******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250904_204353 produced at 2025-09-04 21:39:08.514957 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.65 0.0 0.00 0.00 0.00 0.00 -13.00 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.28 0.0 999.00 -999.00 -0.20 -0.20 -25.75 999999999.0 -18 -18 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.62 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.02 59.0 0 0 caleb_strategy_v3 CHF False False 0.09 0.00 -0.07 0.0 1.11 -1.11 0.00 0.00 -0.81 13.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.07 0.0 0.12 -0.12 -0.06 -0.06 -16.10 26.0 -13 -13 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.12 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 -4.71 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.04 0.0 0.18 -0.18 -0.03 -0.04 -4.11 18.0 -3 -4 caleb_strategy_v3 CAD False False 0.04 0.00 -0.04 0.0 1.14 -1.14 0.00 0.00 -0.94 29.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.35 4.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.03 0.0 0.11 -0.11 -0.03 -0.01 -1.87 8.0 -2 -1 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.62 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.43 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.46 9.0 -2 -2 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.59 -0.59 -0.03 -0.03 -0.94 23.0 -1 -1 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 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.70 3.0 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 -0.11 6.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.13 3.0 0 0 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.01 0.0 1.11 -1.11 -0.08 -0.08 -0.13 14.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.17 4.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.10 999999999.0 0 0 caleb_strategy_v3 DAX False False 0.02 -0.08 -0.01 0.0 0.87 -0.87 -0.08 -0.12 -0.59 58.0 -5 -8 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.75 12.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.00 0.0 0.85 -0.85 0.00 -0.12 -0.02 48.0 0 -7 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.22 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.05 7.0 0 0 caleb_strategy_v3 SP400 False False 0.18 0.18 0.00 0.0 0.35 -0.35 0.18 0.35 0.02 2.0 1 2 caleb_strategy_v3 DOW False False 0.01 -0.05 0.00 0.0 0.82 -0.82 -0.05 -0.02 0.02 66.0 -4 -2 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 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.04 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.50 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.04 -1.04 0.00 0.00 0.05 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.55 -0.55 0.00 0.02 0.26 23.0 0 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.27 12.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.12 13.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.81 -0.81 0.00 0.00 0.11 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.46 -0.46 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.01 0.0 0.17 -0.17 0.03 0.00 0.19 5.0 1 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 0.01 0.0 1.08 -1.08 -0.04 -0.02 0.46 56.0 -2 -1 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.42 -1.42 0.00 0.00 0.14 19.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 1.04 -1.04 0.00 0.00 0.19 17.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.02 0.0 0.68 -0.68 0.24 0.24 0.51 20.0 7 7 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.26 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.00 0.41 10.0 1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.48 999999999.0 0 0 caleb_strategy_v3 NZD False True 0.03 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.49 21.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.12 0.03 0.0 1.49 -1.49 0.12 0.12 0.47 25.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.03 0.03 0.0 0.44 -0.44 0.03 0.01 4.79 68.0 4 2 caleb_strategy_v3 BTP False False 0.08 0.00 0.04 0.0 0.76 -0.76 0.00 0.00 0.58 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.15 -0.15 0.04 0.00 1.05 4.0 1 0 caleb_strategy_v3 OAT False False 0.08 0.23 0.04 0.0 0.77 -0.77 0.23 0.23 0.57 10.0 3 3 caleb_strategy_v3 GBP False True 0.05 0.05 0.05 0.0 0.05 0.00 0.05 0.05 1.16 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 1.33 999999999.0 2 2 caleb_strategy_v3 AUD False True 0.04 0.04 0.09 0.0 0.04 0.00 0.04 0.00 2.47 19.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.10 0.38 0.10 0.0 0.77 -0.77 0.38 0.38 1.09 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.88 -0.88 0.00 0.00 1.98 17.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.31 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.16 0.0 0.25 -0.25 0.13 0.13 8.58 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.25 0.26 0.0 0.56 -0.56 0.25 0.23 16.52 36.0 16 15 caleb_strategy_v3 MXP False True 0.01 0.35 0.37 0.0 0.35 0.00 0.35 0.35 25.40 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.00 0.0 0.00 0.00 0.00 0.00 7.60 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.69 0.0 1.55 -1.55 0.00 0.00 10.92 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.5 Shocked risk 57.4 Sum abs risk 50.6 Leverage 6.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1844590.37, 'annual_cash_vol_target': 461147.5925, 'daily_cash_vol_target': 28821.72453125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6515 0.5637 9.0184 BITCOIN 2274.7247 110395.0000 2.0605 32.9685 BOBL 0.2035 118.0000 0.1725 2.7598 BTP 0.4936 120.4200 0.4099 6.5581 BUND 0.4305 128.5300 0.3350 5.3597 BUXL 1.0148 113.3000 0.8957 14.3311 CAC 63.4703 7721.5000 0.8220 13.1519 CAD 0.0026 0.7266 0.3608 5.7734 CANOLA 8.9749 631.5000 1.4212 22.7394 CHF 0.0056 1.2552 0.4466 7.1460 COCOA 176.4086 7411.0000 2.3804 38.0858 COFFEE 6.0002 374.1500 1.6037 25.6590 COPPER 0.1088 4.5660 2.3836 38.1382 CORN 5.1392 420.7500 1.2214 19.5431 COTTON2 0.7440 66.2200 1.1235 17.9752 CRUDE_W 0.9860 62.5900 1.5753 25.2052 DAX 176.2216 23833.0000 0.7394 11.8304 DOW 279.7128 45645.0000 0.6128 9.8048 DX 0.4264 97.8850 0.4356 6.9694 EUR 0.0057 1.1714 0.4878 7.8050 EURIBOR-ICE 0.0365 97.8650 0.0373 0.5962 EUROSTX 43.0189 5358.0000 0.8029 12.8463 FEEDCOW 2.9832 353.4000 0.8441 13.5062 GASOIL 11.2449 674.5000 1.6671 26.6743 GASOLINE 0.0305 1.8897 1.6164 25.8619 GAS_US_mini 0.0960 3.3700 2.8479 45.5663 GBP 0.0061 1.3427 0.4564 7.3024 GOLD_micro 24.0647 3572.7000 0.6736 10.7772 HEATOIL 0.0356 2.2894 1.5560 24.8966 JGB-SGX-mini 0.2585 137.7200 0.1877 3.0036 JPY 0.0000 0.0068 0.5995 9.5926 LEANHOG 1.0221 87.3750 1.1698 18.7173 LIVECOW 1.9213 238.6000 0.8052 12.8835 LUMBER-new 9.6727 591.5000 1.6353 26.1646 MXP 0.0003 0.0533 0.5535 8.8563 NASDAQ_micro 177.5340 23620.0000 0.7516 12.0260 NIKKEI 408.4817 42635.0000 0.9581 15.3294 NZD 0.0035 0.5841 0.6061 9.6983 OAT 0.4578 121.1100 0.3780 6.0484 OATIES 4.7075 323.2500 1.4563 23.3006 OJ 7.8340 231.8000 3.3796 54.0742 PALLAD 26.3945 1142.5000 2.3102 36.9638 PLAT 24.9889 1380.5000 1.8101 28.9621 REDWHEAT 7.1621 507.2500 1.4120 22.5913 RICE 0.1790 11.9250 1.5010 24.0162 ROBUSTA 95.3167 4426.0000 2.1536 34.4570 RUSSELL 24.7121 2372.0000 1.0418 16.6692 SHATZ 0.0594 107.0950 0.0555 0.8875 SILVER-mini 0.4659 41.5625 1.1210 17.9368 SMI 83.3224 12387.0000 0.6727 10.7626 SOFR 0.0508 96.9250 0.0525 0.8394 SOYBEAN 9.9468 1033.2500 0.9627 15.4027 SOYMEAL 3.3360 284.1000 1.1742 18.7878 SOYOIL 0.8164 51.9100 1.5728 25.1640 SP400 28.0002 3270.7000 0.8561 13.6974 SP500_micro 37.5915 6498.2500 0.5785 9.2558 SUGAR11 0.2235 16.3400 1.3675 21.8804 US10 0.3465 112.8750 0.3070 4.9123 US10U 0.4441 114.8750 0.3866 6.1857 US2 0.0957 104.3320 0.0918 1.4681 US20 0.6782 114.9688 0.5899 9.4382 US30 0.9657 117.5312 0.8216 13.1463 US5 0.2261 109.6484 0.2062 3.3000 VIX 0.4606 20.0000 2.3032 36.8518 WHEAT 7.0094 520.0000 1.3480 21.5675 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.50 0.56 367.22 1.00 367.22 28821.72 78.49 12.10 94.96 BITCOIN 110.40 2.06 227.47 1.00 227.47 28821.72 126.70 -8.75 -110.81 BOBL 1180.00 0.17 203.53 1.16 236.73 28821.72 121.75 1.15 14.00 BTP 1204.20 0.41 493.58 1.16 574.08 28821.72 50.21 3.38 16.99 BUND 1285.30 0.33 430.55 1.16 500.77 28821.72 57.55 4.38 25.23 BUXL 1133.00 0.90 1014.82 1.16 1180.34 28821.72 24.42 -6.93 -16.91 CAC 772.15 0.82 634.70 1.16 738.22 28821.72 39.04 2.00 7.81 CAD 726.55 0.36 262.17 1.00 262.17 28821.72 109.94 -3.30 -36.30 CANOLA 126.30 1.42 179.50 0.72 130.11 28821.72 221.51 -0.93 -20.51 CHF 1569.06 0.45 700.78 1.00 700.78 28821.72 41.13 -7.60 -31.24 COCOA 741.10 2.38 1764.09 1.00 1764.09 28821.72 16.34 1.15 1.88 COFFEE 1403.06 1.60 2250.07 1.00 2250.07 28821.72 12.81 10.96 14.04 COPPER 1141.50 2.38 2720.92 1.00 2720.92 28821.72 10.59 -3.72 -3.94 CORN 210.38 1.22 256.96 1.00 256.96 28821.72 112.16 -2.76 -30.95 COTTON2 331.10 1.12 371.98 1.00 371.98 28821.72 77.48 -16.52 -127.99 CRUDE_W 625.90 1.58 985.99 1.00 985.99 28821.72 29.23 0.60 1.76 DAX 238.33 0.74 176.22 1.16 204.96 28821.72 140.62 -1.23 -17.29 DOW 228.22 0.61 139.86 1.00 139.86 28821.72 206.08 0.03 0.71 DX 978.85 0.44 426.37 1.00 426.37 28821.72 67.60 -0.56 -3.76 EUR 1464.25 0.49 714.28 1.00 714.28 28821.72 40.35 -1.27 -5.14 EURIBOR-ICE 2446.62 0.04 91.17 1.16 106.03 28821.72 271.82 11.76 319.60 EUROSTX 535.80 0.80 430.19 1.16 500.35 28821.72 57.60 2.60 14.99 FEEDCOW 1767.00 0.84 1491.59 1.00 1491.59 28821.72 19.32 16.99 32.83 GASOIL 674.50 1.67 1124.49 1.00 1124.49 28821.72 25.63 9.46 24.24 GASOLINE 793.67 1.62 1282.87 1.00 1282.87 28821.72 22.47 4.94 11.11 GAS_US_mini 84.25 2.85 239.94 1.00 239.94 28821.72 120.12 -12.36 -148.49 GBP 839.19 0.46 383.01 1.00 383.01 28821.72 75.25 5.92 44.58 GOLD_micro 357.27 0.67 240.65 1.00 240.65 28821.72 119.77 1.13 13.48 HEATOIL 961.55 1.56 1496.20 1.00 1496.20 28821.72 19.26 -1.51 -2.92 JGB-SGX-mini 137720.00 0.19 25853.62 0.01 173.96 28821.72 165.68 -7.24 -119.89 JPY 850.31 0.60 509.79 1.00 509.79 28821.72 56.54 -4.24 -23.99 LEANHOG 349.50 1.17 408.86 1.00 408.86 28821.72 70.49 20.00 140.99 LIVECOW 954.40 0.81 768.50 1.00 768.50 28821.72 37.50 15.95 59.80 LUMBER-new 162.66 1.64 266.00 1.00 266.00 28821.72 108.35 -6.42 -69.59 MXP 266.45 0.55 147.49 1.00 147.49 28821.72 195.42 8.84 172.82 NASDAQ_micro 472.40 0.75 355.07 1.00 355.07 28821.72 81.17 -4.99 -40.47 NIKKEI 42635.00 0.96 40848.17 0.01 274.85 28821.72 104.86 14.53 152.39 NZD 584.15 0.61 354.08 1.00 354.08 28821.72 81.40 2.30 18.68 OAT 1211.10 0.38 457.82 1.16 532.49 28821.72 54.13 3.07 16.63 OATIES 161.62 1.46 235.37 1.00 235.37 28821.72 122.45 -15.79 -193.38 OJ 347.70 3.38 1175.10 1.00 1175.10 28821.72 24.53 -5.35 -13.12 PALLAD 1142.50 2.31 2639.45 1.00 2639.45 28821.72 10.92 -1.11 -1.21 PLAT 690.25 1.81 1249.44 1.00 1249.44 28821.72 23.07 5.25 12.11 REDWHEAT 253.62 1.41 358.11 1.00 358.11 28821.72 80.48 -17.47 -140.62 RICE 238.50 1.50 357.99 1.00 357.99 28821.72 80.51 -11.98 -96.43 ROBUSTA 442.60 2.15 953.17 1.00 953.17 28821.72 30.24 6.40 19.35 RUSSELL 118.60 1.04 123.56 1.00 123.56 28821.72 233.26 6.19 144.43 SHATZ 1070.95 0.06 59.40 1.16 69.09 28821.72 417.17 -3.82 -159.54 SILVER-mini 1039.06 1.12 1164.84 1.00 1164.84 28821.72 24.74 15.73 38.92 SMI 1238.70 0.67 833.22 1.24 1034.66 28821.72 27.86 13.78 38.39 SOFR 2423.12 0.05 127.12 1.00 127.12 28821.72 226.72 5.51 124.93 SOYBEAN 516.62 0.96 497.34 1.00 497.34 28821.72 57.95 0.84 4.86 SOYMEAL 284.10 1.17 333.60 1.00 333.60 28821.72 86.40 -14.71 -127.12 SOYOIL 311.46 1.57 489.85 1.00 489.85 28821.72 58.84 -3.98 -23.40 SP400 3270.70 0.86 2800.02 1.00 2800.02 28821.72 10.29 0.65 0.67 SP500_micro 324.91 0.58 187.96 1.00 187.96 28821.72 153.34 -0.05 -0.77 SUGAR11 183.01 1.37 250.27 1.00 250.27 28821.72 115.16 -14.65 -168.66 US10 1128.75 0.31 346.55 1.00 346.55 28821.72 83.17 1.75 14.59 US10U 1148.75 0.39 444.11 1.00 444.11 28821.72 64.90 1.33 8.64 US2 2086.64 0.09 191.46 1.00 191.46 28821.72 150.54 0.63 9.53 US20 1149.69 0.59 678.19 1.00 678.19 28821.72 42.50 1.10 4.67 US30 1175.31 0.82 965.69 1.00 965.69 28821.72 29.85 -3.02 -9.03 US5 1096.48 0.21 226.15 1.00 226.15 28821.72 127.45 2.88 36.74 VIX 200.00 2.30 460.65 1.00 460.65 28821.72 62.57 -16.65 -104.19 WHEAT 260.00 1.35 350.47 1.00 350.47 28821.72 82.24 -13.40 -110.21 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 94.955 0.010 2.5 2.467 BITCOIN -110.808 0.043 2.5 -12.016 BOBL 14.002 0.004 2.5 0.142 BTP 16.994 0.014 2.5 0.580 BUND 25.228 0.004 2.5 0.256 BUXL -16.910 0.004 2.5 -0.172 CAC 7.807 0.014 2.5 0.267 CAD -36.304 0.010 2.5 -0.943 CANOLA -20.507 0.010 2.5 -0.500 CHF -31.240 0.010 2.5 -0.812 COCOA 1.877 0.010 2.5 0.046 COFFEE 14.042 0.005 2.5 0.187 COPPER -3.944 0.043 2.5 -0.428 CORN -30.955 0.010 2.5 -0.754 COTTON2 -127.986 0.010 2.5 -3.118 CRUDE_W 1.755 0.043 2.5 0.190 DAX -17.286 0.014 2.5 -0.590 DOW 0.708 0.009 2.5 0.016 DX -3.758 0.010 2.5 -0.098 EUR -5.135 0.010 2.5 -0.133 EURIBOR-ICE 319.598 0.014 2.5 10.916 EUROSTX 14.990 0.014 2.5 0.512 FEEDCOW 32.830 0.013 2.5 1.089 GASOIL 24.238 0.017 2.5 1.052 GASOLINE 11.109 0.017 2.5 0.482 GAS_US_mini -148.486 0.043 2.5 -16.102 GBP 44.578 0.010 2.5 1.158 GOLD_micro 13.482 0.014 2.5 0.460 HEATOIL -2.918 0.017 2.5 -0.127 JGB-SGX-mini -119.888 0.043 2.5 -13.001 JPY -23.985 0.010 2.5 -0.623 LEANHOG 140.987 0.024 2.5 8.580 LIVECOW 59.802 0.013 2.5 1.984 LUMBER-new -69.589 0.010 2.5 -1.695 MXP 172.820 0.059 2.5 25.401 NASDAQ_micro -40.467 0.009 2.5 -0.942 NIKKEI 152.387 0.043 2.5 16.525 NZD 18.681 0.010 2.5 0.485 OAT 16.628 0.014 2.5 0.568 OATIES -193.378 0.010 2.5 -4.711 OJ -13.115 0.010 2.5 -0.320 PALLAD -1.207 0.014 2.5 -0.041 PLAT 12.115 0.014 2.5 0.414 REDWHEAT -140.622 0.005 2.5 -1.868 RICE -96.430 0.010 2.5 -2.349 ROBUSTA 19.348 0.005 2.5 0.257 RUSSELL 144.429 0.013 2.5 4.793 SHATZ -159.542 0.004 2.5 -1.620 SILVER-mini 38.918 0.014 2.5 1.329 SMI 38.390 0.014 2.5 1.311 SOFR 124.932 0.024 2.5 7.603 SOYBEAN 4.859 0.004 2.5 0.045 SOYMEAL -127.120 0.004 2.5 -1.184 SOYOIL -23.400 0.004 2.5 -0.218 SP400 0.672 0.013 2.5 0.022 SP500_micro -0.771 0.009 2.5 -0.018 SUGAR11 -168.663 0.010 2.5 -4.109 US10 14.588 0.005 2.5 0.185 US10U 8.640 0.005 2.5 0.110 US2 9.534 0.005 2.5 0.121 US20 4.672 0.005 2.5 0.059 US30 -9.025 0.005 2.5 -0.115 US5 36.743 0.005 2.5 0.466 VIX -104.187 0.099 2.5 -25.754 WHEAT -110.209 0.005 2.5 -1.464 ===================== Position diags ===================== AUD 2.04 BITCOIN 13.74 BOBL 1.24 BTP 1.71 BUND 0.58 BUXL 0.25 CAC 1.33 CAD 2.86 CANOLA 5.40 CHF 1.07 COCOA 0.40 COFFEE 0.17 COPPER 1.15 CORN 2.73 COTTON2 1.89 CRUDE_W 3.17 DAX 4.80 DOW 4.80 DX 1.76 EUR 1.05 EURIBOR-ICE 9.28 EUROSTX 1.97 FEEDCOW 0.64 GASOIL 1.11 GASOLINE 0.98 GAS_US_mini 13.03 GBP 1.96 GOLD_micro 4.09 HEATOIL 0.84 JGB-SGX-mini 17.97 JPY 1.47 LEANHOG 4.29 LIVECOW 1.24 LUMBER-new 2.64 MXP 28.72 NASDAQ_micro 1.89 NIKKEI 11.37 NZD 2.11 OAT 1.85 OATIES 2.98 OJ 0.60 PALLAD 0.37 PLAT 0.79 REDWHEAT 1.07 RICE 1.96 ROBUSTA 0.40 RUSSELL 7.74 SHATZ 4.24 SILVER-mini 0.85 SMI 0.95 SOFR 13.80 SOYBEAN 0.54 SOYMEAL 0.80 SOYOIL 0.55 SP400 0.34 SP500_micro 3.57 SUGAR11 2.81 US10 1.06 US10U 0.82 US2 1.91 US20 0.54 US30 0.38 US5 1.62 VIX 15.47 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 -12.0 -13.4 -10.6 0.0 0 BOBL 0.1 0.0 0.3 0.0 0 BTP 0.6 0.4 0.8 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.3 0.1 0.4 0.0 0 CAD -0.9 -1.2 -0.7 0.0 0 CANOLA -0.5 -1.0 0.0 0.0 0 CHF -0.8 -0.9 -0.7 0.0 0 COCOA 0.0 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 -0.8 -1.0 -0.5 -3.0 -3 COTTON2 -3.1 -3.3 -2.9 -4.0 -4 CRUDE_W 0.2 -0.1 0.5 1.0 1 DAX -0.6 -1.1 -0.1 -5.0 -5 DOW 0.0 -0.5 0.5 -4.0 -4 DX -0.1 -0.3 0.1 0.0 0 EUR -0.1 -0.2 -0.0 -1.0 -1 EURIBOR-ICE 10.9 10.0 11.8 0.0 0 EUROSTX 0.5 0.3 0.7 7.0 7 FEEDCOW 1.1 1.0 1.2 4.0 4 GASOIL 1.1 0.9 1.2 1.0 1 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -16.1 -17.4 -14.8 -13.0 -13 GBP 1.2 1.0 1.4 1.0 1 GOLD_micro 0.5 0.1 0.9 -2.0 -2 HEATOIL -0.1 -0.2 -0.0 0.0 0 JGB-SGX-mini -13.0 -14.8 -11.2 0.0 0 JPY -0.6 -0.8 -0.5 0.0 0 LEANHOG 8.6 8.2 9.0 7.0 7 LIVECOW 2.0 1.9 2.1 0.0 0 LUMBER-new -1.7 -2.0 -1.4 0.0 0 MXP 25.4 22.5 28.3 24.0 24 NASDAQ_micro -0.9 -1.1 -0.8 -1.0 -1 NIKKEI 16.5 15.4 17.7 16.0 16 NZD 0.5 0.3 0.7 0.0 0 OAT 0.6 0.4 0.8 3.0 3 OATIES -4.7 -5.0 -4.4 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD -0.0 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.5 1.0 1 REDWHEAT -1.9 -2.0 -1.8 -2.0 -2 RICE -2.3 -2.5 -2.2 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 4.8 4.0 5.6 4.0 4 SHATZ -1.6 -2.0 -1.2 NaN 0 SILVER-mini 1.3 1.2 1.4 2.0 2 SMI 1.3 1.2 1.4 0.0 0 SOFR 7.6 6.2 9.0 NaN 0 SOYBEAN 0.0 -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 0.1 1.0 1 SP500_micro -0.0 -0.4 0.3 0.0 0 SUGAR11 -4.1 -4.4 -3.8 -3.0 -3 US10 0.2 0.1 0.3 0.0 0 US10U 0.1 0.0 0.2 0.0 0 US2 0.1 -0.1 0.3 NaN 0 US20 0.1 0.0 0.1 0.0 0 US30 -0.1 -0.2 -0.1 -1.0 -1 US5 0.5 0.3 0.6 2.0 2 VIX -25.8 -27.3 -24.2 -18.0 -18 WHEAT -1.5 -1.6 -1.4 -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 0.0 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 1.9 0.0 0.1 0.1 0.1 -0.1 0.0 0.1 0.1 -0.1 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.4 0.0 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 0.5 -0.2 0.7 -0.1 0.0 -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 -0.2 -0.5 -0.6 -0.4 -0.5 0.4 -0.1 -0.3 -0.2 BOBL 0.0 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.8 0.0 0.1 -0.1 -0.1 0.7 0.7 0.7 0.7 BTP -0.3 -0.2 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.4 -0.1 0.5 -0.1 0.0 0.3 0.2 0.3 0.2 -0.0 0.0 -0.0 0.2 -0.1 -2.7 -0.0 0.0 0.1 -0.0 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 -0.0 -0.2 -0.1 -0.1 0.2 0.1 0.3 0.2 -0.0 -0.0 -0.0 -0.2 -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 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 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 -0.2 -0.1 0.0 -0.2 -0.4 -0.4 -0.3 0.7 0.2 0.2 0.1 CAC -0.0 -0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.4 -0.5 -0.4 -0.4 -0.6 0.7 0.7 0.7 0.5 CAD -0.2 -0.4 0.1 0.0 0.1 0.2 0.1 0.2 0.1 -0.1 0.3 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 2.3 -0.0 0.0 0.1 0.0 0.1 -0.0 -0.4 -0.1 -0.5 -0.2 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -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 0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 -0.2 -0.0 -0.3 -0.2 0.1 0.7 0.6 0.7 0.7 CHF -0.1 -0.5 0.3 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 0.3 0.0 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 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.2 0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 0.0 0.3 0.2 0.3 -0.0 -0.0 -0.1 0.1 -0.0 -2.7 0.0 -0.0 0.0 -0.0 0.2 -0.0 1.1 0.4 0.2 0.3 0.2 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 -0.1 0.0 0.2 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.0 0.1 0.1 0.1 0.1 1.0 0.5 0.6 0.6 0.6 0.2 0.5 0.5 0.7 COPPER -0.2 -0.6 -0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 -0.7 -0.0 -0.0 0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.4 -0.2 0.3 0.2 0.3 0.2 CORN 0.5 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 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 0.6 0.3 0.2 -0.2 0.1 -0.1 0.2 COTTON2 -0.1 0.0 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -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 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -1.0 0.5 0.6 0.5 0.4 -0.3 -0.7 -0.1 -0.7 CRUDE_W 0.0 -0.0 0.3 0.0 0.0 0.1 0.1 0.0 0.0 -0.1 -0.0 0.0 -0.3 -0.1 -0.0 0.2 0.2 0.2 0.1 0.0 -0.0 0.0 -0.1 0.0 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.5 -0.4 -0.1 -0.3 0.7 0.3 -0.0 0.4 DAX -0.3 -0.4 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 -0.1 0.5 -0.1 0.7 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.5 -0.1 -1.4 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.0 -0.5 -0.6 -0.6 -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 0.1 0.4 0.1 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.1 0.2 0.1 0.1 0.3 0.1 -1.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.5 0.5 0.3 0.2 -0.7 -0.6 -0.7 -0.7 DX 0.1 0.4 -0.2 0.0 0.0 0.1 0.1 0.1 0.0 0.1 -0.3 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 -0.4 -0.2 0.3 -0.4 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 -0.1 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 1.5 0.0 0.0 0.2 0.0 0.2 0.0 -0.4 -0.2 -0.1 -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 0.0 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 -0.0 -0.0 -0.1 0.1 -0.0 0.4 -0.5 -0.4 -0.4 -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 -0.0 0.5 0.2 0.6 0.2 0.2 0.4 0.1 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 0.8 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.1 -0.0 0.5 0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.1 -0.1 0.1 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 0.2 0.4 0.2 GASOLINE 0.2 0.0 0.3 0.0 0.0 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 -0.1 0.0 -0.0 1.1 -0.5 -0.1 -0.0 -0.3 0.7 0.5 0.7 0.7 GAS_US_mini 0.0 -0.6 -0.6 0.0 0.0 0.1 0.1 0.0 0.0 0.2 -0.5 0.1 -0.4 -0.1 -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 0.2 -0.4 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.0 -0.4 0.0 0.0 0.1 0.2 0.1 0.2 0.1 -0.1 0.5 -0.1 0.6 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.5 -0.0 0.2 0.0 0.0 0.2 0.1 0.4 0.1 0.2 -0.3 0.3 -0.1 0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.5 -0.1 0.3 0.1 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 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.4 0.1 -0.4 0.5 0.4 0.2 -0.6 -0.4 0.1 -0.5 -0.0 HEATOIL 0.0 -0.1 0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.0 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 -0.1 0.1 -0.0 0.1 -0.0 0.0 -0.5 -0.2 -0.1 0.2 0.4 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 -0.0 -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 0.0 -0.2 -0.3 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 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 -0.0 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 0.5 0.2 0.7 0.2 0.1 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 0.6 0.1 0.0 0.1 0.1 0.2 0.1 1.1 0.5 0.6 0.6 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 -0.0 0.5 0.1 0.6 0.2 0.2 0.1 0.4 0.4 0.4 0.2 0.2 0.1 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 -0.6 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.1 -0.2 -0.1 -0.2 NaN -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -1.2 -0.0 -0.7 -0.4 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 0.1 -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 -0.4 -0.1 0.4 0.6 0.3 0.3 0.1 0.4 NASDAQ_micro -0.4 -0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.4 -0.0 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 0.3 -0.2 0.3 0.4 -0.7 -0.5 -0.7 -0.7 NIKKEI -0.1 0.3 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.0 0.4 0.1 0.1 0.2 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 -0.2 0.4 0.6 0.6 0.2 0.7 0.7 0.7 NZD -0.3 -0.4 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 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 -0.0 0.0 -0.2 -0.5 -0.3 -0.2 0.7 0.4 0.7 0.7 OAT -0.4 -0.2 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 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 -0.0 -0.0 -0.1 0.7 -0.2 -0.4 -0.3 -0.1 0.7 0.6 0.7 0.7 OATIES -0.3 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -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 0.2 0.5 0.1 -0.5 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 -0.1 -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 0.4 0.3 0.3 0.2 -0.6 -0.3 -0.5 -0.2 PALLAD -0.4 -0.3 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.0 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 -0.4 -0.2 -0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.1 -0.3 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.2 0.1 0.3 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.1 0.1 0.3 0.1 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 0.3 -0.2 -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 -0.2 -0.1 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -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 -0.0 -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 -0.8 0.4 -0.1 -0.2 -0.0 -0.7 -0.3 -0.6 -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 0.4 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 0.1 0.3 0.1 0.1 0.1 0.2 -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 0.3 -0.7 -0.6 -0.7 -0.7 SHATZ -0.1 -0.4 -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 -0.4 -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 -0.2 -0.1 -0.3 -0.3 0.7 0.4 0.7 0.6 SILVER-mini 0.3 0.1 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 -1.4 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.5 0.6 0.6 0.3 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 0.2 0.2 0.2 0.1 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.1 1.2 0.0 0.1 -0.0 0.1 -0.0 0.1 0.7 0.2 0.6 0.2 -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 0.2 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 0.6 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 -0.1 -0.1 0.1 0.1 -0.3 0.1 0.0 -0.4 -0.2 -0.3 -0.3 0.0 0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.7 0.5 0.6 0.6 0.6 -0.3 0.0 -0.2 0.3 SOYMEAL 0.2 0.3 -0.1 -0.0 -0.1 -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 -0.1 -1.8 -0.0 -0.0 -0.1 -0.0 -0.3 0.0 -1.1 0.5 0.6 0.6 0.1 -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 -0.1 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 0.4 0.0 0.2 0.6 -0.6 -0.2 -0.7 -0.2 SP400 0.2 0.1 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.2 0.1 0.2 -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 0.0 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 0.0 0.1 0.0 0.1 0.0 0.1 0.5 0.1 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.1 0.1 -0.3 0.5 0.2 0.5 0.5 -0.7 -0.5 -0.7 -0.7 SUGAR11 -0.0 0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -0.2 -0.5 -0.1 -0.1 -0.2 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.4 -0.1 -2.7 -0.0 -0.1 -0.2 -0.1 -0.2 -0.0 0.5 0.5 0.6 0.5 -0.1 -0.7 -0.7 -0.7 -0.7 US10 0.1 0.3 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 0.1 0.1 -0.3 0.0 0.1 0.1 0.1 0.1 0.1 -0.3 0.5 0.5 0.5 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 0.2 0.2 0.2 -0.2 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.1 0.1 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 0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.0 0.0 0.1 2.0 0.0 0.0 0.1 0.1 0.0 0.0 -1.1 0.3 0.4 0.3 0.1 -0.1 -0.3 -0.6 -0.5 US20 -0.1 0.3 0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.0 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 -0.1 0.0 -0.9 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 0.3 0.2 0.2 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 0.1 -0.2 -0.0 -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 0.1 -0.1 0.0 -0.5 0.1 0.1 0.1 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 0.5 0.5 0.5 0.3 -0.2 -0.4 -0.7 -0.5 VIX -0.3 -0.6 -0.4 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.4 -0.3 -0.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.1 -0.2 0.0 -0.3 NaN -0.1 -0.1 -0.1 -0.2 0.2 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.0 -0.4 -0.2 -0.1 -0.1 -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 0.4 -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 -1.7 -4.6 6.3 2.8 9.8 5.0 9.1 5.0 4.3 5.4 15.4 12.3 1.1 -0.1 2.9 -1.8 -1.5 -1.8 -1.6 1.9 3.9 5.1 0.9 2.4 14.0 3.0 5.7 2.1 8.1 -2.0 4.4 2.2 3.5 -2.0 4.3 1.6 20.0 20.0 20.0 20.0 BITCOIN -20.0 -12.3 0.0 6.4 1.7 9.1 3.7 7.7 3.7 -9.5 17.5 -16.1 20.0 -12.9 3.1 -8.0 -7.5 -7.9 -7.6 1.2 14.4 -15.2 20.0 -12.8 -20.0 0.3 -11.1 6.0 -12.8 9.0 -8.1 -2.8 -20.0 -20.0 -12.8 -16.9 13.2 -1.9 -8.5 -6.7 BOBL 0.3 -5.0 -2.9 -1.3 1.9 -1.6 -1.2 -2.9 -1.5 -1.3 2.8 -0.5 -0.8 -7.0 -9.2 -3.2 -6.4 -9.6 -7.3 -3.2 -2.5 -0.7 -2.0 -1.9 2.4 -2.6 0.1 -2.2 -0.6 -1.3 -1.5 -15.8 0.6 1.7 -2.6 -3.9 20.0 19.9 20.0 20.0 BTP -9.1 -6.2 0.2 -1.8 2.5 -2.1 -1.6 -3.8 -2.1 4.8 13.7 -9.2 12.6 -9.6 3.1 13.0 9.4 12.9 11.3 -1.5 3.8 -4.9 7.4 -5.7 -20.0 -1.4 2.6 3.2 -4.6 6.5 -5.3 12.9 -6.3 -7.0 -1.9 10.0 20.0 18.6 20.0 20.0 BUND -2.4 -2.4 0.2 -1.3 1.9 -1.5 -1.2 -2.8 -1.5 3.2 -1.9 -2.2 -6.2 -7.3 -9.1 9.6 7.5 12.9 11.2 -4.2 -4.5 -1.0 -5.6 -3.1 -1.1 -3.2 2.1 -3.0 -0.9 -2.8 -2.5 11.2 0.4 -2.6 -3.1 -2.8 20.0 17.6 20.0 20.0 BUXL -7.6 -4.8 -2.8 -1.3 1.9 -1.5 -1.2 -2.9 -1.5 1.5 -14.3 -9.5 -13.5 -11.9 -13.2 3.0 2.3 3.3 3.1 -11.5 -12.3 -6.6 -13.4 -10.1 -3.8 -5.0 -0.2 -4.7 -3.1 -4.2 -4.6 0.0 -7.0 -13.5 -12.7 -10.7 20.0 5.9 5.0 2.1 CAC -0.9 -2.0 0.8 4.3 2.0 3.8 0.9 3.0 2.5 -11.2 9.9 -10.7 7.0 -2.1 2.8 -0.2 -0.8 -1.4 -0.8 -0.2 2.6 -10.7 3.2 -5.9 -0.2 -2.0 -3.9 -2.2 -6.4 -2.3 -4.1 8.0 -20.0 -13.3 -12.1 -19.8 20.0 20.0 20.0 13.8 CAD -4.7 -12.1 4.2 3.2 11.4 5.8 10.5 5.8 5.0 -6.1 10.6 3.6 1.3 -11.3 -9.8 -7.4 -6.7 -7.4 -7.1 -5.7 1.6 -2.9 0.8 -6.3 16.9 -0.6 1.0 3.8 2.7 2.1 -1.2 -7.1 -4.3 -14.1 -6.8 -0.7 -20.0 -20.0 -20.0 -20.0 CANOLA -17.5 -20.0 -1.3 -2.2 -7.0 -1.8 -5.3 -1.4 -3.0 -7.1 2.3 -8.0 3.2 -8.3 -6.8 -13.2 -5.5 -4.3 -3.0 -7.4 -0.7 -12.9 2.3 -11.7 1.2 -2.4 -4.1 -0.5 -4.8 0.5 -3.8 -3.4 -0.8 -9.4 -6.7 1.9 20.0 19.2 20.0 20.0 CHF -2.9 -16.5 10.7 1.9 6.8 3.5 6.3 3.5 3.0 -9.3 10.3 1.2 9.2 -5.8 3.3 -15.5 -15.4 -15.3 -14.9 1.6 9.5 -3.2 11.2 -2.1 -0.3 1.5 0.6 4.6 1.7 5.1 0.7 -20.0 -8.1 -2.3 -5.0 2.5 -20.0 -20.0 -20.0 -20.0 COCOA -7.4 2.9 -7.5 -2.1 -6.8 -1.8 -5.1 -1.4 -2.9 -6.7 -3.6 -7.1 2.5 -0.2 -2.7 1.5 16.3 11.6 14.0 -1.4 -0.2 -6.6 4.8 -3.4 -20.0 0.2 -2.8 1.2 -2.4 4.8 -1.0 20.0 15.0 5.3 8.6 7.7 4.8 5.9 8.9 9.0 COFFEE 20.0 20.0 -19.8 -5.2 -16.7 -4.3 -12.5 -3.4 -7.2 -7.1 0.3 16.1 9.1 17.9 10.1 11.4 8.2 9.6 8.8 20.0 10.1 20.0 12.6 20.0 -20.0 5.6 3.9 2.9 7.9 3.6 8.9 18.4 20.0 20.0 20.0 20.0 6.2 16.2 16.2 20.0 COPPER -6.4 -20.0 -6.7 1.8 0.5 2.5 1.0 2.2 1.0 1.2 -2.4 2.7 -0.4 -6.0 -5.5 -3.8 -5.3 -4.4 -5.0 -5.0 -2.0 -0.4 0.5 -4.1 -5.1 -0.7 -0.2 0.5 -0.5 1.2 -1.1 1.0 -4.6 -3.8 -13.5 -6.7 9.2 6.4 9.0 7.3 CORN 15.4 -2.0 -6.8 -3.7 -11.8 -3.1 -8.8 -2.4 -5.1 9.1 -11.2 11.7 -12.7 2.8 -7.6 -20.0 -18.8 -20.0 -20.0 -5.0 -9.4 11.2 -10.5 4.4 7.0 -1.6 5.7 -3.5 6.0 -5.5 2.3 -20.0 20.0 20.0 10.7 6.4 -6.9 2.1 -3.6 5.3 COTTON2 -1.8 0.8 1.0 -5.9 -19.0 -4.9 -14.2 -3.9 -8.2 -17.9 -20.0 -18.8 -20.0 -16.5 -17.7 -15.4 -12.6 -14.1 -13.5 -8.0 -11.3 -12.0 -19.8 -9.5 -15.7 -4.7 -5.8 -8.0 -7.9 -15.2 -6.1 -18.7 20.0 20.0 14.3 13.3 -9.9 -20.0 -2.9 -20.0 CRUDE_W 0.4 -0.3 9.6 2.1 4.9 2.7 4.7 1.0 2.0 -11.6 -1.8 1.9 -9.4 -9.2 -0.1 8.0 7.6 7.7 7.1 0.1 -1.5 1.5 -5.5 0.8 1.3 -1.6 -11.8 -1.5 -8.3 -3.9 -4.2 -1.4 -20.0 -11.0 -2.8 -7.8 20.0 9.6 -0.4 12.2 DAX -7.7 -11.9 -2.3 4.5 2.2 4.1 1.0 3.2 2.6 -8.8 17.1 -9.9 18.2 -4.7 6.4 -5.2 -6.5 -5.0 -5.2 1.2 13.3 -16.8 20.0 -9.4 -10.8 -2.3 -9.3 2.9 -11.3 9.5 -7.1 -0.7 -20.0 -20.0 -17.8 -16.9 20.0 20.0 20.0 11.9 DOW 8.2 5.9 17.9 3.9 1.8 3.5 0.8 2.8 2.2 6.6 13.8 12.2 9.4 13.7 16.1 -7.9 -7.9 -7.4 -7.1 15.4 13.5 8.1 9.7 12.7 -12.7 5.4 4.9 3.5 6.2 2.3 6.2 -3.5 20.0 14.8 8.4 5.4 -20.0 -19.2 -20.0 -20.0 DX 1.8 13.3 -4.8 1.5 5.3 2.7 4.9 2.7 2.3 5.8 -9.3 0.8 -8.7 -1.6 -2.6 6.0 6.1 6.1 5.9 -2.0 -7.2 1.3 -8.6 0.3 -20.0 -0.6 1.9 -3.2 0.9 -3.9 0.5 15.0 -15.1 -6.5 8.9 -10.9 20.0 10.7 20.0 13.8 EUR -3.4 -15.8 9.0 1.8 6.2 3.2 5.7 3.2 2.7 -6.6 10.9 -3.3 10.0 2.4 6.2 -7.4 -7.6 -7.8 -7.6 3.6 9.7 -1.2 10.7 -0.1 10.9 2.4 1.3 5.6 1.6 5.9 1.0 -8.2 -9.4 -2.1 -2.4 4.5 -20.0 -14.9 -20.0 -16.5 EURIBOR-ICE 2.8 -5.7 -3.4 -1.1 1.6 -1.3 -1.0 -2.4 -1.3 2.4 7.1 3.0 9.1 -0.9 -1.0 13.1 9.7 13.6 12.4 0.4 1.9 1.9 4.8 1.3 6.7 0.0 1.1 0.5 1.6 2.3 1.1 14.4 2.6 6.6 1.0 0.7 20.0 20.0 20.0 20.0 EUROSTX 1.9 -2.0 -1.2 4.5 2.1 4.1 1.0 3.2 2.6 -9.5 15.1 -7.1 14.3 4.1 8.1 -1.5 -0.5 -1.3 -0.8 2.9 6.7 -9.8 10.9 -2.8 -6.4 -0.9 -5.3 -0.6 -7.0 1.5 -3.2 8.3 -20.0 -11.1 -11.3 -19.9 20.0 20.0 20.0 11.5 FEEDCOW 19.3 18.7 17.4 -4.3 -13.6 -3.5 -10.2 -2.8 -5.9 -5.4 17.6 14.1 17.2 16.5 17.3 18.2 3.9 14.4 9.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 0.3 6.6 3.1 5.8 5.5 15.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 1.7 -0.3 15.7 1.9 4.3 2.4 4.1 0.9 1.8 6.3 3.2 12.0 -1.8 5.0 2.4 18.4 10.2 14.1 11.5 5.1 5.0 10.5 1.5 6.1 0.1 3.6 5.9 3.6 6.3 1.2 3.9 4.3 5.5 4.3 4.1 6.6 17.2 4.7 12.4 4.8 GASOLINE 4.9 0.6 8.3 2.1 4.9 2.7 4.7 1.0 2.0 -2.4 3.6 7.9 -2.6 -0.2 2.8 20.0 20.0 20.0 20.0 4.5 2.9 7.6 0.2 6.3 -20.0 0.8 -10.3 1.3 -6.0 0.7 -1.3 20.0 -19.7 -3.1 -0.4 -8.1 20.0 16.1 20.0 20.0 GAS_US_mini 1.3 -17.0 -18.3 2.2 4.9 2.7 4.7 1.0 2.1 17.9 -17.1 5.6 -9.9 -13.4 -18.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 4.9 -11.5 -9.0 20.0 -6.0 5.3 -5.1 3.4 -2.4 -2.4 -20.0 7.2 -11.9 -19.7 -20.0 -5.4 -20.0 -20.0 -20.0 GBP 1.0 -10.9 0.3 3.2 11.1 5.7 10.3 5.7 4.9 -10.9 16.8 -8.8 16.8 4.3 -0.3 -0.6 -0.4 -0.7 -0.6 2.4 11.3 -5.9 16.7 -1.7 1.3 3.9 4.8 7.3 6.4 10.3 4.8 4.0 -11.1 9.0 -2.5 0.7 8.1 -3.0 2.0 -0.0 GOLD_micro 15.9 -2.7 9.8 4.8 1.3 6.8 2.8 5.7 2.8 14.8 15.4 16.4 16.5 12.2 9.8 -11.4 -11.2 -10.7 -10.4 17.1 19.7 20.0 20.0 20.0 -20.0 5.0 10.1 6.6 13.1 10.7 8.5 -8.4 20.0 11.1 5.6 -19.4 -12.5 1.9 -15.7 -0.8 HEATOIL 0.8 -2.0 17.0 2.1 4.7 2.6 4.5 0.9 2.0 2.3 7.9 8.4 0.8 -1.3 8.3 10.3 8.2 8.6 8.1 5.8 7.5 8.7 4.0 5.3 -20.0 1.8 -6.7 4.7 -4.6 3.9 -1.9 0.6 -20.0 -6.5 -2.9 5.7 10.6 2.6 -9.2 -3.7 JGB-SGX-mini -12.1 -4.9 -5.2 -0.8 1.1 -0.9 -0.7 -1.7 -0.9 3.0 -5.5 -6.5 -5.8 -7.4 -7.7 20.0 15.8 20.0 18.2 -6.3 -6.0 -3.0 -6.4 -6.0 -5.9 -2.6 1.5 -2.3 -1.2 -2.7 -2.6 20.0 -2.6 -8.0 -10.0 -7.3 -20.0 -20.0 -20.0 -20.0 JPY 1.0 -6.8 -8.3 1.8 6.5 3.3 6.0 3.3 2.9 -11.6 -3.0 -8.5 -3.7 -2.1 -7.5 -10.2 -11.1 -10.2 -10.2 -6.0 -4.6 -6.0 -3.4 -4.9 20.0 -2.3 -0.7 -2.1 0.3 -1.6 -0.6 -13.3 -12.5 -5.9 -4.4 -13.7 -7.3 -9.0 -12.5 -7.9 LEANHOG 9.4 -1.0 13.0 -6.2 -20.0 -5.2 -14.9 -4.1 -8.6 14.4 17.7 20.0 18.2 17.9 13.8 20.0 20.0 20.0 20.0 17.2 20.0 20.0 19.7 20.0 4.2 4.7 5.5 5.3 10.1 6.6 8.1 20.0 20.0 20.0 20.0 20.0 20.0 12.7 20.0 20.0 LIVECOW 12.1 9.9 11.8 -4.2 -13.4 -3.5 -10.0 -2.7 -5.8 -4.3 16.9 13.6 16.6 15.9 16.6 5.8 19.2 18.3 20.0 20.0 20.0 13.9 20.0 20.0 -20.0 6.4 0.1 6.9 2.9 6.7 5.2 20.0 20.0 20.0 20.0 20.0 20.0 11.9 20.0 16.9 LUMBER-new -20.0 -15.3 3.0 -3.1 -10.0 -2.6 -7.4 -2.0 -4.3 -6.4 -5.2 -10.8 -2.8 -11.5 -6.8 -20.0 -20.0 -20.0 -20.0 -13.4 -5.4 -20.0 -2.6 -20.0 NaN -2.7 -1.7 -0.6 -4.9 0.2 -5.2 -20.0 -1.7 -20.0 -11.9 10.6 20.0 19.4 20.0 20.0 MXP -7.0 -9.0 19.5 3.3 11.6 6.0 10.8 6.0 5.1 -16.2 20.0 2.5 8.0 10.5 20.0 11.8 12.4 12.2 11.9 15.8 20.0 0.2 20.0 5.6 -20.0 8.5 0.9 12.7 3.4 10.3 4.8 20.0 -16.3 -3.9 11.7 20.0 8.6 8.8 2.6 10.9 NASDAQ_micro -11.6 -5.1 20.0 3.6 1.7 3.2 0.8 2.6 2.1 1.6 15.2 -1.6 13.3 4.6 13.4 -9.0 -8.3 -8.7 -8.1 14.8 20.0 0.1 17.8 4.4 -20.0 4.6 1.7 5.2 1.0 4.6 2.0 -4.6 10.8 -7.7 7.8 12.9 -20.0 -13.8 -20.0 -20.0 NIKKEI -2.6 9.9 20.0 3.9 1.9 3.5 0.8 2.8 2.3 3.8 15.7 1.1 11.9 8.6 13.5 11.8 10.5 12.9 11.6 20.0 20.0 1.7 13.5 11.2 -11.8 5.4 1.0 4.2 0.6 1.7 3.2 20.0 -6.4 10.9 20.0 19.4 5.5 20.0 20.0 20.0 NZD -8.6 -13.3 0.5 2.3 8.0 4.1 7.4 4.1 3.5 -8.6 6.0 -8.5 -1.8 -11.6 -10.5 -3.7 -2.5 -3.5 -3.1 -7.6 -1.8 -7.0 -0.5 -9.3 10.0 -3.2 -0.9 -0.7 -1.6 -0.8 -4.1 0.0 -9.7 -15.7 -10.0 -7.2 20.0 12.3 20.0 19.5 OAT -11.3 -6.7 -1.6 -1.2 1.7 -1.4 -1.1 -2.6 -1.4 -0.1 0.1 -8.4 -3.7 -10.7 -10.2 14.9 8.7 15.4 12.8 -7.4 -4.5 -6.5 -3.7 -9.1 0.9 -3.8 1.1 -2.1 -3.4 -1.2 -4.8 13.2 -9.5 -12.6 -7.8 -4.3 20.0 18.8 20.0 20.0 OATIES -9.2 -18.6 -3.5 -5.1 -16.4 -4.3 -12.2 -3.3 -7.0 -14.1 -10.1 -15.1 -4.4 -18.7 -17.0 -20.0 0.5 -6.5 -1.0 -17.2 -9.7 -13.8 -5.0 -18.2 -20.0 -5.9 -2.9 -3.7 -3.5 -2.2 -5.9 4.3 20.0 2.5 -15.7 9.5 -20.0 -7.3 -20.0 -6.2 OJ -3.9 -0.5 9.2 -1.8 -5.7 -1.5 -4.3 -1.2 -2.5 -5.8 -4.1 -3.4 -4.2 -3.6 -0.9 3.0 7.6 4.0 5.1 -1.8 -2.9 -4.6 -4.2 -3.1 -20.0 -0.8 -1.6 -1.4 -1.0 -1.6 -0.7 14.9 15.9 8.3 10.1 5.5 -18.2 -8.6 -15.4 -7.1 PALLAD -12.1 -9.8 15.5 2.9 0.8 4.1 1.7 3.5 1.7 2.8 2.9 0.8 1.8 -8.1 0.1 -2.8 -2.9 -2.9 -2.9 0.1 4.8 1.1 3.9 -2.8 17.4 0.9 -0.7 3.2 -1.0 3.0 -1.4 5.1 -8.4 -13.8 -5.2 -0.8 -18.0 -20.0 -20.0 -20.0 PLAT -3.7 -10.0 20.0 3.3 0.9 4.6 1.9 3.9 1.9 2.2 8.5 7.3 7.0 -1.3 7.5 -2.9 -3.4 -2.4 -2.7 8.1 13.7 8.3 12.8 5.2 1.7 2.7 -1.5 5.4 -0.1 5.0 0.3 4.8 -9.5 -3.8 -9.6 19.9 14.4 4.0 -6.6 -3.7 REDWHEAT -7.2 -10.0 -7.7 -5.8 -18.6 -4.8 -13.9 -3.8 -8.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.4 -19.2 -17.6 -20.0 -20.0 -18.3 -20.0 -20.0 6.0 -7.5 -3.4 -7.1 -6.1 -9.2 -8.2 -20.0 20.0 1.9 -0.4 13.9 -20.0 -20.0 -20.0 -20.0 RICE -7.5 -1.3 -5.1 -2.2 -7.2 -1.9 -5.4 -1.5 -3.1 -2.0 -8.3 -6.5 -8.1 -6.8 -7.4 -17.3 -6.8 -16.0 -13.7 -8.9 -9.0 -6.8 -8.8 -8.7 -1.7 -2.8 -0.7 -3.1 -2.0 -3.7 -2.8 -14.2 18.2 -2.9 -4.8 -1.4 -20.0 -9.9 -19.2 -10.3 ROBUSTA 20.0 20.0 -20.0 -2.3 -7.5 -1.9 -5.6 -1.5 -3.2 -6.9 -3.4 4.8 -1.1 6.5 1.8 20.0 15.2 18.8 15.6 9.5 -2.3 6.6 -2.5 16.8 -20.0 1.6 -1.0 -0.4 1.2 -0.3 2.8 20.0 16.9 20.0 20.0 -6.0 1.1 20.0 3.1 20.0 RUSSELL 10.3 9.0 20.0 3.5 1.6 3.1 0.7 2.5 2.0 5.8 10.9 11.8 3.6 12.7 14.1 -4.9 -5.4 -4.9 -4.9 15.6 11.0 11.0 4.4 15.2 7.3 5.0 3.0 2.9 5.1 0.8 5.7 0.4 20.0 19.7 13.4 9.1 -20.0 -17.6 -20.0 -20.0 SHATZ -1.6 -11.5 -8.0 -1.3 1.8 -1.5 -1.1 -2.7 -1.5 -8.3 -1.4 -8.3 4.4 -12.0 -12.9 -20.0 -17.7 -20.0 -15.9 -7.4 -4.4 -5.5 -1.0 -6.6 5.0 -4.2 -3.3 -2.6 -3.3 -0.5 -3.8 -20.0 -7.1 -1.6 -8.9 -9.2 20.0 12.9 20.0 17.6 SILVER-mini 10.0 1.6 18.1 6.4 1.7 9.0 3.7 7.7 3.7 19.0 20.0 20.0 20.0 18.4 20.0 -6.0 -6.5 -6.5 -6.4 20.0 20.0 20.0 20.0 20.0 -10.4 8.3 7.6 8.7 10.8 7.3 8.7 -1.0 20.0 20.0 19.3 9.2 20.0 20.0 19.0 7.1 SMI 17.9 7.2 -4.1 4.4 2.1 4.0 0.9 3.2 2.6 10.6 4.7 14.2 4.8 14.0 5.8 -0.2 2.4 0.0 1.1 6.8 1.8 13.7 3.1 12.2 8.6 3.2 11.3 -0.6 6.9 -0.3 6.1 12.5 6.6 17.2 5.2 -19.3 20.0 20.0 20.0 19.0 SOFR 6.9 6.8 11.7 -1.7 2.4 -2.0 -1.5 -3.7 -2.0 16.6 18.5 17.5 9.2 17.9 17.8 7.7 4.6 7.2 6.2 16.8 15.5 17.7 11.5 18.1 -17.5 6.7 7.8 5.4 9.5 3.7 8.5 4.5 20.0 20.0 20.0 17.3 2.0 -11.5 -20.0 -20.0 SOYBEAN 14.0 4.1 5.5 -3.8 -12.2 -3.2 -9.1 -2.5 -5.2 -11.9 2.3 6.6 -9.4 7.9 3.6 -19.5 -8.4 -16.6 -12.6 4.1 0.4 -1.2 -5.0 5.3 -0.8 4.0 -0.2 2.0 2.4 -1.8 4.4 -13.8 20.0 20.0 20.0 20.0 -8.0 0.2 -4.9 7.6 SOYMEAL 5.3 8.8 -2.2 -4.6 -14.6 -3.8 -10.9 -3.0 -6.3 -13.5 -13.3 -11.6 -16.8 1.8 -6.2 -15.3 -14.1 -17.3 -16.8 -6.1 -12.6 -12.2 -18.4 -5.3 -13.1 -0.9 -1.1 -5.2 -1.3 -8.7 0.7 -20.0 20.0 20.0 20.0 1.8 -20.0 -20.0 -20.0 -20.0 SOYOIL -12.7 -11.9 9.8 -2.9 -9.4 -2.4 -7.0 -1.9 -4.1 -9.7 7.5 -7.2 7.7 -7.1 3.3 -3.6 -2.2 -2.3 -2.3 0.5 6.4 -6.9 7.1 -4.8 -8.0 0.5 -3.8 3.0 -4.1 2.7 -2.5 0.9 15.5 0.9 6.1 18.3 -17.4 -7.0 -19.8 -6.8 SP400 5.9 4.1 15.3 3.6 1.7 3.2 0.8 2.6 2.1 7.5 9.7 11.5 4.2 11.4 14.0 -5.7 -5.8 -5.6 -5.5 11.0 8.5 8.3 4.0 10.3 -2.4 4.6 4.1 2.1 5.6 0.1 5.6 -0.4 20.0 10.5 4.3 0.6 -20.0 -17.3 -20.0 -20.0 SP500_micro -2.3 3.6 20.0 4.6 2.2 4.1 1.0 3.3 2.7 6.2 20.0 9.9 17.6 15.3 19.7 -9.8 -9.2 -9.2 -8.6 20.0 20.0 6.6 20.0 13.6 -20.0 6.7 3.9 5.7 4.3 4.2 5.2 -5.8 20.0 4.9 16.0 16.7 -20.0 -13.5 -20.0 -20.0 SUGAR11 -0.8 0.4 -9.3 -4.8 -15.5 -4.0 -11.6 -3.1 -6.7 -17.2 -14.6 -14.5 -15.1 -8.2 -11.9 -11.7 7.5 -9.7 -2.7 -8.9 -13.1 -17.7 -14.4 -9.3 -20.0 -4.1 -11.7 -6.2 -8.1 -6.1 -3.8 9.5 20.0 18.3 15.3 -4.6 -20.0 -20.0 -20.0 -20.0 US10 4.4 8.0 7.3 -1.2 1.7 -1.4 -1.1 -2.6 -1.4 11.3 8.4 11.2 -0.3 11.8 11.0 1.4 -1.2 0.9 0.3 7.8 5.5 9.8 2.0 9.2 -2.6 4.3 7.0 3.0 7.3 1.5 5.9 -5.4 19.7 15.8 14.2 8.4 -6.9 -17.0 -20.0 -20.0 US10U 2.6 8.3 5.8 -1.8 2.6 -2.2 -1.6 -4.0 -2.2 16.8 6.1 15.4 -4.8 17.0 15.6 -3.1 -2.3 -2.2 -2.1 9.0 5.1 12.1 -0.7 10.9 -8.3 6.3 12.8 3.8 12.5 1.1 9.2 -8.4 20.0 20.0 18.9 10.6 5.5 -11.8 -20.0 -19.0 US2 4.3 6.0 2.7 -1.0 1.4 -1.2 -0.9 -2.2 -1.2 9.1 2.6 8.8 -2.8 9.1 5.1 -14.5 -17.1 -15.2 -15.1 3.9 2.2 5.5 0.1 5.3 14.8 2.9 4.4 1.9 4.8 1.3 4.2 -20.0 12.2 11.5 9.7 3.0 -2.3 -7.6 -19.1 -14.6 US20 -2.6 7.9 3.8 -1.2 1.7 -1.4 -1.1 -2.6 -1.4 8.7 -2.7 2.1 -7.9 5.5 6.7 4.5 2.2 4.0 3.3 2.1 -0.3 3.0 -3.9 2.3 -6.4 3.0 7.9 1.2 6.3 -1.2 4.1 0.0 10.5 6.1 7.7 3.5 20.0 7.3 -17.4 -5.3 US30 -3.7 6.3 1.7 -1.5 2.1 -1.8 -1.3 -3.2 -1.7 10.9 -7.5 -2.6 -12.4 0.7 3.0 -4.0 -2.7 -2.2 -2.2 -0.7 -3.7 0.9 -8.3 -0.5 -4.6 1.4 8.0 -0.7 5.0 -3.7 2.4 -8.8 5.4 2.7 4.5 0.5 20.0 3.9 -10.9 -7.0 US5 5.8 6.8 7.0 -1.2 1.7 -1.4 -1.1 -2.7 -1.4 11.9 10.0 12.4 0.9 12.4 10.5 -3.4 -4.4 -3.4 -3.3 8.2 6.3 9.9 3.1 9.7 2.5 4.4 6.3 3.3 7.0 2.2 5.9 -11.0 19.7 17.0 14.6 8.3 -7.2 -10.8 -20.0 -16.5 VIX -6.4 -11.7 -7.6 -6.8 -7.2 -1.7 -7.5 2.2 -8.3 -15.4 -9.8 -17.7 -4.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.6 -7.1 -10.8 0.6 -15.7 NaN -7.8 -8.5 -1.8 -10.7 2.7 -10.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.0 -13.6 -5.2 -4.9 -15.7 -4.1 -11.7 -3.2 -6.8 -16.1 -18.8 -12.1 -19.4 -16.9 -18.3 -18.4 -18.0 -18.4 -18.2 -16.8 -17.4 -9.1 -18.4 -12.5 10.5 -4.9 -3.0 -4.2 -2.9 -5.6 -4.5 -20.0 20.0 10.8 -2.7 15.8 -20.0 -16.6 -20.0 -17.7 End of report for caleb_strategy_v3