******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250912_204359 produced at 2025-09-12 21:38:48.236546 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.43 0.0 0.00 0.00 0.00 0.00 -8.73 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.20 -0.33 0.0 999.00 -999.00 -0.20 -0.22 -32.06 999999999.0 -19 -21 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.38 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.09 0.0 0.11 -0.11 -0.06 -0.06 -20.58 26.0 -13 -15 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.08 0.0 1.13 -1.13 -0.08 -0.08 -1.94 29.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -9.49 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.10 -1.10 0.00 0.00 -0.59 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 -5.75 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 RICE False True 0.01 -0.04 -0.04 0.0 0.00 -0.04 -0.04 -0.04 -2.91 4.0 -3 -3 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.82 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 -4.46 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 -0.70 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.03 0.0 999.00 -999.00 -0.06 0.00 -0.46 999999999.0 -1 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.03 -1.23 9.0 -1 -2 caleb_strategy_v3 DAX False True 0.01 -0.09 -0.02 0.0 0.00 -0.09 -0.09 -0.09 -1.24 58.0 -6 -6 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 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.47 8.0 -1 -1 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 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.41 5.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.31 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 -1.34 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 -0.10 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.29 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.00 -0.01 0.0 0.60 -0.60 0.00 0.00 -0.40 23.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.24 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 0.05 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.01 0.00 0.00 0.0 0.26 -0.26 0.00 0.00 0.73 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.04 -1.04 0.00 0.00 0.00 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 0.02 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.11 -0.00 0.0 0.82 -0.82 -0.11 -0.19 -0.01 66.0 -9 -15 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.00 0.0 0.14 -0.14 -0.03 -0.03 -0.28 12.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.04 0.01 0.0 0.85 -0.85 -0.04 -0.02 0.81 48.0 -2 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.39 -0.39 0.06 0.06 0.13 6.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.34 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.57 -0.57 0.00 0.00 0.29 23.0 0 0 caleb_strategy_v3 SP400 False True 0.18 0.35 0.01 0.0 0.35 0.00 0.35 0.35 0.04 2.0 2 2 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.38 -0.38 0.04 0.04 0.46 10.0 1 1 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.02 0.0 0.48 -0.48 0.08 0.08 0.24 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.35 13.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.02 0.0 0.68 -0.68 0.14 0.14 0.67 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 0.34 9.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.40 -1.40 0.00 0.00 0.33 19.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.57 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 0.36 10.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.03 0.0 1.03 -1.03 0.00 0.00 0.43 17.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.23 0.03 0.0 1.47 -1.47 0.23 0.23 0.59 25.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.02 0.06 0.04 0.0 1.10 -1.10 0.06 0.02 2.15 56.0 3 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.67 -0.67 0.00 0.00 1.33 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.04 0.0 0.14 -0.14 0.00 0.00 1.17 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.44 -0.44 0.00 0.00 5.93 68.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.34 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.84 -0.84 0.00 0.00 1.27 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.72 -0.72 0.27 0.27 0.63 8.0 3 3 caleb_strategy_v3 GBP False False 0.05 0.14 0.08 0.0 1.00 -1.00 0.14 0.14 1.80 22.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.16 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.11 0.09 0.0 999.00 -999.00 0.11 0.17 1.51 999999999.0 2 3 caleb_strategy_v3 BTP False False 0.08 0.00 0.10 0.0 0.75 -0.75 0.00 0.00 1.28 10.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.31 0.11 0.0 0.76 -0.76 0.31 0.38 1.40 10.0 4 5 caleb_strategy_v3 AUD False False 0.04 0.00 0.12 0.0 0.68 -0.68 0.00 0.00 3.36 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.17 0.0 0.25 -0.25 0.13 0.15 9.09 13.0 7 8 caleb_strategy_v3 NIKKEI False False 0.02 0.34 0.37 0.0 0.58 -0.58 0.34 0.36 22.75 36.0 21 22 caleb_strategy_v3 MXP False False 0.01 0.34 0.53 0.0 0.86 -0.86 0.34 0.36 36.98 60.0 24 25 caleb_strategy_v3 SOFR False True 0.13 0.00 1.08 0.0 0.00 0.00 0.00 0.00 8.34 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.57 0.0 1.53 -1.53 0.00 0.00 10.26 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.1 Shocked risk 68.7 Sum abs risk 55.4 Leverage 6.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1869086.9700000002, 'annual_cash_vol_target': 467271.74250000005, 'daily_cash_vol_target': 29204.483906250003} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6660 0.5438 8.7000 BITCOIN 2069.3949 117920.0000 1.7549 28.0786 BOBL 0.2038 117.8600 0.1729 2.7669 BTP 0.4826 119.9300 0.4024 6.4390 BUND 0.4245 128.6300 0.3300 5.2801 BUXL 0.9859 114.3200 0.8624 13.7980 CAC 59.1701 7841.0000 0.7546 12.0740 CAD 0.0025 0.7256 0.3401 5.4409 CANOLA 8.5869 649.8000 1.3215 21.1436 CHF 0.0058 1.2696 0.4543 7.2686 COCOA 159.9884 7474.0000 2.1406 34.2496 COFFEE 5.7220 397.2500 1.4404 23.0464 COPPER 0.0944 4.6550 2.0279 32.4458 CORN 5.0212 428.0000 1.1732 18.7709 COTTON2 0.6937 66.7600 1.0391 16.6248 CRUDE_W 0.9923 62.0900 1.5982 25.5717 DAX 165.2187 23734.0000 0.6961 11.1380 DOW 284.3005 46295.0000 0.6141 9.8257 DX 0.3920 97.1550 0.4035 6.4563 EUR 0.0054 1.1804 0.4610 7.3758 EURIBOR-ICE 0.0361 97.8300 0.0369 0.5900 EUROSTX 40.6223 5404.0000 0.7517 12.0273 FEEDCOW 3.3530 337.3000 0.9941 15.9053 GASOIL 11.0356 658.0000 1.6771 26.8344 GASOLINE 0.0300 1.8798 1.5950 25.5192 GAS_US_mini 0.0911 3.2000 2.8456 45.5294 GBP 0.0058 1.3572 0.4263 6.8201 GOLD_micro 22.5861 3657.9000 0.6175 9.8794 HEATOIL 0.0344 2.2629 1.5213 24.3413 JGB-SGX-mini 0.2582 136.6500 0.1889 3.0231 JPY 0.0000 0.0068 0.5548 8.8765 LEANHOG 0.9773 88.5750 1.1033 17.6532 LIVECOW 2.0789 231.9250 0.8964 14.3421 LUMBER-new 9.6386 586.5000 1.6434 26.2947 MXP 0.0003 0.0537 0.5258 8.4131 NASDAQ_micro 160.8826 24392.5000 0.6596 10.5529 NIKKEI 376.5971 44530.0000 0.8457 13.5314 NZD 0.0036 0.5979 0.5949 9.5182 OAT 0.4373 121.6800 0.3594 5.7504 OATIES 4.3102 319.2500 1.3501 21.6017 OJ 7.5200 249.9500 3.0086 48.1375 PALLAD 26.0237 1251.0000 2.0802 33.2837 PLAT 22.3417 1407.8000 1.5870 25.3919 REDWHEAT 7.3922 533.5000 1.3856 22.1696 RICE 0.1658 11.5000 1.4420 23.0720 ROBUSTA 88.1078 4596.0000 1.9171 30.6729 RUSSELL 23.6903 2423.9000 0.9774 15.6378 SHATZ 0.0599 106.9950 0.0560 0.8957 SILVER-mini 0.4490 42.9750 1.0448 16.7166 SMI 81.7175 12192.0000 0.6703 10.7241 SOFR 0.0493 96.9250 0.0508 0.8132 SOYBEAN 9.2164 1081.0000 0.8526 13.6413 SOYMEAL 3.1978 291.4000 1.0974 17.5583 SOYOIL 0.7723 52.4600 1.4722 23.5557 SP400 28.2071 3296.0000 0.8558 13.6928 SP500_micro 35.0645 6602.7500 0.5311 8.4970 SUGAR11 0.2137 16.5300 1.2930 20.6878 US10 0.3420 113.2969 0.3018 4.8294 US10U 0.4551 115.9062 0.3926 6.2820 US2 0.0929 104.3711 0.0890 1.4234 US20 0.7066 117.4375 0.6017 9.6265 US30 1.0218 121.1875 0.8432 13.4909 US5 0.2183 109.6953 0.1990 3.1845 VIX 0.4290 19.2000 2.2342 35.7465 WHEAT 6.7885 521.7500 1.3011 20.8176 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 666.00 0.54 362.14 1.00 362.14 29204.48 80.64 16.03 129.23 BITCOIN 117.92 1.75 206.94 1.00 206.94 29204.48 141.13 -6.20 -87.54 BOBL 1178.60 0.17 203.82 1.17 238.24 29204.48 122.59 2.69 32.92 BTP 1199.30 0.40 482.65 1.17 564.15 29204.48 51.77 7.25 37.54 BUND 1286.30 0.33 424.49 1.17 496.17 29204.48 58.86 5.98 35.19 BUXL 1143.20 0.86 985.87 1.17 1152.34 29204.48 25.34 -3.97 -10.07 CAC 784.10 0.75 591.70 1.17 691.62 29204.48 42.23 3.94 16.62 CAD 725.60 0.34 246.74 1.00 246.74 29204.48 118.36 -6.31 -74.64 CANOLA 129.96 1.32 171.74 0.72 123.74 29204.48 236.01 1.27 30.01 CHF 1587.06 0.45 720.98 1.00 720.98 29204.48 40.51 -5.61 -22.72 COCOA 747.40 2.14 1599.88 1.00 1599.88 29204.48 18.25 0.03 0.06 COFFEE 1489.69 1.44 2145.75 1.00 2145.75 29204.48 13.61 13.47 18.33 COPPER 1163.75 2.03 2359.93 1.00 2359.93 29204.48 12.38 -3.42 -4.23 CORN 214.00 1.17 251.06 1.00 251.06 29204.48 116.32 -1.00 -11.67 COTTON2 333.80 1.04 346.84 1.00 346.84 29204.48 84.20 -14.60 -122.94 CRUDE_W 620.90 1.60 992.34 1.00 992.34 29204.48 29.43 -1.28 -3.75 DAX 237.34 0.70 165.22 1.17 193.12 29204.48 151.23 -2.39 -36.16 DOW 231.48 0.61 142.15 1.00 142.15 29204.48 205.45 -0.02 -0.45 DX 971.55 0.40 392.04 1.00 392.04 29204.48 74.49 -4.24 -31.60 EUR 1475.44 0.46 680.16 1.00 680.16 29204.48 42.94 0.20 0.85 EURIBOR-ICE 2445.75 0.04 90.19 1.17 105.42 29204.48 277.02 10.84 300.38 EUROSTX 540.40 0.75 406.22 1.17 474.82 29204.48 61.51 3.20 19.69 FEEDCOW 1686.50 0.99 1676.52 1.00 1676.52 29204.48 17.42 10.93 19.04 GASOIL 658.00 1.68 1103.56 1.00 1103.56 29204.48 26.46 10.18 26.94 GASOLINE 789.52 1.59 1259.24 1.00 1259.24 29204.48 23.19 3.35 7.76 GAS_US_mini 80.00 2.85 227.65 1.00 227.65 29204.48 128.29 -14.79 -189.78 GBP 848.25 0.43 361.57 1.00 361.57 29204.48 80.77 8.60 69.44 GOLD_micro 365.79 0.62 225.86 1.00 225.86 29204.48 129.30 4.86 62.87 HEATOIL 950.42 1.52 1445.90 1.00 1445.90 29204.48 20.20 -3.30 -6.67 JGB-SGX-mini 136650.00 0.19 25818.95 0.01 174.88 29204.48 167.00 -4.82 -80.50 JPY 855.50 0.55 474.62 1.00 474.62 29204.48 61.53 -4.36 -26.82 LEANHOG 354.30 1.10 390.91 1.00 390.91 29204.48 74.71 20.00 149.42 LIVECOW 927.70 0.90 831.57 1.00 831.57 29204.48 35.12 10.88 38.20 LUMBER-new 161.29 1.64 265.06 1.00 265.06 29204.48 110.18 -5.00 -55.09 MXP 268.50 0.53 141.18 1.00 141.18 29204.48 206.86 12.16 251.58 NASDAQ_micro 487.85 0.66 321.77 1.00 321.77 29204.48 90.76 -1.90 -17.23 NIKKEI 44530.00 0.85 37659.71 0.01 255.08 29204.48 114.49 18.33 209.84 NZD 597.90 0.59 355.68 1.00 355.68 29204.48 82.11 6.24 51.27 OAT 1216.80 0.36 437.32 1.17 511.16 29204.48 57.13 7.17 40.96 OATIES 159.62 1.35 215.51 1.00 215.51 29204.48 135.51 -17.43 -236.19 OJ 374.92 3.01 1128.00 1.00 1128.00 29204.48 25.89 -4.98 -12.90 PALLAD 1251.00 2.08 2602.37 1.00 2602.37 29204.48 11.22 2.38 2.67 PLAT 703.90 1.59 1117.09 1.00 1117.09 29204.48 26.14 5.18 13.55 REDWHEAT 266.75 1.39 369.61 1.00 369.61 29204.48 79.01 -14.00 -110.58 RICE 230.00 1.44 331.66 1.00 331.66 29204.48 88.06 -13.58 -119.59 ROBUSTA 459.60 1.92 881.08 1.00 881.08 29204.48 33.15 6.59 21.86 RUSSELL 121.20 0.98 118.45 1.00 118.45 29204.48 246.55 7.24 178.57 SHATZ 1069.95 0.06 59.90 1.17 70.01 29204.48 417.12 -5.62 -234.62 SILVER-mini 1074.38 1.04 1122.49 1.00 1122.49 29204.48 26.02 16.94 44.08 SMI 1219.20 0.67 817.17 1.25 1021.96 29204.48 28.58 11.88 33.94 SOFR 2423.12 0.05 123.16 1.00 123.16 29204.48 237.13 5.78 137.02 SOYBEAN 540.50 0.85 460.82 1.00 460.82 29204.48 63.37 0.84 5.33 SOYMEAL 291.40 1.10 319.78 1.00 319.78 29204.48 91.33 -14.41 -131.64 SOYOIL 314.76 1.47 463.40 1.00 463.40 29204.48 63.02 -4.03 -25.39 SP400 3296.00 0.86 2820.71 1.00 2820.71 29204.48 10.35 1.06 1.10 SP500_micro 330.14 0.53 175.32 1.00 175.32 29204.48 166.58 2.09 34.77 SUGAR11 185.14 1.29 239.38 1.00 239.38 29204.48 122.00 -14.99 -182.92 US10 1132.97 0.30 341.97 1.00 341.97 29204.48 85.40 3.96 33.83 US10U 1159.06 0.39 455.08 1.00 455.08 29204.48 64.17 4.33 27.80 US2 2087.42 0.09 185.70 1.00 185.70 29204.48 157.27 1.73 27.14 US20 1174.38 0.60 706.57 1.00 706.57 29204.48 41.33 6.48 26.78 US30 1211.88 0.84 1021.83 1.00 1021.83 29204.48 28.58 3.56 10.18 US5 1096.95 0.20 218.33 1.00 218.33 29204.48 133.77 3.46 46.25 VIX 192.00 2.23 428.96 1.00 428.96 29204.48 68.08 -19.05 -129.68 WHEAT 260.88 1.30 339.43 1.00 339.43 29204.48 86.04 -12.14 -104.41 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 129.233 0.010 2.5 3.358 BITCOIN -87.542 0.043 2.5 -9.493 BOBL 32.925 0.004 2.5 0.334 BTP 37.544 0.014 2.5 1.282 BUND 35.193 0.004 2.5 0.357 BUXL -10.071 0.004 2.5 -0.102 CAC 16.621 0.014 2.5 0.568 CAD -74.639 0.010 2.5 -1.939 CANOLA 30.014 0.010 2.5 0.731 CHF -22.719 0.010 2.5 -0.590 COCOA 0.057 0.010 2.5 0.001 COFFEE 18.333 0.005 2.5 0.244 COPPER -4.232 0.043 2.5 -0.459 CORN -11.669 0.010 2.5 -0.284 COTTON2 -122.944 0.010 2.5 -2.995 CRUDE_W -3.754 0.043 2.5 -0.407 DAX -36.158 0.014 2.5 -1.235 DOW -0.454 0.009 2.5 -0.011 DX -31.603 0.010 2.5 -0.821 EUR 0.851 0.010 2.5 0.022 EURIBOR-ICE 300.384 0.014 2.5 10.260 EUROSTX 19.692 0.014 2.5 0.673 FEEDCOW 19.036 0.013 2.5 0.632 GASOIL 26.942 0.017 2.5 1.170 GASOLINE 7.764 0.017 2.5 0.337 GAS_US_mini -189.777 0.043 2.5 -20.579 GBP 69.438 0.010 2.5 1.804 GOLD_micro 62.865 0.014 2.5 2.147 HEATOIL -6.672 0.017 2.5 -0.290 JGB-SGX-mini -80.503 0.043 2.5 -8.730 JPY -26.823 0.010 2.5 -0.697 LEANHOG 149.419 0.024 2.5 9.094 LIVECOW 38.205 0.013 2.5 1.268 LUMBER-new -55.087 0.010 2.5 -1.342 MXP 251.585 0.059 2.5 36.978 NASDAQ_micro -17.227 0.009 2.5 -0.401 NIKKEI 209.837 0.043 2.5 22.755 NZD 51.269 0.010 2.5 1.332 OAT 40.963 0.014 2.5 1.399 OATIES -236.188 0.010 2.5 -5.754 OJ -12.899 0.010 2.5 -0.314 PALLAD 2.669 0.014 2.5 0.091 PLAT 13.551 0.014 2.5 0.463 REDWHEAT -110.583 0.005 2.5 -1.469 RICE -119.586 0.010 2.5 -2.913 ROBUSTA 21.860 0.005 2.5 0.290 RUSSELL 178.571 0.013 2.5 5.926 SHATZ -234.618 0.004 2.5 -2.382 SILVER-mini 44.079 0.014 2.5 1.506 SMI 33.944 0.014 2.5 1.159 SOFR 137.023 0.024 2.5 8.339 SOYBEAN 5.333 0.004 2.5 0.050 SOYMEAL -131.641 0.004 2.5 -1.226 SOYOIL -25.391 0.004 2.5 -0.237 SP400 1.096 0.013 2.5 0.036 SP500_micro 34.770 0.009 2.5 0.809 SUGAR11 -182.924 0.010 2.5 -4.457 US10 33.828 0.005 2.5 0.429 US10U 27.796 0.005 2.5 0.353 US2 27.143 0.005 2.5 0.344 US20 26.778 0.005 2.5 0.340 US30 10.178 0.005 2.5 0.129 US5 46.249 0.005 2.5 0.587 VIX -129.682 0.099 2.5 -32.056 WHEAT -104.414 0.005 2.5 -1.387 ===================== Position diags ===================== AUD 2.10 BITCOIN 15.30 BOBL 1.24 BTP 1.77 BUND 0.60 BUXL 0.26 CAC 1.44 CAD 3.08 CANOLA 5.75 CHF 1.05 COCOA 0.44 COFFEE 0.18 COPPER 1.34 CORN 2.83 COTTON2 2.05 CRUDE_W 3.19 DAX 5.17 DOW 4.78 DX 1.94 EUR 1.12 EURIBOR-ICE 9.46 EUROSTX 2.10 FEEDCOW 0.58 GASOIL 1.15 GASOLINE 1.01 GAS_US_mini 13.91 GBP 2.10 GOLD_micro 4.42 HEATOIL 0.88 JGB-SGX-mini 18.11 JPY 1.60 LEANHOG 4.55 LIVECOW 1.17 LUMBER-new 2.68 MXP 30.40 NASDAQ_micro 2.11 NIKKEI 12.42 NZD 2.13 OAT 1.95 OATIES 3.30 OJ 0.63 PALLAD 0.38 PLAT 0.89 REDWHEAT 1.05 RICE 2.15 ROBUSTA 0.44 RUSSELL 8.18 SHATZ 4.24 SILVER-mini 0.89 SMI 0.98 SOFR 14.43 SOYBEAN 0.59 SOYMEAL 0.85 SOYOIL 0.59 SP400 0.34 SP500_micro 3.88 SUGAR11 2.97 US10 1.08 US10U 0.81 US2 2.00 US20 0.52 US30 0.36 US5 1.70 VIX 16.83 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.4 3.1 3.6 0.0 0 BITCOIN -9.5 -11.0 -8.0 0.0 0 BOBL 0.3 0.2 0.5 0.0 0 BTP 1.3 1.1 1.5 0.0 0 BUND 0.4 0.3 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.6 0.4 0.7 0.0 0 CAD -1.9 -2.2 -1.6 -2.0 -2 CANOLA 0.7 0.2 1.3 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 -0.5 -0.6 -0.3 -1.0 -1 CORN -0.3 -0.6 -0.0 -3.0 -3 COTTON2 -3.0 -3.2 -2.8 -4.0 -4 CRUDE_W -0.4 -0.7 -0.1 0.0 0 DAX -1.2 -1.8 -0.7 -6.0 -6 DOW -0.0 -0.5 0.5 -9.0 -9 DX -0.8 -1.0 -0.6 0.0 0 EUR 0.0 -0.1 0.1 0.0 0 EURIBOR-ICE 10.3 9.3 11.2 0.0 0 EUROSTX 0.7 0.5 0.9 4.0 4 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.2 1.1 1.3 0.0 0 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini -20.6 -22.0 -19.2 -13.0 -13 GBP 1.8 1.6 2.0 3.0 3 GOLD_micro 2.1 1.7 2.6 3.0 3 HEATOIL -0.3 -0.4 -0.2 0.0 0 JGB-SGX-mini -8.7 -10.5 -6.9 0.0 0 JPY -0.7 -0.9 -0.5 0.0 0 LEANHOG 9.1 8.6 9.5 7.0 7 LIVECOW 1.3 1.2 1.4 0.0 0 LUMBER-new -1.3 -1.6 -1.1 0.0 0 MXP 37.0 33.9 40.0 24.0 24 NASDAQ_micro -0.4 -0.6 -0.2 0.0 0 NIKKEI 22.8 21.5 24.0 21.0 21 NZD 1.3 1.1 1.5 0.0 0 OAT 1.4 1.2 1.6 4.0 4 OATIES -5.8 -6.1 -5.4 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.5 0.4 0.6 1.0 1 REDWHEAT -1.5 -1.6 -1.4 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL 5.9 5.1 6.7 0.0 0 SHATZ -2.4 -2.8 -2.0 NaN 0 SILVER-mini 1.5 1.4 1.6 2.0 2 SMI 1.2 1.1 1.3 0.0 0 SOFR 8.3 6.9 9.8 NaN 0 SOYBEAN 0.0 -0.0 0.1 0.0 0 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -0.2 -0.3 -0.2 0.0 0 SP400 0.0 0.0 0.1 2.0 2 SP500_micro 0.8 0.4 1.2 -2.0 -2 SUGAR11 -4.5 -4.8 -4.2 -4.0 -4 US10 0.4 0.3 0.5 0.0 0 US10U 0.4 0.3 0.4 0.0 0 US2 0.3 0.1 0.5 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 0.6 0.4 0.8 4.0 4 VIX -32.1 -33.7 -30.4 -19.0 -19 WHEAT -1.4 -1.5 -1.3 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.4 -0.0 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.1 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.2 2.0 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.4 -0.5 0.0 0.1 0.1 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 0.2 0.1 0.5 -0.0 -2.7 -0.0 0.1 0.1 -0.0 0.3 -0.1 -0.1 -0.2 -0.6 -0.6 -0.6 0.4 -0.1 -0.3 -0.2 BOBL 0.2 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.1 0.1 0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 0.3 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.6 -0.3 -0.1 -0.2 -0.2 0.7 0.7 0.7 0.7 BTP 0.0 -0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.1 0.2 0.0 -2.7 0.0 0.0 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 0.0 -0.0 0.1 -0.1 0.0 0.0 -0.0 0.1 -0.2 0.0 -0.1 0.1 0.1 0.2 0.2 -0.0 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.5 -0.1 -0.0 -0.1 -0.1 0.7 0.7 0.7 0.7 BUXL 0.1 -0.1 -0.2 0.0 0.0 -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 0.0 -0.2 -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 0.2 0.3 -0.0 0.3 -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 -0.1 0.0 -0.1 -0.0 0.5 -0.1 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.5 CAD -0.0 -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 -0.2 -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 -0.1 -0.0 0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -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 0.5 0.0 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.1 -0.3 0.3 0.0 0.0 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 -0.4 0.0 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -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 0.2 0.1 0.2 0.4 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.5 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 -0.2 -0.6 -0.2 0.3 0.2 0.3 0.2 CORN 0.6 0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.3 0.1 -0.5 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.3 0.1 1.0 0.0 0.1 -0.1 0.1 -0.2 0.0 -1.1 0.5 0.6 0.4 0.3 -0.2 0.1 -0.1 0.2 COTTON2 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 -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 -0.2 -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 -0.4 0.7 0.3 -0.1 0.4 DAX -0.5 -0.5 -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 0.2 0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 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 0.2 -1.8 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.1 0.5 0.4 0.3 -0.7 -0.7 -0.7 -0.7 DX -0.0 0.2 -0.1 0.0 0.0 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 -0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.1 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 1.6 0.0 0.0 0.2 0.0 0.2 0.0 -0.4 -0.3 -0.3 -0.1 0.1 -0.7 -0.5 -0.7 -0.6 EURIBOR-ICE 0.2 -0.0 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.2 0.0 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 -0.1 0.0 -0.0 0.1 0.0 0.8 -0.2 -0.0 -0.1 -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 0.2 0.4 -0.0 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 0.1 -0.0 0.0 0.0 -0.0 0.4 -0.4 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW -0.3 -0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 0.5 0.1 0.1 0.4 0.1 0.3 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 0.9 -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 0.1 0.3 0.2 0.2 0.7 0.2 0.5 0.2 GASOLINE 0.1 -0.0 0.2 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.1 0.0 -0.1 -0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.0 0.0 0.0 -2.7 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 1.1 -0.5 -0.3 -0.1 -0.4 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 -0.2 -0.5 0.0 -0.4 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -1.1 -0.3 -0.3 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.1 -0.1 -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 -0.1 -0.3 0.1 -0.0 0.3 -0.1 0.1 0.0 GOLD_micro 0.6 0.4 0.4 0.1 0.1 0.2 0.1 0.2 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 0.3 0.1 -0.5 0.5 0.6 0.6 -0.5 -0.5 0.1 -0.6 -0.1 HEATOIL 0.1 -0.2 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 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.5 -0.4 -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 0.0 -0.2 -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 0.1 -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 -0.4 -0.1 -0.5 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.6 0.2 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 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 0.4 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 -0.2 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 0.5 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 0.1 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 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.1 -0.1 -0.1 -0.2 NaN -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.2 0.6 -0.4 -0.4 0.3 0.8 0.8 0.8 0.8 MXP 0.1 -0.1 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 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.4 0.1 1.1 -0.1 -0.1 0.2 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro -0.1 -0.2 0.6 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.5 0.2 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 0.1 -0.3 0.3 -0.1 0.3 0.5 -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 0.1 0.2 0.5 0.2 0.5 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -1.8 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.3 0.6 0.6 0.2 0.7 0.7 0.7 NZD 0.1 -0.3 -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 -0.4 -0.3 -0.2 0.7 0.5 0.7 0.7 OAT 0.0 -0.2 -0.1 0.0 0.0 -0.0 0.0 -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 0.0 -0.1 0.0 -0.0 0.0 0.7 0.2 -0.2 -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 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.4 -0.0 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -2.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.5 0.3 -0.4 0.3 -0.7 -0.3 -0.7 -0.2 OJ 0.0 -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 0.5 0.4 0.1 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.1 -0.3 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.1 2.4 0.0 0.1 0.1 0.0 0.1 0.0 0.3 0.2 -0.1 -0.3 -0.1 -0.6 -0.7 -0.7 -0.7 PLAT 0.1 -0.1 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 0.1 0.2 0.0 0.0 0.2 -0.0 0.2 -0.0 0.2 -0.4 -0.4 -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 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 0.9 -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 -0.1 -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 0.2 -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 -0.1 -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 0.1 -0.0 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.0 0.0 1.1 0.2 0.6 0.6 -0.0 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 -0.0 0.6 0.5 0.4 -0.7 -0.6 -0.7 -0.7 SHATZ -0.0 -0.3 -0.3 0.0 0.0 -0.0 0.1 -0.1 0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.0 -0.1 0.7 -0.0 -0.1 -0.1 -0.1 -0.0 -0.0 -1.1 -0.5 -0.4 -0.5 -0.4 0.7 0.5 0.7 0.6 SILVER-mini 0.6 0.3 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 0.2 0.6 0.6 0.5 0.7 0.7 0.6 0.2 SMI 0.3 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.2 0.1 0.1 -0.0 0.0 -0.0 0.0 0.1 0.0 0.0 0.1 0.1 1.1 0.0 -0.0 0.0 0.0 0.0 0.1 0.7 -0.4 0.3 0.2 -0.5 0.7 0.7 0.7 0.7 SOFR 0.4 0.4 0.4 0.0 0.0 -0.0 0.1 -0.1 0.1 0.0 0.5 0.1 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.4 0.2 -2.5 0.1 -0.0 0.2 0.0 0.1 0.1 0.2 0.1 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.1 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 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.4 -0.1 -0.7 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 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.2 -0.1 -1.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.5 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 0.1 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 0.5 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.1 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 0.4 0.4 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 -0.0 0.4 0.5 0.4 0.4 -0.0 -0.7 -0.7 -0.7 -0.7 US10 0.4 0.4 0.3 0.0 0.0 -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 0.5 0.4 0.3 0.0 0.0 -0.0 0.1 -0.1 0.1 0.1 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 -1.2 0.1 0.0 0.1 0.1 0.1 0.1 -0.5 0.5 0.6 0.6 0.6 0.2 -0.4 -0.7 -0.7 US2 0.3 0.4 0.2 0.0 0.0 -0.0 0.0 -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 0.0 0.0 0.1 2.1 0.0 0.0 0.1 0.0 0.1 0.0 -1.1 0.1 0.2 0.4 0.2 -0.1 -0.3 -0.5 -0.5 US20 0.4 0.4 0.2 0.0 0.0 -0.0 0.0 -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 0.1 -0.1 0.1 -0.8 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.5 0.5 0.5 0.3 0.7 0.3 -0.4 -0.2 US30 0.3 0.3 0.2 0.0 0.0 -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 0.5 0.4 0.2 0.7 0.1 -0.2 -0.3 US5 0.4 0.4 0.3 0.0 0.0 -0.0 0.1 -0.1 0.0 0.0 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 0.0 0.1 0.1 -0.6 0.2 0.4 0.6 0.4 -0.3 -0.4 -0.7 -0.6 VIX -0.5 -0.7 -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 -0.1 -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 -0.0 -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 -0.0 -1.1 0.5 0.6 0.0 0.6 -0.7 -0.6 -0.7 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 11.6 -0.2 6.5 5.1 8.0 4.7 10.2 3.9 8.0 18.0 17.9 20.0 2.1 14.4 11.1 -1.3 -1.5 -1.6 -1.5 9.1 6.8 20.0 2.2 15.8 14.7 6.1 12.2 3.1 12.6 -0.4 9.7 2.3 3.2 1.6 3.1 2.6 20.0 20.0 20.0 20.0 BITCOIN -13.1 -16.2 1.4 7.5 10.3 9.5 8.1 8.2 6.3 20.0 17.1 5.0 20.0 -8.6 1.1 -7.9 -7.5 -7.9 -7.6 2.0 14.3 8.8 20.0 -2.5 -20.0 -1.1 8.2 5.1 -0.2 9.4 -4.9 -2.8 -8.7 -20.0 -20.0 -20.0 12.3 -2.2 -10.3 -6.9 BOBL 5.8 -2.1 -2.9 1.5 1.2 -0.3 4.9 -2.1 3.7 -5.6 3.3 1.0 -0.7 -3.3 -6.5 11.9 -4.5 -2.2 -3.5 -1.4 -1.8 -1.1 -1.9 0.4 2.4 -1.1 -7.3 -1.7 -0.9 -1.2 0.3 -11.5 -11.8 -2.0 -6.1 -5.1 20.0 20.0 20.0 20.0 BTP 0.4 -3.7 -0.6 1.9 1.5 -0.4 6.5 -2.8 4.9 11.9 15.1 13.5 13.2 6.7 8.0 10.4 9.3 11.9 11.0 2.5 4.8 8.3 7.7 4.4 -20.0 2.0 3.1 3.9 6.9 6.4 3.6 12.5 4.7 -4.9 -1.6 7.8 20.0 20.0 20.0 20.0 BUND 6.5 0.2 -0.0 1.5 1.2 -0.3 4.9 -2.1 3.7 4.3 -0.8 7.2 -6.3 0.6 -5.3 2.8 6.8 9.3 9.5 -1.1 -3.4 4.2 -5.4 2.6 -1.1 -0.8 -1.2 -2.2 3.2 -2.7 1.9 9.3 -2.2 -0.1 -3.3 -3.4 20.0 20.0 20.0 20.0 BUXL 3.1 -2.5 -4.7 1.5 1.2 -0.3 5.1 -2.2 3.9 9.5 -14.4 8.5 -14.2 -5.2 -11.1 3.2 2.3 3.3 3.1 -8.7 -12.3 4.2 -14.4 -2.5 -3.6 -4.3 2.4 -5.3 2.3 -5.1 -1.2 0.0 0.7 -7.2 -11.3 -11.5 20.0 7.3 1.8 2.1 CAC -9.0 -3.9 0.2 5.5 8.6 4.5 6.8 3.5 5.4 17.6 10.6 -4.3 8.0 -0.5 1.4 1.2 -0.6 -0.6 -0.4 0.0 2.5 5.7 3.5 -0.7 0.1 -1.7 9.4 -2.4 3.5 -2.7 -0.8 8.5 -4.2 -17.6 -14.9 -20.0 20.0 20.0 20.0 15.1 CAD -0.5 -12.0 0.8 5.8 9.2 5.3 11.7 4.5 9.1 -13.2 9.5 -6.8 0.9 -15.4 -14.2 -7.3 -6.7 -7.4 -7.1 -8.0 -0.2 -8.1 0.0 -9.8 17.9 -1.3 -2.9 3.6 -2.6 2.2 -3.0 -7.1 -20.0 -20.0 -20.0 -6.1 -20.0 -20.0 -20.0 -20.0 CANOLA -13.1 -20.0 -7.0 -2.6 -0.4 -2.0 -2.4 -1.4 -3.0 7.3 1.4 -4.2 2.7 -7.3 -7.6 -13.9 -6.1 -7.8 -4.7 -8.4 -2.3 -2.5 1.5 -8.7 1.7 -2.7 1.5 -1.0 -0.9 0.2 -2.7 -4.3 19.8 1.3 -4.0 1.2 20.0 19.8 20.0 20.0 CHF 4.2 -10.2 8.0 3.4 5.3 3.1 6.8 2.6 5.3 5.2 10.7 6.7 9.6 0.3 3.7 -15.2 -15.5 -15.2 -14.9 4.1 9.4 6.0 10.9 4.0 -0.3 3.6 3.2 5.2 5.0 5.5 4.4 -20.0 -7.2 0.1 -4.9 2.5 -20.0 -20.0 -20.0 -20.0 COCOA -13.1 0.6 -8.9 -2.5 -0.4 -1.9 -2.4 -1.4 -2.9 0.7 -4.3 -5.4 2.4 -3.1 -3.4 -1.3 15.2 8.5 12.1 -3.4 -1.2 -4.2 4.9 -5.0 -20.0 -0.6 0.2 0.8 -1.2 4.9 -1.5 20.0 17.0 1.0 12.3 6.4 2.5 5.4 6.4 8.6 COFFEE 20.0 20.0 -15.7 -6.2 -0.9 -4.8 -5.9 -3.4 -7.3 19.3 5.2 20.0 11.4 20.0 16.6 13.1 8.5 10.6 9.4 20.0 18.8 20.0 17.5 20.0 -20.0 6.8 4.5 4.0 6.1 4.1 8.2 19.9 20.0 20.0 20.0 20.0 5.6 16.9 15.9 20.0 COPPER 0.5 -20.0 -8.5 2.1 2.9 2.7 2.3 2.3 1.8 4.8 -3.0 4.3 -1.0 -5.8 -5.8 -4.3 -5.3 -4.5 -5.0 -4.6 -2.6 1.3 0.3 -2.5 -5.0 -0.7 0.6 0.4 0.1 1.3 -0.7 1.1 -5.5 -5.1 -17.0 -6.9 10.0 6.4 10.1 7.3 CORN 17.8 3.9 -7.0 -4.4 -0.6 -3.3 -4.1 -2.4 -5.1 9.4 -10.4 12.4 -12.7 8.0 -4.9 -20.0 -19.3 -20.0 -20.0 -1.7 -8.1 10.1 -10.7 6.8 7.4 0.4 8.6 -2.8 6.1 -5.6 4.1 -20.0 20.0 20.0 13.1 10.8 -6.5 1.6 -2.7 4.5 COTTON2 -3.5 -0.9 1.2 -6.9 -1.0 -5.3 -6.6 -3.8 -8.0 19.4 -20.0 -10.7 -20.0 -16.2 -18.7 -16.9 -13.0 -15.0 -14.1 -8.7 -12.7 -1.1 -20.0 -6.5 -16.0 -4.2 6.8 -8.0 2.4 -15.5 -2.1 -18.6 20.0 20.0 16.4 20.0 -10.8 -20.0 -4.7 -20.0 CRUDE_W 0.8 -3.9 6.0 2.2 -2.3 2.9 0.2 1.2 1.1 -9.1 -2.1 -8.7 -9.4 -13.5 -2.7 6.8 7.5 7.3 7.0 -1.9 -2.3 -4.0 -5.5 -3.4 1.5 -3.9 -3.4 -2.5 -5.8 -3.7 -6.3 -2.3 -20.0 -14.6 -6.8 -11.0 20.0 10.3 -1.7 13.1 DAX -16.4 -14.5 -4.1 5.3 8.4 4.4 6.7 3.4 5.3 -5.3 15.9 -12.2 17.6 -10.5 0.9 -5.3 -6.4 -5.1 -5.2 -3.1 10.7 -10.8 20.0 -11.5 -10.9 -4.0 -2.1 1.1 -6.1 7.6 -7.0 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 13.2 DOW 4.9 3.4 18.3 4.8 7.5 3.9 6.0 3.0 4.7 10.3 15.5 13.6 10.8 15.7 17.2 -8.3 -8.0 -7.7 -7.3 16.6 14.9 12.4 11.0 14.0 -13.3 6.1 4.9 4.1 5.7 2.6 6.4 -3.7 2.4 16.7 10.8 7.9 -20.0 -20.0 -20.0 -20.0 DX -1.5 6.1 -3.7 3.1 4.9 2.8 6.2 2.4 4.8 -11.3 -11.1 -10.2 -10.5 -5.4 -3.4 6.5 6.1 6.3 6.1 -3.6 -8.9 -4.9 -10.9 -2.9 -20.0 -1.4 -3.3 -3.8 -2.7 -4.6 -1.4 15.2 -20.0 -16.2 -4.1 -14.7 20.0 11.6 20.0 14.5 EUR 0.1 -6.3 7.4 3.4 5.3 3.1 6.8 2.6 5.3 5.7 12.3 6.3 11.3 6.6 7.2 -7.1 -7.6 -7.6 -7.6 5.3 11.0 4.4 12.3 3.5 11.8 4.0 3.2 6.4 4.0 6.7 3.7 -8.1 -11.4 -8.8 -3.7 4.4 -20.0 -16.4 -20.0 -18.6 EURIBOR-ICE 5.6 -1.3 -4.1 1.2 1.0 -0.3 4.1 -1.8 3.1 -8.3 7.9 0.6 9.5 2.1 0.6 12.0 9.7 13.1 12.3 1.6 2.4 -1.3 5.0 1.8 6.4 1.0 -8.2 1.0 -1.3 2.5 1.5 14.3 -10.4 -0.2 -2.2 -0.4 20.0 20.0 20.0 20.0 EUROSTX -6.9 -3.0 -1.8 5.6 8.8 4.6 7.0 3.5 5.5 16.9 15.6 -3.9 14.9 4.3 6.4 -1.5 -0.5 -1.4 -0.9 2.3 6.5 1.9 11.5 -0.5 -6.5 -1.2 5.8 -0.8 0.9 1.4 -1.3 8.2 -15.5 -18.1 -13.4 -20.0 20.0 20.0 20.0 12.8 FEEDCOW -9.8 -1.3 11.5 -4.3 -0.6 -3.3 -4.1 -2.4 -5.0 -12.8 15.0 -4.8 15.2 8.0 13.1 18.4 4.7 15.3 10.4 20.0 20.0 -12.5 20.0 8.5 -20.0 5.0 -4.7 6.5 -2.5 6.2 1.5 17.7 -7.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 5.8 -1.4 11.5 1.9 -2.1 2.6 0.2 1.1 1.0 -0.2 3.9 9.4 -1.1 7.6 2.7 20.0 11.1 16.4 13.0 5.8 5.5 4.1 2.0 5.5 0.0 4.3 -0.4 4.1 2.7 1.6 3.8 5.5 5.9 9.7 5.1 7.5 19.7 5.7 13.9 5.6 GASOLINE 3.8 -0.4 6.4 2.3 -2.4 3.0 0.2 1.2 1.1 -7.8 4.3 0.9 -2.1 -2.7 2.4 20.0 20.0 20.0 20.0 3.7 2.9 1.0 0.4 2.7 -20.0 -2.1 -2.4 -0.0 -5.0 0.2 -4.9 20.0 -20.0 -9.1 -2.7 -11.1 20.0 16.8 20.0 20.0 GAS_US_mini 6.1 -13.2 -19.4 2.4 -2.6 3.2 0.2 1.3 1.2 -18.4 -19.0 0.8 -12.0 -14.9 -18.9 -20.0 -20.0 -20.0 -20.0 -19.9 -20.0 -7.1 -14.0 -10.0 20.0 -6.3 -6.1 -6.2 -2.6 -3.3 -3.2 -20.0 -14.5 -10.8 -20.0 -20.0 -4.2 -20.0 -20.0 -20.0 GBP 3.2 -4.1 -1.0 5.8 9.1 5.3 11.6 4.5 9.1 20.0 18.0 18.0 17.9 16.5 2.9 -0.2 -0.3 -0.5 -0.5 6.6 13.2 12.0 18.5 8.0 1.2 7.0 8.2 7.4 10.5 9.0 9.6 4.1 -6.0 -8.0 3.8 -1.3 9.9 -2.8 3.7 0.1 GOLD_micro 20.0 13.4 13.0 6.1 8.4 7.7 6.6 6.7 5.1 18.3 18.6 20.0 19.0 19.2 16.1 -12.1 -11.3 -11.1 -10.7 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 5.7 6.0 9.1 7.9 9.3 -8.6 20.0 20.0 20.0 -14.3 -14.2 1.7 -17.1 -1.8 HEATOIL 2.9 -4.9 13.1 2.3 -2.4 3.0 0.2 1.2 1.1 -12.5 8.7 2.1 1.5 -3.0 8.7 11.8 8.5 9.6 8.7 5.4 7.8 -0.7 4.6 2.2 -20.0 -0.6 -5.3 3.7 -5.7 3.9 -4.8 0.6 -20.0 -11.5 -9.0 3.1 12.3 3.2 -10.1 -3.9 JGB-SGX-mini 0.8 -1.3 -3.9 0.8 0.7 -0.2 2.9 -1.2 2.2 0.0 -5.4 0.4 -5.8 -3.4 -5.7 20.0 15.6 20.0 17.5 -4.0 -5.2 0.8 -6.1 -1.4 -5.6 -1.8 -0.5 -2.3 0.7 -3.0 -0.5 20.0 0.8 -6.3 -6.6 -6.4 -20.0 -20.0 -20.0 -20.0 JPY 2.0 -3.9 -9.5 3.7 5.8 3.4 7.4 2.8 5.8 6.6 -4.6 0.1 -4.6 1.7 -8.1 -10.2 -11.1 -10.2 -10.2 -6.0 -5.4 -0.4 -4.3 -2.8 20.0 -0.9 1.0 -1.8 2.6 -1.8 1.9 -13.3 -18.3 -11.5 -4.4 -16.9 -8.4 -9.3 -13.7 -8.4 LEANHOG 17.4 5.1 10.4 -7.2 -1.1 -5.5 -6.8 -4.0 -8.4 13.1 20.0 20.0 20.0 20.0 18.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.3 7.0 5.2 6.2 8.4 6.6 9.2 20.0 20.0 20.0 20.0 20.0 20.0 13.0 20.0 20.0 LIVECOW -7.0 -3.1 9.3 -4.3 -0.6 -3.2 -4.1 -2.4 -5.0 -10.2 14.7 -5.6 14.9 6.7 12.5 -0.6 17.9 13.4 18.4 18.2 20.0 -9.2 20.0 5.0 -20.0 4.7 -4.0 6.8 -2.8 7.1 0.9 20.0 2.4 20.0 20.0 20.0 20.0 12.3 20.0 17.4 LUMBER-new -20.0 -20.0 -0.0 -3.1 -0.5 -2.3 -2.9 -1.7 -3.6 0.8 -6.3 -8.4 -3.7 -10.1 -8.1 -20.0 -20.0 -20.0 -20.0 -13.9 -7.3 -10.2 -3.6 -16.7 NaN -2.9 -0.2 -1.1 -2.1 -0.2 -3.6 -20.0 20.0 -11.7 -11.2 8.4 20.0 20.0 20.0 20.0 MXP 1.6 -3.8 17.3 6.0 9.4 5.4 11.9 4.6 9.3 20.0 20.0 20.0 11.0 20.0 20.0 12.2 12.4 12.3 12.0 19.3 20.0 20.0 20.0 15.3 -20.0 9.7 13.9 11.9 11.5 9.7 9.2 20.0 -4.8 -2.1 7.5 20.0 7.9 8.2 1.2 10.2 NASDAQ_micro -1.6 -7.7 20.0 4.6 7.2 3.8 5.7 2.9 4.5 15.0 16.8 14.1 14.8 12.6 15.7 -9.3 -8.4 -8.9 -8.2 19.4 20.0 16.4 20.0 13.8 -20.0 5.8 7.1 5.9 5.8 5.2 5.0 -4.8 12.4 -2.3 8.3 14.1 -20.0 -16.0 -20.0 -20.0 NIKKEI 1.9 16.3 20.0 5.2 8.2 4.3 6.5 3.3 5.2 17.1 18.2 16.4 14.2 16.1 17.1 7.2 10.1 10.8 10.6 20.0 20.0 20.0 18.2 20.0 -13.6 6.6 8.5 5.0 7.0 2.3 6.2 20.0 20.0 9.8 20.0 20.0 7.4 20.0 20.0 20.0 NZD 4.3 -9.9 -1.2 4.0 6.3 3.7 8.1 3.1 6.3 12.6 6.4 11.3 -1.8 -2.5 -7.0 -3.4 -2.5 -3.4 -3.1 -2.9 -1.0 10.2 -0.4 2.0 10.4 0.3 8.3 0.2 8.2 -0.5 3.7 0.0 -4.0 -13.0 -9.3 -7.6 20.0 13.8 20.0 20.0 OAT 0.4 -4.9 -2.7 1.3 1.1 -0.3 4.5 -1.9 3.4 8.9 0.8 8.2 -3.9 -1.4 -5.9 15.0 9.0 15.4 13.0 -3.9 -3.9 6.7 -3.9 0.4 1.0 -2.2 3.1 -2.0 3.8 -1.4 0.2 13.7 7.2 -6.8 -5.6 -5.6 20.0 20.0 20.0 20.0 OATIES -10.3 -20.0 -8.9 -6.0 -0.9 -4.6 -5.7 -3.3 -7.0 -16.1 -14.1 -19.9 -5.9 -20.0 -20.0 -20.0 -1.5 -12.7 -4.8 -20.0 -14.5 -18.8 -7.8 -20.0 -19.6 -6.9 -3.3 -4.7 -5.0 -2.9 -6.7 0.4 20.0 8.7 -13.6 9.1 -20.0 -8.1 -20.0 -7.3 OJ 0.5 -8.8 9.4 -2.0 -0.3 -1.6 -1.9 -1.1 -2.4 3.1 -4.2 -1.5 -4.4 -4.2 -1.1 1.5 7.3 3.2 4.6 -1.6 -3.1 0.8 -4.4 -1.2 -20.0 -0.5 1.2 -1.5 0.8 -1.8 0.1 14.9 19.5 12.2 3.4 6.6 -16.3 -9.4 -13.2 -7.7 PALLAD 2.5 -10.4 14.0 3.6 4.9 4.5 3.9 3.9 3.0 10.7 3.4 9.6 2.3 -4.2 1.2 -2.8 -2.9 -2.9 -2.9 3.1 5.5 13.0 4.4 5.0 18.4 1.7 6.9 3.7 4.2 3.5 1.4 5.2 7.1 -3.8 -9.6 -1.9 -19.0 -20.0 -20.0 -20.0 PLAT 2.0 -3.3 20.0 3.9 5.4 4.9 4.2 4.3 3.3 -1.8 9.0 4.1 7.6 -0.4 7.8 -3.6 -3.4 -2.8 -2.9 9.0 15.3 5.0 14.9 5.1 1.7 2.5 1.1 6.0 -0.1 6.1 -0.2 4.7 -15.8 -11.0 -12.9 15.7 15.6 4.6 -7.9 -4.1 REDWHEAT -3.2 -8.3 -9.7 -6.6 -1.0 -5.0 -6.3 -3.6 -7.7 2.1 -20.0 -12.7 -20.0 -20.0 -20.0 -20.0 -15.7 -19.5 -17.9 -20.0 -20.0 -7.0 -20.0 -15.8 6.4 -7.4 3.0 -7.9 -0.9 -10.2 -5.3 -20.0 20.0 20.0 5.4 18.5 -20.0 -20.0 -20.0 -20.0 RICE -15.2 -3.7 -9.8 -2.5 -0.4 -1.9 -2.4 -1.4 -2.9 -7.4 -8.6 -8.3 -8.2 -8.3 -8.3 -17.8 -7.5 -16.6 -14.3 -11.5 -10.9 -10.2 -10.1 -11.7 -1.6 -3.1 -1.9 -3.1 -2.5 -3.5 -3.1 -14.6 9.0 -8.9 -3.0 -1.3 -19.9 -9.2 -14.3 -9.3 ROBUSTA 20.0 20.0 -20.0 -2.6 -0.4 -1.9 -2.4 -1.4 -3.0 3.7 -2.5 2.2 -0.9 5.5 3.3 20.0 15.7 19.6 16.3 9.4 -0.6 5.9 -1.8 11.9 -20.0 1.6 1.0 -0.1 1.0 -0.2 2.1 20.0 7.4 20.0 20.0 -0.7 0.1 19.3 2.3 20.0 RUSSELL 11.7 10.7 20.0 4.6 7.2 3.8 5.7 2.9 4.5 9.7 13.7 14.2 5.3 15.6 16.4 -5.1 -5.4 -5.0 -5.0 19.8 14.9 13.5 6.7 18.2 8.0 5.9 2.8 3.7 4.3 1.4 5.8 0.5 -0.2 19.1 16.4 13.0 -20.0 -18.8 -20.0 -20.0 SHATZ -0.3 -9.4 -9.0 1.4 1.1 -0.3 4.7 -2.0 3.6 -11.8 -2.1 -8.8 3.8 -12.1 -13.0 -20.0 -19.1 -20.0 -18.7 -7.6 -5.0 -9.6 -1.5 -7.5 5.2 -4.3 -9.7 -2.9 -5.8 -0.8 -4.4 -20.0 -20.0 -12.8 -16.7 -12.2 20.0 14.7 20.0 19.5 SILVER-mini 20.0 9.8 18.5 7.6 10.5 9.7 8.2 8.4 6.4 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 -11.1 9.4 10.7 9.0 9.7 7.4 9.6 -1.1 7.4 20.0 20.0 14.3 20.0 20.0 19.0 6.2 SMI 8.8 9.4 -3.2 5.1 8.0 4.2 6.4 3.2 5.1 -1.7 5.5 5.3 5.1 12.6 8.7 -0.3 2.3 -0.1 1.0 7.9 3.4 3.8 3.8 9.6 8.4 3.8 -2.1 0.4 2.1 0.1 4.9 12.4 -14.7 10.2 7.7 -16.9 20.0 20.0 20.0 20.0 SOFR 12.1 10.8 13.8 2.0 1.6 -0.4 6.6 -2.9 5.0 0.8 20.0 13.5 11.1 17.3 19.1 7.5 4.7 7.3 6.3 20.0 19.3 12.3 14.1 20.0 -19.1 7.3 -0.1 5.8 4.5 3.9 7.4 4.6 5.2 20.0 20.0 20.0 3.6 -12.0 -20.0 -20.0 SOYBEAN 3.6 6.3 3.5 -5.0 -0.7 -3.8 -4.8 -2.8 -5.8 7.9 3.2 -6.7 -10.4 8.0 4.2 -10.8 -8.0 -13.5 -11.4 3.9 0.8 1.5 -5.8 3.5 -1.5 5.1 3.7 3.0 3.0 -1.7 4.5 -11.9 20.0 20.0 20.0 20.0 -9.1 -0.6 -5.8 6.0 SOYMEAL -3.4 12.5 -4.8 -5.6 -0.8 -4.3 -5.3 -3.1 -6.5 14.9 -14.4 -7.9 -18.2 2.1 -7.2 -17.3 -14.4 -17.8 -17.2 -6.5 -13.7 0.2 -20.0 -2.8 -15.0 0.2 5.1 -5.3 3.9 -10.3 3.2 -20.0 20.0 20.0 20.0 7.3 -20.0 -20.0 -20.0 -20.0 SOYOIL -9.6 -20.0 10.5 -3.5 -0.5 -2.7 -3.4 -1.9 -4.1 4.8 7.0 -7.2 7.8 -9.2 1.4 -5.9 -2.5 -3.5 -2.9 -2.2 5.2 -4.1 7.3 -6.7 -8.8 -0.9 1.7 2.3 -2.0 2.5 -3.2 0.9 20.0 9.2 1.8 20.0 -20.0 -7.9 -20.0 -8.0 SP400 9.1 3.2 16.4 4.4 7.0 3.7 5.6 2.8 4.4 7.1 11.9 12.0 5.2 13.7 15.2 -5.9 -5.9 -5.7 -5.6 13.4 10.4 10.3 5.3 12.7 -2.4 5.3 2.8 2.9 4.6 0.6 5.8 -0.5 -1.8 14.0 7.2 2.6 -20.0 -19.5 -20.0 -20.0 SP500_micro 2.4 0.5 20.0 5.8 9.2 4.8 7.3 3.7 5.8 19.1 20.0 20.0 19.5 20.0 20.0 -10.1 -9.3 -9.4 -8.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.8 8.4 6.4 7.7 4.6 7.5 -6.0 15.5 11.3 18.5 19.9 -20.0 -16.1 -20.0 -20.0 SUGAR11 -7.6 -1.5 -9.4 -5.4 -0.8 -4.1 -5.2 -3.0 -6.3 1.0 -15.8 -8.8 -15.8 -10.7 -13.7 -11.9 6.5 -10.2 -3.6 -12.5 -15.1 -9.0 -15.8 -12.1 -20.0 -5.5 1.0 -6.8 -2.8 -6.6 -4.6 8.4 20.0 12.9 12.3 -1.3 -20.0 -20.0 -20.0 -20.0 US10 13.4 12.9 10.0 1.4 1.1 -0.3 4.7 -2.0 3.5 8.9 10.6 12.2 0.8 13.3 13.0 1.9 -1.0 1.2 0.5 12.6 8.4 13.0 3.5 15.0 -3.1 4.9 1.7 3.2 4.8 1.6 6.0 -5.1 15.2 16.8 18.9 12.6 -7.1 -18.0 -20.0 -20.0 US10U 13.9 13.2 8.9 2.0 1.6 -0.4 6.8 -2.9 5.1 14.2 10.1 18.2 -3.3 19.5 18.4 -4.1 -2.5 -2.8 -2.4 17.0 9.3 20.0 1.4 20.0 -8.6 6.9 4.3 3.9 8.7 1.5 9.3 -8.9 20.0 20.0 20.0 17.7 6.9 -12.1 -20.0 -20.0 US2 9.8 11.0 5.2 1.2 0.9 -0.3 3.9 -1.7 3.0 0.8 4.3 6.6 -2.5 9.4 7.7 -12.4 -16.8 -14.2 -14.6 6.5 3.9 5.5 0.8 7.8 15.7 3.7 0.2 2.4 2.8 1.5 4.3 -20.0 4.5 6.3 10.8 5.5 -3.6 -8.0 -16.0 -16.2 US20 12.3 12.3 7.3 1.2 1.0 -0.3 4.2 -1.8 3.2 10.2 0.0 11.2 -6.8 10.8 9.8 4.5 2.3 4.1 3.4 8.1 2.6 16.2 -2.3 13.3 -6.2 3.9 4.2 1.7 6.3 -0.0 5.9 0.1 20.0 15.6 15.2 8.4 20.0 8.0 -11.4 -6.8 US30 10.7 10.6 5.5 1.5 1.2 -0.3 5.1 -2.2 3.9 12.8 -4.1 13.4 -10.9 11.5 9.2 -6.0 -3.0 -3.4 -2.8 6.6 -0.0 18.4 -5.9 13.5 -4.3 4.2 6.4 1.2 8.5 -1.2 7.2 -9.6 20.0 14.5 12.7 6.0 20.0 4.4 -6.4 -8.2 US5 11.7 11.3 9.4 1.5 1.2 -0.3 4.9 -2.1 3.7 2.4 12.1 10.1 1.9 12.7 12.6 -2.6 -4.2 -3.1 -3.1 12.0 9.0 8.7 4.7 12.8 2.2 5.1 0.1 3.7 3.7 2.4 5.7 -10.9 6.3 12.9 17.0 11.7 -7.8 -11.8 -20.0 -18.7 VIX -9.4 -12.9 -9.6 -7.4 -8.0 -2.8 -9.0 1.0 -9.1 -20.0 -12.6 -20.0 -5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.1 -20.0 -1.5 -20.0 NaN -8.7 -7.9 -3.3 -9.6 1.1 -10.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 1.2 -13.0 -9.5 -5.7 -0.9 -4.4 -5.5 -3.2 -6.7 -3.3 -20.0 -10.8 -20.0 -18.3 -19.9 -18.7 -18.1 -18.5 -18.3 -17.8 -19.4 -6.5 -20.0 -12.6 11.1 -5.5 0.9 -5.1 -1.7 -6.6 -4.3 -20.0 20.0 20.0 0.8 18.5 -20.0 -16.7 -20.0 -18.1 End of report for caleb_strategy_v3