 -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 -0.0 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 -1.5 0.1 0.0 0.1 0.0 0.0 0.0 1.1 -0.0 0.6 0.6 0.6 0.2 0.7 0.7 0.7 NZD -0.2 -0.4 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 1.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.4 -0.4 -0.2 -0.2 0.7 0.4 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 -0.0 -0.0 -0.1 -0.0 -0.1 0.7 -0.4 -0.4 -0.3 -0.1 0.7 0.6 0.7 0.7 OATIES -0.4 -0.6 -0.0 -0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -0.3 0.0 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.4 -0.4 -0.6 -0.6 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.2 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 -0.0 -0.2 0.3 0.1 -0.7 -0.3 -0.6 -0.2 PALLAD -0.6 -0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -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 -0.1 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.3 -0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.2 -0.1 0.1 -0.1 -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 -0.1 -0.1 -0.3 0.6 0.4 0.1 -0.2 -0.1 REDWHEAT -0.2 -0.3 -0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.8 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -1.1 -0.5 -0.6 -0.2 0.2 -0.7 -0.7 -0.7 -0.7 RICE 0.1 -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -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 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -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 0.0 -0.0 0.1 -0.0 0.1 1.1 0.5 0.6 0.6 -0.4 0.1 0.7 0.1 0.7 RUSSELL 0.3 0.3 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.1 0.2 1.0 0.0 0.1 0.1 0.1 0.0 0.1 0.0 0.5 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 0.0 -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 -0.0 -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 0.2 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 0.1 0.2 0.1 0.3 0.1 -0.1 0.3 0.5 0.3 0.1 0.7 0.6 0.7 0.3 SMI 0.6 0.1 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.0 -0.0 0.0 -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 0.2 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 0.2 0.3 0.2 -2.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.6 0.6 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 0.0 -0.1 0.1 -0.7 0.1 0.6 0.6 0.6 -0.2 0.0 -0.1 0.3 SOYMEAL 0.6 0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.1 -0.3 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 -0.5 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 -0.1 -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 0.1 0.2 0.5 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 0.4 0.2 0.1 -0.0 -0.7 -0.5 -0.7 -0.7 SP500_micro 0.0 0.3 0.6 0.1 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 0.1 -0.3 0.1 0.1 0.5 0.5 -0.7 -0.4 -0.7 -0.7 SUGAR11 0.3 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 0.2 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 0.1 0.1 0.1 0.0 0.0 -0.3 0.2 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 0.2 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 0.2 0.5 0.4 0.2 0.2 -0.4 -0.7 -0.6 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 0.5 0.2 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 0.1 -0.1 -0.0 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.9 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 0.2 0.1 0.7 0.2 -0.7 -0.1 US30 -0.1 0.2 0.0 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.1 -0.2 -0.1 -0.5 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 -0.0 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 0.1 0.1 0.1 0.1 0.3 0.0 0.1 0.1 0.1 0.1 0.0 -0.6 0.2 0.5 0.3 0.2 -0.2 -0.3 -0.7 -0.5 VIX -0.5 -0.5 -0.3 -0.1 -0.1 -0.0 -0.2 0.2 -0.2 -0.3 -0.4 -0.3 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -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 -0.1 -0.4 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 -0.0 -0.6 -0.2 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 -2.1 -5.4 6.9 0.6 5.6 4.7 1.6 5.0 -1.1 15.9 14.4 5.7 0.8 -4.5 2.0 -1.8 -1.5 -1.8 -1.6 0.3 3.4 4.5 0.6 -1.0 13.3 1.3 10.5 1.5 3.7 -2.2 0.0 2.1 0.5 0.2 7.8 2.7 20.0 20.0 20.0 20.0 BITCOIN -17.5 -5.3 1.8 5.8 4.7 8.6 2.3 7.1 2.0 -8.2 19.5 -16.6 20.0 -6.7 10.2 -8.1 -7.5 -7.9 -7.5 6.4 17.6 -15.9 20.0 -8.7 -20.0 3.5 -5.2 7.9 -7.5 10.2 -3.6 -2.6 -20.0 -20.0 4.1 -3.6 11.9 -1.7 -7.3 -6.7 BOBL -1.4 -4.3 -2.2 -0.7 5.6 -1.3 2.1 -2.7 -0.2 8.6 2.7 3.0 -0.6 -6.1 -9.1 -20.0 -7.8 -15.8 -10.2 -3.2 -2.3 3.7 -1.8 -1.2 2.4 -2.6 5.9 -2.0 2.9 -1.2 -1.0 -18.9 3.5 -1.1 -3.4 -3.8 20.0 17.5 20.0 20.0 BTP -7.1 -5.2 2.5 -1.0 7.7 -1.7 2.9 -3.7 -0.2 3.7 14.5 -11.3 12.9 -6.3 7.7 13.0 9.2 12.8 11.2 0.8 5.4 -3.2 8.2 -3.3 -20.0 0.7 1.1 4.5 -2.8 6.9 -2.9 12.7 -12.3 -7.3 -0.5 13.6 20.0 16.5 20.0 20.0 BUND -3.1 -1.3 1.1 -0.7 5.6 -1.3 2.1 -2.7 -0.2 9.8 -1.8 -1.3 -5.9 -6.0 -8.3 16.3 7.9 15.5 12.4 -4.0 -4.2 1.7 -5.4 -2.6 -1.1 -3.0 4.7 -2.7 1.2 -2.6 -2.1 12.6 -0.2 -4.7 -4.6 -2.2 20.0 15.1 20.0 20.0 BUXL -6.5 -2.5 -2.6 -0.7 5.6 -1.2 2.1 -2.7 -0.2 5.0 -13.5 -9.2 -12.7 -11.2 -12.2 3.3 2.3 3.4 3.1 -10.3 -11.2 -4.8 -12.5 -9.1 -4.0 -4.7 0.4 -4.4 -2.3 -4.0 -4.3 0.2 -8.1 -14.8 -13.2 -8.9 20.0 5.0 8.0 2.2 CAC 5.4 0.6 2.2 4.5 2.3 3.6 3.0 2.7 3.8 -10.5 10.5 2.6 6.9 5.6 9.1 -1.3 -0.9 -1.9 -1.0 3.8 3.9 -6.9 3.5 1.3 -0.4 0.2 -8.8 -1.4 -4.8 -2.1 -0.3 7.8 -14.0 -12.3 -8.1 -20.0 20.0 20.0 20.0 12.9 CAD -7.1 -13.0 6.1 0.7 6.7 5.6 1.9 5.9 -1.4 18.6 10.9 2.6 1.4 -14.0 -9.1 -7.5 -6.6 -7.4 -7.1 -6.3 2.1 2.2 1.0 -8.3 16.4 -1.5 12.0 3.5 1.6 1.9 -4.1 -7.1 1.9 -9.2 -2.0 -0.4 -20.0 -20.0 -20.0 -20.0 CANOLA -16.2 -19.6 1.8 -2.0 0.6 -2.5 0.7 -2.2 -0.4 -6.2 3.3 -6.8 3.8 -7.6 -5.6 -2.3 -5.1 1.2 -1.3 -4.6 1.0 -7.2 3.0 -7.3 0.8 -2.0 -3.7 -0.2 -2.5 0.8 -2.6 -2.2 -9.0 -13.3 -10.0 4.6 20.0 18.3 20.0 20.0 CHF -6.1 -16.4 11.8 0.4 3.6 3.0 1.0 3.2 -0.7 9.4 9.4 7.8 8.2 -4.6 3.7 -15.5 -15.4 -15.2 -14.8 2.0 8.8 2.6 9.8 -0.6 -0.2 1.0 2.5 4.0 1.3 4.4 -0.2 -20.0 4.4 -0.2 -1.7 1.8 -20.0 -19.8 -20.0 -20.0 COCOA 9.3 0.9 -5.1 -2.0 0.6 -2.5 0.7 -2.1 -0.4 -4.0 -3.3 -3.7 2.7 1.6 -2.0 4.6 17.0 14.0 15.3 0.1 0.4 -3.2 5.1 -0.5 -20.0 0.7 -1.9 1.3 -1.7 4.8 -0.1 20.0 -15.3 2.1 5.6 8.5 7.2 6.5 11.5 9.4 COFFEE 20.0 20.0 -20.0 -4.6 1.4 -5.8 1.7 -5.0 -0.9 13.3 -2.7 18.6 8.0 17.9 5.4 10.1 7.9 9.0 8.4 20.0 4.4 20.0 9.6 20.0 -20.0 4.8 5.2 2.3 9.3 3.6 8.8 17.7 20.0 20.0 20.0 9.2 7.0 15.7 16.9 20.0 COPPER -15.5 -20.0 -5.0 1.6 1.3 2.3 0.6 1.9 0.5 2.8 -1.9 -0.8 0.0 -6.3 -5.3 -3.5 -5.4 -4.4 -5.1 -5.2 -1.6 -2.5 0.7 -5.9 -5.3 -0.6 0.0 0.5 -0.6 1.1 -1.2 1.1 -2.2 -13.4 -6.9 -6.3 8.6 6.6 8.2 7.3 CORN 7.3 -5.5 -8.4 -3.4 1.0 -4.2 1.2 -3.7 -0.6 6.4 -12.3 7.6 -13.0 -5.6 -10.4 -20.0 -18.4 -20.0 -20.0 -9.7 -11.4 2.3 -11.2 -3.2 6.9 -3.2 1.8 -4.1 1.3 -5.6 -1.1 -20.0 11.4 -7.8 4.3 0.6 -7.6 2.6 -4.6 6.1 COTTON2 2.3 2.7 0.7 -5.4 1.6 -6.8 2.0 -5.9 -1.0 -8.2 -19.4 -5.7 -20.0 -8.0 -14.8 -14.6 -12.4 -13.6 -13.2 -5.5 -10.5 -4.6 -19.7 -3.9 -16.4 -3.3 -3.6 -7.6 -4.4 -15.2 -2.9 -18.6 -14.5 -7.3 11.5 9.0 -8.0 -20.0 -0.9 -18.9 CRUDE_W -7.2 -0.0 9.6 1.0 0.4 2.3 -0.3 0.7 -1.0 7.8 -2.3 -4.5 -9.2 -10.8 0.1 7.8 7.6 7.5 7.0 -0.9 -1.9 3.3 -5.6 -1.0 1.1 -0.3 4.2 -1.1 2.7 -3.7 -0.1 -1.1 7.8 -0.6 0.8 -5.9 20.0 9.0 0.8 11.4 DAX 1.9 -5.3 8.0 5.0 2.5 3.9 3.3 2.9 4.2 -17.0 18.4 7.9 18.9 6.5 13.1 -5.2 -6.5 -5.0 -5.2 8.3 18.6 -5.6 20.0 1.5 -10.7 1.3 -7.7 5.0 -4.0 11.5 -0.7 -0.8 -15.5 -12.1 -9.6 -15.8 20.0 20.0 20.0 11.1 DOW 5.1 7.6 17.0 3.9 2.0 3.1 2.6 2.3 3.3 11.9 12.5 14.1 8.4 14.0 15.6 -7.7 -7.9 -7.3 -7.0 14.4 12.0 15.1 8.4 14.2 -12.0 4.8 5.3 3.1 6.2 2.0 5.5 -3.5 15.5 11.0 5.6 1.8 -20.0 -17.1 -20.0 -20.0 DX 0.1 18.3 -6.7 0.3 2.8 2.4 0.8 2.5 -0.6 -4.2 -8.5 -6.0 -7.8 -0.7 -2.6 5.8 6.0 6.1 5.9 -2.1 -6.7 -1.3 -7.6 -0.3 -20.0 -0.8 -1.9 -3.2 -0.7 -3.6 0.1 14.9 -3.0 -7.2 9.3 -7.8 20.0 10.0 20.0 13.1 EUR -1.4 -17.4 9.8 0.4 3.4 2.9 1.0 3.0 -0.7 0.9 10.2 5.4 9.3 2.0 6.2 -7.4 -7.6 -7.8 -7.6 3.8 9.1 0.6 9.6 0.6 10.4 2.0 1.5 4.9 0.3 5.1 0.1 -8.3 -1.3 5.3 0.0 3.9 -20.0 -13.7 -20.0 -15.0 EURIBOR-ICE 0.7 -6.5 -3.5 -0.6 4.7 -1.1 1.8 -2.2 -0.1 7.0 6.7 5.3 8.9 -2.0 -1.4 13.2 9.5 13.7 12.4 -0.1 1.6 4.5 4.5 1.2 7.0 -0.5 6.3 0.3 3.8 2.3 0.9 14.4 4.7 3.4 -0.2 0.3 20.0 19.7 20.0 20.0 EUROSTX 10.0 -0.9 1.8 4.7 2.4 3.7 3.2 2.8 4.0 -13.2 15.2 9.9 14.1 11.4 13.2 -1.4 -0.4 -1.3 -0.8 7.1 8.1 0.3 11.2 6.6 -6.3 1.6 -5.3 0.2 -0.7 1.7 2.5 8.4 -5.8 -3.1 -7.6 -19.4 20.0 18.8 20.0 10.6 FEEDCOW 14.7 20.0 16.2 -3.6 1.1 -4.6 1.3 -4.0 -0.7 11.6 16.3 14.9 16.0 15.7 16.0 18.4 3.4 13.8 8.8 20.0 20.0 20.0 20.0 20.0 -20.0 6.0 2.3 6.0 4.4 5.3 5.6 14.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -6.2 0.7 15.2 0.9 0.3 2.0 -0.3 0.6 -0.8 13.9 2.4 4.3 -2.3 -1.7 1.9 16.0 9.7 12.6 10.6 2.9 4.3 4.7 1.0 1.1 0.1 2.3 3.8 3.0 2.6 0.8 1.0 3.6 10.8 6.1 3.6 5.5 14.9 3.9 11.2 4.3 GASOLINE -1.9 -0.0 8.0 1.0 0.4 2.3 -0.3 0.7 -1.0 7.7 2.4 1.3 -3.1 -4.6 1.6 20.0 20.0 20.0 20.0 2.6 2.0 5.7 -0.2 3.2 -20.0 1.8 4.1 1.5 4.9 0.7 2.8 20.0 8.4 9.4 3.4 -6.1 20.0 15.5 20.0 20.0 GAS_US_mini -6.7 -18.1 -17.8 0.9 0.3 2.0 -0.3 0.6 -0.9 -0.7 -14.5 -10.7 -7.9 -15.7 -17.0 -20.0 -20.0 -20.0 -19.9 -20.0 -16.6 -7.1 -9.2 -16.2 20.0 -5.9 1.1 -4.2 -2.3 -1.8 -5.1 -20.0 -6.3 -3.4 -20.0 -20.0 -6.9 -20.0 -20.0 -20.0 GBP 7.9 -12.6 2.7 0.7 6.4 5.3 1.8 5.6 -1.3 6.6 16.7 11.9 16.3 3.6 1.7 -0.7 -0.4 -0.7 -0.6 4.0 11.6 5.1 16.1 3.4 1.3 2.7 4.4 6.5 3.6 9.5 2.6 3.9 -6.8 17.4 -1.7 2.4 7.0 -2.8 1.0 0.0 GOLD_micro 0.1 -8.4 8.3 3.8 3.1 5.7 1.5 4.7 1.3 14.9 12.8 8.3 14.4 2.4 4.1 -10.9 -11.1 -10.4 -10.2 5.0 14.1 13.6 20.0 5.6 -20.0 3.2 14.0 7.6 8.8 13.7 3.9 -8.1 18.9 16.1 -6.8 -20.0 -11.3 2.1 -14.8 -0.0 HEATOIL -7.4 0.0 16.8 1.0 0.4 2.1 -0.3 0.7 -0.9 4.5 6.8 -1.3 0.1 -5.4 6.9 8.8 8.0 7.9 7.7 3.7 6.5 3.3 3.3 0.6 -20.0 2.5 1.9 4.5 1.9 3.5 0.7 0.6 9.6 2.6 3.0 7.6 9.1 2.1 -8.1 -3.6 JGB-SGX-mini -8.1 -6.1 -5.8 -0.4 3.4 -0.8 1.3 -1.6 -0.1 -4.0 -4.8 -7.3 -5.3 -7.0 -7.1 20.0 14.9 19.5 16.4 -5.8 -5.4 -6.8 -6.0 -6.9 -5.9 -2.4 -1.5 -2.0 -2.8 -2.5 -2.9 20.0 -12.4 -5.8 -9.7 -6.4 -20.0 -20.0 -20.0 -20.0 JPY 3.2 -8.9 -6.8 0.4 3.5 2.9 1.0 3.1 -0.7 8.2 -1.9 7.9 -3.1 -1.7 -6.2 -10.1 -11.1 -10.1 -10.1 -4.6 -3.6 1.2 -2.6 -1.8 20.0 -2.4 2.4 -1.9 1.0 -1.4 -0.7 -13.4 1.2 4.6 -4.2 -12.9 -6.4 -8.9 -11.5 -7.7 LEANHOG 3.0 -6.1 14.6 -5.4 1.6 -6.8 2.0 -5.9 -1.0 20.0 15.7 19.6 16.8 10.5 10.5 20.0 20.0 20.0 20.0 11.1 17.0 20.0 17.7 13.0 4.8 2.8 15.5 4.7 12.0 6.4 5.7 20.0 20.0 20.0 1.6 20.0 20.0 12.5 20.0 20.0 LIVECOW 7.0 12.8 7.9 -3.5 1.1 -4.4 1.3 -3.8 -0.6 8.9 15.2 13.3 15.0 14.5 14.8 13.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.8 2.3 6.2 4.2 5.9 5.1 20.0 20.0 20.0 20.0 20.0 20.0 11.7 20.0 16.7 LUMBER-new -20.0 -7.1 4.5 -3.5 1.1 -4.4 1.3 -3.8 -0.7 -11.4 -4.2 -14.4 -2.1 -13.5 -4.7 -20.0 -20.0 -20.0 -20.0 -11.3 -3.5 -20.0 -1.9 -20.0 NaN -2.6 -6.8 -0.1 -7.8 0.5 -6.2 -20.0 -20.0 -20.0 -7.1 15.4 20.0 18.1 20.0 20.0 MXP -4.5 -7.5 20.0 0.7 6.8 5.7 2.0 6.0 -1.4 12.2 20.0 13.6 6.1 13.6 20.0 11.9 12.4 12.2 11.9 16.8 20.0 8.0 20.0 8.4 -20.0 8.1 4.8 11.9 4.4 9.4 4.4 20.0 11.1 9.5 20.0 20.0 9.2 9.6 3.7 11.7 NASDAQ_micro -3.7 1.7 20.0 3.8 1.9 3.0 2.6 2.3 3.2 9.0 15.3 6.2 13.1 7.5 14.5 -9.0 -8.3 -8.6 -8.0 17.3 20.0 4.3 17.6 7.8 -20.0 4.7 3.1 4.9 1.3 4.2 2.2 -4.6 -8.4 -3.3 8.5 13.7 -20.0 -12.1 -20.0 -20.0 NIKKEI 8.8 13.3 20.0 4.1 2.1 3.2 2.7 2.4 3.5 -4.8 15.4 7.0 11.2 10.4 14.3 14.1 10.6 13.7 11.8 20.0 19.9 6.9 12.6 17.6 -11.0 5.5 0.8 3.7 1.7 1.3 4.4 20.0 -1.2 20.0 20.0 17.0 4.6 20.0 20.0 20.0 NZD -7.0 -13.8 2.8 0.5 4.6 3.9 1.3 4.1 -0.9 1.2 6.6 -7.1 -1.5 -11.8 -9.1 -3.6 -2.4 -3.4 -3.0 -7.0 -0.9 -6.4 -0.0 -10.0 9.4 -3.2 1.0 -0.5 -4.0 -0.6 -5.4 0.0 -15.2 -13.6 -7.1 -5.4 20.0 10.8 20.0 17.2 OAT -9.3 -4.7 0.4 -0.7 5.2 -1.2 2.0 -2.5 -0.1 -7.6 1.5 -11.7 -3.1 -10.9 -9.0 15.8 8.5 15.7 12.7 -5.8 -3.4 -8.6 -3.2 -8.3 0.9 -3.4 -3.1 -1.7 -5.2 -1.0 -5.0 13.1 -17.2 -13.7 -8.2 -1.7 20.0 17.3 20.0 20.0 OATIES -13.3 -18.6 -0.5 -4.5 1.4 -5.7 1.6 -4.9 -0.8 -7.3 -7.7 -14.8 -3.8 -18.3 -15.3 -13.7 1.6 -2.7 1.2 -16.3 -8.1 -12.9 -4.0 -19.5 -20.0 -5.7 -0.8 -3.2 -4.5 -1.9 -6.6 6.6 -14.9 -20.0 -18.5 5.5 -20.0 -6.5 -20.0 -5.3 OJ -6.4 9.0 9.0 -1.7 0.5 -2.1 0.6 -1.8 -0.3 -1.0 -4.1 0.9 -4.2 -1.1 -0.3 3.6 7.8 4.3 5.3 -0.8 -2.6 0.9 -4.1 -0.6 -20.0 -0.6 -0.2 -1.3 0.4 -1.5 -0.3 15.0 -0.6 -6.9 10.3 4.1 -19.8 -8.0 -17.1 -6.7 PALLAD -20.0 -2.2 17.6 2.4 2.0 3.6 1.0 3.0 0.8 -2.6 3.0 -9.1 1.7 -8.7 0.3 -2.8 -2.9 -2.9 -2.9 -0.3 4.9 -5.9 3.8 -6.5 16.4 0.9 -0.4 3.0 -1.7 2.6 -1.6 5.2 -9.1 -16.6 -2.1 0.7 -16.9 -20.0 -20.0 -20.0 PLAT -9.7 -2.4 20.0 2.6 2.1 3.9 1.0 3.2 0.9 8.2 7.4 5.3 6.0 -4.8 6.1 -2.5 -3.4 -2.2 -2.6 6.3 13.3 0.8 12.2 -0.3 1.6 2.4 1.0 4.7 0.2 4.2 0.1 5.0 -2.4 -2.0 -7.9 19.0 13.4 3.5 -5.7 -3.4 REDWHEAT -5.1 -8.9 -6.7 -5.2 1.6 -6.5 1.9 -5.6 -1.0 -14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -19.8 -15.0 -18.4 -17.1 -20.0 -20.0 -15.0 -20.0 -17.8 5.6 -7.0 -6.7 -6.6 -8.7 -8.9 -8.7 -20.0 -20.0 -20.0 -4.8 6.9 -20.0 -20.0 -20.0 -20.0 RICE 3.9 -6.2 -3.9 -2.3 0.7 -2.9 0.8 -2.5 -0.4 -7.2 -9.1 -7.6 -8.9 -8.0 -8.1 -17.3 -6.3 -15.7 -13.4 -9.7 -9.7 -12.6 -9.6 -11.2 -1.9 -3.0 -3.7 -3.3 -4.5 -4.0 -3.7 -13.8 -20.0 -11.7 -8.8 -4.1 -20.0 -10.7 -20.0 -11.3 ROBUSTA 20.0 20.0 -20.0 -2.3 0.7 -2.9 0.8 -2.5 -0.4 7.9 -5.1 9.7 -1.4 8.9 -0.6 19.6 15.0 18.3 15.1 9.5 -5.8 20.0 -4.1 20.0 -20.0 1.3 3.8 -1.0 5.9 -0.5 4.6 20.0 20.0 20.0 20.0 -12.0 2.0 20.0 4.1 20.0 RUSSELL 8.0 9.2 19.4 3.6 1.8 2.8 2.4 2.1 3.0 12.8 9.5 13.1 2.9 12.0 13.5 -4.8 -5.4 -4.9 -4.9 13.6 9.1 18.1 3.2 15.6 7.2 4.6 5.7 2.5 6.3 0.6 5.5 0.4 18.9 20.0 12.0 6.0 -20.0 -16.9 -20.0 -20.0 SHATZ -3.2 -9.5 -7.1 -0.7 5.4 -1.2 2.0 -2.6 -0.2 3.1 -0.7 -2.6 4.8 -10.3 -11.9 -9.6 -15.0 -9.5 -10.2 -6.4 -3.5 -0.4 -0.4 -4.8 4.9 -3.8 1.4 -2.1 -0.2 -0.1 -2.8 -20.0 -1.4 -5.0 -7.2 -8.3 20.0 11.7 20.0 16.3 SILVER-mini -2.0 2.8 16.6 5.4 4.4 8.1 2.1 6.7 1.8 19.6 18.8 18.5 18.8 8.5 17.0 -7.2 -6.6 -6.9 -6.6 16.9 20.0 15.7 20.0 12.2 -9.7 7.0 8.1 8.7 5.9 7.5 4.7 -1.1 13.2 15.7 10.1 4.4 20.0 18.8 20.0 7.9 SMI 18.0 4.1 -3.4 4.6 2.3 3.6 3.1 2.7 3.9 9.3 3.9 14.8 4.3 13.1 3.9 -0.3 2.5 -0.0 1.2 5.5 0.3 14.0 2.8 13.5 8.4 2.5 3.3 -1.4 6.4 -0.6 6.5 12.7 20.0 18.0 -2.6 -20.0 20.0 20.0 20.0 17.3 SOFR 4.3 4.8 10.1 -0.9 7.1 -1.6 2.7 -3.4 -0.2 16.3 17.0 16.1 8.0 15.2 15.7 7.7 4.4 7.1 6.1 13.2 13.0 17.4 9.8 14.1 -16.2 6.0 10.0 5.3 8.7 3.7 7.0 4.4 20.0 20.0 18.0 12.7 1.9 -11.2 -20.0 -18.0 SOYBEAN 20.0 3.6 4.7 -3.3 1.0 -4.1 1.2 -3.6 -0.6 3.0 1.7 10.9 -9.1 9.0 2.9 -20.0 -8.0 -16.2 -12.2 4.1 -0.1 9.9 -4.9 9.7 -0.4 3.6 1.6 1.5 4.3 -1.8 4.9 -13.3 6.0 18.9 19.5 19.3 -7.0 0.8 -4.0 8.8 SOYMEAL 19.7 11.8 -1.8 -4.1 1.2 -5.1 1.5 -4.5 -0.8 -15.0 -12.9 4.9 -16.6 7.8 -4.5 -15.8 -14.0 -17.6 -17.0 -3.4 -11.7 -2.2 -17.4 2.6 -12.6 -0.6 -5.4 -4.9 -0.9 -8.0 1.9 -20.0 -20.0 19.8 14.8 -0.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -16.2 -6.5 9.5 -2.8 0.8 -3.5 1.0 -3.0 -0.5 -3.4 8.5 -2.7 8.2 -4.1 4.9 -2.8 -2.1 -1.9 -2.1 2.6 7.5 -2.8 7.4 -1.6 -8.3 1.5 -2.9 3.6 -1.1 2.8 -0.7 0.9 -0.7 -14.3 8.2 20.0 -15.5 -6.4 -17.7 -5.9 SP400 1.7 4.7 14.2 3.7 1.9 3.0 2.5 2.2 3.2 13.2 8.6 12.6 3.6 10.9 13.6 -5.6 -5.8 -5.5 -5.4 9.9 7.4 14.1 3.2 10.7 -2.4 4.0 6.8 1.7 6.8 -0.2 5.1 -0.4 15.6 6.5 2.7 -1.2 -20.0 -15.6 -20.0 -20.0 SP500_micro 1.3 9.1 20.0 4.7 2.4 3.8 3.2 2.8 4.0 16.6 19.5 17.2 16.8 17.3 19.8 -9.7 -9.1 -9.0 -8.5 20.0 20.0 13.4 20.0 16.7 -20.0 6.3 5.0 5.2 4.2 3.7 4.7 -5.7 3.9 4.3 15.0 14.7 -20.0 -11.7 -20.0 -20.0 SUGAR11 8.6 1.0 -11.1 -4.3 1.3 -5.4 1.6 -4.7 -0.8 1.9 -13.5 1.1 -14.3 4.2 -9.6 -11.6 8.2 -9.4 -2.0 -5.7 -12.2 1.1 -13.7 0.1 -20.0 -2.9 0.7 -5.7 0.8 -5.7 0.3 10.5 -11.7 1.0 13.6 -5.3 -20.0 -20.0 -20.0 -20.0 US10 3.8 5.8 6.5 -0.6 4.9 -1.1 1.9 -2.4 -0.1 11.1 7.1 9.9 -0.7 9.3 8.9 1.1 -1.3 0.7 0.2 5.9 4.3 8.4 1.3 6.8 -2.2 3.6 6.1 2.7 4.9 1.4 4.2 -5.4 8.2 13.5 9.7 5.8 -6.2 -16.1 -20.0 -18.6 US10U 3.0 6.4 5.1 -1.0 7.7 -1.7 2.9 -3.7 -0.2 17.1 5.2 13.2 -5.0 13.5 12.4 -1.9 -2.2 -1.7 -1.8 7.2 3.9 10.4 -1.3 8.6 -7.8 5.2 9.3 3.5 6.9 0.8 5.9 -8.0 8.8 15.6 13.4 7.3 5.3 -11.7 -20.0 -16.8 US2 4.9 3.8 1.8 -0.5 4.0 -0.9 1.5 -1.9 -0.1 6.0 1.8 6.6 -2.8 6.2 2.0 -17.1 -17.4 -16.0 -15.5 2.6 1.4 4.5 -0.2 3.8 13.8 2.1 2.7 1.5 2.9 1.1 2.8 -20.0 2.1 14.6 5.5 0.8 -0.9 -7.2 -20.0 -13.3 US20 -0.5 6.4 3.3 -0.6 5.1 -1.2 2.0 -2.5 -0.1 8.3 -2.9 -1.4 -7.8 4.9 5.7 4.3 2.1 3.8 3.2 2.1 -0.5 2.0 -4.1 2.1 -6.4 2.2 3.4 0.8 1.6 -1.4 1.8 -0.2 -1.2 3.2 6.7 2.7 20.0 6.6 -20.0 -4.3 US30 -1.6 4.8 0.9 -0.8 6.6 -1.5 2.5 -3.2 -0.2 7.3 -7.5 -8.1 -12.5 1.7 2.4 -1.5 -2.4 -1.2 -1.7 -0.3 -3.9 -0.7 -8.9 -0.3 -4.9 0.9 2.1 -1.0 -0.3 -3.8 0.3 -8.0 -5.4 -0.8 5.2 0.4 20.0 3.5 -15.9 -6.3 US5 4.6 4.5 5.9 -0.6 4.9 -1.1 1.9 -2.3 -0.1 10.5 8.3 10.0 0.4 9.2 7.6 -4.3 -4.4 -3.7 -3.4 5.9 4.8 8.7 2.3 7.0 2.5 3.6 5.7 3.0 5.1 2.1 4.3 -11.0 8.5 15.5 9.4 5.2 -6.3 -10.1 -20.0 -15.0 VIX -8.7 -10.4 -6.2 -6.3 -7.2 -0.7 -9.2 3.0 -8.9 -18.8 -8.5 -20.0 -3.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.7 -5.6 -17.8 1.4 -17.9 NaN -7.1 -8.4 -1.0 -10.7 3.4 -10.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.9 -13.3 -4.0 -4.3 1.3 -5.4 1.6 -4.7 -0.8 7.8 -17.7 -6.2 -18.5 -15.5 -17.2 -19.6 -18.1 -18.7 -18.4 -16.3 -16.1 -4.1 -16.9 -12.0 10.0 -4.6 0.3 -3.7 -1.8 -5.1 -4.5 -20.0 -1.9 -17.5 -5.4 9.5 -20.0 -16.7 -20.0 -17.5 End of report for caleb_strategy_v3