******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250908_204403 produced at 2025-09-08 21:38:57.286619 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.44 0.0 0.00 0.00 0.00 0.00 -8.91 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.30 0.0 999.00 -999.00 -0.20 -0.20 -28.03 999999999.0 -19 -19 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -12.39 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -1.14 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 -15.55 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 -3.18 11.0 -4 -4 caleb_strategy_v3 CAD False False 0.04 0.00 -0.06 0.0 1.13 -1.13 0.00 -0.04 -1.42 29.0 0 -1 caleb_strategy_v3 CHF False False 0.09 0.00 -0.05 0.0 1.11 -1.11 0.00 0.00 -0.56 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 -5.01 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 -4.50 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 -2.53 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 -0.48 999999999.0 0 0 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.55 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -1.53 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 0.00 -0.88 23.0 -1 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.03 -0.03 0.00 0.00 -1.78 3.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.26 9.0 -1 -1 caleb_strategy_v3 DX False False 0.05 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.35 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 -1.39 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 -0.37 3.0 -1 -1 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 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.14 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.59 12.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.31 5.0 0 0 caleb_strategy_v3 DAX False True 0.02 -0.12 -0.01 0.0 0.00 -0.12 -0.12 -0.12 -0.96 58.0 -8 -8 caleb_strategy_v3 US30 False False 0.07 -0.07 0.00 0.0 0.39 -0.39 -0.07 0.07 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 -0.27 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 0.04 7.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.05 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 -0.35 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.01 -1.01 0.00 0.00 -0.01 26.0 0 0 caleb_strategy_v3 SP500_micro False True 0.02 -0.12 -0.00 0.0 0.00 -0.12 -0.12 -0.07 -0.21 48.0 -7 -4 caleb_strategy_v3 DOW False False 0.01 -0.11 -0.00 0.0 0.81 -0.81 -0.11 -0.17 -0.38 66.0 -9 -14 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.00 0.0 1.11 -1.11 -0.08 -0.08 -0.00 14.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.32 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.55 -0.55 0.02 0.02 0.25 23.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.20 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 0.06 2.0 2 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.21 12.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.24 0.01 0.0 0.24 0.00 0.24 0.17 0.39 20.0 7 5 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.02 0.0 1.10 -1.10 -0.02 0.00 1.25 56.0 -1 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.37 -0.37 0.00 0.04 0.40 10.0 0 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.28 13.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.04 -1.04 0.00 0.00 0.36 17.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.02 0.0 0.47 -0.47 0.00 0.00 0.21 6.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.67 -0.67 0.00 0.00 0.84 21.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.03 0.0 1.42 -1.42 0.00 0.00 0.47 19.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.82 -0.82 0.00 0.00 0.37 10.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.30 0.04 0.0 1.48 -1.48 0.30 0.24 0.68 25.0 5 4 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.14 -0.14 0.00 0.00 1.10 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.04 0.0 0.44 -0.44 0.01 0.00 5.78 68.0 1 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.40 13.0 0 0 caleb_strategy_v3 GBP False False 0.05 0.05 0.07 0.0 1.00 -1.00 0.05 0.09 1.53 22.0 1 2 caleb_strategy_v3 OAT False False 0.08 0.23 0.07 0.0 0.77 -0.77 0.23 0.23 0.95 10.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.08 0.0 999.00 -999.00 0.11 0.11 1.44 999999999.0 2 2 caleb_strategy_v3 BTP False False 0.08 0.00 0.08 0.0 0.76 -0.76 0.00 0.00 1.03 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.00 0.09 0.0 0.67 -0.67 0.00 0.00 2.66 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.87 -0.87 0.00 0.00 2.04 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.38 0.11 0.0 0.76 -0.76 0.38 0.38 1.12 8.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.43 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.17 0.0 0.25 -0.25 0.13 0.13 8.78 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.24 0.30 0.0 0.57 -0.57 0.24 0.29 18.63 36.0 15 18 caleb_strategy_v3 MXP False False 0.01 0.35 0.39 0.0 0.86 -0.86 0.35 0.35 26.99 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.32 0.0 0.00 0.00 0.00 0.00 10.09 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.90 0.0 1.54 -1.54 0.00 0.00 12.33 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.9 Shocked risk 59.8 Sum abs risk 52.8 Leverage 6.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1858266.5099999998, 'annual_cash_vol_target': 464566.62749999994, 'daily_cash_vol_target': 29035.414218749997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6601 0.5585 8.9364 BITCOIN 2182.7189 112905.0000 1.9332 30.9318 BOBL 0.2069 118.3300 0.1748 2.7975 BTP 0.4968 120.3000 0.4130 6.6077 BUND 0.4344 129.2600 0.3361 5.3769 BUXL 1.0133 114.8000 0.8827 14.1232 CAC 62.4143 7739.0000 0.8065 12.9038 CAD 0.0025 0.7272 0.3478 5.5646 CANOLA 8.9008 637.8000 1.3956 22.3289 CHF 0.0059 1.2746 0.4641 7.4260 COCOA 172.7023 7241.0000 2.3851 38.1610 COFFEE 5.9519 385.3500 1.5445 24.7127 COPPER 0.1034 4.5660 2.2645 36.2326 CORN 5.0277 421.5000 1.1928 19.0851 COTTON2 0.7274 66.2800 1.0975 17.5597 CRUDE_W 0.9861 61.7200 1.5977 25.5626 DAX 175.7039 23810.0000 0.7379 11.8071 DOW 276.5185 45841.0000 0.6032 9.6514 DX 0.4253 97.0850 0.4381 7.0096 EUR 0.0057 1.1829 0.4796 7.6743 EURIBOR-ICE 0.0367 97.9200 0.0375 0.6004 EUROSTX 42.9355 5365.0000 0.8003 12.8046 FEEDCOW 2.9073 352.2000 0.8255 13.2074 GASOIL 11.1227 659.2500 1.6872 26.9948 GASOLINE 0.0302 1.8561 1.6259 26.0150 GAS_US_mini 0.0945 3.3550 2.8181 45.0889 GBP 0.0061 1.3554 0.4517 7.2269 GOLD_micro 24.2651 3648.7000 0.6650 10.6406 HEATOIL 0.0351 2.2750 1.5426 24.6819 JGB-SGX-mini 0.2693 137.1200 0.1964 3.1427 JPY 0.0000 0.0069 0.5920 9.4718 LEANHOG 1.0060 88.1250 1.1415 18.2644 LIVECOW 1.8480 237.5750 0.7779 12.4459 LUMBER-new 9.3340 578.5000 1.6135 25.8158 MXP 0.0003 0.0536 0.5371 8.5944 NASDAQ_micro 172.3569 23793.5000 0.7244 11.5902 NIKKEI 413.1653 43760.0000 0.9442 15.1066 NZD 0.0037 0.5960 0.6178 9.8847 OAT 0.4551 121.8900 0.3734 5.9738 OATIES 4.5445 323.2500 1.4059 22.4942 OJ 7.5347 238.7500 3.1559 50.4944 PALLAD 26.0730 1153.5000 2.2603 36.1653 PLAT 23.8526 1390.9000 1.7149 27.4385 REDWHEAT 7.5768 537.5000 1.4096 22.5543 RICE 0.1756 11.6400 1.5086 24.1372 ROBUSTA 94.5577 4426.0000 2.1364 34.1826 RUSSELL 23.8457 2398.1000 0.9944 15.9098 SHATZ 0.0599 107.1700 0.0559 0.8943 SILVER-mini 0.4480 42.0500 1.0654 17.0469 SMI 80.8024 12303.0000 0.6568 10.5083 SOFR 0.0495 96.9850 0.0511 0.8172 SOYBEAN 9.6459 1074.5000 0.8977 14.3633 SOYMEAL 3.2514 288.4000 1.1274 18.0382 SOYOIL 0.7897 51.7400 1.5264 24.4220 SP400 27.4944 3295.3000 0.8344 13.3497 SP500_micro 36.9347 6499.0000 0.5683 9.0930 SUGAR11 0.2205 16.2700 1.3553 21.6850 US10 0.3458 113.5469 0.3046 4.8731 US10U 0.4569 116.0000 0.3938 6.3015 US2 0.0949 104.5039 0.0908 1.4530 US20 0.7284 117.3750 0.6206 9.9294 US30 1.0483 120.9688 0.8665 13.8648 US5 0.2220 109.9766 0.2019 3.2301 VIX 0.4516 19.7000 2.2923 36.6773 WHEAT 6.9147 524.2500 1.3190 21.1036 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.10 0.56 368.68 1.00 368.68 29035.41 78.75 13.01 102.46 BITCOIN 112.90 1.93 218.27 1.00 218.27 29035.41 133.02 -8.59 -114.29 BOBL 1183.30 0.17 206.90 1.17 241.57 29035.41 120.20 3.83 46.04 BTP 1203.00 0.41 496.82 1.17 580.08 29035.41 50.05 6.02 30.12 BUND 1292.60 0.34 434.39 1.17 507.18 29035.41 57.25 6.30 36.04 BUXL 1148.00 0.88 1013.34 1.17 1183.15 29035.41 24.54 -5.46 -13.41 CAC 773.90 0.81 624.14 1.17 728.74 29035.41 39.84 1.53 6.10 CAD 727.25 0.35 252.93 1.00 252.93 29035.41 114.80 -4.75 -54.48 CANOLA 127.56 1.40 178.02 0.72 128.98 29035.41 225.12 -0.65 -14.55 CHF 1593.25 0.46 739.47 1.00 739.47 29035.41 39.27 -5.47 -21.47 COCOA 724.10 2.39 1727.02 1.00 1727.02 29035.41 16.81 -0.22 -0.36 COFFEE 1445.06 1.54 2231.97 1.00 2231.97 29035.41 13.01 11.91 15.50 COPPER 1141.50 2.26 2584.97 1.00 2584.97 29035.41 11.23 -3.93 -4.42 CORN 210.75 1.19 251.39 1.00 251.39 29035.41 115.50 -2.11 -24.34 COTTON2 331.40 1.10 363.71 1.00 363.71 29035.41 79.83 -16.35 -130.56 CRUDE_W 617.20 1.60 986.08 1.00 986.08 29035.41 29.45 -0.97 -2.86 DAX 238.10 0.74 175.70 1.17 205.15 29035.41 141.53 -1.98 -28.04 DOW 229.20 0.60 138.26 1.00 138.26 29035.41 210.01 -0.77 -16.22 DX 970.85 0.44 425.33 1.00 425.33 29035.41 68.27 -1.97 -13.42 EUR 1478.62 0.48 709.21 1.00 709.21 29035.41 40.94 -0.02 -0.08 EURIBOR-ICE 2448.00 0.04 91.87 1.17 107.26 29035.41 270.70 13.34 361.08 EUROSTX 536.50 0.80 429.35 1.17 501.31 29035.41 57.92 1.95 11.28 FEEDCOW 1761.00 0.83 1453.64 1.00 1453.64 29035.41 19.97 16.86 33.67 GASOIL 659.25 1.69 1112.27 1.00 1112.27 29035.41 26.10 9.67 25.25 GASOLINE 779.56 1.63 1267.52 1.00 1267.52 29035.41 22.91 3.19 7.30 GAS_US_mini 83.88 2.82 236.36 1.00 236.36 29035.41 122.84 -11.67 -143.40 GBP 847.12 0.45 382.63 1.00 382.63 29035.41 75.88 7.77 58.96 GOLD_micro 364.87 0.67 242.65 1.00 242.65 29035.41 119.66 3.05 36.49 HEATOIL 955.50 1.54 1473.97 1.00 1473.97 29035.41 19.70 -2.49 -4.91 JGB-SGX-mini 137120.00 0.20 26933.18 0.01 181.79 29035.41 159.72 -5.15 -82.18 JPY 856.38 0.59 506.96 1.00 506.96 29035.41 57.27 -3.72 -21.32 LEANHOG 352.50 1.14 402.39 1.00 402.39 29035.41 72.16 20.00 144.32 LIVECOW 950.30 0.78 739.21 1.00 739.21 29035.41 39.28 15.63 61.40 LUMBER-new 159.09 1.61 256.69 1.00 256.69 29035.41 113.12 -6.44 -72.86 MXP 267.85 0.54 143.88 1.00 143.88 29035.41 201.81 9.10 183.62 NASDAQ_micro 475.87 0.72 344.71 1.00 344.71 29035.41 84.23 -4.47 -37.61 NIKKEI 43760.00 0.94 41316.53 0.01 278.88 29035.41 104.12 16.50 171.83 NZD 596.05 0.62 368.24 1.00 368.24 29035.41 78.85 4.09 32.25 OAT 1218.90 0.37 455.09 1.17 531.35 29035.41 54.64 5.10 27.85 OATIES 161.62 1.41 227.23 1.00 227.23 29035.41 127.78 -16.09 -205.56 OJ 358.12 3.16 1130.21 1.00 1130.21 29035.41 25.69 -5.97 -15.33 PALLAD 1153.50 2.26 2607.30 1.00 2607.30 29035.41 11.14 -1.29 -1.44 PLAT 695.45 1.71 1192.63 1.00 1192.63 29035.41 24.35 4.87 11.85 REDWHEAT 268.75 1.41 378.84 1.00 378.84 29035.41 76.64 -15.07 -115.52 RICE 232.80 1.51 351.20 1.00 351.20 29035.41 82.68 -12.56 -103.80 ROBUSTA 442.60 2.14 945.58 1.00 945.58 29035.41 30.71 6.02 18.48 RUSSELL 119.90 0.99 119.23 1.00 119.23 29035.41 243.53 7.15 174.09 SHATZ 1071.70 0.06 59.90 1.17 69.94 29035.41 415.17 -2.71 -112.50 SILVER-mini 1051.25 1.07 1120.03 1.00 1120.03 29035.41 25.92 16.31 42.29 SMI 1230.30 0.66 808.02 1.24 1004.85 29035.41 28.90 14.50 41.89 SOFR 2424.62 0.05 123.84 1.00 123.84 29035.41 234.46 7.07 165.87 SOYBEAN 537.25 0.90 482.29 1.00 482.29 29035.41 60.20 0.63 3.82 SOYMEAL 288.40 1.13 325.14 1.00 325.14 29035.41 89.30 -15.18 -135.53 SOYOIL 310.44 1.53 473.85 1.00 473.85 29035.41 61.28 -4.70 -28.81 SP400 3295.30 0.83 2749.44 1.00 2749.44 29035.41 10.56 1.79 1.89 SP500_micro 324.95 0.57 184.67 1.00 184.67 29035.41 157.23 -0.57 -8.99 SUGAR11 182.22 1.36 246.97 1.00 246.97 29035.41 117.57 -15.71 -184.71 US10 1135.47 0.30 345.83 1.00 345.83 29035.41 83.96 3.36 28.22 US10U 1160.00 0.39 456.86 1.00 456.86 29035.41 63.55 3.42 21.77 US2 2090.08 0.09 189.81 1.00 189.81 29035.41 152.97 2.07 31.61 US20 1173.75 0.62 728.41 1.00 728.41 29035.41 39.86 4.05 16.15 US30 1209.69 0.87 1048.25 1.00 1048.25 29035.41 27.70 0.94 2.60 US5 1099.77 0.20 222.02 1.00 222.02 29035.41 130.78 4.11 53.73 VIX 197.00 2.29 451.59 1.00 451.59 29035.41 64.30 -17.64 -113.41 WHEAT 262.12 1.32 345.74 1.00 345.74 29035.41 83.98 -12.49 -104.92 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 102.456 0.010 2.5 2.662 BITCOIN -114.285 0.043 2.5 -12.393 BOBL 46.035 0.004 2.5 0.467 BTP 30.122 0.014 2.5 1.029 BUND 36.039 0.004 2.5 0.366 BUXL -13.410 0.004 2.5 -0.136 CAC 6.103 0.014 2.5 0.208 CAD -54.476 0.010 2.5 -1.415 CANOLA -14.547 0.010 2.5 -0.354 CHF -21.467 0.010 2.5 -0.558 COCOA -0.363 0.010 2.5 -0.009 COFFEE 15.499 0.005 2.5 0.206 COPPER -4.416 0.043 2.5 -0.479 CORN -24.342 0.010 2.5 -0.593 COTTON2 -130.562 0.010 2.5 -3.181 CRUDE_W -2.865 0.043 2.5 -0.311 DAX -28.039 0.014 2.5 -0.958 DOW -16.223 0.009 2.5 -0.378 DX -13.420 0.010 2.5 -0.349 EUR -0.080 0.010 2.5 -0.002 EURIBOR-ICE 361.079 0.014 2.5 12.333 EUROSTX 11.283 0.014 2.5 0.385 FEEDCOW 33.671 0.013 2.5 1.117 GASOIL 25.253 0.017 2.5 1.096 GASOLINE 7.299 0.017 2.5 0.317 GAS_US_mini -143.403 0.043 2.5 -15.551 GBP 58.961 0.010 2.5 1.532 GOLD_micro 36.488 0.014 2.5 1.246 HEATOIL -4.909 0.017 2.5 -0.213 JGB-SGX-mini -82.177 0.043 2.5 -8.911 JPY -21.318 0.010 2.5 -0.554 LEANHOG 144.315 0.024 2.5 8.783 LIVECOW 61.400 0.013 2.5 2.037 LUMBER-new -72.861 0.010 2.5 -1.775 MXP 183.621 0.059 2.5 26.989 NASDAQ_micro -37.615 0.009 2.5 -0.875 NIKKEI 171.834 0.043 2.5 18.634 NZD 32.250 0.010 2.5 0.838 OAT 27.850 0.014 2.5 0.951 OATIES -205.558 0.010 2.5 -5.008 OJ -15.327 0.010 2.5 -0.373 PALLAD -1.440 0.014 2.5 -0.049 PLAT 11.850 0.014 2.5 0.405 REDWHEAT -115.524 0.005 2.5 -1.535 RICE -103.800 0.010 2.5 -2.529 ROBUSTA 18.482 0.005 2.5 0.246 RUSSELL 174.092 0.013 2.5 5.777 SHATZ -112.495 0.004 2.5 -1.142 SILVER-mini 42.285 0.014 2.5 1.444 SMI 41.890 0.014 2.5 1.431 SOFR 165.868 0.024 2.5 10.095 SOYBEAN 3.816 0.004 2.5 0.036 SOYMEAL -135.529 0.004 2.5 -1.262 SOYOIL -28.815 0.004 2.5 -0.269 SP400 1.888 0.013 2.5 0.063 SP500_micro -8.993 0.009 2.5 -0.209 SUGAR11 -184.709 0.010 2.5 -4.500 US10 28.216 0.005 2.5 0.358 US10U 21.766 0.005 2.5 0.276 US2 31.609 0.005 2.5 0.401 US20 16.155 0.005 2.5 0.205 US30 2.601 0.005 2.5 0.033 US5 53.734 0.005 2.5 0.682 VIX -113.412 0.099 2.5 -28.034 WHEAT -104.917 0.005 2.5 -1.394 ===================== Position diags ===================== AUD 2.05 BITCOIN 14.43 BOBL 1.22 BTP 1.71 BUND 0.58 BUXL 0.25 CAC 1.36 CAD 2.98 CANOLA 5.48 CHF 1.02 COCOA 0.41 COFFEE 0.17 COPPER 1.22 CORN 2.81 COTTON2 1.94 CRUDE_W 3.19 DAX 4.83 DOW 4.89 DX 1.77 EUR 1.06 EURIBOR-ICE 9.25 EUROSTX 1.98 FEEDCOW 0.66 GASOIL 1.13 GASOLINE 0.99 GAS_US_mini 13.32 GBP 1.97 GOLD_micro 4.09 HEATOIL 0.86 JGB-SGX-mini 17.32 JPY 1.49 LEANHOG 4.39 LIVECOW 1.30 LUMBER-new 2.76 MXP 29.66 NASDAQ_micro 1.96 NIKKEI 11.29 NZD 2.05 OAT 1.87 OATIES 3.11 OJ 0.63 PALLAD 0.38 PLAT 0.83 REDWHEAT 1.02 RICE 2.01 ROBUSTA 0.41 RUSSELL 8.08 SHATZ 4.22 SILVER-mini 0.89 SMI 0.99 SOFR 14.27 SOYBEAN 0.56 SOYMEAL 0.83 SOYOIL 0.57 SP400 0.35 SP500_micro 3.66 SUGAR11 2.86 US10 1.07 US10U 0.81 US2 1.94 US20 0.51 US30 0.35 US5 1.66 VIX 15.89 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.7 2.5 2.9 0.0 0 BITCOIN -12.4 -13.8 -11.0 0.0 0 BOBL 0.5 0.3 0.6 0.0 0 BTP 1.0 0.9 1.2 0.0 0 BUND 0.4 0.3 0.4 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.2 0.1 0.3 0.0 0 CAD -1.4 -1.7 -1.1 0.0 0 CANOLA -0.4 -0.9 0.2 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.0 -0.0 0.0 0.0 0 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.5 -0.6 -0.4 0.0 0 CORN -0.6 -0.9 -0.3 -3.0 -3 COTTON2 -3.2 -3.4 -3.0 -4.0 -4 CRUDE_W -0.3 -0.6 0.0 0.0 0 DAX -1.0 -1.4 -0.5 -8.0 -8 DOW -0.4 -0.9 0.1 -9.0 -9 DX -0.3 -0.5 -0.2 0.0 0 EUR -0.0 -0.1 0.1 -1.0 -1 EURIBOR-ICE 12.3 11.4 13.3 0.0 0 EUROSTX 0.4 0.2 0.6 7.0 7 FEEDCOW 1.1 1.1 1.2 4.0 4 GASOIL 1.1 1.0 1.2 0.0 0 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini -15.6 -16.9 -14.2 -13.0 -13 GBP 1.5 1.3 1.7 1.0 1 GOLD_micro 1.2 0.8 1.7 -1.0 -1 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -8.9 -10.6 -7.2 0.0 0 JPY -0.6 -0.7 -0.4 0.0 0 LEANHOG 8.8 8.3 9.2 7.0 7 LIVECOW 2.0 1.9 2.2 0.0 0 LUMBER-new -1.8 -2.1 -1.5 0.0 0 MXP 27.0 24.0 30.0 24.0 24 NASDAQ_micro -0.9 -1.1 -0.7 -1.0 -1 NIKKEI 18.6 17.5 19.8 15.0 15 NZD 0.8 0.6 1.0 0.0 0 OAT 1.0 0.8 1.1 3.0 3 OATIES -5.0 -5.3 -4.7 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD -0.0 -0.1 -0.0 0.0 0 PLAT 0.4 0.3 0.5 0.0 0 REDWHEAT -1.5 -1.6 -1.4 -1.0 -1 RICE -2.5 -2.7 -2.3 -3.0 -3 ROBUSTA 0.2 0.2 0.3 1.0 1 RUSSELL 5.8 5.0 6.6 1.0 1 SHATZ -1.1 -1.6 -0.7 NaN 0 SILVER-mini 1.4 1.4 1.5 2.0 2 SMI 1.4 1.3 1.5 0.0 0 SOFR 10.1 8.7 11.5 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 0.2 -7.0 -7 SUGAR11 -4.5 -4.8 -4.2 -4.0 -4 US10 0.4 0.3 0.5 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 0.4 0.2 0.6 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 -1.0 -1 US5 0.7 0.5 0.8 5.0 5 VIX -28.0 -29.6 -26.4 -19.0 -19 WHEAT -1.4 -1.5 -1.3 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.0 -0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.2 0.4 0.2 0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.0 0.1 1.9 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 -0.1 -0.2 0.1 0.0 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.4 0.0 0.1 0.0 0.3 0.0 0.3 0.0 0.1 0.5 -0.1 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 -0.0 0.1 -0.1 0.3 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.3 -0.2 BOBL 0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 0.0 0.3 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.8 0.0 0.1 -0.1 -0.1 0.7 0.7 0.7 0.7 BTP -0.2 -0.2 -0.0 0.0 0.2 -0.0 0.1 -0.1 0.0 0.1 0.4 0.1 0.5 -0.0 0.1 0.3 0.2 0.3 0.2 0.0 0.0 0.1 0.2 -0.0 -2.7 0.0 0.2 0.1 0.1 0.2 -0.0 0.7 -0.1 -0.3 -0.1 0.3 0.7 0.6 0.7 0.7 BUND 0.1 -0.1 0.0 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.1 0.1 0.1 0.2 0.2 -0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.6 0.0 -0.1 -0.1 -0.1 0.7 0.6 0.7 0.7 BUXL -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.4 -0.0 -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 0.1 -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 -0.2 -0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 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 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.5 CAD -0.1 -0.4 0.1 0.0 0.2 0.1 0.2 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 -0.5 -0.6 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.6 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 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 -0.2 -0.2 0.0 0.7 0.6 0.7 0.7 CHF 0.0 -0.6 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.3 -0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.1 0.3 0.0 -0.0 0.0 0.1 0.1 0.1 0.2 0.0 -1.1 -0.0 0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.4 0.1 -0.3 -0.0 -0.0 -0.0 -0.0 -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 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.2 -0.0 1.1 0.2 0.1 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 0.4 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 -0.3 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 0.5 -0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 0.1 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.1 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 -0.1 -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 -0.0 -0.2 -0.1 -0.6 -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 -0.1 -0.1 -0.0 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.5 -0.2 -0.3 0.7 0.3 -0.0 0.4 DAX -0.4 -0.4 -0.1 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.4 -0.1 0.6 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.5 -0.1 -1.4 -0.0 -0.0 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 0.4 0.2 0.2 -0.2 -0.2 -0.2 -0.1 0.2 0.2 0.1 0.3 0.1 -1.7 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.2 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 -0.1 -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 -0.5 -0.4 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 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.3 0.0 1.5 0.0 0.1 0.2 0.1 0.2 0.0 -0.4 -0.2 -0.1 -0.1 0.2 -0.7 -0.5 -0.7 -0.6 EURIBOR-ICE 0.2 -0.1 -0.1 0.0 0.1 -0.0 0.1 -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 0.1 0.1 0.0 0.9 0.0 0.1 0.0 0.1 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 -0.1 0.1 0.0 0.1 0.0 0.1 0.0 -0.0 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 0.0 -0.0 0.4 -0.5 -0.6 -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 -0.1 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 0.9 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 0.3 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 -0.1 1.1 -0.5 -0.2 -0.1 -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 0.5 -0.3 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.0 -0.3 -0.0 0.0 0.2 0.1 0.2 0.2 0.1 0.2 0.5 0.0 0.6 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.5 0.0 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 -0.2 0.1 0.0 0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.6 0.1 0.3 0.1 0.0 0.2 0.0 0.2 0.0 0.2 0.4 0.2 0.6 0.2 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 0.6 0.4 -0.6 -0.4 0.1 -0.5 -0.0 HEATOIL 0.1 -0.1 0.6 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.0 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 -0.2 0.2 0.4 0.1 -0.3 -0.1 JGB-SGX-mini -0.2 -0.1 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.1 0.4 0.3 0.4 0.4 -0.0 -0.1 0.0 -0.2 -0.0 -0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 1.1 0.0 -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 0.0 -0.1 -0.0 -0.1 -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 0.0 -0.1 0.0 -0.1 0.0 -0.7 -0.4 -0.2 -0.1 -0.5 -0.3 -0.3 -0.4 -0.3 LEANHOG 0.4 0.0 0.4 -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 0.2 0.5 0.2 0.5 0.1 0.1 0.2 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 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.7 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 0.1 -0.7 -0.4 0.4 0.8 0.8 0.8 0.8 MXP -0.1 -0.3 0.6 0.0 0.2 0.1 0.2 0.2 0.1 0.1 0.5 0.1 0.3 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 0.4 0.1 0.4 0.1 1.1 -0.5 -0.4 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 0.1 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 -0.1 0.4 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.4 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.4 0.2 -1.6 0.1 0.1 0.1 0.0 0.1 0.0 1.1 0.3 0.3 0.6 0.6 0.2 0.7 0.7 0.7 NZD -0.2 -0.4 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 1.3 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.1 -0.5 -0.3 -0.2 0.7 0.4 0.7 0.7 OAT -0.2 -0.2 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 -0.0 -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 0.1 -0.1 0.0 -0.0 -0.0 0.7 -0.1 -0.4 -0.2 -0.2 0.7 0.6 0.7 0.7 OATIES -0.3 -0.6 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.4 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -2.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.2 0.5 0.2 -0.4 0.3 -0.7 -0.3 -0.7 -0.2 OJ -0.2 -0.2 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -0.0 0.0 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.8 0.3 0.3 0.2 0.2 -0.6 -0.3 -0.5 -0.2 PALLAD -0.3 -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 -0.2 -0.4 -0.3 -0.1 -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 0.0 0.3 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 0.1 0.2 0.0 0.4 0.1 0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.3 -0.3 -0.2 -0.3 0.6 0.5 0.1 -0.2 -0.1 REDWHEAT -0.2 -0.3 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 0.8 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -1.1 0.5 0.4 0.1 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -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 0.4 -0.2 -0.1 -0.0 -0.7 -0.3 -0.6 -0.3 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -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 0.1 -2.7 0.0 -0.0 -0.0 0.0 -0.0 0.0 1.1 0.2 0.6 0.6 -0.1 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 0.2 0.2 0.2 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 -0.3 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 0.0 -0.0 -0.0 0.2 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 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 0.5 0.1 0.6 0.1 0.0 0.3 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 0.4 0.7 0.7 0.6 0.2 SMI 0.6 0.3 -0.1 0.1 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 0.2 1.1 0.0 0.1 -0.0 0.1 -0.0 0.1 0.7 0.2 0.6 0.3 -0.6 0.7 0.7 0.7 0.7 SOFR 0.3 0.3 0.4 0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.5 0.2 0.4 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 0.3 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 -0.4 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 0.0 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 -0.4 -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 -0.5 0.3 -0.0 -0.0 -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 -0.1 -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 0.1 0.2 0.2 0.6 -0.6 -0.2 -0.7 -0.2 SP400 0.3 0.1 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.2 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 0.0 0.1 0.1 0.0 0.1 -0.0 0.3 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 0.1 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 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.3 0.2 0.1 0.5 0.6 -0.7 -0.5 -0.7 -0.7 SUGAR11 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.2 -0.5 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.4 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.5 0.5 0.5 0.4 -0.1 -0.7 -0.7 -0.7 -0.7 US10 0.3 0.3 0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.3 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 0.2 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 0.2 0.3 0.2 0.0 0.2 -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 -0.7 US2 0.2 0.3 0.1 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 -0.3 -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 0.2 0.4 0.3 0.1 -0.1 -0.3 -0.6 -0.5 US20 0.1 0.3 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.0 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 0.4 0.3 0.3 0.2 0.7 0.3 -0.5 -0.2 US30 0.1 0.3 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.2 0.1 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.2 0.1 -0.6 0.0 0.2 0.0 0.1 -0.1 0.1 -0.5 0.3 0.2 0.2 0.1 0.7 0.1 -0.3 -0.2 US5 0.3 0.3 0.3 0.0 0.1 -0.0 0.1 -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 0.1 0.1 0.1 0.1 0.1 0.1 -0.6 0.3 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 -0.2 -0.3 -0.5 -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 -0.4 -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 0.6 -0.0 0.6 -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 1.2 -4.6 6.2 3.9 16.1 4.6 12.6 4.3 6.9 17.7 16.1 17.7 1.3 5.1 5.2 -1.8 -1.5 -1.8 -1.6 3.8 4.5 12.6 1.2 6.6 14.2 4.5 13.8 2.5 12.1 -1.4 7.5 2.2 -2.9 -5.1 1.7 1.0 20.0 20.0 20.0 20.0 BITCOIN -20.0 -13.9 0.8 6.8 4.0 9.4 4.3 8.1 4.2 15.0 17.2 -13.6 20.0 -12.7 1.6 -8.0 -7.5 -7.9 -7.6 0.6 14.2 -8.2 20.0 -10.9 -20.0 -0.8 -3.2 5.4 -8.8 8.9 -8.0 -2.8 -20.0 -20.0 -19.4 -20.0 13.2 -2.0 -9.1 -6.8 BOBL 4.1 -4.0 -2.7 0.2 14.6 -1.0 7.4 -2.5 2.3 11.9 3.1 8.1 -0.7 -3.1 -7.2 3.4 -5.7 -6.8 -5.9 -1.7 -2.0 6.6 -1.9 1.6 2.3 -1.4 9.7 -1.8 5.3 -1.2 1.3 -14.1 1.2 1.9 -2.8 -4.1 20.0 20.0 20.0 20.0 BTP -5.3 -5.1 -0.3 0.3 19.2 -1.3 9.7 -3.3 3.1 16.1 14.0 4.8 12.6 -2.2 4.8 12.8 9.5 12.8 11.4 0.2 4.1 7.2 7.3 -0.3 -20.0 0.0 17.6 3.4 6.3 6.3 -0.4 12.9 -4.9 -7.9 -2.2 8.7 20.0 19.5 20.0 20.0 BUND 1.9 -1.9 0.4 0.2 14.4 -0.9 7.3 -2.5 2.3 12.1 -1.5 7.0 -6.2 -2.8 -7.2 6.0 7.2 11.2 10.4 -2.6 -4.0 7.3 -5.4 0.9 -1.1 -2.0 12.0 -2.6 5.8 -2.8 0.7 10.4 1.6 -2.2 -2.7 -3.1 20.0 18.6 20.0 20.0 BUXL -3.8 -4.5 -3.2 0.2 14.7 -1.0 7.4 -2.5 2.4 12.0 -14.3 -1.2 -13.7 -9.0 -12.4 3.0 2.3 3.2 3.1 -10.5 -12.3 1.3 -13.6 -6.6 -3.7 -4.8 5.8 -4.9 0.7 -4.5 -3.1 0.0 -7.3 -14.3 -12.6 -11.6 20.0 6.4 3.8 2.1 CAC -5.4 -3.0 0.2 4.6 4.4 4.1 3.0 3.2 3.3 -0.3 9.9 -12.4 7.2 -3.7 1.0 0.5 -0.8 -1.1 -0.6 -1.2 2.1 -8.8 3.1 -6.7 -0.1 -2.5 -1.1 -2.5 -5.2 -2.5 -4.5 8.2 -20.0 -17.6 -14.8 -20.0 20.0 20.0 20.0 14.2 CAD -3.4 -13.0 3.3 4.5 18.6 5.3 14.6 4.9 7.9 -12.5 10.4 1.7 1.2 -12.0 -11.0 -7.3 -6.7 -7.4 -7.1 -6.2 1.2 -4.5 0.6 -7.1 17.3 -0.4 0.8 3.9 1.8 2.2 -0.9 -7.1 -20.0 -20.0 -11.4 -2.0 -20.0 -20.0 -20.0 -20.0 CANOLA -17.2 -20.0 -3.5 -2.3 -3.9 -1.8 -4.5 -1.3 -3.3 -5.3 1.9 -7.4 3.0 -8.3 -7.3 -13.3 -5.7 -5.6 -3.6 -8.2 -1.4 -10.1 1.9 -11.7 1.3 -2.6 -1.3 -0.7 -3.3 0.3 -3.6 -3.7 1.4 -7.0 -5.2 1.5 20.0 19.4 20.0 20.0 CHF 0.5 -17.5 9.0 2.7 11.0 3.2 8.7 2.9 4.7 10.6 10.5 9.2 9.4 -2.1 3.9 -15.3 -15.4 -15.2 -14.9 3.0 9.2 7.4 10.6 2.4 -0.3 2.7 9.8 4.9 7.2 5.3 3.8 -20.0 -0.2 2.6 -4.8 2.8 -20.0 -20.0 -20.0 -20.0 COCOA -12.5 1.7 -8.0 -2.2 -3.7 -1.7 -4.3 -1.3 -3.1 -7.1 -3.8 -7.6 2.4 -1.3 -3.2 0.2 15.9 10.4 13.3 -2.4 -0.6 -8.2 4.6 -5.1 -20.0 -0.3 -3.8 1.0 -3.4 4.7 -1.8 20.0 8.8 3.0 8.7 6.5 3.9 5.7 7.9 8.8 COFFEE 20.0 20.0 -18.6 -5.6 -9.4 -4.3 -10.9 -3.2 -7.9 8.4 1.8 17.6 9.8 18.9 12.3 12.1 8.3 10.0 9.0 20.0 12.8 20.0 14.0 20.0 -20.0 6.1 4.2 3.3 7.1 3.8 8.7 19.0 20.0 20.0 20.0 20.0 5.9 16.4 16.0 20.0 COPPER -4.7 -20.0 -7.7 1.9 1.1 2.6 1.2 2.2 1.2 -0.7 -2.7 0.5 -0.6 -6.1 -5.7 -4.0 -5.3 -4.4 -5.0 -5.1 -2.3 -0.9 0.4 -4.0 -5.1 -0.7 -0.2 0.4 -0.5 1.2 -1.1 1.1 -6.0 -4.2 -15.0 -6.9 9.4 6.4 9.3 7.3 CORN 16.9 -0.4 -8.0 -4.0 -6.6 -3.0 -7.7 -2.3 -5.5 9.7 -10.9 11.9 -12.7 4.7 -6.7 -20.0 -18.9 -20.0 -20.0 -3.9 -9.1 9.6 -10.7 5.3 7.1 -0.9 4.2 -3.3 5.3 -5.6 3.0 -20.0 20.0 20.0 13.0 8.9 -6.7 2.0 -3.2 5.1 COTTON2 -3.3 -0.3 0.8 -6.3 -10.5 -4.8 -12.2 -3.6 -8.8 -15.5 -20.0 -20.0 -20.0 -18.8 -19.1 -16.0 -12.7 -14.4 -13.7 -9.0 -11.9 -10.3 -20.0 -10.2 -15.8 -5.4 -2.3 -8.3 -6.4 -15.3 -6.6 -18.6 20.0 20.0 16.2 16.1 -10.3 -20.0 -3.6 -20.0 CRUDE_W 0.0 -1.3 9.7 2.0 -0.8 2.7 1.5 1.0 1.3 -14.0 -2.1 -9.0 -9.4 -12.7 -1.7 7.6 7.6 7.6 7.1 -1.5 -2.0 -7.2 -5.5 -3.5 1.4 -3.1 -10.6 -2.0 -10.7 -3.6 -7.0 -1.7 -20.0 -14.8 -5.4 -9.3 20.0 9.8 -1.0 12.5 DAX -11.8 -13.9 -4.3 4.7 4.5 4.2 3.1 3.3 3.4 -6.7 16.4 -10.9 17.7 -7.4 4.1 -5.2 -6.5 -5.0 -5.2 -0.7 11.9 -14.4 20.0 -10.7 -10.7 -3.0 -4.7 2.1 -9.1 8.4 -7.3 -0.7 -20.0 -20.0 -20.0 -18.1 20.0 20.0 20.0 12.3 DOW 6.0 5.0 18.2 4.1 3.9 3.7 2.7 2.9 3.0 1.7 14.3 11.8 9.8 13.9 16.3 -8.1 -7.9 -7.5 -7.2 15.6 14.0 6.5 10.3 11.8 -12.9 5.7 2.2 3.7 4.8 2.4 6.0 -3.6 6.9 15.4 8.2 5.9 -20.0 -20.0 -20.0 -20.0 DX 1.1 14.3 -3.7 2.1 8.8 2.5 6.9 2.3 3.7 -7.4 -9.6 -4.5 -9.0 -3.1 -2.9 6.0 6.1 6.1 5.9 -2.5 -7.4 -2.8 -8.9 -1.2 -20.0 -0.9 -3.9 -3.3 -1.6 -4.0 -0.4 15.0 -20.0 -11.9 5.0 -12.6 20.0 11.0 20.0 14.1 EUR -2.0 -16.6 8.2 2.5 10.3 3.0 8.1 2.7 4.4 10.2 11.4 6.1 10.4 4.8 6.8 -7.3 -7.6 -7.7 -7.6 4.5 10.1 5.1 11.1 2.6 11.2 3.2 7.2 5.7 5.4 5.9 3.2 -8.2 -7.1 -2.8 -2.7 4.7 -20.0 -15.4 -20.0 -17.1 EURIBOR-ICE 5.8 -3.3 -3.6 0.2 12.1 -0.8 6.1 -2.1 1.9 9.5 7.5 8.2 9.2 2.8 0.7 12.7 9.7 13.4 12.4 1.6 2.3 7.0 4.9 3.9 6.6 1.1 8.4 0.8 6.1 2.4 3.3 14.4 2.9 6.2 0.9 0.6 20.0 20.0 20.0 20.0 EUROSTX -2.6 -2.6 -2.6 4.8 4.6 4.3 3.1 3.4 3.5 -1.1 15.0 -9.1 14.3 2.7 6.6 -1.5 -0.5 -1.4 -0.9 1.9 6.2 -7.6 10.7 -3.8 -6.4 -1.5 -1.7 -0.8 -5.5 1.4 -3.7 8.3 -20.0 -17.0 -13.2 -20.0 20.0 20.0 20.0 11.9 FEEDCOW 19.2 18.5 17.0 -4.5 -7.5 -3.5 -8.8 -2.6 -6.4 -10.2 17.7 11.0 17.4 15.4 17.1 18.3 4.2 14.7 9.8 20.0 20.0 10.6 20.0 20.0 -20.0 6.5 -0.6 6.9 1.7 6.2 4.7 16.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 4.2 -0.7 15.9 1.8 -0.7 2.4 1.3 0.9 1.1 -0.5 3.4 9.1 -1.6 5.4 2.4 20.0 10.5 14.9 12.0 5.2 5.1 6.3 1.7 5.5 0.1 3.8 1.6 3.7 4.1 1.3 3.7 4.7 9.5 5.8 4.0 6.7 18.0 5.0 13.0 5.0 GASOLINE 4.3 0.4 8.3 2.0 -0.9 2.7 1.5 1.0 1.3 -16.5 3.7 -0.4 -2.5 -3.5 2.1 20.0 20.0 20.0 20.0 3.5 2.7 -1.4 0.2 2.6 -20.0 -1.2 -12.8 0.5 -10.7 0.4 -5.4 20.0 -20.0 -7.3 -2.5 -9.4 20.0 16.3 20.0 20.0 GAS_US_mini 3.4 -15.5 -18.5 2.1 -0.9 2.9 1.6 1.1 1.4 13.4 -17.8 10.2 -10.6 -13.1 -18.1 -20.0 -20.0 -20.0 -20.0 -19.5 -19.9 3.4 -12.3 -7.6 20.0 -5.9 2.4 -5.5 2.5 -2.7 -1.8 -20.0 20.0 -9.1 -18.7 -20.0 -4.8 -20.0 -20.0 -20.0 GBP 0.4 -9.9 -0.3 4.4 18.3 5.2 14.3 4.9 7.8 18.0 17.1 3.9 17.1 9.4 0.8 -0.6 -0.4 -0.7 -0.6 3.9 11.7 6.4 17.0 2.9 1.2 5.4 14.0 7.1 12.2 9.5 8.3 4.0 -7.9 4.2 0.5 0.1 8.7 -2.9 2.6 -0.0 GOLD_micro 20.0 1.6 8.9 5.2 3.0 7.2 3.3 6.2 3.2 17.2 16.5 18.4 17.3 15.3 12.2 -11.6 -11.2 -10.8 -10.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.7 12.2 5.9 12.9 8.8 9.5 -8.4 20.0 20.0 13.6 -17.2 -13.0 1.8 -16.1 -1.2 HEATOIL 2.3 -3.1 17.2 2.0 -0.8 2.7 1.5 1.0 1.3 -7.0 8.2 4.3 1.0 -2.5 8.3 11.1 8.3 9.0 8.3 5.5 7.6 2.8 4.2 3.5 -20.0 0.6 -6.3 4.2 -6.5 3.9 -4.0 0.6 -20.0 -10.2 -5.0 4.7 11.1 2.8 -9.7 -3.7 JGB-SGX-mini -5.3 -3.2 -3.6 0.1 8.7 -0.6 4.4 -1.5 1.4 6.3 -5.3 -0.8 -5.7 -4.2 -6.4 20.0 15.8 20.0 18.2 -4.6 -5.2 4.2 -5.9 -2.0 -5.8 -2.0 5.3 -2.2 2.2 -2.7 -0.8 20.0 1.2 -7.8 -8.2 -6.7 -20.0 -20.0 -20.0 -20.0 JPY 1.4 -6.2 -8.5 2.6 10.8 3.1 8.5 2.9 4.6 1.2 -3.4 -2.6 -3.9 -0.2 -7.5 -10.2 -11.1 -10.2 -10.2 -5.8 -4.7 -1.7 -3.6 -3.6 20.0 -1.6 3.9 -2.0 3.1 -1.6 1.0 -13.3 -14.8 -7.3 -4.2 -14.5 -7.7 -9.1 -12.8 -8.0 LEANHOG 13.9 0.4 12.2 -6.7 -11.1 -5.1 -12.9 -3.8 -9.3 18.5 18.7 20.0 18.9 20.0 15.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.9 5.8 6.8 5.6 10.4 6.5 9.2 20.0 20.0 20.0 20.0 20.0 20.0 12.8 20.0 20.0 LIVECOW 12.4 10.4 12.0 -4.6 -7.6 -3.5 -8.9 -2.6 -6.4 -13.7 17.4 10.3 17.2 14.9 16.7 3.1 18.8 16.5 20.0 20.0 20.0 6.2 20.0 20.0 -20.0 6.5 -1.2 7.4 1.3 7.3 4.4 20.0 20.0 20.0 20.0 20.0 20.0 12.0 20.0 17.1 LUMBER-new -20.0 -19.2 2.0 -3.1 -5.1 -2.4 -6.0 -1.7 -4.3 -7.4 -5.5 -10.0 -3.1 -10.8 -7.3 -20.0 -20.0 -20.0 -20.0 -14.3 -6.4 -18.2 -3.0 -20.0 NaN -2.8 -1.6 -0.8 -3.7 0.0 -4.6 -20.0 2.2 -20.0 -11.2 9.4 20.0 20.0 20.0 20.0 MXP -4.0 -9.5 18.9 4.6 19.0 5.5 14.9 5.1 8.1 11.6 20.0 7.4 9.0 12.3 20.0 11.9 12.4 12.2 12.0 16.0 20.0 3.8 20.0 6.5 -20.0 9.0 5.1 13.0 5.1 10.7 5.7 20.0 -20.0 -12.9 8.1 20.0 8.3 8.6 2.1 10.7 NASDAQ_micro -11.8 -6.3 20.0 3.9 3.7 3.4 2.5 2.7 2.8 11.8 15.5 3.8 13.6 6.9 13.9 -9.0 -8.3 -8.7 -8.1 15.6 20.0 5.9 18.8 6.9 -20.0 5.0 3.7 5.5 2.9 4.8 3.0 -4.7 9.1 -9.4 8.0 12.9 -20.0 -14.5 -20.0 -20.0 NIKKEI -2.4 12.9 20.0 4.3 4.0 3.8 2.8 3.0 3.1 13.9 16.2 6.9 12.4 10.9 14.3 9.9 10.4 12.1 11.2 20.0 20.0 14.3 14.1 15.2 -12.2 5.7 6.9 4.4 3.7 1.9 4.2 20.0 13.7 9.6 20.0 20.0 6.0 20.0 20.0 20.0 NZD -5.2 -13.2 -0.2 3.1 12.9 3.7 10.1 3.4 5.5 11.7 5.9 -1.0 -1.8 -8.4 -9.5 -3.4 -2.5 -3.4 -3.1 -5.9 -1.6 2.9 -0.5 -4.6 10.0 -2.1 10.2 -0.5 5.0 -0.8 -0.5 0.0 -5.5 -16.8 -10.4 -7.7 20.0 12.8 20.0 20.0 OAT -7.4 -6.5 -1.9 0.2 13.2 -0.9 6.7 -2.3 2.1 10.8 0.2 -0.8 -3.8 -6.9 -8.7 14.9 8.8 15.4 12.9 -6.1 -4.3 3.0 -3.8 -4.8 0.9 -3.3 8.2 -2.1 1.6 -1.3 -2.6 13.4 -5.3 -12.2 -7.2 -5.2 20.0 19.4 20.0 20.0 OATIES -9.7 -19.3 -5.1 -5.5 -9.1 -4.2 -10.6 -3.1 -7.6 -17.9 -11.5 -18.3 -4.8 -19.8 -18.2 -20.0 -0.2 -8.7 -2.3 -19.0 -11.1 -15.8 -5.8 -20.0 -19.8 -6.2 -2.6 -4.0 -3.8 -2.4 -6.0 3.0 20.0 7.1 -13.2 10.2 -20.0 -7.6 -20.0 -6.6 OJ -5.0 -5.4 9.0 -1.9 -3.1 -1.4 -3.7 -1.1 -2.6 -4.8 -4.2 -4.7 -4.3 -4.4 -1.2 2.3 7.5 3.7 4.9 -2.3 -3.2 -4.1 -4.4 -3.6 -20.0 -0.9 -0.4 -1.5 -0.8 -1.6 -0.9 14.9 12.6 9.8 6.9 6.1 -17.7 -8.8 -14.7 -7.3 PALLAD -9.2 -11.3 14.4 3.1 1.8 4.3 1.9 3.7 1.9 1.1 2.7 0.2 1.8 -8.3 -0.2 -2.8 -2.9 -2.9 -2.9 -0.0 4.5 0.0 3.9 -2.7 17.4 0.6 -0.4 3.2 -1.3 3.1 -1.6 5.1 -8.6 -12.7 -7.8 -1.7 -18.5 -20.0 -20.0 -20.0 PLAT -2.2 -10.5 20.0 3.4 2.0 4.7 2.1 4.0 2.1 -0.8 8.4 4.1 7.0 -1.2 7.4 -3.1 -3.4 -2.5 -2.7 8.2 13.9 4.8 13.2 4.7 1.6 2.5 -1.3 5.4 -0.9 5.2 -0.2 4.8 -10.6 -6.1 -10.0 18.6 14.8 4.2 -7.0 -3.8 REDWHEAT -4.6 -8.6 -7.8 -6.2 -10.3 -4.7 -12.0 -3.5 -8.7 2.8 -20.0 -15.1 -20.0 -20.0 -20.0 -20.0 -15.6 -19.6 -17.8 -20.0 -20.0 -11.1 -20.0 -18.1 6.2 -7.4 5.1 -7.3 -2.0 -9.5 -6.7 -20.0 20.0 13.0 3.0 17.0 -20.0 -20.0 -20.0 -20.0 RICE -11.2 -2.0 -5.9 -2.3 -3.9 -1.8 -4.5 -1.3 -3.2 -7.3 -8.3 -7.7 -8.0 -7.5 -7.7 -17.7 -7.0 -16.3 -14.0 -9.6 -9.4 -9.3 -9.0 -9.9 -1.7 -2.9 -2.3 -3.1 -2.6 -3.6 -3.0 -14.4 16.7 -5.9 -3.9 -0.9 -20.0 -9.7 -17.5 -9.9 ROBUSTA 20.0 20.0 -20.0 -2.4 -3.9 -1.8 -4.6 -1.4 -3.3 -5.7 -3.1 3.0 -1.0 5.4 2.1 20.0 15.4 19.0 15.9 8.6 -1.7 2.4 -2.2 12.6 -20.0 1.5 -0.8 -0.3 0.5 -0.3 2.3 20.0 8.2 20.0 20.0 -4.1 0.7 20.0 2.8 20.0 RUSSELL 11.8 10.0 20.0 3.8 3.6 3.4 2.5 2.7 2.7 13.9 12.0 14.7 4.2 14.6 15.2 -5.0 -5.4 -5.0 -4.9 18.0 12.8 14.9 5.3 18.0 7.6 5.4 3.5 3.2 5.4 1.0 6.1 0.4 15.1 20.0 14.7 10.6 -20.0 -18.0 -20.0 -20.0 SHATZ 0.9 -10.4 -8.2 0.2 14.0 -0.9 7.1 -2.4 2.3 3.7 -1.5 -0.4 4.3 -10.4 -12.4 -20.0 -19.1 -20.0 -18.7 -6.6 -4.3 -0.0 -1.0 -4.3 5.1 -4.0 3.3 -2.7 0.1 -0.5 -2.6 -20.0 -8.8 -3.2 -10.7 -9.8 20.0 13.5 20.0 18.2 SILVER-mini 15.6 2.5 19.1 6.8 4.0 9.4 4.3 8.1 4.3 20.0 20.0 20.0 20.0 20.0 20.0 -6.7 -6.6 -6.8 -6.5 20.0 20.0 20.0 20.0 20.0 -10.7 8.9 6.9 8.9 9.7 7.4 9.3 -1.1 20.0 20.0 18.8 11.1 20.0 20.0 18.9 6.8 SMI 17.4 7.8 -3.6 4.6 4.4 4.1 3.0 3.3 3.3 9.9 5.1 14.6 4.9 14.8 7.5 -0.3 2.3 -0.1 1.1 8.4 2.7 15.1 3.5 14.1 8.5 3.8 6.5 -0.0 7.2 -0.1 6.6 12.4 7.5 17.4 8.4 -17.4 20.0 20.0 20.0 19.8 SOFR 10.8 8.9 13.0 0.3 19.3 -1.3 9.7 -3.3 3.1 17.9 19.3 19.2 10.0 19.3 19.0 7.7 4.6 7.3 6.2 20.0 17.5 20.0 12.8 20.0 -18.2 7.1 7.8 5.3 9.7 3.5 9.1 4.6 18.8 20.0 20.0 19.0 2.5 -11.6 -20.0 -20.0 SOYBEAN 9.6 4.4 5.5 -4.3 -7.1 -3.3 -8.3 -2.4 -6.0 -9.7 2.6 -1.1 -9.8 7.5 3.7 -15.7 -8.2 -15.4 -12.2 3.9 0.5 -1.9 -5.3 3.8 -1.0 4.4 0.8 2.3 2.2 -1.8 4.3 -13.1 20.0 20.0 20.0 20.0 -8.3 -0.1 -5.2 7.1 SOYMEAL 0.5 9.0 -2.6 -5.0 -8.3 -3.8 -9.7 -2.9 -7.0 -10.6 -13.9 -13.3 -17.4 0.4 -7.1 -16.2 -14.2 -17.5 -17.0 -7.2 -13.5 -9.3 -19.6 -6.3 -13.9 -0.9 1.3 -5.5 -0.0 -9.5 0.8 -20.0 20.0 20.0 20.0 4.1 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.7 -15.1 9.5 -3.2 -5.3 -2.4 -6.1 -1.8 -4.4 -9.3 7.3 -9.6 7.7 -9.0 2.5 -4.6 -2.3 -2.8 -2.5 -0.7 6.0 -8.5 7.3 -6.6 -8.3 -0.2 -3.2 2.7 -4.3 2.6 -3.3 0.9 4.1 6.4 5.5 19.0 -18.3 -7.3 -20.0 -7.2 SP400 8.7 4.5 16.0 3.9 3.7 3.4 2.5 2.7 2.8 12.7 10.5 14.1 4.6 13.5 14.9 -5.7 -5.8 -5.6 -5.5 12.9 9.6 13.2 4.6 13.3 -2.5 5.0 4.7 2.4 6.5 0.3 6.3 -0.4 14.2 16.7 5.6 1.4 -20.0 -18.0 -20.0 -20.0 SP500_micro -3.9 2.2 20.0 4.9 4.7 4.4 3.2 3.4 3.5 8.1 20.0 12.7 18.1 16.6 20.0 -9.8 -9.2 -9.2 -8.6 20.0 20.0 8.1 20.0 14.1 -20.0 7.0 2.7 6.0 4.2 4.4 5.5 -5.8 10.1 2.3 15.6 17.0 -20.0 -14.3 -20.0 -20.0 SUGAR11 -5.8 -0.9 -9.4 -5.1 -8.4 -3.9 -9.8 -2.9 -7.1 -14.6 -15.1 -16.1 -15.3 -11.7 -13.4 -11.6 7.2 -9.9 -3.0 -11.6 -14.1 -20.0 -14.8 -14.6 -20.0 -5.5 -9.6 -6.6 -10.3 -6.2 -6.7 9.1 19.2 15.5 13.5 -3.7 -20.0 -20.0 -20.0 -20.0 US10 8.9 10.1 8.5 0.2 13.6 -0.9 6.9 -2.3 2.2 12.5 9.3 13.0 0.1 13.0 12.0 1.7 -1.1 1.0 0.4 10.2 6.7 17.3 2.5 13.8 -2.8 4.6 7.8 2.9 8.2 1.4 6.7 -5.2 16.6 16.9 15.4 9.9 -6.9 -17.3 -20.0 -20.0 US10U 7.1 10.1 7.1 0.3 20.0 -1.3 10.2 -3.5 3.2 18.6 7.4 18.6 -4.3 18.7 16.8 -3.5 -2.4 -2.4 -2.2 12.2 6.5 20.0 0.0 18.1 -8.4 6.5 14.1 3.6 13.6 1.2 10.3 -8.6 20.0 20.0 20.0 12.6 5.8 -11.9 -20.0 -20.0 US2 7.6 8.1 3.9 0.2 11.4 -0.7 5.7 -1.9 1.8 10.5 3.4 10.7 -2.7 10.4 6.7 -13.5 -17.0 -14.8 -14.9 5.6 3.0 11.2 0.4 8.7 15.2 3.3 6.2 2.0 6.3 1.3 5.1 -20.0 9.0 11.1 10.2 4.2 -2.8 -7.7 -17.9 -15.1 US20 3.2 10.0 5.8 0.2 12.7 -0.8 6.4 -2.2 2.0 11.5 -1.7 8.9 -7.4 8.4 8.0 4.6 2.3 4.0 3.3 4.5 0.8 14.9 -3.1 8.3 -6.2 3.4 11.6 1.3 9.4 -0.5 6.0 0.1 15.2 9.6 9.5 4.8 20.0 7.5 -15.2 -5.8 US30 2.0 8.7 4.1 0.2 15.8 -1.0 8.0 -2.7 2.5 14.3 -6.2 8.9 -11.7 6.7 5.8 -4.4 -2.8 -2.5 -2.3 2.3 -2.1 15.8 -6.9 7.1 -4.4 3.2 16.9 0.3 12.4 -2.4 7.0 -9.0 13.5 6.9 6.3 2.0 20.0 4.1 -9.3 -7.3 US5 9.4 8.8 8.2 0.2 14.0 -0.9 7.1 -2.4 2.3 13.0 11.0 13.9 1.2 13.7 11.8 -3.1 -4.3 -3.3 -3.3 10.5 7.5 15.7 3.7 13.6 2.4 4.8 6.9 3.3 7.7 2.1 6.7 -11.0 13.2 17.0 15.4 9.7 -7.4 -11.1 -20.0 -17.2 VIX -7.1 -11.9 -8.4 -7.1 -8.3 -2.1 -8.6 1.8 -8.7 -20.0 -10.7 -20.0 -4.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.1 -8.3 -15.0 -0.1 -17.8 NaN -8.2 -8.0 -2.4 -10.5 2.1 -11.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 0.4 -13.8 -7.3 -5.3 -8.8 -4.0 -10.2 -3.0 -7.4 -9.2 -19.4 -11.8 -19.9 -17.7 -19.0 -18.3 -18.0 -18.4 -18.2 -17.3 -18.2 -7.9 -19.2 -12.7 10.7 -5.1 0.7 -4.5 -1.8 -6.0 -4.3 -20.0 20.0 18.5 -0.7 18.1 -20.0 -16.6 -20.0 -17.8 End of report for caleb_strategy_v3