******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250910_204406 produced at 2025-09-10 21:38:40.581320 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.40 0.0 0.00 0.00 0.00 0.00 -8.02 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 -29.76 999999999.0 -19 -19 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.51 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -12.40 59.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.08 0.0 0.11 -0.11 -0.06 -0.06 -17.60 26.0 -13 -13 caleb_strategy_v3 CAD False False 0.04 -0.04 -0.07 0.0 1.12 -1.12 -0.04 -0.08 -1.87 29.0 -1 -2 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.10 -1.10 0.00 0.00 -0.63 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.45 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.20 -0.20 -0.07 -0.07 -3.08 11.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.04 -4.36 18.0 -4 -4 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.58 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 -0.06 -0.47 999999999.0 0 -1 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.76 4.0 -3 -3 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 -0.70 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 -1.23 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 -0.47 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -1.47 9.0 -2 -2 caleb_strategy_v3 DAX False True 0.01 -0.12 -0.02 0.0 0.00 -0.12 -0.12 -0.09 -1.30 58.0 -8 -6 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.52 8.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.13 -0.13 -0.03 -0.03 -0.63 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 -0.32 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 -1.68 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 -0.11 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.14 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 SP400 False True 0.17 0.35 0.00 0.0 0.35 0.00 0.35 0.35 0.02 2.0 2 2 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 -0.05 0.00 0.0 0.00 -0.05 -0.05 -0.03 0.21 48.0 -3 -2 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.01 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.25 -0.25 0.00 0.00 0.11 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.03 -1.03 0.00 0.00 -0.02 26.0 0 0 caleb_strategy_v3 EUR False False 0.08 -0.08 -0.00 0.0 1.10 -1.10 -0.08 0.00 -0.04 14.0 -1 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.07 5.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.00 0.0 0.81 -0.81 -0.18 -0.18 -0.19 66.0 -15 -15 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.55 -0.55 0.02 0.00 0.25 23.0 1 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.39 -0.39 0.06 0.06 0.09 6.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.43 999999999.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.39 12.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.04 0.41 10.0 1 1 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.02 0.0 0.46 -0.46 0.00 0.08 0.23 6.0 0 1 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.03 -1.03 0.00 0.00 0.40 17.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.13 0.02 0.0 0.13 0.00 0.13 0.13 0.52 20.0 4 4 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.29 9.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.34 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 0.08 1.70 56.0 0 4 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.43 -0.43 0.00 0.00 5.43 68.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.41 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 1.07 21.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.31 13.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.23 0.04 0.0 1.47 -1.47 0.23 0.23 0.63 25.0 4 4 caleb_strategy_v3 BOBL False False 0.07 0.00 0.04 0.0 1.40 -1.40 0.00 0.00 0.52 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.05 0.0 0.14 -0.14 0.00 0.00 1.27 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.84 -0.84 0.00 0.00 1.35 17.0 0 0 caleb_strategy_v3 GBP False False 0.05 0.09 0.07 0.0 0.99 -0.99 0.09 0.14 1.60 22.0 2 3 caleb_strategy_v3 FEEDCOW False False 0.09 0.37 0.07 0.0 0.73 -0.73 0.37 0.27 0.81 8.0 4 3 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.08 0.0 999.00 -999.00 0.11 0.11 1.45 999999999.0 2 2 caleb_strategy_v3 OAT False False 0.08 0.23 0.10 0.0 0.76 -0.76 0.23 0.31 1.31 10.0 3 4 caleb_strategy_v3 BTP False False 0.08 0.00 0.10 0.0 0.75 -0.75 0.00 0.00 1.30 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.00 0.11 0.0 0.67 -0.67 0.00 0.00 2.98 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 1.41 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 9.14 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.30 0.33 0.0 0.57 -0.57 0.30 0.33 20.93 36.0 19 21 caleb_strategy_v3 MXP False False 0.01 0.34 0.44 0.0 0.85 -0.85 0.34 0.34 31.24 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.18 0.0 0.00 0.00 0.00 0.00 9.11 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.88 0.0 1.53 -1.53 0.00 0.00 12.30 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.5 Shocked risk 63.3 Sum abs risk 53.4 Leverage 6.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1874647.2999999998, 'annual_cash_vol_target': 468661.82499999995, 'daily_cash_vol_target': 29291.364062499997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6628 0.5491 8.7850 BITCOIN 2115.6277 113930.0000 1.8570 29.7113 BOBL 0.2034 118.2800 0.1720 2.7516 BTP 0.4856 120.4400 0.4032 6.4511 BUND 0.4281 129.2800 0.3311 5.2978 BUXL 1.0031 114.9600 0.8726 13.9610 CAC 60.2221 7758.0000 0.7763 12.4201 CAD 0.0025 0.7246 0.3473 5.5573 CANOLA 8.8219 640.6000 1.3771 22.0341 CHF 0.0059 1.2656 0.4691 7.5049 COCOA 167.2958 7431.0000 2.2513 36.0212 COFFEE 5.7531 384.5000 1.4963 23.9402 COPPER 0.0986 4.6125 2.1366 34.1862 CORN 4.8957 417.0000 1.1740 18.7845 COTTON2 0.7129 66.7200 1.0685 17.0956 CRUDE_W 0.9840 63.1700 1.5577 24.9236 DAX 171.5766 23627.0000 0.7262 11.6190 DOW 268.2581 45884.0000 0.5846 9.3543 DX 0.4041 97.3700 0.4150 6.6407 EUR 0.0056 1.1770 0.4761 7.6181 EURIBOR-ICE 0.0360 97.9050 0.0367 0.5876 EUROSTX 41.7712 5358.0000 0.7796 12.4737 FEEDCOW 3.2115 342.3500 0.9381 15.0091 GASOIL 11.0565 671.2500 1.6471 26.3543 GASOLINE 0.0302 1.9027 1.5848 25.3570 GAS_US_mini 0.0925 3.2900 2.8113 44.9809 GBP 0.0059 1.3539 0.4381 7.0098 GOLD_micro 23.5517 3655.5000 0.6443 10.3085 HEATOIL 0.0342 2.3062 1.4830 23.7276 JGB-SGX-mini 0.2683 137.0300 0.1958 3.1331 JPY 0.0000 0.0069 0.5712 9.1390 LEANHOG 0.9757 88.1000 1.1074 17.7190 LIVECOW 2.1232 232.7500 0.9122 14.5956 LUMBER-new 9.0284 570.0000 1.5839 25.3430 MXP 0.0003 0.0533 0.5257 8.4108 NASDAQ_micro 165.2633 23863.5000 0.6925 11.0806 NIKKEI 382.7516 43655.0000 0.8768 14.0282 NZD 0.0036 0.5966 0.6021 9.6334 OAT 0.4422 122.1000 0.3621 5.7941 OATIES 4.4308 317.7500 1.3944 22.3108 OJ 7.4410 253.9500 2.9301 46.8814 PALLAD 26.6328 1211.5000 2.1983 35.1733 PLAT 23.2519 1400.3000 1.6605 26.5679 REDWHEAT 7.5249 527.0000 1.4279 22.8460 RICE 0.1691 11.5450 1.4647 23.4348 ROBUSTA 92.6414 4494.0000 2.0614 32.9831 RUSSELL 23.3362 2382.1000 0.9796 15.6744 SHATZ 0.0591 107.1200 0.0552 0.8827 SILVER-mini 0.4486 41.7500 1.0745 17.1915 SMI 78.6386 12243.0000 0.6423 10.2770 SOFR 0.0507 96.9750 0.0522 0.8357 SOYBEAN 9.3804 1068.0000 0.8783 14.0530 SOYMEAL 3.2732 288.8000 1.1334 18.1342 SOYOIL 0.7846 51.2800 1.5300 24.4800 SP400 27.1179 3266.2000 0.8303 13.2841 SP500_micro 35.5363 6532.2500 0.5440 8.7042 SUGAR11 0.2201 16.5400 1.3308 21.2932 US10 0.3511 113.6094 0.3091 4.9449 US10U 0.4528 116.1875 0.3897 6.2348 US2 0.0967 104.4297 0.0926 1.4809 US20 0.7274 117.7188 0.6179 9.8863 US30 1.0472 121.2188 0.8639 13.8225 US5 0.2246 109.9141 0.2043 3.2696 VIX 0.4397 19.6500 2.2375 35.8007 WHEAT 6.8161 515.0000 1.3235 21.1764 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.80 0.55 363.92 1.00 363.92 29291.36 80.49 14.24 114.63 BITCOIN 113.93 1.86 211.56 1.00 211.56 29291.36 138.45 -8.26 -114.38 BOBL 1182.80 0.17 203.41 1.18 239.50 29291.36 122.30 4.19 51.30 BTP 1204.40 0.40 485.60 1.18 571.76 29291.36 51.23 7.43 38.07 BUND 1292.80 0.33 428.06 1.18 504.01 29291.36 58.12 6.87 39.94 BUXL 1149.60 0.87 1003.10 1.18 1181.08 29291.36 24.80 -4.40 -10.90 CAC 775.80 0.78 602.22 1.18 709.07 29291.36 41.31 2.79 11.51 CAD 724.60 0.35 251.68 1.00 251.68 29291.36 116.39 -6.19 -72.10 CANOLA 128.12 1.38 176.44 0.72 127.89 29291.36 229.03 0.19 4.39 CHF 1582.06 0.47 742.07 1.00 742.07 29291.36 39.47 -6.13 -24.21 COCOA 743.10 2.25 1672.96 1.00 1672.96 29291.36 17.51 -0.43 -0.76 COFFEE 1441.88 1.50 2157.42 1.00 2157.42 29291.36 13.58 12.64 17.16 COPPER 1153.12 2.14 2463.81 1.00 2463.81 29291.36 11.89 -3.65 -4.34 CORN 208.50 1.17 244.79 1.00 244.79 29291.36 119.66 -2.16 -25.90 COTTON2 333.60 1.07 356.44 1.00 356.44 29291.36 82.18 -15.37 -126.34 CRUDE_W 631.70 1.56 984.02 1.00 984.02 29291.36 29.77 -0.22 -0.64 DAX 236.27 0.73 171.58 1.18 202.02 29291.36 144.99 -2.62 -37.96 DOW 229.42 0.58 134.13 1.00 134.13 29291.36 218.38 -0.38 -8.37 DX 973.70 0.42 404.13 1.00 404.13 29291.36 72.48 -2.50 -18.11 EUR 1471.19 0.48 700.48 1.00 700.48 29291.36 41.82 -0.34 -1.43 EURIBOR-ICE 2447.62 0.04 89.89 1.18 105.84 29291.36 276.75 13.01 360.09 EUROSTX 535.80 0.78 417.71 1.18 491.83 29291.36 59.56 2.53 15.09 FEEDCOW 1711.75 0.94 1605.74 1.00 1605.74 29291.36 18.24 13.37 24.38 GASOIL 671.25 1.65 1105.65 1.00 1105.65 29291.36 26.49 11.03 29.23 GASOLINE 799.13 1.58 1266.48 1.00 1266.48 29291.36 23.13 4.24 9.80 GAS_US_mini 82.25 2.81 231.23 1.00 231.23 29291.36 126.68 -12.81 -162.28 GBP 846.19 0.44 370.72 1.00 370.72 29291.36 79.01 7.80 61.67 GOLD_micro 365.55 0.64 235.52 1.00 235.52 29291.36 124.37 4.00 49.71 HEATOIL 968.60 1.48 1436.42 1.00 1436.42 29291.36 20.39 -1.62 -3.31 JGB-SGX-mini 137030.00 0.20 26833.32 0.01 182.61 29291.36 160.40 -4.61 -74.00 JPY 856.88 0.57 489.44 1.00 489.44 29291.36 59.85 -3.71 -22.22 LEANHOG 352.40 1.11 390.26 1.00 390.26 29291.36 75.06 20.00 150.11 LIVECOW 931.00 0.91 849.28 1.00 849.28 29291.36 34.49 11.76 40.57 LUMBER-new 156.75 1.58 248.28 1.00 248.28 29291.36 117.98 -5.85 -69.00 MXP 266.30 0.53 139.99 1.00 139.99 29291.36 209.24 10.16 212.57 NASDAQ_micro 477.27 0.69 330.53 1.00 330.53 29291.36 88.62 -3.38 -29.97 NIKKEI 43655.00 0.88 38275.16 0.01 260.48 29291.36 112.45 17.16 193.00 NZD 596.60 0.60 359.20 1.00 359.20 29291.36 81.55 5.06 41.30 OAT 1221.00 0.36 442.16 1.18 520.61 29291.36 56.26 6.83 38.41 OATIES 158.88 1.39 221.54 1.00 221.54 29291.36 132.22 -16.91 -223.62 OJ 380.92 2.93 1116.14 1.00 1116.14 29291.36 26.24 -5.03 -13.20 PALLAD 1211.50 2.20 2663.28 1.00 2663.28 29291.36 11.00 0.51 0.56 PLAT 700.15 1.66 1162.60 1.00 1162.60 29291.36 25.19 4.81 12.11 REDWHEAT 263.50 1.43 376.24 1.00 376.24 29291.36 77.85 -14.74 -114.77 RICE 230.90 1.46 338.19 1.00 338.19 29291.36 86.61 -13.09 -113.41 ROBUSTA 449.40 2.06 926.41 1.00 926.41 29291.36 31.62 6.00 18.97 RUSSELL 119.10 0.98 116.68 1.00 116.68 29291.36 251.04 6.52 163.71 SHATZ 1071.20 0.06 59.09 1.18 69.58 29291.36 420.98 -3.54 -148.83 SILVER-mini 1043.75 1.07 1121.48 1.00 1121.48 29291.36 26.12 16.21 42.35 SMI 1224.30 0.64 786.39 1.26 992.92 29291.36 29.50 13.98 41.23 SOFR 2424.38 0.05 126.64 1.00 126.64 29291.36 231.30 6.47 149.73 SOYBEAN 534.00 0.88 469.02 1.00 469.02 29291.36 62.45 0.15 0.94 SOYMEAL 288.80 1.13 327.32 1.00 327.32 29291.36 89.49 -14.71 -131.62 SOYOIL 307.68 1.53 470.75 1.00 470.75 29291.36 62.22 -5.19 -32.32 SP400 3266.20 0.83 2711.79 1.00 2711.79 29291.36 10.80 0.44 0.48 SP500_micro 326.61 0.54 177.68 1.00 177.68 29291.36 164.85 0.55 9.09 SUGAR11 185.25 1.33 246.53 1.00 246.53 29291.36 118.81 -15.06 -178.91 US10 1136.09 0.31 351.12 1.00 351.12 29291.36 83.42 3.74 31.18 US10U 1161.88 0.39 452.75 1.00 452.75 29291.36 64.70 4.20 27.18 US2 2088.59 0.09 193.31 1.00 193.31 29291.36 151.52 1.63 24.65 US20 1177.19 0.62 727.38 1.00 727.38 29291.36 40.27 5.59 22.53 US30 1212.19 0.86 1047.22 1.00 1047.22 29291.36 27.97 2.61 7.29 US5 1099.14 0.20 224.61 1.00 224.61 29291.36 130.41 3.84 50.03 VIX 196.50 2.24 439.68 1.00 439.68 29291.36 66.62 -18.07 -120.38 WHEAT 257.50 1.32 340.81 1.00 340.81 29291.36 85.95 -12.84 -110.34 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 114.631 0.010 2.5 2.978 BITCOIN -114.382 0.043 2.5 -12.404 BOBL 51.300 0.004 2.5 0.521 BTP 38.067 0.014 2.5 1.300 BUND 39.940 0.004 2.5 0.406 BUXL -10.903 0.004 2.5 -0.111 CAC 11.513 0.014 2.5 0.393 CAD -72.097 0.010 2.5 -1.873 CANOLA 4.388 0.010 2.5 0.107 CHF -24.211 0.010 2.5 -0.629 COCOA -0.760 0.010 2.5 -0.019 COFFEE 17.160 0.005 2.5 0.228 COPPER -4.341 0.043 2.5 -0.471 CORN -25.896 0.010 2.5 -0.631 COTTON2 -126.337 0.010 2.5 -3.078 CRUDE_W -0.644 0.043 2.5 -0.070 DAX -37.963 0.014 2.5 -1.297 DOW -8.366 0.009 2.5 -0.195 DX -18.115 0.010 2.5 -0.471 EUR -1.428 0.010 2.5 -0.037 EURIBOR-ICE 360.089 0.014 2.5 12.299 EUROSTX 15.091 0.014 2.5 0.515 FEEDCOW 24.381 0.013 2.5 0.809 GASOIL 29.232 0.017 2.5 1.269 GASOLINE 9.799 0.017 2.5 0.425 GAS_US_mini -162.278 0.043 2.5 -17.597 GBP 61.668 0.010 2.5 1.602 GOLD_micro 49.715 0.014 2.5 1.698 HEATOIL -3.310 0.017 2.5 -0.144 JGB-SGX-mini -74.001 0.043 2.5 -8.025 JPY -22.220 0.010 2.5 -0.577 LEANHOG 150.112 0.024 2.5 9.136 LIVECOW 40.571 0.013 2.5 1.346 LUMBER-new -69.003 0.010 2.5 -1.681 MXP 212.566 0.059 2.5 31.243 NASDAQ_micro -29.968 0.009 2.5 -0.697 NIKKEI 192.998 0.043 2.5 20.929 NZD 41.302 0.010 2.5 1.073 OAT 38.406 0.014 2.5 1.312 OATIES -223.623 0.010 2.5 -5.448 OJ -13.205 0.010 2.5 -0.322 PALLAD 0.563 0.014 2.5 0.019 PLAT 12.106 0.014 2.5 0.414 REDWHEAT -114.773 0.005 2.5 -1.525 RICE -113.409 0.010 2.5 -2.763 ROBUSTA 18.973 0.005 2.5 0.252 RUSSELL 163.713 0.013 2.5 5.433 SHATZ -148.832 0.004 2.5 -1.511 SILVER-mini 42.350 0.014 2.5 1.447 SMI 41.228 0.014 2.5 1.408 SOFR 149.731 0.024 2.5 9.113 SOYBEAN 0.944 0.004 2.5 0.009 SOYMEAL -131.619 0.004 2.5 -1.226 SOYOIL -32.322 0.004 2.5 -0.301 SP400 0.476 0.013 2.5 0.016 SP500_micro 9.085 0.009 2.5 0.211 SUGAR11 -178.907 0.010 2.5 -4.359 US10 31.181 0.005 2.5 0.396 US10U 27.177 0.005 2.5 0.345 US2 24.651 0.005 2.5 0.313 US20 22.529 0.005 2.5 0.286 US30 7.294 0.005 2.5 0.093 US5 50.032 0.005 2.5 0.635 VIX -120.381 0.099 2.5 -29.757 WHEAT -110.339 0.005 2.5 -1.466 ===================== Position diags ===================== AUD 2.09 BITCOIN 15.01 BOBL 1.24 BTP 1.75 BUND 0.59 BUXL 0.25 CAC 1.41 CAD 3.02 CANOLA 5.58 CHF 1.03 COCOA 0.43 COFFEE 0.18 COPPER 1.29 CORN 2.92 COTTON2 2.00 CRUDE_W 3.23 DAX 4.95 DOW 5.08 DX 1.88 EUR 1.09 EURIBOR-ICE 9.45 EUROSTX 2.03 FEEDCOW 0.61 GASOIL 1.15 GASOLINE 1.00 GAS_US_mini 13.74 GBP 2.05 GOLD_micro 4.25 HEATOIL 0.89 JGB-SGX-mini 17.39 JPY 1.55 LEANHOG 4.57 LIVECOW 1.14 LUMBER-new 2.87 MXP 30.75 NASDAQ_micro 2.06 NIKKEI 12.19 NZD 2.12 OAT 1.92 OATIES 3.22 OJ 0.64 PALLAD 0.38 PLAT 0.86 REDWHEAT 1.03 RICE 2.11 ROBUSTA 0.42 RUSSELL 8.33 SHATZ 4.27 SILVER-mini 0.89 SMI 1.01 SOFR 14.08 SOYBEAN 0.58 SOYMEAL 0.83 SOYOIL 0.58 SP400 0.36 SP500_micro 3.84 SUGAR11 2.89 US10 1.06 US10U 0.82 US2 1.92 US20 0.51 US30 0.35 US5 1.65 VIX 16.47 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.0 2.8 3.2 0.0 0 BITCOIN -12.4 -13.9 -10.9 0.0 0 BOBL 0.5 0.4 0.6 0.0 0 BTP 1.3 1.1 1.5 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 0.3 0.5 0.0 0 CAD -1.9 -2.2 -1.6 -1.0 -1 CANOLA 0.1 -0.5 0.7 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 -0.3 0.0 0 CORN -0.6 -0.9 -0.3 -3.0 -3 COTTON2 -3.1 -3.3 -2.9 -4.0 -4 CRUDE_W -0.1 -0.4 0.3 0.0 0 DAX -1.3 -1.8 -0.8 -8.0 -8 DOW -0.2 -0.7 0.3 -15.0 -15 DX -0.5 -0.7 -0.3 0.0 0 EUR -0.0 -0.1 0.1 -1.0 -1 EURIBOR-ICE 12.3 11.4 13.2 0.0 0 EUROSTX 0.5 0.3 0.7 4.0 4 FEEDCOW 0.8 0.7 0.9 4.0 4 GASOIL 1.3 1.2 1.4 0.0 0 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -17.6 -19.0 -16.2 -13.0 -13 GBP 1.6 1.4 1.8 2.0 2 GOLD_micro 1.7 1.3 2.1 0.0 0 HEATOIL -0.1 -0.2 -0.1 0.0 0 JGB-SGX-mini -8.0 -9.8 -6.3 0.0 0 JPY -0.6 -0.7 -0.4 0.0 0 LEANHOG 9.1 8.7 9.6 7.0 7 LIVECOW 1.3 1.2 1.5 0.0 0 LUMBER-new -1.7 -2.0 -1.4 0.0 0 MXP 31.2 28.2 34.3 24.0 24 NASDAQ_micro -0.7 -0.9 -0.5 0.0 0 NIKKEI 20.9 19.7 22.1 19.0 19 NZD 1.1 0.9 1.3 0.0 0 OAT 1.3 1.1 1.5 3.0 3 OATIES -5.4 -5.8 -5.1 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.0 -0.0 0.1 0.0 0 PLAT 0.4 0.3 0.5 1.0 1 REDWHEAT -1.5 -1.6 -1.4 -1.0 -1 RICE -2.8 -3.0 -2.6 -3.0 -3 ROBUSTA 0.3 0.2 0.3 1.0 1 RUSSELL 5.4 4.6 6.3 0.0 0 SHATZ -1.5 -1.9 -1.1 NaN 0 SILVER-mini 1.4 1.4 1.5 2.0 2 SMI 1.4 1.3 1.5 0.0 0 SOFR 9.1 7.7 10.5 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 0.2 -0.2 0.6 -3.0 -3 SUGAR11 -4.4 -4.6 -4.1 -4.0 -4 US10 0.4 0.3 0.5 0.0 0 US10U 0.3 0.3 0.4 0.0 0 US2 0.3 0.1 0.5 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.1 0.1 0.1 1.0 1 US5 0.6 0.5 0.8 4.0 4 VIX -29.8 -31.4 -28.1 -19.0 -19 WHEAT -1.5 -1.6 -1.4 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.2 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.0 0.1 1.9 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.0 -0.1 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.5 0.0 0.1 0.0 0.3 0.1 0.3 0.1 0.2 0.5 -0.1 0.7 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.0 0.0 0.1 -0.1 0.3 -0.1 -0.2 -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 0.0 -0.0 0.1 -0.0 0.0 -0.7 -0.1 0.0 -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 0.1 0.2 0.4 0.1 0.5 0.0 0.1 0.2 0.2 0.2 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 0.1 -0.2 -0.1 0.3 0.7 0.7 0.7 0.7 BUND 0.2 -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 0.7 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 0.1 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 0.0 -0.4 -0.0 -0.5 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.0 -0.1 -0.3 -0.4 -0.4 0.7 0.2 0.1 0.1 CAC -0.3 -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 -0.1 -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 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.1 2.3 -0.0 -0.1 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 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 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 0.2 -0.0 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.1 -0.5 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 0.0 0.3 0.0 -0.0 0.0 0.0 0.1 0.1 0.2 0.0 -1.1 -0.2 0.0 -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 0.2 0.3 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 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.5 -0.1 -2.1 -0.1 0.1 -0.2 -0.0 -0.6 -0.0 -1.0 0.5 0.6 0.6 0.6 -0.4 -0.7 -0.1 -0.7 CRUDE_W 0.1 -0.1 0.3 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 0.0 -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 -0.5 -0.4 -0.2 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 -0.1 0.0 -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 0.1 0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.1 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 -1.8 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 0.5 0.3 0.2 -0.7 -0.7 -0.7 -0.7 DX 0.0 0.5 -0.1 0.0 0.0 0.1 0.1 0.1 0.0 -0.1 -0.3 -0.1 -0.4 -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 -0.2 -0.0 0.8 -0.5 -0.4 0.0 -0.4 0.7 0.4 0.7 0.5 EUR -0.0 -0.4 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.3 0.0 0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 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 -0.2 -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 0.0 0.2 0.1 0.3 0.1 0.0 0.2 0.2 0.3 0.2 0.0 0.0 0.1 0.1 0.1 0.9 0.0 0.0 0.0 0.1 0.1 0.0 0.8 -0.1 0.1 -0.0 0.0 0.7 0.7 0.7 0.7 EUROSTX -0.2 -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 -0.0 0.3 -0.0 -0.9 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.4 -0.4 -0.4 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW 0.1 0.2 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 0.0 0.6 0.1 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 0.0 0.9 0.2 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 0.1 0.1 0.1 -0.0 0.1 0.0 0.4 0.2 0.3 0.3 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.3 0.1 0.3 0.2 0.2 0.6 0.2 0.4 0.2 GASOLINE 0.2 0.0 0.2 0.0 0.0 0.1 0.0 0.0 0.0 -0.0 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 -0.0 0.0 -0.0 1.1 -0.5 -0.3 -0.1 -0.3 0.7 0.6 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 -0.1 -0.5 0.1 -0.4 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.0 -0.4 -0.1 2.7 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 -1.1 -0.0 -0.2 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.0 -0.2 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.1 0.6 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.5 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 -0.2 -0.1 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 0.7 0.2 0.2 -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 -0.5 0.1 -0.6 -0.0 HEATOIL 0.2 -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 0.1 0.1 0.1 -2.7 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.5 -0.4 -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 0.1 -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 -0.2 -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 -0.2 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 -0.0 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 0.1 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 -0.0 -0.0 0.1 -0.0 -0.0 -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 -0.1 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 0.2 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 0.5 -0.6 -0.4 0.3 0.8 0.8 0.8 0.8 MXP -0.0 -0.2 0.6 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.4 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 0.3 NASDAQ_micro -0.2 -0.3 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 0.3 -0.2 0.3 0.4 -0.7 -0.5 -0.7 -0.7 NIKKEI -0.1 0.5 0.6 0.1 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 0.2 0.4 0.2 -1.7 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 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 0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 -0.0 1.3 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.5 -0.3 -0.3 0.7 0.4 0.7 0.7 OAT -0.1 -0.2 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 0.1 -0.1 -0.0 -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 0.1 -0.3 -0.2 -0.2 0.7 0.7 0.7 0.7 OATIES -0.4 -0.6 -0.2 -0.1 -0.0 -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 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.5 0.3 -0.4 0.3 -0.7 -0.3 -0.7 -0.2 OJ -0.1 -0.3 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 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.8 0.4 0.4 0.2 0.2 -0.6 -0.3 -0.5 -0.2 PALLAD -0.1 -0.4 0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.0 2.4 0.0 0.0 0.1 0.0 0.1 -0.0 0.3 0.1 -0.2 -0.3 -0.1 -0.6 -0.7 -0.7 -0.7 PLAT 0.0 -0.4 0.6 0.0 0.0 0.1 0.0 0.2 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 0.2 -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 -0.1 -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 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.5 -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 -0.3 -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 0.4 -0.2 -0.1 -0.0 -0.7 -0.3 -0.5 -0.3 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -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 0.1 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 0.0 0.3 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.2 0.2 1.0 0.1 0.0 0.1 0.0 0.0 0.1 0.0 0.1 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 0.1 -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 -0.4 -0.2 -0.4 -0.3 0.7 0.5 0.7 0.6 SILVER-mini 0.6 0.2 0.6 0.1 0.0 0.3 0.1 0.3 0.1 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 -1.5 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 0.3 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 0.0 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 0.1 1.1 0.0 0.0 0.0 0.0 0.0 0.1 0.7 0.1 0.6 0.3 -0.5 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 0.1 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 0.2 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.2 0.2 0.2 -0.1 -0.0 -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 -0.2 0.0 -0.2 0.0 -0.0 0.1 0.0 -0.1 0.0 -0.7 0.5 0.6 0.6 0.6 -0.3 -0.0 -0.2 0.2 SOYMEAL -0.1 0.3 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 0.0 -0.1 0.0 -0.4 0.0 -1.1 0.5 0.6 0.6 0.2 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -0.6 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 0.2 0.2 0.1 0.6 -0.6 -0.3 -0.7 -0.3 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 0.0 0.0 0.1 -0.0 0.0 0.4 0.2 0.1 -0.7 -0.6 -0.7 -0.7 SP500_micro -0.1 0.0 0.6 0.1 0.0 0.1 0.0 0.1 0.0 0.2 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 0.1 0.2 0.1 -0.3 0.3 0.2 0.5 0.6 -0.7 -0.5 -0.7 -0.7 SUGAR11 -0.2 -0.0 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.1 -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 0.4 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 0.6 0.4 -0.2 -0.6 -0.7 -0.7 US10U 0.4 0.4 0.3 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 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 0.5 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 0.0 0.0 0.1 -1.1 0.1 0.2 0.3 0.2 -0.1 -0.3 -0.6 -0.5 US20 0.3 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 0.2 -0.1 0.1 -0.8 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 0.5 0.4 0.4 0.2 0.7 0.3 -0.4 -0.2 US30 0.2 0.3 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.1 0.1 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 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 0.4 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 -0.1 -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 0.1 0.1 -0.6 0.2 0.5 0.5 0.3 -0.3 -0.4 -0.7 -0.6 VIX -0.4 -0.6 -0.5 -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 -0.2 -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 -0.5 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 1.5 -0.1 -0.0 -0.1 -0.0 -0.2 -0.1 -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 5.4 -3.2 6.3 4.6 9.3 4.6 11.0 4.1 7.6 18.3 17.0 19.5 1.6 10.3 8.2 -1.6 -1.5 -1.7 -1.6 6.1 5.5 17.2 1.6 10.6 14.5 5.4 12.8 2.9 12.4 -0.9 8.9 2.2 1.1 -3.5 1.6 1.6 20.0 20.0 20.0 20.0 BITCOIN -18.2 -15.4 1.0 7.1 5.5 9.6 4.9 8.4 4.7 19.0 16.9 -9.0 20.0 -12.4 0.4 -8.0 -7.5 -7.9 -7.6 0.2 13.9 -3.5 20.0 -9.0 -20.0 -1.4 0.7 5.0 -5.9 8.9 -7.4 -2.8 -20.0 -20.0 -20.0 -20.0 12.7 -2.1 -9.7 -6.8 BOBL 6.8 -2.6 -2.7 1.2 10.1 -0.5 8.1 -2.1 3.9 8.8 3.4 9.0 -0.7 -1.0 -5.8 7.5 -5.1 -4.6 -4.8 -0.8 -1.7 6.9 -1.8 3.0 2.3 -0.7 5.5 -1.5 5.5 -1.2 2.4 -12.9 -6.2 1.5 -4.1 -4.4 20.0 20.0 20.0 20.0 BTP -1.7 -3.9 -0.9 1.5 13.2 -0.6 10.6 -2.8 5.2 17.1 14.6 12.7 12.9 4.1 7.0 11.4 9.4 12.3 11.1 1.8 4.6 11.8 7.6 3.7 -20.0 1.4 14.8 3.7 9.8 6.2 3.0 12.7 3.0 -6.3 -2.1 7.9 20.0 20.0 20.0 20.0 BUND 5.8 -0.6 0.2 1.1 10.0 -0.5 8.0 -2.1 3.9 11.9 -1.0 10.1 -6.2 0.5 -5.6 4.5 7.0 10.3 10.0 -1.3 -3.6 9.0 -5.4 3.2 -1.1 -1.0 9.0 -2.3 7.1 -2.7 2.5 9.9 -1.2 -0.4 -2.9 -3.3 20.0 19.7 20.0 20.0 BUXL 0.9 -3.3 -4.2 1.2 10.3 -0.5 8.2 -2.2 4.0 12.6 -14.2 5.8 -13.9 -6.5 -11.6 3.0 2.3 3.2 3.1 -9.4 -12.2 4.7 -13.9 -3.8 -3.6 -4.4 5.5 -5.1 2.5 -4.8 -1.8 0.0 -4.4 -10.6 -12.3 -11.8 20.0 6.8 2.7 2.1 CAC -8.2 -3.6 -0.1 5.0 3.2 4.4 3.6 3.5 3.9 11.0 10.1 -10.5 7.5 -3.3 0.4 0.8 -0.7 -0.8 -0.5 -1.3 2.1 -3.7 3.3 -5.2 0.0 -2.5 2.3 -2.6 -2.1 -2.7 -3.6 8.3 -5.7 -14.6 -14.7 -20.0 20.0 20.0 20.0 14.6 CAD -2.7 -12.8 2.1 5.2 10.7 5.3 12.7 4.7 8.7 -20.0 9.9 -5.6 1.0 -14.3 -12.9 -7.3 -6.7 -7.4 -7.1 -7.4 0.4 -9.7 0.3 -9.5 17.6 -1.0 -7.6 3.7 -3.0 2.2 -2.7 -7.1 -20.0 -20.0 -16.8 -3.8 -20.0 -20.0 -20.0 -20.0 CANOLA -14.8 -20.0 -5.3 -2.5 -2.3 -1.8 -3.7 -1.3 -3.3 -0.7 1.6 -6.5 2.8 -8.1 -7.5 -13.6 -5.9 -6.8 -4.2 -8.5 -1.9 -7.0 1.7 -10.8 1.5 -2.7 -0.1 -0.9 -2.2 0.2 -3.3 -4.0 7.1 -1.4 -3.9 1.4 20.0 19.6 20.0 20.0 CHF 2.2 -14.4 8.5 3.0 6.2 3.1 7.3 2.7 5.0 1.9 10.4 5.7 9.3 -1.1 3.6 -15.3 -15.4 -15.2 -14.9 3.3 8.9 5.1 10.4 2.8 -0.3 3.1 2.7 5.0 5.2 5.3 4.0 -20.0 -7.1 1.3 -4.9 2.5 -20.0 -20.0 -20.0 -20.0 COCOA -15.3 0.8 -9.1 -2.3 -2.2 -1.7 -3.5 -1.3 -3.1 -3.3 -4.0 -6.7 2.3 -1.9 -3.5 -0.7 15.6 9.4 12.7 -3.0 -0.9 -6.4 4.6 -5.4 -20.0 -0.6 -0.9 0.8 -2.3 4.7 -1.9 20.0 14.8 0.1 10.1 6.0 3.1 5.5 7.1 8.7 COFFEE 20.0 20.0 -17.1 -6.0 -5.7 -4.5 -9.0 -3.2 -7.9 13.3 3.4 19.3 10.5 20.0 14.4 12.6 8.4 10.4 9.2 20.0 15.8 20.0 15.8 20.0 -20.0 6.4 3.0 3.7 6.0 3.9 8.3 19.5 20.0 20.0 20.0 20.0 5.7 16.7 15.9 20.0 COPPER -2.4 -20.0 -8.3 2.0 1.5 2.7 1.4 2.3 1.3 1.8 -2.9 1.8 -0.8 -6.0 -5.8 -4.0 -5.3 -4.4 -5.0 -5.0 -2.5 -0.1 0.3 -3.5 -5.1 -0.7 0.2 0.4 -0.2 1.2 -1.0 1.0 -4.9 -3.9 -16.0 -6.7 9.7 6.4 9.7 7.3 CORN 17.7 0.7 -7.7 -4.2 -4.0 -3.1 -6.3 -2.3 -5.6 3.1 -10.7 10.5 -12.7 5.4 -6.2 -20.0 -19.1 -20.0 -20.0 -3.3 -9.0 6.0 -11.0 4.9 7.2 -0.6 -0.6 -3.3 3.1 -5.9 2.7 -20.0 20.0 20.0 13.0 9.9 -6.6 1.8 -2.9 4.8 COTTON2 -3.8 -0.8 1.2 -6.7 -6.3 -5.0 -10.0 -3.6 -8.8 -2.2 -20.0 -14.8 -20.0 -17.8 -19.1 -16.4 -12.8 -14.7 -13.9 -9.0 -12.3 -4.5 -20.0 -8.4 -15.9 -4.9 6.7 -8.2 -0.6 -15.4 -4.2 -18.6 20.0 20.0 17.0 18.7 -10.6 -20.0 -4.2 -20.0 CRUDE_W 1.8 -1.8 7.8 2.5 4.6 2.9 3.5 1.1 2.2 -1.6 -2.0 -4.8 -9.4 -12.2 -1.9 7.2 7.6 7.4 7.0 -1.3 -2.0 -1.3 -5.5 -2.2 1.5 -3.4 1.3 -2.2 -5.3 -3.7 -6.0 -2.0 -20.0 -14.7 -6.4 -10.4 20.0 10.1 -1.3 12.8 DAX -14.9 -13.9 -5.2 4.9 3.1 4.3 3.5 3.4 3.8 -9.3 16.0 -12.3 17.5 -9.4 2.3 -5.3 -6.4 -5.1 -5.2 -2.1 11.1 -13.9 20.0 -11.5 -10.7 -3.6 -5.9 1.5 -8.1 7.8 -7.3 -0.6 -20.0 -20.0 -20.0 -19.8 20.0 20.0 20.0 12.7 DOW 5.3 4.4 18.8 4.5 2.9 3.9 3.2 3.1 3.5 7.5 15.2 13.0 10.4 15.3 17.1 -8.3 -8.0 -7.6 -7.3 16.6 15.2 7.3 11.2 12.4 -13.4 6.0 1.7 4.0 4.4 2.6 6.0 -3.6 4.5 16.7 9.6 7.1 -20.0 -20.0 -20.0 -20.0 DX 0.7 14.1 -4.1 2.6 5.4 2.7 6.4 2.4 4.4 -9.8 -10.4 -6.4 -9.7 -3.7 -2.9 6.6 6.1 6.3 6.1 -2.8 -8.1 -2.6 -10.0 -1.4 -20.0 -1.0 -2.0 -3.5 -1.4 -4.2 -0.5 15.2 -20.0 -11.3 1.0 -13.7 20.0 11.3 20.0 14.3 EUR -1.5 -11.0 7.8 3.0 6.0 3.0 7.1 2.7 4.9 0.8 11.7 4.0 10.8 5.4 6.8 -7.2 -7.6 -7.7 -7.6 4.7 10.3 3.2 11.5 2.6 11.4 3.6 1.6 6.0 3.7 6.3 3.2 -8.1 -9.5 -5.9 -3.1 4.4 -20.0 -15.9 -20.0 -17.8 EURIBOR-ICE 7.5 -1.6 -3.7 1.0 8.4 -0.4 6.7 -1.8 3.3 5.5 7.9 8.0 9.4 4.8 1.7 12.4 9.7 13.3 12.4 2.3 2.6 6.4 5.1 4.7 6.5 1.7 3.6 1.1 5.4 2.6 4.0 14.4 -4.2 4.2 -0.2 0.3 20.0 20.0 20.0 20.0 EUROSTX -5.4 -2.8 -2.8 5.1 3.3 4.5 3.7 3.6 4.0 3.2 15.2 -7.9 14.5 2.9 6.1 -1.5 -0.5 -1.4 -0.9 1.7 6.2 -4.1 11.0 -2.9 -6.5 -1.6 -0.2 -0.9 -3.1 1.3 -3.0 8.2 -14.9 -13.4 -13.1 -20.0 20.0 20.0 20.0 12.4 FEEDCOW 3.1 7.0 10.6 -4.4 -4.2 -3.3 -6.7 -2.4 -5.9 -14.0 16.2 2.9 16.2 11.3 14.9 18.3 4.5 15.0 10.1 20.0 20.0 -6.6 20.0 16.7 -20.0 5.7 -4.2 6.7 -1.2 6.1 2.8 17.0 7.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 7.0 -0.5 16.1 2.2 4.1 2.6 3.1 1.0 2.0 12.4 3.8 12.7 -1.3 8.4 2.9 20.0 10.8 15.8 12.6 6.2 5.6 9.7 1.9 7.2 0.1 4.3 6.6 3.9 5.9 1.4 4.6 5.1 5.7 8.1 4.9 7.3 18.9 5.3 13.4 5.3 GASOLINE 5.3 0.8 7.4 2.5 4.7 3.0 3.6 1.2 2.3 -0.5 4.1 3.8 -2.2 -1.8 2.6 20.0 20.0 20.0 20.0 4.1 3.0 3.7 0.3 4.0 -20.0 -1.4 2.3 0.3 -4.4 0.4 -4.2 20.0 -20.0 -8.4 -3.2 -10.5 20.0 16.5 20.0 20.0 GAS_US_mini 5.3 -13.9 -18.8 2.7 5.0 3.2 3.8 1.2 2.4 -8.3 -18.4 11.2 -11.3 -13.2 -18.3 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 0.9 -13.2 -7.2 20.0 -5.9 -0.8 -5.9 1.2 -3.1 -1.7 -20.0 -1.1 -7.2 -20.0 -20.0 -4.4 -20.0 -20.0 -20.0 GBP 0.7 -7.3 -0.6 5.2 10.6 5.3 12.5 4.7 8.6 18.2 17.5 10.2 17.5 12.6 1.6 -0.4 -0.4 -0.6 -0.5 5.0 12.3 8.4 17.7 5.0 1.2 6.3 8.2 7.3 10.7 9.3 9.0 4.1 -9.3 -2.6 2.9 -0.5 9.3 -2.9 3.1 0.0 GOLD_micro 20.0 6.9 9.9 5.6 4.3 7.6 3.9 6.6 3.7 17.5 17.5 19.2 18.1 17.4 14.2 -11.8 -11.3 -10.9 -10.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.2 8.4 5.8 10.9 8.1 9.5 -8.5 20.0 20.0 20.0 -15.2 -13.6 1.8 -16.6 -1.5 HEATOIL 4.6 -3.2 16.3 2.5 4.6 3.0 3.6 1.2 2.2 3.5 8.7 8.0 1.3 -0.9 9.0 11.7 8.5 9.4 8.5 6.4 8.2 5.9 4.6 5.0 -20.0 0.4 0.7 4.3 -3.3 4.1 -3.4 0.6 -20.0 -10.8 -6.7 3.9 11.7 3.0 -9.9 -3.8 JGB-SGX-mini -1.6 -1.9 -3.2 0.7 5.9 -0.3 4.7 -1.2 2.3 4.1 -5.3 1.3 -5.7 -3.2 -5.8 20.0 15.6 20.0 17.5 -4.0 -5.0 3.6 -5.8 -1.0 -5.7 -1.8 2.9 -2.2 2.0 -2.8 -0.3 20.0 3.6 -8.4 -7.1 -6.6 -20.0 -20.0 -20.0 -20.0 JPY 1.8 -5.2 -9.0 3.2 6.5 3.2 7.6 2.8 5.3 3.4 -4.0 0.1 -4.2 1.1 -7.7 -10.1 -11.1 -10.2 -10.2 -5.8 -5.1 -0.2 -3.9 -2.9 20.0 -1.1 3.2 -1.8 3.4 -1.7 1.7 -13.3 -14.2 -7.4 -3.9 -15.5 -8.0 -9.2 -13.2 -8.2 LEANHOG 15.6 1.9 11.4 -7.0 -6.7 -5.2 -10.5 -3.8 -9.3 13.4 19.6 20.0 19.4 20.0 16.9 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.6 6.4 3.8 6.0 8.1 6.7 8.9 20.0 20.0 20.0 20.0 20.0 20.0 12.9 20.0 20.0 LIVECOW -1.3 -0.9 3.8 -4.4 -4.2 -3.2 -6.6 -2.4 -5.8 -11.1 15.6 0.2 15.7 9.4 13.9 1.4 18.3 15.0 19.4 20.0 20.0 -8.0 20.0 9.0 -20.0 5.3 -5.4 6.9 -2.4 7.0 1.9 20.0 7.8 20.0 20.0 20.0 20.0 12.1 20.0 17.3 LUMBER-new -20.0 -20.0 0.4 -3.1 -3.0 -2.3 -4.7 -1.7 -4.1 -8.8 -6.0 -10.2 -3.5 -10.8 -8.0 -20.0 -20.0 -20.0 -20.0 -15.5 -7.4 -17.2 -3.6 -20.0 NaN -2.9 -2.0 -1.0 -3.3 -0.1 -4.2 -20.0 16.3 -16.2 -10.9 8.9 20.0 20.0 20.0 20.0 MXP -1.4 -5.0 18.5 5.4 11.0 5.5 13.0 4.8 8.9 20.0 20.0 16.8 10.1 16.8 20.0 12.0 12.4 12.3 12.0 17.1 20.0 9.8 20.0 9.3 -20.0 9.5 8.5 13.0 7.6 10.7 7.2 20.0 -20.0 -11.2 7.1 20.0 8.0 8.3 1.6 10.4 NASDAQ_micro -7.6 -7.7 20.0 4.1 2.6 3.6 3.0 2.9 3.2 13.4 16.1 10.2 14.2 9.7 14.7 -9.2 -8.4 -8.8 -8.2 17.1 20.0 9.7 20.0 9.6 -20.0 5.4 3.9 5.8 3.9 5.1 3.8 -4.7 12.0 -6.7 8.1 13.5 -20.0 -15.3 -20.0 -20.0 NIKKEI -3.6 15.3 20.0 4.7 3.0 4.1 3.3 3.2 3.6 15.9 17.2 12.4 13.3 13.7 15.7 8.4 10.2 11.5 10.9 20.0 20.0 19.4 16.5 19.5 -12.9 6.2 5.9 4.8 4.7 2.1 4.9 20.0 20.0 6.1 20.0 20.0 6.7 20.0 20.0 20.0 NZD -1.9 -12.2 -0.8 3.6 7.3 3.7 8.7 3.2 6.0 13.8 6.0 6.4 -1.8 -5.7 -8.5 -3.4 -2.5 -3.4 -3.1 -4.6 -1.4 6.8 -0.5 -1.4 10.1 -1.0 9.0 -0.2 6.9 -0.7 1.7 0.0 -1.8 -16.1 -9.5 -7.7 20.0 13.3 20.0 20.0 OAT -2.7 -5.6 -2.3 1.0 9.2 -0.4 7.4 -1.9 3.6 12.2 0.5 5.9 -3.8 -3.3 -7.0 14.9 8.9 15.4 12.9 -4.8 -4.1 7.9 -3.8 -1.1 0.9 -2.6 8.4 -2.0 4.5 -1.3 -0.6 13.5 5.8 -9.3 -6.5 -5.6 20.0 20.0 20.0 20.0 OATIES -11.0 -20.0 -7.0 -5.8 -5.5 -4.3 -8.7 -3.1 -7.7 -18.9 -12.8 -20.0 -5.3 -20.0 -19.3 -20.0 -0.9 -10.8 -3.6 -20.0 -12.8 -19.9 -6.7 -20.0 -19.6 -6.6 -5.6 -4.3 -5.3 -2.6 -6.6 1.7 20.0 9.9 -13.6 9.7 -20.0 -7.8 -20.0 -6.9 OJ -1.7 -8.0 10.0 -2.0 -1.9 -1.5 -3.0 -1.1 -2.7 4.2 -4.2 -1.6 -4.3 -4.1 -1.1 1.9 7.4 3.4 4.7 -1.7 -3.2 0.8 -4.5 -1.7 -20.0 -0.6 2.5 -1.5 1.0 -1.7 -0.1 14.9 15.9 13.1 5.5 6.8 -17.0 -9.1 -13.9 -7.5 PALLAD -4.0 -12.0 13.8 3.3 2.5 4.4 2.3 3.9 2.2 8.8 2.9 6.1 2.0 -6.8 0.2 -2.8 -2.9 -2.9 -2.9 1.0 4.7 6.0 4.0 0.5 17.8 1.0 4.3 3.4 1.4 3.4 -0.4 5.1 2.2 -7.2 -8.7 -2.2 -18.9 -20.0 -20.0 -20.0 PLAT 0.3 -11.5 20.0 3.5 2.7 4.8 2.5 4.2 2.4 -1.8 8.6 3.2 7.2 -1.1 7.4 -3.3 -3.4 -2.6 -2.8 8.3 14.3 3.9 13.7 4.4 1.6 2.4 -0.1 5.6 -0.8 5.5 -0.4 4.7 -11.6 -7.1 -10.5 17.0 15.2 4.4 -7.5 -4.0 REDWHEAT -4.0 -8.5 -7.3 -6.4 -6.1 -4.8 -9.7 -3.5 -8.5 -12.0 -20.0 -16.6 -20.0 -20.0 -20.0 -20.0 -15.6 -19.6 -17.9 -20.0 -20.0 -12.0 -20.0 -18.0 6.3 -7.5 -2.4 -7.6 -3.3 -9.7 -6.5 -20.0 20.0 20.0 4.8 18.0 -20.0 -20.0 -20.0 -20.0 RICE -14.6 -3.9 -7.5 -2.4 -2.3 -1.8 -3.6 -1.3 -3.2 -7.7 -8.4 -8.3 -8.1 -8.0 -8.0 -17.4 -7.2 -16.3 -14.1 -10.7 -10.2 -10.7 -9.6 -11.3 -1.7 -3.0 -2.4 -3.1 -2.7 -3.5 -3.1 -14.4 14.8 -7.1 -3.6 -0.9 -20.0 -9.4 -15.8 -9.6 ROBUSTA 20.0 20.0 -20.0 -2.4 -2.3 -1.8 -3.7 -1.3 -3.2 -3.4 -2.8 2.0 -1.0 5.1 2.6 20.0 15.5 19.2 16.0 8.4 -1.2 2.8 -2.0 11.0 -20.0 1.5 0.1 -0.2 0.6 -0.3 2.0 20.0 4.3 20.0 20.0 -2.4 0.4 19.7 2.5 20.0 RUSSELL 11.2 9.8 20.0 4.1 2.6 3.6 3.0 2.9 3.2 4.6 12.9 13.2 4.7 14.9 15.8 -5.0 -5.4 -5.0 -5.0 18.9 13.9 11.0 6.1 17.2 7.8 5.7 1.0 3.5 3.8 1.2 5.7 0.5 3.6 18.0 15.7 11.9 -20.0 -18.4 -20.0 -20.0 SHATZ 2.1 -9.5 -8.5 1.1 9.7 -0.5 7.8 -2.0 3.8 -1.1 -1.6 -1.4 4.1 -10.4 -12.4 -20.0 -19.1 -20.0 -18.7 -6.5 -4.5 -1.4 -1.2 -4.1 5.1 -4.0 -1.3 -2.9 -0.8 -0.7 -2.5 -20.0 -17.1 -6.2 -13.6 -10.8 20.0 14.1 20.0 18.8 SILVER-mini 19.2 5.2 18.6 7.2 5.5 9.7 5.0 8.5 4.8 16.8 20.0 20.0 20.0 20.0 20.0 -6.4 -6.5 -6.6 -6.5 20.0 20.0 20.0 20.0 20.0 -10.9 9.1 2.3 9.2 6.7 7.7 8.5 -1.0 12.4 19.2 18.5 12.3 20.0 20.0 18.9 6.5 SMI 14.2 8.8 -3.7 4.9 3.1 4.3 3.5 3.4 3.8 3.0 5.4 10.7 5.1 14.1 8.5 -0.4 2.3 -0.1 1.0 8.8 3.3 9.4 3.9 12.8 8.5 3.9 0.7 0.2 4.6 0.0 6.0 12.4 3.6 18.7 9.2 -16.9 20.0 20.0 20.0 20.0 SOFR 11.6 9.3 13.1 1.5 13.4 -0.6 10.7 -2.8 5.2 10.3 19.6 16.8 10.5 18.7 19.1 7.6 4.7 7.3 6.3 20.0 18.1 19.4 13.1 20.0 -18.5 7.2 3.9 5.4 7.3 3.6 8.5 4.6 7.8 20.0 20.0 19.9 3.1 -11.8 -20.0 -20.0 SOYBEAN 6.1 4.8 5.8 -4.7 -4.5 -3.5 -7.0 -2.5 -6.2 -14.0 2.7 -9.5 -10.2 6.8 3.6 -13.1 -8.1 -14.4 -11.8 3.4 0.5 -3.5 -5.6 2.3 -1.2 4.6 -1.2 2.6 1.1 -1.8 3.9 -12.5 20.0 20.0 20.0 20.0 -8.7 -0.3 -5.5 6.5 SOYMEAL -1.6 10.8 -1.9 -5.3 -5.1 -4.0 -8.0 -2.9 -7.1 2.0 -14.1 -10.9 -17.8 1.0 -7.3 -16.8 -14.3 -17.7 -17.1 -6.9 -13.4 -4.2 -19.9 -4.7 -14.4 -0.4 2.5 -5.5 2.1 -10.0 2.0 -20.0 20.0 20.0 20.0 6.4 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.8 -18.4 8.7 -3.3 -3.2 -2.5 -5.0 -1.8 -4.4 -6.8 6.9 -10.2 7.6 -9.9 1.5 -5.3 -2.4 -3.2 -2.7 -2.0 5.3 -9.9 7.1 -8.3 -8.4 -0.8 -3.1 2.3 -4.5 2.4 -3.9 0.9 9.6 6.1 3.7 19.1 -19.2 -7.7 -20.0 -7.6 SP400 8.2 3.7 16.4 4.1 2.6 3.6 3.0 2.9 3.2 0.8 11.2 10.8 4.9 13.0 14.9 -5.9 -5.8 -5.7 -5.5 13.1 10.2 7.7 5.0 11.8 -2.5 5.2 -0.0 2.7 3.8 0.5 5.6 -0.5 1.2 11.3 6.6 2.0 -20.0 -18.7 -20.0 -20.0 SP500_micro -2.1 0.9 20.0 5.3 3.4 4.7 3.8 3.7 4.1 17.9 20.0 17.9 18.8 18.9 20.0 -9.9 -9.2 -9.3 -8.7 20.0 20.0 13.0 20.0 17.0 -20.0 7.4 4.3 6.3 5.2 4.6 6.2 -5.9 13.1 5.6 16.8 18.4 -20.0 -15.2 -20.0 -20.0 SUGAR11 -6.1 -0.9 -8.7 -5.3 -5.0 -3.9 -7.9 -2.8 -7.0 -5.3 -15.4 -11.4 -15.5 -11.1 -13.6 -11.7 6.9 -10.0 -3.3 -12.0 -14.4 -13.1 -15.0 -13.1 -20.0 -5.5 0.7 -6.7 -4.9 -6.4 -5.5 8.8 20.0 12.2 13.7 -2.3 -20.0 -20.0 -20.0 -20.0 US10 11.4 11.5 9.1 1.1 9.4 -0.4 7.5 -2.0 3.7 11.2 9.9 12.6 0.4 13.2 12.5 1.8 -1.0 1.1 0.4 11.4 7.4 16.3 2.9 14.9 -2.9 4.7 4.8 3.0 6.5 1.5 6.4 -5.1 15.1 16.0 17.3 11.1 -7.0 -17.7 -20.0 -20.0 US10U 11.2 12.2 7.9 1.6 13.9 -0.7 11.1 -2.9 5.4 17.9 8.8 19.1 -3.8 19.4 17.8 -3.8 -2.4 -2.6 -2.3 15.0 8.0 20.0 0.7 20.0 -8.5 6.7 9.3 3.7 11.3 1.3 10.0 -8.7 20.0 20.0 20.0 14.9 6.3 -12.0 -20.0 -20.0 US2 8.6 9.8 4.5 0.9 7.9 -0.4 6.3 -1.7 3.1 4.1 3.8 8.3 -2.6 9.9 7.2 -12.6 -16.9 -14.4 -14.7 6.0 3.4 8.2 0.6 8.4 15.2 3.5 2.1 2.2 4.3 1.3 4.8 -20.0 3.0 7.3 10.3 4.6 -3.2 -7.8 -16.9 -15.6 US20 8.3 11.9 6.5 1.0 8.6 -0.4 6.9 -1.8 3.3 10.9 -0.8 10.4 -6.9 9.7 8.9 4.5 2.3 4.1 3.4 6.3 1.7 16.9 -2.6 11.4 -6.1 3.7 7.4 1.5 7.8 -0.2 6.1 0.2 20.0 11.9 12.3 6.3 20.0 7.7 -13.2 -6.3 US30 6.8 10.6 4.8 1.2 10.6 -0.5 8.5 -2.2 4.1 13.4 -5.1 11.9 -11.2 9.5 7.6 -5.3 -2.9 -2.9 -2.6 4.5 -1.0 18.2 -6.2 10.8 -4.3 3.8 10.3 0.8 10.3 -1.6 7.3 -9.3 20.0 9.7 9.2 3.6 20.0 4.2 -7.8 -7.8 US5 10.8 10.0 8.7 1.1 9.8 -0.5 7.8 -2.1 3.8 8.3 11.5 12.3 1.6 13.4 12.3 -2.6 -4.3 -3.1 -3.2 11.3 8.2 13.2 4.1 13.8 2.3 4.9 3.4 3.4 5.8 2.2 6.3 -10.9 7.6 14.2 16.4 10.6 -7.6 -11.4 -20.0 -17.9 VIX -7.4 -12.1 -9.2 -7.3 -6.2 -2.5 -8.3 1.4 -8.8 -20.0 -11.6 -20.0 -5.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 -9.5 -16.1 -0.7 -19.4 NaN -8.5 -5.7 -2.9 -9.2 1.6 -10.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 1.3 -13.9 -7.7 -5.6 -5.3 -4.1 -8.3 -3.0 -7.4 -16.9 -19.9 -16.4 -20.0 -19.0 -19.7 -18.2 -18.0 -18.4 -18.2 -18.2 -19.0 -11.1 -20.0 -14.2 10.9 -5.5 -5.2 -4.8 -4.0 -6.2 -5.1 -20.0 20.0 20.0 0.3 18.4 -20.0 -16.6 -20.0 -17.9 End of report for caleb_strategy_v3