******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250902_204407 produced at 2025-09-02 21:39:38.872741 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.75 0.0 0.00 0.00 0.00 0.00 -14.94 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.25 0.0 999.00 -999.00 -0.20 -0.20 -22.69 999999999.0 -18 -18 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.34 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.08 0.0 0.12 -0.12 -0.06 -0.06 -17.12 26.0 -13 -13 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -10.31 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.06 0.0 1.10 -1.10 0.00 0.00 -0.72 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 -3.26 11.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.68 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.18 -0.18 -0.03 -0.03 -3.92 18.0 -3 -3 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.54 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 -1.92 8.0 -2 -2 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.57 -0.57 -0.05 -0.02 -1.09 23.0 -2 -1 caleb_strategy_v3 JPY False False 0.05 0.00 -0.02 0.0 0.78 -0.78 0.00 0.00 -0.47 17.0 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 -1.94 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 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.44 9.0 -2 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.39 999999999.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 -0.02 0.0 1.14 -1.14 0.00 0.00 -0.51 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 -0.33 3.0 -1 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.11 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.01 0.0 0.37 -0.37 -0.06 -0.06 -0.21 6.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.83 -0.83 0.00 0.00 -0.45 48.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.19 4.0 0 0 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.10 -1.10 -0.08 -0.08 -0.11 14.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -1.12 12.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.04 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.01 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.26 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.06 -1.06 0.00 0.00 0.06 26.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.80 -0.80 0.00 0.00 -0.06 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 0.10 7.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.00 0.0 0.86 -0.86 0.00 -0.04 -0.12 58.0 0 -3 caleb_strategy_v3 US10 False False 0.06 0.00 0.00 0.0 1.02 -1.02 0.00 0.00 0.02 17.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.07 999999999.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.17 -0.00 0.0 0.35 -0.35 0.17 0.17 -0.00 2.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.00 0.0 1.07 -1.07 -0.06 -0.06 -0.14 56.0 -3 -3 caleb_strategy_v3 BOBL False False 0.07 0.00 0.00 0.0 1.41 -1.41 0.00 0.00 0.02 19.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.20 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.16 -0.00 0.0 0.80 -0.80 -0.16 -0.09 -0.33 66.0 -13 -7 caleb_strategy_v3 US5 False False 0.06 0.12 0.01 0.0 1.47 -1.47 0.12 0.12 0.24 25.0 2 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.31 12.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.26 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.17 6.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.22 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 0.59 21.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.23 0.02 0.0 0.67 -0.67 0.23 0.23 0.65 20.0 7 7 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.38 -0.38 0.04 0.04 0.55 10.0 1 1 caleb_strategy_v3 BTP False False 0.08 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.33 10.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.23 0.03 0.0 0.76 -0.76 0.23 0.23 0.38 10.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.03 0.0 0.43 -0.43 0.01 0.02 4.20 68.0 1 3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.66 999999999.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.04 0.0 0.17 -0.17 0.00 0.03 1.01 5.0 0 1 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.15 -0.15 0.04 0.04 0.95 4.0 1 1 caleb_strategy_v3 GBP False True 0.04 0.04 0.05 0.0 0.04 0.00 0.04 0.04 1.15 22.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.07 0.0 999.00 -999.00 0.11 0.11 1.24 999999999.0 2 2 caleb_strategy_v3 AUD False True 0.04 0.04 0.09 0.0 0.04 0.00 0.04 0.04 2.49 19.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.23 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 0.88 -0.88 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 0.13 8.60 13.0 6 7 caleb_strategy_v3 NIKKEI False False 0.02 0.21 0.25 0.0 0.55 -0.55 0.21 0.23 16.38 36.0 14 15 caleb_strategy_v3 MXP False True 0.01 0.34 0.44 0.0 0.34 0.00 0.34 0.34 31.00 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 0.77 0.0 0.00 0.00 0.00 0.00 5.91 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.58 0.0 1.54 -1.54 0.00 0.00 10.29 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.1 Shocked risk 56.6 Sum abs risk 50.4 Leverage 5.79 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1860698.33, 'annual_cash_vol_target': 465174.5825, 'daily_cash_vol_target': 29073.41140625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6515 0.5660 9.0558 BITCOIN 2346.9865 111440.0000 2.1061 33.6969 BOBL 0.2056 117.7900 0.1746 2.7934 BTP 0.4779 119.4700 0.4000 6.4001 BUND 0.4277 127.8400 0.3346 5.3531 BUXL 1.0062 111.6800 0.9010 14.4159 CAC 64.0915 7693.5000 0.8331 13.3290 CAD 0.0027 0.7286 0.3661 5.8574 CANOLA 9.0656 641.3000 1.4136 22.6182 CHF 0.0058 1.2577 0.4603 7.3656 COCOA 178.4567 7578.0000 2.3549 37.6789 COFFEE 6.2956 373.3500 1.6863 26.9800 COPPER 0.1147 4.6335 2.4751 39.6014 CORN 5.2113 423.0000 1.2320 19.7117 COTTON2 0.7644 66.0500 1.1573 18.5166 CRUDE_W 0.9671 64.6000 1.4971 23.9541 DAX 170.5301 23620.0000 0.7220 11.5516 DOW 284.5698 45229.0000 0.6292 10.0668 DX 0.4366 97.9050 0.4460 7.1352 EUR 0.0059 1.1704 0.5067 8.1075 EURIBOR-ICE 0.0373 97.8350 0.0381 0.6094 EUROSTX 42.8026 5318.0000 0.8049 12.8778 FEEDCOW 2.9866 358.2500 0.8337 13.3385 GASOIL 11.6838 689.5000 1.6945 27.1125 GASOLINE 0.0306 1.9324 1.5813 25.3006 GAS_US_mini 0.0989 3.3450 2.9579 47.3267 GBP 0.0063 1.3378 0.4675 7.4792 GOLD_micro 24.7210 3564.1000 0.6936 11.0978 HEATOIL 0.0365 2.3374 1.5616 24.9863 JGB-SGX-mini 0.2483 137.2800 0.1809 2.8937 JPY 0.0000 0.0068 0.6174 9.8791 LEANHOG 1.0288 88.0750 1.1681 18.6889 LIVECOW 1.9602 241.1000 0.8130 13.0084 LUMBER-new 9.1338 579.5000 1.5761 25.2183 MXP 0.0003 0.0534 0.5660 9.0565 NASDAQ_micro 183.6613 23209.5000 0.7913 12.6611 NIKKEI 395.6620 42030.0000 0.9414 15.0621 NZD 0.0035 0.5863 0.6054 9.6868 OAT 0.4388 120.1200 0.3653 5.8450 OATIES 4.7487 331.0000 1.4347 22.9546 OJ 7.8885 236.9000 3.3299 53.2784 PALLAD 25.7942 1154.0000 2.2352 35.7632 PLAT 22.5343 1411.6000 1.5964 25.5418 REDWHEAT 7.3640 511.0000 1.4411 23.0576 RICE 0.1847 12.0650 1.5307 24.4917 ROBUSTA 98.9340 4413.0000 2.2419 35.8700 RUSSELL 25.8371 2350.1000 1.0994 17.5905 SHATZ 0.0604 107.0850 0.0564 0.9018 SILVER-mini 0.4799 41.7625 1.1492 18.3870 SMI 74.2956 12115.0000 0.6133 9.8121 SOFR 0.0522 96.8400 0.0539 0.8617 SOYBEAN 10.1319 1040.0000 0.9742 15.5875 SOYMEAL 3.4374 283.3000 1.2133 19.4134 SOYOIL 0.8471 52.5000 1.6136 25.8171 SP400 28.6696 3233.1000 0.8868 14.1880 SP500_micro 38.8227 6405.5000 0.6061 9.6973 SUGAR11 0.2204 16.7700 1.3142 21.0273 US10 0.3515 112.1250 0.3135 5.0156 US10U 0.4396 113.9062 0.3859 6.1743 US2 0.0991 104.1875 0.0951 1.5224 US20 0.6714 113.3750 0.5922 9.4758 US30 0.9448 115.4688 0.8182 13.0916 US5 0.2322 109.2500 0.2126 3.4011 VIX 0.4711 20.7500 2.2705 36.3274 WHEAT 7.1161 528.5000 1.3465 21.5436 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.50 0.57 368.74 1.00 368.74 29073.41 78.84 12.14 95.74 BITCOIN 111.44 2.11 234.70 1.00 234.70 29073.41 123.88 -7.67 -95.04 BOBL 1177.90 0.17 205.65 1.17 240.97 29073.41 120.65 0.15 1.81 BTP 1194.70 0.40 477.89 1.17 559.96 29073.41 51.92 1.85 9.63 BUND 1278.40 0.33 427.72 1.17 501.17 29073.41 58.01 3.73 21.63 BUXL 1116.80 0.90 1006.23 1.17 1179.04 29073.41 24.66 -7.50 -18.49 CAC 769.35 0.83 640.92 1.17 750.99 29073.41 38.71 2.33 9.00 CAD 728.65 0.37 266.75 1.00 266.75 29073.41 108.99 -1.81 -19.76 CANOLA 128.26 1.41 181.31 0.73 131.96 29073.41 220.31 -0.49 -10.69 CHF 1572.12 0.46 723.72 1.00 723.72 29073.41 40.17 -6.86 -27.57 COCOA 757.80 2.35 1784.57 1.00 1784.57 29073.41 16.29 1.39 2.26 COFFEE 1400.06 1.69 2360.86 1.00 2360.86 29073.41 12.31 10.68 13.16 COPPER 1158.38 2.48 2867.08 1.00 2867.08 29073.41 10.14 -3.59 -3.64 CORN 211.50 1.23 260.56 1.00 260.56 29073.41 111.58 -4.11 -45.90 COTTON2 330.25 1.16 382.19 1.00 382.19 29073.41 76.07 -17.60 -133.86 CRUDE_W 646.00 1.50 967.15 1.00 967.15 29073.41 30.06 3.11 9.36 DAX 236.20 0.72 170.53 1.17 199.82 29073.41 145.50 -0.24 -3.47 DOW 226.14 0.63 142.28 1.00 142.28 29073.41 204.33 -0.70 -14.27 DX 979.05 0.45 436.61 1.00 436.61 29073.41 66.59 -0.41 -2.73 EUR 1463.06 0.51 741.36 1.00 741.36 29073.41 39.22 -1.04 -4.06 EURIBOR-ICE 2445.87 0.04 93.16 1.17 109.16 29073.41 266.33 11.32 301.39 EUROSTX 531.80 0.80 428.03 1.17 501.54 29073.41 57.97 3.28 19.02 FEEDCOW 1791.25 0.83 1493.29 1.00 1493.29 29073.41 19.47 17.38 33.83 GASOIL 689.50 1.69 1168.38 1.00 1168.38 29073.41 24.88 8.81 21.92 GASOLINE 811.61 1.58 1283.39 1.00 1283.39 29073.41 22.65 6.76 15.32 GAS_US_mini 83.62 2.96 247.36 1.00 247.36 29073.41 117.54 -13.43 -157.89 GBP 836.12 0.47 390.85 1.00 390.85 29073.41 74.39 5.93 44.13 GOLD_micro 356.41 0.69 247.21 1.00 247.21 29073.41 117.61 -0.36 -4.18 HEATOIL 981.71 1.56 1533.08 1.00 1533.08 29073.41 18.96 -0.48 -0.91 JGB-SGX-mini 137280.00 0.18 24828.27 0.01 169.01 29073.41 172.02 -8.01 -137.80 JPY 850.88 0.62 525.37 1.00 525.37 29073.41 55.34 -3.25 -17.97 LEANHOG 352.30 1.17 411.51 1.00 411.51 29073.41 70.65 20.00 141.30 LIVECOW 964.40 0.81 784.08 1.00 784.08 29073.41 37.08 16.51 61.20 LUMBER-new 159.36 1.58 251.18 1.00 251.18 29073.41 115.75 -6.89 -79.77 MXP 266.80 0.57 151.02 1.00 151.02 29073.41 192.52 10.95 210.89 NASDAQ_micro 464.19 0.79 367.32 1.00 367.32 29073.41 79.15 -5.90 -46.67 NIKKEI 42030.00 0.94 39566.20 0.01 269.34 29073.41 107.94 13.99 151.05 NZD 586.30 0.61 354.96 1.00 354.96 29073.41 81.91 2.80 22.90 OAT 1201.20 0.37 438.81 1.17 514.17 29073.41 56.54 1.97 11.14 OATIES 165.50 1.43 237.44 1.00 237.44 29073.41 122.45 -15.70 -192.27 OJ 355.35 3.33 1183.28 1.00 1183.28 29073.41 24.57 -5.60 -13.75 PALLAD 1154.00 2.24 2579.42 1.00 2579.42 29073.41 11.27 -1.43 -1.62 PLAT 705.80 1.60 1126.71 1.00 1126.71 29073.41 25.80 6.22 16.06 REDWHEAT 255.50 1.44 368.20 1.00 368.20 29073.41 78.96 -18.26 -144.22 RICE 241.30 1.53 369.37 1.00 369.37 29073.41 78.71 -13.24 -104.24 ROBUSTA 441.30 2.24 989.34 1.00 989.34 29073.41 29.39 6.62 19.45 RUSSELL 117.50 1.10 129.19 1.00 129.19 29073.41 225.05 5.63 126.68 SHATZ 1070.85 0.06 60.36 1.17 70.72 29073.41 411.08 -3.21 -131.81 SILVER-mini 1044.06 1.15 1199.82 1.00 1199.82 29073.41 24.23 14.98 36.29 SMI 1211.50 0.61 742.96 1.25 929.56 29073.41 31.28 11.56 36.15 SOFR 2421.00 0.05 130.39 1.00 130.39 29073.41 222.97 4.35 97.04 SOYBEAN 520.00 0.97 506.60 1.00 506.60 29073.41 57.39 1.85 10.63 SOYMEAL 283.30 1.21 343.74 1.00 343.74 29073.41 84.58 -14.85 -125.60 SOYOIL 315.00 1.61 508.27 1.00 508.27 29073.41 57.20 -3.72 -21.26 SP400 3233.10 0.89 2866.96 1.00 2866.96 29073.41 10.14 -0.12 -0.12 SP500_micro 320.28 0.61 194.11 1.00 194.11 29073.41 149.78 -1.28 -19.13 SUGAR11 187.82 1.31 246.84 1.00 246.84 29073.41 117.78 -13.68 -161.08 US10 1121.25 0.31 351.49 1.00 351.49 29073.41 82.72 0.22 1.82 US10U 1139.06 0.39 439.55 1.00 439.55 29073.41 66.14 -0.68 -4.48 US2 2083.75 0.10 198.27 1.00 198.27 29073.41 146.64 -0.60 -8.76 US20 1133.75 0.59 671.45 1.00 671.45 29073.41 43.30 -1.01 -4.38 US30 1154.69 0.82 944.79 1.00 944.79 29073.41 30.77 -5.38 -16.56 US5 1092.50 0.21 232.23 1.00 232.23 29073.41 125.19 1.50 18.83 VIX 207.50 2.27 471.12 1.00 471.12 29073.41 61.71 -14.88 -91.81 WHEAT 264.25 1.35 355.81 1.00 355.81 29073.41 81.71 -13.27 -108.45 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 95.743 0.010 2.5 2.488 BITCOIN -95.037 0.043 2.5 -10.306 BOBL 1.815 0.004 2.5 0.018 BTP 9.627 0.014 2.5 0.329 BUND 21.630 0.004 2.5 0.220 BUXL -18.491 0.004 2.5 -0.188 CAC 9.003 0.014 2.5 0.307 CAD -19.756 0.010 2.5 -0.513 CANOLA -10.694 0.010 2.5 -0.261 CHF -27.572 0.010 2.5 -0.716 COCOA 2.263 0.010 2.5 0.055 COFFEE 13.158 0.005 2.5 0.175 COPPER -3.639 0.043 2.5 -0.395 CORN -45.901 0.010 2.5 -1.118 COTTON2 -133.865 0.010 2.5 -3.261 CRUDE_W 9.358 0.043 2.5 1.015 DAX -3.473 0.014 2.5 -0.119 DOW -14.266 0.009 2.5 -0.332 DX -2.732 0.010 2.5 -0.071 EUR -4.063 0.010 2.5 -0.106 EURIBOR-ICE 301.393 0.014 2.5 10.295 EUROSTX 19.018 0.014 2.5 0.650 FEEDCOW 33.834 0.013 2.5 1.123 GASOIL 21.923 0.017 2.5 0.952 GASOLINE 15.316 0.017 2.5 0.665 GAS_US_mini -157.892 0.043 2.5 -17.122 GBP 44.131 0.010 2.5 1.147 GOLD_micro -4.177 0.014 2.5 -0.143 HEATOIL -0.912 0.017 2.5 -0.040 JGB-SGX-mini -137.797 0.043 2.5 -14.943 JPY -17.973 0.010 2.5 -0.467 LEANHOG 141.302 0.024 2.5 8.600 LIVECOW 61.204 0.013 2.5 2.031 LUMBER-new -79.768 0.010 2.5 -1.943 MXP 210.885 0.059 2.5 30.996 NASDAQ_micro -46.669 0.009 2.5 -1.086 NIKKEI 151.049 0.043 2.5 16.380 NZD 22.899 0.010 2.5 0.595 OAT 11.136 0.014 2.5 0.380 OATIES -192.272 0.010 2.5 -4.684 OJ -13.750 0.010 2.5 -0.335 PALLAD -1.616 0.014 2.5 -0.055 PLAT 16.058 0.014 2.5 0.548 REDWHEAT -144.215 0.005 2.5 -1.916 RICE -104.243 0.010 2.5 -2.540 ROBUSTA 19.453 0.005 2.5 0.258 RUSSELL 126.684 0.013 2.5 4.204 SHATZ -131.813 0.004 2.5 -1.339 SILVER-mini 36.290 0.014 2.5 1.240 SMI 36.146 0.014 2.5 1.235 SOFR 97.044 0.024 2.5 5.906 SOYBEAN 10.625 0.004 2.5 0.099 SOYMEAL -125.596 0.004 2.5 -1.170 SOYOIL -21.261 0.004 2.5 -0.198 SP400 -0.122 0.013 2.5 -0.004 SP500_micro -19.130 0.009 2.5 -0.445 SUGAR11 -161.079 0.010 2.5 -3.924 US10 1.818 0.005 2.5 0.023 US10U -4.478 0.005 2.5 -0.057 US2 -8.762 0.005 2.5 -0.111 US20 -4.383 0.005 2.5 -0.056 US30 -16.560 0.005 2.5 -0.210 US5 18.826 0.005 2.5 0.239 VIX -91.811 0.099 2.5 -22.695 WHEAT -108.451 0.005 2.5 -1.441 ===================== Position diags ===================== AUD 2.05 BITCOIN 13.43 BOBL 1.23 BTP 1.77 BUND 0.59 BUXL 0.25 CAC 1.32 CAD 2.83 CANOLA 5.37 CHF 1.04 COCOA 0.40 COFFEE 0.16 COPPER 1.10 CORN 2.72 COTTON2 1.85 CRUDE_W 3.26 DAX 4.97 DOW 4.76 DX 1.73 EUR 1.02 EURIBOR-ICE 9.10 EUROSTX 1.98 FEEDCOW 0.65 GASOIL 1.08 GASOLINE 0.98 GAS_US_mini 12.75 GBP 1.93 GOLD_micro 4.02 HEATOIL 0.82 JGB-SGX-mini 18.65 JPY 1.44 LEANHOG 4.30 LIVECOW 1.23 LUMBER-new 2.82 MXP 28.30 NASDAQ_micro 1.84 NIKKEI 11.71 NZD 2.13 OAT 1.93 OATIES 2.98 OJ 0.60 PALLAD 0.38 PLAT 0.88 REDWHEAT 1.05 RICE 1.92 ROBUSTA 0.39 RUSSELL 7.47 SHATZ 4.17 SILVER-mini 0.83 SMI 1.07 SOFR 13.57 SOYBEAN 0.53 SOYMEAL 0.79 SOYOIL 0.53 SP400 0.34 SP500_micro 3.49 SUGAR11 2.87 US10 1.05 US10U 0.84 US2 1.86 US20 0.55 US30 0.39 US5 1.59 VIX 15.25 WHEAT 1.09 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 -10.3 -11.6 -9.0 0.0 0 BOBL 0.0 -0.1 0.1 0.0 0 BTP 0.3 0.2 0.5 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.2 -0.2 -0.2 0.0 0 CAC 0.3 0.2 0.4 0.0 0 CAD -0.5 -0.8 -0.2 0.0 0 CANOLA -0.3 -0.8 0.3 0.0 0 CHF -0.7 -0.8 -0.6 0.0 0 COCOA 0.1 0.0 0.1 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.4 -0.5 -0.3 0.0 0 CORN -1.1 -1.4 -0.8 -3.0 -3 COTTON2 -3.3 -3.4 -3.1 -4.0 -4 CRUDE_W 1.0 0.7 1.3 0.0 0 DAX -0.1 -0.6 0.4 0.0 0 DOW -0.3 -0.8 0.1 -13.0 -13 DX -0.1 -0.2 0.1 0.0 0 EUR -0.1 -0.2 -0.0 -1.0 -1 EURIBOR-ICE 10.3 9.4 11.2 0.0 0 EUROSTX 0.6 0.5 0.8 7.0 7 FEEDCOW 1.1 1.1 1.2 4.0 4 GASOIL 1.0 0.8 1.1 1.0 1 GASOLINE 0.7 0.6 0.8 0.0 0 GAS_US_mini -17.1 -18.4 -15.8 -13.0 -13 GBP 1.1 1.0 1.3 1.0 1 GOLD_micro -0.1 -0.5 0.3 -3.0 -3 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -14.9 -16.8 -13.1 0.0 0 JPY -0.5 -0.6 -0.3 0.0 0 LEANHOG 8.6 8.2 9.0 6.0 6 LIVECOW 2.0 1.9 2.2 0.0 0 LUMBER-new -1.9 -2.2 -1.7 0.0 0 MXP 31.0 28.2 33.8 24.0 24 NASDAQ_micro -1.1 -1.3 -0.9 -2.0 -2 NIKKEI 16.4 15.2 17.6 14.0 14 NZD 0.6 0.4 0.8 0.0 0 OAT 0.4 0.2 0.6 3.0 3 OATIES -4.7 -5.0 -4.4 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT 0.5 0.5 0.6 1.0 1 REDWHEAT -1.9 -2.0 -1.8 -2.0 -2 RICE -2.5 -2.7 -2.3 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 4.2 3.5 5.0 1.0 1 SHATZ -1.3 -1.8 -0.9 NaN 0 SILVER-mini 1.2 1.2 1.3 2.0 2 SMI 1.2 1.1 1.3 0.0 0 SOFR 5.9 4.5 7.3 NaN 0 SOYBEAN 0.1 0.0 0.2 0.0 0 SOYMEAL -1.2 -1.2 -1.1 -1.0 -1 SOYOIL -0.2 -0.3 -0.1 0.0 0 SP400 -0.0 -0.0 0.0 1.0 1 SP500_micro -0.4 -0.8 -0.1 0.0 0 SUGAR11 -3.9 -4.2 -3.6 -3.0 -3 US10 0.0 -0.1 0.1 0.0 0 US10U -0.1 -0.1 0.0 0.0 0 US2 -0.1 -0.3 0.1 NaN 0 US20 -0.1 -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 -22.7 -24.2 -21.2 -18.0 -18 WHEAT -1.4 -1.5 -1.3 -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 0.1 0.2 0.0 0.1 0.4 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.0 0.0 1.8 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 0.1 0.0 0.2 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.3 -0.0 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.2 0.7 -0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.0 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 -0.2 -0.4 0.4 -0.1 -0.3 -0.2 BOBL -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.9 0.1 0.1 -0.1 -0.1 0.7 0.6 0.7 0.7 BTP -0.3 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 0.4 -0.2 0.5 -0.1 0.1 0.3 0.2 0.3 0.2 -0.0 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.1 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 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.2 0.3 0.2 -0.0 -0.0 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.6 0.1 -0.1 -0.1 -0.1 0.7 0.6 0.7 0.7 BUXL -0.3 -0.1 -0.1 -0.0 -0.1 -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 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.4 -0.4 -0.3 0.7 0.2 0.2 0.1 CAC 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -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 0.1 0.2 0.0 0.1 0.3 0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.1 2.2 -0.0 0.1 0.1 0.0 0.1 -0.0 -0.4 0.1 -0.3 -0.1 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -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 -0.2 0.0 -0.4 -0.3 0.1 0.7 0.6 0.7 0.7 CHF -0.1 -0.5 0.4 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.3 0.1 0.3 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.0 0.3 -0.0 -0.0 0.0 0.0 0.1 0.0 0.2 0.0 -1.1 -0.0 -0.1 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 COCOA 0.0 0.1 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 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 -0.0 0.1 0.2 0.3 0.2 0.2 0.3 0.3 COFFEE 0.6 0.6 -0.6 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 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 0.1 0.1 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.5 0.2 0.5 0.6 0.7 COPPER -0.3 -0.6 -0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -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 -0.2 -0.3 -0.2 0.3 0.2 0.3 0.2 CORN 0.4 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -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 0.5 0.4 0.2 0.1 -0.2 0.1 -0.1 0.2 COTTON2 0.1 0.1 0.0 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 -2.1 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -1.0 0.3 0.1 0.3 0.3 -0.3 -0.7 -0.1 -0.7 CRUDE_W -0.1 0.0 0.3 0.0 0.1 0.1 0.1 0.0 0.0 0.1 -0.1 0.1 -0.3 -0.1 0.0 0.2 0.2 0.2 0.1 0.0 -0.0 0.1 -0.2 0.0 0.2 -0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.2 -0.2 0.0 -0.2 0.7 0.3 0.0 0.4 DAX -0.1 -0.3 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.2 0.5 -0.1 0.7 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.2 0.5 -0.1 -1.5 -0.0 -0.2 0.1 -0.1 0.4 -0.1 -0.0 -0.5 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.4 DOW 0.3 0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.4 0.1 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.1 0.2 0.1 0.1 0.2 0.1 -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 0.1 0.1 0.0 0.1 0.0 0.0 -0.2 -0.0 -0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.8 -0.2 -0.3 0.3 -0.3 0.7 0.3 0.7 0.5 EUR -0.1 -0.5 0.3 0.0 0.1 0.1 0.0 0.1 0.0 -0.1 0.3 -0.0 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 -0.2 0.0 -0.0 0.1 -0.7 -0.5 -0.7 -0.5 EURIBOR-ICE 0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 0.2 0.0 0.3 -0.0 -0.0 0.3 0.2 0.3 0.2 0.0 0.0 0.0 0.1 0.0 0.9 -0.0 -0.0 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 -0.1 0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.2 0.4 -0.0 0.5 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.3 -0.0 -0.8 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.4 -0.5 -0.2 -0.3 -0.6 0.7 0.7 0.7 0.4 FEEDCOW 0.6 0.6 0.5 -0.0 -0.2 -0.1 -0.1 -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 0.1 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 0.1 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 0.1 0.1 0.1 0.0 0.0 0.2 0.1 0.1 0.1 0.2 0.5 0.1 0.4 0.2 GASOLINE 0.1 0.0 0.3 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 -0.1 -0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.1 -0.0 0.1 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 -0.3 0.1 0.1 -0.2 0.7 0.5 0.7 0.7 GAS_US_mini -0.1 -0.6 -0.6 0.0 0.1 0.1 0.1 0.0 0.0 0.1 -0.4 -0.0 -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 -0.3 -0.3 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.1 -0.4 0.0 0.0 0.1 0.2 0.1 0.2 0.0 -0.1 0.5 -0.0 0.6 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.4 -0.0 0.2 0.0 0.0 0.2 0.0 0.4 0.0 0.2 -0.4 0.5 -0.1 0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.2 -0.2 0.3 0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.4 0.2 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.2 0.5 0.2 -2.7 0.0 0.2 0.2 0.1 0.5 0.1 -0.4 0.5 0.4 0.0 -0.6 -0.4 0.1 -0.5 -0.0 HEATOIL -0.1 -0.0 0.5 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.2 0.1 0.0 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.0 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 -0.3 -0.1 0.0 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 0.4 -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 -0.1 -0.3 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.2 -0.2 0.0 0.1 0.1 0.0 0.1 0.0 -0.1 -0.1 -0.0 -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 -0.2 -0.1 -0.1 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.2 -0.1 0.4 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.5 0.2 0.6 0.2 0.1 0.4 0.4 0.4 0.4 0.2 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 0.4 0.6 0.7 0.4 0.7 0.7 LIVECOW 0.4 0.3 0.3 -0.0 -0.1 -0.1 -0.1 -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 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -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 -0.4 -0.7 -0.5 0.4 0.8 0.7 0.8 0.8 MXP -0.2 -0.3 0.6 0.0 0.1 0.2 0.1 0.2 0.0 -0.0 0.5 0.1 0.3 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.3 0.0 0.4 0.0 1.1 -0.0 0.2 0.5 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.3 -0.1 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 -0.2 0.0 -0.2 0.2 0.4 -0.7 -0.4 -0.7 -0.7 NIKKEI 0.1 0.4 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 0.0 0.4 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.2 -0.0 0.4 0.1 -1.5 0.1 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.5 0.4 0.6 0.6 0.2 0.7 0.7 0.7 NZD -0.2 -0.4 0.0 0.0 0.1 0.1 0.1 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 -0.1 -0.0 -0.1 1.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.4 -0.4 -0.3 -0.2 0.7 0.4 0.7 0.6 OAT -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.1 -0.1 -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 -0.3 -0.6 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.4 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 0.5 -0.3 -0.6 0.2 -0.7 -0.2 -0.7 -0.2 OJ -0.1 0.1 0.3 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -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 0.2 0.1 0.3 0.2 -0.6 -0.3 -0.5 -0.2 PALLAD -0.5 -0.2 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.1 2.3 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 -0.2 -0.2 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 0.1 0.4 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 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 0.8 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -1.1 0.5 -0.3 -0.1 0.3 -0.7 -0.7 -0.7 -0.7 RICE -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 -0.2 -0.2 -0.2 -0.1 -0.7 -0.3 -0.7 -0.4 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.1 -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 0.1 -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 0.0 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 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.4 -0.3 -0.3 -0.3 -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 -0.0 -0.0 -0.3 -0.3 0.7 0.4 0.7 0.6 SILVER-mini 0.1 0.0 0.6 0.1 0.0 0.2 0.0 0.3 0.0 0.2 0.5 0.2 0.7 0.2 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 0.5 0.2 0.7 0.7 0.6 0.2 SMI 0.6 0.2 -0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 0.1 0.2 0.1 0.0 -0.0 0.0 -0.0 0.0 0.1 0.0 0.0 0.1 0.1 1.2 0.0 -0.0 -0.0 0.0 -0.0 0.1 0.7 0.1 0.3 0.0 -0.6 0.7 0.7 0.7 0.6 SOFR 0.2 0.2 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.5 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.1 0.3 0.2 -2.3 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.6 0.6 0.5 0.1 -0.4 -0.7 -0.6 SOYBEAN 0.6 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -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 0.0 -0.1 0.1 -0.1 0.0 0.0 0.0 0.0 -0.1 0.1 -0.7 0.5 0.6 0.6 0.6 -0.3 0.0 -0.1 0.3 SOYMEAL 0.4 0.3 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.0 -0.6 0.1 -0.1 -0.3 -0.3 -0.4 -0.3 -0.0 -0.1 -0.1 -0.5 -0.0 -1.7 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -1.1 0.2 0.5 0.5 -0.0 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.3 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 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 0.4 -0.2 0.2 0.6 -0.6 -0.2 -0.6 -0.2 SP400 0.2 0.1 0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.1 0.1 0.1 0.1 -0.1 -0.1 -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 -0.6 -0.7 -0.7 SP500_micro -0.1 0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.5 0.0 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 0.0 0.1 0.0 0.1 0.0 -0.3 0.3 0.1 0.5 0.5 -0.7 -0.4 -0.7 -0.7 SUGAR11 0.2 0.0 -0.3 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.0 -0.1 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -2.7 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.5 0.5 0.3 0.5 -0.2 -0.7 -0.7 -0.7 -0.7 US10 0.1 0.2 0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.2 0.1 -0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 0.0 0.0 0.1 -0.3 0.0 0.0 0.1 0.1 0.1 0.0 -0.3 0.4 0.4 0.4 0.2 -0.2 -0.6 -0.7 -0.7 US10U 0.1 0.2 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 0.1 -0.2 0.2 0.1 -0.1 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.0 0.1 -1.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.4 0.5 0.5 0.6 0.3 0.2 -0.4 -0.7 -0.6 US2 0.1 0.2 0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 0.1 0.1 -0.1 0.1 0.0 -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 0.2 0.4 0.3 0.1 -0.1 -0.2 -0.7 -0.5 US20 -0.1 0.2 0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 0.0 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 -0.0 -0.1 0.0 -0.9 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.1 0.1 0.2 0.1 0.7 0.2 -0.7 -0.2 US30 -0.1 0.2 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.0 -0.6 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.5 0.0 -0.1 0.2 0.0 0.7 0.1 -0.4 -0.2 US5 0.1 0.2 0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 0.0 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 0.1 -0.6 0.4 0.5 0.4 0.2 -0.2 -0.4 -0.7 -0.5 VIX -0.4 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 0.1 -0.4 -0.2 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.1 -0.1 0.0 -0.2 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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -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 0.5 0.0 -0.1 0.4 -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 -1.8 -4.7 6.5 1.7 12.9 5.0 7.0 5.2 1.9 11.1 15.0 9.5 0.9 -2.2 2.5 -1.8 -1.5 -1.8 -1.6 1.2 3.7 5.1 0.8 0.9 13.8 1.8 11.6 1.7 5.9 -2.2 1.4 2.2 2.2 0.9 7.0 2.2 20.0 20.0 20.0 20.0 BITCOIN -20.0 -10.2 -1.0 6.2 4.5 8.8 4.1 7.4 3.3 -9.3 18.1 -17.8 20.0 -11.6 5.7 -8.0 -7.5 -7.9 -7.5 2.6 15.0 -19.3 20.0 -12.9 -20.0 2.3 -12.3 7.1 -10.3 9.6 -5.2 -2.7 -20.0 -20.0 -6.2 -12.1 12.6 -1.9 -8.0 -6.7 BOBL -0.3 -4.2 -2.9 -1.3 -8.8 -1.5 -3.8 -2.8 -2.0 -7.0 2.8 -1.5 -0.7 -6.9 -9.2 -10.9 -7.1 -12.6 -8.7 -3.3 -2.4 -1.7 -1.9 -2.1 2.3 -2.6 -5.4 -2.1 -1.4 -1.3 -1.6 -17.3 4.5 2.0 -3.1 -3.9 20.0 18.9 20.0 20.0 BTP -9.8 -6.0 0.8 -1.8 -12.0 -2.1 -5.2 -3.9 -2.7 -16.8 14.0 -17.1 12.8 -12.0 4.7 13.0 9.3 12.9 11.3 -1.3 4.4 -11.6 7.9 -7.2 -20.0 -1.2 -15.5 3.6 -10.3 6.6 -6.3 12.8 -10.1 -6.7 -2.3 11.3 20.0 17.7 20.0 20.0 BUND -3.7 -1.1 0.5 -1.3 -8.8 -1.5 -3.8 -2.8 -2.0 -9.6 -1.9 -6.7 -6.1 -7.8 -9.1 12.3 7.7 14.0 11.7 -4.5 -4.6 -4.2 -5.6 -4.1 -1.1 -3.4 -6.9 -3.0 -3.4 -2.8 -3.2 11.8 2.3 -3.0 -4.1 -2.7 20.0 16.6 20.0 20.0 BUXL -8.6 -2.3 -2.9 -1.3 -8.7 -1.5 -3.8 -2.8 -2.0 -11.8 -14.1 -12.8 -13.2 -12.9 -13.3 3.1 2.3 3.3 3.1 -11.7 -12.2 -10.8 -13.3 -11.3 -3.9 -5.0 -6.2 -4.5 -4.9 -4.0 -5.0 0.1 -5.5 -13.6 -13.6 -10.2 20.0 5.5 6.4 2.1 CAC 2.0 -1.1 1.5 4.3 -3.1 3.8 -0.1 2.9 2.6 -16.3 10.1 -8.1 7.0 -0.0 4.9 -0.4 -0.9 -1.5 -0.8 1.1 3.1 -13.1 3.4 -4.6 -0.3 -1.3 -9.2 -1.9 -7.9 -2.2 -3.5 7.9 -20.0 -12.1 -9.7 -20.0 20.0 20.0 20.0 13.4 CAD -5.0 -11.8 5.1 2.0 15.0 5.8 8.2 6.1 2.2 9.7 10.9 7.2 1.4 -11.0 -8.9 -7.6 -6.7 -7.4 -7.1 -5.4 2.0 2.9 1.0 -5.4 16.7 -1.0 12.8 3.6 4.3 2.0 -2.5 -7.1 3.3 -9.4 -4.0 -0.1 -20.0 -20.0 -20.0 -20.0 CANOLA -17.0 -18.6 0.6 -2.1 -8.8 -2.1 -4.1 -1.8 -2.1 -6.8 2.8 -7.7 3.5 -8.0 -6.3 -12.7 -5.3 -2.5 -2.3 -5.9 0.2 -11.1 2.6 -9.7 1.0 -2.1 -4.9 -0.2 -3.5 0.7 -3.0 -3.0 0.7 -11.8 -8.9 2.6 20.0 18.9 20.0 20.0 CHF -2.8 -16.4 11.1 1.1 8.7 3.3 4.7 3.5 1.3 -1.2 10.0 5.8 8.8 -4.6 3.8 -15.5 -15.4 -15.2 -14.9 2.1 9.2 -0.2 10.5 -0.8 -0.3 1.2 3.0 4.3 1.9 4.8 0.2 -20.0 -0.7 -1.6 -3.2 2.4 -20.0 -20.0 -20.0 -20.0 COCOA 0.8 3.3 -5.9 -2.0 -8.6 -2.1 -4.0 -1.8 -2.0 -7.2 -3.4 -6.0 2.6 0.8 -2.3 3.3 16.6 12.9 14.7 -0.6 0.1 -5.3 5.0 -1.9 -20.0 0.5 -2.2 1.3 -1.9 4.9 -0.3 20.0 -0.3 3.9 6.9 7.9 5.8 6.1 9.9 9.1 COFFEE 20.0 20.0 -20.0 -4.9 -20.0 -5.0 -9.6 -4.2 -4.8 5.9 -1.0 17.9 8.6 18.5 8.2 10.6 8.0 9.2 8.6 20.0 7.5 20.0 11.1 20.0 -20.0 5.1 5.7 2.5 9.0 3.6 8.8 18.0 20.0 20.0 20.0 17.0 6.6 16.0 16.6 20.0 COPPER -8.9 -20.0 -5.9 1.7 1.3 2.5 1.1 2.1 0.9 6.1 -2.1 4.0 -0.2 -6.0 -5.4 -3.5 -5.3 -4.4 -5.0 -5.0 -1.8 -0.3 0.6 -4.7 -5.2 -0.6 0.3 0.5 -0.4 1.1 -1.1 1.0 -4.7 -5.8 -9.8 -6.4 8.9 6.5 8.6 7.3 CORN 12.9 -3.3 -6.8 -3.5 -14.8 -3.6 -6.9 -3.0 -3.5 12.9 -11.7 12.0 -12.8 -0.1 -8.8 -20.0 -18.6 -20.0 -20.0 -6.7 -10.0 13.0 -10.5 2.5 6.9 -2.5 9.4 -3.8 4.8 -5.4 0.5 -20.0 20.0 11.0 7.3 3.5 -7.1 2.3 -3.9 5.6 COTTON2 2.5 1.8 1.0 -5.6 -20.0 -5.8 -11.0 -4.9 -5.5 -20.0 -19.8 -16.3 -20.0 -13.3 -16.4 -15.0 -12.5 -13.8 -13.4 -6.7 -10.6 -12.6 -19.2 -7.6 -15.9 -3.8 -11.0 -7.7 -7.5 -15.1 -4.4 -18.6 13.9 3.8 10.6 9.8 -9.3 -20.0 -2.1 -19.9 CRUDE_W -1.7 0.0 9.3 1.7 12.5 2.5 5.0 0.8 1.2 16.6 -1.9 8.3 -9.4 -8.2 0.5 8.2 7.6 7.7 7.1 0.4 -1.5 11.0 -5.7 2.7 1.2 -0.1 2.7 -1.1 2.6 -3.9 0.2 -1.1 -8.9 -6.2 0.4 -6.5 20.0 9.4 0.2 12.0 DAX -4.2 -9.9 1.8 4.8 -3.4 4.2 -0.1 3.3 2.9 -17.1 18.2 -8.9 19.0 -0.6 9.5 -5.3 -6.5 -5.0 -5.2 3.9 15.7 -17.7 20.0 -6.4 -11.0 -0.9 -19.6 4.2 -12.2 11.3 -5.6 -0.8 -20.0 -20.0 -13.5 -17.3 20.0 20.0 20.0 11.5 DOW 8.1 6.6 17.4 3.9 -2.8 3.4 -0.1 2.6 2.3 -0.6 13.1 11.2 8.9 13.3 15.8 -7.8 -7.9 -7.3 -7.1 14.9 12.8 7.3 9.1 12.8 -12.4 5.0 4.0 3.2 5.8 2.2 5.6 -3.5 20.0 11.4 6.7 3.5 -20.0 -18.3 -20.0 -20.0 DX 0.2 16.6 -5.5 0.9 6.7 2.6 3.7 2.7 1.0 1.3 -8.9 -2.8 -8.4 -1.6 -2.9 6.0 6.1 6.1 5.9 -2.2 -7.0 -0.1 -8.2 -0.4 -20.0 -0.8 1.6 -3.2 0.1 -3.8 0.1 15.0 -7.5 -8.7 9.5 -9.6 20.0 10.4 20.0 13.5 EUR -2.1 -16.7 9.2 1.0 8.0 3.1 4.3 3.2 1.2 -6.6 10.6 -0.9 9.6 2.2 6.3 -7.4 -7.6 -7.8 -7.6 3.7 9.3 -1.2 10.0 0.1 10.7 2.1 1.8 5.2 0.7 5.4 0.3 -8.2 -7.3 1.2 -1.5 4.4 -20.0 -14.4 -20.0 -15.9 EURIBOR-ICE 2.3 -5.9 -4.2 -1.1 -7.3 -1.2 -3.1 -2.3 -1.6 -1.6 6.9 2.1 9.0 -1.6 -0.9 13.2 9.6 13.6 12.4 0.2 1.8 1.2 4.7 1.0 6.8 -0.2 -2.4 0.4 1.0 2.3 0.8 14.4 4.8 6.7 0.6 0.6 20.0 20.0 20.0 20.0 EUROSTX 5.2 -1.7 0.2 4.6 -3.3 4.1 -0.1 3.1 2.7 -17.1 15.3 -2.2 14.4 6.5 10.1 -1.5 -0.4 -1.3 -0.8 4.5 7.4 -10.9 11.2 -0.5 -6.4 -0.0 -13.2 -0.3 -7.6 1.6 -1.8 8.3 -20.0 -6.6 -8.9 -20.0 20.0 19.6 20.0 11.1 FEEDCOW 20.0 20.0 16.4 -4.0 -16.8 -4.1 -7.8 -3.4 -3.9 14.7 17.3 16.3 16.9 16.9 17.1 18.6 3.7 14.2 9.2 20.0 20.0 20.0 20.0 20.0 -20.0 6.3 3.2 6.3 4.7 5.6 5.9 14.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -2.3 -0.3 15.3 1.5 10.9 2.1 4.4 0.7 1.0 13.7 2.8 10.8 -2.1 1.5 2.0 16.9 10.0 13.2 11.0 3.8 4.4 9.8 1.2 4.0 0.1 3.0 11.7 3.3 6.0 1.0 2.8 4.0 5.5 4.1 3.6 6.2 16.3 4.3 11.9 4.5 GASOLINE 2.8 0.2 8.1 1.7 12.4 2.4 5.0 0.8 1.2 16.2 3.1 10.5 -2.8 -0.9 2.4 20.0 20.0 20.0 20.0 4.1 2.6 13.5 -0.0 6.7 -20.0 2.0 2.1 1.6 4.2 0.7 2.9 20.0 -11.1 2.0 2.5 -6.9 20.0 15.8 20.0 20.0 GAS_US_mini -2.0 -17.3 -17.7 1.6 12.0 2.4 4.8 0.8 1.2 16.2 -16.2 -1.8 -9.1 -14.6 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 2.0 -10.4 -12.1 20.0 -6.3 4.6 -4.7 -0.2 -2.1 -4.6 -20.0 -11.6 -8.5 -20.0 -20.0 -6.0 -20.0 -20.0 -20.0 GBP 4.5 -11.6 1.1 1.9 14.6 5.7 8.0 5.9 2.2 -16.5 16.8 -1.9 16.6 3.4 0.6 -0.7 -0.4 -0.7 -0.6 3.0 11.5 -7.4 16.4 -0.6 1.3 2.9 3.0 6.8 3.4 10.0 2.8 4.0 -17.2 14.3 -2.7 1.5 7.7 -2.9 1.6 -0.0 GOLD_micro 6.5 -7.0 8.5 4.4 3.2 6.3 2.9 5.3 2.4 16.0 14.2 14.4 15.6 8.3 7.2 -11.1 -11.2 -10.5 -10.3 10.2 16.3 20.0 20.0 18.5 -20.0 3.8 18.1 7.2 11.8 12.6 5.7 -8.2 20.0 12.2 0.3 -20.0 -12.0 2.0 -15.3 -0.5 HEATOIL -2.6 -1.3 16.7 1.6 11.7 2.3 4.7 0.8 1.1 14.6 7.4 7.5 0.4 -2.7 7.6 9.3 8.1 8.1 7.8 4.9 7.0 11.9 3.7 4.2 -20.0 2.6 -0.4 4.8 1.0 3.8 0.5 0.6 -12.8 -1.8 0.1 7.0 10.0 2.4 -8.7 -3.6 JGB-SGX-mini -12.6 -5.5 -5.9 -0.8 -5.3 -0.9 -2.3 -1.7 -1.2 -6.9 -5.3 -8.1 -5.6 -7.8 -7.7 20.0 15.6 20.0 17.8 -6.7 -6.1 -6.6 -6.5 -7.4 -5.9 -2.6 -2.0 -2.2 -2.7 -2.6 -3.0 20.0 -4.3 -8.0 -10.7 -7.1 -20.0 -20.0 -20.0 -20.0 JPY 2.4 -6.7 -7.6 1.1 8.3 3.2 4.5 3.4 1.2 -9.2 -2.4 -1.7 -3.4 -1.7 -6.8 -10.1 -11.1 -10.1 -10.2 -5.3 -4.1 -4.1 -3.0 -3.4 20.0 -2.5 1.5 -2.1 0.9 -1.5 -0.7 -13.4 -7.6 -3.5 -3.9 -13.0 -6.9 -8.9 -12.1 -7.8 LEANHOG 7.2 -1.9 13.5 -5.9 -20.0 -6.0 -11.5 -5.1 -5.8 20.0 17.0 20.0 17.7 16.2 12.6 20.0 20.0 20.0 20.0 15.2 19.0 20.0 19.0 20.0 4.5 3.6 16.0 4.9 13.5 6.4 7.2 20.0 20.0 20.0 13.3 20.0 20.0 12.6 20.0 20.0 LIVECOW 13.3 10.7 8.7 -3.9 -16.3 -4.0 -7.6 -3.3 -3.8 14.4 16.3 15.5 16.1 16.0 16.1 9.4 19.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.2 3.2 6.6 4.6 6.3 5.5 20.0 20.0 20.0 20.0 20.0 20.0 11.8 20.0 16.8 LUMBER-new -20.0 -11.6 3.8 -3.2 -13.5 -3.3 -6.3 -2.7 -3.2 -12.0 -4.7 -13.1 -2.5 -12.6 -6.1 -20.0 -20.0 -20.0 -20.0 -13.1 -4.7 -20.0 -2.4 -20.0 NaN -2.5 -6.0 -0.3 -6.8 0.3 -5.5 -20.0 -13.7 -20.0 -12.1 11.8 20.0 18.9 20.0 20.0 MXP -6.0 -8.0 20.0 2.0 15.4 5.9 8.4 6.2 2.3 -2.0 20.0 8.2 7.1 12.6 20.0 11.8 12.4 12.2 11.9 16.5 20.0 3.3 20.0 7.3 -20.0 8.2 3.3 12.2 3.9 9.7 4.4 20.0 -0.2 5.0 15.2 20.0 8.9 9.1 3.0 11.2 NASDAQ_micro -9.7 -4.2 20.0 3.6 -2.6 3.2 -0.1 2.5 2.2 -11.9 15.0 -4.9 13.1 3.7 13.4 -8.9 -8.3 -8.6 -8.0 14.6 19.4 -6.9 16.9 3.0 -20.0 4.5 -0.8 5.0 0.1 4.3 1.8 -4.6 1.4 -5.9 6.9 12.8 -20.0 -13.1 -20.0 -20.0 NIKKEI 3.4 12.0 20.0 4.0 -2.8 3.5 -0.1 2.7 2.4 -14.4 15.6 2.3 11.7 8.5 13.6 14.2 10.7 13.8 12.0 20.0 20.0 -2.1 13.6 12.2 -11.5 5.4 -2.9 4.0 -0.3 1.5 3.3 20.0 -19.8 11.4 20.0 17.9 5.1 20.0 20.0 20.0 NZD -7.4 -13.0 1.5 1.4 10.6 4.1 5.7 4.3 1.6 1.0 6.4 -6.6 -1.6 -11.2 -9.6 -3.6 -2.5 -3.5 -3.1 -7.2 -1.3 -5.7 -0.2 -9.2 9.7 -3.2 3.0 -0.5 -2.4 -0.7 -4.9 0.0 -15.2 -12.0 -7.9 -6.4 20.0 11.7 20.0 18.6 OAT -12.4 -5.3 -1.2 -1.2 -8.1 -1.4 -3.5 -2.6 -1.8 -12.1 0.5 -13.1 -3.5 -12.5 -10.5 15.7 8.6 15.7 12.8 -7.6 -4.4 -12.8 -3.8 -11.0 0.9 -3.8 -7.4 -2.0 -6.6 -1.1 -5.6 13.2 -13.1 -13.6 -8.9 -3.6 20.0 18.2 20.0 20.0 OATIES -10.0 -18.7 -2.0 -4.8 -20.0 -5.0 -9.5 -4.2 -4.8 1.5 -8.8 -10.1 -4.0 -17.7 -15.9 -18.5 0.9 -5.3 -0.3 -16.0 -8.6 -7.4 -4.4 -16.4 -20.0 -5.8 2.8 -3.4 -2.5 -2.0 -6.0 5.1 20.0 -8.1 -19.5 7.2 -20.0 -7.0 -20.0 -5.9 OJ -3.2 3.8 9.3 -1.7 -7.2 -1.8 -3.4 -1.5 -1.7 -5.9 -4.1 -1.3 -4.2 -2.4 -0.6 3.4 7.8 4.2 5.2 -1.3 -2.8 -3.5 -4.1 -2.1 -20.0 -0.6 -1.0 -1.3 -0.1 -1.5 -0.4 15.0 9.3 2.1 10.2 5.0 -18.8 -8.3 -16.0 -6.9 PALLAD -16.4 -6.3 16.8 2.8 2.0 3.9 1.8 3.3 1.5 8.5 3.0 -4.1 1.8 -8.8 0.1 -2.7 -2.9 -2.8 -2.9 -0.3 4.9 -1.1 3.9 -4.9 17.0 0.9 -0.0 3.2 -1.5 2.8 -1.6 5.1 -10.4 -17.3 -3.8 -0.2 -17.6 -20.0 -20.0 -20.0 PLAT -5.2 -4.7 20.0 3.1 2.3 4.4 2.1 3.7 1.7 11.2 8.2 10.1 6.7 -3.4 7.0 -2.8 -3.4 -2.3 -2.7 7.9 14.9 8.9 13.8 3.1 1.7 2.7 1.5 5.2 0.6 4.7 0.3 4.8 -0.6 -2.2 -9.4 20.0 14.0 3.8 -6.3 -3.6 REDWHEAT -6.5 -8.7 -6.5 -5.5 -20.0 -5.6 -10.7 -4.7 -5.4 -18.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.2 -18.6 -17.2 -20.0 -20.0 -16.2 -20.0 -18.6 5.9 -7.2 -2.6 -6.8 -7.1 -9.1 -8.4 -20.0 20.0 -9.6 -3.6 10.8 -20.0 -20.0 -20.0 -20.0 RICE -3.3 -2.3 -4.2 -2.2 -9.2 -2.3 -4.3 -1.9 -2.2 1.1 -8.4 -6.1 -8.3 -6.8 -7.5 -16.8 -6.5 -15.7 -13.5 -8.6 -8.7 -7.2 -8.6 -8.9 -1.7 -2.8 -0.8 -3.1 -3.1 -3.7 -3.2 -13.9 -6.3 -5.9 -6.4 -2.5 -20.0 -10.2 -20.0 -10.7 ROBUSTA 20.0 20.0 -20.0 -2.3 -9.8 -2.4 -4.6 -2.0 -2.3 -4.4 -4.0 6.8 -1.2 7.8 1.2 20.0 15.2 18.7 15.5 9.9 -3.0 14.2 -2.8 20.0 -20.0 1.6 -1.0 -0.6 2.4 -0.4 3.6 20.0 20.0 20.0 20.0 -8.6 1.4 20.0 3.5 20.0 RUSSELL 10.1 8.5 20.0 3.4 -2.5 3.0 -0.1 2.4 2.1 5.9 10.1 11.1 3.2 12.0 13.6 -4.8 -5.4 -4.9 -4.9 14.3 9.8 11.6 3.7 14.8 7.2 4.7 3.8 2.6 5.6 0.6 5.5 0.4 20.0 18.3 12.9 7.4 -20.0 -17.3 -20.0 -20.0 SHATZ -1.6 -10.3 -8.3 -1.3 -8.4 -1.4 -3.6 -2.7 -1.9 -9.9 -1.1 -7.7 4.6 -11.5 -12.5 -20.0 -16.3 -15.1 -13.1 -6.9 -4.0 -4.6 -0.7 -5.8 4.9 -4.0 -4.8 -2.4 -2.8 -0.3 -3.4 -20.0 -1.0 -0.6 -8.2 -8.7 20.0 12.4 20.0 17.0 SILVER-mini 3.9 0.9 17.0 6.0 4.4 8.6 4.0 7.3 3.3 20.0 20.0 20.0 19.7 14.8 19.1 -6.4 -6.5 -6.7 -6.5 20.0 20.0 20.0 20.0 20.0 -10.1 7.5 14.9 8.6 9.6 7.4 6.4 -1.0 20.0 20.0 16.5 7.5 20.0 20.0 19.3 7.4 SMI 18.0 5.6 -3.5 4.6 -3.3 4.0 -0.1 3.1 2.7 -14.9 4.4 12.0 4.6 12.6 4.2 -0.3 2.4 -0.0 1.2 6.0 1.0 4.8 3.2 10.6 8.8 2.7 -3.6 -1.2 2.0 -0.6 5.1 12.6 4.6 9.6 1.1 -20.0 20.0 20.0 20.0 18.3 SOFR 5.1 5.9 10.4 -1.7 -11.2 -1.9 -4.8 -3.6 -2.5 9.0 17.7 13.4 8.5 15.9 16.6 7.7 4.5 7.2 6.1 14.5 14.0 13.5 10.5 15.0 -16.9 6.3 7.9 5.4 8.5 3.7 7.3 4.5 20.0 20.0 20.0 15.3 1.9 -11.4 -20.0 -19.4 SOYBEAN 20.0 4.1 5.5 -3.6 -15.0 -3.6 -7.0 -3.1 -3.5 -6.1 2.3 10.0 -9.3 9.7 3.9 -19.6 -8.2 -16.4 -12.4 4.8 0.4 5.3 -4.9 8.8 -0.6 3.9 2.5 1.7 4.5 -1.8 5.1 -13.6 20.0 20.0 20.0 20.0 -7.5 0.4 -4.5 8.1 SOYMEAL 12.8 9.9 -1.8 -4.3 -18.0 -4.4 -8.4 -3.7 -4.2 -15.8 -13.0 -3.9 -16.6 4.9 -5.2 -15.8 -14.1 -17.5 -17.0 -4.5 -11.9 -10.4 -17.6 -1.7 -12.8 -0.7 -4.2 -5.0 -1.3 -8.2 1.4 -20.0 7.9 16.7 16.0 -0.2 -20.0 -20.0 -20.0 -20.0 SOYOIL -12.4 -9.2 9.6 -2.8 -11.8 -2.9 -5.5 -2.4 -2.8 -4.6 7.9 -4.6 7.8 -5.4 4.1 -3.3 -2.1 -2.1 -2.2 1.6 6.8 -5.0 7.1 -3.1 -8.0 1.2 -3.6 3.3 -2.0 2.7 -1.1 0.9 14.8 -5.8 5.4 18.4 -16.6 -6.8 -18.9 -6.4 SP400 5.5 3.8 14.7 3.6 -2.6 3.2 -0.1 2.5 2.1 2.8 9.1 9.9 3.9 10.4 13.6 -5.7 -5.8 -5.5 -5.5 10.2 7.9 7.3 3.5 9.7 -2.3 4.1 4.2 1.9 6.0 -0.1 5.1 -0.4 20.0 6.9 3.3 -0.4 -20.0 -16.6 -20.0 -20.0 SP500_micro -1.7 4.9 20.0 4.6 -3.3 4.0 -0.1 3.1 2.7 -10.3 19.7 4.3 17.1 13.7 19.2 -9.7 -9.1 -9.1 -8.5 20.0 20.0 -1.1 20.0 11.5 -20.0 6.3 1.7 5.4 3.2 3.9 4.6 -5.7 14.4 3.9 14.6 15.3 -20.0 -12.8 -20.0 -20.0 SUGAR11 6.3 0.9 -10.2 -4.6 -19.4 -4.7 -9.0 -4.0 -4.5 -16.0 -14.1 -6.8 -14.8 -1.3 -10.4 -11.7 7.9 -9.6 -2.3 -6.7 -12.7 -7.7 -14.4 -3.3 -20.0 -3.1 -2.3 -5.9 -0.5 -5.9 -0.2 9.9 20.0 9.7 14.5 -5.6 -20.0 -20.0 -20.0 -20.0 US10 3.1 7.1 6.7 -1.2 -7.9 -1.4 -3.4 -2.5 -1.8 2.2 7.7 6.4 -0.5 9.8 9.7 1.2 -1.2 0.8 0.2 6.4 4.8 4.8 1.6 6.7 -2.4 3.9 4.8 2.9 5.0 1.5 4.5 -5.4 15.6 13.0 12.9 7.2 -6.7 -16.7 -20.0 -19.8 US10U 1.7 7.7 5.4 -1.8 -12.3 -2.1 -5.3 -4.0 -2.7 -1.3 5.5 6.6 -5.1 14.0 13.7 -2.5 -2.2 -2.0 -1.9 7.5 4.3 4.0 -1.1 7.6 -8.2 5.6 6.7 3.7 6.9 1.0 6.3 -8.2 20.0 15.7 17.2 8.9 5.3 -11.8 -20.0 -18.1 US2 4.2 5.0 2.2 -1.0 -6.5 -1.1 -2.8 -2.1 -1.4 2.0 2.2 5.1 -2.8 7.2 3.3 -16.0 -17.3 -15.7 -15.3 3.0 1.7 2.7 -0.1 3.9 14.3 2.4 3.0 1.7 3.3 1.2 3.2 -20.0 10.1 11.2 8.6 2.1 -1.8 -7.5 -20.0 -14.0 US20 -3.2 7.6 3.4 -1.2 -8.0 -1.4 -3.5 -2.6 -1.8 -10.0 -3.0 -7.2 -8.0 3.5 5.7 4.4 2.2 3.9 3.2 1.5 -0.6 -3.8 -4.1 0.1 -6.4 2.1 0.6 0.8 1.0 -1.4 1.7 -0.2 6.1 2.3 7.5 2.9 20.0 7.0 -20.0 -4.9 US30 -4.4 5.9 1.1 -1.5 -10.1 -1.7 -4.4 -3.3 -2.3 -14.1 -7.7 -13.6 -12.6 -1.5 1.8 -3.0 -2.6 -1.8 -2.0 -1.4 -4.1 -8.0 -8.7 -3.2 -4.7 0.6 -2.7 -1.1 -1.9 -3.9 -0.3 -8.5 0.7 -1.7 4.7 0.0 20.0 3.7 -12.9 -6.7 US5 4.6 5.9 6.2 -1.2 -7.9 -1.4 -3.4 -2.6 -1.8 5.1 9.1 8.6 0.6 10.4 8.9 -4.3 -4.4 -3.7 -3.4 6.8 5.4 6.2 2.6 7.5 2.5 3.9 5.2 3.2 5.4 2.2 4.7 -11.1 16.9 15.1 13.2 7.0 -6.9 -10.5 -20.0 -15.9 VIX -6.8 -10.8 -7.0 -6.6 -2.1 -1.3 -5.9 2.6 -8.0 5.7 -9.0 -11.3 -3.8 -19.6 -20.0 -20.0 -20.0 -20.0 -20.0 -14.4 -6.1 -5.3 1.1 -14.2 NaN -7.2 -4.6 -1.2 -8.9 3.3 -9.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.7 -12.9 -3.9 -4.6 -19.5 -4.8 -9.1 -4.0 -4.6 -0.4 -18.4 -2.0 -19.2 -15.0 -17.6 -18.9 -18.0 -18.5 -18.3 -16.0 -16.7 -2.5 -17.7 -10.3 10.4 -4.6 3.4 -3.9 -0.2 -5.4 -4.0 -20.0 20.0 1.0 -4.5 13.3 -20.0 -16.6 -20.0 -17.6 End of report for caleb_strategy_v3