******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250909_204358 produced at 2025-09-09 21:39:11.501983 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.45 0.0 0.00 0.00 0.00 0.00 -9.00 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.31 0.0 999.00 -999.00 -0.20 -0.20 -29.00 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 -13.43 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 -1.23 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 -15.42 26.0 -13 -13 caleb_strategy_v3 CAD False False 0.04 -0.04 -0.06 0.0 1.13 -1.13 -0.04 -0.04 -1.62 29.0 -1 -1 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 CHF False False 0.08 0.00 -0.05 0.0 1.10 -1.10 0.00 0.00 -0.60 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.04 -4.34 18.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.22 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.65 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 -0.56 17.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.87 23.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.21 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 -0.40 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 -1.42 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.49 8.0 -1 -1 caleb_strategy_v3 DAX False True 0.02 -0.12 -0.01 0.0 0.00 -0.12 -0.12 -0.12 -0.97 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 -0.33 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 -0.57 12.0 -3 -3 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 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.73 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 -0.12 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.19 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.02 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.30 10.0 0 0 caleb_strategy_v3 SP500_micro False True 0.02 -0.07 -0.00 0.0 0.00 -0.07 -0.07 -0.05 -0.15 48.0 -4 -3 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.02 7.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.03 -1.03 0.00 0.00 -0.01 26.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.26 51.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.17 -0.00 0.0 0.81 -0.81 -0.17 -0.19 -0.00 66.0 -14 -15 caleb_strategy_v3 US30 False False 0.06 0.06 0.00 0.0 0.39 -0.39 0.06 0.06 0.07 6.0 1 1 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.00 0.0 1.10 -1.10 -0.08 -0.08 -0.05 14.0 -1 -1 caleb_strategy_v3 SP400 False True 0.18 0.35 0.01 0.0 0.35 0.00 0.35 0.35 0.03 2.0 2 2 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.54 -0.54 0.02 0.02 0.25 23.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.04 0.01 0.0 0.37 -0.37 0.04 0.04 0.39 10.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.35 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.03 -1.03 0.00 0.00 0.37 17.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.02 0.0 0.46 -0.46 0.00 0.00 0.21 6.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.17 0.02 0.0 0.17 0.00 0.17 0.14 0.54 20.0 5 4 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.25 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.37 12.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.29 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.09 -1.09 0.00 0.00 1.53 56.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.39 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.67 -0.67 0.00 0.00 0.89 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.14 -0.14 0.00 0.00 1.13 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 5.61 68.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.24 0.04 0.0 1.47 -1.47 0.24 0.24 0.65 25.0 4 4 caleb_strategy_v3 BOBL False False 0.07 0.00 0.04 0.0 1.42 -1.42 0.00 0.00 0.54 19.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.35 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.84 -0.84 0.00 0.00 1.42 17.0 0 0 caleb_strategy_v3 GBP False False 0.05 0.09 0.07 0.0 1.00 -1.00 0.09 0.09 1.55 22.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.08 0.0 999.00 -999.00 0.11 0.11 1.39 999999999.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.09 0.37 0.08 0.0 0.74 -0.74 0.37 0.37 0.86 8.0 4 4 caleb_strategy_v3 OAT False False 0.08 0.23 0.09 0.0 0.77 -0.77 0.23 0.23 1.16 10.0 3 3 caleb_strategy_v3 BTP False False 0.08 0.00 0.09 0.0 0.76 -0.76 0.00 0.00 1.19 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.00 0.10 0.0 0.67 -0.67 0.00 0.00 2.75 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.47 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.17 0.0 0.24 -0.24 0.13 0.13 8.94 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.28 0.31 0.0 0.57 -0.57 0.28 0.30 19.73 36.0 18 19 caleb_strategy_v3 MXP False False 0.01 0.34 0.41 0.0 0.86 -0.86 0.34 0.34 28.47 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.26 0.0 0.00 0.00 0.00 0.00 9.69 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.93 0.0 1.54 -1.54 0.00 0.00 12.51 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.1 Shocked risk 60.8 Sum abs risk 52.9 Leverage 6.72 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1866922.12, 'annual_cash_vol_target': 466730.53, 'daily_cash_vol_target': 29170.658125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6593 0.5532 8.8516 BITCOIN 2128.0143 111480.0000 1.9089 30.5420 BOBL 0.2058 118.2600 0.1740 2.7843 BTP 0.4903 120.3100 0.4076 6.5208 BUND 0.4301 129.1400 0.3330 5.3283 BUXL 1.0034 114.5200 0.8762 14.0186 CAC 61.8437 7783.0000 0.7946 12.7136 CAD 0.0026 0.7254 0.3525 5.6398 CANOLA 8.8020 630.8000 1.3954 22.3259 CHF 0.0061 1.2676 0.4778 7.6453 COCOA 170.5915 7365.0000 2.3162 37.0599 COFFEE 5.9080 381.5000 1.5486 24.7781 COPPER 0.1008 4.5745 2.2032 35.2510 CORN 4.9563 419.5000 1.1815 18.9036 COTTON2 0.7179 66.3900 1.0814 17.3022 CRUDE_W 0.9749 62.1300 1.5691 25.1055 DAX 173.7123 23787.0000 0.7303 11.6845 DOW 272.1254 46098.0000 0.5903 9.4451 DX 0.4115 97.3750 0.4226 6.7621 EUR 0.0057 1.1773 0.4859 7.7736 EURIBOR-ICE 0.0365 97.9100 0.0373 0.5972 EUROSTX 42.5015 5386.0000 0.7891 12.6258 FEEDCOW 3.2893 343.4000 0.9579 15.3257 GASOIL 11.0824 665.2500 1.6659 26.6543 GASOLINE 0.0303 1.8834 1.6105 25.7673 GAS_US_mini 0.0931 3.3750 2.7576 44.1212 GBP 0.0060 1.3528 0.4468 7.1481 GOLD_micro 23.7096 3650.0000 0.6496 10.3933 HEATOIL 0.0346 2.2872 1.5134 24.2139 JGB-SGX-mini 0.2693 136.8100 0.1969 3.1498 JPY 0.0000 0.0069 0.5816 9.3060 LEANHOG 0.9928 87.8000 1.1308 18.0922 LIVECOW 2.1574 231.2000 0.9331 14.9303 LUMBER-new 9.1194 578.0000 1.5778 25.2441 MXP 0.0003 0.0537 0.5285 8.4559 NASDAQ_micro 168.4554 23844.0000 0.7065 11.3038 NIKKEI 390.1295 43260.0000 0.9018 14.4292 NZD 0.0036 0.5944 0.6115 9.7839 OAT 0.4474 121.9500 0.3669 5.8705 OATIES 4.4720 321.2500 1.3921 22.2728 OJ 7.5560 239.4000 3.1562 50.4993 PALLAD 25.8064 1167.5000 2.2104 35.3663 PLAT 23.3238 1378.3000 1.6922 27.0755 REDWHEAT 7.6293 530.0000 1.4395 23.0319 RICE 0.1722 11.6600 1.4767 23.6272 ROBUSTA 93.1826 4368.0000 2.1333 34.1328 RUSSELL 23.6119 2386.0000 0.9896 15.8336 SHATZ 0.0600 107.1350 0.0560 0.8964 SILVER-mini 0.4570 41.4750 1.1018 17.6281 SMI 79.3959 12300.0000 0.6455 10.3279 SOFR 0.0499 96.9650 0.0515 0.8240 SOYBEAN 9.5027 1071.7500 0.8866 14.1864 SOYMEAL 3.2634 291.4000 1.1199 17.9184 SOYOIL 0.7904 50.7300 1.5580 24.9286 SP400 27.7362 3269.1000 0.8484 13.5750 SP500_micro 36.1758 6516.2500 0.5552 8.8826 SUGAR11 0.2236 16.4900 1.3557 21.6909 US10 0.3471 113.3438 0.3062 4.8996 US10U 0.4563 115.7656 0.3942 6.3068 US2 0.0964 104.4102 0.0923 1.4770 US20 0.7226 117.0938 0.6171 9.8736 US30 1.0406 120.5000 0.8636 13.8170 US5 0.2240 109.8281 0.2040 3.2638 VIX 0.4461 19.6500 2.2701 36.3222 WHEAT 6.8719 519.5000 1.3228 21.1647 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 659.30 0.55 364.74 1.00 364.74 29170.66 79.98 13.25 105.96 BITCOIN 111.48 1.91 212.80 1.00 212.80 29170.66 137.08 -9.04 -123.87 BOBL 1182.60 0.17 205.79 1.17 241.13 29170.66 120.97 4.38 52.96 BTP 1203.10 0.41 490.33 1.17 574.53 29170.66 50.77 6.88 34.91 BUND 1291.40 0.33 430.06 1.17 503.92 29170.66 57.89 6.69 38.72 BUXL 1145.20 0.88 1003.38 1.17 1175.70 29170.66 24.81 -4.90 -12.17 CAC 778.30 0.79 618.44 1.17 724.65 29170.66 40.25 2.66 10.69 CAD 725.40 0.35 255.69 1.00 255.69 29170.66 114.08 -5.46 -62.31 CANOLA 126.16 1.40 176.04 0.72 127.30 29170.66 229.15 -0.46 -10.59 CHF 1584.56 0.48 757.15 1.00 757.15 29170.66 38.53 -6.00 -23.10 COCOA 736.50 2.32 1705.91 1.00 1705.91 29170.66 17.10 -0.29 -0.50 COFFEE 1430.62 1.55 2215.51 1.00 2215.51 29170.66 13.17 12.14 15.99 COPPER 1143.62 2.20 2519.62 1.00 2519.62 29170.66 11.58 -3.84 -4.44 CORN 209.75 1.18 247.81 1.00 247.81 29170.66 117.71 -1.98 -23.27 COTTON2 331.95 1.08 358.97 1.00 358.97 29170.66 81.26 -16.16 -131.35 CRUDE_W 621.30 1.57 974.88 1.00 974.88 29170.66 29.92 -1.03 -3.07 DAX 237.87 0.73 173.71 1.17 203.55 29170.66 143.31 -1.97 -28.27 DOW 230.49 0.59 136.06 1.00 136.06 29170.66 214.39 -0.01 -0.17 DX 973.75 0.42 411.54 1.00 411.54 29170.66 70.88 -2.17 -15.39 EUR 1471.69 0.49 715.02 1.00 715.02 29170.66 40.80 -0.52 -2.10 EURIBOR-ICE 2447.75 0.04 91.37 1.17 107.06 29170.66 272.47 13.44 366.22 EUROSTX 538.60 0.79 425.01 1.17 498.01 29170.66 58.57 2.69 15.74 FEEDCOW 1717.00 0.96 1644.63 1.00 1644.63 29170.66 17.74 14.53 25.78 GASOIL 665.25 1.67 1108.24 1.00 1108.24 29170.66 26.32 9.92 26.12 GASOLINE 791.03 1.61 1273.92 1.00 1273.92 29170.66 22.90 3.54 8.11 GAS_US_mini 84.38 2.76 232.67 1.00 232.67 29170.66 125.37 -11.34 -142.19 GBP 845.50 0.45 377.73 1.00 377.73 29170.66 77.23 7.70 59.49 GOLD_micro 365.00 0.65 237.10 1.00 237.10 29170.66 123.03 3.63 44.65 HEATOIL 960.62 1.51 1453.78 1.00 1453.78 29170.66 20.07 -2.21 -4.44 JGB-SGX-mini 136810.00 0.20 26932.74 0.01 181.85 29170.66 160.41 -5.17 -82.98 JPY 856.50 0.58 498.16 1.00 498.16 29170.66 58.56 -3.69 -21.62 LEANHOG 351.20 1.13 397.12 1.00 397.12 29170.66 73.45 20.00 146.91 LIVECOW 924.80 0.93 862.97 1.00 862.97 29170.66 33.80 12.70 42.91 LUMBER-new 158.95 1.58 250.78 1.00 250.78 29170.66 116.32 -6.09 -70.86 MXP 268.35 0.53 141.82 1.00 141.82 29170.66 205.69 9.42 193.68 NASDAQ_micro 476.88 0.71 336.91 1.00 336.91 29170.66 86.58 -4.30 -37.20 NIKKEI 43260.00 0.90 39012.95 0.01 263.41 29170.66 110.74 16.43 181.95 NZD 594.40 0.61 363.47 1.00 363.47 29170.66 80.26 4.28 34.32 OAT 1219.50 0.37 447.44 1.17 524.28 29170.66 55.64 6.09 33.87 OATIES 160.62 1.39 223.60 1.00 223.60 29170.66 130.46 -16.42 -214.19 OJ 359.10 3.16 1133.39 1.00 1133.39 29170.66 25.74 -5.89 -15.15 PALLAD 1167.50 2.21 2580.64 1.00 2580.64 29170.66 11.30 -0.57 -0.64 PLAT 689.15 1.69 1166.19 1.00 1166.19 29170.66 25.01 4.53 11.33 REDWHEAT 265.00 1.44 381.47 1.00 381.47 29170.66 76.47 -14.70 -112.42 RICE 233.20 1.48 344.37 1.00 344.37 29170.66 84.71 -12.85 -108.81 ROBUSTA 436.80 2.13 931.83 1.00 931.83 29170.66 31.30 5.97 18.70 RUSSELL 119.30 0.99 118.06 1.00 118.06 29170.66 247.08 6.84 169.04 SHATZ 1071.35 0.06 60.02 1.17 70.33 29170.66 414.78 -2.91 -120.89 SILVER-mini 1036.88 1.10 1142.39 1.00 1142.39 29170.66 25.53 15.99 40.83 SMI 1230.00 0.65 793.96 1.25 996.19 29170.66 29.28 14.67 42.96 SOFR 2424.12 0.05 124.84 1.00 124.84 29170.66 233.66 6.81 159.15 SOYBEAN 535.88 0.89 475.13 1.00 475.13 29170.66 61.39 0.43 2.64 SOYMEAL 291.40 1.12 326.34 1.00 326.34 29170.66 89.39 -14.50 -129.58 SOYOIL 304.38 1.56 474.24 1.00 474.24 29170.66 61.51 -5.25 -32.27 SP400 3269.10 0.85 2773.62 1.00 2773.62 29170.66 10.52 0.88 0.93 SP500_micro 325.81 0.56 180.88 1.00 180.88 29170.66 161.27 -0.40 -6.39 SUGAR11 184.69 1.36 250.38 1.00 250.38 29170.66 116.51 -15.28 -178.06 US10 1133.44 0.31 347.09 1.00 347.09 29170.66 84.04 3.44 28.95 US10U 1157.66 0.39 456.32 1.00 456.32 29170.66 63.93 3.61 23.06 US2 2088.20 0.09 192.77 1.00 192.77 29170.66 151.32 1.85 27.96 US20 1170.94 0.62 722.59 1.00 722.59 29170.66 40.37 4.87 19.67 US30 1205.00 0.86 1040.59 1.00 1040.59 29170.66 28.03 1.87 5.23 US5 1098.28 0.20 224.03 1.00 224.03 29170.66 130.21 3.96 51.55 VIX 196.50 2.27 446.08 1.00 446.08 29170.66 65.39 -17.94 -117.31 WHEAT 259.75 1.32 343.60 1.00 343.60 29170.66 84.90 -12.56 -106.61 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 105.961 0.010 2.5 2.753 BITCOIN -123.874 0.043 2.5 -13.433 BOBL 52.956 0.004 2.5 0.538 BTP 34.907 0.014 2.5 1.192 BUND 38.723 0.004 2.5 0.393 BUXL -12.169 0.004 2.5 -0.124 CAC 10.689 0.014 2.5 0.365 CAD -62.314 0.010 2.5 -1.619 CANOLA -10.588 0.010 2.5 -0.258 CHF -23.105 0.010 2.5 -0.600 COCOA -0.504 0.010 2.5 -0.012 COFFEE 15.988 0.005 2.5 0.212 COPPER -4.444 0.043 2.5 -0.482 CORN -23.274 0.010 2.5 -0.567 COTTON2 -131.353 0.010 2.5 -3.200 CRUDE_W -3.069 0.043 2.5 -0.333 DAX -28.268 0.014 2.5 -0.966 DOW -0.174 0.009 2.5 -0.004 DX -15.389 0.010 2.5 -0.400 EUR -2.104 0.010 2.5 -0.055 EURIBOR-ICE 366.215 0.014 2.5 12.509 EUROSTX 15.742 0.014 2.5 0.538 FEEDCOW 25.777 0.013 2.5 0.855 GASOIL 26.118 0.017 2.5 1.134 GASOLINE 8.114 0.017 2.5 0.352 GAS_US_mini -142.193 0.043 2.5 -15.419 GBP 59.486 0.010 2.5 1.546 GOLD_micro 44.653 0.014 2.5 1.525 HEATOIL -4.436 0.017 2.5 -0.193 JGB-SGX-mini -82.985 0.043 2.5 -8.999 JPY -21.616 0.010 2.5 -0.562 LEANHOG 146.909 0.024 2.5 8.941 LIVECOW 42.914 0.013 2.5 1.424 LUMBER-new -70.860 0.010 2.5 -1.726 MXP 193.676 0.059 2.5 28.466 NASDAQ_micro -37.196 0.009 2.5 -0.866 NIKKEI 181.946 0.043 2.5 19.730 NZD 34.323 0.010 2.5 0.892 OAT 33.868 0.014 2.5 1.157 OATIES -214.186 0.010 2.5 -5.218 OJ -15.147 0.010 2.5 -0.369 PALLAD -0.644 0.014 2.5 -0.022 PLAT 11.333 0.014 2.5 0.387 REDWHEAT -112.416 0.005 2.5 -1.493 RICE -108.814 0.010 2.5 -2.651 ROBUSTA 18.702 0.005 2.5 0.248 RUSSELL 169.035 0.013 2.5 5.609 SHATZ -120.893 0.004 2.5 -1.228 SILVER-mini 40.831 0.014 2.5 1.395 SMI 42.959 0.014 2.5 1.467 SOFR 159.146 0.024 2.5 9.686 SOYBEAN 2.640 0.004 2.5 0.025 SOYMEAL -129.583 0.004 2.5 -1.207 SOYOIL -32.266 0.004 2.5 -0.301 SP400 0.928 0.013 2.5 0.031 SP500_micro -6.393 0.009 2.5 -0.149 SUGAR11 -178.061 0.010 2.5 -4.338 US10 28.951 0.005 2.5 0.367 US10U 23.057 0.005 2.5 0.293 US2 27.955 0.005 2.5 0.355 US20 19.673 0.005 2.5 0.250 US30 5.231 0.005 2.5 0.066 US5 51.546 0.005 2.5 0.654 VIX -117.315 0.099 2.5 -28.999 WHEAT -106.608 0.005 2.5 -1.416 ===================== Position diags ===================== AUD 2.08 BITCOIN 14.86 BOBL 1.23 BTP 1.73 BUND 0.59 BUXL 0.25 CAC 1.37 CAD 2.96 CANOLA 5.58 CHF 1.00 COCOA 0.42 COFFEE 0.17 COPPER 1.26 CORN 2.87 COTTON2 1.98 CRUDE_W 3.24 DAX 4.90 DOW 4.99 DX 1.84 EUR 1.06 EURIBOR-ICE 9.31 EUROSTX 2.00 FEEDCOW 0.59 GASOIL 1.14 GASOLINE 0.99 GAS_US_mini 13.60 GBP 2.01 GOLD_micro 4.20 HEATOIL 0.87 JGB-SGX-mini 17.39 JPY 1.52 LEANHOG 4.47 LIVECOW 1.12 LUMBER-new 2.83 MXP 30.23 NASDAQ_micro 2.02 NIKKEI 12.01 NZD 2.09 OAT 1.90 OATIES 3.18 OJ 0.63 PALLAD 0.39 PLAT 0.85 REDWHEAT 1.02 RICE 2.06 ROBUSTA 0.42 RUSSELL 8.20 SHATZ 4.21 SILVER-mini 0.87 SMI 1.00 SOFR 14.22 SOYBEAN 0.57 SOYMEAL 0.83 SOYOIL 0.57 SP400 0.35 SP500_micro 3.75 SUGAR11 2.84 US10 1.07 US10U 0.81 US2 1.92 US20 0.51 US30 0.36 US5 1.65 VIX 16.16 WHEAT 1.13 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.5 3.0 0.0 0 BITCOIN -13.4 -14.9 -11.9 0.0 0 BOBL 0.5 0.4 0.7 0.0 0 BTP 1.2 1.0 1.4 0.0 0 BUND 0.4 0.3 0.5 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.4 0.2 0.5 0.0 0 CAD -1.6 -1.9 -1.3 -1.0 -1 CANOLA -0.3 -0.8 0.3 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.0 -0.1 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 -0.7 -0.0 0.0 0 DAX -1.0 -1.5 -0.5 -8.0 -8 DOW -0.0 -0.5 0.5 -14.0 -14 DX -0.4 -0.6 -0.2 0.0 0 EUR -0.1 -0.2 0.1 -1.0 -1 EURIBOR-ICE 12.5 11.6 13.4 0.0 0 EUROSTX 0.5 0.3 0.7 5.0 5 FEEDCOW 0.9 0.8 0.9 4.0 4 GASOIL 1.1 1.0 1.2 0.0 0 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -15.4 -16.8 -14.1 -13.0 -13 GBP 1.5 1.3 1.7 2.0 2 GOLD_micro 1.5 1.1 1.9 0.0 0 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -9.0 -10.7 -7.3 0.0 0 JPY -0.6 -0.7 -0.4 0.0 0 LEANHOG 8.9 8.5 9.4 7.0 7 LIVECOW 1.4 1.3 1.5 0.0 0 LUMBER-new -1.7 -2.0 -1.4 0.0 0 MXP 28.5 25.4 31.5 24.0 24 NASDAQ_micro -0.9 -1.1 -0.7 0.0 0 NIKKEI 19.7 18.5 20.9 18.0 18 NZD 0.9 0.7 1.1 0.0 0 OAT 1.2 1.0 1.3 3.0 3 OATIES -5.2 -5.5 -4.9 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 1.0 1 REDWHEAT -1.5 -1.6 -1.4 -1.0 -1 RICE -2.7 -2.9 -2.4 -3.0 -3 ROBUSTA 0.2 0.2 0.3 1.0 1 RUSSELL 5.6 4.8 6.4 0.0 0 SHATZ -1.2 -1.6 -0.8 NaN 0 SILVER-mini 1.4 1.3 1.5 2.0 2 SMI 1.5 1.4 1.6 0.0 0 SOFR 9.7 8.3 11.1 NaN 0 SOYBEAN 0.0 -0.0 0.1 0.0 0 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -0.3 -0.4 -0.2 0.0 0 SP400 0.0 -0.0 0.1 2.0 2 SP500_micro -0.1 -0.5 0.2 -4.0 -4 SUGAR11 -4.3 -4.6 -4.1 -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 0.5 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.1 0.0 0.1 1.0 1 US5 0.7 0.5 0.8 4.0 4 VIX -29.0 -30.6 -27.4 -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 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.2 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.0 0.1 1.9 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 -0.2 0.0 0.0 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.5 0.0 0.1 0.0 0.3 0.0 0.3 0.0 0.1 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 -0.0 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 0.2 -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 -0.7 -0.0 0.1 -0.1 -0.1 0.7 0.7 0.7 0.7 BTP -0.1 -0.1 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.0 0.2 0.4 0.1 0.5 0.0 0.1 0.2 0.2 0.3 0.2 0.0 0.0 0.1 0.2 0.0 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.7 -0.0 -0.2 -0.1 0.3 0.7 0.7 0.7 0.7 BUND 0.1 -0.0 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 0.5 0.0 -0.0 -0.1 -0.1 0.7 0.6 0.7 0.7 BUXL -0.0 -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 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.0 -0.1 -0.4 -0.4 -0.4 0.7 0.2 0.1 0.1 CAC -0.2 -0.1 0.0 0.1 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 -0.0 0.1 -0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.4 -0.3 -0.5 -0.5 -0.6 0.7 0.7 0.7 0.5 CAD -0.1 -0.4 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.2 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 -0.5 -0.6 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 -0.6 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.1 -0.1 -0.2 0.0 0.7 0.7 0.7 0.7 CHF 0.0 -0.6 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.0 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 -0.1 0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.5 0.0 -0.3 -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 0.3 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 0.4 0.0 0.3 0.2 0.1 0.2 0.2 0.3 COFFEE 0.6 0.6 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 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 0.6 0.5 0.7 COPPER -0.1 -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 0.6 0.0 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 0.1 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.1 1.0 -0.0 0.0 -0.1 0.0 -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 -0.0 -0.6 -0.1 -1.0 0.5 0.6 0.5 0.6 -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 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -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 -0.5 -0.2 0.1 0.0 0.1 0.0 0.1 0.0 -0.0 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 0.1 0.4 0.2 0.4 0.2 0.2 -0.2 -0.2 -0.2 -0.1 0.2 0.2 0.1 0.3 0.1 -1.8 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.2 0.6 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 -0.1 -0.3 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.5 -0.4 0.1 -0.4 0.7 0.4 0.7 0.5 EUR -0.1 -0.6 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.0 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 0.0 0.2 0.0 0.2 0.0 -0.4 -0.2 -0.1 -0.1 0.1 -0.7 -0.5 -0.7 -0.6 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 0.1 0.4 -0.1 0.5 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.3 -0.0 -0.9 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.4 -0.4 -0.5 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW 0.2 0.3 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 0.1 0.6 0.1 0.2 0.4 0.1 0.3 0.2 0.2 0.2 -0.0 0.5 0.2 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 0.9 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 -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 0.1 0.2 0.1 0.2 0.6 0.2 0.4 0.2 GASOLINE 0.1 0.0 0.2 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 -0.0 0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.3 -0.1 -0.3 0.7 0.5 0.7 0.7 GAS_US_mini 0.2 -0.5 -0.6 0.0 0.0 0.1 0.0 0.0 0.0 0.2 -0.5 0.2 -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 -0.2 0.0 -0.1 -0.0 -1.1 0.4 -0.2 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 GBP 0.0 -0.3 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.5 0.1 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 0.0 0.1 -0.0 0.3 -0.1 0.1 -0.0 GOLD_micro 0.6 0.2 0.3 0.1 0.0 0.2 0.0 0.2 0.0 0.2 0.5 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 -0.5 0.5 0.6 0.6 -0.5 -0.4 0.1 -0.5 -0.0 HEATOIL 0.1 -0.1 0.5 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 0.2 0.1 0.0 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 0.0 -2.7 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.5 -0.3 -0.2 0.1 0.4 0.1 -0.3 -0.1 JGB-SGX-mini -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.0 -0.0 0.0 0.0 -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 0.1 -0.3 -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 0.1 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 -0.3 -0.2 -0.1 -0.5 -0.3 -0.3 -0.4 -0.3 LEANHOG 0.5 0.0 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 0.5 0.1 0.0 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 0.1 0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 0.0 0.6 0.1 0.2 0.0 0.4 0.3 0.4 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 0.4 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.7 0.0 -0.0 -0.0 -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 0.3 -0.7 -0.4 0.3 0.8 0.8 0.8 0.8 MXP -0.1 -0.3 0.6 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.1 0.3 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 0.1 0.4 0.1 0.4 0.1 1.1 -0.5 -0.4 0.2 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 0.1 0.5 0.1 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 0.0 -0.3 0.1 -0.3 0.2 0.4 -0.7 -0.5 -0.7 -0.7 NIKKEI -0.1 0.5 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.5 0.1 0.5 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.4 0.2 -1.7 0.1 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.2 0.6 0.6 0.2 0.7 0.7 0.7 NZD -0.1 -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 -0.3 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 0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.7 0.0 -0.3 -0.2 -0.2 0.7 0.7 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 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -2.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.5 0.3 -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 -0.0 -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 -0.2 -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 -0.1 -0.3 -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 -0.1 -0.1 0.1 0.2 0.0 0.4 0.0 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 -0.1 -0.3 -0.2 -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 0.6 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 -0.3 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.8 0.3 -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 0.2 0.2 1.0 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.6 0.5 0.4 -0.7 -0.6 -0.7 -0.7 SHATZ 0.1 -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 -0.3 -0.1 -0.4 -0.3 0.7 0.5 0.7 0.6 SILVER-mini 0.5 0.1 0.6 0.1 0.0 0.3 0.0 0.3 0.0 0.1 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 0.0 0.2 0.1 0.3 0.1 -0.1 0.4 0.6 0.6 0.4 0.7 0.7 0.6 0.2 SMI 0.5 0.3 -0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 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 0.0 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 0.4 0.3 0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.5 0.2 0.4 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.4 0.2 -2.5 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.4 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.2 0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -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 -0.0 -0.5 -0.1 -1.9 -0.0 0.1 -0.1 0.0 -0.3 0.0 -1.1 0.5 0.6 0.6 0.2 -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 -0.1 0.1 -0.0 0.1 0.2 0.2 0.1 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 0.0 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 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.4 0.2 0.0 -0.7 -0.6 -0.7 -0.7 SP500_micro -0.1 0.0 0.6 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.5 0.2 0.7 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 0.1 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 -0.6 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.4 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.5 0.5 0.4 0.4 -0.1 -0.7 -0.7 -0.7 -0.7 US10 0.3 0.4 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 0.1 0.1 0.2 -0.4 0.1 0.0 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 0.3 0.4 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.2 0.2 -0.1 0.2 0.2 -0.1 -0.0 -0.1 -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 0.3 0.3 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 0.0 0.1 2.0 0.0 0.0 0.1 0.1 0.0 0.1 -1.1 0.1 0.3 0.3 0.1 -0.1 -0.3 -0.6 -0.5 US20 0.2 0.4 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 0.1 0.0 0.1 -0.1 0.1 -0.8 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 0.5 0.3 0.4 0.2 0.7 0.3 -0.5 -0.2 US30 0.2 0.3 0.2 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 0.2 -0.2 0.1 -0.6 0.0 0.1 0.0 0.1 -0.1 0.1 -0.5 0.5 0.3 0.3 0.1 0.7 0.1 -0.3 -0.3 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 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.0 0.1 0.1 0.1 0.1 -0.6 0.3 0.5 0.5 0.3 -0.2 -0.4 -0.7 -0.6 VIX -0.4 -0.6 -0.5 -0.1 -0.1 -0.1 -0.2 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 -0.2 -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 -0.2 -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 -0.0 -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 2.8 -4.3 6.3 4.2 11.5 4.6 11.7 4.2 7.3 15.8 16.5 18.3 1.4 7.4 6.5 -1.5 -1.5 -1.7 -1.6 4.8 4.9 13.7 1.4 8.1 14.4 5.0 10.9 2.7 11.6 -1.2 8.1 2.2 -2.4 -5.1 1.2 1.2 20.0 20.0 20.0 20.0 BITCOIN -20.0 -14.4 0.6 6.9 2.8 9.5 3.9 8.3 4.3 8.6 16.9 -14.6 20.0 -13.6 0.5 -8.0 -7.5 -7.9 -7.6 -0.2 14.0 -9.5 20.0 -11.5 -20.0 -1.3 -4.2 5.0 -8.6 8.8 -8.2 -2.8 -20.0 -20.0 -20.0 -20.0 12.8 -2.1 -9.5 -6.8 BOBL 5.9 -3.1 -2.6 0.7 10.0 -0.7 7.4 -2.3 3.1 9.3 3.2 8.6 -0.7 -1.8 -6.4 7.4 -5.1 -4.6 -4.8 -1.2 -1.8 7.2 -1.8 2.5 2.3 -1.0 7.2 -1.6 5.8 -1.2 2.0 -12.9 -1.3 2.8 -3.2 -4.1 20.0 20.0 20.0 20.0 BTP -3.3 -4.5 -0.6 0.9 13.1 -1.0 9.8 -3.1 4.1 16.8 14.3 9.8 12.7 1.2 6.0 12.3 9.4 12.6 11.3 1.0 4.3 10.2 7.4 2.0 -20.0 0.8 16.1 3.5 8.7 6.2 1.6 12.8 -0.5 -5.8 -2.0 8.4 20.0 19.9 20.0 20.0 BUND 4.2 -1.1 0.5 0.6 9.9 -0.7 7.4 -2.3 3.1 11.0 -1.2 8.6 -6.2 -1.0 -6.4 5.3 7.1 10.8 10.2 -1.9 -3.8 8.4 -5.4 2.2 -1.1 -1.5 9.7 -2.4 6.6 -2.7 1.7 10.2 1.1 -0.2 -2.7 -3.2 20.0 19.2 20.0 20.0 BUXL -1.2 -3.9 -3.4 0.7 10.1 -0.7 7.6 -2.4 3.2 11.2 -14.3 1.6 -13.8 -7.8 -12.0 3.0 2.3 3.2 3.1 -10.0 -12.3 3.1 -13.8 -5.2 -3.7 -4.6 5.1 -5.0 1.6 -4.6 -2.5 0.0 -5.0 -11.4 -12.6 -11.7 20.0 6.6 3.2 2.1 CAC -6.1 -3.4 0.1 4.8 5.2 4.2 4.0 3.3 3.8 11.6 10.0 -10.2 7.4 -3.0 1.0 0.6 -0.7 -1.0 -0.6 -1.0 2.1 -4.1 3.2 -5.2 -0.1 -2.4 3.7 -2.5 -2.4 -2.6 -3.7 8.2 -10.5 -15.5 -15.0 -20.0 20.0 20.0 20.0 14.4 CAD -3.2 -12.8 2.8 4.9 13.3 5.3 13.5 4.8 8.4 -17.8 10.2 -1.5 1.1 -12.9 -11.8 -7.3 -6.7 -7.3 -7.1 -6.6 0.8 -6.9 0.5 -8.0 17.4 -0.6 -4.2 3.8 -0.5 2.2 -1.6 -7.1 -20.0 -20.0 -13.9 -2.7 -20.0 -20.0 -20.0 -20.0 CANOLA -16.8 -20.0 -4.6 -2.4 -3.3 -1.8 -4.2 -1.3 -3.3 -6.2 1.7 -7.5 2.9 -8.4 -7.5 -13.4 -5.8 -6.2 -3.9 -8.6 -1.7 -9.6 1.8 -11.7 1.4 -2.6 -1.4 -0.8 -3.0 0.3 -3.5 -3.8 3.2 -3.6 -5.0 1.4 20.0 19.5 20.0 20.0 CHF 1.4 -18.5 8.1 2.8 7.7 3.1 7.9 2.8 4.9 5.3 10.4 7.5 9.3 -1.4 3.8 -15.3 -15.4 -15.2 -14.9 3.2 8.8 6.5 10.2 2.8 -0.3 3.0 5.6 4.9 6.4 5.2 4.0 -20.0 -2.9 2.1 -4.7 2.7 -20.0 -20.0 -20.0 -20.0 COCOA -14.2 1.2 -8.7 -2.3 -3.2 -1.7 -4.0 -1.2 -3.1 -5.3 -3.9 -7.4 2.3 -1.7 -3.4 -0.3 15.7 9.9 13.0 -2.8 -0.8 -7.7 4.6 -5.4 -20.0 -0.5 -2.4 0.9 -3.0 4.7 -2.0 20.0 15.4 0.8 9.2 6.1 3.5 5.6 7.5 8.8 COFFEE 20.0 20.0 -18.0 -5.8 -8.1 -4.4 -10.2 -3.2 -8.0 7.9 2.6 18.1 10.1 19.4 13.3 12.2 8.3 10.1 9.1 20.0 14.1 20.0 14.7 20.0 -20.0 6.3 3.1 3.5 6.4 3.8 8.4 19.2 20.0 20.0 20.0 20.0 5.8 16.6 15.9 20.0 COPPER -3.8 -20.0 -7.9 1.9 0.8 2.7 1.1 2.3 1.2 0.0 -2.8 0.5 -0.7 -6.1 -5.8 -4.0 -5.3 -4.4 -5.0 -5.1 -2.4 -0.7 0.4 -3.8 -5.1 -0.8 -0.1 0.4 -0.4 1.2 -1.0 1.1 -5.0 -4.1 -15.6 -6.8 9.6 6.4 9.5 7.3 CORN 17.4 0.3 -7.8 -4.1 -5.7 -3.1 -7.1 -2.2 -5.6 8.6 -10.8 11.7 -12.7 5.3 -6.4 -20.0 -19.0 -20.0 -20.0 -3.4 -9.0 8.4 -10.8 5.4 7.1 -0.6 2.4 -3.3 4.6 -5.7 3.1 -20.0 20.0 20.0 13.5 9.6 -6.6 1.9 -3.1 4.9 COTTON2 -3.9 -0.7 0.9 -6.5 -9.0 -4.9 -11.4 -3.6 -8.9 -12.0 -20.0 -19.0 -20.0 -19.1 -19.5 -16.2 -12.8 -14.6 -13.8 -9.3 -12.2 -8.3 -20.0 -9.9 -15.8 -5.4 0.7 -8.3 -4.5 -15.4 -6.0 -18.6 20.0 20.0 16.3 17.4 -10.4 -20.0 -3.9 -20.0 CRUDE_W 0.4 -1.5 7.7 2.2 1.4 2.8 2.1 1.1 1.5 -10.3 -2.1 -9.0 -9.4 -13.1 -2.0 7.3 7.6 7.5 7.1 -1.7 -2.2 -6.0 -5.6 -3.7 1.4 -3.4 -6.0 -2.1 -8.9 -3.6 -7.0 -1.9 -20.0 -15.7 -6.1 -10.0 20.0 9.9 -1.2 12.7 DAX -12.8 -14.6 -5.1 4.9 5.3 4.2 4.0 3.3 3.9 -3.0 16.2 -10.0 17.6 -7.6 3.5 -5.2 -6.4 -5.1 -5.2 -1.1 11.6 -11.8 20.0 -10.2 -10.7 -3.2 -2.9 1.9 -7.5 8.2 -7.0 -0.7 -20.0 -20.0 -20.0 -18.7 20.0 20.0 20.0 12.5 DOW 6.2 4.8 18.6 4.4 4.7 3.8 3.6 3.0 3.5 12.1 14.8 14.4 10.1 15.1 16.9 -8.1 -8.0 -7.6 -7.2 16.4 14.7 9.4 10.8 13.1 -13.1 5.9 4.0 3.9 5.4 2.5 6.3 -3.6 7.0 17.3 9.3 6.5 -20.0 -20.0 -20.0 -20.0 DX 1.2 14.0 -3.9 2.4 6.5 2.6 6.6 2.4 4.1 -8.4 -10.0 -4.9 -9.4 -3.2 -2.8 6.6 6.1 6.3 6.1 -2.5 -7.8 -2.1 -9.5 -1.0 -20.0 -0.9 -2.2 -3.4 -1.1 -4.1 -0.3 15.2 -20.0 -11.7 2.8 -13.3 20.0 11.2 20.0 14.2 EUR -1.9 -17.4 7.7 2.7 7.4 3.0 7.5 2.7 4.7 3.5 11.5 4.9 10.5 5.2 6.8 -7.2 -7.6 -7.7 -7.6 4.6 10.0 4.0 11.1 2.6 11.2 3.4 3.4 5.8 4.5 6.1 3.2 -8.2 -8.2 -4.3 -2.7 4.6 -20.0 -15.7 -20.0 -17.5 EURIBOR-ICE 7.2 -2.3 -3.7 0.5 8.3 -0.6 6.2 -1.9 2.6 7.3 7.7 8.4 9.3 4.2 1.4 12.6 9.7 13.4 12.4 2.1 2.5 7.3 5.0 4.6 6.6 1.5 6.1 1.0 6.3 2.5 3.9 14.4 2.1 6.2 0.6 0.6 20.0 20.0 20.0 20.0 EUROSTX -3.3 -2.7 -2.8 5.0 5.4 4.4 4.1 3.4 4.0 7.9 15.2 -6.8 14.4 3.4 6.6 -1.5 -0.5 -1.4 -0.9 2.0 6.3 -3.4 10.8 -2.5 -6.4 -1.4 2.9 -0.8 -2.7 1.4 -2.8 8.2 -17.9 -14.3 -13.5 -20.0 20.0 20.0 20.0 12.1 FEEDCOW 7.3 8.6 10.6 -4.5 -6.2 -3.3 -7.8 -2.5 -6.2 -13.2 16.8 6.3 16.7 13.1 15.8 18.2 4.3 14.8 9.9 20.0 20.0 -0.7 20.0 20.0 -20.0 6.0 -3.6 6.7 -0.2 6.1 3.6 16.6 18.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 5.5 -0.8 16.0 1.9 1.2 2.5 1.8 1.0 1.4 3.4 3.5 9.4 -1.5 6.0 2.5 20.0 10.7 15.4 12.3 5.4 5.2 6.6 1.8 5.6 0.1 3.9 3.7 3.8 4.3 1.3 3.8 4.9 5.3 5.7 4.0 7.0 18.4 5.2 13.2 5.1 GASOLINE 4.5 0.7 7.4 2.2 1.4 2.8 2.1 1.1 1.6 -9.0 3.8 0.9 -2.4 -3.1 2.2 20.0 20.0 20.0 20.0 3.6 2.7 0.5 0.2 2.9 -20.0 -1.4 -4.7 0.4 -8.0 0.4 -5.2 20.0 -20.0 -8.0 -2.9 -10.0 20.0 16.4 20.0 20.0 GAS_US_mini 4.6 -14.7 -18.7 2.3 1.5 3.0 2.2 1.2 1.7 16.8 -18.1 14.2 -11.0 -12.7 -18.1 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 4.5 -12.8 -6.4 20.0 -5.8 3.1 -5.7 2.9 -2.9 -1.3 -20.0 15.3 -5.2 -19.4 -20.0 -4.6 -20.0 -20.0 -20.0 GBP 0.4 -8.9 -0.4 4.8 13.1 5.3 13.3 4.8 8.2 16.3 17.3 5.7 17.3 10.9 1.1 -0.6 -0.4 -0.7 -0.6 4.3 11.9 7.1 17.3 3.8 1.2 5.8 9.8 7.2 11.2 9.4 8.7 4.0 -7.6 1.3 1.8 -0.2 9.0 -2.9 2.8 -0.0 GOLD_micro 20.0 4.7 9.8 5.4 2.2 7.4 3.1 6.4 3.3 17.6 17.0 19.1 17.7 16.6 13.3 -11.7 -11.2 -10.9 -10.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.9 10.2 5.8 12.1 8.3 9.6 -8.4 20.0 20.0 17.7 -16.1 -13.3 1.8 -16.4 -1.3 HEATOIL 3.4 -3.1 16.2 2.2 1.4 2.8 2.1 1.1 1.5 -2.9 8.4 5.4 1.1 -2.0 8.6 11.5 8.4 9.2 8.4 5.8 7.8 3.7 4.4 4.0 -20.0 0.4 -3.0 4.2 -5.3 4.0 -3.9 0.6 -20.0 -10.5 -5.9 4.3 11.4 2.9 -9.8 -3.7 JGB-SGX-mini -4.1 -2.1 -3.3 0.4 5.9 -0.4 4.4 -1.4 1.8 2.8 -5.3 -0.7 -5.7 -3.9 -6.2 20.0 15.6 20.0 17.5 -4.4 -5.2 2.9 -5.9 -1.8 -5.7 -2.0 2.5 -2.2 1.7 -2.8 -0.7 20.0 2.1 -9.3 -7.9 -6.6 -20.0 -20.0 -20.0 -20.0 JPY 1.6 -5.8 -8.7 2.9 7.9 3.2 8.0 2.9 5.0 2.1 -3.7 -1.3 -4.1 0.4 -7.6 -10.1 -11.1 -10.2 -10.2 -5.8 -4.9 -0.9 -3.7 -3.3 20.0 -1.4 3.4 -1.9 3.3 -1.6 1.4 -13.3 -14.0 -7.2 -3.8 -15.0 -7.9 -9.1 -13.1 -8.1 LEANHOG 14.5 1.1 11.7 -6.8 -9.5 -5.1 -12.0 -3.8 -9.4 11.9 19.1 20.0 19.1 20.0 16.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.8 6.1 3.7 5.8 8.8 6.6 9.0 20.0 20.0 20.0 20.0 20.0 20.0 12.8 20.0 20.0 LIVECOW 1.6 0.6 3.8 -4.4 -6.2 -3.3 -7.8 -2.4 -6.1 -14.2 16.3 3.2 16.3 11.4 15.0 2.2 18.6 15.7 19.8 20.0 20.0 -5.2 20.0 12.3 -20.0 5.8 -6.2 7.1 -1.6 7.1 2.8 20.0 15.5 20.0 20.0 20.0 20.0 12.1 20.0 17.2 LUMBER-new -20.0 -20.0 1.2 -3.1 -4.3 -2.3 -5.4 -1.7 -4.3 -6.9 -5.8 -9.9 -3.3 -10.8 -7.7 -20.0 -20.0 -20.0 -20.0 -14.9 -6.9 -16.8 -3.3 -20.0 NaN -2.9 -1.5 -0.9 -3.3 -0.0 -4.3 -20.0 12.0 -20.0 -10.7 9.3 20.0 20.0 20.0 20.0 MXP -2.8 -9.8 18.7 5.0 13.6 5.5 13.9 4.9 8.6 19.0 20.0 12.3 9.5 14.5 20.0 12.0 12.4 12.3 12.0 16.5 20.0 6.6 20.0 7.7 -20.0 9.2 7.0 13.1 6.3 10.8 6.4 20.0 -20.0 -13.6 7.7 20.0 8.2 8.5 1.8 10.5 NASDAQ_micro -11.4 -6.9 20.0 4.0 4.4 3.5 3.3 2.8 3.2 13.6 15.8 6.8 13.9 8.3 14.2 -9.1 -8.3 -8.8 -8.2 16.3 20.0 8.1 19.5 8.3 -20.0 5.2 4.1 5.6 3.5 5.0 3.4 -4.7 6.0 -9.8 7.7 13.1 -20.0 -14.9 -20.0 -20.0 NIKKEI -3.5 14.4 20.0 4.5 4.9 3.9 3.7 3.1 3.6 13.4 16.7 8.6 12.9 12.0 14.9 9.2 10.3 11.8 11.1 20.0 20.0 14.7 15.5 16.6 -12.6 5.9 4.9 4.7 3.7 2.0 4.4 20.0 12.9 5.8 20.0 20.0 6.4 20.0 20.0 20.0 NZD -4.0 -13.2 -0.5 3.4 9.1 3.7 9.3 3.3 5.8 10.6 5.9 0.9 -1.8 -7.3 -9.1 -3.5 -2.5 -3.4 -3.1 -5.4 -1.6 4.3 -0.5 -3.2 10.0 -1.6 8.1 -0.4 5.6 -0.7 0.5 0.0 -4.7 -16.6 -10.2 -7.7 20.0 13.1 20.0 20.0 OAT -4.7 -5.9 -2.1 0.6 9.0 -0.7 6.8 -2.1 2.8 11.8 0.4 2.3 -3.8 -5.0 -7.9 14.9 8.8 15.4 12.9 -5.4 -4.2 6.0 -3.8 -2.8 0.9 -3.0 8.4 -2.1 3.3 -1.3 -1.6 13.4 1.3 -9.7 -6.8 -5.3 20.0 19.8 20.0 20.0 OATIES -10.4 -20.0 -6.1 -5.6 -7.8 -4.2 -9.9 -3.1 -7.8 -18.6 -12.2 -19.4 -5.1 -20.0 -18.8 -20.0 -0.5 -9.8 -2.9 -20.0 -11.9 -17.0 -6.3 -20.0 -19.7 -6.4 -3.5 -4.2 -4.3 -2.5 -6.2 2.4 20.0 9.8 -13.0 10.2 -20.0 -7.7 -20.0 -6.8 OJ -4.9 -5.4 9.1 -1.9 -3.1 -1.4 -3.7 -1.1 -2.6 -4.6 -4.2 -4.6 -4.3 -4.4 -1.2 2.3 7.5 3.7 4.9 -2.2 -3.2 -4.0 -4.4 -3.6 -20.0 -0.9 -0.3 -1.5 -0.8 -1.6 -0.9 15.0 12.7 9.9 7.0 6.1 -17.4 -9.0 -14.4 -7.4 PALLAD -7.1 -11.4 14.2 3.1 1.3 4.4 1.8 3.8 2.0 5.0 2.7 2.9 1.8 -7.9 -0.1 -2.8 -2.9 -2.9 -2.9 0.3 4.6 1.9 4.0 -1.7 17.6 0.7 1.1 3.3 -0.4 3.2 -1.3 5.1 -3.9 -10.1 -8.3 -2.0 -18.7 -20.0 -20.0 -20.0 PLAT -1.6 -10.8 20.0 3.4 1.4 4.8 2.0 4.1 2.1 -3.1 8.4 2.6 7.1 -1.4 7.3 -3.2 -3.4 -2.5 -2.8 8.1 14.1 2.9 13.5 4.0 1.6 2.3 -1.8 5.5 -1.3 5.3 -0.5 4.8 -12.5 -7.3 -10.3 17.7 15.0 4.3 -7.2 -3.9 REDWHEAT -4.1 -8.2 -7.2 -6.3 -8.8 -4.7 -11.1 -3.5 -8.7 -3.9 -20.0 -14.8 -20.0 -20.0 -20.0 -20.0 -15.6 -19.6 -17.9 -20.0 -20.0 -10.8 -20.0 -17.6 6.2 -7.4 1.1 -7.5 -2.3 -9.6 -6.4 -20.0 20.0 17.8 4.2 17.6 -20.0 -20.0 -20.0 -20.0 RICE -12.9 -3.0 -6.7 -2.4 -3.3 -1.8 -4.1 -1.3 -3.3 -7.3 -8.3 -8.0 -8.0 -7.7 -7.8 -17.5 -7.1 -16.3 -14.0 -10.1 -9.8 -9.8 -9.3 -10.5 -1.7 -2.9 -2.1 -3.1 -2.6 -3.5 -3.0 -14.4 14.0 -6.2 -3.6 -0.7 -20.0 -9.5 -16.6 -9.8 ROBUSTA 20.0 20.0 -20.0 -2.4 -3.3 -1.8 -4.2 -1.3 -3.3 -6.1 -2.9 2.2 -1.0 5.1 2.3 20.0 15.4 19.0 15.9 8.3 -1.5 1.3 -2.1 11.3 -20.0 1.5 -0.8 -0.3 0.3 -0.3 2.0 20.0 7.8 20.0 20.0 -3.3 0.5 19.9 2.7 20.0 RUSSELL 11.3 9.9 20.0 4.0 4.4 3.5 3.3 2.8 3.2 9.0 12.5 14.2 4.5 14.9 15.6 -5.0 -5.4 -5.0 -5.0 18.6 13.4 13.3 5.7 17.9 7.7 5.6 2.0 3.3 4.7 1.1 6.0 0.4 6.8 20.0 15.5 11.1 -20.0 -18.2 -20.0 -20.0 SHATZ 2.0 -9.7 -8.3 0.6 9.6 -0.7 7.1 -2.3 3.0 1.1 -1.5 0.1 4.2 -10.2 -12.2 -20.0 -19.1 -20.0 -18.7 -6.3 -4.3 -0.2 -1.1 -3.9 5.1 -3.9 0.9 -2.8 0.0 -0.6 -2.4 -20.0 -11.2 -4.0 -11.8 -10.2 20.0 13.8 20.0 18.5 SILVER-mini 15.7 4.4 18.3 6.9 2.8 9.6 4.0 8.3 4.3 16.3 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 -10.8 9.0 1.9 9.1 7.3 7.6 8.7 -1.1 16.3 20.0 18.2 11.7 20.0 20.0 18.9 6.6 SMI 17.0 8.4 -3.6 4.8 5.2 4.2 4.0 3.3 3.8 8.6 5.3 13.7 5.0 14.9 8.3 -0.3 2.3 -0.1 1.0 8.9 3.1 13.7 3.8 14.2 8.5 3.9 4.4 0.1 6.4 -0.0 6.6 12.4 7.3 18.6 9.0 -17.0 20.0 20.0 20.0 20.0 SOFR 11.7 9.3 13.2 0.9 13.3 -1.0 9.9 -3.1 4.2 12.1 19.6 18.0 10.3 19.2 19.2 7.7 4.6 7.3 6.3 20.0 18.1 20.0 13.1 20.0 -18.4 7.2 5.2 5.4 8.6 3.5 8.9 4.6 14.7 20.0 20.0 19.7 2.8 -11.7 -20.0 -20.0 SOYBEAN 7.7 4.6 5.7 -4.5 -6.2 -3.4 -7.9 -2.5 -6.2 -11.0 2.7 -5.4 -10.0 7.3 3.7 -14.3 -8.1 -14.9 -12.0 3.7 0.5 -2.2 -5.5 3.3 -1.1 4.5 0.2 2.5 1.9 -1.8 4.2 -12.7 20.0 20.0 20.0 20.0 -8.5 -0.2 -5.3 6.8 SOYMEAL 0.1 10.0 -2.3 -5.2 -7.2 -3.9 -9.1 -2.9 -7.2 6.4 -14.0 -10.5 -17.7 1.2 -7.1 -16.5 -14.3 -17.6 -17.0 -6.8 -13.4 -4.3 -19.8 -4.8 -14.2 -0.5 5.8 -5.4 2.5 -9.7 1.9 -20.0 20.0 20.0 20.0 5.5 -20.0 -20.0 -20.0 -20.0 SOYOIL -13.0 -16.8 9.0 -3.2 -4.5 -2.4 -5.7 -1.8 -4.5 -10.3 7.0 -10.5 7.6 -9.7 1.9 -5.0 -2.4 -3.0 -2.6 -1.5 5.6 -10.6 7.1 -8.0 -8.3 -0.6 -4.8 2.4 -5.0 2.4 -3.8 0.9 6.3 6.2 4.4 18.9 -18.7 -7.5 -20.0 -7.4 SP400 8.3 3.9 16.1 4.0 4.4 3.5 3.4 2.8 3.2 4.8 10.9 12.3 4.7 13.3 14.9 -5.7 -5.8 -5.6 -5.5 12.8 9.8 10.1 4.7 12.5 -2.4 5.1 1.4 2.5 5.0 0.4 6.0 -0.4 4.5 13.8 6.1 1.5 -20.0 -18.4 -20.0 -20.0 SP500_micro -3.7 1.4 20.0 5.1 5.6 4.5 4.3 3.5 4.1 15.9 20.0 16.1 18.4 17.9 20.0 -9.9 -9.2 -9.3 -8.7 20.0 20.0 10.2 20.0 15.3 -20.0 7.2 3.5 6.2 4.6 4.5 5.8 -5.9 5.7 1.9 15.8 17.4 -20.0 -14.8 -20.0 -20.0 SUGAR11 -5.8 -0.7 -8.8 -5.2 -7.2 -3.9 -9.0 -2.8 -7.1 -8.6 -15.2 -14.1 -15.3 -11.5 -13.5 -11.6 7.0 -9.9 -3.1 -11.7 -14.0 -17.0 -14.7 -13.8 -20.0 -5.5 -2.5 -6.6 -7.3 -6.3 -6.2 9.0 20.0 13.4 13.5 -2.8 -20.0 -20.0 -20.0 -20.0 US10 10.4 10.8 8.9 0.6 9.3 -0.7 7.0 -2.2 2.9 9.7 9.6 12.4 0.2 13.0 12.2 1.7 -1.1 1.0 0.4 10.8 7.1 16.4 2.7 14.4 -2.8 4.7 5.0 3.0 7.1 1.5 6.5 -5.2 15.8 16.4 16.6 10.5 -7.0 -17.5 -20.0 -20.0 US10U 9.1 11.0 7.5 0.9 13.7 -1.0 10.3 -3.2 4.3 15.9 8.0 18.1 -4.1 18.7 17.2 -3.7 -2.4 -2.5 -2.2 13.3 7.1 20.0 0.4 19.6 -8.4 6.6 9.7 3.7 11.9 1.2 10.0 -8.6 20.0 20.0 20.0 13.6 6.0 -12.0 -20.0 -20.0 US2 8.3 9.0 4.2 0.5 7.8 -0.6 5.8 -1.8 2.4 5.4 3.6 9.3 -2.6 10.2 7.1 -12.5 -16.9 -14.4 -14.7 5.9 3.2 9.6 0.5 8.6 15.3 3.4 3.1 2.1 5.2 1.3 5.0 -20.0 6.0 9.1 10.6 4.5 -3.0 -7.8 -17.4 -15.4 US20 6.0 10.9 6.3 0.6 8.6 -0.6 6.4 -2.0 2.7 10.5 -1.3 9.6 -7.2 9.1 8.5 4.6 2.3 4.1 3.4 5.4 1.2 15.8 -2.9 9.9 -6.2 3.6 8.3 1.4 8.4 -0.4 6.1 0.1 19.9 10.8 10.9 5.5 20.0 7.6 -14.2 -6.0 US30 4.6 9.6 4.7 0.7 10.7 -0.8 8.0 -2.5 3.3 12.8 -5.7 10.5 -11.4 8.2 6.8 -4.8 -2.8 -2.7 -2.4 3.5 -1.6 17.1 -6.6 9.1 -4.4 3.6 11.9 0.6 11.2 -2.0 7.2 -9.1 20.0 8.4 7.8 2.7 20.0 4.2 -8.5 -7.5 US5 10.3 9.4 8.5 0.6 9.7 -0.7 7.2 -2.3 3.0 8.3 11.3 12.7 1.4 13.5 12.1 -2.4 -4.2 -3.1 -3.1 11.0 7.9 14.3 3.9 13.8 2.4 4.9 4.1 3.4 6.6 2.1 6.5 -10.8 10.6 15.7 16.3 10.2 -7.5 -11.2 -20.0 -17.5 VIX -7.2 -12.2 -8.8 -7.2 -7.7 -2.3 -8.7 1.6 -8.9 -20.0 -11.1 -20.0 -4.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.0 -8.9 -16.3 -0.4 -18.9 NaN -8.4 -7.2 -2.6 -10.1 1.8 -10.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 1.0 -13.8 -7.3 -5.4 -7.5 -4.1 -9.5 -3.0 -7.5 -14.3 -19.6 -14.3 -20.0 -18.4 -19.4 -18.4 -18.1 -18.4 -18.2 -17.6 -18.6 -8.7 -19.6 -13.1 10.8 -5.2 -1.7 -4.7 -2.4 -6.2 -4.5 -20.0 20.0 20.0 0.3 18.4 -20.0 -16.6 -20.0 -17.8 End of report for caleb_strategy_v3