******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250903_204349 produced at 2025-09-03 21:39:23.118303 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.74 0.0 0.00 0.00 0.00 0.00 -14.83 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.26 0.0 999.00 -999.00 -0.20 -0.20 -23.26 999999999.0 -18 -18 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.45 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 -16.66 26.0 -13 -13 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -10.68 59.0 0 0 caleb_strategy_v3 CHF False False 0.09 0.00 -0.06 0.0 1.11 -1.11 0.00 0.00 -0.74 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 -3.17 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 -4.63 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 -4.06 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 -2.37 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 -1.86 8.0 -2 -2 caleb_strategy_v3 CAD False False 0.04 0.00 -0.03 0.0 1.15 -1.15 0.00 0.00 -0.64 29.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.03 0.0 0.58 -0.58 -0.03 -0.03 -1.07 23.0 -1 -1 caleb_strategy_v3 JPY False False 0.05 0.00 -0.02 0.0 0.79 -0.79 0.00 0.00 -0.50 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 -1.99 3.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.43 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 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.18 9.0 -1 -1 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.32 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.01 0.0 0.38 -0.38 -0.06 -0.06 -0.14 6.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.01 0.0 0.84 -0.84 0.00 0.00 -0.40 48.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.01 0.0 0.81 -0.81 -0.09 -0.05 -0.47 66.0 -7 -4 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.11 -1.11 -0.08 -0.08 -0.10 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 -0.97 12.0 -3 -3 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.17 4.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.04 -0.01 0.0 0.86 -0.86 -0.04 -0.07 -0.76 58.0 -3 -5 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.08 -1.08 0.00 0.00 0.07 26.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 9.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.06 3.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.08 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 -0.01 2.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.44 51.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.06 7.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.03 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.21 10.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.00 0.0 0.81 -0.81 0.00 0.00 0.04 13.0 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 US10 False False 0.06 0.00 0.01 0.0 1.04 -1.04 0.00 0.00 0.11 17.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.18 6.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 0.01 0.0 1.09 -1.09 -0.06 -0.04 0.32 56.0 -3 -2 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.41 -1.41 0.00 0.00 0.08 19.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.28 12.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.12 0.02 0.0 1.48 -1.48 0.12 0.12 0.36 25.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.02 0.0 0.67 -0.67 0.24 0.24 0.50 20.0 7 7 caleb_strategy_v3 NZD False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.72 21.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.02 0.0 0.17 -0.17 0.03 0.03 0.47 5.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.51 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.39 -0.39 0.04 0.04 0.61 10.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.03 0.0 0.43 -0.43 0.02 0.03 4.22 68.0 3 4 caleb_strategy_v3 BTP False False 0.08 0.00 0.03 0.0 0.76 -0.76 0.00 0.00 0.41 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 0.42 10.0 3 3 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.15 -0.15 0.04 0.04 1.04 4.0 1 1 caleb_strategy_v3 GBP False True 0.05 0.05 0.06 0.0 0.05 0.00 0.05 0.05 1.24 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 1.23 999999999.0 2 2 caleb_strategy_v3 AUD False True 0.04 0.04 0.10 0.0 0.04 0.00 0.04 0.04 2.69 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 1.26 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 2.05 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.16 0.0 0.25 -0.25 0.13 0.13 8.43 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.25 0.0 0.55 -0.55 0.23 0.24 16.48 36.0 15 16 caleb_strategy_v3 MXP False True 0.01 0.35 0.41 0.0 0.35 0.00 0.35 0.35 28.09 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 0.89 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 1.64 0.0 1.54 -1.54 0.00 0.00 10.61 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.8 Shocked risk 55.6 Sum abs risk 49.9 Leverage 5.97 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1844723.4100000001, 'annual_cash_vol_target': 461180.8525, 'daily_cash_vol_target': 28823.80328125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6548 0.5593 8.9491 BITCOIN 2292.9858 112505.0000 2.0381 32.6099 BOBL 0.2076 117.9600 0.1760 2.8153 BTP 0.4925 119.9900 0.4104 6.5669 BUND 0.4370 128.3100 0.3406 5.4492 BUXL 1.0308 112.8800 0.9132 14.6105 CAC 64.4547 7720.5000 0.8349 13.3576 CAD 0.0026 0.7284 0.3610 5.7759 CANOLA 9.1179 628.2000 1.4514 23.2229 CHF 0.0057 1.2594 0.4506 7.2096 COCOA 175.2473 7671.0000 2.2845 36.5527 COFFEE 6.1355 372.9500 1.6451 26.3219 COPPER 0.1147 4.6410 2.4711 39.5374 CORN 5.2215 418.2500 1.2484 19.9746 COTTON2 0.7551 66.2300 1.1402 18.2425 CRUDE_W 0.9970 63.1300 1.5793 25.2687 DAX 174.2747 23582.0000 0.7390 11.8243 DOW 281.8773 45131.0000 0.6246 9.9932 DX 0.4338 97.6750 0.4441 7.1057 EUR 0.0058 1.1737 0.4961 7.9373 EURIBOR-ICE 0.0373 97.8700 0.0381 0.6093 EUROSTX 43.3246 5326.0000 0.8135 13.0153 FEEDCOW 2.9678 356.3500 0.8328 13.3252 GASOIL 11.2113 683.2500 1.6409 26.2542 GASOLINE 0.0311 1.8959 1.6399 26.2380 GAS_US_mini 0.0976 3.3600 2.9035 46.4558 GBP 0.0062 1.3444 0.4620 7.3918 GOLD_micro 24.4743 3599.5000 0.6799 10.8790 HEATOIL 0.0360 2.3156 1.5534 24.8543 JGB-SGX-mini 0.2448 137.3900 0.1782 2.8506 JPY 0.0000 0.0068 0.6056 9.6893 LEANHOG 1.0410 87.0500 1.1958 19.1335 LIVECOW 1.9314 240.1750 0.8042 12.8667 LUMBER-new 9.0221 571.0000 1.5801 25.2809 MXP 0.0003 0.0534 0.5570 8.9116 NASDAQ_micro 179.3727 23341.7500 0.7685 12.2954 NIKKEI 392.4711 41740.0000 0.9403 15.0444 NZD 0.0035 0.5878 0.5947 9.5158 OAT 0.4465 120.5300 0.3705 5.9277 OATIES 4.6758 328.7500 1.4223 22.7570 OJ 7.7201 241.3500 3.1987 51.1791 PALLAD 25.7689 1180.0000 2.1838 34.9409 PLAT 22.4757 1444.9000 1.5555 24.8883 REDWHEAT 7.2473 510.7500 1.4189 22.7032 RICE 0.1808 12.0950 1.4944 23.9108 ROBUSTA 97.4809 4450.0000 2.1906 35.0493 RUSSELL 25.3646 2345.2000 1.0816 17.3048 SHATZ 0.0604 107.1050 0.0564 0.9020 SILVER-mini 0.4799 41.8625 1.1464 18.3431 SMI 75.8209 12183.0000 0.6223 9.9576 SOFR 0.0512 96.8800 0.0529 0.8462 SOYBEAN 10.1409 1031.7500 0.9829 15.7261 SOYMEAL 3.3796 282.8000 1.1950 19.1207 SOYOIL 0.8349 51.8300 1.6108 25.7732 SP400 28.2791 3227.1000 0.8763 14.0208 SP500_micro 38.1661 6430.2500 0.5935 9.4966 SUGAR11 0.2174 16.6800 1.3033 20.8536 US10 0.3488 112.5625 0.3099 4.9583 US10U 0.4465 114.5000 0.3899 6.2391 US2 0.0973 104.2734 0.0933 1.4927 US20 0.6886 114.5312 0.6012 9.6195 US30 0.9746 116.9375 0.8334 13.3351 US5 0.2285 109.4688 0.2087 3.3391 VIX 0.4633 20.5000 2.2599 36.1580 WHEAT 7.1201 522.2500 1.3633 21.8136 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.80 0.56 366.24 1.00 366.24 28823.8 78.70 13.15 103.50 BITCOIN 112.50 2.04 229.30 1.00 229.30 28823.8 125.70 -7.84 -98.50 BOBL 1179.60 0.18 207.56 1.17 242.81 28823.8 118.71 0.68 8.07 BTP 1199.90 0.41 492.47 1.17 576.12 28823.8 50.03 2.37 11.86 BUND 1283.10 0.34 436.99 1.17 511.21 28823.8 56.38 3.95 22.29 BUXL 1128.80 0.91 1030.77 1.17 1205.83 28823.8 23.90 -6.99 -16.71 CAC 772.05 0.83 644.55 1.17 754.02 28823.8 38.23 2.16 8.27 CAD 728.35 0.36 262.93 1.00 262.93 28823.8 109.62 -2.24 -24.54 CANOLA 125.64 1.45 182.36 0.73 132.61 28823.8 217.36 -0.83 -18.15 CHF 1574.31 0.45 709.39 1.00 709.39 28823.8 40.63 -7.05 -28.64 COCOA 767.10 2.28 1752.47 1.00 1752.47 28823.8 16.45 1.71 2.80 COFFEE 1398.56 1.65 2300.80 1.00 2300.80 28823.8 12.53 10.85 13.59 COPPER 1160.25 2.47 2867.08 1.00 2867.08 28823.8 10.05 -3.57 -3.59 CORN 209.12 1.25 261.07 1.00 261.07 28823.8 110.40 -3.60 -39.74 COTTON2 331.15 1.14 377.56 1.00 377.56 28823.8 76.34 -17.04 -130.08 CRUDE_W 631.30 1.58 997.01 1.00 997.01 28823.8 28.91 1.50 4.33 DAX 235.82 0.74 174.27 1.17 203.87 28823.8 141.38 -1.56 -22.11 DOW 225.66 0.62 140.94 1.00 140.94 28823.8 204.51 -0.98 -20.14 DX 976.75 0.44 433.78 1.00 433.78 28823.8 66.45 -0.47 -3.11 EUR 1467.12 0.50 727.81 1.00 727.81 28823.8 39.60 -0.95 -3.75 EURIBOR-ICE 2446.75 0.04 93.18 1.17 109.01 28823.8 264.42 11.74 310.50 EUROSTX 532.60 0.81 433.25 1.17 506.83 28823.8 56.87 2.56 14.58 FEEDCOW 1781.75 0.83 1483.89 1.00 1483.89 28823.8 19.42 17.43 33.85 GASOIL 683.25 1.64 1121.13 1.00 1121.13 28823.8 25.71 9.34 24.01 GASOLINE 796.28 1.64 1305.80 1.00 1305.80 28823.8 22.07 5.36 11.83 GAS_US_mini 84.00 2.90 243.89 1.00 243.89 28823.8 118.18 -13.00 -153.60 GBP 840.25 0.46 388.19 1.00 388.19 28823.8 74.25 6.40 47.54 GOLD_micro 359.95 0.68 244.74 1.00 244.74 28823.8 117.77 0.79 9.28 HEATOIL 972.55 1.55 1510.76 1.00 1510.76 28823.8 19.08 -0.69 -1.31 JGB-SGX-mini 137390.00 0.18 24478.05 0.01 165.48 28823.8 174.19 -7.85 -136.77 JPY 854.06 0.61 517.20 1.00 517.20 28823.8 55.73 -3.48 -19.42 LEANHOG 348.20 1.20 416.39 1.00 416.39 28823.8 69.22 20.00 138.45 LIVECOW 960.70 0.80 772.56 1.00 772.56 28823.8 37.31 16.58 61.84 LUMBER-new 157.02 1.58 248.11 1.00 248.11 28823.8 116.17 -7.03 -81.64 MXP 266.75 0.56 148.57 1.00 148.57 28823.8 194.00 9.85 191.10 NASDAQ_micro 466.84 0.77 358.75 1.00 358.75 28823.8 80.35 -5.72 -45.99 NIKKEI 41740.00 0.94 39247.11 0.01 265.32 28823.8 108.64 13.99 151.98 NZD 587.80 0.59 349.59 1.00 349.59 28823.8 82.45 3.38 27.88 OAT 1205.30 0.37 446.54 1.17 522.38 28823.8 55.18 2.21 12.22 OATIES 164.38 1.42 233.79 1.00 233.79 28823.8 123.29 -15.40 -189.84 OJ 362.02 3.20 1158.01 1.00 1158.01 28823.8 24.89 -5.27 -13.11 PALLAD 1180.00 2.18 2576.89 1.00 2576.89 28823.8 11.19 -0.73 -0.82 PLAT 722.45 1.56 1123.78 1.00 1123.78 28823.8 25.65 6.95 17.83 REDWHEAT 255.38 1.42 362.36 1.00 362.36 28823.8 79.54 -17.62 -140.17 RICE 241.90 1.49 361.50 1.00 361.50 28823.8 79.73 -12.22 -97.47 ROBUSTA 445.00 2.19 974.81 1.00 974.81 28823.8 29.57 6.57 19.41 RUSSELL 117.26 1.08 126.82 1.00 126.82 28823.8 227.28 5.60 127.31 SHATZ 1071.05 0.06 60.38 1.17 70.63 28823.8 408.07 -3.50 -142.65 SILVER-mini 1046.56 1.15 1199.82 1.00 1199.82 28823.8 24.02 14.97 35.96 SMI 1218.30 0.62 758.21 1.25 945.88 28823.8 30.47 12.08 36.83 SOFR 2422.00 0.05 128.10 1.00 128.10 28823.8 225.02 4.92 110.78 SOYBEAN 515.88 0.98 507.04 1.00 507.04 28823.8 56.85 1.20 6.81 SOYMEAL 282.80 1.20 337.96 1.00 337.96 28823.8 85.29 -14.87 -126.84 SOYOIL 310.98 1.61 500.93 1.00 500.93 28823.8 57.54 -3.83 -22.03 SP400 3227.10 0.88 2827.91 1.00 2827.91 28823.8 10.19 -0.17 -0.17 SP500_micro 321.51 0.59 190.83 1.00 190.83 28823.8 151.04 -1.13 -17.14 SUGAR11 186.82 1.30 243.49 1.00 243.49 28823.8 118.38 -14.09 -166.79 US10 1125.62 0.31 348.82 1.00 348.82 28823.8 82.63 1.06 8.77 US10U 1145.00 0.39 446.49 1.00 446.49 28823.8 64.56 0.47 3.04 US2 2085.47 0.09 194.56 1.00 194.56 28823.8 148.15 0.08 1.19 US20 1145.31 0.60 688.58 1.00 688.58 28823.8 41.86 0.31 1.30 US30 1169.38 0.83 974.61 1.00 974.61 28823.8 29.57 -3.86 -11.42 US5 1094.69 0.21 228.46 1.00 228.46 28823.8 126.17 2.26 28.52 VIX 205.00 2.26 463.27 1.00 463.27 28823.8 62.22 -15.12 -94.09 WHEAT 261.12 1.36 356.00 1.00 356.00 28823.8 80.96 -13.26 -107.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 103.501 0.010 2.5 2.689 BITCOIN -98.504 0.043 2.5 -10.682 BOBL 8.073 0.004 2.5 0.082 BTP 11.859 0.014 2.5 0.405 BUND 22.290 0.004 2.5 0.226 BUXL -16.708 0.004 2.5 -0.170 CAC 8.273 0.014 2.5 0.283 CAD -24.539 0.010 2.5 -0.638 CANOLA -18.148 0.010 2.5 -0.442 CHF -28.636 0.010 2.5 -0.744 COCOA 2.804 0.010 2.5 0.068 COFFEE 13.594 0.005 2.5 0.181 COPPER -3.586 0.043 2.5 -0.389 CORN -39.737 0.010 2.5 -0.968 COTTON2 -130.082 0.010 2.5 -3.169 CRUDE_W 4.331 0.043 2.5 0.470 DAX -22.111 0.014 2.5 -0.755 DOW -20.137 0.009 2.5 -0.469 DX -3.111 0.010 2.5 -0.081 EUR -3.746 0.010 2.5 -0.097 EURIBOR-ICE 310.497 0.014 2.5 10.605 EUROSTX 14.582 0.014 2.5 0.498 FEEDCOW 33.854 0.013 2.5 1.123 GASOIL 24.012 0.017 2.5 1.042 GASOLINE 11.828 0.017 2.5 0.513 GAS_US_mini -153.598 0.043 2.5 -16.656 GBP 47.537 0.010 2.5 1.235 GOLD_micro 9.277 0.014 2.5 0.317 HEATOIL -1.314 0.017 2.5 -0.057 JGB-SGX-mini -136.774 0.043 2.5 -14.832 JPY -19.420 0.010 2.5 -0.505 LEANHOG 138.445 0.024 2.5 8.426 LIVECOW 61.841 0.013 2.5 2.052 LUMBER-new -81.639 0.010 2.5 -1.989 MXP 191.098 0.059 2.5 28.088 NASDAQ_micro -45.987 0.009 2.5 -1.070 NIKKEI 151.982 0.043 2.5 16.481 NZD 27.881 0.010 2.5 0.724 OAT 12.220 0.014 2.5 0.417 OATIES -189.844 0.010 2.5 -4.625 OJ -13.111 0.010 2.5 -0.319 PALLAD -0.819 0.014 2.5 -0.028 PLAT 17.834 0.014 2.5 0.609 REDWHEAT -140.172 0.005 2.5 -1.862 RICE -97.471 0.010 2.5 -2.375 ROBUSTA 19.412 0.005 2.5 0.258 RUSSELL 127.308 0.013 2.5 4.225 SHATZ -142.655 0.004 2.5 -1.449 SILVER-mini 35.964 0.014 2.5 1.228 SMI 36.826 0.014 2.5 1.258 SOFR 110.777 0.024 2.5 6.742 SOYBEAN 6.809 0.004 2.5 0.063 SOYMEAL -126.840 0.004 2.5 -1.181 SOYOIL -22.030 0.004 2.5 -0.205 SP400 -0.175 0.013 2.5 -0.006 SP500_micro -17.143 0.009 2.5 -0.399 SUGAR11 -166.793 0.010 2.5 -4.064 US10 8.773 0.005 2.5 0.111 US10U 3.040 0.005 2.5 0.039 US2 1.188 0.005 2.5 0.015 US20 1.300 0.005 2.5 0.016 US30 -11.418 0.005 2.5 -0.145 US5 28.521 0.005 2.5 0.362 VIX -94.086 0.099 2.5 -23.257 WHEAT -107.353 0.005 2.5 -1.426 ===================== Position diags ===================== AUD 2.04 BITCOIN 13.63 BOBL 1.21 BTP 1.71 BUND 0.57 BUXL 0.24 CAC 1.31 CAD 2.85 CANOLA 5.30 CHF 1.06 COCOA 0.40 COFFEE 0.17 COPPER 1.09 CORN 2.69 COTTON2 1.86 CRUDE_W 3.14 DAX 4.83 DOW 4.76 DX 1.73 EUR 1.03 EURIBOR-ICE 9.03 EUROSTX 1.94 FEEDCOW 0.64 GASOIL 1.12 GASOLINE 0.96 GAS_US_mini 12.82 GBP 1.93 GOLD_micro 4.02 HEATOIL 0.83 JGB-SGX-mini 18.89 JPY 1.45 LEANHOG 4.21 LIVECOW 1.24 LUMBER-new 2.83 MXP 28.51 NASDAQ_micro 1.87 NIKKEI 11.78 NZD 2.14 OAT 1.88 OATIES 3.00 OJ 0.61 PALLAD 0.38 PLAT 0.88 REDWHEAT 1.06 RICE 1.94 ROBUSTA 0.39 RUSSELL 7.54 SHATZ 4.14 SILVER-mini 0.82 SMI 1.04 SOFR 13.69 SOYBEAN 0.53 SOYMEAL 0.79 SOYOIL 0.54 SP400 0.34 SP500_micro 3.52 SUGAR11 2.88 US10 1.05 US10U 0.82 US2 1.88 US20 0.53 US30 0.38 US5 1.60 VIX 15.38 WHEAT 1.08 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.7 2.5 2.9 1.0 1 BITCOIN -10.7 -12.0 -9.3 0.0 0 BOBL 0.1 -0.0 0.2 0.0 0 BTP 0.4 0.2 0.6 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.3 0.2 0.4 0.0 0 CAD -0.6 -0.9 -0.4 0.0 0 CANOLA -0.4 -1.0 0.1 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 -1.0 -1.2 -0.7 -3.0 -3 COTTON2 -3.2 -3.4 -3.0 -4.0 -4 CRUDE_W 0.5 0.2 0.8 1.0 1 DAX -0.8 -1.2 -0.3 -3.0 -3 DOW -0.5 -0.9 0.0 -7.0 -7 DX -0.1 -0.3 0.1 0.0 0 EUR -0.1 -0.2 0.0 -1.0 -1 EURIBOR-ICE 10.6 9.7 11.5 0.0 0 EUROSTX 0.5 0.3 0.7 7.0 7 FEEDCOW 1.1 1.1 1.2 4.0 4 GASOIL 1.0 0.9 1.2 1.0 1 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -16.7 -17.9 -15.4 -13.0 -13 GBP 1.2 1.0 1.4 1.0 1 GOLD_micro 0.3 -0.1 0.7 -3.0 -3 HEATOIL -0.1 -0.1 0.0 0.0 0 JGB-SGX-mini -14.8 -16.7 -12.9 0.0 0 JPY -0.5 -0.6 -0.4 0.0 0 LEANHOG 8.4 8.0 8.8 7.0 7 LIVECOW 2.1 1.9 2.2 0.0 0 LUMBER-new -2.0 -2.3 -1.7 0.0 0 MXP 28.1 25.2 30.9 24.0 24 NASDAQ_micro -1.1 -1.3 -0.9 -1.0 -1 NIKKEI 16.5 15.3 17.7 15.0 15 NZD 0.7 0.5 0.9 0.0 0 OAT 0.4 0.2 0.6 3.0 3 OATIES -4.6 -4.9 -4.3 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD -0.0 -0.1 0.0 0.0 0 PLAT 0.6 0.5 0.7 1.0 1 REDWHEAT -1.9 -2.0 -1.8 -2.0 -2 RICE -2.4 -2.6 -2.2 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 4.2 3.5 5.0 3.0 3 SHATZ -1.4 -1.9 -1.0 NaN 0 SILVER-mini 1.2 1.1 1.3 2.0 2 SMI 1.3 1.2 1.4 0.0 0 SOFR 6.7 5.4 8.1 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -0.2 -0.3 -0.2 0.0 0 SP400 -0.0 -0.0 0.0 1.0 1 SP500_micro -0.4 -0.8 -0.0 0.0 0 SUGAR11 -4.1 -4.4 -3.8 -3.0 -3 US10 0.1 0.0 0.2 0.0 0 US10U 0.0 -0.0 0.1 0.0 0 US2 0.0 -0.2 0.2 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.2 -0.1 -1.0 -1 US5 0.4 0.2 0.5 2.0 2 VIX -23.3 -24.8 -21.7 -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 -0.0 -0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.4 0.2 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.0 0.0 1.9 0.0 0.1 0.1 0.1 -0.1 0.0 0.1 0.2 0.0 0.2 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.4 0.0 0.1 0.1 0.2 0.1 0.3 0.0 -0.0 0.5 -0.2 0.7 -0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.0 0.2 -0.1 0.5 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.1 -0.5 -0.6 -0.3 -0.5 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 -0.1 -0.1 -0.2 -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 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.2 0.5 -0.1 0.0 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 0.3 0.7 0.6 0.7 0.7 BUND -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 0.2 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 0.0 -0.1 -0.1 -0.1 0.7 0.6 0.7 0.7 BUXL -0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.4 -0.4 -0.3 0.7 0.2 0.2 0.1 CAC 0.0 -0.1 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 -0.5 -0.3 -0.3 -0.6 0.7 0.7 0.7 0.5 CAD -0.1 -0.4 0.2 0.0 0.2 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 0.1 0.1 -0.0 -0.4 -0.1 -0.4 -0.2 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 -0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 -0.3 -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 0.0 -0.0 -0.2 0.0 -0.3 -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 -0.2 -0.1 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.1 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.0 -0.0 0.0 0.3 0.2 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 0.2 0.3 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 -0.1 -0.1 -0.0 -0.0 0.2 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.6 0.2 0.5 0.5 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 -0.0 -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 0.0 -0.1 0.1 -0.2 0.0 -1.1 0.5 0.5 0.3 0.2 -0.2 0.1 -0.1 0.2 COTTON2 -0.0 0.0 0.0 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -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 -0.1 -1.0 0.5 0.4 0.4 0.4 -0.3 -0.7 -0.1 -0.7 CRUDE_W -0.0 -0.0 0.3 0.0 0.1 0.1 0.1 0.0 0.0 -0.0 -0.0 0.1 -0.3 -0.1 0.0 0.2 0.2 0.2 0.1 0.0 -0.0 0.1 -0.1 0.0 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.5 -0.3 -0.0 -0.2 0.7 0.3 -0.0 0.4 DAX -0.2 -0.4 -0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 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 -0.2 0.4 -0.1 -0.0 -0.5 -0.6 -0.5 -0.5 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 0.0 0.3 0.1 -1.7 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.5 0.4 0.3 0.2 -0.7 -0.6 -0.7 -0.7 DX 0.0 0.5 -0.2 0.0 0.1 0.1 0.1 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 -0.3 -0.3 0.3 -0.3 0.7 0.4 0.7 0.5 EUR -0.1 -0.5 0.3 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.3 -0.0 0.4 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 -0.1 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 0.0 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 0.1 -0.1 -0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.3 -0.0 -0.9 -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 0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 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 -0.0 -0.0 0.5 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 0.2 0.3 0.2 0.1 0.1 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.1 0.1 0.1 0.2 0.6 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 0.0 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 -0.1 0.0 -0.0 0.0 0.0 1.1 -0.5 -0.1 0.0 -0.2 0.7 0.5 0.7 0.7 GAS_US_mini -0.0 -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 0.1 -0.1 0.0 -0.1 -0.0 -1.1 -0.1 -0.4 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.1 -0.3 0.0 0.0 0.2 0.2 0.1 0.2 0.0 -0.1 0.5 -0.1 0.6 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.4 -0.0 0.2 0.0 0.1 0.2 0.1 0.4 0.0 0.2 -0.3 0.4 -0.1 0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.4 -0.1 0.3 0.1 0.1 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 0.2 0.2 0.2 0.5 0.2 -2.7 0.0 0.2 0.2 0.2 0.4 0.1 -0.4 0.5 0.4 0.1 -0.6 -0.4 0.1 -0.5 -0.0 HEATOIL -0.0 -0.1 0.6 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 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.4 -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 -0.0 -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 -0.2 -0.3 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.2 -0.3 0.0 0.1 0.1 0.1 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 -0.3 -0.2 -0.1 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.3 -0.1 0.4 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 0.1 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 0.5 0.6 0.7 0.4 0.7 0.7 LIVECOW 0.4 0.3 0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.5 0.2 0.6 0.2 0.2 0.1 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 -0.5 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -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 -0.2 -0.7 -0.5 0.4 0.8 0.7 0.8 0.8 MXP -0.2 -0.3 0.6 0.0 0.2 0.2 0.1 0.2 0.0 -0.1 0.5 0.0 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 0.1 1.1 -0.2 -0.0 0.4 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.3 -0.2 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 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.2 0.2 -0.2 0.2 0.4 -0.7 -0.4 -0.7 -0.7 NIKKEI 0.0 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 -1.6 0.1 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.3 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 0.1 0.0 0.0 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 1.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.2 -0.4 -0.3 -0.2 0.7 0.4 0.7 0.6 OAT -0.4 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 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 -0.3 -0.6 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.2 -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 -0.0 -0.6 0.3 -0.7 -0.2 -0.7 -0.2 OJ -0.1 0.0 0.3 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -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 0.3 0.2 0.3 0.2 -0.6 -0.3 -0.5 -0.2 PALLAD -0.4 -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 -0.0 2.3 0.0 0.0 0.1 0.0 0.1 -0.0 0.3 -0.2 -0.5 -0.1 -0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.1 -0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.3 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.2 0.1 0.4 0.1 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 -0.1 -0.1 -0.1 -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 -0.2 -0.5 -0.2 0.8 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -1.1 0.5 -0.1 -0.0 0.4 -0.7 -0.7 -0.7 -0.7 RICE -0.2 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -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 0.3 -0.1 -0.2 -0.1 -0.7 -0.3 -0.7 -0.3 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.1 -0.0 0.1 0.0 0.4 0.3 0.4 0.3 0.1 -0.0 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 -0.2 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 0.0 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 0.0 0.0 0.1 0.0 0.5 0.6 0.4 0.3 -0.7 -0.6 -0.7 -0.7 SHATZ -0.0 -0.3 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.4 -0.3 -0.4 -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 -0.1 -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 -0.1 0.1 -0.0 0.1 0.0 -0.0 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 0.5 0.1 -0.6 0.7 0.7 0.7 0.6 SOFR 0.2 0.2 0.4 -0.0 -0.0 -0.1 -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 0.2 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 -0.7 SOYBEAN 0.5 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 0.0 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 -0.2 0.3 SOYMEAL 0.3 0.3 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.6 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.0 -1.7 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -1.1 0.3 0.6 0.6 0.0 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.4 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.5 -0.1 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 0.3 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 -0.3 0.0 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.5 0.3 0.1 0.0 -0.7 -0.6 -0.7 -0.7 SP500_micro -0.1 0.1 0.6 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.0 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 0.2 0.0 0.1 0.0 -0.3 0.5 0.1 0.5 0.5 -0.7 -0.4 -0.7 -0.7 SUGAR11 0.1 0.0 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -0.1 -0.5 -0.1 -0.1 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 0.5 0.5 0.5 0.5 -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 0.1 0.1 0.0 0.1 -0.3 0.0 0.1 0.1 0.1 0.1 0.1 -0.3 0.4 0.5 0.4 0.3 -0.2 -0.6 -0.7 -0.7 US10U 0.1 0.3 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 -0.2 0.2 0.2 -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 0.5 0.6 0.6 0.3 0.2 -0.4 -0.7 -0.6 US2 0.1 0.2 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 0.3 0.4 0.3 0.1 -0.1 -0.3 -0.7 -0.5 US20 -0.1 0.3 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.3 0.0 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.9 0.0 0.1 0.0 0.0 -0.0 0.0 -0.0 0.2 0.2 0.3 0.1 0.7 0.2 -0.6 -0.2 US30 -0.1 0.2 0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.2 -0.1 -0.4 -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 0.1 -0.0 0.0 -0.1 0.0 -0.5 0.1 0.0 0.2 0.0 0.7 0.1 -0.4 -0.2 US5 0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.3 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.0 0.1 0.1 0.1 0.1 0.1 -0.6 0.4 0.5 0.5 0.2 -0.2 -0.4 -0.7 -0.5 VIX -0.3 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 -0.0 -0.4 -0.2 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.1 -0.1 0.0 -0.2 NaN -0.1 -0.1 -0.1 -0.1 0.2 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.0 -0.4 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.4 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 -1.1 0.5 0.2 -0.1 0.5 -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 -1.1 -4.4 6.4 2.4 15.2 4.9 9.7 5.0 3.7 17.1 15.3 14.3 1.0 0.1 3.2 -1.8 -1.5 -1.8 -1.6 2.0 3.9 8.4 0.9 3.0 13.9 2.7 16.2 1.9 11.6 -2.0 4.3 2.2 6.5 0.1 6.2 1.9 20.0 20.0 20.0 20.0 BITCOIN -20.0 -11.1 0.1 6.5 8.1 8.9 5.9 7.4 4.3 -3.9 17.9 -15.1 20.0 -11.5 4.7 -8.0 -7.5 -7.9 -7.5 2.3 15.0 -13.7 20.0 -11.8 -20.0 1.3 -10.9 6.6 -12.1 9.4 -6.8 -2.7 -20.0 -20.0 -10.2 -15.0 13.0 -1.9 -8.3 -6.7 BOBL 0.9 -4.5 -2.9 -1.4 -3.9 -1.6 -3.3 -2.9 -2.1 -3.8 2.7 -1.3 -0.8 -7.1 -9.2 -6.9 -6.7 -11.1 -8.0 -3.3 -2.4 -1.4 -1.9 -2.1 2.3 -2.6 -2.1 -2.1 -1.2 -1.3 -1.7 -16.5 2.3 2.1 -2.7 -3.8 20.0 19.4 20.0 20.0 BTP -9.3 -5.7 0.5 -2.0 -5.3 -2.1 -4.4 -3.9 -2.9 -6.4 13.8 -14.2 12.7 -11.4 3.4 13.0 9.4 12.9 11.3 -1.6 3.9 -9.4 7.5 -7.0 -20.0 -1.5 -7.1 3.3 -8.6 6.4 -6.3 12.8 -9.1 -6.8 -2.2 10.5 20.0 18.1 20.0 20.0 BUND -2.3 -1.9 0.2 -1.4 -3.9 -1.6 -3.3 -2.8 -2.1 -2.5 -1.9 -6.0 -6.2 -7.8 -9.2 9.7 7.5 12.9 11.2 -4.3 -4.5 -2.9 -5.5 -3.7 -1.1 -3.3 -1.9 -3.0 -2.4 -2.8 -3.0 11.3 1.1 -2.3 -3.5 -2.7 20.0 17.1 20.0 20.0 BUXL -7.1 -4.2 -2.4 -1.4 -3.9 -1.6 -3.3 -2.8 -2.1 -3.6 -14.1 -11.4 -13.3 -12.3 -13.2 3.1 2.3 3.3 3.1 -11.3 -12.0 -8.5 -13.0 -10.5 -3.8 -5.0 -2.6 -4.6 -4.0 -4.1 -4.9 0.0 -5.5 -12.4 -13.0 -10.3 20.0 5.7 5.7 2.1 CAC 0.6 -1.8 1.1 3.9 -5.6 3.7 -2.0 2.9 1.6 -12.6 9.9 -10.2 7.0 -1.4 3.6 -0.3 -0.8 -1.5 -0.8 0.3 2.7 -12.4 3.2 -5.6 -0.3 -1.7 -6.2 -2.0 -7.4 -2.2 -4.0 8.0 -20.0 -9.9 -10.1 -19.4 20.0 20.0 20.0 13.6 CAD -4.5 -11.8 4.7 2.8 17.5 5.7 11.3 5.8 4.3 7.9 10.8 7.2 1.4 -10.5 -9.1 -7.5 -6.7 -7.4 -7.1 -5.3 1.9 1.4 0.9 -5.1 16.8 -0.6 8.0 3.8 5.6 2.0 -1.0 -7.1 -2.3 -12.6 -5.4 -0.4 -20.0 -20.0 -20.0 -20.0 CANOLA -16.9 -20.0 -0.5 -2.1 -8.5 -1.9 -5.1 -1.6 -2.7 -7.5 2.6 -8.0 3.4 -8.2 -6.6 -13.0 -5.4 -3.5 -2.7 -6.7 -0.3 -13.1 2.4 -11.0 1.1 -2.3 -6.5 -0.4 -5.4 0.6 -3.7 -3.2 1.0 -10.7 -7.8 2.0 20.0 19.0 20.0 20.0 CHF -2.3 -16.4 11.0 1.6 10.3 3.4 6.6 3.4 2.5 -0.1 10.2 5.0 9.0 -4.9 3.7 -15.5 -15.4 -15.2 -14.9 2.1 9.4 -0.6 10.9 -1.0 -0.3 1.4 3.8 4.5 3.1 5.0 0.9 -20.0 -7.7 -2.1 -4.4 2.6 -20.0 -20.0 -20.0 -20.0 COCOA -3.3 3.3 -6.5 -2.1 -8.3 -1.9 -5.0 -1.5 -2.6 -4.7 -3.5 -6.3 2.6 0.5 -2.4 2.5 16.5 12.3 14.4 -0.8 0.0 -4.9 5.0 -2.3 -20.0 0.5 -0.2 1.3 -1.1 4.9 -0.3 20.0 11.2 5.7 7.8 8.0 5.2 6.0 9.4 9.0 COFFEE 20.0 20.0 -20.0 -5.0 -20.0 -4.5 -12.1 -3.7 -6.3 -2.4 -0.4 16.5 8.8 17.9 9.1 11.3 8.1 9.5 8.7 20.0 8.8 20.0 11.8 20.0 -20.0 5.4 5.2 2.7 8.7 3.6 8.9 18.3 20.0 20.0 20.0 20.0 6.4 16.1 16.4 20.0 COPPER -8.8 -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 -3.6 -5.3 -4.4 -5.0 -5.0 -1.8 -0.1 0.6 -4.6 -5.2 -0.6 0.3 0.5 -0.4 1.1 -1.1 1.0 -4.7 -5.8 -9.8 -6.4 9.0 6.5 8.8 7.3 CORN 12.9 -2.7 -6.7 -3.6 -14.2 -3.2 -8.6 -2.6 -4.5 7.8 -11.4 11.2 -12.7 1.2 -8.2 -20.0 -18.7 -20.0 -20.0 -5.8 -9.6 11.1 -10.3 3.3 6.9 -2.1 5.3 -3.7 5.3 -5.5 1.4 -20.0 20.0 16.8 8.9 4.9 -7.0 2.2 -3.8 5.5 COTTON2 -0.6 1.2 1.0 -5.7 -20.0 -5.2 -13.8 -4.2 -7.2 -18.2 -20.0 -17.7 -20.0 -15.0 -17.1 -15.2 -12.6 -14.0 -13.4 -7.4 -10.9 -12.6 -19.5 -8.7 -15.8 -4.3 -7.8 -7.8 -8.3 -15.1 -5.5 -18.6 20.0 11.4 12.4 11.6 -9.6 -20.0 -2.6 -20.0 CRUDE_W -0.4 -0.0 9.8 2.0 10.0 2.6 5.8 0.9 2.0 -0.5 -1.8 5.9 -9.4 -8.3 0.3 8.1 7.6 7.7 7.1 0.4 -1.4 6.1 -5.5 2.1 1.2 -0.8 -11.7 -1.3 -5.2 -4.0 -2.1 -1.2 -19.3 -9.2 -1.4 -7.3 20.0 9.5 -0.1 12.1 DAX -6.7 -12.2 -0.6 4.3 -6.1 4.0 -2.2 3.2 1.7 -16.4 17.4 -11.9 18.4 -4.5 7.3 -5.3 -6.5 -5.0 -5.2 1.8 14.1 -20.0 20.0 -9.9 -10.9 -1.9 -19.1 3.2 -14.1 9.7 -7.2 -0.7 -20.0 -20.0 -15.9 -16.5 20.0 20.0 20.0 11.7 DOW 8.0 6.0 17.7 3.6 -5.0 3.3 -1.8 2.6 1.4 -3.8 13.4 9.2 9.1 12.4 15.6 -7.8 -7.9 -7.4 -7.1 14.6 12.9 3.6 9.3 11.2 -12.5 5.1 0.2 3.4 3.9 2.2 5.3 -3.5 20.0 12.2 7.7 4.9 -20.0 -18.8 -20.0 -20.0 DX 0.7 16.7 -4.9 1.3 7.9 2.6 5.1 2.6 1.9 0.6 -9.1 -1.7 -8.5 -1.8 -2.8 6.0 6.1 6.1 5.9 -2.2 -7.0 0.2 -8.3 -0.2 -20.0 -0.7 1.0 -3.2 0.2 -3.8 0.2 15.0 -11.5 -7.8 8.8 -10.3 20.0 10.6 20.0 13.6 EUR -2.3 -15.7 9.0 1.5 9.4 3.1 6.0 3.1 2.3 -2.5 10.7 -0.6 9.8 2.6 6.3 -7.4 -7.6 -7.8 -7.6 3.8 9.5 -0.2 10.3 0.4 10.8 2.3 3.6 5.4 2.3 5.7 1.0 -8.2 -9.5 -1.0 -2.3 4.4 -20.0 -14.7 -20.0 -16.2 EURIBOR-ICE 3.4 -5.4 -3.3 -1.2 -3.3 -1.3 -2.7 -2.4 -1.7 2.2 7.0 3.1 9.0 -1.1 -0.9 13.1 9.6 13.6 12.4 0.4 1.8 2.0 4.7 1.3 6.7 -0.0 1.0 0.4 1.7 2.3 1.0 14.4 3.6 7.2 1.0 0.7 20.0 20.0 20.0 20.0 EUROSTX 3.3 -2.4 -0.7 4.2 -5.9 3.9 -2.1 3.1 1.7 -14.3 15.1 -7.0 14.2 4.4 8.6 -1.5 -0.5 -1.3 -0.8 3.2 6.8 -12.9 10.8 -2.8 -6.4 -0.7 -11.9 -0.5 -9.0 1.5 -3.3 8.3 -20.0 -6.7 -9.8 -19.4 20.0 19.9 20.0 11.3 FEEDCOW 20.0 20.0 18.4 -4.1 -16.4 -3.7 -9.9 -3.0 -5.2 9.7 17.6 15.8 17.1 17.0 17.3 18.3 3.8 14.3 9.3 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 1.9 6.4 4.3 5.7 5.8 15.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -0.2 -0.2 15.5 1.8 8.9 2.3 5.1 0.8 1.8 13.1 3.1 12.6 -2.0 3.9 2.3 17.8 10.1 13.7 11.3 4.7 4.9 11.9 1.4 5.7 0.1 3.4 10.5 3.5 7.0 1.1 3.6 4.1 5.2 3.3 3.8 6.4 16.7 4.5 12.2 4.7 GASOLINE 3.9 0.3 8.3 2.0 10.0 2.6 5.8 0.9 2.0 3.3 3.4 9.4 -2.7 -0.3 2.7 20.0 20.0 20.0 20.0 4.3 2.7 10.2 0.1 6.6 -20.0 1.4 -11.5 1.4 -3.7 0.7 0.5 20.0 -19.5 -1.9 0.6 -7.6 20.0 15.9 20.0 20.0 GAS_US_mini -0.7 -17.6 -18.0 2.0 9.9 2.6 5.8 0.9 2.0 16.6 -16.6 0.1 -9.5 -14.1 -18.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 3.3 -10.9 -10.6 20.0 -6.2 6.4 -4.9 2.6 -2.3 -3.3 -20.0 -2.9 -11.2 -19.9 -20.0 -5.7 -20.0 -20.0 -20.0 GBP 3.2 -10.7 0.5 2.7 17.1 5.6 11.0 5.7 4.2 -9.2 16.8 -4.6 16.7 4.3 0.3 -0.7 -0.4 -0.7 -0.6 2.9 11.4 -5.1 16.5 -0.7 1.3 3.5 8.9 7.0 7.2 10.1 4.3 4.0 -14.1 12.4 -3.0 1.1 7.9 -2.9 1.8 -0.0 GOLD_micro 12.3 -3.8 8.7 4.7 5.9 6.4 4.3 5.4 3.1 16.4 14.8 16.2 16.0 10.7 8.6 -11.3 -11.2 -10.6 -10.4 14.3 18.2 20.0 20.0 20.0 -20.0 4.5 19.5 6.5 16.2 10.9 8.1 -8.3 20.0 12.2 2.6 -20.0 -12.2 1.9 -15.5 -0.7 HEATOIL -0.3 -1.8 17.0 1.9 9.6 2.5 5.6 0.9 1.9 11.1 7.8 10.1 0.6 -1.2 8.1 10.0 8.2 8.4 8.0 5.7 7.4 12.4 3.9 5.7 -20.0 2.4 -4.5 4.8 -1.9 3.9 -0.4 0.6 -16.2 -4.2 -1.3 6.4 10.3 2.5 -8.9 -3.6 JGB-SGX-mini -13.4 -5.4 -6.4 -0.9 -2.4 -1.0 -2.0 -1.8 -1.3 -4.4 -5.5 -7.9 -5.8 -7.9 -7.9 20.0 15.8 20.0 18.2 -6.9 -6.3 -5.7 -6.7 -7.2 -6.0 -2.7 -1.0 -2.3 -2.3 -2.7 -2.9 20.0 -2.3 -7.5 -10.3 -7.3 -20.0 -20.0 -20.0 -20.0 JPY 2.3 -6.5 -8.0 1.6 9.8 3.2 6.3 3.3 2.4 -7.6 -2.6 -4.1 -3.5 -1.4 -7.0 -10.1 -11.1 -10.2 -10.2 -5.4 -4.3 -3.7 -3.2 -3.6 20.0 -2.2 3.0 -2.1 2.1 -1.5 -0.1 -13.3 -11.9 -4.7 -4.2 -13.2 -7.1 -9.0 -12.3 -7.9 LEANHOG 7.8 -1.8 12.8 -6.0 -20.0 -5.4 -14.4 -4.4 -7.6 15.7 17.3 20.0 18.0 16.9 13.1 20.0 20.0 20.0 20.0 15.9 19.2 20.0 19.0 20.0 4.3 4.2 5.8 5.1 10.9 6.5 7.7 20.0 20.0 20.0 16.1 20.0 20.0 12.6 20.0 20.0 LIVECOW 13.6 10.7 12.2 -4.0 -16.0 -3.6 -9.6 -2.9 -5.1 10.5 16.7 15.2 16.4 16.2 16.5 7.5 19.5 19.3 20.0 20.0 20.0 19.1 20.0 20.0 -20.0 6.3 1.9 6.7 4.1 6.5 5.5 20.0 20.0 20.0 20.0 20.0 20.0 11.9 20.0 16.9 LUMBER-new -20.0 -14.3 2.9 -3.2 -12.5 -2.8 -7.6 -2.3 -4.0 -11.6 -5.1 -12.8 -2.7 -12.4 -6.7 -20.0 -20.0 -20.0 -20.0 -14.6 -5.6 -20.0 -2.7 -20.0 NaN -2.7 -6.0 -0.5 -7.2 0.2 -5.8 -20.0 -7.8 -20.0 -13.1 11.0 20.0 19.2 20.0 20.0 MXP -6.6 -8.2 19.9 2.8 17.9 5.9 11.5 5.9 4.4 -7.3 20.0 4.4 7.6 11.3 20.0 11.8 12.3 12.2 11.9 16.2 20.0 1.3 20.0 6.3 -20.0 8.4 2.8 12.5 4.0 10.0 4.7 20.0 -9.6 -1.3 13.0 20.0 8.7 9.0 2.8 11.1 NASDAQ_micro -10.6 -5.4 20.0 3.3 -4.7 3.1 -1.7 2.5 1.3 -7.0 15.0 -5.4 13.2 3.4 13.2 -9.0 -8.3 -8.7 -8.1 14.4 19.7 -5.2 17.4 2.9 -20.0 4.4 -2.7 5.1 -1.4 4.4 1.2 -4.6 9.2 -6.6 7.3 13.1 -20.0 -13.4 -20.0 -20.0 NIKKEI 1.2 11.5 20.0 3.7 -5.2 3.4 -1.9 2.7 1.5 -14.2 15.6 0.7 11.8 8.0 13.4 12.9 10.6 13.3 11.8 20.0 20.0 -3.6 13.9 10.8 -11.7 5.4 -3.0 4.1 -0.7 1.6 3.0 20.0 -11.1 11.6 20.0 19.0 5.2 20.0 20.0 20.0 NZD -7.5 -13.0 1.0 2.0 12.4 4.0 8.0 4.1 3.0 5.3 6.3 -5.9 -1.7 -10.8 -9.8 -3.6 -2.5 -3.5 -3.1 -7.3 -1.5 -4.3 -0.3 -8.6 9.9 -3.1 4.9 -0.6 0.4 -0.7 -3.8 0.0 -7.3 -13.1 -8.7 -6.9 20.0 12.0 20.0 19.1 OAT -11.6 -6.4 -1.6 -1.3 -3.6 -1.4 -3.0 -2.6 -1.9 -7.5 0.2 -11.7 -3.7 -12.0 -10.6 15.6 8.7 15.7 12.8 -7.8 -4.6 -11.1 -3.8 -10.8 0.9 -3.9 -4.1 -2.1 -5.7 -1.2 -5.5 13.3 -12.9 -13.4 -8.6 -4.0 20.0 18.5 20.0 20.0 OATIES -9.5 -18.7 -2.8 -5.0 -19.8 -4.5 -12.0 -3.6 -6.3 -5.0 -9.4 -11.9 -4.2 -18.0 -16.4 -18.5 0.9 -5.3 -0.2 -16.5 -9.2 -9.1 -4.7 -16.8 -20.0 -5.8 1.4 -3.5 -1.6 -2.1 -5.5 5.1 20.0 -1.5 -17.0 8.6 -20.0 -7.1 -20.0 -6.0 OJ -3.5 1.5 9.4 -1.7 -6.9 -1.6 -4.2 -1.3 -2.2 -5.2 -4.1 -1.5 -4.2 -2.9 -0.7 3.3 7.7 4.1 5.2 -1.5 -2.9 -3.3 -4.2 -2.4 -20.0 -0.7 -0.4 -1.3 -0.3 -1.5 -0.5 15.0 14.5 5.5 10.6 5.4 -18.5 -8.5 -15.7 -7.0 PALLAD -13.3 -7.7 16.8 2.9 3.7 4.0 2.7 3.4 1.9 9.8 3.0 1.4 1.8 -8.1 0.2 -2.9 -2.9 -2.9 -2.9 0.2 5.0 2.9 4.0 -2.9 17.4 1.0 2.3 3.3 0.1 3.0 -1.1 5.1 -9.6 -15.7 -4.5 -0.6 -17.8 -20.0 -20.0 -20.0 PLAT -2.1 -5.3 20.0 3.4 4.2 4.6 3.1 3.9 2.2 11.7 8.7 11.5 7.1 -1.2 7.7 -2.9 -3.4 -2.3 -2.7 9.4 15.8 15.6 14.5 6.9 1.7 3.0 3.8 5.5 2.3 5.0 1.0 4.8 -1.6 -2.9 -9.5 20.0 14.2 3.9 -6.4 -3.7 REDWHEAT -6.9 -9.2 -6.8 -5.6 -20.0 -5.1 -13.5 -4.1 -7.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.3 -18.9 -17.4 -20.0 -20.0 -16.8 -20.0 -19.5 6.0 -7.3 -0.8 -7.0 -5.4 -9.2 -8.0 -20.0 20.0 -1.8 -1.2 12.6 -20.0 -20.0 -20.0 -20.0 RICE -5.9 -1.6 -4.8 -2.2 -8.8 -2.0 -5.3 -1.6 -2.8 2.5 -8.3 -5.8 -8.2 -6.5 -7.4 -16.9 -6.6 -15.8 -13.6 -8.7 -8.9 -6.0 -8.7 -8.5 -1.7 -2.8 0.6 -3.1 -1.8 -3.7 -2.8 -14.0 11.3 -3.4 -5.6 -1.8 -20.0 -10.1 -20.0 -10.5 ROBUSTA 20.0 20.0 -20.0 -2.3 -9.2 -2.1 -5.5 -1.7 -2.9 -6.0 -3.7 5.7 -1.1 7.0 1.5 20.0 15.3 18.8 15.6 9.6 -2.6 9.6 -2.6 18.8 -20.0 1.6 -1.1 -0.5 1.7 -0.4 3.2 20.0 20.0 20.0 20.0 -7.2 1.2 20.0 3.3 20.0 RUSSELL 10.7 8.6 20.0 3.2 -4.5 2.9 -1.6 2.3 1.3 4.2 10.4 10.0 3.4 11.7 13.6 -4.9 -5.4 -4.9 -4.9 14.5 10.2 8.8 3.9 14.0 7.2 4.8 1.5 2.7 4.5 0.7 5.3 0.4 20.0 19.3 13.4 8.7 -20.0 -17.5 -20.0 -20.0 SHATZ -0.8 -10.8 -7.8 -1.4 -3.8 -1.5 -3.1 -2.7 -2.0 -7.7 -1.2 -7.6 4.5 -11.7 -12.7 -20.0 -17.0 -17.8 -14.5 -7.1 -4.2 -5.2 -0.8 -6.2 5.0 -4.1 -3.7 -2.5 -3.2 -0.4 -3.7 -20.0 -5.3 -0.9 -8.5 -8.9 20.0 12.7 20.0 17.3 SILVER-mini 4.1 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 19.2 -6.4 -6.5 -6.7 -6.5 20.0 20.0 20.0 20.0 20.0 -10.1 7.5 15.0 8.6 9.6 7.4 6.4 -1.0 20.0 20.0 16.5 7.5 20.0 20.0 19.2 7.2 SMI 17.8 6.0 -3.8 4.2 -5.9 3.9 -2.1 3.1 1.7 -4.0 4.5 11.6 4.7 12.7 4.4 -0.3 2.4 -0.0 1.1 6.0 1.2 5.1 3.2 9.9 8.8 2.8 -0.1 -1.1 2.3 -0.5 4.9 12.5 2.5 14.8 3.8 -20.0 20.0 20.0 20.0 18.7 SOFR 6.2 6.5 11.0 -1.9 -5.1 -2.0 -4.2 -3.7 -2.7 14.5 18.1 16.1 8.8 17.1 17.2 7.7 4.5 7.2 6.2 15.6 14.8 15.2 11.0 16.4 -17.2 6.5 7.1 5.4 9.0 3.7 7.9 4.5 20.0 20.0 20.0 16.3 1.9 -11.5 -20.0 -19.8 SOYBEAN 16.9 4.0 5.5 -3.6 -14.5 -3.3 -8.7 -2.7 -4.6 -11.4 2.3 7.6 -9.3 8.6 3.7 -19.2 -8.2 -16.4 -12.5 4.3 0.4 0.5 -4.9 6.6 -0.7 3.9 -0.8 1.8 2.8 -1.8 4.6 -13.6 20.0 20.0 20.0 20.0 -7.7 0.3 -4.7 7.8 SOYMEAL 9.5 9.0 -2.0 -4.4 -17.4 -4.0 -10.5 -3.2 -5.5 -16.1 -13.1 -9.5 -16.6 2.9 -5.8 -15.8 -14.1 -17.5 -16.9 -5.5 -12.3 -13.1 -18.0 -4.2 -12.9 -0.9 -3.6 -5.1 -2.2 -8.4 0.7 -20.0 13.3 20.0 18.1 0.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -12.5 -10.8 9.6 -2.8 -11.3 -2.6 -6.8 -2.1 -3.6 -8.9 7.6 -6.4 7.7 -6.4 3.6 -3.4 -2.1 -2.2 -2.2 1.0 6.6 -6.7 7.0 -4.2 -8.0 0.8 -5.5 3.2 -4.1 2.7 -2.0 0.9 20.0 -2.8 5.6 18.0 -17.0 -6.9 -19.4 -6.6 SP400 6.2 3.9 15.0 3.3 -4.7 3.1 -1.7 2.5 1.3 1.4 9.3 8.8 4.0 9.9 13.4 -5.7 -5.8 -5.5 -5.5 10.2 8.1 4.9 3.7 8.9 -2.4 4.2 -0.1 2.0 3.8 -0.0 4.8 -0.4 20.0 8.8 4.2 0.5 -20.0 -16.9 -20.0 -20.0 SP500_micro -1.8 4.0 20.0 4.2 -5.9 3.9 -2.1 3.1 1.7 -4.8 19.8 4.0 17.3 13.5 19.2 -9.7 -9.1 -9.1 -8.5 20.0 20.0 -0.1 20.0 11.3 -20.0 6.3 -1.7 5.6 1.3 4.1 4.0 -5.8 19.1 3.9 15.4 16.4 -20.0 -13.2 -20.0 -20.0 SUGAR11 2.5 0.1 -10.1 -4.7 -18.8 -4.3 -11.4 -3.5 -6.0 -17.1 -14.3 -11.7 -15.0 -5.0 -10.9 -11.7 7.7 -9.7 -2.5 -7.6 -13.1 -11.3 -14.7 -5.6 -20.0 -3.3 -5.8 -6.0 -3.3 -6.0 -1.3 9.7 20.0 15.9 15.2 -5.1 -20.0 -20.0 -20.0 -20.0 US10 3.9 7.6 7.0 -1.3 -3.6 -1.4 -3.0 -2.6 -1.9 9.4 8.0 9.8 -0.4 11.0 10.4 1.4 -1.2 0.9 0.3 7.1 5.1 7.4 1.8 7.9 -2.5 4.1 6.5 3.0 6.5 1.5 5.3 -5.4 17.7 14.4 13.5 7.9 -6.8 -16.8 -20.0 -20.0 US10U 2.1 7.9 5.7 -2.0 -5.5 -2.2 -4.6 -4.0 -3.0 11.5 5.7 11.4 -5.0 15.5 14.6 -2.8 -2.3 -2.1 -2.0 8.0 4.6 7.5 -0.9 8.7 -8.2 6.0 13.3 3.8 11.2 1.0 8.0 -8.3 20.0 18.8 18.1 9.7 5.3 -11.8 -20.0 -18.5 US2 4.5 5.6 2.4 -1.1 -2.9 -1.2 -2.5 -2.1 -1.6 6.8 2.4 7.4 -2.8 8.2 4.3 -15.0 -17.2 -15.4 -15.2 3.5 2.0 4.2 -0.0 4.6 14.6 2.6 4.0 1.8 4.3 1.2 3.7 -20.0 11.8 11.3 9.2 2.6 -2.0 -7.5 -19.6 -14.3 US20 -2.7 7.8 4.0 -1.3 -3.6 -1.4 -3.0 -2.6 -1.9 2.3 -2.9 -2.5 -7.9 4.4 6.1 4.5 2.2 3.9 3.3 1.8 -0.4 0.2 -3.9 1.2 -6.4 2.5 7.1 0.9 4.6 -1.3 2.9 -0.2 10.2 4.7 7.8 3.2 20.0 7.1 -18.6 -5.1 US30 -3.8 6.1 1.9 -1.7 -4.5 -1.8 -3.7 -3.3 -2.4 1.7 -7.6 -8.5 -12.5 -0.6 2.3 -3.4 -2.6 -2.0 -2.1 -1.1 -3.9 -2.9 -8.3 -1.9 -4.7 0.9 6.2 -0.9 2.4 -3.8 0.9 -8.6 5.9 1.0 4.8 0.3 20.0 3.8 -11.9 -6.8 US5 5.4 6.4 6.6 -1.3 -3.6 -1.4 -3.0 -2.6 -1.9 10.7 9.6 11.5 0.7 11.6 9.8 -3.6 -4.4 -3.5 -3.3 7.5 5.9 8.0 2.9 8.6 2.5 4.2 5.8 3.3 6.4 2.2 5.4 -11.0 18.3 15.9 14.0 7.7 -7.0 -10.6 -20.0 -16.2 VIX -6.2 -11.1 -7.3 -6.6 -2.1 -1.5 -5.5 2.5 -7.8 -1.1 -9.4 -11.2 -4.0 -19.4 -20.0 -20.0 -20.0 -20.0 -20.0 -14.7 -6.5 -5.7 0.9 -14.0 NaN -7.5 -3.6 -1.5 -8.0 3.1 -9.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.1 -12.9 -3.8 -4.7 -18.8 -4.3 -11.4 -3.5 -6.0 -12.7 -18.5 -7.6 -19.3 -15.9 -17.9 -18.5 -18.0 -18.4 -18.2 -16.2 -16.9 -6.4 -17.8 -11.3 10.4 -4.7 -1.9 -4.0 -1.8 -5.5 -4.1 -20.0 20.0 7.5 -3.2 14.7 -20.0 -16.6 -20.0 -17.6 End of report for caleb_strategy_v3