******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250911_204354 produced at 2025-09-11 21:39:07.167765 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.41 0.0 0.00 0.00 0.00 0.00 -8.21 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.32 0.0 999.00 -999.00 -0.20 -0.20 -30.85 999999999.0 -19 -19 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.97 24.0 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 -18.61 26.0 -13 -13 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -11.78 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.07 0.0 1.13 -1.13 -0.08 -0.08 -1.86 29.0 -2 -2 caleb_strategy_v3 CHF False False 0.09 0.00 -0.05 0.0 1.11 -1.11 0.00 0.00 -0.61 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 -5.58 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 -3.00 11.0 -4 -4 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.69 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.04 -4.42 18.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.04 -0.03 0.0 0.00 -0.04 -0.04 -0.04 -2.78 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.63 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.03 0.0 999.00 -999.00 -0.06 -0.06 -0.44 999999999.0 -1 -1 caleb_strategy_v3 DAX False True 0.01 -0.09 -0.02 0.0 0.00 -0.09 -0.09 -0.09 -1.14 58.0 -6 -6 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.39 9.0 -2 -2 caleb_strategy_v3 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 NASDAQ_micro False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.62 23.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.50 8.0 -1 -1 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.64 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.57 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 -0.33 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.10 4.0 0 0 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 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.25 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.27 10.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.02 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 0.40 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.06 -1.06 0.00 0.00 0.00 26.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 -0.00 0.0 1.11 -1.11 0.00 0.00 -0.03 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.19 0.00 0.0 0.82 -0.82 -0.19 -0.11 0.04 66.0 -15 -9 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.34 999999999.0 0 0 caleb_strategy_v3 SP400 False True 0.18 0.36 0.01 0.0 0.36 0.00 0.36 0.36 0.04 2.0 2 2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.56 -0.56 0.00 0.00 0.27 23.0 0 0 caleb_strategy_v3 US30 False False 0.07 0.07 0.01 0.0 0.39 -0.39 0.07 0.07 0.12 6.0 1 1 caleb_strategy_v3 SP500_micro False True 0.02 -0.04 0.01 0.0 0.00 -0.04 -0.04 -0.04 0.50 48.0 -2 -2 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 0.08 0.02 0.0 0.46 -0.46 0.08 0.08 0.24 6.0 1 1 caleb_strategy_v3 EUROSTX False True 0.03 0.14 0.02 0.0 0.14 0.00 0.14 0.14 0.63 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 0.32 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 0.38 13.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.03 0.0 1.04 -1.04 0.00 0.00 0.46 17.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.53 12.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.03 0.0 1.41 -1.41 0.00 0.00 0.43 19.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.08 0.04 0.0 1.09 -1.09 0.08 0.06 1.83 56.0 4 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.44 -0.44 0.00 0.00 5.77 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 0.67 25.0 4 4 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.14 -0.14 0.00 0.00 1.14 4.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.68 -0.68 0.00 0.00 1.24 21.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.36 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.85 -0.85 0.00 0.00 1.38 17.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.08 0.0 999.00 -999.00 0.11 0.11 1.49 999999999.0 2 2 caleb_strategy_v3 GBP False False 0.05 0.14 0.08 0.0 1.00 -1.00 0.14 0.14 1.69 22.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.09 0.28 0.08 0.0 0.74 -0.74 0.28 0.28 0.82 8.0 3 3 caleb_strategy_v3 BTP False False 0.08 0.00 0.10 0.0 0.76 -0.76 0.00 0.00 1.39 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.33 9.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.31 0.11 0.0 0.77 -0.77 0.31 0.31 1.41 10.0 4 4 caleb_strategy_v3 AUD False False 0.04 0.00 0.11 0.0 0.68 -0.68 0.00 0.00 3.16 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.17 0.0 0.25 -0.25 0.13 0.13 9.05 13.0 7 7 caleb_strategy_v3 NIKKEI False False 0.02 0.34 0.34 0.0 0.58 -0.58 0.34 0.34 20.74 36.0 21 21 caleb_strategy_v3 MXP False False 0.01 0.35 0.48 0.0 0.86 -0.86 0.35 0.35 33.45 60.0 24 24 caleb_strategy_v3 SOFR False True 0.13 0.00 1.20 0.0 0.00 0.00 0.00 0.00 9.22 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.75 0.0 1.53 -1.53 0.00 0.00 11.38 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 21.5 Shocked risk 65.8 Sum abs risk 55.0 Leverage 6.75 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1863228.44, 'annual_cash_vol_target': 465807.11, 'daily_cash_vol_target': 29112.944375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6670 0.5510 8.8153 BITCOIN 2074.4544 114620.0000 1.8099 28.9577 BOBL 0.2037 118.0500 0.1726 2.7613 BTP 0.4777 120.5000 0.3964 6.3423 BUND 0.4192 129.1300 0.3246 5.1941 BUXL 0.9943 115.3400 0.8620 13.7924 CAC 60.9246 7844.5000 0.7767 12.4265 CAD 0.0025 0.7260 0.3448 5.5172 CANOLA 8.6785 644.1000 1.3474 21.5581 CHF 0.0059 1.2704 0.4634 7.4146 COCOA 164.8897 7584.0000 2.1742 34.7869 COFFEE 5.7113 384.5000 1.4854 23.7660 COPPER 0.0965 4.6580 2.0725 33.1600 CORN 4.8367 419.7500 1.1523 18.4364 COTTON2 0.7027 66.7400 1.0529 16.8469 CRUDE_W 1.0047 61.7700 1.6265 26.0246 DAX 169.3523 23749.0000 0.7131 11.4095 DOW 284.0147 46445.0000 0.6115 9.7841 DX 0.3992 97.1200 0.4110 6.5765 EUR 0.0056 1.1800 0.4707 7.5317 EURIBOR-ICE 0.0359 97.8700 0.0367 0.5864 EUROSTX 41.6692 5401.0000 0.7715 12.3442 FEEDCOW 3.1555 344.8000 0.9152 14.6425 GASOIL 11.2655 655.0000 1.7199 27.5188 GASOLINE 0.0303 1.8694 1.6214 25.9430 GAS_US_mini 0.0924 3.2100 2.8794 46.0704 GBP 0.0059 1.3583 0.4342 6.9480 GOLD_micro 23.1423 3643.1000 0.6352 10.1638 HEATOIL 0.0349 2.2545 1.5470 24.7528 JGB-SGX-mini 0.2609 136.8800 0.1906 3.0496 JPY 0.0000 0.0069 0.5618 8.9880 LEANHOG 0.9793 89.2000 1.0978 17.5656 LIVECOW 2.0871 234.2500 0.8910 14.2554 LUMBER-new 9.1431 571.0000 1.6012 25.6200 MXP 0.0003 0.0536 0.5305 8.4880 NASDAQ_micro 163.7186 24032.7500 0.6812 10.8997 NIKKEI 400.6986 44550.0000 0.8994 14.3910 NZD 0.0036 0.5992 0.5968 9.5483 OAT 0.4346 122.1800 0.3557 5.6918 OATIES 4.3702 318.5000 1.3721 21.9538 OJ 7.6766 240.6000 3.1906 51.0497 PALLAD 26.3198 1229.5000 2.1407 34.2511 PLAT 22.6733 1395.1000 1.6252 26.0033 REDWHEAT 7.4602 530.2500 1.4069 22.5106 RICE 0.1679 11.6500 1.4413 23.0604 ROBUSTA 89.9079 4525.0000 1.9869 31.7906 RUSSELL 23.6918 2415.7000 0.9807 15.6919 SHATZ 0.0607 107.0300 0.0567 0.9068 SILVER-mini 0.4477 42.3375 1.0574 16.9190 SMI 80.7527 12297.0000 0.6567 10.5070 SOFR 0.0495 96.9700 0.0511 0.8172 SOYBEAN 9.3369 1075.7500 0.8679 13.8871 SOYMEAL 3.2480 290.8000 1.1169 17.8709 SOYOIL 0.7803 51.9100 1.5032 24.0507 SP400 27.4560 3309.9000 0.8295 13.2722 SP500_micro 35.8801 6592.7500 0.5442 8.7078 SUGAR11 0.2176 16.4700 1.3214 21.1429 US10 0.3420 113.6875 0.3009 4.8138 US10U 0.4444 116.3750 0.3819 6.1102 US2 0.0945 104.4336 0.0905 1.4472 US20 0.7123 118.0625 0.6033 9.6529 US30 1.0338 121.8438 0.8484 13.5749 US5 0.2195 109.9141 0.1997 3.1954 VIX 0.4343 19.3500 2.2445 35.9114 WHEAT 6.8940 521.2500 1.3226 21.1615 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 667.05 0.55 367.51 1.00 367.51 29112.94 79.22 15.36 121.70 BITCOIN 114.62 1.81 207.45 1.00 207.45 29112.94 140.34 -7.74 -108.59 BOBL 1180.50 0.17 203.73 1.17 238.57 29112.94 122.03 3.45 42.07 BTP 1205.00 0.40 477.66 1.17 559.32 29112.94 52.05 7.81 40.64 BUND 1291.30 0.32 419.20 1.17 490.87 29112.94 59.31 6.65 39.43 BUXL 1153.40 0.86 994.26 1.17 1164.25 29112.94 25.01 -3.95 -9.87 CAC 784.45 0.78 609.25 1.17 713.41 29112.94 40.81 3.77 15.37 CAD 725.95 0.34 250.33 1.00 250.33 29112.94 116.30 -6.17 -71.73 CANOLA 128.82 1.35 173.57 0.72 125.39 29112.94 232.18 0.71 16.51 CHF 1588.06 0.46 735.93 1.00 735.93 29112.94 39.56 -5.94 -23.51 COCOA 758.40 2.17 1648.90 1.00 1648.90 29112.94 17.66 0.04 0.06 COFFEE 1441.88 1.49 2141.72 1.00 2141.72 29112.94 13.59 13.02 17.70 COPPER 1164.50 2.07 2413.42 1.00 2413.42 29112.94 12.06 -3.38 -4.08 CORN 209.88 1.15 241.83 1.00 241.83 29112.94 120.38 -1.96 -23.56 COTTON2 333.70 1.05 351.36 1.00 351.36 29112.94 82.86 -14.87 -123.18 CRUDE_W 617.70 1.63 1004.71 1.00 1004.71 29112.94 28.98 -1.04 -3.01 DAX 237.49 0.71 169.35 1.17 198.31 29112.94 146.81 -2.28 -33.49 DOW 232.22 0.61 142.01 1.00 142.01 29112.94 205.01 0.09 1.81 DX 971.20 0.41 399.19 1.00 399.19 29112.94 72.93 -3.62 -26.43 EUR 1475.06 0.47 694.35 1.00 694.35 29112.94 41.93 -0.28 -1.17 EURIBOR-ICE 2446.75 0.04 89.67 1.17 105.01 29112.94 277.25 12.02 333.25 EUROSTX 540.10 0.77 416.69 1.17 487.93 29112.94 59.67 3.11 18.58 FEEDCOW 1724.00 0.92 1577.73 1.00 1577.73 29112.94 18.45 13.36 24.66 GASOIL 655.00 1.72 1126.55 1.00 1126.55 29112.94 25.84 10.19 26.33 GASOLINE 785.15 1.62 1273.07 1.00 1273.07 29112.94 22.87 3.42 7.82 GAS_US_mini 80.25 2.88 231.07 1.00 231.07 29112.94 125.99 -13.62 -171.59 GBP 848.94 0.43 368.65 1.00 368.65 29112.94 78.97 8.23 65.03 GOLD_micro 364.31 0.64 231.42 1.00 231.42 29112.94 125.80 4.26 53.54 HEATOIL 946.89 1.55 1464.88 1.00 1464.88 29112.94 19.87 -2.87 -5.70 JGB-SGX-mini 136880.00 0.19 26089.06 0.01 176.94 29112.94 164.53 -4.60 -75.70 JPY 857.25 0.56 481.56 1.00 481.56 29112.94 60.46 -4.02 -24.30 LEANHOG 356.80 1.10 391.71 1.00 391.71 29112.94 74.32 20.00 148.64 LIVECOW 937.00 0.89 834.83 1.00 834.83 29112.94 34.87 11.95 41.68 LUMBER-new 157.02 1.60 251.44 1.00 251.44 29112.94 115.79 -5.80 -67.20 MXP 267.90 0.53 142.12 1.00 142.12 29112.94 204.85 11.11 227.59 NASDAQ_micro 480.66 0.68 327.44 1.00 327.44 29112.94 88.91 -3.02 -26.82 NIKKEI 44550.00 0.90 40069.86 0.01 271.77 29112.94 107.13 17.85 191.22 NZD 599.25 0.60 357.61 1.00 357.61 29112.94 81.41 5.87 47.76 OAT 1221.80 0.36 434.64 1.17 508.95 29112.94 57.20 7.21 41.25 OATIES 159.25 1.37 218.51 1.00 218.51 29112.94 133.23 -17.20 -229.11 OJ 360.90 3.19 1151.49 1.00 1151.49 29112.94 25.28 -5.33 -13.47 PALLAD 1229.50 2.14 2631.98 1.00 2631.98 29112.94 11.06 1.33 1.47 PLAT 697.55 1.63 1133.66 1.00 1133.66 29112.94 25.68 4.64 11.91 REDWHEAT 265.12 1.41 373.01 1.00 373.01 29112.94 78.05 -14.51 -113.29 RICE 233.00 1.44 335.82 1.00 335.82 29112.94 86.69 -13.17 -114.21 ROBUSTA 452.50 1.99 899.08 1.00 899.08 29112.94 32.38 6.16 19.96 RUSSELL 120.78 0.98 118.46 1.00 118.46 29112.94 245.76 7.07 173.80 SHATZ 1070.30 0.06 60.66 1.17 71.03 29112.94 409.88 -4.73 -193.87 SILVER-mini 1058.44 1.06 1119.23 1.00 1119.23 29112.94 26.01 16.80 43.70 SMI 1229.70 0.66 807.53 1.25 1013.41 29112.94 28.73 13.52 38.83 SOFR 2424.25 0.05 123.83 1.00 123.83 29112.94 235.11 6.44 151.49 SOYBEAN 537.88 0.87 466.84 1.00 466.84 29112.94 62.36 0.31 1.90 SOYMEAL 290.80 1.12 324.80 1.00 324.80 29112.94 89.63 -14.51 -130.06 SOYOIL 311.46 1.50 468.18 1.00 468.18 29112.94 62.18 -4.65 -28.94 SP400 3309.90 0.83 2745.60 1.00 2745.60 29112.94 10.60 1.16 1.23 SP500_micro 329.64 0.54 179.40 1.00 179.40 29112.94 162.28 1.33 21.61 SUGAR11 184.46 1.32 243.76 1.00 243.76 29112.94 119.43 -15.20 -181.51 US10 1136.88 0.30 342.04 1.00 342.04 29112.94 85.11 4.22 35.89 US10U 1163.75 0.38 444.42 1.00 444.42 29112.94 65.51 4.63 30.32 US2 2088.67 0.09 188.92 1.00 188.92 29112.94 154.10 1.87 28.75 US20 1180.62 0.60 712.28 1.00 712.28 29112.94 40.87 6.24 25.51 US30 1218.44 0.85 1033.76 1.00 1033.76 29112.94 28.16 3.28 9.24 US5 1099.14 0.20 219.51 1.00 219.51 29112.94 132.62 4.01 53.17 VIX 193.50 2.24 434.30 1.00 434.30 29112.94 67.03 -18.62 -124.78 WHEAT 260.62 1.32 344.70 1.00 344.70 29112.94 84.46 -12.40 -104.73 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 121.703 0.010 2.5 3.162 BITCOIN -108.591 0.043 2.5 -11.776 BOBL 42.070 0.004 2.5 0.427 BTP 40.641 0.014 2.5 1.388 BUND 39.430 0.004 2.5 0.400 BUXL -9.868 0.004 2.5 -0.100 CAC 15.375 0.014 2.5 0.525 CAD -71.728 0.010 2.5 -1.864 CANOLA 16.512 0.010 2.5 0.402 CHF -23.509 0.010 2.5 -0.611 COCOA 0.063 0.010 2.5 0.002 COFFEE 17.696 0.005 2.5 0.235 COPPER -4.080 0.043 2.5 -0.442 CORN -23.561 0.010 2.5 -0.574 COTTON2 -123.180 0.010 2.5 -3.001 CRUDE_W -3.008 0.043 2.5 -0.326 DAX -33.488 0.014 2.5 -1.144 DOW 1.812 0.009 2.5 0.042 DX -26.432 0.010 2.5 -0.687 EUR -1.174 0.010 2.5 -0.031 EURIBOR-ICE 333.252 0.014 2.5 11.383 EUROSTX 18.581 0.014 2.5 0.635 FEEDCOW 24.659 0.013 2.5 0.818 GASOIL 26.327 0.017 2.5 1.143 GASOLINE 7.819 0.017 2.5 0.339 GAS_US_mini -171.591 0.043 2.5 -18.607 GBP 65.031 0.010 2.5 1.690 GOLD_micro 53.537 0.014 2.5 1.829 HEATOIL -5.699 0.017 2.5 -0.247 JGB-SGX-mini -75.697 0.043 2.5 -8.209 JPY -24.301 0.010 2.5 -0.631 LEANHOG 148.644 0.024 2.5 9.046 LIVECOW 41.683 0.013 2.5 1.383 LUMBER-new -67.196 0.010 2.5 -1.637 MXP 227.590 0.059 2.5 33.451 NASDAQ_micro -26.820 0.009 2.5 -0.624 NIKKEI 191.221 0.043 2.5 20.736 NZD 47.757 0.010 2.5 1.241 OAT 41.248 0.014 2.5 1.409 OATIES -229.114 0.010 2.5 -5.582 OJ -13.467 0.010 2.5 -0.328 PALLAD 1.471 0.014 2.5 0.050 PLAT 11.913 0.014 2.5 0.407 REDWHEAT -113.286 0.005 2.5 -1.505 RICE -114.211 0.010 2.5 -2.783 ROBUSTA 19.957 0.005 2.5 0.265 RUSSELL 173.799 0.013 2.5 5.767 SHATZ -193.870 0.004 2.5 -1.969 SILVER-mini 43.695 0.014 2.5 1.492 SMI 38.834 0.014 2.5 1.326 SOFR 151.493 0.024 2.5 9.220 SOYBEAN 1.904 0.004 2.5 0.018 SOYMEAL -130.061 0.004 2.5 -1.211 SOYOIL -28.937 0.004 2.5 -0.270 SP400 1.226 0.013 2.5 0.041 SP500_micro 21.606 0.009 2.5 0.503 SUGAR11 -181.507 0.010 2.5 -4.422 US10 35.892 0.005 2.5 0.455 US10U 30.321 0.005 2.5 0.385 US2 28.750 0.005 2.5 0.365 US20 25.514 0.005 2.5 0.324 US30 9.235 0.005 2.5 0.117 US5 53.166 0.005 2.5 0.675 VIX -124.783 0.099 2.5 -30.845 WHEAT -104.727 0.005 2.5 -1.391 ===================== Position diags ===================== AUD 2.06 BITCOIN 15.22 BOBL 1.24 BTP 1.78 BUND 0.60 BUXL 0.25 CAC 1.39 CAD 3.02 CANOLA 5.66 CHF 1.03 COCOA 0.43 COFFEE 0.18 COPPER 1.31 CORN 2.93 COTTON2 2.02 CRUDE_W 3.14 DAX 5.01 DOW 4.77 DX 1.89 EUR 1.09 EURIBOR-ICE 9.47 EUROSTX 2.04 FEEDCOW 0.61 GASOIL 1.12 GASOLINE 0.99 GAS_US_mini 13.66 GBP 2.05 GOLD_micro 4.30 HEATOIL 0.86 JGB-SGX-mini 17.84 JPY 1.57 LEANHOG 4.52 LIVECOW 1.16 LUMBER-new 2.82 MXP 30.11 NASDAQ_micro 2.07 NIKKEI 11.62 NZD 2.12 OAT 1.95 OATIES 3.25 OJ 0.62 PALLAD 0.38 PLAT 0.88 REDWHEAT 1.04 RICE 2.11 ROBUSTA 0.43 RUSSELL 8.16 SHATZ 4.16 SILVER-mini 0.89 SMI 0.98 SOFR 14.31 SOYBEAN 0.58 SOYMEAL 0.83 SOYOIL 0.58 SP400 0.35 SP500_micro 3.78 SUGAR11 2.91 US10 1.08 US10U 0.83 US2 1.96 US20 0.52 US30 0.36 US5 1.68 VIX 16.57 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.4 0.0 0 BITCOIN -11.8 -13.3 -10.3 0.0 0 BOBL 0.4 0.3 0.6 0.0 0 BTP 1.4 1.2 1.6 0.0 0 BUND 0.4 0.3 0.5 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.5 0.4 0.7 0.0 0 CAD -1.9 -2.2 -1.6 -2.0 -2 CANOLA 0.4 -0.2 1.0 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA 0.0 -0.0 0.0 0.0 0 COFFEE 0.2 0.2 0.3 1.0 1 COPPER -0.4 -0.6 -0.3 -1.0 -1 CORN -0.6 -0.9 -0.3 -3.0 -3 COTTON2 -3.0 -3.2 -2.8 -4.0 -4 CRUDE_W -0.3 -0.6 -0.0 0.0 0 DAX -1.1 -1.6 -0.6 -6.0 -6 DOW 0.0 -0.4 0.5 -15.0 -15 DX -0.7 -0.9 -0.5 0.0 0 EUR -0.0 -0.1 0.1 0.0 0 EURIBOR-ICE 11.4 10.4 12.3 0.0 0 EUROSTX 0.6 0.4 0.8 4.0 4 FEEDCOW 0.8 0.8 0.9 3.0 3 GASOIL 1.1 1.0 1.3 0.0 0 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini -18.6 -20.0 -17.2 -13.0 -13 GBP 1.7 1.5 1.9 3.0 3 GOLD_micro 1.8 1.4 2.3 4.0 4 HEATOIL -0.2 -0.3 -0.2 0.0 0 JGB-SGX-mini -8.2 -10.0 -6.4 0.0 0 JPY -0.6 -0.8 -0.5 0.0 0 LEANHOG 9.0 8.6 9.5 7.0 7 LIVECOW 1.4 1.3 1.5 0.0 0 LUMBER-new -1.6 -1.9 -1.4 0.0 0 MXP 33.5 30.4 36.5 24.0 24 NASDAQ_micro -0.6 -0.8 -0.4 0.0 0 NIKKEI 20.7 19.6 21.9 21.0 21 NZD 1.2 1.0 1.5 0.0 0 OAT 1.4 1.2 1.6 4.0 4 OATIES -5.6 -5.9 -5.3 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 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 0.0 0 RUSSELL 5.8 5.0 6.6 0.0 0 SHATZ -2.0 -2.4 -1.6 NaN 0 SILVER-mini 1.5 1.4 1.6 2.0 2 SMI 1.3 1.2 1.4 0.0 0 SOFR 9.2 7.8 10.7 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 -0.3 -0.2 0.0 0 SP400 0.0 0.0 0.1 2.0 2 SP500_micro 0.5 0.1 0.9 -2.0 -2 SUGAR11 -4.4 -4.7 -4.1 -4.0 -4 US10 0.5 0.3 0.6 0.0 0 US10U 0.4 0.3 0.5 0.0 0 US2 0.4 0.2 0.6 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 0.7 0.5 0.8 4.0 4 VIX -30.8 -32.5 -29.2 -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 0.3 -0.1 0.2 0.1 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 0.1 -0.0 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.5 -0.5 0.0 0.1 0.1 0.3 0.1 0.3 0.1 0.2 0.5 -0.0 0.7 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.2 0.0 0.5 -0.1 -2.7 -0.0 0.0 0.1 -0.0 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 0.0 0.1 0.1 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.0 0.0 0.3 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.6 -0.3 -0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 BTP -0.0 -0.1 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.2 0.4 0.2 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.1 -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 0.1 -0.1 -0.2 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 0.1 -0.4 -0.0 -0.5 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.0 -0.0 -0.3 -0.4 -0.4 0.7 0.2 0.1 0.1 CAC -0.3 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.1 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 -0.0 0.0 -0.0 0.1 -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 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 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 2.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.4 -0.5 -0.6 -0.6 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.4 -0.6 -0.2 -0.0 -0.0 -0.1 -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 -0.0 0.0 -0.1 0.2 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.3 -0.0 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.1 -0.4 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 0.0 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 0.2 -0.0 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 0.0 0.0 -0.0 0.2 -0.0 1.1 0.4 0.0 0.4 0.2 0.1 0.2 0.2 0.3 COFFEE 0.6 0.6 -0.5 -0.1 -0.0 -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 1.1 0.5 0.6 0.6 0.6 0.2 0.6 0.5 0.7 COPPER -0.0 -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 0.1 -0.2 -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 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.5 -0.1 -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 -0.0 0.1 -0.2 0.0 -0.6 -0.0 -1.0 0.5 0.6 0.5 0.6 -0.4 -0.7 -0.1 -0.7 CRUDE_W 0.0 -0.1 0.2 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 -0.0 -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 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -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 0.0 -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 0.1 0.1 0.6 0.1 0.1 0.1 0.1 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 0.1 0.1 0.1 0.1 0.1 -0.2 0.2 0.5 0.3 0.2 -0.7 -0.7 -0.7 -0.7 DX -0.0 0.3 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -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 -0.5 -0.1 -0.5 0.7 0.4 0.7 0.5 EUR -0.0 -0.3 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 0.1 0.1 0.0 0.3 0.0 1.5 0.0 0.0 0.2 0.0 0.2 0.0 -0.4 -0.3 -0.2 -0.1 0.1 -0.7 -0.5 -0.7 -0.6 EURIBOR-ICE 0.2 -0.0 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.0 0.2 0.1 0.3 0.0 0.0 0.2 0.2 0.3 0.2 0.0 0.0 0.0 0.1 0.0 0.9 0.0 -0.0 0.0 0.0 0.1 0.0 0.8 -0.2 0.0 -0.0 -0.0 0.7 0.7 0.7 0.7 EUROSTX -0.2 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 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 -0.0 0.2 0.5 -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 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 0.4 0.2 0.3 0.3 0.1 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.3 0.2 0.3 0.2 0.2 0.6 0.2 0.5 0.2 GASOLINE 0.2 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 -0.4 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.4 -0.6 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 -0.5 0.1 -0.4 -0.2 -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 -0.1 -0.2 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.1 -0.2 -0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.6 0.2 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 -0.2 0.1 -0.0 0.3 -0.1 0.1 0.0 GOLD_micro 0.6 0.3 0.3 0.1 0.1 0.2 0.1 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 -0.1 HEATOIL 0.1 -0.1 0.4 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 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 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.5 -0.3 -0.3 0.1 0.4 0.1 -0.3 -0.1 JGB-SGX-mini -0.0 -0.0 -0.1 0.0 0.0 -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 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.1 -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 -0.4 -0.3 -0.1 -0.5 -0.3 -0.3 -0.4 -0.3 LEANHOG 0.5 0.1 0.3 -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 0.2 0.5 0.2 0.5 0.1 0.1 0.2 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.1 -0.1 0.3 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.4 -0.0 0.6 0.1 0.1 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 0.3 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 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -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 -0.0 -1.2 0.4 -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 0.3 0.1 0.4 0.1 1.1 -0.3 -0.2 0.2 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro -0.2 -0.3 0.6 0.0 0.1 0.1 0.1 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 0.1 0.2 0.1 0.2 0.0 -0.3 0.1 -0.2 0.3 0.4 -0.7 -0.5 -0.7 -0.7 NIKKEI -0.1 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.5 0.2 0.5 0.2 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 0.4 0.6 0.6 0.2 0.7 0.7 0.7 NZD 0.0 -0.4 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 0.0 1.4 -0.0 0.1 0.0 0.1 -0.0 0.0 0.0 -0.1 -0.5 -0.3 -0.2 0.7 0.5 0.7 0.7 OAT -0.0 -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 -0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.7 0.2 -0.3 -0.2 -0.2 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -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 -0.1 -0.1 -0.1 0.1 0.5 0.3 -0.5 0.3 -0.7 -0.3 -0.7 -0.2 OJ -0.0 -0.3 0.4 -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 0.1 0.2 -0.6 -0.3 -0.5 -0.3 PALLAD -0.0 -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 0.1 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 -0.3 -0.4 0.5 0.5 0.2 -0.3 -0.1 REDWHEAT -0.1 -0.3 -0.3 -0.1 -0.0 -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 -0.4 -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 -0.3 -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 0.4 -0.3 -0.1 -0.0 -0.7 -0.3 -0.5 -0.3 ROBUSTA 0.6 0.6 -0.6 -0.0 -0.0 -0.1 -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 0.6 0.1 0.7 RUSSELL 0.4 0.3 0.6 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.4 0.2 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.2 0.2 1.1 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 0.0 -0.3 -0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 0.7 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -1.1 -0.5 -0.3 -0.5 -0.4 0.7 0.5 0.7 0.6 SILVER-mini 0.6 0.2 0.6 0.1 0.1 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 0.1 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 0.4 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.2 0.1 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 0.5 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 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.4 0.2 -2.5 0.1 0.0 0.2 0.1 0.1 0.1 0.2 0.1 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.2 0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.4 0.1 0.0 -0.2 -0.2 -0.3 -0.2 0.0 0.0 -0.0 -0.2 0.0 -0.2 0.1 0.0 0.1 0.0 -0.1 0.0 -0.6 0.5 0.6 0.6 0.6 -0.3 -0.0 -0.2 0.2 SOYMEAL -0.1 0.4 -0.1 -0.1 -0.0 -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 -0.0 -2.0 -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 -0.3 -0.6 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 0.4 0.3 0.1 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.3 0.1 0.5 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.3 0.1 0.2 0.2 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 0.0 0.4 0.2 0.1 -0.7 -0.6 -0.7 -0.7 SP500_micro -0.0 0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -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 0.2 0.1 -0.3 0.3 0.3 0.6 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 -0.0 -0.2 -0.1 0.5 0.5 0.3 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 0.3 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 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.0 0.1 0.1 -0.1 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.0 0.1 0.0 0.1 2.1 0.0 0.0 0.1 0.0 0.1 0.0 -1.1 0.1 0.2 0.3 0.2 -0.1 -0.3 -0.5 -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 -0.2 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 0.5 0.2 0.7 0.3 -0.4 -0.2 US30 0.3 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 0.1 -0.0 0.2 -0.2 0.1 -0.6 0.0 0.1 0.0 0.1 -0.0 0.1 -0.5 0.5 0.4 0.4 0.2 0.7 0.1 -0.2 -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 0.2 0.3 0.1 0.0 0.1 0.1 0.1 0.1 -0.6 0.2 0.5 0.6 0.4 -0.3 -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 -0.3 -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 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.5 -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 8.6 -2.3 6.4 4.8 10.4 4.6 11.1 3.9 7.9 19.1 17.5 20.0 1.8 12.7 9.8 -1.4 -1.5 -1.7 -1.5 7.7 6.1 20.0 1.9 13.7 14.6 5.8 15.4 3.0 13.3 -0.6 9.5 2.3 3.3 -0.5 2.4 2.1 20.0 20.0 20.0 20.0 BITCOIN -16.4 -15.8 0.9 7.3 7.2 9.7 6.1 8.4 5.4 20.0 16.9 -3.6 20.0 -11.2 0.4 -8.0 -7.5 -8.0 -7.6 0.7 14.0 1.1 20.0 -6.6 -20.0 -1.4 3.1 5.0 -3.7 9.1 -6.5 -2.8 -20.0 -20.0 -20.0 -20.0 12.5 -2.1 -10.0 -6.8 BOBL 6.2 -2.3 -2.8 1.5 8.3 -0.3 7.7 -2.0 4.3 1.8 3.4 5.8 -0.7 -1.7 -6.0 9.8 -4.8 -3.4 -4.2 -1.0 -1.7 3.2 -1.8 2.0 2.4 -0.8 -1.3 -1.6 2.6 -1.2 1.6 -12.2 -10.6 -1.2 -5.3 -4.7 20.0 20.0 20.0 20.0 BTP -0.5 -3.6 -0.1 1.9 10.9 -0.4 10.1 -2.7 5.7 17.7 15.0 15.2 13.1 6.7 8.1 10.8 9.3 12.1 11.0 2.6 4.9 12.8 7.8 5.1 -20.0 2.0 13.3 3.8 10.4 6.2 4.1 12.6 3.0 -6.3 -1.9 7.9 20.0 20.0 20.0 20.0 BUND 6.2 -0.2 -0.2 1.5 8.2 -0.3 7.7 -2.0 4.3 10.4 -0.9 10.1 -6.2 1.2 -5.2 3.5 6.9 9.8 9.7 -1.0 -3.5 8.1 -5.5 3.5 -1.1 -0.7 6.0 -2.2 6.3 -2.7 2.7 9.6 -1.9 -0.9 -3.3 -3.3 20.0 20.0 20.0 20.0 BUXL 2.0 -2.8 -4.7 1.5 8.5 -0.3 7.9 -2.1 4.4 12.9 -14.3 8.4 -14.0 -5.4 -11.2 3.1 2.3 3.3 3.1 -8.9 -12.2 6.2 -14.1 -2.5 -3.6 -4.2 6.3 -5.1 3.3 -4.9 -1.2 0.0 -1.6 -9.4 -12.0 -11.6 20.0 7.0 2.2 2.1 CAC -8.7 -3.7 0.1 5.2 8.4 4.4 5.9 3.4 4.8 16.2 10.3 -6.3 7.7 -1.5 1.1 1.0 -0.7 -0.7 -0.5 -0.5 2.3 2.9 3.3 -2.3 0.1 -2.0 9.4 -2.5 1.9 -2.7 -1.8 8.4 -4.3 -14.6 -14.4 -20.0 20.0 20.0 20.0 14.9 CAD -1.7 -12.5 1.5 5.6 12.0 5.3 12.8 4.5 9.1 -15.7 9.7 -6.0 1.0 -14.8 -13.5 -7.2 -6.7 -7.3 -7.1 -7.6 0.1 -8.5 0.2 -9.6 17.8 -1.1 -3.4 3.6 -2.5 2.2 -2.7 -7.0 -20.0 -20.0 -18.9 -4.9 -20.0 -20.0 -20.0 -20.0 CANOLA -13.5 -20.0 -6.0 -2.5 -1.0 -1.9 -3.0 -1.4 -3.1 5.2 1.5 -5.5 2.7 -7.7 -7.6 -13.8 -6.0 -7.3 -4.5 -8.6 -2.1 -4.9 1.6 -9.9 1.6 -2.7 0.6 -1.0 -1.6 0.2 -3.0 -4.2 12.1 -0.2 -4.1 1.3 20.0 19.7 20.0 20.0 CHF 2.8 -13.7 8.1 3.2 6.9 3.0 7.3 2.6 5.2 4.9 10.5 6.4 9.4 -0.3 3.7 -15.2 -15.4 -15.2 -14.9 3.7 9.1 6.0 10.5 3.5 -0.3 3.4 3.8 5.1 5.3 5.3 4.3 -20.0 -6.8 0.3 -4.8 2.5 -20.0 -20.0 -20.0 -20.0 COCOA -13.9 0.8 -9.1 -2.4 -0.9 -1.8 -2.9 -1.3 -3.0 1.6 -4.1 -5.4 2.4 -2.2 -3.4 -1.1 15.4 8.9 12.4 -3.0 -1.0 -4.0 4.8 -4.7 -20.0 -0.5 1.2 0.8 -1.1 4.8 -1.4 20.0 16.0 0.8 11.8 6.1 2.8 5.5 6.7 8.7 COFFEE 20.0 20.0 -16.6 -6.1 -2.4 -4.6 -7.2 -3.3 -7.6 14.8 4.2 20.0 10.9 20.0 15.5 13.1 8.5 10.6 9.4 20.0 17.2 20.0 16.6 20.0 -20.0 6.6 2.5 3.8 5.6 4.0 8.1 19.8 20.0 20.0 20.0 20.0 5.6 16.8 15.8 20.0 COPPER -0.8 -20.0 -8.3 2.0 2.0 2.7 1.7 2.3 1.5 4.6 -3.0 3.5 -0.9 -5.9 -5.8 -4.2 -5.3 -4.5 -5.0 -4.8 -2.5 0.8 0.3 -2.9 -5.1 -0.7 0.6 0.4 -0.0 1.2 -0.8 1.1 -3.9 -4.1 -16.2 -6.7 9.9 6.4 9.9 7.3 CORN 18.3 1.8 -7.7 -4.3 -1.7 -3.2 -5.1 -2.3 -5.3 0.3 -10.7 10.6 -12.8 6.0 -5.8 -20.0 -19.2 -20.0 -20.0 -2.9 -8.9 6.0 -11.2 5.1 7.3 -0.4 1.2 -3.3 3.3 -6.0 2.9 -20.0 20.0 20.0 12.9 10.1 -6.5 1.7 -2.8 4.7 COTTON2 -3.7 -1.0 1.2 -6.8 -2.6 -5.1 -8.0 -3.7 -8.4 13.5 -20.0 -12.5 -20.0 -17.0 -18.9 -16.7 -12.9 -14.8 -14.0 -8.9 -12.5 -2.5 -20.0 -7.4 -15.9 -4.5 7.2 -8.1 1.2 -15.5 -3.1 -18.6 20.0 20.0 16.5 19.8 -10.7 -20.0 -4.4 -20.0 CRUDE_W 1.4 -2.8 6.5 2.2 -2.8 2.9 0.7 1.2 1.3 -8.9 -2.1 -7.8 -9.4 -13.1 -2.4 7.0 7.6 7.3 7.0 -1.7 -2.1 -3.8 -5.4 -3.1 1.5 -3.7 -4.2 -2.4 -6.2 -3.7 -6.3 -2.1 -20.0 -14.5 -6.5 -10.6 20.0 10.2 -1.5 13.0 DAX -15.4 -13.7 -4.5 5.1 8.2 4.3 5.8 3.4 4.7 -5.0 15.9 -11.7 17.5 -9.7 1.7 -5.3 -6.4 -5.1 -5.2 -2.5 10.8 -11.4 20.0 -11.1 -10.7 -3.7 -2.8 1.3 -6.7 7.7 -7.0 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 13.0 DOW 4.4 3.4 18.1 4.6 7.4 3.9 5.2 3.1 4.3 12.4 15.4 14.2 10.6 15.7 17.2 -8.3 -8.0 -7.7 -7.3 16.3 14.7 11.8 10.8 13.5 -13.4 6.0 6.0 4.1 5.7 2.6 6.4 -3.7 7.1 16.8 10.3 7.5 -20.0 -20.0 -20.0 -20.0 DX -0.1 8.8 -4.0 2.9 6.2 2.7 6.6 2.3 4.7 -11.1 -10.7 -8.7 -10.1 -4.7 -3.2 6.6 6.1 6.3 6.1 -3.2 -8.5 -4.3 -10.4 -2.3 -20.0 -1.2 -3.7 -3.6 -2.4 -4.4 -1.1 15.2 -20.0 -15.4 -2.1 -14.5 20.0 11.4 20.0 14.4 EUR -1.1 -10.3 7.6 3.2 6.8 3.0 7.3 2.6 5.2 3.8 11.9 5.0 11.0 6.0 7.0 -7.2 -7.6 -7.6 -7.6 4.9 10.5 3.8 11.8 3.0 11.5 3.8 2.9 6.2 3.9 6.5 3.5 -8.1 -11.9 -7.3 -3.5 4.3 -20.0 -16.2 -20.0 -18.2 EURIBOR-ICE 6.4 -1.3 -3.6 1.2 6.9 -0.3 6.4 -1.7 3.6 -1.0 7.9 5.1 9.5 3.9 1.4 12.2 9.7 13.2 12.3 2.1 2.6 3.0 5.1 3.6 6.5 1.5 -2.2 1.1 2.5 2.6 3.1 14.4 -8.3 1.5 -1.4 -0.0 20.0 20.0 20.0 20.0 EUROSTX -6.2 -2.8 -2.2 5.3 8.6 4.5 6.0 3.5 4.9 13.5 15.4 -5.1 14.7 3.8 6.3 -1.5 -0.5 -1.4 -0.9 2.1 6.3 0.1 11.1 -1.3 -6.5 -1.3 5.0 -0.9 -0.3 1.3 -1.9 8.2 -16.1 -14.9 -13.2 -20.0 20.0 20.0 20.0 12.6 FEEDCOW -0.4 5.4 14.4 -4.4 -1.7 -3.3 -5.2 -2.4 -5.5 -11.2 15.8 0.6 16.0 10.4 14.3 18.4 4.6 15.2 10.3 20.0 20.0 -7.1 20.0 14.2 -20.0 5.5 -2.9 6.7 -1.3 6.3 2.4 17.3 8.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.3 -1.1 11.7 2.0 -2.5 2.6 0.6 1.0 1.2 0.6 3.8 10.0 -1.2 7.5 2.7 20.0 11.0 16.1 12.8 5.7 5.4 5.2 1.9 5.8 0.1 4.2 0.0 4.0 3.5 1.5 4.0 5.3 7.1 9.0 5.1 7.4 19.3 5.5 13.6 5.4 GASOLINE 4.6 0.3 6.7 2.3 -2.9 3.0 0.7 1.2 1.4 -8.6 4.2 1.5 -2.2 -2.7 2.4 20.0 20.0 20.0 20.0 3.7 2.9 1.1 0.4 2.9 -20.0 -1.8 -3.9 0.1 -5.7 0.3 -4.9 20.0 -20.0 -9.0 -3.0 -10.9 20.0 16.7 20.0 20.0 GAS_US_mini 6.3 -13.4 -18.9 2.5 -3.1 3.2 0.8 1.3 1.5 -15.4 -18.7 5.7 -11.7 -14.2 -18.6 -20.0 -20.0 -20.0 -20.0 -19.4 -20.0 -3.8 -13.5 -8.6 20.0 -6.1 -5.1 -6.1 -1.1 -3.2 -2.5 -20.0 -4.1 -6.7 -20.0 -20.0 -4.3 -20.0 -20.0 -20.0 GBP 1.8 -6.5 -0.8 5.5 11.9 5.2 12.7 4.5 9.0 20.0 17.7 14.8 17.7 14.9 2.3 -0.2 -0.3 -0.5 -0.5 5.9 12.7 11.6 18.0 6.9 1.2 6.6 10.3 7.3 11.2 9.0 9.5 4.2 -8.2 -5.7 3.0 -0.9 9.6 -2.8 3.4 0.0 GOLD_micro 20.0 8.9 10.8 5.8 5.7 7.7 4.9 6.7 4.3 16.8 18.0 19.5 18.5 18.2 15.1 -11.9 -11.3 -11.0 -10.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.4 5.8 5.9 9.6 8.0 9.3 -8.5 20.0 20.0 20.0 -14.5 -13.9 1.7 -16.8 -1.6 HEATOIL 3.9 -4.2 13.5 2.3 -2.9 3.0 0.7 1.2 1.4 -9.1 8.7 4.2 1.4 -2.3 8.8 11.7 8.5 9.5 8.6 5.7 7.8 1.0 4.5 3.1 -20.0 -0.2 -5.7 3.9 -5.4 4.0 -4.4 0.6 -20.0 -10.7 -7.9 3.5 12.0 3.1 -10.0 -3.8 JGB-SGX-mini -0.2 -1.5 -3.7 0.9 4.8 -0.2 4.5 -1.2 2.5 2.7 -5.3 1.4 -5.7 -3.1 -5.7 20.0 15.6 20.0 17.5 -3.9 -5.1 2.7 -6.0 -0.9 -5.6 -1.8 1.6 -2.3 1.6 -2.9 -0.3 20.0 2.7 -7.8 -6.9 -6.4 -20.0 -20.0 -20.0 -20.0 JPY 1.7 -4.6 -9.3 3.4 7.4 3.3 7.9 2.8 5.6 5.5 -4.2 0.9 -4.4 1.6 -7.9 -10.1 -11.1 -10.2 -10.2 -5.8 -5.2 0.2 -4.1 -2.7 20.0 -0.9 3.0 -1.8 3.4 -1.7 2.0 -13.3 -17.6 -9.5 -4.4 -16.2 -8.2 -9.2 -13.4 -8.3 LEANHOG 16.8 4.2 10.7 -7.1 -2.7 -5.4 -8.4 -3.9 -8.8 19.9 20.0 20.0 19.8 20.0 18.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.4 6.7 8.2 6.1 9.4 6.6 9.4 20.0 20.0 20.0 20.0 20.0 20.0 12.9 20.0 20.0 LIVECOW -3.2 -2.3 8.8 -4.3 -1.7 -3.2 -5.1 -2.4 -5.4 -7.2 15.2 -1.9 15.3 8.4 13.3 0.4 18.1 14.2 18.9 19.9 20.0 -7.1 20.0 7.5 -20.0 5.1 -3.3 6.9 -2.2 7.1 1.5 20.0 10.7 20.0 20.0 20.0 20.0 12.2 20.0 17.3 LUMBER-new -20.0 -20.0 -0.0 -3.1 -1.2 -2.4 -3.7 -1.7 -3.9 -8.0 -6.3 -9.9 -3.7 -10.7 -8.2 -20.0 -20.0 -20.0 -20.0 -15.2 -7.6 -14.7 -3.7 -19.7 NaN -2.9 -1.7 -1.1 -2.8 -0.1 -4.0 -20.0 14.4 -14.9 -11.0 8.8 20.0 20.0 20.0 20.0 MXP -0.1 -5.4 17.6 5.7 12.3 5.4 13.1 4.6 9.3 20.0 20.0 19.8 10.5 18.7 20.0 12.1 12.4 12.3 12.0 17.9 20.0 15.7 20.0 12.1 -20.0 9.6 13.2 12.5 10.0 10.3 8.3 20.0 -13.7 -6.7 6.8 20.0 8.0 8.2 1.4 10.3 NASDAQ_micro -4.8 -8.1 20.0 4.4 7.0 3.7 4.9 2.9 4.0 14.4 16.4 12.4 14.5 11.3 15.2 -9.2 -8.4 -8.9 -8.2 18.0 20.0 12.7 20.0 11.5 -20.0 5.6 5.6 5.8 4.8 5.1 4.4 -4.8 5.5 -5.2 7.9 13.7 -20.0 -15.6 -20.0 -20.0 NIKKEI -1.9 14.0 20.0 4.9 7.8 4.1 5.5 3.2 4.5 16.4 17.5 14.5 13.6 14.8 16.2 7.9 10.2 11.2 10.8 20.0 20.0 20.0 16.2 20.0 -13.1 6.3 9.0 4.8 6.5 2.2 5.7 20.0 20.0 11.6 20.0 20.0 7.0 20.0 20.0 20.0 NZD 1.3 -11.4 -0.9 3.8 8.3 3.6 8.8 3.1 6.3 14.9 6.2 10.1 -1.8 -3.9 -7.7 -3.5 -2.5 -3.5 -3.1 -3.7 -1.2 9.8 -0.5 0.7 10.3 -0.2 10.9 0.0 8.3 -0.6 3.0 0.0 -2.1 -14.5 -9.3 -7.6 20.0 13.6 20.0 20.0 OAT -1.1 -5.2 -2.7 1.3 7.5 -0.3 7.0 -1.9 3.9 12.5 0.7 8.3 -3.8 -1.8 -6.3 14.9 9.0 15.4 13.0 -4.1 -4.0 9.2 -3.9 0.3 1.0 -2.2 7.9 -1.9 5.2 -1.3 0.2 13.6 6.3 -8.8 -6.1 -5.6 20.0 20.0 20.0 20.0 OATIES -10.6 -20.0 -8.0 -5.9 -2.3 -4.4 -7.0 -3.2 -7.3 -18.0 -13.5 -20.0 -5.6 -20.0 -19.8 -20.0 -1.2 -11.8 -4.2 -20.0 -13.6 -20.0 -7.2 -20.0 -19.6 -6.8 -4.7 -4.5 -5.4 -2.7 -6.8 1.1 20.0 9.6 -14.1 9.3 -20.0 -8.0 -20.0 -7.1 OJ -1.1 -8.7 11.0 -2.0 -0.8 -1.5 -2.4 -1.1 -2.5 0.4 -4.2 -2.3 -4.4 -4.3 -1.1 1.5 7.3 3.2 4.6 -1.8 -3.1 -0.4 -4.3 -1.8 -20.0 -0.6 0.3 -1.5 0.4 -1.8 -0.2 14.9 15.5 11.4 4.2 6.5 -16.6 -9.2 -13.6 -7.6 PALLAD -0.9 -12.3 13.7 3.4 3.3 4.5 2.9 3.9 2.5 10.1 3.1 8.2 2.1 -5.6 0.7 -2.8 -2.9 -2.9 -2.9 2.0 5.0 9.6 4.2 2.7 18.0 1.3 5.8 3.5 2.9 3.5 0.5 5.1 5.2 -5.9 -9.2 -2.1 -19.0 -20.0 -20.0 -20.0 PLAT 1.5 -11.7 20.0 3.7 3.7 4.9 3.1 4.3 2.7 -3.2 8.8 3.2 7.4 -0.9 7.6 -3.4 -3.4 -2.7 -2.8 8.6 14.8 3.9 14.3 4.5 1.6 2.4 0.0 5.8 -0.6 5.8 -0.4 4.7 -13.7 -9.4 -11.8 16.3 15.4 4.5 -7.7 -4.1 REDWHEAT -3.4 -8.6 -9.6 -6.5 -2.5 -4.9 -7.7 -3.5 -8.1 -8.4 -20.0 -15.6 -20.0 -20.0 -20.0 -20.0 -15.7 -19.5 -17.9 -20.0 -20.0 -10.2 -20.0 -17.3 6.3 -7.5 -0.3 -7.7 -2.6 -9.9 -6.1 -20.0 20.0 20.0 5.4 18.2 -20.0 -20.0 -20.0 -20.0 RICE -16.5 -3.7 -7.9 -2.4 -0.9 -1.8 -2.9 -1.3 -3.0 -6.2 -8.5 -8.0 -8.2 -8.1 -8.1 -17.6 -7.3 -16.4 -14.2 -11.0 -10.5 -9.7 -9.8 -11.2 -1.6 -3.0 -1.4 -3.1 -2.4 -3.5 -3.0 -14.5 14.9 -8.3 -3.3 -1.0 -20.0 -9.3 -15.0 -9.4 ROBUSTA 20.0 20.0 -20.0 -2.5 -1.0 -1.9 -2.9 -1.4 -3.1 -2.1 -2.6 1.8 -0.9 5.2 2.9 20.0 15.6 19.4 16.2 8.8 -0.9 3.9 -1.9 11.2 -20.0 1.6 0.5 -0.2 0.7 -0.2 2.0 20.0 4.2 20.0 20.0 -1.6 0.2 19.5 2.4 20.0 RUSSELL 11.5 9.8 20.0 4.4 7.0 3.7 4.9 2.9 4.0 10.9 13.3 14.2 5.0 15.4 16.2 -5.0 -5.4 -5.0 -5.0 19.3 14.3 13.4 6.4 17.8 7.9 5.8 3.3 3.6 4.4 1.3 5.8 0.5 2.8 18.4 15.9 12.5 -20.0 -18.6 -20.0 -20.0 SHATZ 0.9 -9.3 -8.7 1.4 7.9 -0.3 7.4 -2.0 4.1 -9.1 -1.8 -5.9 4.0 -11.3 -12.7 -20.0 -19.1 -20.0 -18.7 -6.9 -4.6 -5.8 -1.3 -5.6 5.2 -4.2 -7.6 -2.9 -3.8 -0.7 -3.5 -20.0 -20.0 -10.4 -15.5 -11.5 20.0 14.4 20.0 19.1 SILVER-mini 20.0 5.6 18.6 7.4 7.3 9.8 6.2 8.5 5.4 20.0 20.0 20.0 20.0 20.0 20.0 -6.6 -6.6 -6.7 -6.5 20.0 20.0 20.0 20.0 20.0 -11.0 9.3 6.4 9.2 7.9 7.7 8.9 -1.1 15.8 20.0 19.4 13.3 20.0 20.0 19.0 6.3 SMI 11.4 9.2 -3.1 5.0 8.0 4.2 5.6 3.3 4.6 4.8 5.5 9.3 5.1 13.7 8.8 -0.3 2.3 -0.1 1.0 8.5 3.4 8.2 3.8 11.7 8.5 4.0 2.0 0.4 4.1 0.1 5.7 12.3 -2.2 16.1 8.9 -16.7 20.0 20.0 20.0 20.0 SOFR 12.1 10.4 13.6 2.0 11.0 -0.4 10.2 -2.7 5.7 9.3 19.8 16.2 10.9 18.5 19.3 7.5 4.7 7.3 6.3 20.0 19.0 17.6 13.8 20.0 -18.8 7.3 3.0 5.6 6.4 3.7 8.1 4.6 5.7 20.0 20.0 20.0 3.4 -11.9 -20.0 -20.0 SOYBEAN 5.2 5.4 3.6 -4.8 -1.9 -3.6 -5.7 -2.6 -6.0 -8.3 2.9 -9.1 -10.3 7.1 3.8 -12.0 -8.0 -14.0 -11.6 3.5 0.6 -1.5 -5.7 2.6 -1.3 4.8 1.3 2.8 1.9 -1.8 4.1 -12.2 20.0 20.0 20.0 20.0 -8.9 -0.5 -5.7 6.3 SOYMEAL -2.9 11.5 -2.5 -5.5 -2.1 -4.1 -6.4 -3.0 -6.8 8.5 -14.3 -9.4 -18.0 1.5 -7.3 -17.0 -14.4 -17.7 -17.1 -6.7 -13.5 -1.9 -20.0 -3.8 -14.7 -0.1 4.2 -5.4 3.1 -10.2 2.6 -20.0 20.0 20.0 20.0 6.8 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.3 -19.7 9.7 -3.4 -1.3 -2.6 -4.0 -1.9 -4.2 -1.2 6.9 -9.0 7.7 -9.7 1.4 -5.6 -2.5 -3.4 -2.8 -2.2 5.2 -7.3 7.1 -7.8 -8.6 -0.9 -0.6 2.2 -3.4 2.4 -3.7 0.9 14.6 8.0 2.3 19.4 -19.6 -7.8 -20.0 -7.8 SP400 9.0 3.4 16.5 4.3 7.0 3.7 4.9 2.9 4.0 10.4 11.6 12.9 5.1 13.9 15.4 -5.9 -5.8 -5.7 -5.6 13.6 10.5 10.6 5.2 12.8 -2.5 5.3 3.6 2.8 4.7 0.6 5.9 -0.5 0.5 12.7 7.1 2.4 -20.0 -19.1 -20.0 -20.0 SP500_micro -0.6 0.5 20.0 5.6 8.9 4.7 6.3 3.7 5.1 18.7 20.0 19.2 19.1 19.7 20.0 -10.0 -9.2 -9.4 -8.7 20.0 20.0 19.4 20.0 19.9 -20.0 7.6 8.1 6.4 7.0 4.6 7.0 -5.9 11.9 8.2 17.6 19.1 -20.0 -15.6 -20.0 -20.0 SUGAR11 -7.3 -1.3 -8.5 -5.3 -2.1 -4.0 -6.3 -2.9 -6.6 -4.6 -15.6 -10.3 -15.6 -11.0 -13.7 -11.7 6.7 -10.1 -3.4 -12.3 -14.7 -11.3 -15.4 -12.7 -20.0 -5.5 0.0 -6.8 -4.0 -6.5 -5.1 8.6 20.0 10.7 12.7 -1.9 -20.0 -20.0 -20.0 -20.0 US10 12.8 12.5 9.7 1.4 7.8 -0.3 7.2 -1.9 4.0 11.9 10.3 13.0 0.6 13.5 12.9 1.8 -1.0 1.2 0.5 12.4 8.1 16.6 3.3 16.0 -3.0 4.8 4.5 3.1 6.1 1.5 6.3 -5.1 15.3 16.9 18.6 11.8 -7.0 -17.9 -20.0 -20.0 US10U 13.3 12.9 8.5 2.0 11.4 -0.4 10.6 -2.8 5.9 18.7 9.6 20.0 -3.5 20.0 18.5 -3.9 -2.4 -2.7 -2.4 16.9 9.0 20.0 1.2 20.0 -8.6 6.9 8.6 3.8 10.7 1.4 9.9 -8.8 20.0 20.0 20.0 16.4 6.6 -12.0 -20.0 -20.0 US2 9.2 10.3 4.8 1.2 6.5 -0.3 6.1 -1.6 3.4 4.0 4.1 7.9 -2.5 9.8 7.6 -12.5 -16.8 -14.3 -14.6 6.4 3.7 7.6 0.7 8.4 15.4 3.6 1.8 2.3 3.8 1.4 4.6 -20.0 4.5 6.8 10.7 4.9 -3.4 -7.9 -16.4 -15.9 US20 10.6 11.8 6.8 1.2 7.0 -0.3 6.5 -1.7 3.7 11.5 -0.3 11.4 -6.8 10.5 9.4 4.4 2.3 4.0 3.4 7.4 2.2 18.2 -2.4 13.0 -6.1 3.8 6.8 1.6 7.4 -0.1 6.1 0.1 20.0 13.8 14.0 7.3 20.0 7.9 -12.3 -6.6 US30 8.9 10.1 5.2 1.5 8.6 -0.3 8.0 -2.1 4.5 13.9 -4.5 13.1 -11.0 10.8 8.5 -5.8 -2.9 -3.2 -2.7 5.8 -0.5 19.9 -6.1 12.8 -4.3 4.1 9.7 1.0 9.8 -1.4 7.4 -9.4 20.0 12.1 11.2 4.7 20.0 4.3 -7.1 -8.0 US5 11.5 10.8 9.2 1.4 8.1 -0.3 7.5 -2.0 4.2 8.3 11.9 12.1 1.8 13.4 12.7 -2.6 -4.3 -3.1 -3.2 12.0 8.8 12.5 4.5 14.1 2.3 5.1 2.8 3.6 5.2 2.3 6.2 -10.9 7.4 13.9 17.2 11.1 -7.7 -11.6 -20.0 -18.3 VIX -8.1 -12.5 -9.5 -7.3 -7.6 -2.7 -8.8 1.2 -9.0 -20.0 -12.1 -20.0 -5.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.8 -10.3 -18.7 -1.1 -20.0 NaN -8.6 -7.4 -3.1 -9.5 1.3 -10.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 1.2 -13.3 -9.0 -5.6 -2.2 -4.2 -6.6 -3.1 -7.0 -9.7 -20.0 -13.2 -20.0 -18.6 -19.8 -18.5 -18.1 -18.5 -18.3 -17.8 -18.9 -8.4 -19.9 -13.2 11.0 -5.5 -0.8 -5.0 -2.7 -6.4 -4.7 -20.0 20.0 20.0 1.1 18.4 -20.0 -16.7 -20.0 -18.0 End of report for caleb_strategy_v3