******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250915_204405 produced at 2025-09-15 21:39:05.013326 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -8.74 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.34 0.0 999.00 -999.00 -0.21 -0.21 -32.73 999999999.0 -21 -21 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -2.70 24.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.07 -0.09 0.0 0.00 -0.07 -0.07 -0.07 -19.58 26.0 -15 -15 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -9.33 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.06 0.0 1.12 -1.12 -0.08 -0.08 -1.55 29.0 -2 -2 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.09 -1.09 0.00 0.00 -0.57 13.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -0.97 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.18 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.19 -0.19 -0.07 -0.07 -3.02 11.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.04 -4.33 18.0 -4 -4 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -3.07 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.76 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.44 999999999.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.09 -0.02 0.0 0.00 -0.09 -0.09 -0.09 -1.23 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 -1.34 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.46 8.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.27 9.0 -2 -2 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.28 3.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.33 3.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.09 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 -0.24 3.0 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 -0.32 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.00 -0.00 0.0 0.60 -0.60 0.00 0.00 -0.11 23.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.35 0.00 0.0 0.35 -0.35 0.35 0.35 0.02 2.0 2 2 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.25 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 0.07 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 0.58 51.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.00 0.0 0.81 -0.81 -0.18 -0.18 -0.14 66.0 -15 -15 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.00 0.0 0.13 -0.13 -0.03 -0.03 -0.27 12.0 -3 -3 caleb_strategy_v3 COCOA False False 0.04 0.00 0.00 0.0 1.05 -1.05 0.00 0.00 0.00 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.31 23.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.39 -0.39 0.06 0.06 0.15 6.0 1 1 caleb_strategy_v3 EUR False False 0.08 0.00 0.01 0.0 1.10 -1.10 0.00 0.00 0.08 14.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.40 999999999.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.39 -1.39 0.00 0.00 0.26 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.38 -0.38 0.04 0.04 0.52 10.0 1 1 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.02 0.0 0.50 -0.50 0.08 0.08 0.23 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.39 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.37 9.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 0.02 0.0 0.84 -0.84 -0.02 -0.02 1.09 48.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 0.03 0.0 1.02 -1.02 0.00 0.00 0.44 17.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.03 0.0 0.68 -0.68 0.14 0.14 0.85 20.0 4 4 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.80 -0.80 0.00 0.00 0.34 10.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.23 0.03 0.0 1.45 -1.45 0.23 0.23 0.58 25.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.02 0.02 0.04 0.0 1.09 -1.09 0.02 0.02 2.27 56.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.72 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.44 -0.44 0.00 0.00 6.18 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 0.38 13.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.67 -0.67 0.00 0.00 1.42 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.05 0.0 0.14 -0.14 0.00 0.00 1.30 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.85 -0.85 0.00 0.00 1.26 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.73 -0.73 0.27 0.27 0.62 8.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.06 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.17 0.09 0.0 999.00 -999.00 0.17 0.17 1.56 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.13 0.09 0.0 0.99 -0.99 0.13 0.13 1.97 22.0 3 3 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.75 -0.75 0.00 0.00 1.36 10.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.38 0.11 0.0 0.76 -0.76 0.38 0.38 1.42 10.0 5 5 caleb_strategy_v3 AUD False False 0.04 0.00 0.13 0.0 0.67 -0.67 0.00 0.00 3.60 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.15 0.18 0.0 0.24 -0.24 0.15 0.15 9.36 13.0 8 8 caleb_strategy_v3 NIKKEI False False 0.02 0.33 0.37 0.0 0.57 -0.57 0.33 0.33 23.06 36.0 21 21 caleb_strategy_v3 MXP False False 0.01 0.36 0.57 0.0 0.86 -0.86 0.36 0.36 40.11 60.0 25 25 caleb_strategy_v3 SOFR False True 0.13 0.00 1.05 0.0 0.00 0.00 0.00 0.00 8.22 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.42 0.0 1.52 -1.52 0.00 0.00 9.34 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.5 Shocked risk 70.9 Sum abs risk 55.5 Leverage 6.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1890535.65, 'annual_cash_vol_target': 472633.9125, 'daily_cash_vol_target': 29539.61953125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6680 0.5355 8.5677 BITCOIN 2032.6552 116340.0000 1.7472 27.9547 BOBL 0.2022 117.8500 0.1716 2.7457 BTP 0.4813 120.2800 0.4001 6.4019 BUND 0.4220 128.7000 0.3279 5.2468 BUXL 0.9795 114.7800 0.8533 13.6535 CAC 59.1909 7893.0000 0.7499 11.9987 CAD 0.0026 0.7290 0.3528 5.6446 CANOLA 8.5625 644.9000 1.3277 21.2436 CHF 0.0057 1.2725 0.4471 7.1528 COCOA 160.6523 7613.0000 2.1102 33.7638 COFFEE 6.2794 416.7500 1.5067 24.1079 COPPER 0.0929 4.7160 1.9708 31.5324 CORN 5.0287 423.7500 1.1867 18.9875 COTTON2 0.6854 66.8200 1.0258 16.4122 CRUDE_W 0.9869 62.7800 1.5720 25.1516 DAX 162.0658 23744.0000 0.6826 10.9209 DOW 282.1057 46219.0000 0.6104 9.7659 DX 0.3908 96.9050 0.4033 6.4528 EUR 0.0054 1.1832 0.4544 7.2706 EURIBOR-ICE 0.0359 97.8200 0.0367 0.5868 EUROSTX 40.9620 5450.0000 0.7516 12.0255 FEEDCOW 3.4722 343.9500 1.0095 16.1523 GASOIL 10.9778 669.5000 1.6397 26.2353 GASOLINE 0.0299 1.9011 1.5710 25.1368 GAS_US_mini 0.0918 3.3000 2.7825 44.5207 GBP 0.0058 1.3609 0.4239 6.7823 GOLD_micro 22.5700 3686.2000 0.6123 9.7966 HEATOIL 0.0347 2.3009 1.5083 24.1325 JGB-SGX-mini 0.2548 136.7500 0.1863 2.9812 JPY 0.0000 0.0069 0.5493 8.7888 LEANHOG 0.9602 88.7500 1.0819 17.3105 LIVECOW 2.1766 236.4000 0.9207 14.7320 LUMBER-new 9.5477 585.5000 1.6307 26.0910 MXP 0.0003 0.0540 0.5226 8.3611 NASDAQ_micro 158.0687 24514.2500 0.6448 10.3169 NIKKEI 375.7214 44480.0000 0.8447 13.5152 NZD 0.0035 0.5990 0.5872 9.3956 OAT 0.4353 121.7900 0.3575 5.7192 OATIES 4.2519 332.2500 1.2797 20.4758 OJ 7.6212 260.0000 2.9312 46.8999 PALLAD 25.3375 1225.5000 2.0675 33.0803 PLAT 21.9256 1418.7000 1.5455 24.7275 REDWHEAT 7.2897 535.0000 1.3626 21.8010 RICE 0.1627 11.5150 1.4132 22.6111 ROBUSTA 92.9081 4833.0000 1.9224 30.7579 RUSSELL 23.4041 2425.1000 0.9651 15.4412 SHATZ 0.0593 106.9850 0.0555 0.8874 SILVER-mini 0.4407 42.9375 1.0263 16.4206 SMI 80.9922 12138.0000 0.6673 10.6762 SOFR 0.0491 96.9000 0.0506 0.8103 SOYBEAN 9.0620 1080.7500 0.8385 13.4159 SOYMEAL 3.1980 289.1000 1.1062 17.6989 SOYOIL 0.7566 52.6200 1.4379 23.0059 SP400 28.1305 3286.7000 0.8559 13.6942 SP500_micro 34.4980 6610.7500 0.5218 8.3496 SUGAR11 0.2130 16.6700 1.2776 20.4420 US10 0.3404 113.4688 0.3000 4.8005 US10U 0.4470 116.1406 0.3849 6.1580 US2 0.0914 104.4023 0.0876 1.4013 US20 0.7023 117.8125 0.5961 9.5375 US30 1.0101 121.5938 0.8307 13.2914 US5 0.2176 109.8047 0.1982 3.1705 VIX 0.4252 19.3500 2.1976 35.1615 WHEAT 6.7468 525.5000 1.2839 20.5422 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.05 0.54 357.73 1.00 357.73 29539.62 82.58 16.78 138.56 BITCOIN 116.34 1.75 203.27 1.00 203.27 29539.62 145.33 -5.92 -85.99 BOBL 1178.50 0.17 202.24 1.17 237.14 29539.62 124.57 2.03 25.26 BTP 1202.80 0.40 481.26 1.17 564.31 29539.62 52.35 7.60 39.78 BUND 1287.00 0.33 422.04 1.17 494.87 29539.62 59.69 5.55 33.14 BUXL 1147.80 0.85 979.46 1.17 1148.49 29539.62 25.72 -3.63 -9.34 CAC 789.30 0.75 591.91 1.17 694.05 29539.62 42.56 4.95 21.09 CAD 728.95 0.35 257.17 1.00 257.17 29539.62 114.87 -5.19 -59.63 CANOLA 128.98 1.33 171.25 0.72 123.74 29539.62 238.72 1.00 23.91 CHF 1590.62 0.45 711.09 1.00 711.09 29539.62 41.54 -5.31 -22.05 COCOA 761.30 2.11 1606.52 1.00 1606.52 29539.62 18.39 0.02 0.03 COFFEE 1562.81 1.51 2354.76 1.00 2354.76 29539.62 12.54 13.68 17.16 COPPER 1179.00 1.97 2323.55 1.00 2323.55 29539.62 12.71 -3.16 -4.02 CORN 211.88 1.19 251.44 1.00 251.44 29539.62 117.48 -0.93 -10.89 COTTON2 334.10 1.03 342.71 1.00 342.71 29539.62 86.19 -14.39 -124.02 CRUDE_W 627.80 1.57 986.88 1.00 986.88 29539.62 29.93 -0.99 -2.96 DAX 237.44 0.68 162.07 1.17 190.03 29539.62 155.44 -2.31 -35.90 DOW 231.10 0.61 141.05 1.00 141.05 29539.62 209.42 -0.29 -6.15 DX 969.05 0.40 390.82 1.00 390.82 29539.62 75.58 -4.92 -37.16 EUR 1479.00 0.45 672.08 1.00 672.08 29539.62 43.95 0.72 3.16 EURIBOR-ICE 2445.50 0.04 89.70 1.17 105.17 29539.62 280.86 9.73 273.41 EUROSTX 545.00 0.75 409.62 1.17 480.31 29539.62 61.50 4.03 24.77 FEEDCOW 1719.75 1.01 1736.12 1.00 1736.12 29539.62 17.01 10.95 18.63 GASOIL 669.50 1.64 1097.78 1.00 1097.78 29539.62 26.91 11.14 29.97 GASOLINE 798.46 1.57 1254.42 1.00 1254.42 29539.62 23.55 3.91 9.20 GAS_US_mini 82.50 2.78 229.56 1.00 229.56 29539.62 128.68 -14.03 -180.55 GBP 850.56 0.42 360.55 1.00 360.55 29539.62 81.93 9.25 75.79 GOLD_micro 368.62 0.61 225.70 1.00 225.70 29539.62 130.88 5.09 66.59 HEATOIL 966.38 1.51 1457.57 1.00 1457.57 29539.62 20.27 -2.72 -5.51 JGB-SGX-mini 136750.00 0.19 25479.79 0.01 172.89 29539.62 170.86 -4.72 -80.57 JPY 856.44 0.55 470.44 1.00 470.44 29539.62 62.79 -4.66 -29.27 LEANHOG 355.00 1.08 384.08 1.00 384.08 29539.62 76.91 20.00 153.82 LIVECOW 945.60 0.92 870.66 1.00 870.66 29539.62 33.93 11.18 37.93 LUMBER-new 161.01 1.63 262.56 1.00 262.56 29539.62 112.51 -4.86 -54.63 MXP 269.80 0.52 140.99 1.00 140.99 29539.62 209.52 13.03 272.90 NASDAQ_micro 490.28 0.64 316.14 1.00 316.14 29539.62 93.44 -0.50 -4.67 NIKKEI 44480.00 0.84 37572.14 0.01 254.49 29539.62 116.07 18.32 212.67 NZD 599.00 0.59 351.75 1.00 351.75 29539.62 83.98 6.52 54.78 OAT 1217.90 0.36 435.34 1.17 510.47 29539.62 57.87 7.18 41.54 OATIES 166.12 1.28 212.60 1.00 212.60 29539.62 138.95 -18.27 -253.86 OJ 390.00 2.93 1143.18 1.00 1143.18 29539.62 25.84 -4.53 -11.69 PALLAD 1225.50 2.07 2533.75 1.00 2533.75 29539.62 11.66 2.30 2.68 PLAT 709.35 1.55 1096.28 1.00 1096.28 29539.62 26.95 5.64 15.20 REDWHEAT 267.50 1.36 364.49 1.00 364.49 29539.62 81.04 -13.60 -110.25 RICE 230.30 1.41 325.46 1.00 325.46 29539.62 90.76 -13.90 -126.17 ROBUSTA 483.30 1.92 929.08 1.00 929.08 29539.62 31.79 7.39 23.50 RUSSELL 121.26 0.97 117.02 1.00 117.02 29539.62 252.43 7.38 186.29 SHATZ 1069.85 0.06 59.34 1.17 69.58 29539.62 424.55 -6.25 -265.53 SILVER-mini 1073.44 1.03 1101.65 1.00 1101.65 29539.62 26.81 17.08 45.79 SMI 1213.80 0.67 809.92 1.26 1016.86 29539.62 29.05 10.73 31.17 SOFR 2422.50 0.05 122.69 1.00 122.69 29539.62 240.76 5.61 135.14 SOYBEAN 540.38 0.84 453.10 1.00 453.10 29539.62 65.19 1.10 7.18 SOYMEAL 289.10 1.11 319.80 1.00 319.80 29539.62 92.37 -14.77 -136.41 SOYOIL 315.72 1.44 453.96 1.00 453.96 29539.62 65.07 -4.15 -26.98 SP400 3286.70 0.86 2813.05 1.00 2813.05 29539.62 10.50 0.56 0.59 SP500_micro 330.54 0.52 172.49 1.00 172.49 29539.62 171.25 2.74 46.86 SUGAR11 186.70 1.28 238.54 1.00 238.54 29539.62 123.84 -14.36 -177.79 US10 1134.69 0.30 340.44 1.00 340.44 29539.62 86.77 4.02 34.92 US10U 1161.41 0.38 447.00 1.00 447.00 29539.62 66.08 4.65 30.71 US2 2088.05 0.09 182.88 1.00 182.88 29539.62 161.53 1.85 29.89 US20 1178.12 0.60 702.28 1.00 702.28 29539.62 42.06 6.98 29.35 US30 1215.94 0.83 1010.10 1.00 1010.10 29539.62 29.24 4.11 12.01 US5 1098.05 0.20 217.58 1.00 217.58 29539.62 135.76 3.36 45.62 VIX 193.50 2.20 425.23 1.00 425.23 29539.62 69.47 -19.06 -132.42 WHEAT 262.75 1.28 337.34 1.00 337.34 29539.62 87.57 -11.56 -101.24 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 138.564 0.010 2.5 3.600 BITCOIN -85.994 0.043 2.5 -9.325 BOBL 25.258 0.004 2.5 0.256 BTP 39.783 0.014 2.5 1.359 BUND 33.144 0.004 2.5 0.337 BUXL -9.344 0.004 2.5 -0.095 CAC 21.086 0.014 2.5 0.720 CAD -59.634 0.010 2.5 -1.549 CANOLA 23.910 0.010 2.5 0.583 CHF -22.047 0.010 2.5 -0.573 COCOA 0.030 0.010 2.5 0.001 COFFEE 17.165 0.005 2.5 0.228 COPPER -4.020 0.043 2.5 -0.436 CORN -10.888 0.010 2.5 -0.265 COTTON2 -124.023 0.010 2.5 -3.022 CRUDE_W -2.963 0.043 2.5 -0.321 DAX -35.899 0.014 2.5 -1.226 DOW -6.149 0.009 2.5 -0.143 DX -37.164 0.010 2.5 -0.966 EUR 3.158 0.010 2.5 0.082 EURIBOR-ICE 273.413 0.014 2.5 9.339 EUROSTX 24.772 0.014 2.5 0.846 FEEDCOW 18.626 0.013 2.5 0.618 GASOIL 29.974 0.017 2.5 1.301 GASOLINE 9.201 0.017 2.5 0.399 GAS_US_mini -180.551 0.043 2.5 -19.579 GBP 75.793 0.010 2.5 1.969 GOLD_micro 66.591 0.014 2.5 2.275 HEATOIL -5.513 0.017 2.5 -0.239 JGB-SGX-mini -80.573 0.043 2.5 -8.737 JPY -29.268 0.010 2.5 -0.760 LEANHOG 153.821 0.024 2.5 9.362 LIVECOW 37.929 0.013 2.5 1.259 LUMBER-new -54.631 0.010 2.5 -1.331 MXP 272.898 0.059 2.5 40.110 NASDAQ_micro -4.672 0.009 2.5 -0.109 NIKKEI 212.668 0.043 2.5 23.062 NZD 54.781 0.010 2.5 1.423 OAT 41.536 0.014 2.5 1.419 OATIES -253.856 0.010 2.5 -6.185 OJ -11.694 0.010 2.5 -0.285 PALLAD 2.683 0.014 2.5 0.092 PLAT 15.196 0.014 2.5 0.519 REDWHEAT -110.246 0.005 2.5 -1.465 RICE -126.168 0.010 2.5 -3.074 ROBUSTA 23.499 0.005 2.5 0.312 RUSSELL 186.288 0.013 2.5 6.182 SHATZ -265.532 0.004 2.5 -2.696 SILVER-mini 45.790 0.014 2.5 1.564 SMI 31.171 0.014 2.5 1.065 SOFR 135.137 0.024 2.5 8.224 SOYBEAN 7.180 0.004 2.5 0.067 SOYMEAL -136.413 0.004 2.5 -1.270 SOYOIL -26.980 0.004 2.5 -0.252 SP400 0.593 0.013 2.5 0.020 SP500_micro 46.861 0.009 2.5 1.091 SUGAR11 -177.792 0.010 2.5 -4.332 US10 34.915 0.005 2.5 0.443 US10U 30.709 0.005 2.5 0.390 US2 29.894 0.005 2.5 0.379 US20 29.354 0.005 2.5 0.372 US30 12.014 0.005 2.5 0.152 US5 45.615 0.005 2.5 0.579 VIX -132.420 0.099 2.5 -32.733 WHEAT -101.238 0.005 2.5 -1.345 ===================== Position diags ===================== AUD 2.15 BITCOIN 15.76 BOBL 1.26 BTP 1.79 BUND 0.61 BUXL 0.26 CAC 1.45 CAD 2.98 CANOLA 5.82 CHF 1.08 COCOA 0.45 COFFEE 0.17 COPPER 1.38 CORN 2.86 COTTON2 2.10 CRUDE_W 3.25 DAX 5.31 DOW 4.87 DX 1.96 EUR 1.14 EURIBOR-ICE 9.59 EUROSTX 2.10 FEEDCOW 0.56 GASOIL 1.17 GASOLINE 1.02 GAS_US_mini 13.95 GBP 2.13 GOLD_micro 4.47 HEATOIL 0.88 JGB-SGX-mini 18.53 JPY 1.63 LEANHOG 4.68 LIVECOW 1.13 LUMBER-new 2.74 MXP 30.79 NASDAQ_micro 2.17 NIKKEI 12.59 NZD 2.18 OAT 1.98 OATIES 3.39 OJ 0.63 PALLAD 0.40 PLAT 0.92 REDWHEAT 1.08 RICE 2.21 ROBUSTA 0.42 RUSSELL 8.38 SHATZ 4.31 SILVER-mini 0.92 SMI 0.99 SOFR 14.65 SOYBEAN 0.61 SOYMEAL 0.86 SOYOIL 0.61 SP400 0.35 SP500_micro 3.99 SUGAR11 3.02 US10 1.10 US10U 0.84 US2 2.05 US20 0.53 US30 0.37 US5 1.72 VIX 17.17 WHEAT 1.16 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.8 0.0 0 BITCOIN -9.3 -10.9 -7.7 0.0 0 BOBL 0.3 0.1 0.4 0.0 0 BTP 1.4 1.2 1.5 0.0 0 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.7 0.6 0.9 0.0 0 CAD -1.5 -1.8 -1.3 -2.0 -2 CANOLA 0.6 0.0 1.2 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA 0.0 -0.0 0.0 0.0 0 COFFEE 0.2 0.2 0.2 1.0 1 COPPER -0.4 -0.6 -0.3 0.0 0 CORN -0.3 -0.6 0.0 -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 -1.2 -1.8 -0.7 -6.0 -6 DOW -0.1 -0.6 0.3 -15.0 -15 DX -1.0 -1.2 -0.8 0.0 0 EUR 0.1 -0.0 0.2 0.0 0 EURIBOR-ICE 9.3 8.4 10.3 0.0 0 EUROSTX 0.8 0.6 1.1 4.0 4 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.3 1.2 1.4 0.0 0 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -19.6 -21.0 -18.2 -15.0 -15 GBP 2.0 1.8 2.2 3.0 3 GOLD_micro 2.3 1.8 2.7 1.0 1 HEATOIL -0.2 -0.3 -0.2 0.0 0 JGB-SGX-mini -8.7 -10.6 -6.9 0.0 0 JPY -0.8 -0.9 -0.6 0.0 0 LEANHOG 9.4 8.9 9.8 8.0 8 LIVECOW 1.3 1.1 1.4 0.0 0 LUMBER-new -1.3 -1.6 -1.1 0.0 0 MXP 40.1 37.0 43.2 25.0 25 NASDAQ_micro -0.1 -0.3 0.1 0.0 0 NIKKEI 23.1 21.8 24.3 21.0 21 NZD 1.4 1.2 1.6 0.0 0 OAT 1.4 1.2 1.6 5.0 5 OATIES -6.2 -6.5 -5.8 NaN 0 OJ -0.3 -0.3 -0.2 -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 -3.1 -3.3 -2.9 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 6.2 5.3 7.0 0.0 0 SHATZ -2.7 -3.1 -2.3 NaN 0 SILVER-mini 1.6 1.5 1.7 3.0 3 SMI 1.1 1.0 1.2 0.0 0 SOFR 8.2 6.8 9.7 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.3 -1.4 -1.2 -2.0 -2 SOYOIL -0.3 -0.3 -0.2 0.0 0 SP400 0.0 -0.0 0.1 2.0 2 SP500_micro 1.1 0.7 1.5 -1.0 -1 SUGAR11 -4.3 -4.6 -4.0 -4.0 -4 US10 0.4 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 0.4 0.3 0.4 0.0 0 US30 0.2 0.1 0.2 1.0 1 US5 0.6 0.4 0.8 4.0 4 VIX -32.7 -34.4 -31.0 -21.0 -21 WHEAT -1.3 -1.5 -1.2 -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 0.1 0.1 0.1 0.3 0.1 0.3 0.1 0.1 0.5 0.1 0.7 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.2 0.1 0.5 -0.0 -2.7 -0.0 0.0 0.1 0.0 0.3 -0.0 -0.1 -0.2 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.2 BOBL 0.2 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.3 -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 -0.4 -0.1 -0.3 -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 0.2 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 0.0 0.1 0.1 0.2 0.0 0.7 0.2 -0.1 -0.1 0.2 0.7 0.7 0.7 0.7 BUND 0.2 0.0 -0.0 0.0 0.0 -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 -0.0 -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 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 0.0 -0.4 -0.0 -0.5 -0.0 0.0 -0.1 0.0 -0.2 -0.0 0.0 0.1 -0.2 -0.4 -0.4 0.7 0.3 0.0 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 0.1 -0.1 0.0 0.5 0.0 -0.5 -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 -0.0 0.0 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 2.4 -0.0 0.1 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 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 0.3 0.1 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.1 -0.3 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.1 0.3 0.1 -0.0 0.0 0.0 0.1 0.1 0.2 0.1 -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 -0.0 0.1 -0.0 -0.0 -0.0 0.3 0.2 0.2 -0.0 -0.0 -0.0 0.1 -0.0 -2.7 -0.0 0.0 0.0 -0.0 0.2 -0.0 1.1 0.3 0.1 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 0.2 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 0.1 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 0.1 -0.6 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 0.2 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 0.1 -0.5 0.1 -0.0 -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 0.4 -0.2 0.0 -0.1 0.1 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 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.5 -0.2 -0.4 0.7 0.3 -0.1 0.4 DAX -0.6 -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 -1.5 -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 0.1 -1.8 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 -0.0 0.5 0.3 0.3 -0.7 -0.7 -0.7 -0.7 DX -0.1 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 -0.1 -0.3 -0.0 -2.7 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.5 -0.6 -0.2 -0.5 0.7 0.4 0.7 0.5 EUR 0.0 -0.2 0.3 0.0 0.1 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 0.1 0.3 0.0 1.6 0.0 0.0 0.2 0.1 0.2 0.0 -0.4 -0.3 -0.3 -0.1 0.1 -0.7 -0.6 -0.7 -0.6 EURIBOR-ICE 0.1 -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 -0.4 -0.1 -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 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.3 0.0 -0.9 -0.0 0.1 -0.0 0.0 0.1 0.0 0.4 -0.3 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW -0.5 0.2 0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -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 1.0 -0.4 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 0.1 0.1 0.1 -0.0 0.1 0.0 0.4 0.2 0.3 0.3 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.3 0.2 0.4 0.2 0.3 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 -0.0 0.1 0.0 -0.1 -0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 0.0 0.0 0.0 -2.7 -0.0 0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.5 -0.3 -0.1 -0.4 0.7 0.6 0.7 0.7 GAS_US_mini 0.3 -0.4 -0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.5 0.0 -0.4 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.4 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -1.1 -0.4 -0.4 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.7 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 -0.1 0.3 -0.1 0.1 0.0 GOLD_micro 0.6 0.5 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 -0.4 -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 -0.0 0.2 0.1 0.1 -0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 0.0 -2.7 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.5 -0.4 -0.3 0.1 0.4 0.1 -0.3 -0.1 JGB-SGX-mini 0.1 -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 0.0 -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 -0.5 -0.4 -0.2 -0.6 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.6 0.2 0.3 -0.1 0.0 -0.2 -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 -0.3 0.1 0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.4 -0.0 0.5 0.1 0.1 -0.0 0.4 0.3 0.4 0.2 0.2 -0.0 0.5 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 1.1 -0.0 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 0.5 -0.3 -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 0.3 0.1 1.1 0.0 0.1 0.3 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.1 -0.1 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.3 0.5 0.0 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 0.2 -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 -0.1 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 -0.0 -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 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.2 0.2 -0.4 0.3 -0.7 -0.3 -0.7 -0.2 OJ 0.1 -0.3 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -2.7 -0.0 0.0 -0.0 0.0 -0.1 0.0 0.8 0.4 0.4 0.1 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 2.5 0.0 0.0 0.1 0.0 0.1 0.0 0.3 0.1 -0.2 -0.3 -0.1 -0.6 -0.7 -0.7 -0.7 PLAT 0.1 -0.1 0.6 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.3 0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.4 0.1 0.2 0.0 0.0 0.2 0.0 0.2 0.0 0.2 -0.3 -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 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.2 0.9 -0.1 0.0 -0.2 0.0 -0.4 -0.0 -1.1 0.5 0.6 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.1 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -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 0.0 -0.3 -0.1 -0.1 -0.6 -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 0.1 -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 0.4 0.6 0.6 0.0 -0.0 0.6 0.1 0.7 RUSSELL 0.4 0.4 0.6 0.1 0.1 0.1 0.1 0.1 0.1 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 0.1 0.1 0.0 -0.0 0.6 0.5 0.4 -0.7 -0.6 -0.7 -0.7 SHATZ -0.1 -0.3 -0.3 0.0 0.0 -0.0 0.0 -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 -0.1 -1.1 -0.5 -0.5 -0.6 -0.4 0.7 0.5 0.7 0.7 SILVER-mini 0.6 0.4 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 0.1 0.6 0.6 0.5 0.7 0.7 0.6 0.2 SMI 0.2 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.0 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 0.0 0.7 -0.4 0.2 0.2 -0.6 0.7 0.7 0.7 0.7 SOFR 0.4 0.4 0.5 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 -2.6 0.1 0.0 0.2 0.0 0.1 0.1 0.2 0.0 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 -0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.4 0.1 0.1 -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 0.1 -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 -0.0 -0.1 -0.1 0.1 -0.4 -0.1 -0.7 0.0 -0.1 -0.4 -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 0.1 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 0.0 0.4 0.3 0.0 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 0.1 0.0 0.3 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 -0.1 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.2 0.1 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 -0.0 -0.1 -0.1 0.1 -0.4 -0.1 -0.6 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.4 0.5 0.5 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 0.0 -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 0.0 0.1 0.1 -0.3 0.3 0.6 0.6 0.4 -0.2 -0.6 -0.7 -0.7 US10U 0.5 0.5 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 0.0 0.2 0.4 0.2 -0.1 -0.3 -0.5 -0.6 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 0.6 0.5 0.3 0.7 0.3 -0.4 -0.2 US30 0.4 0.4 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.2 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.2 0.2 -0.6 0.0 0.1 0.0 0.1 -0.0 0.1 -0.5 0.5 0.5 0.5 0.2 0.7 0.2 -0.2 -0.3 US5 0.4 0.4 0.3 0.0 0.0 -0.0 0.0 -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 0.1 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 -0.1 0.1 -0.2 -0.3 -0.6 -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 -0.2 -0.1 -0.2 -0.1 0.1 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.4 -0.3 -0.1 0.0 -0.1 -0.0 -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 -0.0 -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 13.3 1.3 6.7 5.3 8.4 4.7 10.1 3.9 8.2 19.2 18.4 20.0 2.3 16.1 12.4 -1.3 -1.5 -1.6 -1.5 10.8 7.6 20.0 2.5 18.2 14.9 6.3 11.5 3.3 12.3 -0.2 9.9 2.3 4.1 3.5 4.1 3.1 20.0 20.0 20.0 20.0 BITCOIN -11.4 -16.5 3.1 7.7 9.2 9.6 8.3 8.3 6.7 15.7 17.1 7.4 20.0 -7.7 1.2 -7.8 -7.5 -7.9 -7.6 2.5 14.5 8.7 20.0 -1.2 -20.0 -1.1 5.0 5.1 0.1 9.6 -4.4 -2.8 -6.5 -20.0 -20.0 -20.0 12.3 -2.2 -10.5 -6.9 BOBL 4.7 -2.0 -3.1 1.6 1.6 -0.2 4.3 -2.1 3.7 -8.9 3.2 -3.3 -0.8 -4.9 -7.2 13.7 -4.2 -1.0 -2.9 -1.9 -2.0 -3.9 -2.0 -1.0 2.4 -1.5 -8.3 -1.8 -3.1 -1.3 -0.8 -10.8 -15.0 -4.1 -7.8 -5.6 20.0 20.0 20.0 20.0 BTP 1.1 -3.6 -0.7 2.1 2.1 -0.3 5.7 -2.8 4.9 14.3 15.4 14.8 13.3 8.3 8.7 10.1 9.3 11.7 10.9 3.0 5.0 8.6 7.8 5.0 -20.0 2.4 5.4 4.1 7.2 6.5 4.2 12.4 6.3 -3.9 -2.2 7.6 20.0 20.0 20.0 20.0 BUND 6.2 0.4 -0.0 1.6 1.6 -0.2 4.3 -2.1 3.7 3.0 -0.8 5.5 -6.3 0.1 -5.3 2.2 6.7 8.9 9.2 -1.1 -3.4 2.3 -5.4 2.0 -1.0 -0.8 -2.1 -2.2 1.7 -2.7 1.4 9.0 -3.6 -0.5 -4.5 -3.7 20.0 20.0 20.0 20.0 BUXL 4.0 -2.3 -4.5 1.7 1.6 -0.2 4.5 -2.2 3.8 10.9 -14.4 10.0 -14.3 -4.4 -10.8 3.3 2.4 3.3 3.1 -8.3 -12.2 4.6 -14.5 -1.8 -3.5 -4.1 2.9 -5.4 2.6 -5.3 -0.8 0.0 2.2 -5.4 -11.6 -11.4 20.0 7.5 1.4 2.1 CAC -9.1 -3.1 0.4 5.7 7.7 4.6 7.0 3.5 5.8 18.2 10.9 -0.6 8.2 1.5 2.3 1.3 -0.6 -0.5 -0.4 1.0 2.8 10.2 3.7 1.9 0.2 -1.1 12.8 -2.3 6.3 -2.7 0.8 8.6 1.5 -16.3 -14.1 -20.0 20.0 20.0 20.0 15.4 CAD 0.3 -11.1 0.4 6.0 9.5 5.3 11.4 4.4 9.2 8.9 9.5 -1.3 0.9 -14.1 -13.9 -7.3 -6.7 -7.3 -7.1 -7.0 -0.2 -1.7 -0.0 -7.1 18.0 -0.7 8.8 3.7 2.3 2.3 -1.1 -7.1 -20.0 -20.0 -20.0 -6.9 -20.0 -20.0 -20.0 -20.0 CANOLA -12.7 -20.0 -8.3 -2.6 0.1 -2.0 -1.9 -1.5 -2.8 4.6 1.3 -3.7 2.6 -7.0 -7.6 -14.1 -6.2 -8.3 -5.0 -8.3 -2.4 -1.7 1.4 -7.9 1.7 -2.7 0.9 -1.1 -0.6 0.1 -2.5 -4.3 14.3 2.4 -4.1 1.1 20.0 19.9 20.0 20.0 CHF 4.5 -9.1 8.1 3.6 5.6 3.1 6.7 2.6 5.5 7.9 11.0 8.0 9.8 1.1 3.9 -15.2 -15.5 -15.2 -14.9 4.6 9.7 7.0 11.3 4.7 -0.3 4.0 4.2 5.5 5.3 5.7 4.8 -20.0 -7.3 -0.5 -5.2 2.5 -20.0 -20.0 -20.0 -20.0 COCOA -12.0 0.3 -9.6 -2.6 0.1 -2.0 -1.9 -1.5 -2.8 3.9 -4.4 -4.5 2.4 -3.6 -3.4 -1.6 15.1 8.1 11.9 -3.4 -1.3 -2.5 5.0 -4.4 -20.0 -0.6 1.7 0.8 -0.5 5.0 -1.2 20.0 13.2 2.0 12.4 6.8 2.2 5.3 6.0 8.6 COFFEE 20.0 20.0 -15.9 -6.3 0.3 -4.9 -4.7 -3.5 -6.8 19.9 6.2 20.0 11.7 20.0 17.4 13.2 8.6 10.9 9.5 20.0 19.1 20.0 16.8 20.0 -20.0 6.9 7.8 4.1 7.5 4.0 8.6 20.0 20.0 20.0 20.0 20.0 5.4 17.0 15.7 20.0 COPPER 2.2 -19.1 -8.8 2.2 2.6 2.7 2.3 2.3 1.9 5.7 -3.1 5.2 -1.0 -5.6 -5.7 -4.4 -5.3 -4.6 -5.0 -4.4 -2.6 2.3 0.2 -1.8 -5.0 -0.7 1.0 0.4 0.4 1.3 -0.5 1.0 -4.4 -5.1 -17.4 -7.1 10.2 6.4 10.3 7.3 CORN 17.7 5.0 -6.6 -4.4 0.2 -3.4 -3.2 -2.5 -4.7 5.3 -10.1 11.7 -12.5 8.8 -4.3 -20.0 -19.3 -20.0 -20.0 -1.1 -7.8 9.4 -10.6 7.1 7.4 0.7 5.6 -2.6 5.8 -5.5 4.4 -20.0 20.0 20.0 12.8 11.1 -6.5 1.5 -2.7 4.4 COTTON2 -3.8 -0.6 1.2 -7.0 0.3 -5.4 -5.2 -3.9 -7.6 20.0 -20.0 -8.5 -20.0 -15.1 -18.3 -17.1 -13.0 -15.2 -14.2 -8.4 -12.7 0.4 -20.0 -5.5 -16.1 -3.7 6.8 -7.9 3.6 -15.5 -1.1 -18.5 20.0 20.0 16.5 20.0 -10.8 -20.0 -4.9 -20.0 CRUDE_W 0.7 -4.5 4.9 2.4 2.8 3.0 2.0 1.3 1.7 -4.1 -2.0 -6.3 -9.4 -13.0 -2.7 6.6 7.5 7.2 6.9 -1.7 -2.2 -1.3 -5.5 -2.5 1.6 -3.9 0.9 -2.7 -3.8 -3.9 -5.6 -2.4 -20.0 -15.1 -7.1 -11.5 20.0 10.4 -1.8 13.2 DAX -17.4 -14.4 -3.7 5.5 7.5 4.5 6.8 3.4 5.7 1.7 15.9 -12.4 17.8 -11.1 0.3 -5.3 -6.4 -5.1 -5.2 -3.6 10.5 -9.7 20.0 -11.4 -11.0 -4.2 -1.2 0.9 -5.4 7.6 -6.8 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 13.4 DOW 5.4 4.5 18.6 4.9 6.6 4.0 6.0 3.0 5.0 6.9 15.5 11.9 10.9 15.2 16.9 -8.4 -8.0 -7.8 -7.4 16.5 15.0 10.7 11.2 13.6 -13.3 6.1 3.1 4.2 4.9 2.7 6.1 -3.7 -1.2 15.5 10.7 8.3 -20.0 -20.0 -20.0 -20.0 DX -1.8 5.0 -4.0 3.3 5.2 2.9 6.2 2.4 5.0 -11.4 -11.5 -11.0 -10.8 -6.4 -3.8 6.3 6.1 6.3 6.1 -4.0 -9.2 -6.3 -11.3 -3.8 -20.0 -1.7 -4.9 -3.9 -3.6 -4.7 -1.9 15.2 -20.0 -19.9 -5.8 -15.0 20.0 11.7 20.0 14.6 EUR 0.7 -5.2 8.2 3.6 5.7 3.2 6.8 2.6 5.5 10.5 12.7 8.9 11.7 7.6 7.7 -7.1 -7.6 -7.6 -7.5 5.8 11.5 5.8 12.8 4.3 12.1 4.3 4.8 6.5 4.7 6.8 4.2 -8.1 -11.2 -9.4 -4.3 4.5 -20.0 -16.7 -20.0 -19.0 EURIBOR-ICE 4.0 -1.3 -4.5 1.3 1.3 -0.2 3.6 -1.8 3.1 -10.5 7.8 -3.4 9.4 0.1 -0.4 11.8 9.8 13.0 12.3 1.0 2.2 -4.4 5.0 0.2 6.4 0.5 -9.9 0.8 -3.9 2.5 0.0 14.3 -15.2 -3.1 -3.9 -0.8 20.0 20.0 20.0 20.0 EUROSTX -7.5 -2.2 -1.8 5.8 7.8 4.7 7.1 3.6 5.9 18.1 15.9 -0.7 15.2 5.6 7.0 -1.6 -0.5 -1.4 -0.9 2.8 6.7 6.1 11.5 1.5 -6.6 -0.7 10.7 -0.7 3.9 1.4 0.0 8.2 -10.6 -17.1 -12.6 -20.0 20.0 20.0 20.0 13.1 FEEDCOW -16.1 5.8 13.5 -4.1 0.2 -3.2 -3.1 -2.3 -4.5 -7.3 14.3 -4.9 14.6 7.1 12.4 18.5 4.8 15.4 10.6 20.0 20.0 -9.0 20.0 6.9 -20.0 4.7 -2.2 6.3 -1.9 6.1 1.2 18.2 -14.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.2 -1.4 11.3 2.2 2.5 2.7 1.8 1.1 1.5 9.1 4.2 12.1 -1.0 9.5 3.1 20.0 11.2 16.8 13.3 6.4 5.8 6.9 2.2 6.7 0.0 4.6 3.9 4.2 4.3 1.6 4.4 5.7 7.0 11.3 5.3 7.7 20.0 5.9 14.2 5.8 GASOLINE 3.4 -0.6 5.9 2.5 2.9 3.2 2.1 1.3 1.8 -0.3 4.6 3.5 -1.9 -1.5 2.7 20.0 20.0 20.0 20.0 4.1 3.1 3.6 0.5 3.7 -20.0 -1.9 3.6 -0.0 -2.1 0.2 -3.8 20.0 -20.0 -10.2 -2.1 -11.4 20.0 16.9 20.0 20.0 GAS_US_mini 7.9 -12.1 -19.4 2.7 3.1 3.4 2.2 1.4 1.9 -4.5 -19.3 4.0 -12.3 -13.8 -18.9 -20.0 -20.0 -20.0 -20.0 -19.1 -20.0 -3.7 -14.1 -8.8 20.0 -6.3 -0.8 -6.4 -1.1 -3.5 -2.8 -20.0 -16.1 -11.2 -20.0 -20.0 -4.0 -20.0 -20.0 -20.0 GBP 3.6 -2.7 1.6 6.1 9.5 5.3 11.4 4.4 9.3 20.0 18.3 19.8 18.2 18.2 3.8 -0.2 -0.3 -0.5 -0.5 7.5 13.5 14.4 18.8 9.6 1.1 7.2 9.7 7.4 10.8 8.8 9.9 4.2 -3.9 -8.1 3.9 -1.6 10.1 -2.7 3.9 0.1 GOLD_micro 20.0 15.5 12.6 6.4 7.6 7.9 6.9 6.8 5.6 18.9 19.2 20.0 19.5 20.0 17.1 -12.2 -11.3 -11.2 -10.7 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 7.4 6.0 9.3 7.8 9.3 -8.7 20.0 20.0 20.0 -13.6 -14.6 1.7 -17.4 -2.0 HEATOIL 2.8 -5.2 12.0 2.5 2.9 3.2 2.1 1.3 1.8 -1.8 9.0 4.8 1.7 -1.9 9.0 11.9 8.6 9.7 8.7 5.7 7.9 2.7 4.7 3.3 -20.0 -0.5 1.1 3.8 -3.2 4.1 -4.1 0.6 -20.0 -11.3 -10.3 2.8 12.6 3.3 -10.3 -3.9 JGB-SGX-mini 1.6 -1.1 -3.9 0.9 0.9 -0.1 2.5 -1.2 2.1 0.3 -5.4 0.4 -5.8 -3.3 -5.7 20.0 15.6 20.0 17.5 -3.9 -5.3 0.5 -6.2 -1.4 -5.6 -1.8 -0.1 -2.4 0.5 -3.1 -0.5 20.0 1.4 -6.4 -6.2 -6.2 -20.0 -20.0 -20.0 -20.0 JPY 1.0 -2.9 -9.6 3.9 6.1 3.4 7.3 2.8 6.0 9.1 -4.9 -0.1 -4.7 1.8 -8.2 -10.2 -11.1 -10.2 -10.2 -6.0 -5.6 -0.4 -4.5 -2.8 20.0 -0.8 1.2 -1.8 2.4 -1.8 1.9 -13.3 -20.0 -13.2 -5.2 -17.7 -8.6 -9.3 -13.9 -8.6 LEANHOG 17.6 6.2 10.6 -7.2 0.3 -5.6 -5.4 -4.1 -7.9 13.4 20.0 20.0 20.0 20.0 19.4 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.1 7.2 4.4 6.4 7.8 6.7 9.1 20.0 20.0 20.0 20.0 20.0 20.0 13.0 20.0 20.0 LIVECOW -10.8 3.3 10.5 -4.2 0.2 -3.2 -3.1 -2.3 -4.5 -2.8 14.3 -3.4 14.5 6.7 12.1 -1.3 17.7 12.6 17.9 16.6 20.0 -3.8 20.0 5.2 -20.0 4.6 -0.1 6.7 -1.4 7.1 1.1 20.0 -1.7 20.0 20.0 20.0 20.0 12.3 20.0 17.5 LUMBER-new -20.0 -20.0 -0.6 -3.0 0.1 -2.3 -2.2 -1.7 -3.3 3.2 -6.3 -7.5 -3.8 -9.7 -8.1 -20.0 -20.0 -20.0 -20.0 -13.6 -7.4 -7.9 -3.7 -15.3 NaN -2.8 0.2 -1.1 -1.6 -0.2 -3.3 -20.0 17.2 -8.5 -11.9 8.1 20.0 20.0 20.0 20.0 MXP 3.3 -3.2 17.4 6.2 9.7 5.4 11.7 4.5 9.5 20.0 20.0 20.0 11.5 20.0 20.0 12.3 12.4 12.4 12.1 20.0 20.0 20.0 20.0 18.8 -20.0 9.7 15.4 11.3 12.8 9.1 10.0 20.0 1.5 1.9 8.5 20.0 8.0 8.1 1.0 10.2 NASDAQ_micro 2.0 -2.4 20.0 4.8 6.4 3.9 5.9 3.0 4.9 15.4 17.2 15.3 15.2 13.8 16.3 -9.4 -8.4 -9.0 -8.3 20.0 20.0 20.0 20.0 16.4 -20.0 6.0 8.1 5.9 6.7 5.1 5.6 -4.8 19.0 1.0 8.6 15.0 -20.0 -16.3 -20.0 -20.0 NIKKEI 1.9 16.4 20.0 5.2 7.2 4.3 6.1 3.3 5.0 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 18.3 20.0 -13.6 6.6 8.2 5.0 6.9 2.3 6.2 20.0 20.0 10.1 20.0 20.0 7.4 20.0 20.0 20.0 NZD 5.6 -8.8 -1.3 4.2 6.6 3.7 7.9 3.0 6.4 13.6 6.6 12.8 -1.7 -1.3 -6.4 -3.4 -2.5 -3.4 -3.1 -2.2 -0.8 10.7 -0.4 3.2 10.5 0.8 7.6 0.4 8.1 -0.5 4.4 0.0 -5.8 -13.3 -9.1 -7.7 20.0 14.0 20.0 20.0 OAT 1.0 -4.6 -2.8 1.5 1.4 -0.2 3.9 -1.9 3.4 8.4 0.8 8.4 -3.9 -0.9 -5.5 15.1 9.1 15.5 13.1 -3.6 -3.8 5.6 -3.9 0.6 1.0 -2.1 2.3 -2.0 3.3 -1.4 0.4 13.8 6.6 -6.0 -6.5 -5.7 20.0 20.0 20.0 20.0 OATIES -9.5 -20.0 -9.6 -6.2 0.3 -4.8 -4.6 -3.5 -6.8 -14.5 -15.0 -19.3 -6.3 -20.0 -20.0 -20.0 -1.9 -13.2 -5.3 -20.0 -15.5 -17.0 -8.4 -20.0 -19.9 -7.2 -1.9 -4.9 -4.4 -3.0 -6.7 0.1 7.6 7.3 -13.1 8.9 -20.0 -8.2 -20.0 -7.4 OJ 2.1 -7.7 10.2 -2.1 0.1 -1.6 -1.5 -1.2 -2.2 5.0 -4.2 -0.0 -4.4 -3.9 -1.0 1.6 7.2 3.2 4.5 -1.2 -2.9 2.6 -4.3 -0.3 -20.0 -0.4 2.9 -1.4 1.6 -1.8 0.5 15.1 18.0 13.7 2.5 6.8 -16.0 -9.5 -12.8 -7.8 PALLAD 3.8 -9.9 14.1 3.7 4.4 4.6 4.0 4.0 3.2 10.2 3.5 10.2 2.4 -3.9 1.4 -2.8 -2.9 -2.9 -2.9 3.5 5.8 11.4 4.7 5.4 18.6 1.8 4.3 3.8 3.6 3.7 1.5 5.1 3.8 -4.7 -10.3 -2.0 -19.2 -20.0 -20.0 -20.0 PLAT 2.6 -2.2 20.0 4.1 4.9 5.1 4.4 4.4 3.6 1.1 9.3 5.5 7.9 0.4 8.2 -3.7 -3.5 -2.8 -2.9 9.6 16.0 6.6 15.6 6.0 1.7 2.6 2.2 6.3 0.6 6.4 0.1 4.6 -14.2 -10.9 -13.7 15.4 15.9 4.8 -8.2 -4.2 REDWHEAT -2.5 -8.3 -10.6 -6.6 0.3 -5.2 -4.9 -3.7 -7.2 9.1 -20.0 -9.6 -20.0 -19.5 -20.0 -20.0 -15.8 -19.6 -18.0 -20.0 -20.0 -4.2 -20.0 -14.3 6.5 -7.2 4.9 -8.1 0.7 -10.6 -4.5 -20.0 20.0 20.0 5.4 18.8 -20.0 -20.0 -20.0 -20.0 RICE -13.5 -3.8 -10.8 -2.5 0.1 -1.9 -1.9 -1.4 -2.7 -7.6 -8.7 -8.6 -8.4 -8.6 -8.5 -17.8 -7.5 -16.6 -14.3 -12.1 -11.4 -10.0 -10.5 -12.1 -1.6 -3.1 -1.6 -3.2 -2.4 -3.5 -3.1 -14.3 0.7 -9.5 -3.0 -1.6 -19.0 -9.0 -13.6 -9.1 ROBUSTA 20.0 20.0 -20.0 -2.6 0.1 -2.0 -1.9 -1.5 -2.8 6.9 -2.2 4.2 -0.8 6.3 4.0 20.0 15.8 19.8 16.5 9.9 0.0 10.7 -1.5 13.2 -20.0 1.8 2.6 -0.0 1.8 -0.2 2.4 20.0 15.6 20.0 20.0 0.4 -0.0 19.1 2.2 20.0 RUSSELL 12.9 11.4 20.0 4.7 6.4 3.8 5.8 2.9 4.8 9.1 14.1 14.0 5.5 15.7 16.6 -5.1 -5.4 -5.0 -5.0 20.0 15.4 12.7 7.1 18.0 8.1 6.0 2.2 3.9 3.9 1.5 5.7 0.5 -1.4 18.5 16.7 13.7 -20.0 -19.0 -20.0 -20.0 SHATZ -1.8 -9.5 -9.4 1.5 1.5 -0.2 4.1 -2.0 3.5 -12.4 -2.4 -10.6 3.6 -12.7 -13.3 -20.0 -19.2 -20.0 -18.8 -8.4 -5.4 -11.9 -1.7 -9.1 5.3 -4.5 -9.0 -2.9 -6.8 -0.8 -5.0 -20.0 -20.0 -15.8 -18.5 -12.9 20.0 15.0 20.0 19.8 SILVER-mini 20.0 12.1 19.2 7.8 9.3 9.7 8.5 8.4 6.8 20.0 20.0 20.0 20.0 20.0 20.0 -6.4 -6.5 -6.6 -6.5 20.0 20.0 20.0 20.0 20.0 -11.2 9.5 9.6 9.0 9.9 7.3 9.8 -1.0 5.4 20.0 20.0 15.3 20.0 20.0 19.1 6.1 SMI 5.9 9.7 -3.0 5.2 7.0 4.2 6.4 3.2 5.3 -7.9 5.5 -0.6 5.1 11.2 8.3 0.4 2.3 0.2 1.1 7.2 3.3 -0.8 3.8 7.3 8.4 3.6 -5.4 0.4 -0.1 0.1 3.9 12.5 -17.4 5.5 6.6 -17.1 20.0 20.0 20.0 20.0 SOFR 12.0 11.0 14.0 2.2 2.1 -0.3 5.8 -2.8 5.0 3.2 20.0 13.3 11.4 17.1 19.1 7.4 4.7 7.2 6.3 20.0 19.7 11.3 14.5 19.3 -19.3 7.3 0.9 6.0 4.1 4.0 7.1 4.6 1.0 20.0 20.0 20.0 3.8 -12.1 -20.0 -20.0 SOYBEAN 2.0 7.5 3.3 -5.1 0.2 -4.0 -3.8 -2.9 -5.6 13.3 3.5 -5.3 -10.6 8.7 4.7 -9.8 -7.9 -13.1 -11.2 4.3 1.0 3.1 -5.9 4.2 -1.6 5.3 3.7 3.2 3.5 -1.6 4.8 -11.4 20.0 20.0 20.0 20.0 -9.2 -0.7 -5.9 5.8 SOYMEAL -3.6 13.0 -4.8 -5.7 0.3 -4.4 -4.2 -3.2 -6.2 7.0 -14.5 -9.0 -18.4 1.8 -7.3 -17.6 -14.5 -17.9 -17.2 -6.6 -13.7 -1.3 -20.0 -3.1 -15.1 0.3 0.8 -5.4 2.6 -10.7 2.9 -20.0 20.0 20.0 20.0 7.5 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.5 -18.4 10.1 -3.6 0.2 -2.8 -2.7 -2.1 -4.0 8.2 7.1 -5.9 8.1 -8.7 1.4 -6.2 -2.6 -3.7 -3.0 -2.1 5.3 -1.7 7.6 -5.8 -9.1 -0.9 2.7 2.3 -0.9 2.7 -2.8 0.1 16.1 9.8 1.0 20.0 -20.0 -8.1 -20.0 -8.2 SP400 8.6 3.8 16.6 4.5 6.1 3.7 5.6 2.8 4.6 3.0 12.0 10.1 5.3 12.8 14.8 -5.9 -5.9 -5.7 -5.6 13.1 10.4 7.6 5.4 11.5 -2.4 5.3 1.0 3.0 3.5 0.7 5.3 -0.5 -5.4 12.6 7.2 2.8 -20.0 -20.0 -20.0 -20.0 SP500_micro 5.5 3.5 20.0 6.0 8.1 4.9 7.4 3.7 6.2 19.3 20.0 20.0 19.9 20.0 20.0 -10.2 -9.3 -9.5 -8.8 20.0 20.0 20.0 20.0 20.0 -20.0 8.0 7.7 6.5 7.8 4.7 7.7 -6.0 18.0 13.4 18.9 20.0 -20.0 -16.5 -20.0 -20.0 SUGAR11 -7.4 -1.2 -9.7 -5.5 0.3 -4.3 -4.1 -3.1 -6.0 7.8 -16.0 -6.5 -16.0 -9.9 -13.6 -12.1 6.3 -10.4 -3.8 -12.2 -15.2 -5.3 -16.1 -10.5 -20.0 -5.2 4.2 -6.8 -0.8 -6.6 -3.7 8.3 20.0 16.1 12.7 -0.8 -20.0 -20.0 -20.0 -20.0 US10 13.6 13.5 10.4 1.5 1.5 -0.2 4.1 -2.0 3.5 10.0 10.9 12.4 0.9 13.5 13.2 1.9 -1.0 1.2 0.5 12.9 8.8 12.1 3.7 14.9 -3.2 5.0 1.9 3.3 4.3 1.7 5.7 -5.1 12.1 17.1 19.4 13.3 -7.2 -18.2 -20.0 -20.0 US10U 14.9 14.1 9.4 2.2 2.2 -0.3 5.9 -2.9 5.1 15.3 10.7 18.3 -3.1 19.6 18.8 -4.2 -2.5 -2.9 -2.5 18.1 10.1 20.0 1.8 20.0 -8.8 7.0 4.0 4.1 7.9 1.5 9.0 -9.0 20.0 20.0 20.0 19.1 7.0 -12.1 -20.0 -20.0 US2 9.6 12.0 5.6 1.3 1.3 -0.2 3.5 -1.7 3.0 1.7 4.6 6.5 -2.5 9.5 8.0 -12.2 -16.8 -14.1 -14.5 6.8 4.1 5.1 1.0 7.8 15.9 3.8 0.6 2.5 2.6 1.6 4.2 -20.0 1.4 6.2 11.3 6.0 -3.9 -8.1 -15.5 -16.6 US20 13.3 13.0 7.6 1.4 1.3 -0.2 3.7 -1.8 3.1 11.0 0.4 11.7 -6.6 11.2 10.2 4.5 2.4 4.1 3.4 8.8 3.1 15.8 -2.1 13.8 -6.2 4.0 3.8 1.8 5.8 0.1 5.7 0.1 20.0 17.3 16.2 9.4 20.0 8.1 -10.6 -7.1 US30 12.0 11.3 5.6 1.7 1.6 -0.2 4.5 -2.2 3.9 13.8 -3.6 14.2 -10.8 12.4 10.0 -6.3 -3.0 -3.6 -2.9 7.6 0.5 18.2 -5.8 14.5 -4.3 4.4 5.7 1.4 7.8 -1.1 7.1 -9.8 20.0 16.4 14.0 7.2 20.0 4.5 -5.8 -8.4 US5 11.5 11.8 9.7 1.6 1.6 -0.2 4.3 -2.1 3.7 3.8 12.4 9.9 2.1 12.6 12.8 -2.6 -4.2 -3.1 -3.1 12.2 9.3 8.0 4.9 12.4 2.2 5.2 0.8 3.9 3.4 2.5 5.5 -10.9 2.8 12.5 17.3 12.3 -8.0 -12.0 -20.0 -19.1 VIX -9.6 -13.3 -10.1 -7.5 -5.3 -3.0 -8.0 0.9 -8.9 -20.0 -13.0 -20.0 -6.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.6 -18.9 -1.9 -20.0 NaN -8.7 -5.1 -3.5 -8.4 0.9 -10.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 2.1 -12.2 -10.4 -5.8 0.3 -4.5 -4.3 -3.3 -6.3 5.8 -20.0 -6.4 -20.0 -17.6 -19.9 -18.7 -18.1 -18.5 -18.3 -17.5 -19.6 -3.1 -20.0 -11.1 11.3 -5.3 4.3 -5.3 0.3 -6.9 -3.5 -20.0 20.0 20.0 0.8 18.8 -20.0 -16.7 -20.0 -18.2 End of report for caleb_strategy_v3