******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250901_204407 produced at 2025-09-01 21:39:04.530899 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.72 0.0 0.00 0.00 0.00 0.00 -14.34 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.27 0.0 999.00 -999.00 -0.20 -0.20 -24.44 999999999.0 -18 -18 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.08 0.0 0.12 -0.12 -0.06 -0.06 -17.06 26.0 -13 -13 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.06 24.0 0 0 caleb_strategy_v3 CHF False False 0.09 0.00 -0.06 0.0 1.11 -1.11 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 -9.13 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 -4.11 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 -2.69 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 -0.43 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 -1.81 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 NASDAQ_micro False False 0.03 0.00 -0.02 0.0 0.58 -0.58 0.00 -0.05 -0.91 23.0 0 -2 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 CAD False False 0.04 0.00 -0.02 0.0 1.15 -1.15 0.00 0.00 -0.45 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 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 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 -0.17 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 -0.20 6.0 -1 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 13.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.17 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.01 0.0 1.06 -1.06 -0.06 -0.06 -0.56 56.0 -3 -3 caleb_strategy_v3 JPY False False 0.05 0.00 -0.01 0.0 0.79 -0.79 0.00 0.00 -0.31 17.0 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 0.03 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 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 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.04 3.0 0 0 caleb_strategy_v3 SP400 False False 0.18 0.00 0.00 0.0 0.35 -0.35 0.00 0.18 0.00 2.0 0 1 caleb_strategy_v3 CANOLA False False 0.01 0.01 -0.00 0.0 0.26 -0.26 0.01 0.00 -0.50 51.0 1 0 caleb_strategy_v3 COCOA False False 0.04 0.04 0.00 0.0 1.08 -1.08 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 -0.03 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.81 -0.81 0.00 -0.16 -0.12 66.0 0 -13 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.00 0.0 1.11 -1.11 -0.08 -0.08 -0.04 14.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.00 0.0 0.84 -0.84 0.00 0.00 -0.12 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 0.22 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 0.07 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 0.02 0.00 0.01 0.0 0.57 -0.57 0.00 0.00 0.29 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 1.31 58.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.04 0.48 10.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 NZD False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.61 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 0.35 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.03 0.0 0.44 -0.44 0.03 0.01 4.41 68.0 4 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.96 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.00 0.67 999999999.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.03 0.0 0.68 -0.68 0.24 0.24 0.94 20.0 7 7 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.15 -0.15 0.00 0.04 0.99 4.0 0 1 caleb_strategy_v3 BTP False False 0.08 0.08 0.04 0.0 0.76 -0.76 0.08 0.00 0.57 10.0 1 0 caleb_strategy_v3 OAT False False 0.08 0.23 0.04 0.0 0.76 -0.76 0.23 0.23 0.52 10.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.06 0.0 999.00 -999.00 0.11 0.11 1.16 999999999.0 2 2 caleb_strategy_v3 GBP False True 0.05 0.05 0.07 0.0 0.05 0.00 0.05 0.05 1.45 22.0 1 1 caleb_strategy_v3 AUD False True 0.04 0.04 0.09 0.0 0.04 0.00 0.04 0.04 2.46 19.0 1 1 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 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 2.03 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.11 0.16 0.0 0.25 -0.25 0.11 0.11 8.55 13.0 6 6 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.27 0.0 0.56 -0.56 0.23 0.22 17.29 36.0 15 14 caleb_strategy_v3 MXP False True 0.01 0.36 0.50 0.0 0.36 0.00 0.36 0.35 34.31 60.0 25 24 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 1.66 0.0 1.55 -1.55 0.00 0.00 10.74 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.6 Shocked risk 60.8 Sum abs risk 52.9 Leverage 6.10 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1850497.5499999998, 'annual_cash_vol_target': 462624.38749999995, 'daily_cash_vol_target': 28914.024218749997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6542 0.5637 9.0190 BITCOIN 2346.2142 108315.0000 2.1661 34.6576 BOBL 0.2063 117.9700 0.1748 2.7975 BTP 0.4749 120.0100 0.3957 6.3319 BUND 0.4288 128.2200 0.3344 5.3510 BUXL 1.0063 112.7200 0.8927 14.2832 CAC 65.2549 7717.0000 0.8456 13.5296 CAD 0.0027 0.7314 0.3648 5.8362 CANOLA 9.0647 638.3000 1.4201 22.7222 CHF 0.0058 1.2653 0.4576 7.3212 COCOA 178.4149 7710.0000 2.3141 37.0251 COFFEE 6.2944 386.1000 1.6303 26.0841 COPPER 0.1147 4.5850 2.5007 40.0105 CORN 5.2114 420.0000 1.2408 19.8531 COTTON2 0.7646 66.5400 1.1490 18.3845 CRUDE_W 0.9672 63.0100 1.5350 24.5602 DAX 155.6597 24057.0000 0.6470 10.3527 DOW 284.5475 45632.0000 0.6236 9.9771 DX 0.4337 97.2850 0.4458 7.1334 EUR 0.0059 1.1762 0.5043 8.0682 EURIBOR-ICE 0.0375 97.8650 0.0383 0.6129 EUROSTX 42.4503 5373.0000 0.7901 12.6411 FEEDCOW 2.9860 358.3250 0.8333 13.3330 GASOIL 10.6137 671.0000 1.5818 25.3083 GASOLINE 0.0306 1.8739 1.6309 26.0941 GAS_US_mini 0.0989 3.3500 2.9537 47.2596 GBP 0.0063 1.3506 0.4631 7.4091 GOLD_micro 24.7169 3487.8000 0.7087 11.3387 HEATOIL 0.0365 2.2466 1.6248 25.9967 JGB-SGX-mini 0.2537 137.2400 0.1848 2.9575 JPY 0.0000 0.0069 0.6115 9.7836 LEANHOG 1.0288 87.4750 1.1762 18.8184 LIVECOW 1.9599 241.0750 0.8130 13.0075 LUMBER-new 9.1335 588.5000 1.5520 24.8321 MXP 0.0003 0.0535 0.5644 9.0310 NASDAQ_micro 183.6334 23454.5000 0.7829 12.5270 NIKKEI 397.8999 42360.0000 0.9393 15.0293 NZD 0.0036 0.5901 0.6016 9.6258 OAT 0.4397 120.5900 0.3646 5.8340 OATIES 4.7491 335.2500 1.4166 22.6653 OJ 7.8868 244.5500 3.2250 51.6006 PALLAD 25.7941 1128.5000 2.2857 36.5712 PLAT 22.5315 1370.3000 1.6443 26.3084 REDWHEAT 7.3654 519.2500 1.4185 22.6954 RICE 0.1847 12.2150 1.5118 24.1890 ROBUSTA 92.4244 4620.0000 2.0005 32.0085 RUSSELL 25.8344 2371.0000 1.0896 17.4336 SHATZ 0.0611 107.1200 0.0570 0.9123 SILVER-mini 0.4799 40.7250 1.1784 18.8537 SMI 74.4286 12176.0000 0.6113 9.7804 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 28.6667 3258.5000 0.8798 14.0760 SP500_micro 38.8190 6473.7500 0.5996 9.5942 SUGAR11 0.2204 17.0100 1.2958 20.7330 US10 0.3515 112.5000 0.3125 4.9993 US10U 0.4396 114.4062 0.3843 6.1486 US2 0.0991 104.2852 0.0951 1.5209 US20 0.6715 114.1875 0.5881 9.4094 US30 0.9450 116.3438 0.8123 12.9962 US5 0.2322 109.4844 0.2121 3.3940 VIX 0.4712 20.2000 2.3327 37.3235 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 654.25 0.56 368.79 1.00 368.79 28914.02 78.40 12.08 94.74 BITCOIN 108.32 2.17 234.62 1.00 234.62 28914.02 123.24 -6.83 -84.16 BOBL 1179.70 0.17 206.26 1.17 240.65 28914.02 120.15 0.60 7.20 BTP 1200.10 0.40 474.93 1.17 554.13 28914.02 52.18 3.22 16.81 BUND 1282.20 0.33 428.82 1.17 500.32 28914.02 57.79 4.74 27.40 BUXL 1127.20 0.89 1006.25 1.17 1174.04 28914.02 24.63 -6.82 -16.80 CAC 771.70 0.85 652.55 1.17 761.36 28914.02 37.98 2.71 10.31 CAD 731.40 0.36 266.79 1.00 266.79 28914.02 108.38 -1.59 -17.20 CANOLA 127.66 1.42 181.29 0.73 131.56 28914.02 219.78 -0.93 -20.49 CHF 1581.62 0.46 723.71 1.00 723.71 28914.02 39.95 -6.50 -25.95 COCOA 771.00 2.31 1784.15 1.00 1784.15 28914.02 16.21 1.44 2.33 COFFEE 1447.88 1.63 2360.41 1.00 2360.41 28914.02 12.25 11.03 13.51 COPPER 1146.25 2.50 2866.38 1.00 2866.38 28914.02 10.09 -3.98 -4.01 CORN 210.00 1.24 260.57 1.00 260.57 28914.02 110.96 -5.88 -65.26 COTTON2 332.70 1.15 382.28 1.00 382.28 28914.02 75.64 -18.65 -141.07 CRUDE_W 630.10 1.54 967.21 1.00 967.21 28914.02 29.89 2.97 8.87 DAX 240.57 0.65 155.66 1.17 181.62 28914.02 159.20 2.40 38.23 DOW 228.16 0.62 142.27 1.00 142.27 28914.02 203.23 -0.26 -5.20 DX 972.85 0.45 433.74 1.00 433.74 28914.02 66.66 -0.98 -6.53 EUR 1470.19 0.50 741.36 1.00 741.36 28914.02 39.00 -0.43 -1.67 EURIBOR-ICE 2446.62 0.04 93.72 1.17 109.35 28914.02 264.41 11.89 314.31 EUROSTX 537.30 0.79 424.50 1.17 495.29 28914.02 58.38 4.73 27.60 FEEDCOW 1791.62 0.83 1492.98 1.00 1492.98 28914.02 19.37 17.46 33.82 GASOIL 671.00 1.58 1061.37 1.00 1061.37 28914.02 27.24 8.34 22.71 GASOLINE 787.04 1.63 1283.56 1.00 1283.56 28914.02 22.53 6.84 15.40 GAS_US_mini 83.75 2.95 247.37 1.00 247.37 28914.02 116.88 -13.46 -157.33 GBP 844.12 0.46 390.89 1.00 390.89 28914.02 73.97 7.52 55.65 GOLD_micro 348.78 0.71 247.17 1.00 247.17 28914.02 116.98 -1.41 -16.54 HEATOIL 943.57 1.62 1533.11 1.00 1533.11 28914.02 18.86 -0.54 -1.02 JGB-SGX-mini 137240.00 0.18 25367.87 0.01 172.59 28914.02 167.53 -7.89 -132.25 JPY 859.25 0.61 525.41 1.00 525.41 28914.02 55.03 -2.17 -11.95 LEANHOG 349.90 1.18 411.54 1.00 411.54 28914.02 70.26 20.00 140.52 LIVECOW 964.30 0.81 783.94 1.00 783.94 28914.02 36.88 16.55 61.03 LUMBER-new 161.84 1.55 251.17 1.00 251.17 28914.02 115.12 -6.47 -74.46 MXP 267.60 0.56 151.04 1.00 151.04 28914.02 191.43 12.19 233.43 NASDAQ_micro 469.09 0.78 367.27 1.00 367.27 28914.02 78.73 -4.99 -39.27 NIKKEI 42360.00 0.94 39789.99 0.01 270.72 28914.02 106.81 14.93 159.44 NZD 590.10 0.60 355.01 1.00 355.01 28914.02 81.45 2.90 23.58 OAT 1205.90 0.36 439.70 1.17 513.02 28914.02 56.36 2.70 15.21 OATIES 167.62 1.42 237.45 1.00 237.45 28914.02 121.77 -17.10 -208.16 OJ 366.82 3.23 1183.02 1.00 1183.02 28914.02 24.44 -6.09 -14.88 PALLAD 1128.50 2.29 2579.41 1.00 2579.41 28914.02 11.21 -1.72 -1.93 PLAT 685.15 1.64 1126.57 1.00 1126.57 28914.02 25.67 5.49 14.09 REDWHEAT 259.62 1.42 368.27 1.00 368.27 28914.02 78.51 -19.99 -156.93 RICE 244.30 1.51 369.34 1.00 369.34 28914.02 78.29 -14.12 -110.56 ROBUSTA 462.00 2.00 924.24 1.00 924.24 28914.02 31.28 6.99 21.87 RUSSELL 118.55 1.09 129.17 1.00 129.17 28914.02 223.84 5.94 132.92 SHATZ 1071.20 0.06 61.08 1.17 71.27 28914.02 405.72 -2.57 -104.12 SILVER-mini 1018.12 1.18 1199.71 1.00 1199.71 28914.02 24.10 14.11 34.00 SMI 1217.60 0.61 744.29 1.25 927.84 28914.02 31.16 12.94 40.33 SOFR 2422.00 0.05 130.40 1.00 130.40 28914.02 221.73 5.00 110.76 SOYBEAN 526.50 0.96 506.62 1.00 506.62 28914.02 57.07 2.01 11.50 SOYMEAL 288.70 1.19 343.78 1.00 343.78 28914.02 84.11 -14.89 -125.20 SOYOIL 312.60 1.63 508.22 1.00 508.22 28914.02 56.89 -4.64 -26.39 SP400 3258.50 0.88 2866.67 1.00 2866.67 28914.02 10.09 0.10 0.10 SP500_micro 323.69 0.60 194.09 1.00 194.09 28914.02 148.97 -0.34 -5.08 SUGAR11 190.51 1.30 246.87 1.00 246.87 28914.02 117.12 -14.42 -168.88 US10 1125.00 0.31 351.51 1.00 351.51 28914.02 82.26 0.31 2.56 US10U 1144.06 0.38 439.65 1.00 439.65 28914.02 65.77 -0.38 -2.49 US2 2085.70 0.10 198.26 1.00 198.26 28914.02 145.84 -0.64 -9.30 US20 1141.88 0.59 671.52 1.00 671.52 28914.02 43.06 -0.52 -2.23 US30 1163.44 0.81 945.02 1.00 945.02 28914.02 30.60 -5.07 -15.51 US5 1094.84 0.21 232.24 1.00 232.24 28914.02 124.50 1.38 17.24 VIX 202.00 2.33 471.21 1.00 471.21 28914.02 61.36 -16.12 -98.89 WHEAT 266.88 1.33 355.86 1.00 355.86 28914.02 81.25 -14.62 -118.83 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 94.739 0.010 2.5 2.462 BITCOIN -84.157 0.043 2.5 -9.126 BOBL 7.200 0.004 2.5 0.073 BTP 16.808 0.014 2.5 0.574 BUND 27.401 0.004 2.5 0.278 BUXL -16.802 0.004 2.5 -0.171 CAC 10.308 0.014 2.5 0.352 CAD -17.204 0.010 2.5 -0.447 CANOLA -20.494 0.010 2.5 -0.499 CHF -25.953 0.010 2.5 -0.674 COCOA 2.329 0.010 2.5 0.057 COFFEE 13.513 0.005 2.5 0.180 COPPER -4.010 0.043 2.5 -0.435 CORN -65.260 0.010 2.5 -1.590 COTTON2 -141.069 0.010 2.5 -3.437 CRUDE_W 8.865 0.043 2.5 0.961 DAX 38.234 0.014 2.5 1.306 DOW -5.203 0.009 2.5 -0.121 DX -6.526 0.010 2.5 -0.170 EUR -1.666 0.010 2.5 -0.043 EURIBOR-ICE 314.313 0.014 2.5 10.736 EUROSTX 27.601 0.014 2.5 0.943 FEEDCOW 33.820 0.013 2.5 1.122 GASOIL 22.711 0.017 2.5 0.986 GASOLINE 15.398 0.017 2.5 0.668 GAS_US_mini -157.325 0.043 2.5 -17.060 GBP 55.650 0.010 2.5 1.446 GOLD_micro -16.541 0.014 2.5 -0.565 HEATOIL -1.017 0.017 2.5 -0.044 JGB-SGX-mini -132.253 0.043 2.5 -14.341 JPY -11.952 0.010 2.5 -0.311 LEANHOG 140.518 0.024 2.5 8.552 LIVECOW 61.034 0.013 2.5 2.025 LUMBER-new -74.458 0.010 2.5 -1.814 MXP 233.429 0.059 2.5 34.309 NASDAQ_micro -39.272 0.009 2.5 -0.914 NIKKEI 159.441 0.043 2.5 17.290 NZD 23.584 0.010 2.5 0.613 OAT 15.212 0.014 2.5 0.520 OATIES -208.163 0.010 2.5 -5.071 OJ -14.879 0.010 2.5 -0.362 PALLAD -1.928 0.014 2.5 -0.066 PLAT 14.090 0.014 2.5 0.481 REDWHEAT -156.926 0.005 2.5 -2.085 RICE -110.562 0.010 2.5 -2.694 ROBUSTA 21.866 0.005 2.5 0.290 RUSSELL 132.923 0.013 2.5 4.411 SHATZ -104.122 0.004 2.5 -1.057 SILVER-mini 34.003 0.014 2.5 1.161 SMI 40.328 0.014 2.5 1.377 SOFR 110.756 0.024 2.5 6.741 SOYBEAN 11.497 0.004 2.5 0.107 SOYMEAL -125.205 0.004 2.5 -1.166 SOYOIL -26.390 0.004 2.5 -0.246 SP400 0.105 0.013 2.5 0.003 SP500_micro -5.078 0.009 2.5 -0.118 SUGAR11 -168.880 0.010 2.5 -4.114 US10 2.561 0.005 2.5 0.032 US10U -2.490 0.005 2.5 -0.032 US2 -9.297 0.005 2.5 -0.118 US20 -2.229 0.005 2.5 -0.028 US30 -15.509 0.005 2.5 -0.197 US5 17.237 0.005 2.5 0.219 VIX -98.891 0.099 2.5 -24.445 WHEAT -118.829 0.005 2.5 -1.579 ===================== Position diags ===================== AUD 2.04 BITCOIN 13.36 BOBL 1.22 BTP 1.78 BUND 0.59 BUXL 0.25 CAC 1.30 CAD 2.82 CANOLA 5.35 CHF 1.04 COCOA 0.39 COFFEE 0.16 COPPER 1.09 CORN 2.70 COTTON2 1.84 CRUDE_W 3.24 DAX 5.44 DOW 4.73 DX 1.73 EUR 1.01 EURIBOR-ICE 9.03 EUROSTX 1.99 FEEDCOW 0.64 GASOIL 1.18 GASOLINE 0.98 GAS_US_mini 12.67 GBP 1.92 GOLD_micro 4.00 HEATOIL 0.82 JGB-SGX-mini 18.17 JPY 1.43 LEANHOG 4.28 LIVECOW 1.22 LUMBER-new 2.80 MXP 28.14 NASDAQ_micro 1.83 NIKKEI 11.58 NZD 2.12 OAT 1.93 OATIES 2.97 OJ 0.60 PALLAD 0.38 PLAT 0.88 REDWHEAT 1.04 RICE 1.91 ROBUSTA 0.42 RUSSELL 7.43 SHATZ 4.12 SILVER-mini 0.82 SMI 1.06 SOFR 13.49 SOYBEAN 0.53 SOYMEAL 0.78 SOYOIL 0.53 SP400 0.33 SP500_micro 3.47 SUGAR11 2.85 US10 1.04 US10U 0.83 US2 1.85 US20 0.55 US30 0.39 US5 1.58 VIX 15.17 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 1.0 1 BITCOIN -9.1 -10.5 -7.8 0.0 0 BOBL 0.1 -0.0 0.2 0.0 0 BTP 0.6 0.4 0.8 1.0 1 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.4 0.2 0.5 0.0 0 CAD -0.4 -0.7 -0.2 0.0 0 CANOLA -0.5 -1.0 0.0 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 1.0 0.6 1.3 0.0 0 DAX 1.3 0.8 1.8 0.0 0 DOW -0.1 -0.6 0.4 0.0 0 DX -0.2 -0.3 0.0 0.0 0 EUR -0.0 -0.1 0.1 -1.0 -1 EURIBOR-ICE 10.7 9.8 11.6 0.0 0 EUROSTX 0.9 0.7 1.1 7.0 7 FEEDCOW 1.1 1.1 1.2 4.0 4 GASOIL 1.0 0.9 1.1 0.0 0 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini -17.1 -18.3 -15.8 -13.0 -13 GBP 1.4 1.3 1.6 1.0 1 GOLD_micro -0.6 -1.0 -0.2 -3.0 -3 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -14.3 -16.2 -12.5 0.0 0 JPY -0.3 -0.5 -0.2 0.0 0 LEANHOG 8.6 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 31.5 37.1 25.0 25 NASDAQ_micro -0.9 -1.1 -0.7 0.0 0 NIKKEI 17.3 16.1 18.4 15.0 15 NZD 0.6 0.4 0.8 0.0 0 OAT 0.5 0.3 0.7 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 1.0 1 REDWHEAT -2.1 -2.2 -2.0 -2.0 -2 RICE -2.7 -2.9 -2.5 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 4.4 3.7 5.2 4.0 4 SHATZ -1.1 -1.5 -0.6 NaN 0 SILVER-mini 1.2 1.1 1.2 2.0 2 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 -3.8 -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 0.1 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.2 -0.2 -0.2 -1.0 -1 US5 0.2 0.1 0.4 2.0 2 VIX -24.4 -26.0 -22.9 -18.0 -18 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 0.0 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 -0.3 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 0.3 -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 0.0 0.1 0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 0.3 -0.0 -0.0 -0.1 0.0 -0.0 -0.0 -1.0 0.1 0.1 -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 -0.1 0.4 -0.2 0.5 -0.1 0.1 0.3 0.2 0.3 0.2 -0.0 0.1 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.7 -0.2 -0.2 -0.1 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 -0.0 -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 0.6 0.1 -0.1 -0.1 -0.1 0.7 0.5 0.7 0.7 BUXL -0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 -0.4 -0.4 -0.3 0.7 0.2 0.2 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 -0.1 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 0.0 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 0.2 -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 0.1 0.1 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.4 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 -0.1 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 -0.4 -0.5 -0.4 -0.5 0.7 0.7 0.7 0.4 DOW 0.2 0.3 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 0.5 -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 -0.1 -0.6 0.3 0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.3 0.1 0.3 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.3 0.0 1.4 0.0 0.0 0.1 0.0 0.2 0.0 -0.4 -0.1 0.1 -0.0 0.1 -0.7 -0.5 -0.7 -0.5 EURIBOR-ICE 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 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 0.0 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 0.2 -0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.0 0.5 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.3 0.0 -0.8 0.0 -0.1 -0.0 -0.0 0.1 0.0 0.4 -0.3 -0.1 -0.3 -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 -0.1 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 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.2 0.3 0.1 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 -0.2 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 0.4 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 -0.1 -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 -0.4 -0.2 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -0.3 -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 -0.1 -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 0.2 0.3 0.2 0.3 0.2 0.2 0.2 0.0 0.4 0.2 -1.5 0.1 -0.0 0.1 0.0 0.1 0.0 1.1 -0.4 0.5 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 0.2 -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 -0.4 -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 -0.1 -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 -0.1 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 -0.1 -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 0.0 -0.1 0.1 -0.0 0.1 0.0 0.4 0.3 0.4 0.3 0.1 -0.0 0.2 -0.1 0.2 -2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 1.1 0.5 0.6 0.6 -0.3 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 0.1 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 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 -0.4 -0.3 -0.3 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 0.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -1.1 -0.1 -0.1 -0.3 -0.3 0.7 0.4 0.7 0.6 SILVER-mini -0.0 0.1 0.6 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 0.2 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 0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 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 1.2 0.0 0.0 -0.0 0.0 -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 0.2 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 0.0 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 0.1 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 -0.1 -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 -0.1 -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 -0.1 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 -0.1 -0.2 -0.1 -0.5 0.0 0.0 -0.1 -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 -1.7 -5.2 6.7 0.8 5.4 4.8 2.3 5.2 -0.6 17.6 14.7 9.7 0.9 -2.7 2.7 -1.8 -1.5 -1.8 -1.6 1.0 3.6 7.1 0.7 0.7 13.5 1.8 11.3 1.6 5.8 -2.1 1.4 2.2 3.4 1.9 8.1 2.9 20.0 20.0 20.0 20.0 BITCOIN -19.8 -7.8 0.1 5.9 5.8 8.7 3.4 7.2 2.6 -18.5 18.7 -19.8 20.0 -10.5 7.4 -8.1 -7.5 -7.9 -7.5 3.8 15.9 -20.0 20.0 -12.6 -20.0 2.3 -12.4 7.2 -10.4 9.7 -5.3 -2.7 -20.0 -20.0 -0.1 -6.6 12.2 -1.8 -7.6 -6.7 BOBL -0.4 -4.1 -2.6 -0.8 -2.3 -1.3 -0.2 -2.7 -0.5 2.0 2.9 2.9 -0.7 -5.5 -8.6 -15.3 -7.4 -14.2 -9.4 -2.9 -2.3 2.0 -1.8 -0.8 2.3 -2.3 -0.0 -2.0 1.5 -1.2 -0.7 -18.0 4.9 1.6 -3.2 -4.0 20.0 18.4 20.0 20.0 BTP -8.5 -5.6 1.6 -1.1 -3.2 -1.8 -0.3 -3.8 -0.7 -13.7 14.4 -15.4 12.9 -9.5 6.4 13.0 9.3 12.8 11.2 -0.1 5.0 -6.3 8.2 -4.7 -20.0 -0.1 -7.0 4.1 -5.7 6.9 -4.2 12.8 -9.8 -5.5 -1.7 12.1 20.0 17.3 20.0 20.0 BUND -3.3 -1.1 0.7 -0.8 -2.3 -1.3 -0.2 -2.7 -0.5 -0.6 -1.8 -2.8 -6.0 -6.1 -8.4 14.1 7.8 14.7 12.0 -4.0 -4.4 -0.6 -5.5 -2.7 -1.1 -3.0 -1.7 -2.8 -0.5 -2.7 -2.1 12.1 2.6 -2.9 -4.3 -2.6 20.0 16.1 20.0 20.0 BUXL -8.1 -2.3 -2.9 -0.8 -2.3 -1.3 -0.2 -2.7 -0.5 -8.7 -14.0 -11.7 -13.1 -12.3 -12.9 3.2 2.3 3.3 3.1 -11.0 -11.9 -7.2 -13.1 -9.8 -3.9 -4.9 -3.3 -4.6 -3.4 -4.1 -4.6 0.1 -5.3 -13.4 -13.6 -9.9 20.0 5.3 7.3 2.1 CAC 2.9 -0.3 1.7 4.4 -1.1 3.7 1.2 2.8 3.1 -15.7 10.2 -5.0 6.9 1.7 6.2 -0.8 -0.9 -1.7 -0.9 2.0 3.4 -11.6 3.4 -2.9 -0.3 -0.8 -9.4 -1.7 -7.3 -2.2 -2.6 7.9 -20.0 -12.8 -9.2 -20.0 20.0 20.0 20.0 13.2 CAD -6.1 -12.8 5.9 0.9 6.3 5.7 2.8 6.1 -0.7 20.0 10.9 8.1 1.4 -11.7 -8.7 -7.6 -6.6 -7.4 -7.1 -5.5 2.2 6.1 1.0 -5.8 16.5 -1.0 12.7 3.6 4.3 2.0 -2.5 -7.1 8.2 -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 -12.2 -5.2 -1.5 -2.0 -5.3 0.6 -10.0 2.8 -8.7 0.9 -2.1 -4.9 -0.2 -3.5 0.7 -2.9 -2.8 -14.2 -15.2 -10.0 3.8 20.0 18.6 20.0 20.0 CHF -4.9 -16.7 11.7 0.5 3.5 3.2 1.5 3.4 -0.4 11.1 9.6 9.7 8.5 -4.0 3.9 -15.5 -15.4 -15.2 -14.9 2.3 9.1 3.6 10.2 0.1 -0.2 1.1 2.9 4.1 1.8 4.5 0.2 -20.0 5.8 -1.0 -1.9 1.9 -20.0 -20.0 -20.0 -20.0 COCOA 6.7 1.7 -4.9 -1.9 1.4 -2.5 1.1 -2.2 -0.2 -4.5 -3.3 -4.0 2.7 1.4 -2.1 3.3 16.6 12.9 14.7 -0.1 0.3 -3.4 5.1 -0.8 -20.0 0.5 -2.2 1.3 -1.9 4.9 -0.3 20.0 -14.4 0.7 5.8 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 17.1 -1.8 19.6 8.4 18.9 7.1 10.2 8.0 9.1 8.5 20.0 6.3 20.0 10.6 20.0 -20.0 5.0 5.7 2.5 9.0 3.6 8.8 17.9 20.0 20.0 20.0 10.8 7.0 15.8 17.0 20.0 COPPER -13.1 -20.0 -5.0 1.6 1.6 2.4 0.9 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 -1.7 0.7 -5.5 -5.2 -0.6 0.3 0.5 -0.4 1.1 -1.1 1.0 -3.0 -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 -10.3 -15.5 -14.8 -12.5 -13.7 -13.3 -5.8 -10.4 -7.1 -19.4 -5.1 -16.2 -3.8 -11.0 -7.7 -7.5 -15.1 -4.4 -18.6 -17.3 -8.1 9.9 8.2 -8.2 -20.0 -0.9 -19.2 CRUDE_W -5.6 -0.0 8.7 1.0 -0.4 2.3 -0.6 0.7 -1.0 6.8 -2.2 -0.8 -9.3 -10.5 -0.0 8.0 7.6 7.6 7.1 -0.8 -1.9 3.1 -5.7 -0.6 1.1 -0.1 2.7 -1.1 2.5 -3.8 0.2 -1.0 8.2 -0.7 1.5 -5.8 20.0 9.2 0.6 11.6 DAX -1.1 -6.2 6.6 5.0 -1.2 4.2 1.4 3.2 3.6 -14.0 18.7 -3.0 19.3 3.4 11.6 -5.3 -6.5 -5.0 -5.2 6.6 18.4 -9.9 20.0 -2.2 -11.1 0.3 -7.2 4.7 -6.3 11.6 -2.8 -0.8 -15.8 -14.3 -11.0 -16.9 20.0 20.0 20.0 11.4 DOW 7.1 7.8 17.5 4.0 -0.5 3.2 1.6 2.4 3.0 11.6 12.8 14.4 8.7 14.4 15.9 -7.7 -7.9 -7.3 -7.1 15.1 12.6 14.4 8.9 14.7 -12.2 4.9 4.0 3.2 5.7 2.1 5.6 -3.5 19.3 11.6 5.5 2.4 -20.0 -17.5 -20.0 -20.0 DX -0.8 16.5 -6.3 0.4 1.7 2.5 1.1 2.7 -0.2 -7.8 -8.8 -7.8 -8.2 -2.0 -3.0 5.8 6.1 6.1 5.9 -2.6 -7.1 -2.8 -8.2 -1.2 -20.0 -1.0 -2.4 -3.3 -1.5 -3.7 -0.4 14.9 -5.0 -8.2 9.7 -9.0 20.0 10.3 20.0 13.4 EUR -1.6 -17.1 9.9 0.5 3.3 3.0 1.4 3.2 -0.4 2.4 10.4 5.1 9.4 2.5 6.4 -7.4 -7.6 -7.8 -7.6 3.9 9.4 1.3 9.9 0.9 10.5 2.1 1.8 5.1 0.7 5.3 0.3 -8.3 -3.3 4.0 -0.3 4.0 -20.0 -14.0 -20.0 -15.3 EURIBOR-ICE 2.2 -5.9 -4.0 -0.7 -1.9 -1.1 -0.2 -2.3 -0.4 4.2 6.9 5.4 8.9 -0.8 -0.7 13.2 9.6 13.6 12.4 0.4 1.8 3.9 4.7 1.8 6.8 -0.1 2.2 0.4 3.2 2.3 1.4 14.4 5.2 6.0 0.3 0.4 20.0 20.0 20.0 20.0 EUROSTX 7.1 -0.9 1.0 4.7 -1.1 4.0 1.3 3.0 3.3 -15.5 15.4 3.1 14.4 8.7 11.5 -1.5 -0.4 -1.3 -0.8 5.8 7.9 -5.9 11.4 2.6 -6.3 0.7 -8.1 -0.0 -4.4 1.7 0.1 8.3 -12.1 -4.6 -8.0 -19.9 20.0 19.3 20.0 10.9 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 -3.7 0.4 15.2 1.1 3.7 2.1 1.3 0.7 -0.2 14.4 2.6 9.2 -2.3 -0.8 1.7 16.5 9.9 13.0 10.8 3.4 4.6 5.7 1.2 2.2 0.1 2.7 5.1 3.3 3.2 1.0 1.6 3.9 11.2 4.6 3.7 6.1 15.9 4.2 11.9 4.5 GASOLINE -0.6 -0.0 7.7 1.0 -0.4 2.3 -0.6 0.7 -1.0 5.4 2.6 3.3 -3.0 -4.4 1.6 20.0 20.0 20.0 20.0 2.8 2.1 4.9 -0.2 3.3 -20.0 1.9 2.0 1.6 4.1 0.7 2.8 20.0 8.8 9.1 3.9 -6.1 20.0 15.6 20.0 20.0 GAS_US_mini -4.7 -17.7 -17.6 0.9 -0.4 2.1 -0.5 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 -5.1 -3.3 -20.0 -20.0 -6.7 -20.0 -20.0 -20.0 GBP 7.2 -11.8 2.6 0.9 6.1 5.5 2.7 5.9 -0.7 10.1 16.8 11.6 16.5 5.1 1.8 -0.7 -0.4 -0.7 -0.6 4.3 11.9 4.8 16.4 3.5 1.3 2.9 3.0 6.7 3.4 9.8 2.8 4.0 -10.0 17.9 -1.8 2.1 7.2 -2.9 1.1 0.0 GOLD_micro 1.0 -7.9 9.6 4.0 3.9 5.9 2.3 4.9 1.7 15.3 13.4 11.3 14.9 5.2 5.5 -11.0 -11.1 -10.4 -10.3 6.7 14.8 20.0 20.0 9.5 -20.0 3.7 17.4 6.9 11.4 12.1 5.5 -8.2 20.0 14.8 -4.5 -20.0 -11.5 2.1 -15.0 -0.2 HEATOIL -6.2 -0.6 16.4 0.9 -0.4 2.2 -0.5 0.7 -1.0 -0.1 6.9 -1.2 0.2 -6.0 6.8 8.9 8.0 7.9 7.7 3.6 6.5 1.5 3.4 0.3 -20.0 2.5 -0.4 4.6 0.9 3.7 0.5 0.6 7.3 3.7 2.6 7.7 9.3 2.2 -8.3 -3.6 JGB-SGX-mini -11.0 -5.5 -5.7 -0.5 -1.4 -0.8 -0.1 -1.7 -0.3 -5.9 -5.1 -7.6 -5.5 -7.5 -7.4 20.0 15.4 20.0 17.3 -6.3 -5.8 -6.5 -6.2 -7.1 -5.9 -2.5 -2.2 -2.2 -2.7 -2.6 -3.0 20.0 -10.2 -7.8 -10.5 -6.9 -20.0 -20.0 -20.0 -20.0 JPY 3.0 -8.3 -7.2 0.5 3.4 3.0 1.5 3.2 -0.4 6.8 -2.1 6.7 -3.2 -1.0 -6.3 -10.1 -11.1 -10.1 -10.2 -4.7 -3.8 1.1 -2.8 -1.7 20.0 -2.4 1.4 -2.0 0.9 -1.5 -0.7 -13.4 -1.3 1.7 -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 -12.3 -4.6 -14.0 -2.4 -13.3 -5.6 -20.0 -20.0 -20.0 -20.0 -12.3 -4.2 -20.0 -2.2 -20.0 NaN -2.7 -6.5 -0.3 -7.4 0.4 -6.0 -20.0 -20.0 -20.0 -10.1 13.4 20.0 18.4 20.0 20.0 MXP -5.2 -7.2 20.0 0.9 6.4 5.8 2.8 6.2 -0.8 10.3 20.0 13.7 6.6 13.7 20.0 11.8 12.4 12.2 11.9 16.9 20.0 7.0 20.0 8.4 -20.0 8.2 3.2 12.2 3.9 9.7 4.4 20.0 9.6 10.2 19.3 20.0 9.1 9.4 3.5 11.6 NASDAQ_micro -6.4 -1.0 20.0 3.8 -0.5 3.1 1.5 2.3 2.9 1.0 15.2 3.2 13.1 6.3 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 -9.5 -4.4 7.4 13.5 -20.0 -12.4 -20.0 -20.0 NIKKEI 6.8 12.8 20.0 4.1 -1.0 3.5 1.1 2.6 2.9 -11.4 15.6 5.3 11.6 9.7 14.1 14.2 10.7 13.8 11.9 20.0 20.0 2.8 13.4 15.1 -11.4 5.6 -1.2 3.9 0.8 1.5 3.9 20.0 -17.3 13.9 20.0 17.9 4.9 20.0 20.0 20.0 NZD -7.1 -13.6 2.3 0.6 4.4 4.0 1.9 4.2 -0.5 5.0 6.6 -5.1 -1.5 -10.9 -9.1 -3.6 -2.4 -3.5 -3.1 -6.9 -1.0 -3.6 -0.1 -8.9 9.6 -3.2 2.9 -0.5 -2.3 -0.7 -4.8 0.0 -11.2 -12.2 -7.1 -5.6 20.0 11.1 20.0 17.7 OAT -11.2 -5.0 -0.6 -0.7 -2.2 -1.2 -0.2 -2.5 -0.5 -11.5 1.0 -12.7 -3.3 -12.0 -10.1 15.8 8.6 15.7 12.8 -6.8 -4.0 -9.7 -3.6 -9.4 0.9 -3.7 -4.8 -1.9 -5.4 -1.1 -5.2 13.2 -12.3 -12.9 -8.7 -3.0 20.0 17.9 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 -2.9 -4.1 0.3 -4.2 -1.5 -0.4 3.6 7.8 4.3 5.3 -0.9 -2.7 -0.6 -4.1 -1.1 -20.0 -0.6 -1.0 -1.3 -0.1 -1.5 -0.4 15.0 -2.0 -4.7 10.2 4.2 -19.4 -8.1 -16.6 -6.7 PALLAD -20.0 -3.7 17.5 2.5 2.5 3.7 1.5 3.1 1.1 -0.6 2.9 -8.5 1.7 -9.0 0.1 -2.8 -2.9 -2.9 -2.9 -0.4 4.9 -4.9 3.8 -6.2 16.6 0.9 -0.0 3.1 -1.4 2.7 -1.5 5.1 -7.1 -17.7 -2.8 0.3 -17.1 -20.0 -20.0 -20.0 PLAT -8.7 -3.3 20.0 2.8 2.7 4.1 1.6 3.4 1.2 9.9 7.6 7.6 6.3 -4.6 6.3 -2.7 -3.4 -2.2 -2.6 6.7 14.0 1.9 12.9 0.3 1.6 2.5 1.4 4.9 0.5 4.4 0.2 4.9 -2.2 -2.1 -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 -2.4 -5.1 -2.9 -1.6 -2.5 -1.2 3.5 -4.4 8.6 -1.3 8.8 0.9 20.0 15.2 18.8 15.5 11.2 -3.8 20.0 -3.3 20.0 -20.0 1.7 0.8 -0.7 3.9 -0.4 4.2 20.0 20.0 20.0 20.0 -9.9 1.6 20.0 3.7 20.0 RUSSELL 9.4 9.4 20.0 3.6 -0.5 2.9 1.4 2.2 2.7 11.1 9.9 12.9 3.1 12.3 13.7 -4.8 -5.4 -4.9 -4.9 14.2 9.6 16.6 3.5 15.9 7.2 4.6 3.8 2.6 5.6 0.6 5.4 0.4 20.0 20.0 12.2 6.6 -20.0 -17.0 -20.0 -20.0 SHATZ -2.1 -10.0 -7.9 -0.8 -2.2 -1.3 -0.2 -2.6 -0.5 -4.7 -0.9 -4.7 4.7 -10.7 -12.2 -17.7 -15.7 -12.5 -11.8 -6.5 -3.7 -2.2 -0.6 -4.9 4.9 -3.8 -2.3 -2.3 -1.3 -0.3 -2.9 -20.0 -3.0 -2.4 -8.1 -8.7 20.0 12.1 20.0 16.8 SILVER-mini -0.9 1.7 17.2 5.6 5.5 8.2 3.3 6.9 2.4 20.0 19.3 20.0 19.2 11.6 18.0 -6.4 -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 18.6 5.4 -3.3 4.7 -1.1 3.9 1.3 3.0 3.3 -4.3 4.3 14.4 4.6 13.8 4.6 -0.3 2.4 -0.0 1.2 6.4 1.0 10.3 3.2 13.0 8.7 2.8 0.5 -1.1 4.5 -0.5 6.1 12.6 18.9 12.5 0.1 -20.0 20.0 20.0 20.0 18.0 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 -19.8 -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 3.4 4.8 14.7 3.7 -0.5 3.0 1.5 2.3 2.8 10.1 8.9 12.4 3.8 11.2 13.8 -5.7 -5.8 -5.5 -5.5 10.3 7.8 12.6 3.4 11.0 -2.4 4.1 4.1 1.8 6.0 -0.1 5.1 -0.4 20.0 6.4 2.7 -0.8 -20.0 -15.9 -20.0 -20.0 SP500_micro 0.4 7.7 20.0 4.7 -0.6 3.9 1.9 2.9 3.6 9.3 19.6 15.2 17.0 16.7 19.7 -9.7 -9.1 -9.1 -8.5 20.0 20.0 10.1 20.0 15.6 -20.0 6.3 1.7 5.4 3.2 3.9 4.5 -5.7 5.5 4.5 14.4 15.0 -20.0 -12.0 -20.0 -20.0 SUGAR11 8.9 1.2 -10.9 -4.1 3.1 -5.5 2.3 -4.9 -0.4 -7.8 -13.7 -0.9 -14.5 2.5 -9.9 -11.6 8.0 -9.5 -2.1 -5.9 -12.4 -1.1 -14.1 -0.7 -20.0 -3.0 -2.3 -5.8 -0.5 -5.8 -0.2 10.2 -9.6 -1.1 12.9 -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 -2.5 -2.2 -2.0 -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 7.7 2.0 7.8 -2.8 7.2 2.9 -16.0 -17.3 -15.7 -15.3 3.0 1.6 5.3 -0.1 4.4 14.0 2.3 2.9 1.6 3.2 1.1 3.1 -20.0 2.5 11.0 6.8 1.2 -1.2 -7.3 -20.0 -13.6 US20 -1.5 7.1 3.7 -0.6 2.9 -1.1 1.8 -2.5 0.1 3.4 -2.9 -2.4 -7.9 4.9 5.9 4.4 2.1 3.9 3.2 2.1 -0.4 1.1 -4.1 1.9 -6.4 2.1 0.6 0.8 1.0 -1.3 1.7 -0.2 -2.1 1.2 7.0 2.7 20.0 6.7 -20.0 -4.5 US30 -2.8 5.4 1.5 -0.7 3.7 -1.5 2.3 -3.2 0.1 -6.1 -7.6 -10.9 -12.6 0.8 2.4 -3.0 -2.6 -1.8 -2.0 -0.7 -3.9 -2.7 -8.7 -1.1 -4.8 0.6 -2.7 -1.1 -1.9 -3.8 -0.3 -8.4 -8.7 -3.0 5.0 0.2 20.0 3.5 -15.5 -6.5 US5 4.9 5.5 6.2 -0.5 2.8 -1.1 1.7 -2.4 0.1 11.7 8.7 11.4 0.5 10.3 8.4 -4.3 -4.4 -3.7 -3.4 6.6 5.2 9.5 2.5 8.0 2.5 3.8 5.0 3.1 5.2 2.1 4.6 -11.0 8.3 13.1 11.0 5.8 -6.5 -10.3 -20.0 -15.3 VIX -8.6 -10.7 -6.6 -6.4 -4.0 -0.9 -7.7 2.9 -8.5 -14.1 -8.8 -20.0 -3.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.0 -6.0 -14.9 1.2 -17.4 NaN -7.2 -4.6 -1.2 -8.9 3.2 -9.7 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