******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250829_204403 produced at 2025-08-29 21:39:09.874109 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -13.40 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.17 -0.27 0.0 999.00 -999.00 -0.17 -0.20 -24.65 999999999.0 -16 -18 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.08 0.0 0.12 -0.12 -0.05 -0.06 -17.04 26.0 -11 -13 caleb_strategy_v3 CHF False False 0.08 0.00 -0.06 0.0 1.10 -1.10 0.00 0.00 -0.67 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.44 11.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -9.06 59.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.07 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 -4.14 18.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.65 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.04 0.0 0.00 -0.04 -0.04 -0.04 -2.69 4.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.11 -0.11 -0.03 -0.03 -2.08 8.0 -2 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.44 999999999.0 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 -1.83 3.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.14 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.00 -0.02 0.0 0.58 -0.58 0.00 0.00 -0.90 23.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.58 9.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.59 12.0 -3 -3 caleb_strategy_v3 CAD False False 0.04 0.00 -0.02 0.0 1.14 -1.14 0.00 0.00 -0.41 29.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.17 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 -0.36 3.0 -1 -1 caleb_strategy_v3 DX False False 0.05 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.10 999999999.0 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 False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.16 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.05 -1.05 -0.04 -0.06 -0.57 56.0 -2 -3 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.78 -0.78 0.00 0.00 -0.30 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 -0.03 13.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.00 0.0 1.03 -1.03 0.00 0.00 0.03 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 0.11 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 -0.25 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 -0.07 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 -0.05 3.0 0 0 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 CANOLA False False 0.01 0.01 -0.00 0.0 0.26 -0.26 0.01 0.00 -0.48 51.0 1 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.00 0.0 1.09 -1.09 0.04 0.00 0.06 26.0 1 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.02 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.81 -0.81 0.00 0.00 -0.18 66.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 -0.00 0.0 1.11 -1.11 0.00 -0.08 -0.03 14.0 0 -1 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 US5 False False 0.06 0.12 0.01 0.0 1.48 -1.48 0.12 0.12 0.21 25.0 2 2 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.42 -1.42 0.00 0.00 0.08 19.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.01 0.0 0.47 -0.47 0.08 0.00 0.18 6.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.32 23.0 0 0 caleb_strategy_v3 DAX False False 0.02 0.00 0.02 0.0 0.88 -0.88 0.00 0.00 1.37 58.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.07 0.02 0.0 0.37 -0.37 0.07 0.04 0.48 10.0 2 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.67 -0.67 0.00 0.00 0.62 21.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.40 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.03 0.0 0.43 -0.43 0.03 0.03 4.25 68.0 4 4 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.31 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 0.95 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.65 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.03 0.0 0.14 -0.14 0.00 0.00 0.89 4.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.03 0.0 0.68 -0.68 0.27 0.24 0.98 20.0 8 7 caleb_strategy_v3 OAT False False 0.08 0.23 0.05 0.0 0.77 -0.77 0.23 0.23 0.61 10.0 3 3 caleb_strategy_v3 BTP False True 0.08 0.08 0.06 0.0 0.08 0.00 0.08 0.08 0.75 10.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.06 0.0 999.00 -999.00 0.06 0.11 1.16 999999999.0 1 2 caleb_strategy_v3 GBP False False 0.05 0.05 0.07 0.0 1.00 -1.00 0.05 0.05 1.46 22.0 1 1 caleb_strategy_v3 AUD False False 0.04 0.00 0.09 0.0 0.67 -0.67 0.00 0.04 2.47 19.0 0 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.36 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 1.12 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.11 0.0 0.89 -0.89 0.00 0.00 2.02 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.11 0.16 0.0 0.25 -0.25 0.11 0.13 8.55 13.0 6 7 caleb_strategy_v3 NIKKEI False False 0.02 0.28 0.24 0.0 0.56 -0.56 0.28 0.23 15.52 36.0 18 15 caleb_strategy_v3 MXP False False 0.01 0.36 0.50 0.0 0.87 -0.87 0.36 0.36 34.26 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 0.88 0.0 0.00 0.00 0.00 0.00 6.74 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.67 0.0 1.54 -1.54 0.00 0.00 10.82 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.2 Shocked risk 59.3 Sum abs risk 52.7 Leverage 6.03 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1849584.2200000002, 'annual_cash_vol_target': 462396.05500000005, 'daily_cash_vol_target': 28899.753437500003} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6546 0.5638 9.0206 BITCOIN 2322.7679 108790.0000 2.1351 34.1615 BOBL 0.2075 118.1200 0.1757 2.8110 BTP 0.4784 120.3100 0.3976 6.3624 BUND 0.4318 128.5100 0.3360 5.3762 BUXL 1.0184 113.2400 0.8994 14.3900 CAC 66.2396 7725.0000 0.8575 13.7195 CAD 0.0027 0.7288 0.3666 5.8653 CANOLA 9.0383 639.3000 1.4138 22.6204 CHF 0.0058 1.2524 0.4628 7.4054 COCOA 177.9167 7750.0000 2.2957 36.7312 COFFEE 6.2507 384.0000 1.6278 26.0447 COPPER 0.1146 4.5795 2.5022 40.0351 CORN 5.2114 420.0000 1.2408 19.8531 COTTON2 0.7651 66.5300 1.1500 18.3992 CRUDE_W 0.9678 62.9700 1.5369 24.5905 DAX 157.2641 23967.0000 0.6562 10.4987 DOW 285.3343 45575.0000 0.6261 10.0172 DX 0.4417 97.3300 0.4538 7.2612 EUR 0.0059 1.1710 0.5069 8.1105 EURIBOR-ICE 0.0380 97.8850 0.0388 0.6210 EUROSTX 43.1965 5362.0000 0.8056 12.8897 FEEDCOW 2.9860 358.3250 0.8333 13.3330 GASOIL 10.5946 660.0000 1.6052 25.6839 GASOLINE 0.0306 1.8701 1.6387 26.2186 GAS_US_mini 0.0989 3.3500 2.9537 47.2596 GBP 0.0063 1.3513 0.4625 7.4007 GOLD_micro 24.4837 3481.9000 0.7032 11.2507 HEATOIL 0.0365 2.2453 1.6271 26.0336 JGB-SGX-mini 0.2519 137.5800 0.1831 2.9298 JPY 0.0000 0.0068 0.6165 9.8632 LEANHOG 1.0288 87.4750 1.1762 18.8184 LIVECOW 1.9599 241.0750 0.8130 13.0075 LUMBER-new 9.0576 591.0000 1.5326 24.5214 MXP 0.0003 0.0535 0.5643 9.0280 NASDAQ_micro 183.3733 23459.2500 0.7817 12.5067 NIKKEI 427.4342 42090.0000 1.0155 16.2484 NZD 0.0036 0.5904 0.6022 9.6349 OAT 0.4446 121.9200 0.3646 5.8340 OATIES 4.7491 335.2500 1.4166 22.6653 OJ 7.8866 245.0500 3.2183 51.4936 PALLAD 25.7969 1124.0000 2.2951 36.7216 PLAT 22.5456 1372.1000 1.6431 26.2903 REDWHEAT 7.3654 519.2500 1.4185 22.6954 RICE 0.1847 12.2150 1.5118 24.1890 ROBUSTA 84.7018 4812.0000 1.7602 28.1635 RUSSELL 26.0288 2363.9000 1.1011 17.6175 SHATZ 0.0615 107.1650 0.0574 0.9185 SILVER-mini 0.4799 40.7250 1.1784 18.8537 SMI 75.6248 12186.0000 0.6206 9.9294 SOFR 0.0522 96.8800 0.0538 0.8614 SOYBEAN 10.1325 1053.0000 0.9622 15.3959 SOYMEAL 3.4378 288.7000 1.1908 19.0528 SOYOIL 0.8470 52.1000 1.6258 26.0127 SP400 29.0056 3248.2000 0.8930 14.2876 SP500_micro 38.9825 6470.0000 0.6025 9.6402 SUGAR11 0.2211 16.9800 1.3022 20.8359 US10 0.3515 112.5000 0.3125 4.9993 US10U 0.4396 114.4062 0.3843 6.1486 US2 0.0991 104.2734 0.0950 1.5205 US20 0.6691 114.2500 0.5857 9.3709 US30 0.9348 116.5625 0.8020 12.8317 US5 0.2324 109.4609 0.2123 3.3973 VIX 0.4705 20.1500 2.3352 37.3630 WHEAT 7.1172 533.7500 1.3334 21.3349 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.55 0.56 369.03 1.00 369.03 28899.75 78.31 12.12 94.88 BITCOIN 108.79 2.14 232.28 1.00 232.28 28899.75 124.42 -6.72 -83.59 BOBL 1181.20 0.18 207.53 1.16 241.57 28899.75 119.63 0.65 7.80 BTP 1203.10 0.40 478.41 1.16 556.89 28899.75 51.89 4.23 21.96 BUND 1285.10 0.34 431.81 1.16 502.65 28899.75 57.50 5.37 30.89 BUXL 1132.40 0.90 1018.45 1.16 1185.53 28899.75 24.38 -6.29 -15.34 CAC 772.50 0.86 662.40 1.16 771.07 28899.75 37.48 3.12 11.69 CAD 728.85 0.37 267.18 1.00 267.18 28899.75 108.16 -1.46 -15.85 CANOLA 127.86 1.41 180.77 0.73 131.18 28899.75 220.31 -0.90 -19.81 CHF 1565.50 0.46 724.57 1.00 724.57 28899.75 39.89 -6.49 -25.89 COCOA 775.00 2.30 1779.17 1.00 1779.17 28899.75 16.24 1.61 2.61 COFFEE 1440.00 1.63 2344.03 1.00 2344.03 28899.75 12.33 11.00 13.56 COPPER 1144.88 2.50 2864.70 1.00 2864.70 28899.75 10.09 -3.99 -4.02 CORN 210.00 1.24 260.57 1.00 260.57 28899.75 110.91 -5.88 -65.23 COTTON2 332.65 1.15 382.53 1.00 382.53 28899.75 75.55 -18.66 -141.00 CRUDE_W 629.70 1.54 967.79 1.00 967.79 28899.75 29.86 2.93 8.76 DAX 239.67 0.66 157.26 1.16 183.06 28899.75 157.87 2.53 40.02 DOW 227.88 0.63 142.67 1.00 142.67 28899.75 202.57 -0.39 -7.86 DX 973.30 0.45 441.71 1.00 441.71 28899.75 65.43 -0.60 -3.93 EUR 1463.81 0.51 742.02 1.00 742.02 28899.75 38.95 -0.32 -1.23 EURIBOR-ICE 2447.12 0.04 94.97 1.16 110.56 28899.75 261.40 12.11 316.69 EUROSTX 536.20 0.81 431.96 1.16 502.83 28899.75 57.47 4.98 28.62 FEEDCOW 1791.62 0.83 1492.98 1.00 1492.98 28899.75 19.36 17.46 33.80 GASOIL 660.00 1.61 1059.46 1.00 1059.46 28899.75 27.28 7.50 20.47 GASOLINE 785.44 1.64 1287.07 1.00 1287.07 28899.75 22.45 6.70 15.04 GAS_US_mini 83.75 2.95 247.37 1.00 247.37 28899.75 116.83 -13.45 -157.14 GBP 844.56 0.46 390.65 1.00 390.65 28899.75 73.98 7.62 56.36 GOLD_micro 348.19 0.70 244.84 1.00 244.84 28899.75 118.04 -1.41 -16.65 HEATOIL 943.03 1.63 1534.40 1.00 1534.40 28899.75 18.83 -0.56 -1.06 JGB-SGX-mini 137580.00 0.18 25192.98 0.01 171.31 28899.75 168.70 -7.33 -123.61 JPY 851.81 0.62 525.10 1.00 525.10 28899.75 55.04 -2.09 -11.49 LEANHOG 349.90 1.18 411.54 1.00 411.54 28899.75 70.22 20.00 140.45 LIVECOW 964.30 0.81 783.94 1.00 783.94 28899.75 36.86 16.55 61.00 LUMBER-new 162.52 1.53 249.08 1.00 249.08 28899.75 116.02 -6.46 -74.92 MXP 267.65 0.56 151.02 1.00 151.02 28899.75 191.36 12.18 233.09 NASDAQ_micro 469.18 0.78 366.75 1.00 366.75 28899.75 78.80 -4.92 -38.74 NIKKEI 42090.00 1.02 42743.42 0.01 290.65 28899.75 99.43 14.39 143.11 NZD 590.35 0.60 355.50 1.00 355.50 28899.75 81.29 2.92 23.74 OAT 1219.20 0.36 444.55 1.16 517.49 28899.75 55.85 3.18 17.75 OATIES 167.62 1.42 237.45 1.00 237.45 28899.75 121.71 -17.10 -208.06 OJ 367.58 3.22 1182.98 1.00 1182.98 28899.75 24.43 -6.06 -14.81 PALLAD 1124.00 2.30 2579.69 1.00 2579.69 28899.75 11.20 -1.82 -2.04 PLAT 686.05 1.64 1127.28 1.00 1127.28 28899.75 25.64 5.52 14.16 REDWHEAT 259.62 1.42 368.27 1.00 368.27 28899.75 78.47 -19.99 -156.85 RICE 244.30 1.51 369.34 1.00 369.34 28899.75 78.25 -14.12 -110.51 ROBUSTA 481.20 1.76 847.02 1.00 847.02 28899.75 34.12 7.17 24.47 RUSSELL 118.20 1.10 130.14 1.00 130.14 28899.75 222.06 5.77 128.22 SHATZ 1071.65 0.06 61.52 1.16 71.61 28899.75 403.55 -1.59 -64.26 SILVER-mini 1018.12 1.18 1199.71 1.00 1199.71 28899.75 24.09 14.10 33.96 SMI 1218.60 0.62 756.25 1.25 943.48 28899.75 30.63 12.95 39.67 SOFR 2422.00 0.05 130.40 1.00 130.40 28899.75 221.62 4.99 110.67 SOYBEAN 526.50 0.96 506.62 1.00 506.62 28899.75 57.04 2.01 11.47 SOYMEAL 288.70 1.19 343.78 1.00 343.78 28899.75 84.06 -14.89 -125.13 SOYOIL 312.60 1.63 508.22 1.00 508.22 28899.75 56.86 -4.64 -26.38 SP400 3248.20 0.89 2900.56 1.00 2900.56 28899.75 9.96 -0.13 -0.13 SP500_micro 323.50 0.60 194.91 1.00 194.91 28899.75 148.27 -0.41 -6.01 SUGAR11 190.18 1.30 247.66 1.00 247.66 28899.75 116.69 -14.56 -169.88 US10 1125.00 0.31 351.51 1.00 351.51 28899.75 82.22 0.31 2.56 US10U 1144.06 0.38 439.65 1.00 439.65 28899.75 65.73 -0.35 -2.31 US2 2085.47 0.10 198.19 1.00 198.19 28899.75 145.82 -0.76 -11.11 US20 1142.50 0.59 669.14 1.00 669.14 28899.75 43.19 -0.45 -1.92 US30 1165.62 0.80 934.81 1.00 934.81 28899.75 30.92 -4.77 -14.73 US5 1094.61 0.21 232.42 1.00 232.42 28899.75 124.34 1.31 16.31 VIX 201.50 2.34 470.54 1.00 470.54 28899.75 61.42 -16.24 -99.72 WHEAT 266.88 1.33 355.86 1.00 355.86 28899.75 81.21 -14.62 -118.77 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 94.878 0.010 2.5 2.465 BITCOIN -83.592 0.043 2.5 -9.065 BOBL 7.802 0.004 2.5 0.079 BTP 21.955 0.014 2.5 0.750 BUND 30.889 0.004 2.5 0.314 BUXL -15.340 0.004 2.5 -0.156 CAC 11.693 0.014 2.5 0.399 CAD -15.845 0.010 2.5 -0.412 CANOLA -19.806 0.010 2.5 -0.483 CHF -25.889 0.010 2.5 -0.673 COCOA 2.612 0.010 2.5 0.064 COFFEE 13.559 0.005 2.5 0.180 COPPER -4.025 0.043 2.5 -0.436 CORN -65.229 0.010 2.5 -1.589 COTTON2 -141.004 0.010 2.5 -3.435 CRUDE_W 8.759 0.043 2.5 0.950 DAX 40.019 0.014 2.5 1.367 DOW -7.864 0.009 2.5 -0.183 DX -3.929 0.010 2.5 -0.102 EUR -1.229 0.010 2.5 -0.032 EURIBOR-ICE 316.687 0.014 2.5 10.817 EUROSTX 28.615 0.014 2.5 0.977 FEEDCOW 33.804 0.013 2.5 1.122 GASOIL 20.467 0.017 2.5 0.888 GASOLINE 15.044 0.017 2.5 0.653 GAS_US_mini -157.137 0.043 2.5 -17.040 GBP 56.356 0.010 2.5 1.464 GOLD_micro -16.652 0.014 2.5 -0.569 HEATOIL -1.061 0.017 2.5 -0.046 JGB-SGX-mini -123.611 0.043 2.5 -13.404 JPY -11.494 0.010 2.5 -0.299 LEANHOG 140.449 0.024 2.5 8.548 LIVECOW 61.004 0.013 2.5 2.024 LUMBER-new -74.922 0.010 2.5 -1.825 MXP 233.088 0.059 2.5 34.259 NASDAQ_micro -38.739 0.009 2.5 -0.902 NIKKEI 143.113 0.043 2.5 15.519 NZD 23.742 0.010 2.5 0.617 OAT 17.749 0.014 2.5 0.606 OATIES -208.060 0.010 2.5 -5.069 OJ -14.810 0.010 2.5 -0.361 PALLAD -2.043 0.014 2.5 -0.070 PLAT 14.164 0.014 2.5 0.484 REDWHEAT -156.850 0.005 2.5 -2.084 RICE -110.513 0.010 2.5 -2.692 ROBUSTA 24.465 0.005 2.5 0.325 RUSSELL 128.224 0.013 2.5 4.255 SHATZ -64.259 0.004 2.5 -0.653 SILVER-mini 33.961 0.014 2.5 1.160 SMI 39.675 0.014 2.5 1.355 SOFR 110.667 0.024 2.5 6.735 SOYBEAN 11.474 0.004 2.5 0.107 SOYMEAL -125.132 0.004 2.5 -1.165 SOYOIL -26.377 0.004 2.5 -0.246 SP400 -0.129 0.013 2.5 -0.004 SP500_micro -6.007 0.009 2.5 -0.140 SUGAR11 -169.879 0.010 2.5 -4.139 US10 2.559 0.005 2.5 0.032 US10U -2.314 0.005 2.5 -0.029 US2 -11.113 0.005 2.5 -0.141 US20 -1.923 0.005 2.5 -0.024 US30 -14.733 0.005 2.5 -0.187 US5 16.307 0.005 2.5 0.207 VIX -99.719 0.099 2.5 -24.649 WHEAT -118.768 0.005 2.5 -1.578 ===================== Position diags ===================== AUD 2.03 BITCOIN 13.49 BOBL 1.21 BTP 1.77 BUND 0.58 BUXL 0.25 CAC 1.28 CAD 2.81 CANOLA 5.37 CHF 1.04 COCOA 0.40 COFFEE 0.16 COPPER 1.09 CORN 2.70 COTTON2 1.84 CRUDE_W 3.24 DAX 5.39 DOW 4.71 DX 1.70 EUR 1.01 EURIBOR-ICE 8.93 EUROSTX 1.96 FEEDCOW 0.64 GASOIL 1.18 GASOLINE 0.97 GAS_US_mini 12.67 GBP 1.92 GOLD_micro 4.03 HEATOIL 0.82 JGB-SGX-mini 18.29 JPY 1.43 LEANHOG 4.27 LIVECOW 1.22 LUMBER-new 2.83 MXP 28.13 NASDAQ_micro 1.83 NIKKEI 10.78 NZD 2.11 OAT 1.91 OATIES 2.97 OJ 0.60 PALLAD 0.38 PLAT 0.88 REDWHEAT 1.04 RICE 1.91 ROBUSTA 0.45 RUSSELL 7.37 SHATZ 4.10 SILVER-mini 0.82 SMI 1.05 SOFR 13.49 SOYBEAN 0.53 SOYMEAL 0.78 SOYOIL 0.53 SP400 0.33 SP500_micro 3.45 SUGAR11 2.84 US10 1.04 US10U 0.83 US2 1.85 US20 0.55 US30 0.39 US5 1.58 VIX 15.18 WHEAT 1.08 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.7 0.0 0 BITCOIN -9.1 -10.4 -7.7 0.0 0 BOBL 0.1 -0.0 0.2 0.0 0 BTP 0.7 0.6 0.9 1.0 1 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.4 0.3 0.5 0.0 0 CAD -0.4 -0.7 -0.1 0.0 0 CANOLA -0.5 -1.0 0.1 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 -0.4 -0.5 -0.3 0.0 0 CORN -1.6 -1.9 -1.3 -3.0 -3 COTTON2 -3.4 -3.6 -3.3 -4.0 -4 CRUDE_W 0.9 0.6 1.3 0.0 0 DAX 1.4 0.8 1.9 0.0 0 DOW -0.2 -0.7 0.3 0.0 0 DX -0.1 -0.3 0.1 0.0 0 EUR -0.0 -0.1 0.1 0.0 0 EURIBOR-ICE 10.8 9.9 11.7 0.0 0 EUROSTX 1.0 0.8 1.2 8.0 8 FEEDCOW 1.1 1.1 1.2 4.0 4 GASOIL 0.9 0.8 1.0 0.0 0 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini -17.0 -18.3 -15.8 -11.0 -11 GBP 1.5 1.3 1.7 1.0 1 GOLD_micro -0.6 -1.0 -0.2 -2.0 -2 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -13.4 -15.2 -11.6 0.0 0 JPY -0.3 -0.4 -0.2 0.0 0 LEANHOG 8.5 8.1 9.0 6.0 6 LIVECOW 2.0 1.9 2.1 0.0 0 LUMBER-new -1.8 -2.1 -1.5 0.0 0 MXP 34.3 31.4 37.1 25.0 25 NASDAQ_micro -0.9 -1.1 -0.7 0.0 0 NIKKEI 15.5 14.4 16.6 18.0 18 NZD 0.6 0.4 0.8 0.0 0 OAT 0.6 0.4 0.8 3.0 3 OATIES -5.1 -5.4 -4.8 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT 0.5 0.4 0.6 2.0 2 REDWHEAT -2.1 -2.2 -2.0 -2.0 -2 RICE -2.7 -2.9 -2.5 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 4.3 3.5 5.0 4.0 4 SHATZ -0.7 -1.1 -0.2 NaN 0 SILVER-mini 1.2 1.1 1.2 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR 6.7 5.4 8.1 NaN 0 SOYBEAN 0.1 0.1 0.2 0.0 0 SOYMEAL -1.2 -1.2 -1.1 -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 -0.5 0.2 0.0 0 SUGAR11 -4.1 -4.4 -3.9 -3.0 -3 US10 0.0 -0.1 0.1 0.0 0 US10U -0.0 -0.1 0.1 0.0 0 US2 -0.1 -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 0.4 2.0 2 VIX -24.6 -26.2 -23.1 -16.0 -16 WHEAT -1.6 -1.7 -1.5 -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 0.2 0.4 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.0 0.0 1.8 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.2 0.0 0.1 0.1 0.2 0.0 0.3 0.0 -0.2 0.5 -0.2 0.7 -0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.0 0.2 -0.2 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.5 -0.6 0.0 -0.2 0.4 -0.1 -0.3 -0.2 BOBL -0.0 -0.1 -0.1 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 0.3 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -1.0 0.1 0.0 -0.1 -0.1 0.7 0.6 0.7 0.7 BTP -0.3 -0.2 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 0.3 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 0.3 -0.0 0.7 -0.2 -0.2 -0.0 0.4 0.7 0.6 0.7 0.7 BUND -0.1 -0.0 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.0 -0.0 -0.2 -0.1 -0.1 0.3 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 0.1 -0.1 -0.1 -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 0.1 0.0 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 -0.0 0.2 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.4 -0.5 -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 0.2 0.0 0.2 -0.0 0.2 0.3 0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.0 -0.1 2.2 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.4 0.2 -0.2 -0.1 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.3 -0.5 -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 0.2 0.1 -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 -0.3 0.0 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 -0.0 0.2 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.3 0.2 0.5 0.6 0.7 COPPER -0.4 -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 -0.3 -0.2 -0.2 0.3 0.2 0.3 0.2 CORN 0.3 -0.1 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.3 0.1 -0.5 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.3 -0.0 0.9 -0.0 0.1 -0.1 0.1 -0.2 0.0 -1.1 0.4 -0.2 0.1 0.0 -0.2 0.1 -0.1 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 -0.1 -2.2 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -1.0 -0.4 -0.3 0.3 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 0.0 -0.2 0.2 0.1 -0.0 0.1 0.0 0.1 0.0 -0.2 0.5 0.0 0.7 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.1 0.5 -0.0 -1.5 0.0 -0.1 0.1 -0.1 0.4 -0.0 -0.0 -0.5 -0.4 -0.3 -0.5 0.7 0.7 0.7 0.4 DOW 0.2 0.2 0.6 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 0.5 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 -0.1 -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 -0.3 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 -0.1 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 0.1 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 0.2 0.0 0.0 0.7 0.7 0.7 0.7 EUROSTX 0.3 -0.0 0.0 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 0.0 -0.8 0.0 -0.1 0.0 -0.0 0.1 0.0 0.4 -0.3 -0.1 -0.2 -0.6 0.7 0.6 0.7 0.4 FEEDCOW 0.5 0.6 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 0.4 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 0.1 -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 0.2 0.2 0.1 0.2 0.5 0.1 0.4 0.1 GASOLINE -0.0 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 -0.1 -0.0 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 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.1 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.2 -0.4 0.1 0.0 0.1 0.1 0.0 0.2 -0.0 0.1 0.5 0.1 0.6 0.1 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 0.4 0.0 0.2 -0.3 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 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.2 0.5 0.1 -2.7 0.0 0.2 0.2 0.1 0.4 0.1 -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 -0.0 -0.2 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -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 -0.0 -0.0 0.0 -0.1 -0.0 2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.7 -0.0 0.1 -0.1 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.2 -0.1 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 0.2 0.6 0.0 0.1 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.2 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 0.2 0.6 0.2 0.2 0.2 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 0.1 -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 -0.2 -0.1 -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 -0.4 0.5 0.8 0.7 0.8 0.8 MXP -0.2 -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 0.2 0.3 0.6 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.2 -0.0 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 0.2 0.0 -0.2 -0.2 -0.1 0.2 0.4 -0.7 -0.4 -0.7 -0.7 NIKKEI 0.2 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 0.1 0.3 0.2 0.3 0.2 0.2 0.2 0.0 0.3 0.1 -1.5 0.1 -0.0 0.1 0.0 0.0 0.0 1.1 -0.3 0.4 0.6 0.5 0.2 0.7 0.7 0.7 NZD -0.2 -0.4 0.1 0.0 0.0 0.1 0.0 0.2 -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 -0.0 -0.0 -0.1 1.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.3 -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 -0.3 -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 0.0 -0.2 -0.1 -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 0.3 -0.3 -0.6 -0.6 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.1 0.2 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 -0.6 -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 -0.0 0.1 -0.1 2.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.2 -0.6 -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 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.2 0.0 0.3 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.3 -0.0 -0.1 -0.3 0.6 0.5 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 -0.0 -0.2 -0.1 -0.3 -0.1 -1.1 -0.4 -0.6 -0.2 0.2 -0.7 -0.7 -0.7 -0.7 RICE 0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -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 -0.0 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 0.2 0.1 0.1 0.1 0.2 1.0 0.0 0.0 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 -0.0 0.7 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.1 -0.1 -0.2 -0.3 0.7 0.4 0.7 0.6 SILVER-mini -0.0 0.1 0.6 0.1 0.1 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 0.2 0.5 0.2 -1.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.5 0.6 0.4 0.2 0.7 0.6 0.7 0.3 SMI 0.6 0.2 -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 0.4 -0.0 -0.6 0.7 0.7 0.7 0.6 SOFR 0.2 0.2 0.3 -0.0 0.0 -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 0.2 0.1 0.2 0.3 0.2 -2.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 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 0.1 0.1 0.1 -0.3 0.1 0.0 -0.4 -0.2 -0.3 -0.2 0.1 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 0.0 -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 -0.4 0.5 0.5 -0.0 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.5 -0.3 0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 -0.0 0.3 -0.1 0.0 -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 -0.1 -0.5 0.2 0.6 -0.5 -0.2 -0.6 -0.2 SP400 0.1 0.1 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 0.0 0.0 0.1 -0.0 0.1 -0.0 0.5 0.2 0.1 -0.0 -0.7 -0.5 -0.7 -0.7 SP500_micro 0.0 0.2 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 0.0 -0.3 0.1 0.2 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 -0.1 -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 0.5 -0.2 -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 0.0 0.1 0.1 0.1 0.0 -0.3 0.2 0.4 0.4 0.2 -0.2 -0.5 -0.7 -0.6 US10U 0.1 0.2 0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.1 0.1 -0.2 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 -0.0 0.1 -1.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.2 0.4 0.5 0.3 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 0.1 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 1.9 0.0 0.0 0.0 0.0 0.0 0.0 -1.1 0.1 0.4 0.2 0.0 -0.0 -0.2 -0.7 -0.5 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 0.1 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 0.0 0.2 0.1 0.7 0.2 -0.7 -0.2 US30 -0.1 0.2 0.0 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.0 -0.2 -0.1 -0.5 0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 -0.6 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.4 -0.2 -0.1 0.2 0.0 0.7 0.1 -0.5 -0.2 US5 0.2 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 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.0 0.0 0.1 0.1 0.1 0.0 -0.6 0.2 0.4 0.4 0.2 -0.2 -0.3 -0.7 -0.5 VIX -0.4 -0.6 -0.3 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.2 -0.4 -0.3 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.1 -0.2 0.1 -0.3 NaN -0.1 -0.1 -0.1 -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 -0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.4 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.1 -0.5 -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 -1.6 -5.2 6.7 0.8 6.7 4.8 2.9 5.1 -0.4 17.6 14.7 10.0 0.9 -2.6 2.8 -1.8 -1.5 -1.8 -1.6 1.0 3.6 7.4 0.7 0.8 13.5 1.8 11.8 1.6 6.0 -2.1 1.4 2.2 2.8 1.7 8.0 2.8 20.0 20.0 20.0 20.0 BITCOIN -19.6 -7.5 0.3 5.9 5.9 8.7 3.5 7.2 2.6 -18.5 18.8 -19.8 20.0 -10.5 7.6 -8.1 -7.5 -7.9 -7.5 4.0 16.1 -20.0 20.0 -12.4 -20.0 2.4 -11.7 7.2 -10.1 9.8 -5.2 -2.7 -20.0 -20.0 0.1 -6.6 12.2 -1.8 -7.6 -6.7 BOBL -1.0 -4.1 -2.4 -0.6 3.1 -1.3 1.9 -2.7 0.1 8.2 2.8 4.6 -0.6 -5.2 -8.6 -20.0 -7.7 -15.7 -10.1 -2.9 -2.2 4.1 -1.8 -0.5 2.4 -2.3 4.6 -1.9 3.1 -1.2 -0.4 -18.8 5.5 0.9 -3.3 -4.0 20.0 18.0 20.0 20.0 BTP -8.0 -5.3 2.1 -0.8 4.3 -1.7 2.7 -3.7 0.1 -2.0 14.5 -12.3 12.9 -7.0 7.3 13.0 9.3 12.8 11.2 0.6 5.2 -3.6 8.2 -3.5 -20.0 0.5 -1.6 4.4 -3.2 7.0 -3.1 12.7 -9.3 -5.3 -1.1 12.9 20.0 16.9 20.0 20.0 BUND -3.4 -1.1 0.9 -0.6 3.1 -1.3 1.9 -2.7 0.1 7.6 -1.8 -1.1 -5.9 -5.6 -8.1 16.1 7.9 15.4 12.3 -3.9 -4.3 1.5 -5.4 -2.3 -1.1 -2.9 2.4 -2.7 1.0 -2.6 -1.8 12.4 2.3 -3.1 -4.5 -2.4 20.0 15.7 20.0 20.0 BUXL -7.5 -2.1 -2.7 -0.6 3.1 -1.2 1.9 -2.7 0.1 -2.2 -13.7 -10.3 -12.9 -11.7 -12.5 3.3 2.3 3.4 3.1 -10.6 -11.5 -5.7 -12.7 -9.3 -3.9 -4.8 -1.5 -4.5 -2.8 -4.0 -4.4 0.1 -7.2 -13.7 -13.5 -9.3 20.0 5.1 8.3 2.2 CAC 4.3 0.3 2.0 4.4 -1.2 3.6 1.6 2.8 3.3 -14.6 10.4 -1.7 6.9 3.6 7.6 -1.8 -1.0 -2.1 -1.1 2.9 3.7 -9.9 3.5 -0.9 -0.4 -0.3 -10.1 -1.6 -6.4 -2.1 -1.6 7.7 -20.0 -12.4 -8.5 -20.0 20.0 20.0 20.0 13.0 CAD -6.0 -12.8 5.9 1.0 7.9 5.7 3.5 6.1 -0.5 20.0 10.9 8.9 1.4 -11.5 -8.6 -7.6 -6.6 -7.4 -7.1 -5.4 2.2 6.9 1.1 -5.5 16.5 -0.9 13.8 3.6 4.8 2.0 -2.3 -7.1 8.0 -7.3 -2.3 -0.1 -20.0 -20.0 -20.0 -20.0 CANOLA -17.2 -19.0 1.8 -1.9 1.4 -2.5 1.1 -2.2 -0.2 -7.3 3.1 -7.5 3.7 -7.9 -5.9 -12.3 -5.2 -1.5 -2.0 -5.3 0.6 -9.9 2.8 -8.7 0.9 -2.1 -4.8 -0.2 -3.4 0.7 -2.9 -2.8 -13.9 -15.2 -10.0 3.8 20.0 18.6 20.0 20.0 CHF -4.8 -16.7 11.7 0.5 4.4 3.2 1.9 3.4 -0.3 11.0 9.6 9.6 8.4 -3.9 3.9 -15.5 -15.4 -15.2 -14.9 2.4 9.1 3.8 10.1 0.2 -0.2 1.1 3.2 4.1 1.9 4.5 0.2 -20.0 5.4 -1.1 -1.9 1.9 -20.0 -20.0 -20.0 -20.0 COCOA 6.8 1.8 -4.9 -1.9 1.4 -2.5 1.1 -2.2 -0.2 -3.8 -3.3 -3.8 2.7 1.5 -2.1 3.9 16.8 13.4 15.0 -0.1 0.3 -3.1 5.2 -0.7 -20.0 0.6 -1.8 1.3 -1.7 5.0 -0.3 20.0 -13.9 0.9 5.9 8.1 6.9 6.4 11.1 9.3 COFFEE 20.0 20.0 -20.0 -4.5 3.3 -5.9 2.5 -5.2 -0.4 16.4 -1.8 19.4 8.4 18.8 7.1 10.2 8.0 9.1 8.5 20.0 6.3 20.0 10.7 20.0 -20.0 5.0 5.3 2.5 8.8 3.6 8.7 17.9 20.0 20.0 20.0 10.7 7.0 15.8 17.0 20.0 COPPER -13.2 -20.0 -5.0 1.6 1.6 2.4 1.0 2.0 0.7 4.9 -2.0 1.7 -0.1 -6.2 -5.4 -3.5 -5.4 -4.4 -5.1 -5.2 -1.7 -1.8 0.7 -5.5 -5.2 -0.6 0.2 0.5 -0.5 1.1 -1.1 1.0 -3.1 -10.0 -7.2 -6.3 8.7 6.5 8.3 7.3 CORN 9.8 -3.9 -7.0 -3.2 2.4 -4.2 1.8 -3.8 -0.3 10.9 -12.0 10.0 -12.9 -3.1 -9.7 -20.0 -18.5 -20.0 -20.0 -8.1 -10.5 7.3 -10.6 -0.6 6.9 -2.5 9.4 -3.8 4.8 -5.4 0.5 -20.0 14.8 -5.5 4.6 1.0 -7.5 2.5 -4.3 5.9 COTTON2 2.7 2.6 0.7 -5.2 3.8 -6.9 2.9 -6.1 -0.5 -16.8 -19.6 -10.8 -20.0 -10.4 -15.5 -14.7 -12.5 -13.7 -13.3 -5.8 -10.4 -7.2 -19.4 -5.1 -16.2 -3.8 -11.2 -7.7 -7.6 -15.1 -4.5 -18.6 -17.4 -8.2 9.9 8.2 -8.2 -20.0 -0.9 -19.2 CRUDE_W -5.6 -0.0 8.7 1.0 -0.6 2.3 -0.6 0.7 -1.1 6.4 -2.2 -1.0 -9.3 -10.6 -0.0 8.0 7.6 7.6 7.1 -0.8 -1.9 2.9 -5.7 -0.6 1.1 -0.2 2.4 -1.1 2.4 -3.8 0.1 -1.0 8.2 -0.7 1.5 -5.8 20.0 9.2 0.6 11.6 DAX 0.2 -6.2 7.3 5.0 -1.3 4.1 1.7 3.1 3.7 -18.3 18.5 1.2 19.1 4.4 12.1 -5.3 -6.5 -5.0 -5.2 7.2 18.5 -10.1 20.0 -1.1 -10.9 0.7 -11.0 4.8 -6.6 11.5 -2.2 -0.8 -18.8 -13.8 -10.1 -16.6 20.0 20.0 20.0 11.2 DOW 6.9 7.7 17.4 3.9 -1.0 3.2 1.4 2.4 2.9 10.3 12.8 14.0 8.6 14.2 15.8 -7.7 -7.9 -7.3 -7.1 15.0 12.5 13.7 8.8 14.4 -12.1 4.9 3.5 3.2 5.5 2.1 5.5 -3.5 19.1 11.6 5.5 2.4 -20.0 -17.5 -20.0 -20.0 DX -0.5 17.6 -6.5 0.4 3.4 2.4 1.5 2.6 -0.2 -6.5 -8.6 -7.0 -8.0 -1.2 -2.8 5.8 6.0 6.1 5.9 -2.3 -6.9 -2.2 -7.9 -0.8 -20.0 -0.9 -2.3 -3.2 -1.2 -3.6 -0.2 14.9 -2.5 -8.0 9.4 -8.3 20.0 10.2 20.0 13.2 EUR -1.5 -17.0 9.9 0.5 4.1 3.0 1.8 3.2 -0.2 4.0 10.4 5.9 9.4 2.7 6.4 -7.4 -7.6 -7.8 -7.6 4.0 9.3 1.7 9.9 1.1 10.5 2.1 2.5 5.1 1.0 5.3 0.4 -8.3 -3.3 4.0 -0.3 4.0 -20.0 -14.0 -20.0 -15.3 EURIBOR-ICE 1.3 -6.0 -3.7 -0.5 2.6 -1.0 1.6 -2.3 0.0 7.6 6.8 6.7 8.9 -0.9 -0.8 13.2 9.5 13.6 12.4 0.3 1.8 5.2 4.7 1.9 6.9 -0.1 5.6 0.4 4.4 2.3 1.5 14.4 5.8 5.1 0.1 0.3 20.0 20.0 20.0 20.0 EUROSTX 8.4 -0.9 1.3 4.7 -1.2 3.8 1.7 2.9 3.5 -16.4 15.3 5.6 14.2 9.7 12.2 -1.5 -0.4 -1.3 -0.8 6.3 7.9 -4.5 11.2 4.0 -6.3 1.1 -9.7 0.1 -3.7 1.7 0.9 8.4 -12.7 -4.1 -7.5 -19.7 20.0 19.1 20.0 10.7 FEEDCOW 15.4 20.0 17.1 -3.5 2.6 -4.7 2.0 -4.2 -0.3 13.7 16.8 15.6 16.3 16.3 16.5 18.6 3.6 14.1 9.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.1 3.1 6.1 4.6 5.4 5.7 14.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -5.4 0.5 15.6 0.9 -0.5 2.0 -0.6 0.6 -0.9 11.2 2.4 4.7 -2.3 -2.3 1.6 16.3 9.8 12.8 10.7 2.8 4.4 2.7 1.1 0.7 0.1 2.3 1.2 3.1 1.5 0.9 0.8 3.7 9.3 5.7 3.5 5.7 15.4 4.0 11.5 4.4 GASOLINE -0.6 -0.1 7.7 1.0 -0.6 2.3 -0.6 0.7 -1.1 4.2 2.6 2.7 -3.0 -4.6 1.6 20.0 20.0 20.0 20.0 2.7 2.1 4.4 -0.2 3.1 -20.0 1.9 1.2 1.5 3.7 0.7 2.7 20.0 8.3 8.9 3.8 -6.1 20.0 15.6 20.0 20.0 GAS_US_mini -4.7 -17.7 -17.6 0.9 -0.6 2.1 -0.6 0.7 -1.0 12.2 -15.2 -5.3 -8.4 -14.9 -17.3 -20.0 -20.0 -20.0 -20.0 -20.0 -17.1 -1.3 -9.7 -13.7 20.0 -5.9 4.4 -4.5 -0.2 -2.0 -4.3 -20.0 -4.9 -3.2 -20.0 -20.0 -6.7 -20.0 -20.0 -20.0 GBP 7.2 -11.8 2.6 1.0 7.6 5.5 3.3 5.8 -0.4 11.8 16.8 11.9 16.5 5.2 1.8 -0.7 -0.4 -0.7 -0.6 4.3 11.9 5.3 16.5 3.7 1.3 3.0 3.7 6.8 3.7 9.8 2.9 4.0 -10.6 17.7 -1.9 2.1 7.2 -2.9 1.1 0.0 GOLD_micro 1.0 -7.7 9.9 4.0 4.0 5.9 2.4 4.9 1.7 15.4 13.4 11.4 14.9 5.2 5.5 -11.0 -11.1 -10.4 -10.3 6.6 14.9 19.8 20.0 9.3 -20.0 3.7 16.8 7.0 11.2 12.4 5.4 -8.2 20.0 14.4 -4.6 -20.0 -11.5 2.1 -15.0 -0.2 HEATOIL -6.3 -0.6 16.4 0.9 -0.6 2.2 -0.6 0.7 -1.0 -0.4 6.9 -1.3 0.2 -6.0 6.8 8.9 8.0 7.9 7.7 3.6 6.5 1.3 3.4 0.2 -20.0 2.5 -0.5 4.6 0.9 3.7 0.5 0.6 7.4 3.7 2.6 7.7 9.3 2.2 -8.3 -3.6 JGB-SGX-mini -9.7 -5.6 -5.8 -0.4 1.9 -0.8 1.2 -1.6 0.0 -1.6 -4.9 -6.9 -5.4 -7.0 -7.1 20.0 15.1 20.0 16.9 -6.0 -5.6 -5.5 -6.1 -6.7 -5.9 -2.5 -0.4 -2.1 -2.2 -2.6 -2.8 20.0 -7.2 -7.2 -9.9 -6.6 -20.0 -20.0 -20.0 -20.0 JPY 3.1 -8.2 -7.2 0.5 4.2 3.0 1.9 3.2 -0.2 8.0 -2.1 7.3 -3.2 -0.9 -6.2 -10.1 -11.1 -10.1 -10.2 -4.6 -3.7 1.4 -2.8 -1.6 20.0 -2.3 1.9 -2.0 1.1 -1.4 -0.6 -13.4 -1.6 1.6 -4.0 -13.1 -6.5 -8.9 -11.7 -7.8 LEANHOG 5.1 -4.2 14.5 -5.3 3.9 -7.0 3.0 -6.2 -0.5 20.0 16.2 20.0 17.2 13.3 11.4 20.0 20.0 20.0 20.0 12.9 18.0 20.0 18.4 16.4 4.7 3.6 15.7 4.8 13.2 6.3 7.1 20.0 20.0 20.0 5.3 20.0 20.0 12.5 20.0 20.0 LIVECOW 6.4 12.5 8.2 -3.4 2.5 -4.5 1.9 -4.0 -0.3 12.4 15.7 14.3 15.5 15.2 15.4 11.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.9 3.1 6.3 4.4 6.1 5.3 20.0 20.0 20.0 20.0 20.0 20.0 11.8 20.0 16.7 LUMBER-new -20.0 -8.8 4.0 -3.2 2.4 -4.2 1.8 -3.7 -0.3 -12.4 -4.6 -14.1 -2.4 -13.4 -5.6 -20.0 -20.0 -20.0 -20.0 -12.4 -4.2 -20.0 -2.2 -20.0 NaN -2.7 -6.2 -0.3 -7.3 0.4 -6.0 -20.0 -20.0 -20.0 -10.0 13.5 20.0 18.4 20.0 20.0 MXP -5.2 -7.2 20.0 1.0 8.1 5.8 3.5 6.2 -0.5 10.7 20.0 13.8 6.6 13.8 20.0 11.8 12.3 12.2 11.9 16.9 20.0 7.2 20.0 8.5 -20.0 8.2 3.4 12.2 4.0 9.7 4.4 20.0 8.5 9.7 19.1 20.0 9.1 9.4 3.5 11.6 NASDAQ_micro -6.3 -1.0 20.0 3.8 -1.0 3.1 1.3 2.3 2.8 1.1 15.2 3.2 13.2 6.4 14.1 -9.0 -8.3 -8.6 -8.0 16.1 20.0 0.7 17.1 6.2 -20.0 4.5 -0.8 5.0 0.1 4.3 1.8 -4.6 -8.7 -4.1 7.6 13.5 -20.0 -12.4 -20.0 -20.0 NIKKEI 4.8 10.9 20.0 4.0 -1.0 3.3 1.4 2.5 3.0 -11.5 15.1 4.8 11.1 9.1 13.6 14.1 10.6 13.7 11.9 20.0 18.4 1.4 11.8 13.8 -10.9 5.3 -2.0 3.7 0.5 1.3 3.8 20.0 -13.8 11.6 20.0 16.6 4.7 20.0 20.0 20.0 NZD -7.0 -13.6 2.3 0.7 5.5 4.0 2.4 4.2 -0.3 5.4 6.6 -5.0 -1.5 -10.8 -9.1 -3.6 -2.4 -3.4 -3.1 -6.8 -1.0 -3.4 -0.1 -8.8 9.6 -3.1 3.2 -0.5 -2.2 -0.7 -4.8 0.0 -11.8 -12.4 -7.2 -5.6 20.0 11.1 20.0 17.7 OAT -10.4 -4.7 -0.0 -0.6 2.9 -1.2 1.8 -2.5 0.1 -9.3 1.3 -12.0 -3.2 -11.4 -9.5 15.8 8.6 15.7 12.8 -6.2 -3.7 -8.3 -3.4 -8.5 0.9 -3.5 -3.1 -1.8 -4.9 -1.1 -5.0 13.2 -13.3 -12.6 -8.5 -2.4 20.0 17.6 20.0 20.0 OATIES -11.3 -18.8 -1.0 -4.4 3.2 -5.8 2.5 -5.1 -0.4 1.4 -8.1 -10.2 -3.9 -17.7 -15.4 -16.3 1.2 -4.1 0.4 -15.8 -8.2 -7.2 -4.1 -17.0 -20.0 -5.7 2.8 -3.3 -2.5 -2.0 -5.9 5.8 -12.5 -20.0 -20.0 5.1 -20.0 -6.6 -20.0 -5.5 OJ -4.1 7.1 9.1 -1.6 1.2 -2.1 0.9 -1.8 -0.1 -2.8 -4.1 0.3 -4.2 -1.5 -0.4 3.6 7.8 4.3 5.3 -0.9 -2.7 -0.5 -4.1 -1.1 -20.0 -0.6 -0.9 -1.3 -0.1 -1.5 -0.4 15.0 -1.9 -4.7 10.3 4.2 -19.4 -8.1 -16.6 -6.7 PALLAD -20.0 -3.7 17.4 2.5 2.5 3.7 1.5 3.1 1.1 -2.0 2.9 -8.8 1.7 -9.0 0.1 -2.7 -2.9 -2.8 -2.9 -0.5 4.8 -5.2 3.8 -6.4 16.6 0.9 -0.3 3.1 -1.5 2.7 -1.6 5.2 -7.7 -17.9 -2.9 0.2 -17.1 -20.0 -20.0 -20.0 PLAT -8.6 -3.3 20.0 2.8 2.8 4.1 1.6 3.4 1.2 9.9 7.6 7.6 6.3 -4.6 6.3 -2.6 -3.4 -2.2 -2.6 6.7 14.0 2.1 12.9 0.3 1.6 2.5 1.5 4.9 0.6 4.4 0.3 4.9 -2.0 -2.0 -8.4 19.4 13.6 3.6 -5.8 -3.5 REDWHEAT -6.0 -8.6 -6.9 -5.0 3.7 -6.6 2.8 -5.8 -0.4 -7.5 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 -15.2 -18.6 -17.2 -20.0 -20.0 -12.2 -20.0 -17.1 5.8 -7.1 -2.6 -6.8 -7.0 -9.0 -8.3 -20.0 -17.9 -20.0 -5.5 7.1 -20.0 -20.0 -20.0 -20.0 RICE 3.0 -4.3 -2.9 -2.1 1.6 -2.8 1.2 -2.5 -0.2 -3.6 -8.8 -6.3 -8.7 -7.2 -7.8 -17.7 -6.5 -15.9 -13.6 -8.9 -9.1 -8.4 -9.0 -9.5 -1.8 -2.9 -0.9 -3.3 -3.2 -3.9 -3.3 -14.0 -20.0 -11.1 -8.0 -4.0 -20.0 -10.6 -20.0 -11.1 ROBUSTA 20.0 20.0 -20.0 -2.2 1.7 -3.0 1.3 -2.6 -0.2 8.0 -4.8 9.8 -1.4 9.3 0.3 20.0 15.1 18.5 15.3 11.7 -5.0 20.0 -4.0 20.0 -20.0 1.6 2.7 -0.8 5.2 -0.5 4.7 20.0 20.0 20.0 20.0 -11.3 1.8 20.0 3.9 20.0 RUSSELL 9.0 9.2 19.9 3.5 -0.9 2.9 1.2 2.2 2.6 9.9 9.8 12.5 3.1 12.1 13.6 -4.8 -5.4 -4.9 -4.9 14.0 9.4 15.7 3.4 15.5 7.2 4.6 3.3 2.6 5.4 0.6 5.4 0.4 20.0 20.0 12.1 6.5 -20.0 -17.0 -20.0 -20.0 SHATZ -2.6 -9.7 -7.4 -0.6 3.0 -1.2 1.8 -2.6 0.1 2.6 -0.7 -2.0 4.8 -10.1 -11.9 -10.0 -15.0 -9.7 -10.3 -6.3 -3.6 -0.2 -0.5 -4.4 4.9 -3.7 0.8 -2.2 -0.1 -0.2 -2.6 -20.0 -2.4 -3.4 -7.6 -8.6 20.0 11.9 20.0 16.5 SILVER-mini -0.9 1.7 17.2 5.6 5.6 8.2 3.3 6.9 2.4 20.0 19.3 20.0 19.2 11.6 18.0 -6.5 -6.5 -6.7 -6.5 18.4 20.0 20.0 20.0 16.8 -9.8 7.3 14.7 8.5 9.5 7.2 6.3 -1.0 20.0 20.0 12.5 5.7 20.0 19.3 19.7 7.7 SMI 18.1 4.8 -3.4 4.6 -1.2 3.8 1.6 2.9 3.4 6.0 4.1 14.3 4.4 13.3 4.2 -0.4 2.5 -0.0 1.2 5.9 0.6 11.7 3.0 13.1 8.6 2.6 1.4 -1.3 5.3 -0.6 6.2 12.6 20.0 13.2 -1.3 -20.0 20.0 20.0 20.0 17.7 SOFR 4.8 5.8 10.4 -0.8 4.0 -1.6 2.4 -3.4 0.1 15.5 17.3 16.4 8.2 16.0 16.2 7.7 4.5 7.2 6.1 14.2 13.6 17.8 10.2 15.4 -16.5 6.2 7.8 5.3 8.4 3.7 7.2 4.4 18.7 20.0 20.0 13.5 1.9 -11.2 -20.0 -18.4 SOYBEAN 20.0 4.1 5.0 -3.2 2.4 -4.2 1.8 -3.7 -0.3 6.1 2.1 11.6 -9.2 9.9 3.6 -19.9 -8.1 -16.3 -12.3 4.8 0.2 10.2 -4.9 10.2 -0.5 3.8 2.4 1.7 4.4 -1.8 5.0 -13.5 4.7 20.0 19.4 19.6 -7.2 0.7 -4.1 8.6 SOYMEAL 17.7 11.4 -2.0 -3.9 2.9 -5.2 2.2 -4.6 -0.4 -13.7 -12.9 2.9 -16.6 7.3 -4.6 -15.7 -14.0 -17.6 -16.9 -3.5 -11.8 -2.9 -17.6 1.7 -12.7 -0.7 -4.2 -5.0 -1.3 -8.2 1.4 -20.0 -18.0 14.6 14.4 -1.3 -20.0 -20.0 -20.0 -20.0 SOYOIL -15.9 -7.7 9.7 -2.6 1.9 -3.5 1.5 -3.1 -0.2 -5.7 8.2 -4.4 8.0 -5.0 4.4 -3.0 -2.1 -2.0 -2.1 2.0 7.2 -5.0 7.3 -2.7 -8.1 1.2 -3.7 3.4 -2.1 2.8 -1.1 0.9 -6.2 -14.5 6.5 19.5 -15.9 -6.5 -18.1 -6.1 SP400 3.0 4.6 14.6 3.7 -1.0 3.0 1.3 2.3 2.8 8.2 8.8 11.6 3.8 10.8 13.6 -5.6 -5.8 -5.5 -5.5 10.0 7.6 11.4 3.3 10.4 -2.4 4.1 3.2 1.8 5.6 -0.1 5.0 -0.4 20.0 6.0 2.6 -0.9 -20.0 -15.9 -20.0 -20.0 SP500_micro 0.2 7.5 20.0 4.7 -1.2 3.9 1.7 2.9 3.5 8.6 19.6 14.9 16.9 16.5 19.7 -9.7 -9.1 -9.1 -8.5 20.0 20.0 9.7 20.0 15.4 -20.0 6.3 1.4 5.4 3.1 3.9 4.5 -5.7 5.8 4.6 14.4 15.0 -20.0 -12.0 -20.0 -20.0 SUGAR11 8.8 1.2 -10.9 -4.1 3.1 -5.5 2.3 -4.9 -0.4 -10.0 -13.7 -1.3 -14.5 2.2 -9.9 -11.6 8.0 -9.5 -2.1 -6.0 -12.4 -1.6 -14.0 -0.9 -20.0 -3.0 -2.9 -5.8 -0.8 -5.8 -0.3 10.2 -10.3 -1.4 12.8 -6.2 -20.0 -20.0 -20.0 -20.0 US10 3.8 6.7 6.8 -0.5 2.8 -1.1 1.7 -2.4 0.1 10.0 7.4 10.2 -0.6 10.0 9.5 1.1 -1.3 0.7 0.2 6.4 4.6 8.7 1.5 7.5 -2.3 3.8 4.7 2.8 4.9 1.4 4.4 -5.4 7.5 11.3 11.0 6.2 -6.3 -16.3 -20.0 -19.0 US10U 2.7 7.2 5.4 -0.8 4.3 -1.7 2.7 -3.8 0.1 14.4 5.4 13.8 -5.0 14.6 13.3 -2.2 -2.2 -1.8 -1.9 7.7 4.2 10.3 -1.2 9.2 -8.0 5.5 6.6 3.6 6.7 0.9 6.2 -8.1 7.7 12.7 14.9 7.7 5.3 -11.7 -20.0 -17.3 US2 4.9 4.5 2.1 -0.4 2.3 -0.9 1.4 -2.0 0.0 7.2 2.0 7.5 -2.8 7.1 2.9 -16.9 -17.4 -16.0 -15.5 3.0 1.6 5.0 -0.1 4.4 14.0 2.3 2.6 1.6 3.1 1.1 3.0 -20.0 2.2 10.8 6.8 1.1 -1.2 -7.3 -20.0 -13.6 US20 -1.4 7.1 3.7 -0.6 2.9 -1.2 1.8 -2.5 0.1 4.2 -2.9 -2.1 -7.9 4.9 6.0 4.4 2.1 3.9 3.2 2.1 -0.4 1.4 -4.1 2.0 -6.4 2.1 1.0 0.8 1.1 -1.3 1.7 -0.2 -1.7 1.3 7.1 2.7 20.0 6.7 -20.0 -4.5 US30 -2.6 5.3 1.4 -0.7 3.7 -1.5 2.3 -3.2 0.1 -2.0 -7.6 -10.0 -12.6 1.1 2.5 -2.2 -2.5 -1.5 -1.8 -0.6 -4.0 -2.0 -8.8 -0.8 -4.9 0.7 -1.4 -1.0 -1.3 -3.8 -0.1 -8.2 -7.4 -2.5 5.2 0.3 20.0 3.5 -15.5 -6.5 US5 4.8 5.4 6.2 -0.5 2.8 -1.1 1.7 -2.4 0.1 11.1 8.7 11.2 0.5 10.2 8.4 -4.3 -4.4 -3.7 -3.4 6.5 5.2 9.3 2.5 7.9 2.5 3.8 4.8 3.1 5.1 2.1 4.6 -11.0 7.9 13.0 10.9 5.7 -6.5 -10.3 -20.0 -15.3 VIX -8.7 -10.8 -6.6 -6.4 -4.5 -0.9 -7.9 2.8 -8.6 -15.4 -8.8 -20.0 -3.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.1 -6.0 -15.4 1.2 -17.6 NaN -7.2 -5.2 -1.2 -9.1 3.2 -9.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.3 -12.9 -3.9 -4.2 3.1 -5.5 2.3 -4.9 -0.4 14.1 -18.0 -1.4 -18.8 -14.8 -17.3 -19.3 -18.1 -18.6 -18.3 -15.9 -16.4 -1.2 -17.3 -10.5 10.2 -4.5 3.4 -3.8 -0.2 -5.3 -3.9 -20.0 2.2 -16.1 -5.9 9.9 -20.0 -16.6 -20.0 -17.5 End of report for caleb_strategy_v3