******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250905_204353 produced at 2025-09-05 21:39:21.926413 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.49 0.0 0.00 0.00 0.00 0.00 -9.75 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.29 0.0 999.00 -999.00 -0.19 -0.20 -27.10 999999999.0 -18 -19 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.34 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.07 0.0 0.12 -0.12 -0.06 -0.06 -15.85 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 -12.37 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.20 -0.20 -0.07 -0.07 -3.20 11.0 -4 -4 caleb_strategy_v3 CAD False False 0.04 0.00 -0.06 0.0 1.13 -1.13 0.00 0.00 -1.42 29.0 0 0 caleb_strategy_v3 CHF False False 0.09 0.00 -0.06 0.0 1.11 -1.11 0.00 0.00 -0.68 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.86 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.04 -4.40 18.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.45 4.0 -3 -3 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.45 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.03 0.0 0.11 -0.11 -0.01 -0.01 -1.89 8.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False True 0.03 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -0.94 23.0 -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 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.25 9.0 -1 -1 caleb_strategy_v3 JPY False False 0.05 0.00 -0.02 0.0 0.78 -0.78 0.00 0.00 -0.53 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.50 9.0 -2 -2 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.35 3.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.65 3.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.21 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 -0.07 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 -0.15 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 -0.17 999999999.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.12 -0.01 0.0 0.00 -0.12 -0.12 -0.12 -0.93 58.0 -8 -8 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.19 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.13 -0.13 -0.03 -0.03 -0.72 12.0 -3 -3 caleb_strategy_v3 SP500_micro False True 0.02 -0.12 -0.00 0.0 0.00 -0.12 -0.12 -0.12 -0.24 48.0 -7 -7 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.00 0.0 0.39 -0.39 -0.06 -0.06 -0.03 6.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.25 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.03 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.00 0.0 0.81 -0.81 -0.02 -0.11 -0.34 66.0 -2 -9 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.06 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.56 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 0.04 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.53 -0.53 0.02 0.02 0.24 23.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.16 12.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.23 0.01 0.0 0.23 0.00 0.23 0.23 0.38 20.0 7 7 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.14 9.0 0 0 caleb_strategy_v3 SP400 False True 0.18 0.35 0.01 0.0 0.35 0.00 0.35 0.35 0.05 2.0 2 2 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.81 -0.81 0.00 0.00 0.20 13.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.67 -0.67 0.00 0.00 0.63 21.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.41 -1.41 0.00 0.00 0.32 19.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.37 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.37 -0.37 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.02 0.0 1.09 -1.09 -0.02 -0.02 0.84 56.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.04 -1.04 0.00 0.00 0.28 17.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.12 0.03 0.0 1.48 -1.48 0.12 0.30 0.58 25.0 2 5 caleb_strategy_v3 US2 False True 0.11 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.28 13.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.31 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.03 0.0 0.44 -0.44 0.01 0.01 5.31 68.0 2 1 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.14 -0.14 0.00 0.00 1.03 4.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.23 0.05 0.0 0.76 -0.76 0.23 0.23 0.70 10.0 3 3 caleb_strategy_v3 GBP False False 0.05 0.05 0.06 0.0 1.00 -1.00 0.05 0.05 1.35 22.0 1 1 caleb_strategy_v3 BTP False False 0.08 0.00 0.06 0.0 0.75 -0.75 0.00 0.00 0.76 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.08 0.0 999.00 -999.00 0.11 0.11 1.38 999999999.0 2 2 caleb_strategy_v3 AUD False False 0.04 0.00 0.09 0.0 0.67 -0.67 0.00 0.00 2.57 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.38 0.10 0.0 0.75 -0.75 0.38 0.38 1.08 8.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.87 -0.87 0.00 0.00 1.99 17.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.46 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 8.66 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.29 0.0 0.56 -0.56 0.23 0.23 18.43 36.0 15 15 caleb_strategy_v3 MXP False True 0.01 0.35 0.37 0.0 0.35 0.00 0.35 0.35 26.07 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.17 0.0 0.00 0.00 0.00 0.00 8.99 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.80 0.0 1.54 -1.54 0.00 0.00 11.70 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.5 Shocked risk 58.4 Sum abs risk 51.5 Leverage 6.35 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1857815.27, 'annual_cash_vol_target': 464453.8175, 'daily_cash_vol_target': 29028.36359375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6552 0.5597 8.9555 BITCOIN 2215.6624 111510.0000 1.9870 31.7914 BOBL 0.2071 118.2600 0.1752 2.8024 BTP 0.4968 119.9600 0.4142 6.6268 BUND 0.4369 129.0200 0.3387 5.4186 BUXL 1.0230 114.1800 0.8959 14.3348 CAC 62.4885 7677.5000 0.8139 13.0227 CAD 0.0026 0.7253 0.3572 5.7145 CANOLA 8.7807 628.6000 1.3969 22.3498 CHF 0.0059 1.2668 0.4624 7.3986 COCOA 172.8645 7463.0000 2.3163 37.0606 COFFEE 5.8999 373.1500 1.5811 25.2976 COPPER 0.1060 4.5410 2.3339 37.3431 CORN 5.0793 418.0000 1.2151 19.4422 COTTON2 0.7336 66.0900 1.1099 17.7591 CRUDE_W 0.9928 61.3400 1.6186 25.8972 DAX 173.2435 23664.0000 0.7321 11.7136 DOW 282.7890 45445.0000 0.6223 9.9563 DX 0.4327 97.3450 0.4445 7.1113 EUR 0.0057 1.1786 0.4865 7.7847 EURIBOR-ICE 0.0365 97.9050 0.0372 0.5958 EUROSTX 42.4819 5329.0000 0.7972 12.7549 FEEDCOW 2.9797 350.6250 0.8498 13.5970 GASOIL 11.2007 651.7500 1.7186 27.4969 GASOLINE 0.0307 1.8579 1.6500 26.4003 GAS_US_mini 0.0951 3.3200 2.8634 45.8145 GBP 0.0062 1.3506 0.4563 7.3008 GOLD_micro 24.6911 3620.2000 0.6820 10.9126 HEATOIL 0.0354 2.2589 1.5672 25.0750 JGB-SGX-mini 0.2736 137.2400 0.1993 3.1894 JPY 0.0000 0.0069 0.6001 9.6021 LEANHOG 1.0202 88.4000 1.1541 18.4652 LIVECOW 1.8944 237.4500 0.7978 12.7647 LUMBER-new 9.4685 588.5000 1.6089 25.7428 MXP 0.0003 0.0534 0.5435 8.6962 NASDAQ_micro 175.7041 23657.5000 0.7427 11.8832 NIKKEI 389.3128 42650.0000 0.9128 14.6049 NZD 0.0036 0.5910 0.6068 9.7095 OAT 0.4532 121.4300 0.3732 5.9720 OATIES 4.6267 323.5000 1.4302 22.8831 OJ 7.6083 232.2000 3.2766 52.4258 PALLAD 25.9605 1130.0000 2.2974 36.7583 PLAT 24.3979 1385.5000 1.7609 28.1752 REDWHEAT 7.0617 504.7500 1.3990 22.3847 RICE 0.1751 11.8750 1.4742 23.5870 ROBUSTA 94.9237 4319.0000 2.1978 35.1651 RUSSELL 24.3740 2387.8000 1.0208 16.3324 SHATZ 0.0601 107.1600 0.0561 0.8978 SILVER-mini 0.4555 41.7000 1.0924 17.4780 SMI 81.1298 12367.0000 0.6560 10.4963 SOFR 0.0506 96.9750 0.0521 0.8343 SOYBEAN 9.7820 1069.2500 0.9148 14.6376 SOYMEAL 3.2826 286.7000 1.1450 18.3193 SOYOIL 0.8050 51.5200 1.5625 25.0007 SP400 28.0188 3295.8000 0.8501 13.6022 SP500_micro 38.0483 6480.7500 0.5871 9.3936 SUGAR11 0.2210 16.2000 1.3644 21.8297 US10 0.3508 113.3750 0.3094 4.9503 US10U 0.4633 115.6719 0.4005 6.4087 US2 0.0977 104.4883 0.0935 1.4965 US20 0.7172 116.4062 0.6161 9.8578 US30 1.0163 119.3750 0.8514 13.6222 US5 0.2273 109.9375 0.2068 3.3082 VIX 0.4566 19.9000 2.2946 36.7131 WHEAT 6.8943 519.0000 1.3284 21.2541 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.25 0.56 366.76 1.00 366.76 29028.36 79.15 12.50 98.96 BITCOIN 111.51 1.99 221.57 1.00 221.57 29028.36 131.01 -8.70 -114.05 BOBL 1182.60 0.18 207.13 1.17 241.43 29028.36 120.23 2.60 31.25 BTP 1199.60 0.41 496.85 1.17 579.12 29028.36 50.12 4.45 22.28 BUND 1290.20 0.34 436.94 1.17 509.30 29028.36 57.00 5.38 30.64 BUXL 1141.80 0.90 1022.97 1.17 1192.37 29028.36 24.35 -6.11 -14.86 CAC 767.75 0.81 624.89 1.17 728.37 29028.36 39.85 1.18 4.71 CAD 725.30 0.36 259.04 1.00 259.04 29028.36 112.06 -4.89 -54.75 CANOLA 125.72 1.40 175.61 0.72 127.16 29028.36 228.27 -1.00 -22.79 CHF 1583.50 0.46 732.23 1.00 732.23 29028.36 39.64 -6.62 -26.23 COCOA 746.30 2.32 1728.65 1.00 1728.65 29028.36 16.79 0.87 1.47 COFFEE 1399.31 1.58 2212.45 1.00 2212.45 29028.36 13.12 11.12 14.59 COPPER 1135.25 2.33 2649.61 1.00 2649.61 29028.36 10.96 -3.83 -4.19 CORN 209.00 1.22 253.96 1.00 253.96 29028.36 114.30 -2.58 -29.46 COTTON2 330.45 1.11 366.78 1.00 366.78 29028.36 79.14 -16.57 -131.14 CRUDE_W 613.40 1.62 992.83 1.00 992.83 29028.36 29.24 -0.60 -1.77 DAX 236.64 0.73 173.24 1.17 201.93 29028.36 143.75 -1.90 -27.35 DOW 227.22 0.62 141.39 1.00 141.39 29028.36 205.30 -0.71 -14.64 DX 973.45 0.44 432.65 1.00 432.65 29028.36 67.09 -0.95 -6.40 EUR 1473.19 0.49 716.77 1.00 716.77 29028.36 40.50 -0.67 -2.69 EURIBOR-ICE 2447.62 0.04 91.14 1.17 106.23 29028.36 273.25 12.53 342.43 EUROSTX 532.90 0.80 424.82 1.17 495.17 29028.36 58.62 1.91 11.23 FEEDCOW 1753.12 0.85 1489.83 1.00 1489.83 29028.36 19.48 16.63 32.41 GASOIL 651.75 1.72 1120.07 1.00 1120.07 29028.36 25.92 9.18 23.80 GASOLINE 780.32 1.65 1287.54 1.00 1287.54 29028.36 22.55 3.76 8.47 GAS_US_mini 83.00 2.86 237.66 1.00 237.66 29028.36 122.14 -11.97 -146.19 GBP 844.12 0.46 385.18 1.00 385.18 29028.36 75.36 6.87 51.80 GOLD_micro 362.02 0.68 246.91 1.00 246.91 29028.36 117.57 2.08 24.51 HEATOIL 948.74 1.57 1486.85 1.00 1486.85 29028.36 19.52 -2.42 -4.73 JGB-SGX-mini 137240.00 0.20 27356.96 0.01 184.57 29028.36 157.28 -5.72 -89.92 JPY 856.38 0.60 513.94 1.00 513.94 29028.36 56.48 -3.65 -20.59 LEANHOG 353.60 1.15 408.08 1.00 408.08 29028.36 71.13 20.00 142.27 LIVECOW 949.80 0.80 757.75 1.00 757.75 29028.36 38.31 15.62 59.85 LUMBER-new 161.84 1.61 260.38 1.00 260.38 29028.36 111.48 -6.09 -67.85 MXP 267.15 0.54 145.20 1.00 145.20 29028.36 199.92 8.87 177.38 NASDAQ_micro 473.15 0.74 351.41 1.00 351.41 29028.36 82.61 -4.88 -40.34 NIKKEI 42650.00 0.91 38931.28 0.01 262.66 29028.36 110.52 15.38 169.92 NZD 590.95 0.61 358.61 1.00 358.61 29028.36 80.95 2.99 24.17 OAT 1214.30 0.37 453.23 1.17 528.29 29028.36 54.95 3.75 20.59 OATIES 161.75 1.43 231.33 1.00 231.33 29028.36 125.48 -15.91 -199.61 OJ 348.30 3.28 1141.24 1.00 1141.24 29028.36 25.44 -5.69 -14.46 PALLAD 1130.00 2.30 2596.05 1.00 2596.05 29028.36 11.18 -1.65 -1.85 PLAT 692.75 1.76 1219.90 1.00 1219.90 29028.36 23.80 4.97 11.83 REDWHEAT 252.38 1.40 353.08 1.00 353.08 29028.36 82.21 -17.29 -142.17 RICE 237.50 1.47 350.12 1.00 350.12 29028.36 82.91 -12.12 -100.47 ROBUSTA 431.90 2.20 949.24 1.00 949.24 29028.36 30.58 5.94 18.17 RUSSELL 119.39 1.02 121.87 1.00 121.87 29028.36 238.19 6.71 159.93 SHATZ 1071.60 0.06 60.13 1.17 70.08 29028.36 414.19 -3.19 -131.96 SILVER-mini 1042.50 1.09 1138.80 1.00 1138.80 29028.36 25.49 15.90 40.54 SMI 1236.70 0.66 811.30 1.24 1008.85 29028.36 28.77 14.87 42.78 SOFR 2424.38 0.05 126.41 1.00 126.41 29028.36 229.63 6.43 147.67 SOYBEAN 534.62 0.91 489.10 1.00 489.10 29028.36 59.35 0.61 3.61 SOYMEAL 286.70 1.14 328.26 1.00 328.26 29028.36 88.43 -15.19 -134.31 SOYOIL 309.12 1.56 483.01 1.00 483.01 29028.36 60.10 -4.50 -27.02 SP400 3295.80 0.85 2801.88 1.00 2801.88 29028.36 10.36 1.46 1.51 SP500_micro 324.04 0.59 190.24 1.00 190.24 29028.36 152.59 -0.66 -10.13 SUGAR11 181.44 1.36 247.55 1.00 247.55 29028.36 117.26 -15.41 -180.65 US10 1133.75 0.31 350.77 1.00 350.77 29028.36 82.76 2.65 21.96 US10U 1156.72 0.40 463.31 1.00 463.31 29028.36 62.65 2.53 15.84 US2 2089.77 0.09 195.46 1.00 195.46 29028.36 148.51 1.47 21.76 US20 1164.06 0.62 717.19 1.00 717.19 29028.36 40.47 2.69 10.88 US30 1193.75 0.85 1016.34 1.00 1016.34 29028.36 28.56 -0.88 -2.51 US5 1099.38 0.21 227.31 1.00 227.31 29028.36 127.70 3.60 45.93 VIX 199.00 2.29 456.62 1.00 456.62 29028.36 63.57 -17.25 -109.64 WHEAT 259.50 1.33 344.72 1.00 344.72 29028.36 84.21 -13.41 -112.96 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 98.964 0.010 2.5 2.571 BITCOIN -114.047 0.043 2.5 -12.367 BOBL 31.253 0.004 2.5 0.317 BTP 22.283 0.014 2.5 0.761 BUND 30.644 0.004 2.5 0.311 BUXL -14.863 0.004 2.5 -0.151 CAC 4.712 0.014 2.5 0.161 CAD -54.747 0.010 2.5 -1.422 CANOLA -22.790 0.010 2.5 -0.555 CHF -26.235 0.010 2.5 -0.682 COCOA 1.466 0.010 2.5 0.036 COFFEE 14.594 0.005 2.5 0.194 COPPER -4.193 0.043 2.5 -0.455 CORN -29.463 0.010 2.5 -0.718 COTTON2 -131.142 0.010 2.5 -3.195 CRUDE_W -1.765 0.043 2.5 -0.191 DAX -27.347 0.014 2.5 -0.934 DOW -14.642 0.009 2.5 -0.341 DX -6.405 0.010 2.5 -0.166 EUR -2.694 0.010 2.5 -0.070 EURIBOR-ICE 342.430 0.014 2.5 11.696 EUROSTX 11.225 0.014 2.5 0.383 FEEDCOW 32.406 0.013 2.5 1.075 GASOIL 23.803 0.017 2.5 1.033 GASOLINE 8.473 0.017 2.5 0.368 GAS_US_mini -146.188 0.043 2.5 -15.853 GBP 51.803 0.010 2.5 1.346 GOLD_micro 24.508 0.014 2.5 0.837 HEATOIL -4.726 0.017 2.5 -0.205 JGB-SGX-mini -89.923 0.043 2.5 -9.751 JPY -20.591 0.010 2.5 -0.535 LEANHOG 142.268 0.024 2.5 8.658 LIVECOW 59.852 0.013 2.5 1.986 LUMBER-new -67.853 0.010 2.5 -1.653 MXP 177.381 0.059 2.5 26.071 NASDAQ_micro -40.344 0.009 2.5 -0.939 NIKKEI 169.925 0.043 2.5 18.427 NZD 24.165 0.010 2.5 0.628 OAT 20.590 0.014 2.5 0.703 OATIES -199.608 0.010 2.5 -4.863 OJ -14.465 0.010 2.5 -0.352 PALLAD -1.846 0.014 2.5 -0.063 PLAT 11.833 0.014 2.5 0.404 REDWHEAT -142.174 0.005 2.5 -1.889 RICE -100.466 0.010 2.5 -2.448 ROBUSTA 18.166 0.005 2.5 0.241 RUSSELL 159.932 0.013 2.5 5.307 SHATZ -131.959 0.004 2.5 -1.340 SILVER-mini 40.538 0.014 2.5 1.385 SMI 42.781 0.014 2.5 1.461 SOFR 147.672 0.024 2.5 8.987 SOYBEAN 3.607 0.004 2.5 0.034 SOYMEAL -134.305 0.004 2.5 -1.251 SOYOIL -27.021 0.004 2.5 -0.252 SP400 1.514 0.013 2.5 0.050 SP500_micro -10.130 0.009 2.5 -0.236 SUGAR11 -180.655 0.010 2.5 -4.401 US10 21.960 0.005 2.5 0.279 US10U 15.844 0.005 2.5 0.201 US2 21.761 0.005 2.5 0.276 US20 10.884 0.005 2.5 0.138 US30 -2.505 0.005 2.5 -0.032 US5 45.928 0.005 2.5 0.583 VIX -109.635 0.099 2.5 -27.101 WHEAT -112.958 0.005 2.5 -1.501 ===================== Position diags ===================== AUD 2.06 BITCOIN 14.21 BOBL 1.22 BTP 1.71 BUND 0.58 BUXL 0.25 CAC 1.36 CAD 2.91 CANOLA 5.56 CHF 1.03 COCOA 0.41 COFFEE 0.17 COPPER 1.19 CORN 2.78 COTTON2 1.93 CRUDE_W 3.17 DAX 4.91 DOW 4.78 DX 1.74 EUR 1.05 EURIBOR-ICE 9.33 EUROSTX 2.00 FEEDCOW 0.65 GASOIL 1.13 GASOLINE 0.98 GAS_US_mini 13.24 GBP 1.96 GOLD_micro 4.02 HEATOIL 0.85 JGB-SGX-mini 17.06 JPY 1.47 LEANHOG 4.33 LIVECOW 1.27 LUMBER-new 2.72 MXP 29.38 NASDAQ_micro 1.92 NIKKEI 11.98 NZD 2.10 OAT 1.88 OATIES 3.06 OJ 0.62 PALLAD 0.38 PLAT 0.81 REDWHEAT 1.09 RICE 2.02 ROBUSTA 0.41 RUSSELL 7.90 SHATZ 4.21 SILVER-mini 0.87 SMI 0.98 SOFR 13.98 SOYBEAN 0.55 SOYMEAL 0.82 SOYOIL 0.56 SP400 0.34 SP500_micro 3.55 SUGAR11 2.86 US10 1.05 US10U 0.80 US2 1.88 US20 0.51 US30 0.36 US5 1.62 VIX 15.71 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.6 2.4 2.8 0.0 0 BITCOIN -12.4 -13.8 -10.9 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP 0.8 0.6 0.9 0.0 0 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.2 -0.2 -0.1 0.0 0 CAC 0.2 0.0 0.3 0.0 0 CAD -1.4 -1.7 -1.1 0.0 0 CANOLA -0.6 -1.1 0.0 0.0 0 CHF -0.7 -0.8 -0.6 0.0 0 COCOA 0.0 -0.0 0.1 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.5 -0.6 -0.3 0.0 0 CORN -0.7 -1.0 -0.4 -3.0 -3 COTTON2 -3.2 -3.4 -3.0 -4.0 -4 CRUDE_W -0.2 -0.5 0.1 0.0 0 DAX -0.9 -1.4 -0.4 -8.0 -8 DOW -0.3 -0.8 0.1 -2.0 -2 DX -0.2 -0.3 0.0 0.0 0 EUR -0.1 -0.2 0.0 -1.0 -1 EURIBOR-ICE 11.7 10.8 12.6 0.0 0 EUROSTX 0.4 0.2 0.6 7.0 7 FEEDCOW 1.1 1.0 1.1 4.0 4 GASOIL 1.0 0.9 1.1 0.0 0 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -15.9 -17.2 -14.5 -13.0 -13 GBP 1.3 1.2 1.5 1.0 1 GOLD_micro 0.8 0.4 1.2 -1.0 -1 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -9.8 -11.5 -8.0 0.0 0 JPY -0.5 -0.7 -0.4 0.0 0 LEANHOG 8.7 8.2 9.1 7.0 7 LIVECOW 2.0 1.9 2.1 0.0 0 LUMBER-new -1.7 -1.9 -1.4 0.0 0 MXP 26.1 23.1 29.0 24.0 24 NASDAQ_micro -0.9 -1.1 -0.7 -1.0 -1 NIKKEI 18.4 17.2 19.6 15.0 15 NZD 0.6 0.4 0.8 0.0 0 OAT 0.7 0.5 0.9 3.0 3 OATIES -4.9 -5.2 -4.6 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD -0.1 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.5 0.0 0 REDWHEAT -1.9 -2.0 -1.8 -1.0 -1 RICE -2.4 -2.6 -2.2 -3.0 -3 ROBUSTA 0.2 0.2 0.3 1.0 1 RUSSELL 5.3 4.5 6.1 2.0 2 SHATZ -1.3 -1.8 -0.9 NaN 0 SILVER-mini 1.4 1.3 1.5 2.0 2 SMI 1.5 1.4 1.6 0.0 0 SOFR 9.0 7.6 10.4 NaN 0 SOYBEAN 0.0 -0.0 0.1 0.0 0 SOYMEAL -1.3 -1.3 -1.2 -1.0 -1 SOYOIL -0.3 -0.3 -0.2 0.0 0 SP400 0.1 0.0 0.1 2.0 2 SP500_micro -0.2 -0.6 0.1 -7.0 -7 SUGAR11 -4.4 -4.7 -4.1 -4.0 -4 US10 0.3 0.2 0.4 0.0 0 US10U 0.2 0.1 0.3 0.0 0 US2 0.3 0.1 0.5 NaN 0 US20 0.1 0.1 0.2 0.0 0 US30 -0.0 -0.1 0.0 -1.0 -1 US5 0.6 0.4 0.7 2.0 2 VIX -27.1 -28.7 -25.5 -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 -0.0 -0.2 0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.1 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 0.1 0.1 0.0 -0.1 0.1 0.0 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 0.0 0.5 -0.2 0.7 -0.1 0.0 -0.2 -0.2 -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 -0.5 -0.6 0.5 -0.1 -0.3 -0.2 BOBL 0.1 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 0.0 -0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.3 -0.0 0.1 -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 0.1 -0.0 0.1 -0.1 0.0 0.1 0.4 -0.0 0.5 -0.1 0.0 0.3 0.2 0.3 0.2 -0.0 0.0 0.0 0.2 -0.0 -2.7 -0.0 0.1 0.1 0.0 0.2 -0.0 0.7 -0.2 -0.3 -0.1 0.3 0.7 0.6 0.7 0.7 BUND -0.0 -0.1 0.0 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.1 0.2 0.1 0.2 0.2 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 0.0 -0.2 -0.5 -0.4 -0.4 0.7 0.2 0.1 0.1 CAC -0.1 -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 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.5 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.5 CAD -0.1 -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 -0.1 0.0 -0.1 2.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.4 -0.4 -0.6 -0.3 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -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 -0.0 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 -0.6 0.3 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.3 0.1 0.3 -0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.0 0.3 -0.0 -0.0 0.0 0.1 0.1 0.0 0.2 0.0 -1.1 -0.1 -0.0 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.3 0.1 -0.3 -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 0.1 0.2 0.3 0.3 COFFEE 0.6 0.6 -0.6 -0.1 -0.1 -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 0.4 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 -0.5 -0.2 0.3 0.2 0.3 0.2 CORN 0.6 -0.0 -0.3 -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 -0.0 -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 0.6 0.4 0.3 -0.2 0.1 -0.1 0.2 COTTON2 -0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 -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 0.5 -0.3 -0.7 -0.1 -0.7 CRUDE_W -0.0 -0.0 0.3 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.2 0.2 0.2 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -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 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.5 -0.1 0.6 -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 -0.6 0.7 0.7 0.7 0.4 DOW 0.2 0.2 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.3 0.1 0.2 -0.2 -0.2 -0.1 -0.1 0.2 0.1 0.1 0.3 0.1 -1.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.3 0.5 0.3 0.2 -0.7 -0.7 -0.7 -0.7 DX 0.0 0.5 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 -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 -0.3 -0.3 0.2 -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 0.2 -0.7 -0.5 -0.7 -0.6 EURIBOR-ICE 0.1 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.2 0.1 0.3 0.0 -0.0 0.3 0.2 0.3 0.2 0.0 0.0 0.0 0.1 0.0 0.9 0.0 0.1 0.0 0.0 0.1 0.0 0.8 0.0 0.2 0.0 0.0 0.7 0.7 0.7 0.7 EUROSTX -0.0 -0.1 -0.1 0.1 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 -0.1 -0.0 -0.1 0.1 -0.0 0.4 -0.5 -0.5 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW 0.6 0.6 0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 0.1 0.6 0.2 0.2 0.4 0.1 0.3 0.2 0.2 0.2 0.1 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 -0.0 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 0.0 0.1 0.0 0.0 0.0 0.2 0.2 0.2 0.1 0.2 0.6 0.2 0.4 0.2 GASOLINE 0.1 0.0 0.3 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.1 0.0 -0.1 -0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.0 0.0 0.0 -2.7 -0.0 -0.1 0.0 -0.1 0.0 -0.0 1.1 -0.5 -0.2 -0.0 -0.3 0.7 0.5 0.7 0.7 GAS_US_mini 0.1 -0.5 -0.6 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 -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 0.4 -0.3 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.0 -0.4 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.5 -0.0 0.6 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.5 0.0 0.2 0.1 0.1 0.2 0.1 0.4 0.1 0.2 -0.2 0.2 -0.0 0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.6 -0.0 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 0.3 0.1 -0.4 0.5 0.5 0.3 -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 -0.1 0.2 0.1 0.0 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 0.0 -2.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.5 -0.3 -0.1 0.2 0.4 0.1 -0.3 -0.1 JGB-SGX-mini -0.3 -0.1 -0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.1 0.4 0.3 0.4 0.4 -0.1 -0.1 0.0 -0.2 -0.0 -0.8 -0.0 0.1 -0.1 0.0 -0.1 -0.0 1.1 0.0 -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 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 2.7 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.7 -0.3 -0.2 -0.1 -0.5 -0.2 -0.3 -0.4 -0.3 LEANHOG 0.4 -0.0 0.4 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 0.5 0.1 0.1 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 -0.1 0.5 0.1 0.6 0.2 0.2 0.1 0.4 0.3 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 -0.0 0.0 -0.1 -1.2 0.2 -0.7 -0.4 0.4 0.8 0.8 0.8 0.8 MXP -0.2 -0.3 0.6 0.0 0.1 0.2 0.1 0.2 0.1 -0.0 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 -0.5 -0.3 0.3 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 0.1 0.4 0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 -0.2 0.2 -0.3 0.3 0.4 -0.7 -0.5 -0.7 -0.7 NIKKEI -0.0 0.5 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 0.2 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 0.1 0.2 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 0.1 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 -0.6 -0.3 -0.2 0.7 0.4 0.7 0.7 OAT -0.3 -0.2 -0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 0.7 -0.3 -0.4 -0.3 -0.2 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 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -2.6 -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 -0.2 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -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 -0.4 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 0.0 -0.0 0.1 -0.0 2.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.3 -0.3 -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 -0.2 -0.3 0.6 0.5 0.1 -0.2 -0.1 REDWHEAT -0.2 -0.4 -0.3 -0.1 -0.1 -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 -0.4 -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 0.2 0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.1 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.8 0.5 -0.1 -0.1 -0.0 -0.7 -0.3 -0.6 -0.3 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 -0.0 0.1 0.0 0.4 0.3 0.4 0.3 0.1 -0.0 0.0 -0.1 0.2 -2.7 0.0 -0.0 -0.0 0.0 -0.0 0.0 1.1 0.2 0.6 0.6 -0.2 0.0 0.7 0.1 0.7 RUSSELL 0.4 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 0.4 0.6 0.5 0.3 -0.7 -0.6 -0.7 -0.7 SHATZ -0.0 -0.4 -0.3 -0.0 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 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 0.4 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 0.2 0.1 0.2 1.1 0.0 0.1 -0.0 0.1 -0.0 0.1 0.7 0.3 0.6 0.2 -0.6 0.7 0.7 0.7 0.6 SOFR 0.3 0.3 0.4 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 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 -2.4 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 0.4 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 -0.3 0.1 0.0 -0.3 -0.2 -0.3 -0.2 0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.7 0.5 0.6 0.6 0.6 -0.3 0.0 -0.2 0.2 SOYMEAL 0.1 0.3 -0.1 -0.1 -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 -0.1 -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 0.2 0.1 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 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.4 0.5 0.2 0.0 -0.7 -0.6 -0.7 -0.7 SP500_micro -0.1 0.1 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.0 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 0.2 0.1 -0.3 0.3 0.1 0.5 0.5 -0.7 -0.5 -0.7 -0.7 SUGAR11 -0.1 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 0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.4 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.5 0.5 0.6 0.5 -0.1 -0.7 -0.7 -0.7 -0.7 US10 0.2 0.3 0.3 -0.0 0.1 -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 -0.4 0.0 0.1 0.1 0.1 0.1 0.1 -0.3 0.4 0.5 0.5 0.3 -0.2 -0.6 -0.7 -0.7 US10U 0.1 0.3 0.2 -0.0 0.1 -0.0 0.1 -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 0.2 -0.0 0.2 -1.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.5 0.5 0.6 0.6 0.4 0.2 -0.4 -0.7 -0.6 US2 0.2 0.2 0.1 -0.0 0.1 -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 0.1 0.0 0.1 0.0 0.1 2.0 0.0 0.1 0.1 0.1 0.0 0.1 -1.1 0.3 0.4 0.3 0.1 -0.1 -0.3 -0.6 -0.5 US20 -0.0 0.3 0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.3 0.1 0.1 0.1 0.0 0.1 0.1 0.0 0.0 0.1 -0.1 0.1 -0.8 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 0.3 0.3 0.3 0.1 0.7 0.2 -0.5 -0.2 US30 -0.0 0.2 0.1 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.2 0.1 -0.4 0.0 0.0 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.2 0.0 -0.6 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.5 0.2 0.1 0.2 0.0 0.7 0.1 -0.3 -0.2 US5 0.2 0.2 0.2 -0.0 0.1 -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 0.6 0.5 0.3 -0.2 -0.4 -0.7 -0.6 VIX -0.4 -0.6 -0.4 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.3 -0.4 -0.3 -0.3 -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 0.1 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.0 -0.5 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -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 -0.1 -1.1 0.5 0.5 -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 -0.3 -4.7 6.2 3.4 14.1 4.9 11.2 4.7 5.7 15.0 15.7 15.8 1.2 1.7 3.6 -1.8 -1.5 -1.8 -1.6 2.6 4.1 7.6 1.0 3.9 14.2 3.7 9.3 2.3 9.8 -1.8 5.9 2.2 0.3 -4.0 2.6 1.2 20.0 20.0 20.0 20.0 BITCOIN -20.0 -12.7 1.4 6.6 1.9 9.2 3.6 7.9 3.9 2.0 17.3 -15.5 20.0 -13.3 2.1 -8.0 -7.5 -7.9 -7.6 0.6 14.3 -13.0 20.0 -12.6 -20.0 -0.4 -7.3 5.6 -11.2 8.9 -8.4 -2.8 -20.0 -20.0 -15.3 -19.1 13.6 -2.0 -8.7 -6.8 BOBL 1.8 -5.0 -2.7 -0.6 11.3 -1.3 3.7 -2.8 0.4 8.5 2.9 4.6 -0.8 -5.3 -8.3 0.2 -6.0 -8.2 -6.6 -2.5 -2.3 3.3 -1.9 -0.3 2.3 -2.1 7.1 -2.0 2.6 -1.3 -0.2 -14.9 0.4 1.8 -2.4 -4.0 20.0 20.0 20.0 20.0 BTP -8.2 -6.6 -0.3 -0.9 15.0 -1.8 5.0 -3.7 0.5 12.6 13.8 -2.9 12.6 -6.6 3.5 13.0 9.4 12.9 11.3 -0.9 3.8 0.9 7.3 -3.4 -20.0 -0.9 11.7 3.3 0.6 6.4 -3.3 12.9 -8.1 -8.1 -2.2 9.2 20.0 19.0 20.0 20.0 BUND -0.8 -2.2 0.6 -0.6 11.2 -1.3 3.7 -2.8 0.4 9.5 -1.7 2.9 -6.2 -5.4 -8.4 7.8 7.4 12.0 10.8 -3.5 -4.3 3.2 -5.5 -1.3 -1.1 -2.7 8.5 -2.8 2.5 -2.8 -1.1 10.8 0.3 -2.6 -2.8 -3.0 20.0 18.1 20.0 20.0 BUXL -6.0 -4.5 -2.5 -0.6 11.3 -1.3 3.7 -2.8 0.4 8.9 -14.3 -5.5 -13.6 -10.6 -12.9 3.0 2.3 3.2 3.1 -11.0 -12.2 -2.7 -13.4 -8.5 -3.7 -4.9 3.2 -4.8 -1.2 -4.3 -4.0 0.0 -7.2 -14.3 -12.6 -11.1 20.0 6.1 4.4 2.1 CAC -3.5 -2.6 0.5 4.4 3.1 3.9 2.0 3.1 2.9 -13.8 9.8 -13.4 7.1 -3.7 1.5 -0.0 -0.8 -1.3 -0.7 -1.1 2.2 -12.4 3.2 -7.3 -0.2 -2.4 -6.0 -2.3 -7.1 -2.4 -4.8 8.1 -20.0 -17.1 -14.2 -20.0 20.0 20.0 20.0 14.0 CAD -4.4 -12.9 3.7 3.9 16.3 5.6 12.9 5.4 6.6 -16.0 10.4 -0.6 1.2 -12.4 -10.8 -7.4 -6.7 -7.4 -7.1 -6.3 1.3 -6.8 0.7 -7.8 17.1 -0.8 -3.8 3.7 -0.1 2.1 -1.9 -7.1 -16.4 -19.5 -9.4 -1.5 -20.0 -20.0 -20.0 -20.0 CANOLA -17.9 -20.0 -2.4 -2.3 -5.8 -1.8 -5.1 -1.4 -3.2 -7.6 2.1 -8.3 3.1 -8.5 -7.1 -13.3 -5.6 -5.0 -3.3 -8.1 -1.1 -12.7 2.1 -12.4 1.2 -2.5 -3.1 -0.6 -4.3 0.4 -3.8 -3.6 -1.4 -8.0 -5.9 1.6 20.0 19.3 20.0 20.0 CHF -1.6 -18.0 9.4 2.3 9.8 3.4 7.7 3.3 4.0 5.8 10.4 6.4 9.3 -4.5 3.5 -15.4 -15.4 -15.2 -14.9 2.1 9.1 1.8 10.7 -0.3 -0.3 2.0 5.9 4.7 4.5 5.2 2.1 -20.0 -4.9 -0.4 -5.0 2.6 -20.0 -20.0 -20.0 -20.0 COCOA -9.7 2.2 -8.2 -2.2 -5.6 -1.7 -4.9 -1.3 -3.1 -6.3 -3.7 -7.3 2.5 -0.6 -2.9 0.6 16.1 10.9 13.6 -1.8 -0.3 -6.7 4.8 -4.0 -20.0 0.0 -2.2 1.1 -2.5 4.8 -1.2 20.0 16.8 5.9 9.1 7.2 4.3 5.8 8.4 8.9 COFFEE 20.0 20.0 -19.3 -5.4 -13.8 -4.3 -12.2 -3.2 -7.7 -10.4 1.0 15.5 9.4 17.9 11.0 11.6 8.2 9.8 8.9 20.0 11.4 20.0 13.4 20.0 -20.0 5.8 2.7 3.1 6.9 3.7 8.6 18.7 20.0 20.0 20.0 20.0 6.1 16.3 16.1 20.0 COPPER -5.6 -20.0 -7.2 1.8 0.5 2.6 1.0 2.2 1.1 -1.4 -2.5 0.7 -0.5 -6.1 -5.6 -3.9 -5.3 -4.4 -5.0 -5.0 -2.2 -1.0 0.5 -4.2 -5.1 -0.7 -0.4 0.4 -0.6 1.2 -1.1 1.0 -3.7 -4.0 -14.2 -6.8 9.3 6.4 9.1 7.3 CORN 17.0 -1.1 -8.2 -3.8 -9.7 -3.0 -8.6 -2.3 -5.4 6.7 -11.0 11.0 -12.6 3.5 -7.2 -20.0 -18.8 -20.0 -20.0 -4.6 -9.3 9.2 -10.6 4.5 7.0 -1.3 2.7 -3.5 4.9 -5.6 2.4 -20.0 20.0 20.0 12.3 7.8 -6.8 2.0 -3.4 5.2 COTTON2 -2.8 0.3 0.9 -6.1 -15.6 -4.8 -13.8 -3.6 -8.7 -19.4 -20.0 -20.0 -20.0 -18.1 -18.6 -15.7 -12.7 -14.2 -13.6 -8.6 -11.6 -11.9 -20.0 -10.2 -15.7 -5.2 -6.0 -8.2 -8.1 -15.2 -6.8 -18.7 20.0 20.0 16.1 14.9 -10.1 -20.0 -3.3 -20.0 CRUDE_W -0.2 -0.8 9.7 2.0 -1.6 2.7 2.0 1.0 1.4 -16.0 -2.0 -5.7 -9.4 -11.4 -1.0 7.8 7.6 7.6 7.1 -0.9 -1.8 -5.4 -5.5 -2.1 1.3 -2.5 -14.8 -1.7 -11.3 -3.6 -6.3 -1.5 -20.0 -13.0 -4.3 -8.6 20.0 9.7 -0.7 12.4 DAX -10.1 -12.4 -2.9 4.6 3.2 4.2 2.1 3.3 3.0 -11.1 16.7 -11.6 18.0 -6.8 5.0 -5.2 -6.5 -5.0 -5.2 -0.0 12.8 -17.9 20.0 -11.0 -10.8 -2.8 -9.7 2.4 -11.1 8.8 -7.6 -0.7 -20.0 -20.0 -20.0 -17.6 20.0 20.0 20.0 12.1 DOW 6.5 5.0 17.8 4.0 2.8 3.6 1.8 2.8 2.6 1.0 14.0 12.1 9.5 13.7 16.1 -7.9 -7.9 -7.4 -7.1 15.2 13.5 6.8 9.8 11.9 -12.7 5.5 2.7 3.6 5.3 2.3 6.1 -3.6 10.5 14.7 8.3 5.7 -20.0 -19.7 -20.0 -20.0 DX 1.3 14.2 -3.9 1.8 7.5 2.6 6.0 2.5 3.1 -4.6 -9.4 -2.2 -8.8 -2.3 -2.8 6.0 6.1 6.1 5.9 -2.2 -7.1 -0.7 -8.5 -0.3 -20.0 -0.7 -1.6 -3.2 -0.4 -3.9 0.1 15.0 -12.2 -8.5 7.1 -11.7 20.0 10.9 20.0 13.9 EUR -2.6 -16.8 8.4 2.1 8.9 3.1 7.1 3.0 3.6 6.2 11.1 1.7 10.2 3.4 6.4 -7.3 -7.6 -7.7 -7.6 3.9 9.8 1.8 10.8 1.0 11.0 2.8 4.9 5.7 3.7 6.0 2.1 -8.2 -9.9 -2.5 -2.5 4.6 -20.0 -15.2 -20.0 -16.8 EURIBOR-ICE 3.9 -5.9 -3.5 -0.5 9.4 -1.1 3.1 -2.3 0.3 8.6 7.3 6.5 9.2 0.7 -0.3 12.9 9.7 13.5 12.4 0.9 2.0 4.5 4.9 2.5 6.7 0.5 6.0 0.6 3.8 2.4 2.1 14.4 1.8 6.6 1.2 0.6 20.0 20.0 20.0 20.0 EUROSTX -0.5 -2.1 -1.7 4.7 3.2 4.2 2.1 3.3 3.1 -10.4 15.1 -9.5 14.3 3.0 7.1 -1.5 -0.5 -1.4 -0.8 2.2 6.5 -10.5 10.9 -4.0 -6.4 -1.4 -6.6 -0.8 -7.4 1.4 -3.9 8.2 -20.0 -15.2 -12.7 -20.0 20.0 20.0 20.0 11.7 FEEDCOW 19.4 17.5 16.5 -4.4 -11.2 -3.4 -9.9 -2.6 -6.2 -12.1 17.6 11.7 17.2 15.7 17.0 18.2 4.1 14.5 9.6 20.0 20.0 13.1 20.0 20.0 -20.0 6.4 -1.0 6.7 2.0 6.0 4.9 15.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 2.7 -0.6 15.9 1.8 -1.5 2.4 1.8 0.9 1.2 -2.6 3.3 9.5 -1.7 4.9 2.3 19.2 10.4 14.5 11.8 5.1 5.0 6.9 1.6 5.5 0.1 3.7 0.7 3.6 4.4 1.2 3.6 4.5 6.3 5.0 4.3 6.7 17.6 4.8 12.7 4.9 GASOLINE 4.3 0.5 8.3 2.0 -1.7 2.7 2.1 1.0 1.4 -13.1 3.6 2.9 -2.5 -2.0 2.5 20.0 20.0 20.0 20.0 4.0 2.8 1.8 0.2 4.2 -20.0 -0.3 -14.5 0.8 -9.9 0.5 -3.9 20.0 -20.0 -5.0 -1.3 -8.7 20.0 16.2 20.0 20.0 GAS_US_mini 2.7 -16.4 -18.4 2.1 -1.7 2.8 2.1 1.0 1.5 12.0 -17.5 7.2 -10.3 -13.3 -18.1 -20.0 -20.0 -20.0 -20.0 -19.9 -19.6 3.4 -11.9 -8.4 20.0 -6.0 2.3 -5.3 2.6 -2.6 -2.1 -20.0 18.5 -10.6 -18.3 -20.0 -5.1 -20.0 -20.0 -20.0 GBP 0.5 -11.0 -0.4 3.8 16.0 5.5 12.6 5.3 6.5 9.3 16.9 -3.6 16.9 6.5 0.1 -0.6 -0.4 -0.7 -0.6 2.9 11.4 0.2 16.7 0.2 1.3 4.7 10.9 7.3 9.9 10.0 6.7 4.0 -9.8 6.3 -1.0 0.5 8.4 -3.0 2.3 -0.0 GOLD_micro 20.0 -0.7 8.4 5.0 1.4 6.9 2.7 5.9 2.9 16.3 15.9 17.5 16.8 13.8 11.0 -11.5 -11.2 -10.7 -10.4 19.8 20.0 20.0 20.0 20.0 -20.0 5.3 11.7 6.2 13.1 9.6 9.1 -8.4 20.0 14.2 9.8 -18.3 -12.7 1.8 -15.9 -1.0 HEATOIL 1.4 -2.8 17.1 2.0 -1.6 2.6 2.0 1.0 1.4 -7.6 8.0 5.1 0.9 -2.3 8.2 10.6 8.3 8.8 8.2 5.5 7.5 3.9 4.1 4.0 -20.0 1.1 -9.0 4.4 -6.8 3.9 -3.3 0.6 -20.0 -8.5 -4.2 5.2 10.8 2.7 -9.5 -3.7 JGB-SGX-mini -8.3 -4.5 -3.7 -0.4 6.8 -0.8 2.2 -1.7 0.2 6.4 -5.4 -2.8 -5.7 -5.4 -6.9 20.0 15.8 20.0 18.2 -5.1 -5.4 2.3 -5.9 -3.3 -5.8 -2.3 5.8 -2.2 1.3 -2.7 -1.5 20.0 2.0 -6.8 -8.9 -6.9 -20.0 -20.0 -20.0 -20.0 JPY 1.6 -6.5 -8.3 2.3 9.4 3.3 7.4 3.1 3.8 -2.2 -3.2 -5.1 -3.8 -1.1 -7.5 -10.2 -11.1 -10.2 -10.2 -5.8 -4.6 -3.2 -3.4 -4.1 20.0 -2.0 3.5 -2.1 2.4 -1.6 0.4 -13.3 -11.6 -6.0 -4.0 -14.0 -7.5 -9.0 -12.6 -8.0 LEANHOG 12.3 -0.3 12.4 -6.4 -16.5 -5.1 -14.6 -3.8 -9.2 19.9 18.3 20.0 18.6 19.7 14.8 20.0 20.0 20.0 20.0 18.7 20.0 20.0 20.0 20.0 4.1 5.3 8.8 5.4 11.2 6.4 9.0 20.0 20.0 20.0 20.0 20.0 20.0 12.7 20.0 20.0 LIVECOW 12.5 9.9 11.2 -4.4 -11.2 -3.4 -9.9 -2.6 -6.2 -11.7 17.1 11.6 16.9 15.3 16.6 4.4 19.0 17.4 20.0 20.0 20.0 8.9 20.0 20.0 -20.0 6.4 -1.2 7.1 1.8 6.9 4.7 20.0 20.0 20.0 20.0 20.0 20.0 11.9 20.0 17.0 LUMBER-new -20.0 -17.1 2.5 -3.1 -7.9 -2.4 -7.0 -1.8 -4.4 -5.5 -5.3 -9.8 -2.9 -10.9 -7.0 -20.0 -20.0 -20.0 -20.0 -13.7 -5.9 -18.4 -2.8 -20.0 NaN -2.8 -1.0 -0.7 -3.9 0.1 -4.7 -20.0 5.9 -20.0 -11.3 10.1 20.0 19.7 20.0 20.0 MXP -4.7 -8.8 19.2 4.0 16.7 5.8 13.2 5.6 6.8 -4.6 20.0 4.1 8.5 11.0 20.0 11.9 12.4 12.2 11.9 15.9 20.0 1.6 20.0 5.8 -20.0 8.8 2.7 12.9 4.1 10.5 5.2 20.0 -20.0 -9.2 9.8 20.0 8.4 8.7 2.3 10.8 NASDAQ_micro -12.3 -5.6 20.0 3.7 2.6 3.3 1.7 2.6 2.4 6.0 15.3 0.7 13.4 5.5 13.5 -9.0 -8.3 -8.7 -8.1 15.0 20.0 2.7 18.1 5.5 -20.0 4.7 2.3 5.4 1.9 4.7 2.4 -4.7 9.7 -9.2 7.8 12.8 -20.0 -14.1 -20.0 -20.0 NIKKEI -1.0 15.1 20.0 4.1 2.9 3.7 1.9 2.9 2.7 8.6 16.0 0.4 12.3 8.9 13.7 10.9 10.5 12.5 11.4 20.0 20.0 3.7 14.7 11.8 -12.1 5.6 1.8 4.4 1.0 1.8 3.3 20.0 2.5 7.1 20.0 20.0 5.7 20.0 20.0 20.0 NZD -7.4 -13.4 0.1 2.7 11.4 4.0 9.1 3.8 4.6 3.3 5.9 -6.2 -1.9 -10.7 -10.4 -3.5 -2.5 -3.5 -3.1 -7.2 -1.9 -3.3 -0.5 -7.7 10.0 -2.9 4.0 -0.7 1.0 -0.8 -2.8 0.0 -7.7 -17.2 -10.7 -7.6 20.0 12.5 20.0 20.0 OAT -10.4 -7.0 -1.8 -0.6 10.3 -1.2 3.4 -2.5 0.3 7.7 0.1 -5.3 -3.8 -9.2 -9.7 14.9 8.7 15.4 12.8 -7.1 -4.6 -2.4 -3.8 -7.5 0.9 -3.7 4.5 -2.2 -1.3 -1.3 -4.0 13.3 -11.0 -13.1 -7.7 -4.9 20.0 19.1 20.0 20.0 OATIES -8.8 -18.9 -4.3 -5.3 -13.4 -4.1 -11.9 -3.1 -7.5 -16.5 -10.7 -16.9 -4.6 -19.2 -17.5 -20.0 0.1 -7.6 -1.6 -18.1 -10.4 -15.4 -5.4 -19.3 -19.8 -6.1 -2.9 -3.8 -3.8 -2.3 -6.0 3.7 20.0 4.2 -14.1 10.4 -20.0 -7.4 -20.0 -6.4 OJ -5.0 -3.2 8.9 -1.8 -4.7 -1.4 -4.1 -1.1 -2.6 -6.2 -4.2 -4.8 -4.2 -4.1 -1.1 2.7 7.6 3.9 5.0 -2.1 -3.1 -5.1 -4.3 -3.7 -20.0 -0.8 -1.5 -1.4 -1.2 -1.6 -0.9 14.9 16.3 9.1 8.8 5.8 -18.0 -8.7 -15.1 -7.2 PALLAD -11.6 -11.8 15.0 3.0 0.9 4.2 1.6 3.6 1.8 -1.7 2.8 -1.1 1.8 -8.5 -0.2 -2.8 -2.9 -2.9 -2.9 -0.1 4.6 -0.9 3.9 -3.2 17.4 0.7 -1.9 3.2 -1.7 3.0 -1.7 5.1 -10.7 -12.9 -6.9 -1.3 -18.3 -20.0 -20.0 -20.0 PLAT -3.3 -9.9 20.0 3.3 1.0 4.6 1.8 4.0 1.9 0.1 8.4 5.1 7.0 -1.3 7.4 -3.0 -3.4 -2.4 -2.7 8.1 13.8 5.9 12.9 4.8 1.6 2.6 -1.9 5.4 -0.8 5.1 -0.0 4.8 -10.0 -4.8 -10.0 19.2 14.6 4.1 -6.8 -3.8 REDWHEAT -7.5 -10.8 -9.7 -6.0 -15.3 -4.7 -13.5 -3.6 -8.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.6 -19.6 -17.8 -20.0 -20.0 -19.7 -20.0 -20.0 6.1 -7.7 -5.0 -7.2 -6.8 -9.2 -8.4 -20.0 20.0 5.7 0.8 15.3 -20.0 -20.0 -20.0 -20.0 RICE -9.4 -2.2 -5.8 -2.3 -5.8 -1.8 -5.2 -1.4 -3.3 -6.0 -8.3 -7.1 -8.1 -7.1 -7.6 -17.6 -6.9 -16.2 -13.9 -9.3 -9.3 -7.4 -9.0 -9.1 -1.7 -2.8 -1.0 -3.1 -2.0 -3.7 -2.8 -14.3 20.0 -2.8 -4.0 -1.1 -20.0 -9.8 -18.4 -10.1 ROBUSTA 20.0 20.0 -20.0 -2.3 -6.0 -1.8 -5.3 -1.4 -3.3 -7.8 -3.3 3.4 -1.1 5.8 1.9 19.9 15.3 18.8 15.7 8.8 -2.0 2.7 -2.4 14.0 -20.0 1.5 -1.5 -0.4 0.6 -0.3 2.4 20.0 9.4 20.0 20.0 -5.0 0.9 20.0 3.0 20.0 RUSSELL 10.8 9.1 20.0 3.6 2.5 3.2 1.6 2.6 2.4 13.1 11.4 13.8 3.9 13.8 14.7 -4.9 -5.4 -5.0 -4.9 16.7 11.8 13.2 4.8 16.6 7.4 5.2 3.5 3.0 5.4 0.9 6.0 0.4 17.7 20.0 14.2 9.8 -20.0 -17.8 -20.0 -20.0 SHATZ -0.6 -11.7 -8.1 -0.6 10.9 -1.3 3.6 -2.7 0.4 -0.7 -1.4 -4.4 4.3 -11.3 -12.7 -20.0 -18.4 -20.0 -17.3 -7.0 -4.4 -2.5 -1.0 -5.4 5.0 -4.1 1.4 -2.7 -1.5 -0.5 -3.3 -20.0 -7.5 -2.5 -9.3 -9.5 20.0 13.2 20.0 17.8 SILVER-mini 12.9 1.7 18.6 6.6 1.9 9.3 3.6 7.9 3.9 19.6 20.0 20.0 20.0 19.8 20.0 -6.3 -6.5 -6.6 -6.5 20.0 20.0 20.0 20.0 20.0 -10.6 8.6 5.9 8.8 9.7 7.4 8.9 -1.0 20.0 19.5 18.7 10.0 20.0 20.0 18.9 6.9 SMI 18.5 7.4 -3.7 4.5 3.2 4.1 2.1 3.2 3.0 14.3 5.0 15.7 4.9 15.0 6.9 -0.3 2.4 -0.0 1.1 8.0 2.4 17.1 3.4 14.2 8.6 3.6 10.9 -0.2 8.1 -0.2 6.7 12.4 12.2 19.3 7.3 -18.2 20.0 20.0 20.0 19.4 SOFR 8.8 7.7 12.2 -0.8 14.7 -1.7 4.9 -3.6 0.5 17.4 18.8 18.4 9.5 18.6 18.4 7.7 4.6 7.3 6.2 18.3 16.4 20.0 12.0 20.0 -17.8 6.9 8.9 5.3 10.1 3.5 8.9 4.5 20.0 20.0 20.0 18.2 2.2 -11.6 -20.0 -20.0 SOYBEAN 11.8 4.2 5.4 -4.1 -10.3 -3.2 -9.1 -2.4 -5.8 -13.6 2.4 3.6 -9.7 7.5 3.6 -17.2 -8.3 -15.9 -12.4 3.8 0.4 -2.8 -5.2 4.1 -0.9 4.2 -0.7 2.1 1.8 -1.8 4.2 -13.4 20.0 20.0 20.0 20.0 -8.2 0.0 -5.1 7.3 SOYMEAL 2.3 8.8 -2.6 -4.8 -12.2 -3.8 -10.8 -2.9 -6.8 -14.0 -13.6 -13.5 -17.1 0.7 -6.8 -15.9 -14.1 -17.4 -16.9 -6.8 -13.1 -11.9 -19.1 -6.4 -13.5 -1.0 -1.1 -5.4 -1.2 -9.1 0.5 -20.0 20.0 20.0 20.0 2.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.6 -13.6 9.6 -3.0 -7.8 -2.4 -6.9 -1.8 -4.3 -10.3 7.4 -8.9 7.7 -8.2 2.8 -4.1 -2.2 -2.6 -2.4 -0.1 6.2 -8.5 7.1 -6.0 -8.1 0.1 -4.4 2.8 -4.6 2.6 -3.1 0.9 6.8 4.3 6.0 18.6 -17.8 -7.2 -20.0 -7.0 SP400 7.4 3.9 15.6 3.7 2.6 3.3 1.7 2.6 2.4 13.1 10.1 13.4 4.4 12.7 14.4 -5.4 -5.8 -5.5 -5.4 11.9 9.0 12.2 4.2 12.2 -2.4 4.8 5.8 2.3 6.7 0.2 6.2 -0.4 17.7 14.6 5.2 1.1 -20.0 -17.6 -20.0 -20.0 SP500_micro -4.3 2.5 20.0 4.7 3.3 4.2 2.1 3.3 3.1 3.3 20.0 10.6 17.7 15.7 19.8 -9.7 -9.2 -9.2 -8.6 20.0 20.0 6.7 20.0 13.3 -20.0 6.8 2.3 5.9 4.0 4.3 5.3 -5.8 13.7 3.0 15.7 16.8 -20.0 -13.9 -20.0 -20.0 SUGAR11 -4.0 0.0 -9.5 -4.9 -12.6 -3.9 -11.2 -2.9 -7.0 -17.2 -14.9 -16.2 -15.2 -10.5 -12.8 -11.7 7.4 -9.8 -2.8 -10.5 -13.7 -20.0 -14.7 -12.8 -20.0 -4.9 -13.0 -6.4 -10.6 -6.2 -5.8 9.3 20.0 17.0 14.2 -4.1 -20.0 -20.0 -20.0 -20.0 US10 6.4 8.8 7.8 -0.6 10.4 -1.2 3.4 -2.6 0.3 12.1 8.9 12.2 -0.1 12.4 11.5 1.7 -1.1 1.0 0.4 8.8 6.0 14.2 2.2 11.5 -2.7 4.5 8.4 2.9 8.2 1.5 6.4 -5.3 18.4 16.5 14.9 9.2 -6.9 -17.2 -20.0 -20.0 US10U 4.3 8.9 6.4 -0.9 15.7 -1.8 5.2 -3.9 0.5 18.1 6.7 17.3 -4.6 17.9 16.2 -3.3 -2.3 -2.3 -2.1 10.2 5.6 19.3 -0.3 14.2 -8.3 6.4 15.3 3.7 13.8 1.1 10.0 -8.5 20.0 20.0 20.0 11.6 5.6 -11.9 -20.0 -19.5 US2 5.7 6.8 3.3 -0.5 8.6 -1.0 2.8 -2.1 0.3 10.0 3.0 9.9 -2.8 9.7 5.9 -13.9 -17.1 -15.0 -15.0 4.7 2.5 9.2 0.2 7.1 14.9 3.1 6.7 1.9 6.1 1.2 4.8 -20.0 11.5 11.7 10.1 3.7 -2.5 -7.6 -18.5 -14.8 US20 -0.4 8.8 4.9 -0.6 10.1 -1.2 3.3 -2.5 0.3 10.9 -2.3 6.6 -7.7 7.3 7.5 4.6 2.3 4.0 3.3 3.1 0.2 9.3 -3.4 5.1 -6.3 3.3 11.6 1.3 8.8 -0.8 5.5 0.1 13.0 7.7 8.5 4.2 20.0 7.4 -16.3 -5.5 US30 -1.5 7.4 3.0 -0.7 12.6 -1.5 4.1 -3.1 0.4 13.6 -7.0 5.0 -12.1 4.3 4.6 -4.2 -2.7 -2.4 -2.3 0.6 -3.0 8.5 -7.5 3.0 -4.6 2.7 16.2 -0.3 11.0 -3.5 5.6 -8.9 9.9 4.3 5.1 1.2 20.0 4.0 -10.1 -7.1 US5 7.4 7.6 7.5 -0.6 10.6 -1.2 3.5 -2.6 0.4 12.5 10.5 13.2 1.0 13.0 11.1 -3.4 -4.4 -3.4 -3.3 9.2 6.8 13.7 3.4 11.7 2.4 4.6 7.8 3.3 7.9 2.1 6.4 -11.0 17.1 17.4 15.1 9.1 -7.3 -10.9 -20.0 -16.8 VIX -6.8 -11.7 -8.0 -6.9 -7.8 -1.9 -8.2 2.0 -8.6 -20.0 -10.2 -20.0 -4.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -7.7 -13.2 0.2 -16.8 NaN -8.1 -7.9 -2.1 -10.8 2.3 -10.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -0.6 -14.1 -7.1 -5.1 -13.0 -4.0 -11.5 -3.0 -7.2 -17.3 -19.1 -14.9 -19.7 -17.8 -18.8 -18.3 -18.0 -18.4 -18.2 -17.5 -18.1 -10.5 -19.0 -13.5 10.6 -5.1 -3.3 -4.4 -3.4 -5.8 -4.8 -20.0 20.0 13.9 -1.7 16.9 -20.0 -16.6 -20.0 -17.7 End of report for caleb_strategy_v3