******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250917_204350 produced at 2025-09-17 21:39:22.857420 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.45 0.0 0.00 0.00 0.00 0.00 -9.07 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.34 0.0 999.00 -999.00 -0.23 -0.24 -32.02 999999999.0 -22 -23 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.92 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 -0.06 -16.98 26.0 -15 -14 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.70 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 -7.65 59.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 -0.05 -0.94 999999999.0 0 -1 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.05 0.0 1.12 -1.12 -0.08 -0.08 -1.27 29.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -4.74 18.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.20 -0.20 -0.07 -0.07 -2.63 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 -2.87 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.05 0.00 -0.03 0.0 0.78 -0.78 0.00 0.00 -0.63 17.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.09 -0.03 0.0 0.00 -0.09 -0.09 -0.09 -1.89 58.0 -6 -6 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 -0.06 -0.45 999999999.0 0 -1 caleb_strategy_v3 CHF False False 0.09 0.00 -0.03 0.0 1.11 -1.11 0.00 0.00 -0.39 13.0 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 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 -1.40 9.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.20 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 -0.27 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 -1.65 3.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.08 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.26 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.16 -0.16 0.00 0.00 -0.04 3.0 0 0 caleb_strategy_v3 SP400 False False 0.18 0.18 -0.00 0.0 0.35 -0.35 0.18 0.00 -0.01 2.0 1 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.09 7.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.15 -0.15 -0.04 -0.04 -0.07 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 0.37 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.01 -1.01 0.00 0.00 -0.05 26.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.00 0.0 0.81 -0.81 -0.09 -0.05 -0.05 66.0 -7 -4 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.01 0.0 0.45 -0.45 0.08 0.08 0.14 6.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.10 0.01 0.0 0.60 -0.60 0.10 0.16 0.23 23.0 4 6 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.01 0.0 0.17 -0.17 0.03 0.03 0.16 5.0 1 1 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.39 -0.39 0.06 0.06 0.19 6.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.22 23.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.36 -0.36 0.00 0.04 0.39 10.0 0 1 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.02 -1.02 0.00 0.00 0.38 17.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.37 13.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.02 0.0 0.68 -0.68 0.17 0.17 0.57 20.0 5 5 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.41 -1.41 0.00 0.00 0.24 19.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.02 0.0 1.11 -1.11 0.00 0.16 0.23 14.0 0 2 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 0.32 10.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.23 0.03 0.0 1.46 -1.46 0.23 0.12 0.49 25.0 4 2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.61 999999999.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.85 -0.85 0.00 0.00 1.46 48.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.42 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.55 12.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.09 -1.09 0.00 0.00 2.02 56.0 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 0.05 0.0 0.84 -0.84 0.00 0.00 1.07 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.05 0.05 0.0 0.44 -0.44 0.05 0.05 7.13 68.0 8 7 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.67 -0.67 0.00 0.00 1.62 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.00 0.05 0.0 0.14 -0.14 0.00 0.04 1.27 4.0 0 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.05 0.0 0.72 -0.72 0.18 0.18 0.55 8.0 2 2 caleb_strategy_v3 SMI False True 0.08 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.72 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.17 0.07 0.0 999.00 -999.00 0.17 0.17 1.23 999999999.0 3 3 caleb_strategy_v3 OAT False False 0.08 0.38 0.11 0.0 0.77 -0.77 0.38 0.38 1.42 10.0 5 5 caleb_strategy_v3 GBP False False 0.05 0.14 0.11 0.0 1.00 -1.00 0.14 0.05 2.36 22.0 3 1 caleb_strategy_v3 BTP False False 0.08 0.00 0.11 0.0 0.76 -0.76 0.00 0.00 1.48 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.18 0.13 0.0 0.67 -0.67 0.18 0.11 3.63 19.0 5 3 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.18 0.0 0.24 -0.24 0.17 0.17 9.43 13.0 9 9 caleb_strategy_v3 NIKKEI False False 0.02 0.39 0.38 0.0 0.58 -0.58 0.39 0.40 23.57 36.0 24 25 caleb_strategy_v3 MXP False False 0.01 0.42 0.63 0.0 0.86 -0.86 0.42 0.42 43.68 60.0 29 29 caleb_strategy_v3 SOFR False True 0.13 0.00 0.72 0.0 0.00 0.00 0.00 0.00 5.58 11.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.34 0.0 1.54 -1.54 0.00 0.00 8.71 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.3 Shocked risk 71.7 Sum abs risk 53.9 Leverage 6.08 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1879678.2599999998, 'annual_cash_vol_target': 469919.56499999994, 'daily_cash_vol_target': 29369.972812499997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6652 0.5468 8.7496 BITCOIN 2002.2171 115900.0000 1.7275 27.6406 BOBL 0.1964 117.9100 0.1665 2.6647 BTP 0.4684 120.3700 0.3892 6.2266 BUND 0.4094 128.7900 0.3179 5.0866 BUXL 0.9553 115.2600 0.8288 13.2613 CAC 60.0432 7774.5000 0.7723 12.3569 CAD 0.0026 0.7288 0.3528 5.6440 CANOLA 8.7028 639.1000 1.3617 21.7875 CHF 0.0061 1.2812 0.4771 7.6339 COCOA 159.6726 7290.0000 2.1903 35.0447 COFFEE 8.7256 378.4000 2.3059 36.8946 COPPER 0.0903 4.5945 1.9663 31.4611 CORN 4.9797 466.2500 1.0680 17.0884 COTTON2 0.7111 67.1800 1.0585 16.9368 CRUDE_W 0.9906 63.0000 1.5723 25.1573 DAX 170.9236 23323.0000 0.7329 11.7257 DOW 271.4434 46221.0000 0.5873 9.3964 DX 0.4227 96.5700 0.4378 7.0040 EUR 0.0056 1.1894 0.4695 7.5121 EURIBOR-ICE 0.0349 97.8200 0.0357 0.5707 EUROSTX 41.7234 5368.0000 0.7773 12.4362 FEEDCOW 3.4154 337.8500 1.0109 16.1746 GASOIL 11.4204 673.7500 1.6950 27.1207 GASOLINE 0.0299 1.9120 1.5641 25.0252 GAS_US_mini 0.0901 3.3350 2.7011 43.2180 GBP 0.0056 1.3641 0.4129 6.6058 GOLD_micro 23.5701 3655.3000 0.6448 10.3171 HEATOIL 0.0363 2.3181 1.5679 25.0858 JGB-SGX-mini 0.2485 136.7800 0.1817 2.9069 JPY 0.0000 0.0069 0.5466 8.7459 LEANHOG 0.9474 87.7000 1.0803 17.2842 LIVECOW 2.1203 233.1000 0.9096 14.5539 LUMBER-new 9.4210 567.5000 1.6601 26.5615 MXP 0.0003 0.0540 0.5200 8.3195 NASDAQ_micro 155.0980 24415.0000 0.6353 10.1641 NIKKEI 372.4487 44440.0000 0.8381 13.4095 NZD 0.0035 0.5978 0.5839 9.3427 OAT 0.4211 121.6600 0.3461 5.5378 OATIES 4.1204 331.5000 1.2430 19.8874 OJ 7.8969 253.9500 3.1096 49.7538 PALLAD 26.1291 1164.5000 2.2438 35.9008 PLAT 22.4110 1363.0000 1.6442 26.3078 REDWHEAT 7.4108 538.0000 1.3775 22.0396 RICE 0.1655 11.8500 1.3966 22.3454 ROBUSTA 109.6520 4435.0000 2.4724 39.5588 RUSSELL 22.4539 2435.1000 0.9221 14.7535 SHATZ 0.0578 107.0050 0.0540 0.8644 SILVER-mini 0.5069 41.8250 1.2118 19.3895 SMI 82.1853 11988.0000 0.6856 10.9690 SOFR 0.0503 96.8350 0.0519 0.8304 SOYBEAN 8.8902 1084.2500 0.8199 13.1190 SOYMEAL 3.1008 289.3000 1.0718 17.1493 SOYOIL 0.7869 52.1600 1.5087 24.1391 SP400 27.0908 3295.3000 0.8221 13.1537 SP500_micro 33.5594 6657.2500 0.5041 8.0656 SUGAR11 0.2219 16.2300 1.3671 21.8743 US10 0.3383 113.2031 0.2989 4.7819 US10U 0.4440 115.8750 0.3832 6.1305 US2 0.0896 104.3945 0.0859 1.3737 US20 0.6828 117.6562 0.5804 9.2858 US30 0.9837 121.5312 0.8094 12.9508 US5 0.2154 109.6641 0.1964 3.1431 VIX 0.4262 19.8000 2.1527 34.4429 WHEAT 6.8349 598.5000 1.1420 18.2721 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.15 0.55 363.74 1.00 363.74 29369.97 80.75 17.30 139.68 BITCOIN 115.90 1.73 200.22 1.00 200.22 29369.97 146.69 -4.81 -70.59 BOBL 1179.10 0.17 196.37 1.18 231.34 29369.97 126.96 1.84 23.37 BTP 1203.70 0.39 468.44 1.18 551.84 29369.97 53.22 8.14 43.32 BUND 1287.90 0.32 409.44 1.18 482.34 29369.97 60.89 5.20 31.68 BUXL 1152.60 0.83 955.31 1.18 1125.41 29369.97 26.10 -3.18 -8.30 CAC 777.45 0.77 600.43 1.18 707.34 29369.97 41.52 3.84 15.96 CAD 728.85 0.35 257.10 1.00 257.10 29369.97 114.23 -4.27 -48.74 CANOLA 127.82 1.36 174.06 0.73 126.42 29369.97 232.33 0.65 15.03 CHF 1601.44 0.48 764.08 1.00 764.08 29369.97 38.44 -3.90 -14.98 COCOA 729.00 2.19 1596.73 1.00 1596.73 29369.97 18.39 -1.07 -1.96 COFFEE 1419.00 2.31 3272.09 1.00 3272.09 29369.97 8.98 11.37 10.20 COPPER 1148.62 1.97 2258.56 1.00 2258.56 29369.97 13.00 -3.19 -4.15 CORN 233.12 1.07 248.98 1.00 248.98 29369.97 117.96 -0.25 -2.90 COTTON2 335.90 1.06 355.57 1.00 355.57 29369.97 82.60 -13.05 -107.76 CRUDE_W 630.00 1.57 990.57 1.00 990.57 29369.97 29.65 0.50 1.50 DAX 233.23 0.73 170.92 1.18 201.36 29369.97 145.86 -3.80 -55.41 DOW 231.10 0.59 135.72 1.00 135.72 29369.97 216.40 -0.11 -2.35 DX 965.70 0.44 422.74 1.00 422.74 29369.97 69.48 -5.23 -36.33 EUR 1486.75 0.47 698.03 1.00 698.03 29369.97 42.08 2.13 8.96 EURIBOR-ICE 2445.50 0.04 87.22 1.18 102.75 29369.97 285.84 8.92 254.96 EUROSTX 536.80 0.78 417.23 1.18 491.52 29369.97 59.75 2.77 16.56 FEEDCOW 1689.25 1.01 1707.69 1.00 1707.69 29369.97 17.20 9.59 16.50 GASOIL 673.75 1.70 1142.04 1.00 1142.04 29369.97 25.72 11.41 29.33 GASOLINE 803.04 1.56 1256.02 1.00 1256.02 29369.97 23.38 5.99 14.00 GAS_US_mini 83.38 2.70 225.21 1.00 225.21 29369.97 130.41 -12.00 -156.55 GBP 852.56 0.41 351.99 1.00 351.99 29369.97 83.44 10.88 90.76 GOLD_micro 365.53 0.64 235.70 1.00 235.70 29369.97 124.61 4.73 59.00 HEATOIL 973.60 1.57 1526.48 1.00 1526.48 29369.97 19.24 -0.53 -1.02 JGB-SGX-mini 136780.00 0.18 24850.64 0.01 169.11 29369.97 173.68 -4.82 -83.66 JPY 859.75 0.55 469.95 1.00 469.95 29369.97 62.50 -3.88 -24.24 LEANHOG 350.80 1.08 378.96 1.00 378.96 29369.97 77.50 20.00 155.00 LIVECOW 932.40 0.91 848.13 1.00 848.13 29369.97 34.63 9.35 32.39 LUMBER-new 156.06 1.66 259.08 1.00 259.08 29369.97 113.36 -5.97 -67.68 MXP 270.15 0.52 140.47 1.00 140.47 29369.97 209.08 14.21 297.18 NASDAQ_micro 488.30 0.64 310.20 1.00 310.20 29369.97 94.68 1.06 10.03 NIKKEI 44440.00 0.84 37244.87 0.01 253.45 29369.97 115.88 18.76 217.39 NZD 597.80 0.58 349.07 1.00 349.07 29369.97 84.14 7.42 62.43 OAT 1216.60 0.35 421.08 1.18 496.06 29369.97 59.21 7.00 41.44 OATIES 165.75 1.24 206.02 1.00 206.02 29369.97 142.56 -19.28 -274.90 OJ 380.92 3.11 1184.53 1.00 1184.53 29369.97 24.79 -4.46 -11.05 PALLAD 1164.50 2.24 2612.91 1.00 2612.91 29369.97 11.24 1.09 1.23 PLAT 681.50 1.64 1120.55 1.00 1120.55 29369.97 26.21 4.36 11.43 REDWHEAT 269.00 1.38 370.54 1.00 370.54 29369.97 79.26 -12.65 -100.28 RICE 237.00 1.40 330.99 1.00 330.99 29369.97 88.73 -13.29 -117.95 ROBUSTA 443.50 2.47 1096.52 1.00 1096.52 29369.97 26.78 6.31 16.90 RUSSELL 121.76 0.92 112.27 1.00 112.27 29369.97 261.60 8.22 214.94 SHATZ 1070.05 0.05 57.81 1.18 68.10 29369.97 431.28 -6.66 -287.37 SILVER-mini 1045.62 1.21 1267.13 1.00 1267.13 29369.97 23.18 15.48 35.87 SMI 1198.80 0.69 821.85 1.26 1035.87 29369.97 28.35 7.42 21.04 SOFR 2420.87 0.05 125.64 1.00 125.64 29369.97 233.76 3.92 91.62 SOYBEAN 542.12 0.82 444.51 1.00 444.51 29369.97 66.07 1.38 9.13 SOYMEAL 289.30 1.07 310.08 1.00 310.08 29369.97 94.72 -15.82 -149.86 SOYOIL 312.96 1.51 472.16 1.00 472.16 29369.97 62.20 -4.44 -27.64 SP400 3295.30 0.82 2709.08 1.00 2709.08 29369.97 10.84 -0.21 -0.22 SP500_micro 332.86 0.50 167.80 1.00 167.80 29369.97 175.03 3.58 62.63 SUGAR11 181.78 1.37 248.51 1.00 248.51 29369.97 118.18 -16.48 -194.73 US10 1132.03 0.30 338.33 1.00 338.33 29369.97 86.81 3.49 30.26 US10U 1158.75 0.38 443.98 1.00 443.98 29369.97 66.15 4.44 29.34 US2 2087.89 0.09 179.26 1.00 179.26 29369.97 163.84 2.12 34.74 US20 1176.56 0.58 682.83 1.00 682.83 29369.97 43.01 7.69 33.09 US30 1215.31 0.81 983.71 1.00 983.71 29369.97 29.86 4.94 14.75 US5 1096.64 0.20 215.43 1.00 215.43 29369.97 136.33 2.83 38.61 VIX 198.00 2.15 426.23 1.00 426.23 29369.97 68.91 -18.80 -129.54 WHEAT 299.25 1.14 341.75 1.00 341.75 29369.97 85.94 -10.52 -90.41 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 139.684 0.010 2.5 3.629 BITCOIN -70.592 0.043 2.5 -7.655 BOBL 23.370 0.004 2.5 0.237 BTP 43.316 0.014 2.5 1.480 BUND 31.682 0.004 2.5 0.322 BUXL -8.299 0.004 2.5 -0.084 CAC 15.957 0.014 2.5 0.545 CAD -48.739 0.010 2.5 -1.266 CANOLA 15.026 0.010 2.5 0.366 CHF -14.979 0.010 2.5 -0.389 COCOA -1.959 0.010 2.5 -0.048 COFFEE 10.202 0.005 2.5 0.136 COPPER -4.154 0.043 2.5 -0.450 CORN -2.898 0.010 2.5 -0.071 COTTON2 -107.763 0.010 2.5 -2.625 CRUDE_W 1.496 0.043 2.5 0.162 DAX -55.413 0.014 2.5 -1.893 DOW -2.349 0.009 2.5 -0.055 DX -36.332 0.010 2.5 -0.944 EUR 8.956 0.010 2.5 0.233 EURIBOR-ICE 254.958 0.014 2.5 8.708 EUROSTX 16.561 0.014 2.5 0.566 FEEDCOW 16.502 0.013 2.5 0.548 GASOIL 29.334 0.017 2.5 1.273 GASOLINE 14.004 0.017 2.5 0.608 GAS_US_mini -156.552 0.043 2.5 -16.976 GBP 90.762 0.010 2.5 2.358 GOLD_micro 58.997 0.014 2.5 2.015 HEATOIL -1.017 0.017 2.5 -0.044 JGB-SGX-mini -83.658 0.043 2.5 -9.072 JPY -24.243 0.010 2.5 -0.630 LEANHOG 155.004 0.024 2.5 9.434 LIVECOW 32.389 0.013 2.5 1.075 LUMBER-new -67.681 0.010 2.5 -1.649 MXP 297.179 0.059 2.5 43.679 NASDAQ_micro 10.027 0.009 2.5 0.233 NIKKEI 217.387 0.043 2.5 23.573 NZD 62.429 0.010 2.5 1.622 OAT 41.441 0.014 2.5 1.415 OATIES -274.895 0.010 2.5 -6.697 OJ -11.049 0.010 2.5 -0.269 PALLAD 1.231 0.014 2.5 0.042 PLAT 11.434 0.014 2.5 0.391 REDWHEAT -100.283 0.005 2.5 -1.332 RICE -117.953 0.010 2.5 -2.874 ROBUSTA 16.900 0.005 2.5 0.224 RUSSELL 214.945 0.013 2.5 7.133 SHATZ -287.374 0.004 2.5 -2.918 SILVER-mini 35.874 0.014 2.5 1.225 SMI 21.039 0.014 2.5 0.719 SOFR 91.621 0.024 2.5 5.576 SOYBEAN 9.128 0.004 2.5 0.085 SOYMEAL -149.858 0.004 2.5 -1.396 SOYOIL -27.638 0.004 2.5 -0.258 SP400 -0.224 0.013 2.5 -0.007 SP500_micro 62.630 0.009 2.5 1.458 SUGAR11 -194.727 0.010 2.5 -4.744 US10 30.262 0.005 2.5 0.384 US10U 29.340 0.005 2.5 0.372 US2 34.741 0.005 2.5 0.441 US20 33.090 0.005 2.5 0.420 US30 14.747 0.005 2.5 0.187 US5 38.607 0.005 2.5 0.490 VIX -129.537 0.099 2.5 -32.020 WHEAT -90.414 0.005 2.5 -1.201 ===================== Position diags ===================== AUD 2.10 BITCOIN 15.91 BOBL 1.29 BTP 1.82 BUND 0.62 BUXL 0.27 CAC 1.42 CAD 2.97 CANOLA 5.66 CHF 1.00 COCOA 0.45 COFFEE 0.12 COPPER 1.41 CORN 2.87 COTTON2 2.01 CRUDE_W 3.22 DAX 4.98 DOW 5.04 DX 1.81 EUR 1.09 EURIBOR-ICE 9.76 EUROSTX 2.04 FEEDCOW 0.57 GASOIL 1.12 GASOLINE 1.02 GAS_US_mini 14.14 GBP 2.17 GOLD_micro 4.26 HEATOIL 0.84 JGB-SGX-mini 18.83 JPY 1.62 LEANHOG 4.72 LIVECOW 1.15 LUMBER-new 2.76 MXP 30.73 NASDAQ_micro 2.20 NIKKEI 12.57 NZD 2.19 OAT 2.02 OATIES 3.47 OJ 0.60 PALLAD 0.38 PLAT 0.90 REDWHEAT 1.05 RICE 2.16 ROBUSTA 0.36 RUSSELL 8.68 SHATZ 4.38 SILVER-mini 0.79 SMI 0.97 SOFR 14.23 SOYBEAN 0.62 SOYMEAL 0.88 SOYOIL 0.58 SP400 0.36 SP500_micro 4.07 SUGAR11 2.88 US10 1.10 US10U 0.84 US2 2.08 US20 0.55 US30 0.38 US5 1.73 VIX 17.03 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.8 5.0 5 BITCOIN -7.7 -9.2 -6.1 0.0 0 BOBL 0.2 0.1 0.4 0.0 0 BTP 1.5 1.3 1.7 0.0 0 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.5 0.4 0.7 0.0 0 CAD -1.3 -1.6 -1.0 -2.0 -2 CANOLA 0.4 -0.2 0.9 0.0 0 CHF -0.4 -0.5 -0.3 0.0 0 COCOA -0.0 -0.1 -0.0 0.0 0 COFFEE 0.1 0.1 0.1 1.0 1 COPPER -0.5 -0.6 -0.3 0.0 0 CORN -0.1 -0.4 0.2 -3.0 -3 COTTON2 -2.6 -2.8 -2.4 -4.0 -4 CRUDE_W 0.2 -0.2 0.5 1.0 1 DAX -1.9 -2.4 -1.4 -6.0 -6 DOW -0.1 -0.6 0.4 -7.0 -7 DX -0.9 -1.1 -0.8 0.0 0 EUR 0.2 0.1 0.3 0.0 0 EURIBOR-ICE 8.7 7.7 9.7 0.0 0 EUROSTX 0.6 0.4 0.8 5.0 5 FEEDCOW 0.5 0.5 0.6 2.0 2 GASOIL 1.3 1.2 1.4 0.0 0 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -17.0 -18.4 -15.6 -15.0 -15 GBP 2.4 2.1 2.6 3.0 3 GOLD_micro 2.0 1.6 2.4 0.0 0 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -9.1 -11.0 -7.2 0.0 0 JPY -0.6 -0.8 -0.5 0.0 0 LEANHOG 9.4 9.0 9.9 9.0 9 LIVECOW 1.1 1.0 1.2 0.0 0 LUMBER-new -1.6 -1.9 -1.4 0.0 0 MXP 43.7 40.6 46.8 29.0 29 NASDAQ_micro 0.2 0.0 0.5 4.0 4 NIKKEI 23.6 22.3 24.8 24.0 24 NZD 1.6 1.4 1.8 0.0 0 OAT 1.4 1.2 1.6 5.0 5 OATIES -6.7 -7.0 -6.3 NaN 0 OJ -0.3 -0.3 -0.2 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.4 0.3 0.5 0.0 0 REDWHEAT -1.3 -1.4 -1.2 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 7.1 6.3 8.0 8.0 8 SHATZ -2.9 -3.4 -2.5 NaN 0 SILVER-mini 1.2 1.1 1.3 3.0 3 SMI 0.7 0.6 0.8 0.0 0 SOFR 5.6 4.2 7.0 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.4 -1.5 -1.3 -2.0 -2 SOYOIL -0.3 -0.3 -0.2 0.0 0 SP400 -0.0 -0.0 0.0 1.0 1 SP500_micro 1.5 1.1 1.9 0.0 0 SUGAR11 -4.7 -5.0 -4.5 -5.0 -5 US10 0.4 0.3 0.5 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 0.4 0.5 0.0 0 US30 0.2 0.1 0.2 1.0 1 US5 0.5 0.3 0.7 4.0 4 VIX -32.0 -33.7 -30.3 -22.0 -22 WHEAT -1.2 -1.3 -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 0.1 0.5 0.2 0.1 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.2 2.0 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.1 -0.5 0.1 0.1 -0.0 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 0.4 -0.0 -0.1 0.2 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.2 BOBL 0.1 -0.1 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.1 -0.1 -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 -0.1 -0.0 -0.1 -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 0.0 -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 0.1 0.1 0.1 0.2 0.1 0.6 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 -0.2 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 0.1 -0.4 -0.0 -0.5 -0.0 0.0 -0.2 0.0 -0.2 -0.0 0.0 0.1 -0.1 -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 0.0 0.3 -0.0 0.3 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.5 -0.2 -0.6 -0.5 -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 0.1 0.1 0.1 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 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 -0.6 -0.4 -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 0.3 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.2 0.1 0.1 -0.1 0.0 0.7 0.7 0.7 0.7 CHF 0.2 -0.2 0.2 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 -0.3 -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 0.2 0.0 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.4 -0.0 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 -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 -0.1 0.1 0.4 0.2 0.1 0.2 0.2 0.3 COFFEE 0.3 0.6 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 0.2 0.1 0.4 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.1 0.1 0.3 0.2 -2.7 0.1 -0.0 0.1 0.0 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 0.0 -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 -0.0 -0.2 -0.6 -0.2 0.4 0.2 0.4 0.2 CORN 0.6 0.2 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -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 0.1 -1.1 0.3 0.6 0.5 0.4 -0.2 0.0 -0.1 0.1 COTTON2 -0.0 0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 0.1 -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 0.1 -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 0.0 0.1 0.0 0.1 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 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.5 -0.3 -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 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.5 -0.2 -1.4 -0.1 -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 0.1 0.3 0.6 0.1 0.0 0.1 0.0 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 -0.0 0.5 0.3 0.3 -0.7 -0.7 -0.7 -0.7 DX -0.1 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -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 0.0 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 0.1 0.1 0.2 0.1 0.2 0.1 -0.4 0.1 -0.2 -0.1 0.2 -0.7 -0.6 -0.7 -0.7 EURIBOR-ICE 0.1 -0.0 -0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.0 0.2 0.2 0.3 0.2 0.0 0.0 -0.0 0.1 -0.0 0.8 -0.0 -0.1 0.0 -0.1 0.1 -0.0 0.8 -0.4 -0.2 -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 -0.0 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 0.0 -0.0 0.4 -0.3 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.1 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 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.2 0.0 1.0 -0.5 0.5 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 -0.0 0.3 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 0.4 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 0.1 0.3 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 0.1 0.1 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 0.0 -0.4 -0.0 -0.4 0.7 0.6 0.7 0.7 GAS_US_mini 0.3 -0.3 -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 -0.2 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.2 0.2 0.5 0.2 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.2 0.2 -0.2 0.1 -0.1 0.4 -0.1 0.1 0.0 GOLD_micro 0.6 0.6 0.4 0.1 -0.0 0.2 0.0 0.3 0.1 0.1 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 0.0 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 0.0 0.1 0.1 0.1 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 0.2 -0.0 0.0 0.0 -0.4 -0.3 0.1 0.4 0.1 -0.4 -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 -0.2 -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 0.0 -0.1 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.1 -0.3 0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.2 0.1 -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 -0.2 -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 -0.1 -0.2 -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 0.1 0.5 0.2 0.4 0.1 -0.0 0.2 0.0 0.3 0.1 1.1 0.2 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.5 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.4 -0.1 0.5 0.1 0.1 -0.0 0.3 0.2 0.3 0.2 0.2 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 1.1 -0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.7 -0.7 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.1 -0.1 -0.1 -0.2 NaN -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.2 -0.0 -0.2 -0.5 0.3 0.8 0.8 0.8 0.8 MXP 0.2 -0.1 0.5 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.5 0.2 0.4 0.2 0.2 0.3 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 0.4 0.2 0.3 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.2 0.2 0.6 0.1 0.0 0.1 0.0 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 0.0 0.2 0.1 0.2 0.1 -0.3 0.4 0.4 0.3 0.5 -0.7 -0.6 -0.7 -0.7 NIKKEI 0.2 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 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 0.4 0.6 0.6 0.3 0.7 0.7 0.7 NZD 0.3 -0.2 -0.0 0.0 0.0 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 0.1 1.5 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 -0.3 -0.3 -0.3 0.7 0.5 0.7 0.7 OAT 0.1 -0.2 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 0.0 0.1 -0.1 0.0 -0.1 0.3 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 -0.3 -0.2 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.2 -0.4 -0.0 -0.3 -0.1 -0.2 -0.2 -0.1 -0.3 -0.2 -2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.5 0.5 -0.3 0.3 -0.7 -0.3 -0.7 -0.3 OJ 0.0 -0.1 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 0.2 0.5 0.0 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.2 -0.4 0.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.0 0.1 0.0 2.5 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 -0.1 -0.2 -0.4 -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 -0.1 0.3 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.4 0.0 0.2 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.2 -0.5 -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 0.1 -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 0.4 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 -0.3 -0.2 -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 -0.2 -0.1 -0.1 -0.1 -0.6 -0.3 -0.4 -0.3 ROBUSTA 0.3 0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.0 -0.0 0.1 -2.7 0.0 -0.0 0.0 0.0 -0.0 0.0 1.1 0.1 0.6 0.6 0.1 -0.0 0.6 0.1 0.7 RUSSELL 0.4 0.5 0.6 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.4 0.2 0.2 0.2 0.2 -0.1 -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 0.6 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 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.5 -0.6 -0.6 -0.5 0.7 0.5 0.7 0.7 SILVER-mini 0.6 0.3 0.5 0.1 -0.0 0.3 0.1 0.3 0.1 -0.0 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 0.1 -0.0 0.2 0.1 0.3 0.1 -0.1 0.0 0.6 0.6 0.5 0.7 0.7 0.6 0.2 SMI 0.0 0.3 -0.1 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.1 -0.1 0.2 0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 0.0 1.1 0.0 -0.1 0.0 -0.1 0.0 0.0 0.7 -0.5 -0.4 0.1 -0.6 0.7 0.7 0.7 0.7 SOFR 0.3 0.4 0.4 0.0 0.0 -0.0 0.0 -0.1 0.1 -0.1 0.5 0.1 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.0 0.4 0.2 -2.6 0.1 -0.0 0.2 0.0 0.2 0.1 0.2 -0.3 0.6 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN 0.0 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 -0.2 -0.2 0.1 0.0 0.1 -0.2 0.1 -0.2 0.1 0.0 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 0.3 -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 -0.2 0.0 -0.4 0.0 -1.1 0.3 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 0.0 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 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.5 0.0 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.2 0.2 0.6 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.3 0.1 -0.0 0.1 0.0 0.0 0.0 -0.0 -0.2 0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.2 0.4 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.3 0.4 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 -0.1 -0.4 -0.1 -2.7 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 0.5 -0.3 0.4 0.4 0.0 -0.7 -0.7 -0.7 -0.7 US10 0.4 0.4 0.4 0.0 0.0 -0.0 0.0 -0.1 0.0 0.0 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 0.1 -0.4 0.1 -0.0 0.1 0.0 0.1 0.1 -0.3 0.1 0.6 0.6 0.5 -0.2 -0.6 -0.7 -0.7 US10U 0.5 0.4 0.3 0.0 0.0 -0.0 0.0 -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 0.4 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 0.1 0.0 0.0 0.1 2.2 0.0 0.0 0.1 0.0 0.1 0.0 -1.1 -0.0 0.3 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 -0.0 0.2 -0.9 0.0 0.0 0.1 0.1 0.0 0.1 0.0 0.5 0.6 0.6 0.4 0.7 0.3 -0.3 -0.3 US30 0.5 0.4 0.2 0.0 0.0 -0.0 0.0 -0.1 0.0 0.1 -0.1 0.2 -0.4 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 -0.6 0.1 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 0.3 0.4 0.3 0.0 0.0 -0.0 0.0 -0.1 0.0 -0.1 0.4 0.1 0.1 0.1 0.1 -0.0 -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 -0.7 VIX -0.4 -0.7 -0.6 -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 0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.0 -0.5 -0.1 1.6 -0.0 0.1 -0.1 0.1 -0.3 -0.0 -1.1 0.3 0.6 0.1 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 15.0 3.2 7.0 5.7 6.5 4.7 9.3 3.7 8.3 13.2 19.1 19.6 2.7 17.3 14.0 -1.3 -1.5 -1.6 -1.5 12.5 8.6 20.0 3.0 19.0 15.1 6.7 4.3 3.6 9.4 0.1 9.4 2.4 6.3 6.8 3.6 3.5 20.0 20.0 20.0 20.0 BITCOIN -4.5 -15.1 2.4 7.8 -1.3 9.6 5.0 8.4 6.3 11.7 17.3 11.9 20.0 -5.6 1.8 -7.6 -7.5 -7.8 -7.6 3.7 14.7 8.9 20.0 1.6 -20.0 -0.8 1.9 5.2 0.9 10.1 -3.2 -2.7 8.4 -20.0 -20.0 -20.0 12.2 -2.3 -11.0 -7.0 BOBL 3.7 -2.1 -3.4 1.9 0.4 -0.1 3.2 -2.1 3.6 -9.3 3.2 -5.4 -0.9 -5.5 -7.7 15.4 -3.9 0.1 -2.3 -2.2 -2.2 -3.9 -2.1 -1.9 2.4 -1.8 -4.3 -1.9 -3.1 -1.4 -1.5 -10.1 -13.3 -5.9 -9.9 -6.1 20.0 20.0 20.0 20.0 BTP 3.3 -3.1 -0.6 2.5 0.5 -0.1 4.2 -2.8 4.6 15.4 16.1 16.6 13.7 10.8 10.0 9.3 9.3 11.4 10.7 3.8 5.4 8.4 8.2 5.9 -20.0 3.1 5.9 4.4 7.0 6.7 4.9 12.2 9.0 -2.0 -3.1 7.3 20.0 20.0 20.0 20.0 BUND 6.6 0.3 -0.4 1.9 0.4 -0.1 3.2 -2.1 3.5 -1.7 -0.6 5.0 -6.4 1.2 -5.1 1.4 6.6 8.4 9.0 -1.0 -3.4 1.6 -5.6 1.7 -1.0 -0.7 -0.5 -2.1 1.1 -2.7 1.2 8.7 -3.0 -1.1 -6.1 -4.0 20.0 20.0 20.0 20.0 BUXL 6.4 -2.5 -5.1 2.0 0.4 -0.1 3.3 -2.2 3.7 13.0 -14.6 12.2 -14.7 -2.6 -10.3 3.5 2.4 3.4 3.2 -7.7 -12.5 5.7 -15.2 -0.4 -3.5 -3.9 4.6 -5.6 3.3 -5.7 -0.1 0.0 5.5 -3.3 -11.9 -11.8 20.0 8.1 0.7 2.1 CAC -5.8 -0.6 0.6 5.9 2.4 4.8 5.2 3.7 5.7 1.4 11.0 -2.5 8.4 1.5 2.2 1.6 -0.6 -0.3 -0.3 1.1 2.7 3.7 3.6 1.4 0.4 -0.9 -0.9 -2.2 2.3 -2.6 0.5 8.7 -9.9 -20.0 -14.1 -20.0 20.0 20.0 20.0 15.8 CAD 2.9 -9.7 -0.0 6.4 7.2 5.2 10.4 4.1 9.3 11.0 9.5 7.7 0.9 -10.8 -13.0 -7.3 -6.7 -7.4 -7.1 -5.3 0.1 5.1 0.0 -2.9 18.2 0.8 10.1 4.1 7.3 2.5 2.2 -7.1 -20.0 -20.0 -20.0 -8.2 -20.0 -20.0 -20.0 -20.0 CANOLA -10.3 -20.0 -10.9 -2.6 -0.6 -2.1 -1.7 -1.5 -2.6 1.8 1.1 -3.5 2.5 -6.7 -7.6 -14.2 -6.4 -9.0 -5.5 -7.8 -2.6 -1.7 1.2 -6.7 1.9 -2.7 -0.4 -1.2 -0.6 0.1 -2.2 -4.1 5.9 4.1 -3.8 0.9 20.0 20.0 20.0 20.0 CHF 7.3 -6.8 6.2 3.7 4.2 3.0 6.0 2.4 5.3 9.5 11.1 9.9 9.8 5.0 5.3 -15.2 -15.5 -15.3 -14.9 5.9 9.3 12.6 10.4 8.0 -0.4 4.2 7.4 4.8 7.1 4.8 5.5 -20.0 9.6 0.9 -4.3 3.0 -20.0 -20.0 -20.0 -20.0 COCOA -11.4 -0.0 -9.9 -2.6 -0.6 -2.1 -1.6 -1.5 -2.6 -0.9 -4.5 -4.9 2.3 -4.8 -3.4 -0.3 14.8 7.7 11.5 -3.7 -1.5 -3.6 4.8 -4.6 -20.0 -0.7 -1.1 0.7 -1.2 4.8 -1.4 20.0 -3.9 3.6 11.1 7.1 1.6 5.1 5.3 8.5 COFFEE 8.9 20.0 -19.4 -5.7 -1.4 -4.6 -3.6 -3.3 -5.7 -5.0 6.5 8.7 10.9 17.8 15.5 13.5 8.7 11.0 9.6 20.0 13.5 16.5 11.5 20.0 -20.0 6.3 -0.3 4.0 4.2 3.8 6.9 20.0 20.0 20.0 20.0 20.0 5.5 17.2 15.7 20.0 COPPER 3.8 -17.2 -9.3 2.2 -0.4 2.7 1.4 2.3 1.8 -0.1 -3.2 3.3 -1.2 -5.6 -5.8 -4.6 -5.3 -4.6 -5.1 -4.2 -2.6 1.1 0.2 -1.6 -5.0 -0.6 -0.3 0.4 0.1 1.4 -0.5 1.2 -2.0 -5.5 -18.7 -7.3 10.5 6.4 10.7 7.4 CORN 18.7 7.6 -6.3 -4.7 -1.2 -3.8 -3.0 -2.7 -4.7 9.8 -10.1 13.6 -12.8 11.6 -3.0 -20.0 -19.2 -20.0 -20.0 0.5 -7.3 11.5 -11.0 9.2 7.8 1.6 5.8 -2.1 6.9 -5.3 5.5 -20.0 13.3 20.0 16.2 13.2 -6.5 1.3 -2.6 4.1 COTTON2 -1.1 1.1 2.3 -7.1 -1.7 -5.7 -4.5 -4.1 -7.0 13.3 -20.0 1.4 -20.0 -9.8 -15.7 -17.4 -13.1 -15.4 -14.3 -6.4 -11.7 6.0 -20.0 -1.4 -16.1 -1.7 12.3 -7.2 9.7 -15.4 3.1 -18.0 20.0 20.0 19.2 20.0 -10.9 -20.0 -5.2 -20.0 CRUDE_W 0.9 -4.0 4.7 3.1 5.0 3.3 4.6 1.4 3.1 7.7 -1.7 -0.2 -9.4 -11.0 -2.3 6.8 7.5 7.2 7.0 -0.7 -1.9 3.5 -5.3 0.1 1.7 -3.5 3.8 -2.7 -0.0 -4.1 -3.8 -2.6 -4.6 -15.5 -7.8 -12.7 20.0 10.6 -2.1 13.5 DAX -20.0 -11.2 -6.1 5.6 2.3 4.6 4.9 3.5 5.4 -15.4 15.0 -16.3 17.2 -14.1 -2.8 -5.3 -6.4 -5.1 -5.3 -6.0 8.2 -19.0 20.0 -15.3 -10.8 -4.7 -10.2 0.1 -9.1 6.0 -7.8 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 13.9 DOW 4.5 8.7 19.8 5.1 2.1 4.2 4.5 3.2 4.9 4.5 16.0 10.8 11.4 15.0 17.0 -8.4 -8.0 -7.8 -7.4 17.3 16.1 9.0 12.1 13.4 -13.6 6.2 1.8 4.4 3.9 2.9 5.8 -3.8 -1.7 15.7 10.2 9.8 -20.0 -20.0 -20.0 -20.0 DX -4.1 2.9 -1.4 3.4 3.8 2.8 5.5 2.2 4.9 -8.4 -11.3 -10.0 -10.6 -7.8 -4.8 6.6 6.2 6.4 6.1 -4.7 -8.6 -9.6 -10.2 -5.8 -20.0 -2.4 -7.9 -4.0 -6.2 -4.6 -3.5 15.3 -20.0 -20.0 -5.8 -15.8 20.0 12.0 20.0 14.8 EUR 4.1 -1.8 6.6 3.8 4.4 3.2 6.3 2.5 5.6 10.0 13.2 10.7 12.0 9.8 9.0 -7.0 -7.5 -7.5 -7.5 7.1 11.5 11.4 12.6 7.6 12.1 4.6 8.1 6.0 7.2 6.0 5.4 -8.0 3.3 -7.1 -4.2 4.7 -20.0 -17.3 -20.0 -19.9 EURIBOR-ICE 2.9 -1.4 -4.8 1.6 0.3 -0.0 2.6 -1.8 3.0 -10.8 7.8 -6.2 9.6 -1.8 -1.6 11.5 9.8 12.8 12.2 0.4 2.0 -5.4 5.1 -1.3 6.4 -0.0 -7.0 0.6 -4.7 2.4 -1.2 14.2 -17.1 -6.4 -6.1 -1.4 20.0 20.0 20.0 20.0 EUROSTX -7.4 0.5 -1.9 5.9 2.4 4.8 5.2 3.7 5.7 -2.8 15.8 -4.5 15.1 4.7 6.2 -1.8 -0.6 -1.5 -1.0 2.2 6.2 -0.6 11.1 -0.2 -6.5 -1.0 -2.9 -0.8 -0.5 1.3 -0.9 8.1 -14.3 -20.0 -11.7 -20.0 20.0 20.0 20.0 13.5 FEEDCOW -20.0 2.0 13.4 -3.9 -1.0 -3.2 -2.5 -2.3 -3.9 -9.8 13.2 -8.0 13.7 4.8 10.9 19.0 5.1 15.8 10.9 18.8 20.0 -10.5 20.0 3.2 -20.0 4.1 -2.9 6.1 -2.3 6.1 0.5 19.5 -20.0 14.3 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.6 -0.2 9.4 2.7 4.4 2.9 4.1 1.2 2.8 8.0 4.6 11.2 -0.7 10.6 3.7 20.0 11.5 17.6 13.8 7.1 6.0 9.8 2.3 8.1 -0.0 4.9 6.2 4.3 6.0 1.7 5.2 6.2 4.4 9.0 5.1 7.7 20.0 6.3 14.6 6.2 GASOLINE 3.7 0.6 5.8 3.2 5.2 3.4 4.8 1.4 3.3 10.2 5.3 9.2 -1.6 2.1 3.8 20.0 20.0 20.0 20.0 5.3 3.7 8.3 0.8 6.3 -20.0 -0.9 7.7 0.2 3.2 0.3 -0.9 20.0 1.5 -11.2 -1.3 -12.5 20.0 17.2 20.0 20.0 GAS_US_mini 10.7 -10.5 -20.0 3.5 5.7 3.7 5.3 1.6 3.6 9.7 -19.7 11.0 -12.8 -9.8 -18.8 -20.0 -20.0 -20.0 -20.0 -18.1 -20.0 1.7 -14.8 -6.2 20.0 -6.0 3.2 -6.7 1.4 -3.8 -1.6 -20.0 -2.6 -6.3 -19.8 -20.0 -3.7 -20.0 -20.0 -20.0 GBP 6.3 0.3 1.8 6.5 7.4 5.3 10.6 4.2 9.4 20.0 19.0 20.0 18.7 20.0 6.1 -0.1 -0.3 -0.5 -0.5 10.0 14.8 19.7 19.7 14.0 1.1 7.7 9.9 7.3 11.3 8.2 10.4 4.2 10.1 -5.9 4.5 -2.3 10.8 -2.6 4.3 0.1 GOLD_micro 20.0 18.1 10.8 6.5 -1.1 8.0 4.2 7.0 5.3 10.6 19.9 19.7 20.0 20.0 18.1 -12.5 -11.4 -11.4 -10.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.1 2.6 6.2 7.3 7.6 8.8 -8.7 20.0 20.0 20.0 -11.9 -15.4 1.6 -18.0 -2.3 HEATOIL 3.5 -3.1 11.4 3.1 5.1 3.3 4.8 1.4 3.2 6.8 9.6 8.6 2.1 2.2 10.0 12.4 8.7 10.0 9.0 6.8 8.0 9.1 4.7 6.5 -20.0 0.3 6.4 4.0 2.2 4.3 -1.4 0.6 2.1 -10.8 -10.8 2.0 13.1 3.5 -10.7 -4.1 JGB-SGX-mini 4.3 -3.1 -4.4 1.1 0.2 -0.0 1.8 -1.2 2.1 -2.7 -5.6 -0.0 -6.0 -3.5 -5.7 17.8 15.3 18.9 16.8 -4.0 -5.4 -0.0 -6.5 -1.5 -5.7 -1.8 0.2 -2.5 0.2 -3.3 -0.6 20.0 1.0 -4.0 -5.1 -6.0 -20.0 -20.0 -20.0 -20.0 JPY 2.4 -3.4 -9.4 4.3 4.8 3.5 7.0 2.8 6.2 11.2 -5.3 7.3 -5.0 4.9 -7.9 -10.5 -11.1 -10.3 -10.3 -5.1 -5.5 3.6 -4.7 -0.6 20.0 0.0 5.6 -1.5 4.9 -1.8 3.3 -13.3 -8.7 -15.7 -5.6 -18.4 -8.9 -9.5 -14.4 -8.8 LEANHOG 15.0 6.9 10.3 -7.4 -1.8 -5.9 -4.6 -4.3 -7.3 -8.3 20.0 18.5 20.0 20.0 19.7 20.0 20.0 20.0 20.0 20.0 20.0 11.3 20.0 20.0 2.8 7.2 -2.7 6.8 3.8 7.0 7.6 20.0 9.2 20.0 20.0 20.0 20.0 13.1 20.0 20.0 LIVECOW -16.0 1.2 10.9 -4.1 -1.0 -3.3 -2.6 -2.4 -4.0 -4.8 13.6 -5.0 14.0 5.2 11.2 -2.5 17.2 11.3 17.1 15.0 20.0 -4.3 20.0 3.7 -20.0 4.2 -1.6 6.7 -1.5 7.3 0.7 20.0 -20.0 17.9 20.0 20.0 20.0 12.4 20.0 17.7 LUMBER-new -20.0 -20.0 -1.9 -2.9 -0.7 -2.3 -1.8 -1.7 -2.9 -7.2 -6.5 -8.7 -4.0 -9.7 -8.3 -20.0 -20.0 -20.0 -20.0 -13.6 -7.8 -9.9 -4.0 -14.9 NaN -2.8 -1.6 -1.3 -2.0 -0.3 -3.1 -20.0 -0.9 -6.0 -13.3 7.4 20.0 20.0 20.0 20.0 MXP 6.4 -1.8 17.0 6.6 7.5 5.4 10.7 4.3 9.6 19.7 20.0 20.0 12.4 20.0 20.0 12.5 12.4 12.5 12.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.7 11.2 10.4 12.4 8.3 10.6 20.0 18.4 5.1 10.2 20.0 8.3 8.0 0.8 10.1 NASDAQ_micro 4.8 7.5 20.0 5.0 2.1 4.1 4.5 3.2 4.9 11.8 17.9 15.5 15.9 15.1 17.1 -9.7 -8.5 -9.1 -8.4 20.0 20.0 20.0 20.0 19.1 -20.0 6.4 4.4 6.1 6.2 5.2 6.0 -4.9 17.5 12.5 10.1 16.8 -20.0 -17.0 -20.0 -20.0 NIKKEI 6.6 18.1 20.0 5.7 2.3 4.7 5.0 3.6 5.5 15.6 19.2 17.9 15.2 18.0 18.5 5.8 9.9 10.1 10.3 20.0 20.0 20.0 20.0 20.0 -14.5 7.1 5.6 5.3 7.2 2.5 6.9 20.0 20.0 11.2 20.0 20.0 8.3 20.0 20.0 20.0 NZD 9.1 -7.0 -1.5 4.6 5.2 3.8 7.4 3.0 6.6 11.3 7.1 13.6 -1.7 1.1 -5.2 -3.4 -2.5 -3.4 -3.1 -0.9 -0.3 9.9 -0.3 4.8 10.9 1.7 3.8 0.8 7.1 -0.3 5.0 0.0 -0.6 -9.4 -10.4 -8.3 20.0 14.5 20.0 20.0 OAT 3.6 -4.8 -3.2 1.7 0.3 -0.1 2.9 -1.9 3.3 4.0 0.9 8.2 -4.0 0.0 -5.0 15.3 9.2 15.6 13.2 -3.3 -3.9 3.6 -4.1 0.7 1.0 -2.0 0.4 -2.1 2.1 -1.5 0.4 13.9 6.0 -5.8 -8.3 -6.3 20.0 20.0 20.0 20.0 OATIES -8.3 -20.0 -10.9 -6.5 -1.6 -5.2 -4.1 -3.8 -6.5 -11.9 -16.4 -19.7 -7.0 -20.0 -20.0 -20.0 -2.2 -13.8 -5.9 -20.0 -17.4 -15.0 -9.6 -20.0 -20.0 -7.5 -1.6 -5.4 -3.8 -3.4 -6.6 0.1 -20.0 14.1 -10.1 9.1 -20.0 -8.5 -20.0 -7.7 OJ 1.5 -4.3 10.6 -2.1 -0.5 -1.7 -1.3 -1.2 -2.1 2.9 -4.1 2.1 -4.5 -3.4 -0.7 1.6 7.1 3.1 4.4 -0.5 -2.6 3.8 -4.1 1.1 -20.0 0.0 1.7 -1.3 2.1 -1.8 1.1 15.7 8.1 15.8 1.3 7.3 -15.2 -9.8 -12.1 -8.0 PALLAD 5.8 -11.0 13.6 3.7 -0.6 4.6 2.4 4.0 3.0 0.3 3.5 6.0 2.5 -3.9 1.4 -2.7 -2.9 -2.8 -2.9 3.3 5.6 3.7 4.6 3.6 18.7 1.7 -2.7 3.9 0.8 3.9 0.8 5.3 -2.5 -7.0 -11.8 -1.9 -19.4 -20.0 -20.0 -20.0 PLAT 1.9 -3.0 20.0 4.2 -0.7 5.2 2.7 4.5 3.4 -8.7 9.5 0.9 8.1 0.7 8.2 -4.0 -3.5 -3.0 -3.0 8.8 15.5 0.4 15.5 3.9 1.7 2.4 -3.4 6.4 -1.3 6.8 -0.6 4.6 -20.0 -13.4 -14.0 14.1 16.5 5.0 -8.6 -4.4 REDWHEAT 1.3 -6.4 -12.2 -6.7 -1.7 -5.4 -4.2 -3.9 -6.7 11.8 -20.0 -0.2 -20.0 -15.8 -20.0 -20.0 -15.8 -19.6 -18.1 -18.9 -20.0 2.7 -20.0 -9.3 6.6 -6.1 7.8 -8.1 4.9 -11.0 -1.6 -20.0 15.0 20.0 7.3 20.0 -20.0 -20.0 -20.0 -20.0 RICE -11.0 -1.8 -10.6 -2.6 -0.6 -2.1 -1.6 -1.5 -2.6 -4.1 -8.9 -6.8 -8.6 -8.4 -8.7 -17.3 -7.6 -16.5 -14.4 -11.9 -11.6 -6.6 -10.8 -10.7 -1.7 -3.2 -0.3 -3.4 -1.6 -3.7 -2.7 -13.8 -9.5 -3.8 -2.3 -1.9 -17.5 -8.8 -12.3 -8.9 ROBUSTA 9.9 20.0 -14.8 -2.5 -0.6 -2.0 -1.6 -1.5 -2.5 -0.7 -1.8 1.5 -0.7 6.1 4.4 20.0 15.9 20.0 16.8 8.1 0.5 4.7 -1.0 9.6 -20.0 1.8 -0.4 0.1 1.0 -0.1 2.1 20.0 5.3 20.0 20.0 2.1 -0.2 18.7 2.0 20.0 RUSSELL 11.7 15.3 20.0 5.0 2.1 4.1 4.5 3.2 4.9 12.6 15.1 15.4 6.2 16.7 17.5 -5.1 -5.4 -5.1 -5.0 20.0 17.3 13.1 8.3 19.0 8.4 6.3 2.4 4.2 3.8 1.7 5.7 0.5 -0.5 20.0 17.1 16.0 -20.0 -19.4 -20.0 -20.0 SHATZ -3.2 -10.0 -10.0 1.8 0.4 -0.1 3.0 -2.0 3.4 -10.3 -2.8 -11.1 3.4 -12.9 -13.7 -20.0 -19.2 -20.0 -18.8 -9.4 -6.1 -10.8 -2.1 -10.1 5.4 -4.7 -4.6 -3.1 -5.8 -1.0 -5.3 -20.0 -20.0 -18.2 -20.0 -13.9 20.0 15.7 20.0 20.0 SILVER-mini 19.7 8.8 15.5 7.8 -1.3 9.6 5.0 8.3 6.3 -2.2 20.0 19.9 20.0 20.0 20.0 -7.3 -6.6 -7.0 -6.7 20.0 20.0 20.0 20.0 20.0 -11.1 9.3 -1.9 8.9 5.8 7.2 8.7 -1.2 1.7 20.0 19.4 16.9 20.0 20.0 19.4 5.9 SMI 0.4 9.0 -3.1 5.1 2.1 4.2 4.5 3.2 4.9 -15.2 5.0 -10.3 4.8 6.1 5.9 1.3 2.4 0.6 1.3 4.2 2.4 -12.5 3.4 0.1 8.2 2.2 -12.0 0.1 -6.1 0.1 0.4 12.6 -20.0 -12.3 2.6 -17.5 20.0 20.0 20.0 20.0 SOFR 9.0 11.2 13.8 2.5 0.5 -0.1 4.2 -2.8 4.7 -11.2 20.0 10.8 11.9 15.9 18.9 7.3 4.8 7.2 6.3 20.0 19.5 4.9 14.6 15.7 -19.8 7.3 -3.0 6.2 1.8 4.2 6.1 4.6 -12.7 17.5 20.0 20.0 4.1 -12.3 -20.0 -20.0 SOYBEAN 1.3 9.7 3.4 -5.4 -1.3 -4.4 -3.4 -3.2 -5.4 13.1 4.4 0.1 -10.8 10.8 6.0 -8.2 -7.8 -12.3 -10.9 5.4 1.6 6.7 -6.0 6.4 -1.8 5.8 4.3 3.6 4.7 -1.5 5.5 -10.3 13.7 20.0 20.0 20.0 -9.4 -1.0 -6.1 5.3 SOYMEAL -4.4 10.2 -5.0 -5.9 -1.4 -4.7 -3.7 -3.4 -5.8 3.0 -14.8 -9.3 -18.8 1.5 -7.6 -18.4 -14.6 -18.2 -17.4 -6.9 -14.3 -2.2 -20.0 -3.3 -15.7 0.4 -0.4 -5.6 1.4 -11.4 2.6 -20.0 11.9 20.0 20.0 8.6 -20.0 -20.0 -20.0 -20.0 SOYOIL -9.9 -18.6 8.6 -3.8 -0.9 -3.0 -2.4 -2.2 -3.7 3.8 7.2 -3.9 8.2 -7.6 1.6 -6.7 -2.7 -4.1 -3.2 -1.5 5.1 0.4 7.4 -3.7 -9.4 -0.7 1.0 2.4 0.1 2.8 -2.0 0.6 3.2 16.4 0.9 20.0 -20.0 -8.4 -20.0 -8.6 SP400 6.3 6.1 17.3 4.7 1.9 3.9 4.2 3.0 4.6 -9.7 12.5 7.1 5.6 11.5 14.4 -5.9 -5.9 -5.7 -5.6 13.0 11.0 3.2 5.9 9.6 -2.4 5.3 -1.2 3.2 1.7 0.9 4.5 -0.5 -9.3 11.6 5.2 3.6 -20.0 -20.0 -20.0 -20.0 SP500_micro 7.0 13.3 20.0 6.4 2.6 5.2 5.6 4.0 6.1 16.6 20.0 20.0 20.0 20.0 20.0 -10.5 -9.3 -9.7 -8.9 20.0 20.0 20.0 20.0 20.0 -20.0 8.3 4.5 6.8 7.0 4.9 7.9 -6.1 16.6 20.0 19.7 20.0 -20.0 -17.4 -20.0 -20.0 SUGAR11 -7.6 -0.1 -8.5 -5.5 -1.4 -4.4 -3.5 -3.2 -5.5 -6.1 -16.2 -9.4 -16.1 -11.0 -13.8 -12.3 6.0 -10.6 -4.1 -12.1 -14.7 -9.1 -15.5 -10.7 -20.0 -5.4 -6.7 -6.8 -3.8 -6.6 -4.2 8.5 -11.7 12.4 13.3 0.3 -20.0 -20.0 -20.0 -20.0 US10 13.1 13.2 11.1 1.8 0.4 -0.1 3.0 -2.0 3.4 2.8 11.6 11.9 1.3 13.5 13.7 1.9 -0.9 1.3 0.6 13.4 9.5 8.6 4.2 13.8 -3.4 5.1 -0.1 3.6 3.0 1.9 5.2 -5.1 3.4 17.1 20.0 14.9 -7.5 -18.6 -20.0 -20.0 US10U 15.1 13.7 10.2 2.6 0.5 -0.1 4.4 -2.9 4.9 10.1 11.9 17.5 -2.6 19.5 19.3 -4.4 -2.5 -3.1 -2.6 19.2 11.2 17.4 2.5 20.0 -9.0 7.2 1.0 4.4 5.7 1.8 8.3 -9.2 17.2 20.0 20.0 20.0 7.4 -12.2 -20.0 -20.0 US2 9.5 10.4 6.2 1.6 0.3 -0.0 2.6 -1.7 2.9 -1.0 5.2 7.3 -2.4 9.9 8.7 -11.7 -16.6 -13.8 -14.3 7.4 4.7 5.1 1.3 7.9 16.5 4.0 0.6 2.8 2.4 1.7 4.1 -20.0 -1.9 7.9 12.8 7.3 -4.3 -8.3 -14.7 -17.2 US20 15.8 12.7 8.5 1.6 0.3 -0.0 2.7 -1.8 3.1 10.8 1.3 12.4 -6.5 12.2 11.1 4.5 2.4 4.1 3.5 10.3 4.1 14.1 -1.8 14.7 -6.4 4.2 2.2 2.1 4.7 0.2 5.5 0.1 19.7 19.7 18.0 11.6 20.0 8.4 -9.0 -7.7 US30 15.0 11.4 6.5 2.0 0.4 -0.1 3.3 -2.2 3.7 13.5 -2.7 15.2 -10.8 14.0 11.5 -6.7 -3.1 -3.9 -3.1 9.4 1.5 16.8 -5.5 15.8 -4.4 4.7 3.5 1.7 6.5 -0.8 6.9 -10.1 20.0 19.4 16.5 9.6 20.0 4.7 -4.6 -8.8 US5 10.3 11.9 10.2 1.9 0.4 -0.1 3.2 -2.1 3.6 -6.9 13.0 9.4 2.4 12.5 13.2 -2.4 -4.2 -3.0 -3.1 12.5 10.0 5.6 5.4 11.4 2.1 5.3 -0.7 4.2 2.3 2.7 5.0 -10.9 -4.5 12.8 18.1 13.7 -8.3 -12.4 -20.0 -19.9 VIX -7.4 -13.9 -10.7 -7.6 -3.3 -3.3 -6.1 0.7 -8.2 -17.0 -13.8 -20.0 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.3 -14.3 -2.5 -20.0 NaN -8.8 -3.2 -3.9 -6.3 0.6 -9.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.4 -9.4 -12.0 -6.2 -1.5 -5.0 -3.9 -3.6 -6.2 13.0 -20.0 6.1 -20.0 -14.8 -20.0 -18.5 -18.1 -18.5 -18.3 -16.0 -19.9 4.7 -20.0 -6.6 12.1 -4.5 9.0 -5.4 5.3 -7.5 -0.7 -20.0 11.7 20.0 3.0 20.0 -20.0 -16.9 -20.0 -18.4 End of report for caleb_strategy_v3