******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250916_204358 produced at 2025-09-16 21:39:04.899771 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.50 0.0 0.00 0.00 0.00 0.00 -10.15 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.34 0.0 999.00 -999.00 -0.22 -0.23 -32.56 999999999.0 -21 -22 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -2.78 24.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.07 -0.08 0.0 0.00 -0.07 -0.07 -0.07 -17.65 26.0 -15 -15 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.71 2.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -7.80 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.05 0.0 1.11 -1.11 -0.08 -0.08 -1.29 29.0 -2 -2 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -0.95 999999999.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.20 -0.20 -0.07 -0.07 -2.69 11.0 -4 -4 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -2.89 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 0.00 -0.04 0.0 1.10 -1.10 0.00 0.00 -0.42 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.18 -0.18 -0.04 -0.05 -4.52 18.0 -4 -5 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.62 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 -0.45 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 -1.61 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 -1.24 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 -1.33 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 -1.34 9.0 -2 -2 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.54 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 -0.10 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.26 3.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.00 0.00 0.0 0.59 -0.59 0.00 0.10 0.18 23.0 0 4 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.34 -0.00 0.0 0.34 -0.34 0.34 0.17 -0.00 2.0 2 1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.23 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.05 3.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.08 7.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.00 0.0 0.14 -0.14 -0.03 -0.03 -0.15 12.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.25 -0.25 0.00 0.00 0.59 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.00 -1.00 0.00 0.00 -0.04 26.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.18 -0.00 0.0 0.80 -0.80 -0.18 -0.08 -0.20 66.0 -15 -7 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.00 0.0 0.17 -0.17 0.00 0.03 0.07 5.0 0 1 caleb_strategy_v3 ROBUSTA False False 0.03 0.00 0.01 0.0 0.58 -0.58 0.00 0.00 0.34 23.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.38 -0.38 0.06 0.06 0.18 6.0 1 1 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.39 -1.39 0.00 0.00 0.28 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.00 0.52 10.0 1 0 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.02 0.0 0.48 -0.48 0.08 0.08 0.22 6.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.57 999999999.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.02 0.0 1.10 -1.10 0.00 0.00 0.21 14.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 0.03 0.0 0.83 -0.83 -0.02 0.00 1.48 48.0 -1 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.03 0.0 1.01 -1.01 0.00 0.00 0.47 17.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.03 0.0 0.67 -0.67 0.13 0.17 0.77 20.0 4 5 caleb_strategy_v3 US10U False False 0.06 0.00 0.03 0.0 0.79 -0.79 0.00 0.00 0.42 13.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.69 12.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.41 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.80 -0.80 0.00 0.00 0.33 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.05 6.41 68.0 0 8 caleb_strategy_v3 US5 False False 0.06 0.23 0.04 0.0 1.44 -1.44 0.23 0.23 0.63 25.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.02 0.02 0.05 0.0 1.09 -1.09 0.02 0.00 2.53 56.0 1 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 NZD False False 0.03 0.00 0.05 0.0 0.66 -0.66 0.00 0.00 1.64 21.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.44 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 1.19 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.72 -0.72 0.27 0.18 0.61 8.0 3 2 caleb_strategy_v3 SMI False True 0.08 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.87 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 1.63 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.13 0.10 0.0 0.99 -0.99 0.13 0.13 2.27 22.0 3 3 caleb_strategy_v3 OAT False False 0.08 0.38 0.11 0.0 0.75 -0.75 0.38 0.38 1.45 10.0 5 5 caleb_strategy_v3 BTP False False 0.07 0.00 0.11 0.0 0.74 -0.74 0.00 0.00 1.44 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.00 0.14 0.0 0.67 -0.67 0.00 0.18 3.91 19.0 0 5 caleb_strategy_v3 LEANHOG False False 0.02 0.15 0.18 0.0 0.24 -0.24 0.15 0.17 9.46 13.0 8 9 caleb_strategy_v3 NIKKEI False False 0.02 0.33 0.37 0.0 0.57 -0.57 0.33 0.38 23.30 36.0 21 24 caleb_strategy_v3 MXP False False 0.01 0.36 0.63 0.0 0.85 -0.85 0.36 0.41 44.12 60.0 25 29 caleb_strategy_v3 SOFR False True 0.13 0.00 1.09 0.0 0.00 0.00 0.00 0.00 8.54 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.43 0.0 1.51 -1.51 0.00 0.00 9.45 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.7 Shocked risk 73.3 Sum abs risk 55.0 Leverage 6.65 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1902370.48, 'annual_cash_vol_target': 475592.62, 'daily_cash_vol_target': 29724.53875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6691 0.5258 8.4122 BITCOIN 1996.3289 117730.0000 1.6957 27.1309 BOBL 0.1996 117.9200 0.1693 2.7088 BTP 0.4734 120.2800 0.3936 6.2972 BUND 0.4157 128.7500 0.3229 5.1663 BUXL 0.9607 114.6800 0.8378 13.4041 CAC 60.0092 7831.5000 0.7663 12.2601 CAD 0.0025 0.7304 0.3477 5.5638 CANOLA 8.5434 652.6000 1.3091 20.9461 CHF 0.0061 1.2850 0.4710 7.5352 COCOA 163.7463 7291.0000 2.2459 35.9339 COFFEE 6.6213 408.7000 1.6201 25.9212 COPPER 0.0908 4.6950 1.9341 30.9456 CORN 5.0305 429.0000 1.1726 18.7619 COTTON2 0.7065 67.6700 1.0440 16.7046 CRUDE_W 0.9931 63.8000 1.5565 24.9047 DAX 168.6220 23415.0000 0.7201 11.5223 DOW 276.9460 46161.0000 0.6000 9.5993 DX 0.4224 96.2700 0.4388 7.0204 EUR 0.0056 1.1926 0.4694 7.5099 EURIBOR-ICE 0.0354 97.8400 0.0362 0.5793 EUROSTX 41.5458 5398.0000 0.7697 12.3144 FEEDCOW 3.3915 342.7750 0.9894 15.8309 GASOIL 11.6433 686.0000 1.6973 27.1564 GASOLINE 0.0299 1.9279 1.5534 24.8544 GAS_US_mini 0.0910 3.3550 2.7136 43.4169 GBP 0.0058 1.3662 0.4212 6.7392 GOLD_micro 22.1624 3697.2000 0.5994 9.5910 HEATOIL 0.0359 2.3570 1.5247 24.3956 JGB-SGX-mini 0.2506 136.5800 0.1835 2.9356 JPY 0.0000 0.0069 0.5564 8.9022 LEANHOG 0.9558 88.1750 1.0840 17.3442 LIVECOW 2.1370 235.2000 0.9086 14.5377 LUMBER-new 9.5808 574.0000 1.6691 26.7062 MXP 0.0003 0.0541 0.5149 8.2390 NASDAQ_micro 155.4148 24546.7500 0.6331 10.1302 NIKKEI 375.7591 44485.0000 0.8447 13.5150 NZD 0.0035 0.6006 0.5777 9.2438 OAT 0.4277 121.7400 0.3514 5.6218 OATIES 4.1827 331.2500 1.2627 20.2031 OJ 7.5412 268.3500 2.8102 44.9633 PALLAD 25.3681 1203.5000 2.1079 33.7258 PLAT 21.5502 1404.5000 1.5344 24.5499 REDWHEAT 7.4220 543.2500 1.3662 21.8595 RICE 0.1673 11.7450 1.4247 22.7950 ROBUSTA 92.4476 4784.0000 1.9324 30.9189 RUSSELL 22.9399 2420.4000 0.9478 15.1644 SHATZ 0.0587 107.0100 0.0549 0.8783 SILVER-mini 0.4333 43.1875 1.0034 16.0543 SMI 82.6450 12020.0000 0.6876 11.0010 SOFR 0.0483 96.9150 0.0498 0.7968 SOYBEAN 8.9856 1087.5000 0.8263 13.2202 SOYMEAL 3.1486 289.2000 1.0887 17.4194 SOYOIL 0.7602 53.5100 1.4207 22.7312 SP400 27.6923 3270.8000 0.8467 13.5464 SP500_micro 33.9144 6618.5000 0.5124 8.1987 SUGAR11 0.2153 16.5500 1.3008 20.8131 US10 0.3338 113.5469 0.2939 4.7032 US10U 0.4396 116.2188 0.3782 6.0518 US2 0.0899 104.4492 0.0861 1.3777 US20 0.6894 117.9375 0.5845 9.3523 US30 0.9936 121.8438 0.8154 13.0471 US5 0.2135 109.8750 0.1943 3.1090 VIX 0.4225 20.0000 2.1125 33.7997 WHEAT 6.8832 533.5000 1.2902 20.6432 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.10 0.53 351.79 1.00 351.79 29724.54 84.50 17.83 150.62 BITCOIN 117.73 1.70 199.63 1.00 199.63 29724.54 148.90 -4.83 -71.92 BOBL 1179.20 0.17 199.64 1.17 234.13 29724.54 126.95 2.17 27.59 BTP 1202.80 0.39 473.39 1.17 555.19 29724.54 53.54 7.88 42.21 BUND 1287.50 0.32 415.72 1.17 487.55 29724.54 60.97 5.38 32.78 BUXL 1146.80 0.84 960.74 1.17 1126.74 29724.54 26.38 -3.78 -9.98 CAC 783.15 0.77 600.09 1.17 703.78 29724.54 42.24 4.79 20.23 CAD 730.35 0.35 253.97 1.00 253.97 29724.54 117.04 -4.23 -49.55 CANOLA 130.52 1.31 170.87 0.72 123.49 29724.54 240.71 1.00 24.16 CHF 1606.25 0.47 756.47 1.00 756.47 29724.54 39.29 -4.07 -16.01 COCOA 729.10 2.25 1637.46 1.00 1637.46 29724.54 18.15 -0.82 -1.49 COFFEE 1532.62 1.62 2482.97 1.00 2482.97 29724.54 11.97 13.67 16.37 COPPER 1173.75 1.93 2270.15 1.00 2270.15 29724.54 13.09 -3.16 -4.14 CORN 214.50 1.17 251.53 1.00 251.53 29724.54 118.18 -0.51 -6.00 COTTON2 338.35 1.04 353.25 1.00 353.25 29724.54 84.15 -13.11 -110.27 CRUDE_W 638.00 1.56 993.07 1.00 993.07 29724.54 29.93 0.22 0.66 DAX 234.15 0.72 168.62 1.17 197.76 29724.54 150.31 -3.13 -47.09 DOW 230.80 0.60 138.47 1.00 138.47 29724.54 214.66 -0.41 -8.73 DX 962.70 0.44 422.41 1.00 422.41 29724.54 70.37 -5.17 -36.37 EUR 1490.81 0.47 699.74 1.00 699.74 29724.54 42.48 1.92 8.16 EURIBOR-ICE 2446.00 0.04 88.56 1.17 103.87 29724.54 286.18 9.67 276.69 EUROSTX 539.80 0.77 415.46 1.17 487.24 29724.54 61.01 3.71 22.63 FEEDCOW 1713.88 0.99 1695.76 1.00 1695.76 29724.54 17.53 10.51 18.43 GASOIL 686.00 1.70 1164.33 1.00 1164.33 29724.54 25.53 11.74 29.98 GASOLINE 809.72 1.55 1257.82 1.00 1257.82 29724.54 23.63 5.51 13.03 GAS_US_mini 83.88 2.71 227.60 1.00 227.60 29724.54 130.60 -12.46 -162.74 GBP 853.88 0.42 359.65 1.00 359.65 29724.54 82.65 10.56 87.25 GOLD_micro 369.72 0.60 221.62 1.00 221.62 29724.54 134.12 5.53 74.16 HEATOIL 989.94 1.52 1509.39 1.00 1509.39 29724.54 19.69 -0.59 -1.16 JGB-SGX-mini 136580.00 0.18 25059.16 0.01 169.88 29724.54 174.97 -5.35 -93.58 JPY 862.00 0.56 479.61 1.00 479.61 29724.54 61.98 -3.84 -23.77 LEANHOG 352.70 1.08 382.33 1.00 382.33 29724.54 77.75 20.00 155.49 LIVECOW 940.80 0.91 854.81 1.00 854.81 29724.54 34.77 10.29 35.77 LUMBER-new 157.85 1.67 263.47 1.00 263.47 29724.54 112.82 -5.61 -63.33 MXP 270.70 0.51 139.39 1.00 139.39 29724.54 213.24 14.08 300.15 NASDAQ_micro 490.94 0.63 310.83 1.00 310.83 29724.54 95.63 0.80 7.68 NIKKEI 44485.00 0.84 37575.91 0.01 254.74 29724.54 116.69 18.41 214.86 NZD 600.65 0.58 347.02 1.00 347.02 29724.54 85.66 7.39 63.29 OAT 1217.40 0.35 427.75 1.17 501.65 29724.54 59.25 7.15 42.39 OATIES 165.62 1.26 209.13 1.00 209.13 29724.54 142.13 -19.37 -275.33 OJ 402.52 2.81 1131.18 1.00 1131.18 29724.54 26.28 -4.12 -10.83 PALLAD 1203.50 2.11 2536.81 1.00 2536.81 29724.54 11.72 1.93 2.26 PLAT 702.25 1.53 1077.51 1.00 1077.51 29724.54 27.59 5.56 15.33 REDWHEAT 271.62 1.37 371.10 1.00 371.10 29724.54 80.10 -12.54 -100.44 RICE 234.90 1.42 334.66 1.00 334.66 29724.54 88.82 -13.36 -118.64 ROBUSTA 478.40 1.93 924.48 1.00 924.48 29724.54 32.15 7.88 25.32 RUSSELL 121.02 0.95 114.70 1.00 114.70 29724.54 259.15 7.45 193.11 SHATZ 1070.10 0.05 58.74 1.17 68.89 29724.54 431.45 -6.35 -273.93 SILVER-mini 1079.69 1.00 1083.35 1.00 1083.35 29724.54 27.44 17.36 47.62 SMI 1202.00 0.69 826.45 1.26 1037.48 29724.54 28.65 8.87 25.42 SOFR 2422.88 0.05 120.66 1.00 120.66 29724.54 246.35 5.70 140.33 SOYBEAN 543.75 0.83 449.28 1.00 449.28 29724.54 66.16 1.36 8.98 SOYMEAL 289.20 1.09 314.86 1.00 314.86 29724.54 94.41 -15.22 -143.71 SOYOIL 321.06 1.42 456.13 1.00 456.13 29724.54 65.17 -3.85 -25.07 SP400 3270.80 0.85 2769.23 1.00 2769.23 29724.54 10.73 -0.06 -0.07 SP500_micro 330.92 0.51 169.57 1.00 169.57 29724.54 175.29 3.63 63.71 SUGAR11 185.36 1.30 241.12 1.00 241.12 29724.54 123.28 -15.03 -185.35 US10 1135.47 0.29 333.77 1.00 333.77 29724.54 89.06 4.19 37.33 US10U 1162.19 0.38 439.58 1.00 439.58 29724.54 67.62 4.94 33.41 US2 2088.98 0.09 179.88 1.00 179.88 29724.54 165.25 2.11 34.85 US20 1179.38 0.58 689.36 1.00 689.36 29724.54 43.12 7.48 32.25 US30 1218.44 0.82 993.57 1.00 993.57 29724.54 29.92 4.66 13.95 US5 1098.75 0.19 213.50 1.00 213.50 29724.54 139.22 3.55 49.37 VIX 200.00 2.11 422.50 1.00 422.50 29724.54 70.35 -18.72 -131.73 WHEAT 266.75 1.29 344.16 1.00 344.16 29724.54 86.37 -10.83 -93.52 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 150.615 0.010 2.5 3.913 BITCOIN -71.921 0.043 2.5 -7.799 BOBL 27.590 0.004 2.5 0.280 BTP 42.208 0.014 2.5 1.442 BUND 32.779 0.004 2.5 0.333 BUXL -9.976 0.004 2.5 -0.101 CAC 20.228 0.014 2.5 0.691 CAD -49.551 0.010 2.5 -1.287 CANOLA 24.157 0.010 2.5 0.589 CHF -16.007 0.010 2.5 -0.416 COCOA -1.488 0.010 2.5 -0.036 COFFEE 16.367 0.005 2.5 0.217 COPPER -4.138 0.043 2.5 -0.449 CORN -6.004 0.010 2.5 -0.146 COTTON2 -110.273 0.010 2.5 -2.687 CRUDE_W 0.661 0.043 2.5 0.072 DAX -47.085 0.014 2.5 -1.608 DOW -8.727 0.009 2.5 -0.203 DX -36.371 0.010 2.5 -0.945 EUR 8.156 0.010 2.5 0.212 EURIBOR-ICE 276.690 0.014 2.5 9.451 EUROSTX 22.630 0.014 2.5 0.773 FEEDCOW 18.426 0.013 2.5 0.611 GASOIL 29.976 0.017 2.5 1.301 GASOLINE 13.030 0.017 2.5 0.566 GAS_US_mini -162.741 0.043 2.5 -17.648 GBP 87.249 0.010 2.5 2.267 GOLD_micro 74.162 0.014 2.5 2.533 HEATOIL -1.164 0.017 2.5 -0.051 JGB-SGX-mini -93.577 0.043 2.5 -10.147 JPY -23.773 0.010 2.5 -0.618 LEANHOG 155.491 0.024 2.5 9.463 LIVECOW 35.769 0.013 2.5 1.187 LUMBER-new -63.335 0.010 2.5 -1.543 MXP 300.147 0.059 2.5 44.115 NASDAQ_micro 7.676 0.009 2.5 0.179 NIKKEI 214.859 0.043 2.5 23.299 NZD 63.288 0.010 2.5 1.644 OAT 42.395 0.014 2.5 1.448 OATIES -275.329 0.010 2.5 -6.708 OJ -10.827 0.010 2.5 -0.264 PALLAD 2.263 0.014 2.5 0.077 PLAT 15.333 0.014 2.5 0.524 REDWHEAT -100.437 0.005 2.5 -1.334 RICE -118.643 0.010 2.5 -2.890 ROBUSTA 25.321 0.005 2.5 0.336 RUSSELL 193.112 0.013 2.5 6.408 SHATZ -273.926 0.004 2.5 -2.782 SILVER-mini 47.622 0.014 2.5 1.627 SMI 25.423 0.014 2.5 0.868 SOFR 140.327 0.024 2.5 8.540 SOYBEAN 8.985 0.004 2.5 0.084 SOYMEAL -143.712 0.004 2.5 -1.338 SOYOIL -25.068 0.004 2.5 -0.234 SP400 -0.070 0.013 2.5 -0.002 SP500_micro 63.708 0.009 2.5 1.483 SUGAR11 -185.345 0.010 2.5 -4.516 US10 37.332 0.005 2.5 0.474 US10U 33.407 0.005 2.5 0.424 US2 34.853 0.005 2.5 0.442 US20 32.254 0.005 2.5 0.409 US30 13.952 0.005 2.5 0.177 US5 49.367 0.005 2.5 0.626 VIX -131.726 0.099 2.5 -32.561 WHEAT -93.516 0.005 2.5 -1.242 ===================== Position diags ===================== AUD 2.20 BITCOIN 16.15 BOBL 1.29 BTP 1.83 BUND 0.62 BUXL 0.27 CAC 1.44 CAD 3.04 CANOLA 5.86 CHF 1.02 COCOA 0.44 COFFEE 0.16 COPPER 1.42 CORN 2.88 COTTON2 2.05 CRUDE_W 3.25 DAX 5.13 DOW 5.00 DX 1.83 EUR 1.10 EURIBOR-ICE 9.77 EUROSTX 2.08 FEEDCOW 0.58 GASOIL 1.11 GASOLINE 1.03 GAS_US_mini 14.16 GBP 2.15 GOLD_micro 4.58 HEATOIL 0.85 JGB-SGX-mini 18.97 JPY 1.61 LEANHOG 4.73 LIVECOW 1.15 LUMBER-new 2.75 MXP 31.34 NASDAQ_micro 2.23 NIKKEI 12.65 NZD 2.23 OAT 2.02 OATIES 3.46 OJ 0.64 PALLAD 0.40 PLAT 0.94 REDWHEAT 1.06 RICE 2.16 ROBUSTA 0.43 RUSSELL 8.60 SHATZ 4.38 SILVER-mini 0.94 SMI 0.98 SOFR 14.99 SOYBEAN 0.62 SOYMEAL 0.88 SOYOIL 0.61 SP400 0.36 SP500_micro 4.08 SUGAR11 3.00 US10 1.13 US10U 0.86 US2 2.10 US20 0.55 US30 0.38 US5 1.77 VIX 17.39 WHEAT 1.15 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.1 0.0 0 BITCOIN -7.8 -9.4 -6.2 0.0 0 BOBL 0.3 0.2 0.4 0.0 0 BTP 1.4 1.3 1.6 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 0.5 0.8 0.0 0 CAD -1.3 -1.6 -1.0 -2.0 -2 CANOLA 0.6 0.0 1.2 0.0 0 CHF -0.4 -0.5 -0.3 0.0 0 COCOA -0.0 -0.1 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 -0.1 -0.4 0.1 -3.0 -3 COTTON2 -2.7 -2.9 -2.5 -4.0 -4 CRUDE_W 0.1 -0.3 0.4 0.0 0 DAX -1.6 -2.1 -1.1 -6.0 -6 DOW -0.2 -0.7 0.3 -15.0 -15 DX -0.9 -1.1 -0.8 0.0 0 EUR 0.2 0.1 0.3 0.0 0 EURIBOR-ICE 9.5 8.5 10.4 0.0 0 EUROSTX 0.8 0.6 1.0 4.0 4 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.3 1.2 1.4 0.0 0 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -17.6 -19.1 -16.2 -15.0 -15 GBP 2.3 2.1 2.5 3.0 3 GOLD_micro 2.5 2.1 3.0 1.0 1 HEATOIL -0.1 -0.1 0.0 0.0 0 JGB-SGX-mini -10.1 -12.0 -8.3 0.0 0 JPY -0.6 -0.8 -0.5 0.0 0 LEANHOG 9.5 9.0 9.9 8.0 8 LIVECOW 1.2 1.1 1.3 0.0 0 LUMBER-new -1.5 -1.8 -1.3 0.0 0 MXP 44.1 41.0 47.2 25.0 25 NASDAQ_micro 0.2 -0.0 0.4 0.0 0 NIKKEI 23.3 22.0 24.6 21.0 21 NZD 1.6 1.4 1.9 0.0 0 OAT 1.4 1.2 1.7 5.0 5 OATIES -6.7 -7.1 -6.4 NaN 0 OJ -0.3 -0.3 -0.2 -1.0 -1 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.5 0.4 0.6 1.0 1 REDWHEAT -1.3 -1.4 -1.2 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 6.4 5.5 7.3 0.0 0 SHATZ -2.8 -3.2 -2.3 NaN 0 SILVER-mini 1.6 1.5 1.7 3.0 3 SMI 0.9 0.8 1.0 0.0 0 SOFR 8.5 7.0 10.0 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.3 -1.4 -1.3 -2.0 -2 SOYOIL -0.2 -0.3 -0.2 0.0 0 SP400 -0.0 -0.0 0.0 2.0 2 SP500_micro 1.5 1.1 1.9 -1.0 -1 SUGAR11 -4.5 -4.8 -4.2 -4.0 -4 US10 0.5 0.4 0.6 0.0 0 US10U 0.4 0.3 0.5 0.0 0 US2 0.4 0.2 0.7 NaN 0 US20 0.4 0.4 0.5 0.0 0 US30 0.2 0.1 0.2 1.0 1 US5 0.6 0.4 0.8 4.0 4 VIX -32.6 -34.3 -30.8 -21.0 -21 WHEAT -1.2 -1.4 -1.1 -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 0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.1 0.2 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 0.3 0.2 0.2 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.2 -0.5 0.1 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 0.4 -0.0 -0.1 -0.1 -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 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.5 -0.3 -0.2 -0.3 -0.2 0.7 0.7 0.7 0.7 BTP 0.1 -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 -0.2 -0.1 0.7 0.7 0.7 0.7 BUXL 0.2 -0.1 -0.2 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 -0.2 0.0 -0.2 -0.0 0.0 0.0 -0.2 -0.4 -0.4 0.7 0.3 0.0 0.1 CAC -0.2 -0.0 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 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 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.5 CAD 0.1 -0.3 0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 -0.0 2.4 0.0 0.1 0.1 0.1 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 0.1 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 0.2 0.1 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.2 -0.3 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.1 0.3 0.1 -0.0 0.0 0.1 0.1 0.1 0.2 0.1 -1.1 0.1 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 0.0 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 -0.0 -0.1 -0.1 0.1 0.2 0.2 0.4 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.2 0.2 0.4 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 0.0 -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 -0.0 0.1 -0.3 0.1 -0.4 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 0.1 -1.1 0.3 0.6 0.5 0.4 -0.2 0.0 -0.1 0.1 COTTON2 -0.1 0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 0.2 -0.5 -0.0 -0.7 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.1 -0.5 -0.0 -2.1 -0.0 0.2 -0.2 0.1 -0.6 0.0 -1.0 0.5 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W 0.0 -0.1 0.2 0.0 0.1 0.1 0.1 0.0 0.0 0.1 -0.0 -0.0 -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 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.5 -0.2 -0.4 0.7 0.4 -0.1 0.4 DAX -0.6 -0.4 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.4 -0.2 0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.5 -0.1 -1.5 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.0 -0.5 -0.6 -0.6 -0.6 0.7 0.7 0.7 0.5 DOW 0.2 0.2 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.4 0.1 0.4 0.2 0.2 -0.2 -0.2 -0.2 -0.1 0.2 0.2 0.1 0.3 0.1 -1.8 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 -0.1 0.5 0.3 0.3 -0.7 -0.7 -0.7 -0.7 DX -0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.3 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.8 -0.5 -0.6 -0.2 -0.5 0.7 0.4 0.7 0.5 EUR 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 1.6 0.0 0.1 0.2 0.1 0.2 0.1 -0.4 0.0 -0.3 -0.1 0.1 -0.7 -0.6 -0.7 -0.6 EURIBOR-ICE 0.1 -0.0 -0.2 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 0.8 0.0 -0.1 0.0 -0.0 0.1 -0.0 0.8 -0.4 -0.1 -0.2 -0.0 0.7 0.7 0.7 0.7 EUROSTX -0.2 0.0 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 -0.0 0.5 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.0 0.3 0.0 -0.9 -0.0 0.0 -0.0 0.0 0.1 0.0 0.4 -0.2 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.4 FEEDCOW -0.6 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 0.0 -0.0 0.2 -0.0 0.2 0.0 1.0 -0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 -0.0 0.4 0.0 0.1 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 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.2 0.3 0.2 0.3 0.7 0.2 0.5 0.2 GASOLINE 0.1 0.0 0.2 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.1 0.1 -0.1 0.0 0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.1 0.0 0.1 -2.7 -0.0 0.1 0.0 0.0 0.0 -0.0 1.1 -0.2 -0.4 -0.1 -0.4 0.7 0.6 0.7 0.7 GAS_US_mini 0.3 -0.4 -0.6 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.5 0.1 -0.5 -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 -0.1 -0.3 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.2 -0.0 0.0 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.2 0.2 0.5 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.2 -0.2 0.1 -0.1 0.3 -0.1 0.1 0.0 GOLD_micro 0.6 0.6 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 -0.1 0.4 0.0 0.1 0.1 0.1 0.0 0.0 0.1 0.3 0.1 0.1 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 -2.7 0.0 0.1 0.1 0.0 0.1 -0.0 0.0 -0.1 -0.4 -0.3 0.1 0.4 0.1 -0.3 -0.1 JGB-SGX-mini 0.1 -0.1 -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 0.3 -0.0 -0.1 -0.0 -0.2 -0.0 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.1 -0.2 -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 0.1 -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 0.1 -0.0 0.1 -0.1 0.0 -0.7 -0.3 -0.5 -0.2 -0.6 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.5 0.2 0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 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 0.3 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.4 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 0.3 0.2 0.3 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 -0.4 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.7 -0.0 -0.0 0.0 -0.1 -0.0 -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 0.1 -0.3 -0.5 0.3 0.8 0.8 0.8 0.8 MXP 0.2 -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 0.3 0.1 0.3 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.1 0.1 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 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 0.5 0.3 0.3 0.5 -0.7 -0.6 -0.7 -0.7 NIKKEI 0.1 0.5 0.6 0.1 0.0 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 -1.9 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.3 0.6 0.6 0.3 0.7 0.7 0.7 NZD 0.3 -0.3 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.0 0.1 1.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.0 -0.0 -0.4 -0.3 -0.3 0.7 0.5 0.7 0.7 OAT 0.1 -0.1 -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 0.0 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.7 0.1 -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 -0.1 -0.2 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.4 0.3 -0.4 0.3 -0.7 -0.3 -0.7 -0.3 OJ 0.1 -0.2 0.3 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -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 0.5 0.1 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.2 -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 -0.0 -0.2 -0.4 -0.1 -0.6 -0.7 -0.7 -0.7 PLAT 0.1 -0.0 0.6 0.0 0.0 0.1 0.1 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 0.3 -0.4 -0.4 -0.5 0.5 0.5 0.2 -0.3 -0.1 REDWHEAT -0.0 -0.2 -0.4 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.2 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 0.0 -0.5 -0.1 0.9 -0.1 0.1 -0.2 0.1 -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 -0.0 -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 -0.7 -0.1 -0.3 -0.1 -0.1 -0.6 -0.3 -0.4 -0.3 ROBUSTA 0.6 0.6 -0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.0 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.1 -0.0 0.2 -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 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.2 0.2 1.1 0.1 0.0 0.1 0.0 0.1 0.1 0.0 -0.1 0.6 0.5 0.5 -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 -0.1 -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 0.5 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 -0.2 -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 0.1 0.3 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 0.2 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.0 -0.1 0.1 0.0 1.1 0.0 -0.1 0.0 -0.0 0.0 0.0 0.7 -0.5 -0.1 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 0.1 0.5 0.2 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 -0.1 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.1 0.3 0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 0.1 -0.0 -0.4 0.1 0.1 -0.2 -0.2 -0.3 -0.2 0.1 0.0 0.1 -0.2 0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 0.1 -0.6 0.3 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 0.0 -0.4 -0.1 -0.7 0.0 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.2 -0.0 -0.5 -0.0 -2.1 0.0 -0.0 -0.1 0.0 -0.4 0.0 -1.1 0.4 0.6 0.6 0.3 -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 -0.0 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.2 -0.0 -1.3 -0.0 0.1 0.1 0.0 0.1 -0.0 0.0 0.2 0.5 0.0 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.2 0.2 0.5 0.0 0.0 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 0.0 0.2 0.1 -0.3 0.1 -0.0 0.1 0.0 0.0 0.1 -0.0 -0.3 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.2 0.3 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -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 0.6 0.6 0.6 -0.7 -0.6 -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 -0.0 0.5 0.4 -0.0 -0.7 -0.7 -0.7 -0.7 US10 0.5 0.5 0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 0.3 0.1 0.0 0.2 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 0.2 0.6 0.6 0.5 -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 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.1 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 0.3 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 0.1 0.0 0.1 2.2 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 0.5 0.4 0.3 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 0.2 -0.8 0.0 0.0 0.1 0.1 0.0 0.1 0.0 0.5 0.6 0.6 0.3 0.7 0.3 -0.3 -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 0.0 0.0 0.1 -0.0 0.1 -0.5 0.5 0.6 0.5 0.3 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 0.1 0.3 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.0 0.1 0.0 0.1 0.1 -0.6 -0.0 0.4 0.6 0.4 -0.3 -0.4 -0.7 -0.6 VIX -0.4 -0.7 -0.5 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.6 -0.3 -0.4 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.2 -0.1 -0.3 NaN -0.2 -0.0 -0.2 -0.1 0.0 -0.2 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.3 -0.4 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.5 0.0 -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 -0.0 0.1 -0.1 0.0 -0.3 -0.0 -1.1 0.3 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 15.1 2.8 6.9 5.6 9.6 4.7 10.4 3.8 8.4 19.8 18.9 20.0 2.5 17.6 13.7 -1.3 -1.5 -1.6 -1.5 12.4 8.5 20.0 2.9 20.0 15.1 6.6 10.4 3.4 11.8 -0.1 10.0 2.4 11.0 5.8 4.6 3.5 20.0 20.0 20.0 20.0 BITCOIN -6.1 -14.9 3.0 7.9 8.4 9.4 8.8 8.1 7.3 20.0 17.3 11.9 20.0 -6.0 1.7 -7.5 -7.5 -7.8 -7.5 3.5 14.9 11.9 20.0 1.3 -20.0 -0.8 6.7 5.2 1.8 9.9 -3.3 -2.6 -2.7 -20.0 -20.0 -20.0 12.2 -2.3 -10.8 -6.9 BOBL 4.8 -1.9 -3.3 1.8 2.6 -0.1 4.3 -2.1 3.8 -8.5 3.2 -4.1 -0.8 -5.3 -7.4 15.4 -3.9 0.1 -2.3 -2.0 -2.1 -3.7 -2.0 -1.3 2.4 -1.6 -5.2 -1.8 -2.9 -1.3 -1.1 -10.1 -14.6 -4.9 -8.9 -5.9 20.0 20.0 20.0 20.0 BTP 2.5 -3.3 -0.8 2.4 3.4 -0.1 5.6 -2.7 5.0 14.5 15.8 15.7 13.5 9.6 9.3 9.7 9.3 11.5 10.8 3.4 5.2 8.4 8.0 5.5 -20.0 2.8 5.3 4.2 7.0 6.6 4.5 12.3 7.1 -3.3 -2.7 7.4 20.0 20.0 20.0 20.0 BUND 6.8 0.6 -0.3 1.8 2.6 -0.1 4.3 -2.1 3.8 1.0 -0.7 5.2 -6.3 0.4 -5.2 1.4 6.6 8.4 9.0 -1.0 -3.4 1.9 -5.5 1.8 -1.0 -0.8 -1.2 -2.1 1.3 -2.7 1.3 8.7 -4.2 -0.8 -5.5 -3.9 20.0 20.0 20.0 20.0 BUXL 5.0 -2.3 -5.1 1.9 2.7 -0.1 4.5 -2.2 4.0 9.5 -14.5 10.1 -14.5 -3.9 -10.7 3.4 2.4 3.4 3.2 -8.2 -12.5 4.0 -15.0 -1.6 -3.5 -4.1 2.3 -5.6 2.2 -5.6 -0.8 0.0 0.7 -5.0 -12.3 -11.8 20.0 7.8 1.0 2.1 CAC -7.5 -1.1 0.4 5.8 4.7 4.7 6.2 3.6 5.8 10.7 11.0 -0.0 8.4 2.2 2.6 1.5 -0.6 -0.4 -0.3 1.4 2.9 8.9 3.7 2.6 0.3 -0.8 6.9 -2.2 5.5 -2.6 1.3 8.7 -0.0 -19.4 -13.5 -20.0 20.0 20.0 20.0 15.6 CAD 1.9 -10.1 0.2 6.2 10.7 5.2 11.6 4.2 9.4 17.5 9.5 5.3 0.9 -12.3 -13.4 -7.2 -6.7 -7.3 -7.1 -6.1 0.0 4.2 0.0 -4.4 18.2 0.2 15.2 3.9 6.8 2.4 1.1 -7.1 -20.0 -20.0 -20.0 -7.6 -20.0 -20.0 -20.0 -20.0 CANOLA -11.3 -20.0 -9.4 -2.6 0.3 -2.1 -1.5 -1.5 -2.7 7.2 1.3 -2.6 2.6 -6.6 -7.5 -14.2 -6.3 -8.7 -5.3 -7.9 -2.5 -0.0 1.4 -6.8 1.8 -2.6 1.6 -1.1 -0.1 0.1 -2.2 -4.2 7.7 4.0 -3.6 1.0 20.0 20.0 20.0 20.0 CHF 6.3 -7.7 6.7 3.6 6.3 3.1 6.8 2.5 5.5 11.1 11.1 10.0 9.9 3.7 4.8 -15.1 -15.5 -15.2 -14.9 5.3 9.4 12.0 10.6 7.0 -0.3 4.1 9.6 5.1 7.3 5.1 5.4 -20.0 5.6 1.5 -4.9 2.8 -20.0 -20.0 -20.0 -20.0 COCOA -12.3 0.1 -9.9 -2.6 0.3 -2.0 -1.5 -1.5 -2.6 0.4 -4.4 -4.6 2.3 -4.2 -3.3 -0.6 14.9 7.8 11.6 -3.4 -1.4 -3.1 4.7 -4.3 -20.0 -0.6 -0.5 0.7 -0.9 4.8 -1.3 20.0 1.5 1.4 11.6 6.9 1.8 5.2 5.6 8.5 COFFEE 20.0 20.0 -14.8 -6.2 0.7 -4.9 -3.7 -3.6 -6.3 14.5 6.9 19.8 11.9 20.0 17.7 13.5 8.7 11.0 9.7 20.0 19.3 20.0 16.4 20.0 -20.0 7.0 6.0 4.2 7.1 4.0 8.4 20.0 20.0 20.0 20.0 20.0 5.1 17.0 15.3 20.0 COPPER 3.4 -18.0 -9.1 2.2 2.4 2.6 2.5 2.3 2.0 5.1 -3.2 5.4 -1.1 -5.5 -5.7 -4.6 -5.3 -4.6 -5.1 -4.2 -2.6 2.5 0.2 -1.4 -5.0 -0.6 0.8 0.4 0.5 1.3 -0.4 1.2 -5.2 -6.1 -18.1 -7.3 10.4 6.4 10.5 7.4 CORN 18.3 6.5 -6.4 -4.4 0.5 -3.5 -2.6 -2.5 -4.5 11.2 -9.8 13.1 -12.3 10.3 -3.5 -20.0 -19.3 -20.0 -20.0 -0.1 -7.3 11.6 -10.4 8.4 7.4 1.2 8.0 -2.2 7.0 -5.1 5.0 -20.0 13.6 20.0 14.1 11.8 -6.5 1.4 -2.6 4.2 COTTON2 -2.3 0.4 2.0 -7.0 0.8 -5.6 -4.1 -4.1 -7.1 20.0 -20.0 -0.0 -20.0 -11.2 -16.5 -17.3 -13.1 -15.3 -14.2 -7.0 -12.0 6.4 -20.0 -2.3 -16.1 -2.3 20.0 -7.5 10.3 -15.6 2.3 -18.2 20.0 20.0 17.9 20.0 -10.8 -20.0 -5.0 -20.0 CRUDE_W 0.6 -4.1 4.7 2.9 8.9 3.1 5.0 1.3 2.9 10.6 -1.8 -0.8 -9.4 -11.4 -2.3 6.7 7.5 7.2 6.9 -0.9 -2.0 3.8 -5.3 -0.4 1.6 -3.6 7.4 -2.7 -0.2 -4.0 -4.2 -2.6 -14.5 -15.0 -7.5 -12.1 20.0 10.5 -2.0 13.4 DAX -18.6 -10.9 -5.9 5.6 4.5 4.5 6.0 3.5 5.6 -11.3 15.6 -14.8 17.6 -12.8 -1.1 -5.3 -6.4 -5.1 -5.3 -4.6 9.3 -14.6 20.0 -13.1 -11.0 -4.5 -8.3 0.6 -7.6 6.9 -7.4 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 13.7 DOW 5.3 6.8 19.2 5.0 4.0 4.0 5.3 3.1 5.0 5.3 15.7 10.9 11.1 15.0 16.9 -8.4 -8.0 -7.8 -7.4 16.8 15.5 9.4 11.6 13.4 -13.4 6.1 1.9 4.3 4.3 2.8 5.9 -3.7 -5.2 15.6 10.3 9.0 -20.0 -20.0 -20.0 -20.0 DX -3.1 3.3 -1.8 3.3 5.8 2.8 6.2 2.3 5.1 -10.9 -11.4 -10.9 -10.7 -7.2 -4.4 6.3 6.1 6.3 6.1 -4.3 -8.6 -9.0 -10.3 -4.9 -20.0 -2.1 -9.7 -4.0 -5.7 -4.7 -2.9 15.2 -20.0 -20.0 -6.1 -15.3 20.0 11.9 20.0 14.7 EUR 2.8 -2.2 6.9 3.7 6.5 3.1 7.0 2.5 5.7 12.1 13.0 10.6 11.9 9.1 8.5 -7.1 -7.6 -7.6 -7.5 6.5 11.3 10.5 12.5 6.4 12.1 4.5 10.4 6.1 7.1 6.2 5.1 -8.1 0.1 -7.8 -4.2 4.6 -20.0 -17.0 -20.0 -19.5 EURIBOR-ICE 4.1 -1.1 -4.7 1.5 2.2 -0.1 3.6 -1.7 3.2 -8.1 7.8 -3.8 9.5 -0.4 -0.7 11.7 9.8 12.9 12.2 0.8 2.2 -3.9 5.0 -0.2 6.4 0.4 -5.9 0.8 -3.5 2.5 -0.3 14.2 -15.6 -4.3 -4.8 -1.1 20.0 20.0 20.0 20.0 EUROSTX -7.5 0.2 -2.3 5.9 4.7 4.8 6.3 3.6 5.9 7.9 16.0 -1.3 15.2 5.7 6.9 -1.6 -0.5 -1.4 -0.9 2.8 6.5 4.1 11.3 1.4 -6.6 -0.7 3.8 -0.7 2.6 1.4 0.1 8.2 -8.2 -20.0 -11.7 -20.0 20.0 20.0 20.0 13.3 FEEDCOW -19.4 4.9 13.8 -4.0 0.4 -3.2 -2.4 -2.3 -4.1 -6.0 13.8 -5.5 14.2 6.2 11.8 18.8 5.0 15.6 10.7 20.0 20.0 -8.0 20.0 5.7 -20.0 4.4 -1.6 6.2 -1.8 6.1 1.0 18.9 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.2 -0.6 10.9 2.5 7.8 2.8 4.4 1.2 2.6 10.8 4.4 12.3 -0.8 10.2 3.5 20.0 11.4 17.2 13.5 6.7 5.7 10.5 2.2 7.8 0.0 4.7 9.8 4.1 6.5 1.6 5.1 5.9 8.8 10.0 5.1 7.8 20.0 6.1 14.4 6.0 GASOLINE 3.3 0.2 5.7 3.0 9.2 3.3 5.2 1.4 3.0 12.3 5.0 8.5 -1.7 0.9 3.4 20.0 20.0 20.0 20.0 4.9 3.5 8.1 0.7 5.6 -20.0 -1.3 11.2 0.1 2.4 0.3 -1.8 20.0 -7.7 -10.9 -1.7 -12.0 20.0 17.1 20.0 20.0 GAS_US_mini 9.4 -11.2 -19.8 3.2 10.0 3.5 5.6 1.5 3.3 7.6 -19.5 8.4 -12.6 -11.5 -18.9 -20.0 -20.0 -20.0 -20.0 -18.6 -20.0 0.1 -14.4 -7.3 20.0 -6.1 3.3 -6.5 0.7 -3.7 -2.1 -20.0 -2.3 -10.1 -20.0 -20.0 -3.9 -20.0 -20.0 -20.0 GBP 5.3 -1.0 1.4 6.3 10.8 5.3 11.7 4.2 9.5 20.0 18.7 20.0 18.4 19.8 5.1 -0.1 -0.3 -0.5 -0.4 8.9 14.1 19.4 19.1 12.5 1.1 7.5 12.9 7.2 12.0 8.3 10.3 4.2 9.3 -7.4 4.6 -1.9 10.4 -2.7 4.1 0.1 GOLD_micro 20.0 20.0 13.5 6.6 7.1 7.9 7.4 6.8 6.1 19.4 19.8 20.0 20.0 20.0 18.0 -12.4 -11.4 -11.3 -10.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.1 7.8 6.1 9.4 7.6 9.5 -8.6 20.0 20.0 20.0 -12.8 -15.0 1.7 -17.7 -2.1 HEATOIL 2.9 -3.3 11.4 3.0 9.2 3.3 5.1 1.4 3.0 11.7 9.4 10.1 1.9 1.2 9.7 12.3 8.6 9.9 8.9 6.6 8.0 9.8 4.7 6.1 -20.0 0.1 10.8 3.9 1.9 4.2 -2.0 0.6 -2.8 -10.8 -10.4 2.5 12.9 3.4 -10.4 -4.0 JGB-SGX-mini 2.4 -3.0 -4.2 1.0 1.5 -0.1 2.5 -1.2 2.2 -1.4 -5.5 -0.7 -5.9 -3.7 -5.8 17.8 15.3 18.9 16.8 -4.1 -5.4 -0.8 -6.4 -1.8 -5.6 -1.9 -1.3 -2.4 -0.2 -3.2 -0.7 20.0 -3.9 -5.9 -6.5 -6.3 -20.0 -20.0 -20.0 -20.0 JPY 2.2 -3.5 -9.3 4.1 7.0 3.4 7.6 2.8 6.2 12.2 -5.1 5.0 -4.8 3.4 -7.9 -10.2 -11.1 -10.3 -10.2 -5.3 -5.4 3.1 -4.5 -1.2 20.0 -0.3 7.2 -1.6 4.8 -1.8 3.0 -13.3 -11.7 -14.0 -5.4 -17.9 -8.7 -9.4 -14.2 -8.7 LEANHOG 16.7 6.6 10.0 -7.3 0.8 -5.8 -4.3 -4.2 -7.4 5.2 20.0 20.0 20.0 20.0 19.7 20.0 20.0 20.0 20.0 20.0 20.0 16.7 20.0 20.0 3.0 7.3 0.8 6.6 6.0 6.8 8.5 20.0 13.9 20.0 20.0 20.0 20.0 13.0 20.0 20.0 LIVECOW -12.6 2.6 10.7 -4.1 0.4 -3.2 -2.4 -2.4 -4.1 -1.9 13.9 -3.2 14.3 6.3 11.7 -1.9 17.4 11.9 17.5 16.0 20.0 -2.5 20.0 5.0 -20.0 4.5 0.0 6.7 -1.0 7.2 1.0 20.0 -16.6 20.0 20.0 20.0 20.0 12.4 20.0 17.6 LUMBER-new -20.0 -20.0 -1.1 -2.9 0.3 -2.3 -1.7 -1.7 -3.0 -3.2 -6.4 -8.0 -3.9 -9.6 -8.1 -20.0 -20.0 -20.0 -20.0 -13.4 -7.5 -8.5 -3.8 -14.7 NaN -2.8 -0.9 -1.2 -1.7 -0.2 -3.2 -20.0 3.1 -7.3 -12.8 7.7 20.0 20.0 20.0 20.0 MXP 5.6 -2.2 17.5 6.4 11.0 5.4 11.9 4.3 9.7 20.0 20.0 20.0 12.0 20.0 20.0 12.4 12.4 12.4 12.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.6 15.4 10.7 13.4 8.6 10.5 20.0 13.7 4.5 9.8 20.0 8.1 8.0 0.9 10.1 NASDAQ_micro 4.4 4.3 20.0 4.9 4.0 4.0 5.3 3.1 4.9 15.7 17.6 16.2 15.6 14.9 16.8 -9.5 -8.4 -9.0 -8.3 20.0 20.0 20.0 20.0 18.9 -20.0 6.2 7.7 6.0 7.2 5.1 6.1 -4.9 20.0 8.3 9.8 16.2 -20.0 -16.7 -20.0 -20.0 NIKKEI 3.3 16.4 20.0 5.5 4.5 4.5 5.9 3.4 5.6 17.7 18.9 18.1 14.8 17.5 18.0 6.4 10.0 10.4 10.4 20.0 20.0 20.0 19.2 20.0 -14.2 6.8 8.5 5.2 7.1 2.4 6.3 20.0 20.0 9.1 20.0 20.0 8.0 20.0 20.0 20.0 NZD 7.9 -7.8 -1.4 4.4 7.6 3.7 8.2 3.0 6.7 15.1 6.9 14.5 -1.7 0.3 -5.6 -3.4 -2.5 -3.4 -3.1 -1.4 -0.5 12.3 -0.3 4.8 10.8 1.4 8.4 0.6 8.6 -0.4 5.1 0.0 -0.1 -12.7 -9.3 -7.9 20.0 14.3 20.0 20.0 OAT 2.3 -4.5 -3.0 1.7 2.4 -0.1 3.9 -1.9 3.5 7.3 0.9 8.5 -3.9 -0.4 -5.2 15.2 9.2 15.5 13.1 -3.4 -3.8 4.8 -4.0 0.8 1.0 -2.0 1.5 -2.0 2.8 -1.5 0.4 13.8 5.8 -6.0 -7.4 -6.0 20.0 20.0 20.0 20.0 OATIES -8.6 -20.0 -10.3 -6.3 0.7 -5.0 -3.7 -3.7 -6.4 -15.4 -15.7 -19.6 -6.7 -20.0 -20.0 -20.0 -2.0 -13.5 -5.6 -20.0 -16.5 -16.3 -9.0 -20.0 -20.0 -7.3 -2.0 -5.2 -4.2 -3.2 -6.7 0.1 -17.0 9.9 -12.0 8.9 -20.0 -8.4 -20.0 -7.6 OJ 2.8 -6.0 9.7 -2.1 0.2 -1.7 -1.2 -1.2 -2.1 6.2 -4.1 2.4 -4.5 -3.4 -0.7 1.6 7.2 3.1 4.5 -0.7 -2.8 5.3 -4.3 1.1 -20.0 -0.1 4.4 -1.3 2.7 -1.8 1.1 15.4 14.8 15.5 2.1 7.2 -15.6 -9.6 -12.5 -7.9 PALLAD 5.7 -10.1 14.0 3.8 4.1 4.6 4.3 3.9 3.5 7.1 3.6 9.3 2.5 -3.7 1.6 -2.8 -2.9 -2.9 -2.9 3.7 5.9 9.0 4.8 5.3 18.8 1.9 1.6 4.0 2.8 3.9 1.5 5.3 -0.8 -7.0 -11.1 -2.0 -19.3 -20.0 -20.0 -20.0 PLAT 3.7 -1.1 20.0 4.3 4.6 5.1 4.8 4.4 3.9 -1.1 9.6 4.9 8.1 1.3 8.4 -3.9 -3.5 -2.9 -2.9 10.0 16.5 5.9 16.3 6.1 1.7 2.7 1.1 6.5 0.5 6.8 0.1 4.7 -17.9 -12.3 -14.2 14.9 16.2 4.9 -8.4 -4.3 REDWHEAT -0.2 -7.1 -12.1 -6.7 0.7 -5.3 -3.9 -3.9 -6.8 17.3 -20.0 -1.8 -20.0 -16.9 -20.0 -20.0 -15.8 -19.6 -18.0 -19.6 -20.0 2.4 -20.0 -10.7 6.6 -6.4 12.4 -8.0 4.9 -10.7 -2.3 -20.0 20.0 20.0 5.9 19.8 -20.0 -20.0 -20.0 -20.0 RICE -11.3 -2.0 -9.9 -2.5 0.3 -2.0 -1.5 -1.5 -2.6 -3.5 -8.7 -6.7 -8.4 -8.3 -8.5 -17.8 -7.5 -16.6 -14.3 -11.6 -11.2 -6.9 -10.3 -10.7 -1.6 -3.1 0.2 -3.3 -1.6 -3.6 -2.8 -13.9 -5.2 -8.5 -2.4 -1.7 -18.2 -8.9 -12.9 -9.0 ROBUSTA 20.0 20.0 -16.6 -2.6 0.3 -2.1 -1.5 -1.5 -2.7 6.7 -2.0 5.0 -0.7 6.8 4.5 20.0 15.9 20.0 16.8 10.5 0.5 12.1 -1.3 14.1 -20.0 1.9 2.4 0.1 2.1 -0.1 2.5 20.0 16.9 20.0 20.0 1.5 -0.2 18.8 2.1 20.0 RUSSELL 12.3 13.4 20.0 4.9 3.9 4.0 5.2 3.0 4.9 7.5 14.5 13.8 5.8 15.9 16.9 -5.1 -5.4 -5.0 -5.0 20.0 16.3 11.5 7.7 18.0 8.2 6.1 1.5 4.1 3.5 1.6 5.6 0.5 -5.0 20.0 16.4 14.7 -20.0 -19.2 -20.0 -20.0 SHATZ -2.0 -9.6 -9.7 1.7 2.5 -0.1 4.1 -2.0 3.6 -10.3 -2.6 -10.7 3.5 -12.8 -13.4 -20.0 -19.2 -20.0 -18.8 -8.9 -5.7 -11.2 -1.9 -9.6 5.3 -4.6 -5.9 -3.0 -6.2 -0.9 -5.1 -20.0 -20.0 -16.9 -19.7 -13.4 20.0 15.3 20.0 20.0 SILVER-mini 20.0 14.3 20.0 8.0 8.6 9.6 8.9 8.3 7.4 20.0 20.0 20.0 20.0 20.0 20.0 -7.7 -6.7 -7.1 -6.7 20.0 20.0 20.0 20.0 20.0 -11.3 9.6 9.5 8.8 10.4 7.1 10.2 -1.2 8.5 20.0 20.0 16.7 20.0 20.0 19.3 6.0 SMI 2.9 9.1 -3.1 5.2 4.1 4.2 5.5 3.2 5.2 -13.6 5.3 -6.6 4.9 8.6 7.2 1.0 2.4 0.4 1.2 5.7 2.8 -7.7 3.6 3.5 8.3 2.9 -10.8 0.3 -3.7 0.1 2.1 12.6 -20.0 -3.6 4.9 -17.3 20.0 20.0 20.0 20.0 SOFR 12.2 13.3 14.4 2.4 3.5 -0.1 5.8 -2.8 5.2 6.3 20.0 14.4 11.8 17.5 19.4 7.4 4.7 7.3 6.3 20.0 20.0 12.1 15.1 19.6 -19.7 7.4 2.1 6.1 4.2 4.1 7.1 4.6 -5.0 20.0 20.0 20.0 4.0 -12.2 -20.0 -20.0 SOYBEAN 1.9 8.8 3.3 -5.3 0.6 -4.2 -3.1 -3.0 -5.4 15.8 4.0 -1.3 -10.7 10.0 5.4 -8.9 -7.8 -12.7 -11.0 5.0 1.3 6.4 -5.9 5.8 -1.7 5.6 5.8 3.4 4.7 -1.5 5.3 -10.8 14.4 20.0 20.0 20.0 -9.3 -0.8 -6.0 5.5 SOYMEAL -3.7 11.7 -4.6 -5.7 0.6 -4.6 -3.4 -3.3 -5.8 4.8 -14.7 -9.8 -18.6 1.6 -7.5 -17.9 -14.5 -18.0 -17.3 -6.7 -14.0 -2.0 -20.0 -3.2 -15.4 0.3 -0.3 -5.5 1.8 -11.0 2.7 -20.0 16.4 20.0 20.0 7.9 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.3 -17.8 9.4 -3.8 0.4 -3.0 -2.2 -2.2 -3.8 10.9 7.3 -3.3 8.3 -7.6 1.8 -6.4 -2.6 -3.9 -3.1 -1.5 5.5 2.5 7.8 -3.8 -9.4 -0.6 5.6 2.5 1.0 2.8 -2.0 0.4 8.8 14.2 1.4 20.0 -20.0 -8.2 -20.0 -8.4 SP400 7.5 5.2 16.9 4.6 3.7 3.8 4.9 2.9 4.6 -1.4 12.2 8.2 5.4 12.0 14.5 -5.9 -5.9 -5.7 -5.6 12.9 10.6 4.8 5.6 10.3 -2.4 5.3 -0.8 3.1 2.4 0.8 4.9 -0.5 -11.1 11.6 5.8 3.2 -20.0 -20.0 -20.0 -20.0 SP500_micro 7.1 10.2 20.0 6.2 5.0 5.0 6.6 3.9 6.2 19.7 20.0 20.0 20.0 20.0 20.0 -10.4 -9.3 -9.6 -8.9 20.0 20.0 20.0 20.0 20.0 -20.0 8.1 7.2 6.6 7.9 4.7 8.0 -6.1 18.8 19.4 19.7 20.0 -20.0 -16.9 -20.0 -20.0 SUGAR11 -7.1 -0.6 -9.0 -5.5 0.6 -4.4 -3.2 -3.2 -5.6 7.7 -16.1 -5.9 -16.1 -9.5 -13.3 -12.2 6.2 -10.5 -4.0 -11.9 -15.0 -4.4 -15.9 -9.6 -20.0 -5.0 1.8 -6.7 -0.6 -6.6 -3.2 8.4 -0.3 16.2 13.5 -0.1 -20.0 -20.0 -20.0 -20.0 US10 14.3 14.1 10.9 1.7 2.5 -0.1 4.1 -2.0 3.7 11.6 11.4 13.1 1.1 13.9 13.7 1.8 -0.9 1.2 0.5 13.7 9.4 12.1 4.0 15.3 -3.3 5.1 2.2 3.5 4.2 1.8 5.7 -5.1 7.5 17.6 20.0 14.2 -7.3 -18.4 -20.0 -20.0 US10U 15.8 14.2 9.9 2.5 3.6 -0.2 5.9 -2.9 5.3 16.0 11.4 18.8 -2.9 20.0 19.3 -4.3 -2.5 -3.0 -2.5 19.3 10.9 20.0 2.2 20.0 -8.9 7.1 3.7 4.2 7.2 1.7 8.8 -9.1 20.0 20.0 20.0 20.0 7.2 -12.2 -20.0 -20.0 US2 10.1 10.8 6.0 1.5 2.1 -0.1 3.5 -1.7 3.1 4.0 4.9 7.4 -2.5 9.9 8.4 -12.0 -16.7 -14.0 -14.4 7.3 4.5 6.1 1.1 8.2 16.2 3.9 1.9 2.7 2.9 1.6 4.3 -20.0 -1.8 7.0 12.0 6.7 -4.1 -8.2 -15.1 -16.9 US20 14.8 12.8 8.1 1.6 2.2 -0.1 3.7 -1.8 3.3 11.7 0.9 12.3 -6.6 11.9 10.7 4.5 2.4 4.1 3.4 9.7 3.6 15.8 -1.9 14.7 -6.3 4.1 3.5 2.0 5.4 0.1 5.7 0.1 20.0 18.6 17.2 10.5 20.0 8.3 -9.8 -7.4 US30 13.5 11.3 6.1 1.9 2.7 -0.1 4.5 -2.2 4.0 14.4 -3.1 15.0 -10.8 13.4 10.9 -6.5 -3.1 -3.7 -3.0 8.6 1.0 18.4 -5.7 15.6 -4.3 4.6 5.2 1.6 7.4 -0.9 7.1 -9.9 20.0 17.9 15.4 8.5 20.0 4.6 -5.2 -8.6 US5 11.8 12.8 10.1 1.8 2.6 -0.1 4.4 -2.1 3.9 5.8 12.8 10.7 2.3 13.0 13.2 -2.5 -4.2 -3.1 -3.1 12.8 9.9 8.5 5.2 12.8 2.1 5.3 1.8 4.0 3.5 2.6 5.4 -10.9 -1.9 13.1 17.8 13.1 -8.1 -12.2 -20.0 -19.5 VIX -8.6 -13.9 -10.4 -7.5 -2.6 -3.1 -6.6 0.8 -8.5 -14.9 -13.4 -20.0 -6.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.1 -15.4 -2.2 -20.0 NaN -8.8 -2.2 -3.7 -6.8 0.8 -9.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.9 -10.5 -11.9 -5.9 0.6 -4.7 -3.5 -3.4 -6.0 14.5 -20.0 2.5 -20.0 -15.3 -19.4 -18.7 -18.1 -18.5 -18.3 -15.9 -18.9 3.2 -20.0 -7.8 11.4 -4.6 11.4 -5.1 4.3 -7.0 -1.6 -20.0 11.7 20.0 1.4 19.5 -20.0 -16.8 -20.0 -18.3 End of report for caleb_strategy_v3