******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250918_204403 produced at 2025-09-18 21:39:34.878594 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.51 0.0 0.00 0.00 0.00 0.00 -10.43 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.35 0.0 999.00 -999.00 -0.24 -0.24 -32.67 999999999.0 -23 -23 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -3.00 24.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.08 0.0 0.00 -0.06 -0.06 -0.06 -18.30 26.0 -14 -14 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.45 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.20 -0.20 -0.07 -0.07 -2.73 11.0 -4 -4 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.05 0.0 1.13 -1.13 -0.08 -0.08 -1.37 29.0 -2 -2 caleb_strategy_v3 DX False False 0.05 -0.05 -0.05 0.0 999.00 -999.00 -0.05 -0.05 -0.88 999999999.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -5.01 18.0 -5 -5 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 JPY False False 0.05 0.00 -0.04 0.0 0.77 -0.77 0.00 -0.05 -0.80 17.0 0 -1 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -2.92 4.0 -3 -3 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.03 0.0 999.00 -999.00 -0.06 -0.06 -0.49 999999999.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.38 59.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.46 9.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.03 -0.03 0.00 0.00 -1.89 3.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 0.00 -1.39 8.0 -1 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 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.23 9.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.09 -0.02 0.0 0.86 -0.86 -0.09 -0.10 -1.32 58.0 -6 -7 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.31 10.0 0 0 caleb_strategy_v3 OJ False True 0.02 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.02 -0.29 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.29 -0.29 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.25 -0.25 0.00 0.00 0.13 51.0 0 1 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 SP400 False False 0.18 0.00 0.00 0.0 0.36 -0.36 0.00 0.18 0.01 2.0 0 1 caleb_strategy_v3 DOW False False 0.01 -0.05 0.00 0.0 0.82 -0.82 -0.05 -0.02 0.29 66.0 -4 -2 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 1.00 -1.00 0.00 0.00 -0.05 26.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.15 -0.15 -0.04 -0.04 -0.17 12.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.20 -0.20 0.00 0.00 0.06 7.0 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 US30 False False 0.06 0.06 0.01 0.0 0.38 -0.38 0.06 0.00 0.14 6.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.21 23.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.01 0.0 0.17 -0.17 0.03 0.03 0.22 5.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.16 0.01 0.0 0.61 -0.61 0.16 0.11 0.50 23.0 6 4 caleb_strategy_v3 EUR False False 0.08 0.16 0.01 0.0 1.11 -1.11 0.16 0.24 0.18 14.0 2 3 caleb_strategy_v3 COFFEE False False 0.08 0.08 0.01 0.0 0.46 -0.46 0.08 0.08 0.12 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.26 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.35 9.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.37 -0.37 0.04 0.04 0.47 10.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.81 -0.81 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.12 0.02 0.0 1.46 -1.46 0.12 0.06 0.30 25.0 2 1 caleb_strategy_v3 US10 False False 0.06 0.00 0.02 0.0 1.02 -1.02 0.00 0.00 0.25 17.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.41 -1.41 0.00 0.00 0.26 19.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.03 0.0 0.86 -0.86 0.00 0.00 1.58 48.0 0 0 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 EUROSTX False False 0.03 0.17 0.03 0.0 0.69 -0.69 0.17 0.14 0.84 20.0 5 4 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.66 -0.66 0.00 0.00 1.16 21.0 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 2.04 56.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.71 12.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.32 13.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.05 0.0 0.85 -0.85 0.00 0.00 1.09 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.05 0.05 0.0 0.45 -0.45 0.05 0.02 7.05 68.0 7 3 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.05 0.0 0.14 -0.14 0.04 0.04 1.33 4.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.05 0.0 0.73 -0.73 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 0.68 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.17 0.08 0.0 999.00 -999.00 0.17 0.17 1.34 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.05 0.05 0.09 0.0 0.99 -0.99 0.05 0.05 1.98 22.0 1 1 caleb_strategy_v3 OAT False False 0.08 0.38 0.10 0.0 0.76 -0.76 0.38 0.30 1.29 10.0 5 4 caleb_strategy_v3 BTP False False 0.08 0.00 0.10 0.0 0.75 -0.75 0.00 0.00 1.34 10.0 0 0 caleb_strategy_v3 AUD False False 0.04 0.11 0.13 0.0 0.67 -0.67 0.11 0.04 3.55 19.0 3 1 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.18 0.0 0.24 -0.24 0.17 0.15 9.57 13.0 9 8 caleb_strategy_v3 NIKKEI False False 0.02 0.41 0.38 0.0 0.59 -0.59 0.41 0.38 22.77 36.0 25 23 caleb_strategy_v3 SOFR False True 0.13 0.00 0.46 0.0 0.00 0.00 0.00 0.00 3.57 11.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.42 0.65 0.0 0.86 -0.86 0.42 0.42 45.37 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.32 0.0 1.54 -1.54 0.00 0.00 8.58 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.1 Shocked risk 74.8 Sum abs risk 54.3 Leverage 5.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1875302.65, 'annual_cash_vol_target': 468825.6625, 'daily_cash_vol_target': 29301.60390625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6626 0.5493 8.7880 BITCOIN 1987.6891 119075.0000 1.6693 26.7084 BOBL 0.1940 117.8500 0.1646 2.6339 BTP 0.4666 120.0300 0.3887 6.2200 BUND 0.4136 128.5000 0.3219 5.1502 BUXL 1.0139 113.9800 0.8895 14.2324 CAC 60.5600 7864.0000 0.7701 12.3215 CAD 0.0025 0.7280 0.3485 5.5757 CANOLA 8.4735 635.9000 1.3325 21.3202 CHF 0.0062 1.2748 0.4826 7.7218 COCOA 156.9270 7204.0000 2.1783 34.8533 COFFEE 8.8276 380.7500 2.3185 37.0955 COPPER 0.0875 4.5980 1.9037 30.4586 CORN 4.9472 463.0000 1.0685 17.0960 COTTON2 0.7045 66.9200 1.0527 16.8440 CRUDE_W 0.9661 63.0100 1.5332 24.5311 DAX 181.8390 23715.0000 0.7668 12.2683 DOW 268.9087 46552.0000 0.5777 9.2424 DX 0.4246 96.9800 0.4378 7.0051 EUR 0.0056 1.1846 0.4725 7.5592 EURIBOR-ICE 0.0343 97.8150 0.0351 0.5614 EUROSTX 44.6660 5472.0000 0.8163 13.0602 FEEDCOW 3.3656 340.5750 0.9882 15.8116 GASOIL 11.1640 673.2500 1.6582 26.5315 GASOLINE 0.0294 1.9070 1.5411 24.6577 GAS_US_mini 0.0917 3.2250 2.8430 45.4884 GBP 0.0058 1.3556 0.4313 6.9002 GOLD_micro 22.8826 3646.0000 0.6276 10.0417 HEATOIL 0.0355 2.3141 1.5357 24.5709 JGB-SGX-mini 0.2487 136.3800 0.1824 2.9181 JPY 0.0000 0.0068 0.5651 9.0418 LEANHOG 0.9314 87.7750 1.0611 16.9779 LIVECOW 2.0775 234.2000 0.8871 14.1933 LUMBER-new 9.2516 595.0000 1.5549 24.8782 MXP 0.0003 0.0541 0.5100 8.1608 NASDAQ_micro 154.4685 24754.0000 0.6240 9.9842 NIKKEI 396.1683 45625.0000 0.8683 13.8930 NZD 0.0038 0.5901 0.6495 10.3918 OAT 0.4247 121.3300 0.3500 5.6007 OATIES 4.0760 332.7500 1.2249 19.5990 OJ 8.0728 240.2500 3.3602 53.7627 PALLAD 24.9884 1186.5000 2.1061 33.6969 PLAT 22.3977 1401.8000 1.5978 25.5645 REDWHEAT 7.4161 532.0000 1.3940 22.3040 RICE 0.1626 11.7500 1.3842 22.1465 ROBUSTA 105.4965 4451.0000 2.3702 37.9228 RUSSELL 24.1147 2487.5000 0.9694 15.5109 SHATZ 0.0569 107.0000 0.0532 0.8510 SILVER-mini 0.4715 42.2750 1.1152 17.8434 SMI 82.2814 12079.0000 0.6812 10.8991 SOFR 0.0505 96.8100 0.0522 0.8351 SOYBEAN 8.8108 1080.2500 0.8156 13.0500 SOYMEAL 3.0598 288.6000 1.0602 16.9634 SOYOIL 0.7776 51.5200 1.5094 24.1499 SP400 27.6423 3339.1000 0.8278 13.2454 SP500_micro 33.0579 6701.5000 0.4933 7.8926 SUGAR11 0.2171 16.1300 1.3462 21.5387 US10 0.3412 112.9844 0.3020 4.8322 US10U 0.4477 115.5156 0.3876 6.2017 US2 0.0895 104.3359 0.0858 1.3721 US20 0.6954 116.8438 0.5952 9.5226 US30 1.0052 120.3125 0.8355 13.3675 US5 0.2172 109.5391 0.1983 3.1730 VIX 0.4189 19.8500 2.1105 33.7675 WHEAT 6.7967 594.2500 1.1437 18.2999 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.55 0.55 363.91 1.00 363.91 29301.6 80.52 16.95 136.48 BITCOIN 119.08 1.67 198.77 1.00 198.77 29301.6 147.42 -3.37 -49.64 BOBL 1178.50 0.16 194.01 1.19 230.03 29301.6 127.38 2.01 25.61 BTP 1200.30 0.39 466.61 1.19 553.24 29301.6 52.96 7.41 39.26 BUND 1285.00 0.32 413.63 1.19 490.42 29301.6 59.75 4.57 27.29 BUXL 1139.80 0.89 1013.88 1.19 1202.12 29301.6 24.38 -3.48 -8.48 CAC 786.40 0.77 605.60 1.19 718.04 29301.6 40.81 5.13 20.92 CAD 727.95 0.35 253.68 1.00 253.68 29301.6 115.51 -4.56 -52.73 CANOLA 127.18 1.33 169.47 0.73 123.25 29301.6 237.75 0.22 5.33 CHF 1593.50 0.48 769.04 1.00 769.04 29301.6 38.10 -4.25 -16.19 COCOA 720.40 2.18 1569.27 1.00 1569.27 29301.6 18.67 -1.04 -1.95 COFFEE 1427.81 2.32 3310.34 1.00 3310.34 29301.6 8.85 10.38 9.19 COPPER 1149.50 1.90 2188.26 1.00 2188.26 29301.6 13.39 -3.36 -4.50 CORN 231.50 1.07 247.36 1.00 247.36 29301.6 118.46 -0.58 -6.90 COTTON2 334.60 1.05 352.25 1.00 352.25 29301.6 83.18 -13.47 -112.07 CRUDE_W 630.10 1.53 966.06 1.00 966.06 29301.6 30.33 0.65 1.98 DAX 237.15 0.77 181.84 1.19 215.60 29301.6 135.91 -2.84 -38.63 DOW 232.76 0.58 134.45 1.00 134.45 29301.6 217.93 0.57 12.41 DX 969.80 0.44 424.60 1.00 424.60 29301.6 69.01 -4.90 -33.79 EUR 1480.81 0.47 699.61 1.00 699.61 29301.6 41.88 1.67 6.99 EURIBOR-ICE 2445.38 0.04 85.80 1.19 101.73 29301.6 288.03 8.72 251.29 EUROSTX 547.20 0.82 446.66 1.19 529.59 29301.6 55.33 4.45 24.65 FEEDCOW 1702.88 0.99 1682.82 1.00 1682.82 29301.6 17.41 9.53 16.59 GASOIL 673.25 1.66 1116.40 1.00 1116.40 29301.6 26.25 11.64 30.55 GASOLINE 800.94 1.54 1234.33 1.00 1234.33 29301.6 23.74 5.89 13.98 GAS_US_mini 80.62 2.84 229.22 1.00 229.22 29301.6 127.83 -13.20 -168.75 GBP 847.25 0.43 365.39 1.00 365.39 29301.6 80.19 9.50 76.20 GOLD_micro 364.60 0.63 228.83 1.00 228.83 29301.6 128.05 4.66 59.67 HEATOIL 971.92 1.54 1492.56 1.00 1492.56 29301.6 19.63 -0.60 -1.18 JGB-SGX-mini 136380.00 0.18 24873.33 0.01 169.82 29301.6 172.55 -5.58 -96.22 JPY 852.62 0.57 481.83 1.00 481.83 29301.6 60.81 -5.08 -30.91 LEANHOG 351.10 1.06 372.56 1.00 372.56 29301.6 78.65 20.00 157.30 LIVECOW 936.80 0.89 831.02 1.00 831.02 29301.6 35.26 9.29 32.75 LUMBER-new 163.62 1.55 254.42 1.00 254.42 29301.6 115.17 -6.74 -77.63 MXP 270.30 0.51 137.87 1.00 137.87 29301.6 212.54 14.52 308.67 NASDAQ_micro 495.08 0.62 308.94 1.00 308.94 29301.6 94.85 2.26 21.46 NIKKEI 45625.00 0.87 39616.83 0.01 270.47 29301.6 108.34 19.38 210.00 NZD 590.10 0.65 383.26 1.00 383.26 29301.6 76.45 5.83 44.58 OAT 1213.30 0.35 424.71 1.19 503.56 29301.6 58.19 6.47 37.62 OATIES 166.38 1.22 203.80 1.00 203.80 29301.6 143.78 -18.43 -264.93 OJ 360.38 3.36 1210.92 1.00 1210.92 29301.6 24.20 -4.95 -11.97 PALLAD 1186.50 2.11 2498.84 1.00 2498.84 29301.6 11.73 1.61 1.89 PLAT 700.90 1.60 1119.88 1.00 1119.88 29301.6 26.16 5.21 13.63 REDWHEAT 266.00 1.39 370.80 1.00 370.80 29301.6 79.02 -13.27 -104.86 RICE 235.00 1.38 325.28 1.00 325.28 29301.6 90.08 -13.30 -119.82 ROBUSTA 445.10 2.37 1054.97 1.00 1054.97 29301.6 27.77 5.79 16.07 RUSSELL 124.38 0.97 120.57 1.00 120.57 29301.6 243.02 8.74 212.31 SHATZ 1070.00 0.05 56.91 1.19 67.48 29301.6 434.23 -6.81 -295.63 SILVER-mini 1056.88 1.12 1178.64 1.00 1178.64 29301.6 24.86 15.78 39.24 SMI 1207.90 0.68 822.81 1.27 1045.47 29301.6 28.03 7.07 19.83 SOFR 2420.25 0.05 126.32 1.00 126.32 29301.6 231.96 2.53 58.66 SOYBEAN 540.12 0.82 440.54 1.00 440.54 29301.6 66.51 1.04 6.95 SOYMEAL 288.60 1.06 305.98 1.00 305.98 29301.6 95.76 -16.38 -156.89 SOYOIL 309.12 1.51 466.58 1.00 466.58 29301.6 62.80 -5.37 -33.72 SP400 3339.10 0.83 2764.23 1.00 2764.23 29301.6 10.60 0.21 0.22 SP500_micro 335.08 0.49 165.29 1.00 165.29 29301.6 177.27 3.82 67.77 SUGAR11 180.66 1.35 243.19 1.00 243.19 29301.6 120.49 -17.07 -205.70 US10 1129.84 0.30 341.23 1.00 341.23 29301.6 85.87 2.33 20.02 US10U 1155.16 0.39 447.74 1.00 447.74 29301.6 65.44 3.15 20.64 US2 2086.72 0.09 178.95 1.00 178.95 29301.6 163.75 1.53 25.06 US20 1168.44 0.60 695.41 1.00 695.41 29301.6 42.14 6.61 27.87 US30 1203.12 0.84 1005.18 1.00 1005.18 29301.6 29.15 3.85 11.23 US5 1095.39 0.20 217.23 1.00 217.23 29301.6 134.89 1.77 23.92 VIX 198.50 2.11 418.93 1.00 418.93 29301.6 69.94 -18.90 -132.16 WHEAT 297.12 1.14 339.83 1.00 339.83 29301.6 86.22 -10.75 -92.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 136.479 0.010 2.5 3.546 BITCOIN -49.644 0.043 2.5 -5.383 BOBL 25.610 0.004 2.5 0.260 BTP 39.263 0.014 2.5 1.341 BUND 27.287 0.004 2.5 0.277 BUXL -8.480 0.004 2.5 -0.086 CAC 20.917 0.014 2.5 0.714 CAD -52.727 0.010 2.5 -1.370 CANOLA 5.334 0.010 2.5 0.130 CHF -16.186 0.010 2.5 -0.421 COCOA -1.946 0.010 2.5 -0.047 COFFEE 9.192 0.005 2.5 0.122 COPPER -4.500 0.043 2.5 -0.488 CORN -6.902 0.010 2.5 -0.168 COTTON2 -112.066 0.010 2.5 -2.730 CRUDE_W 1.985 0.043 2.5 0.215 DAX -38.629 0.014 2.5 -1.319 DOW 12.409 0.009 2.5 0.289 DX -33.788 0.010 2.5 -0.878 EUR 6.986 0.010 2.5 0.182 EURIBOR-ICE 251.290 0.014 2.5 8.583 EUROSTX 24.649 0.014 2.5 0.842 FEEDCOW 16.592 0.013 2.5 0.551 GASOIL 30.549 0.017 2.5 1.326 GASOLINE 13.982 0.017 2.5 0.607 GAS_US_mini -168.745 0.043 2.5 -18.299 GBP 76.199 0.010 2.5 1.980 GOLD_micro 59.671 0.014 2.5 2.038 HEATOIL -1.182 0.017 2.5 -0.051 JGB-SGX-mini -96.218 0.043 2.5 -10.434 JPY -30.913 0.010 2.5 -0.803 LEANHOG 157.299 0.024 2.5 9.573 LIVECOW 32.746 0.013 2.5 1.087 LUMBER-new -77.630 0.010 2.5 -1.891 MXP 308.666 0.059 2.5 45.368 NASDAQ_micro 21.456 0.009 2.5 0.499 NIKKEI 210.004 0.043 2.5 22.773 NZD 44.584 0.010 2.5 1.158 OAT 37.625 0.014 2.5 1.285 OATIES -264.934 0.010 2.5 -6.455 OJ -11.968 0.010 2.5 -0.292 PALLAD 1.888 0.014 2.5 0.064 PLAT 13.630 0.014 2.5 0.466 REDWHEAT -104.856 0.005 2.5 -1.393 RICE -119.819 0.010 2.5 -2.919 ROBUSTA 16.068 0.005 2.5 0.213 RUSSELL 212.310 0.013 2.5 7.045 SHATZ -295.626 0.004 2.5 -3.002 SILVER-mini 39.241 0.014 2.5 1.340 SMI 19.826 0.014 2.5 0.677 SOFR 58.655 0.024 2.5 3.570 SOYBEAN 6.946 0.004 2.5 0.065 SOYMEAL -156.890 0.004 2.5 -1.461 SOYOIL -33.718 0.004 2.5 -0.314 SP400 0.223 0.013 2.5 0.007 SP500_micro 67.772 0.009 2.5 1.577 SUGAR11 -205.696 0.010 2.5 -5.011 US10 20.022 0.005 2.5 0.254 US10U 20.641 0.005 2.5 0.262 US2 25.056 0.005 2.5 0.318 US20 27.872 0.005 2.5 0.354 US30 11.227 0.005 2.5 0.142 US5 23.917 0.005 2.5 0.303 VIX -132.163 0.099 2.5 -32.669 WHEAT -92.656 0.005 2.5 -1.231 ===================== Position diags ===================== AUD 2.09 BITCOIN 15.99 BOBL 1.29 BTP 1.81 BUND 0.61 BUXL 0.25 CAC 1.39 CAD 3.00 CANOLA 5.79 CHF 0.99 COCOA 0.45 COFFEE 0.12 COPPER 1.45 CORN 2.89 COTTON2 2.03 CRUDE_W 3.29 DAX 4.64 DOW 5.07 DX 1.79 EUR 1.09 EURIBOR-ICE 9.84 EUROSTX 1.89 FEEDCOW 0.58 GASOIL 1.14 GASOLINE 1.03 GAS_US_mini 13.86 GBP 2.08 GOLD_micro 4.37 HEATOIL 0.85 JGB-SGX-mini 18.71 JPY 1.58 LEANHOG 4.79 LIVECOW 1.17 LUMBER-new 2.81 MXP 31.24 NASDAQ_micro 2.21 NIKKEI 11.75 NZD 1.99 OAT 1.99 OATIES 3.50 OJ 0.59 PALLAD 0.40 PLAT 0.89 REDWHEAT 1.05 RICE 2.19 ROBUSTA 0.37 RUSSELL 8.06 SHATZ 4.41 SILVER-mini 0.85 SMI 0.96 SOFR 14.12 SOYBEAN 0.62 SOYMEAL 0.89 SOYOIL 0.59 SP400 0.35 SP500_micro 4.13 SUGAR11 2.94 US10 1.09 US10U 0.83 US2 2.08 US20 0.53 US30 0.37 US5 1.71 VIX 17.29 WHEAT 1.15 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.5 3.3 3.8 3.0 3 BITCOIN -5.4 -7.0 -3.8 0.0 0 BOBL 0.3 0.1 0.4 0.0 0 BTP 1.3 1.2 1.5 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.7 0.6 0.9 0.0 0 CAD -1.4 -1.7 -1.1 -2.0 -2 CANOLA 0.1 -0.4 0.7 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 -1.0 -1 CORN -0.2 -0.5 0.1 -3.0 -3 COTTON2 -2.7 -2.9 -2.5 -4.0 -4 CRUDE_W 0.2 -0.1 0.5 1.0 1 DAX -1.3 -1.8 -0.9 -6.0 -6 DOW 0.3 -0.2 0.8 -4.0 -4 DX -0.9 -1.1 -0.7 -1.0 -1 EUR 0.2 0.1 0.3 2.0 2 EURIBOR-ICE 8.6 7.6 9.6 0.0 0 EUROSTX 0.8 0.7 1.0 5.0 5 FEEDCOW 0.6 0.5 0.6 2.0 2 GASOIL 1.3 1.2 1.4 1.0 1 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -18.3 -19.7 -16.9 -14.0 -14 GBP 2.0 1.8 2.2 1.0 1 GOLD_micro 2.0 1.6 2.5 0.0 0 HEATOIL -0.1 -0.1 0.0 0.0 0 JGB-SGX-mini -10.4 -12.3 -8.6 0.0 0 JPY -0.8 -1.0 -0.6 0.0 0 LEANHOG 9.6 9.1 10.1 9.0 9 LIVECOW 1.1 1.0 1.2 0.0 0 LUMBER-new -1.9 -2.2 -1.6 0.0 0 MXP 45.4 42.2 48.5 29.0 29 NASDAQ_micro 0.5 0.3 0.7 6.0 6 NIKKEI 22.8 21.6 23.9 25.0 25 NZD 1.2 1.0 1.4 0.0 0 OAT 1.3 1.1 1.5 5.0 5 OATIES -6.5 -6.8 -6.1 NaN 0 OJ -0.3 -0.4 -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 -1.4 -1.5 -1.3 -1.0 -1 RICE -2.9 -3.1 -2.7 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 7.0 6.2 7.9 7.0 7 SHATZ -3.0 -3.4 -2.6 NaN 0 SILVER-mini 1.3 1.3 1.4 3.0 3 SMI 0.7 0.6 0.8 0.0 0 SOFR 3.6 2.2 5.0 NaN 0 SOYBEAN 0.1 0.0 0.1 0.0 0 SOYMEAL -1.5 -1.6 -1.4 -2.0 -2 SOYOIL -0.3 -0.4 -0.3 0.0 0 SP400 0.0 -0.0 0.0 0.0 0 SP500_micro 1.6 1.2 2.0 0.0 0 SUGAR11 -5.0 -5.3 -4.7 -5.0 -5 US10 0.3 0.1 0.4 0.0 0 US10U 0.3 0.2 0.3 0.0 0 US2 0.3 0.1 0.5 NaN 0 US20 0.4 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 0.3 0.1 0.5 2.0 2 VIX -32.7 -34.4 -30.9 -23.0 -23 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 -0.0 0.1 0.1 0.1 0.1 0.0 0.5 0.2 0.1 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 2.0 0.1 -0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.3 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 0.2 0.5 0.2 0.7 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 -0.0 0.1 0.1 0.0 0.4 -0.0 -0.1 0.4 -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 0.4 -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 0.0 -0.0 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 0.0 0.2 0.0 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 -0.1 -0.0 0.0 -0.2 0.0 -0.1 -0.0 0.1 0.1 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 0.4 -0.1 -0.1 -0.2 -0.1 0.7 0.7 0.7 0.7 BUXL 0.2 -0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.0 -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 0.1 -0.1 -0.4 -0.4 0.7 0.3 0.0 0.1 CAC -0.1 0.0 0.0 0.1 0.1 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 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.5 -0.1 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.5 CAD 0.1 -0.3 -0.0 0.1 -0.0 0.1 0.1 0.2 0.1 0.0 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 0.0 0.1 0.1 0.1 0.0 -0.4 -0.4 -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 0.0 0.1 0.1 0.0 0.3 0.1 0.3 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 0.0 0.1 0.1 0.2 0.1 -1.1 0.3 0.1 -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 0.1 0.2 -0.0 -0.0 -0.0 0.1 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.2 -0.0 1.1 -0.0 0.2 0.4 0.2 0.0 0.2 0.2 0.3 COFFEE 0.1 0.6 -0.6 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 0.0 0.4 0.2 0.1 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 -0.5 -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 -0.1 -0.2 -0.6 -0.2 0.4 0.2 0.4 0.2 CORN 0.6 0.3 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.3 0.1 -0.5 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.3 0.1 1.1 0.0 0.0 -0.1 0.1 -0.2 0.1 -1.1 0.2 0.6 0.6 0.5 -0.2 0.0 -0.1 0.1 COTTON2 -0.0 0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 -0.5 0.0 -0.7 -0.1 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.1 0.0 -0.5 -0.0 -2.1 -0.0 0.0 -0.2 0.1 -0.6 0.0 -0.9 0.4 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W 0.0 -0.1 0.1 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 -0.2 -0.0 -0.1 -0.0 -0.5 -0.3 -0.4 0.7 0.4 -0.1 0.5 DAX -0.6 -0.4 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.4 -0.1 0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.5 -0.1 -1.4 -0.0 -0.0 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 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.2 0.2 -0.2 -0.2 -0.2 -0.1 0.2 0.2 0.1 0.3 0.2 -1.8 0.1 0.0 0.1 0.1 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 -0.0 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 -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 -0.0 -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 0.0 0.1 0.1 0.0 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 0.0 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 0.0 -0.1 -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 -0.1 0.1 -0.0 0.9 -0.0 -0.1 0.0 -0.1 0.1 -0.0 0.8 -0.3 -0.2 -0.2 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.2 0.0 -0.1 0.1 0.1 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 0.1 0.3 0.0 -0.9 -0.0 0.1 -0.0 0.1 0.0 0.0 0.4 -0.1 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.5 0.0 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 1.1 -0.5 0.4 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 0.0 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 0.2 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 0.0 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 0.0 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 -0.4 -0.2 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.2 0.0 0.0 0.1 -0.0 0.1 0.1 0.2 0.1 0.0 0.5 0.2 0.7 0.2 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.2 0.1 0.5 0.1 0.1 0.1 0.0 0.2 0.1 0.3 0.1 0.2 0.1 -0.2 0.2 -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 0.0 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 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 0.0 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 0.0 0.1 0.0 0.2 -0.0 0.0 0.1 -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 -0.1 -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 -0.1 -0.2 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.1 -0.1 -0.3 0.0 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.2 0.0 -0.2 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 2.7 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.7 -0.2 -0.5 -0.2 -0.6 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.4 0.3 0.3 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 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 -0.6 0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.4 -0.1 0.5 0.0 0.1 -0.1 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 -0.4 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 -0.3 -0.3 -0.5 0.3 0.8 0.8 0.8 0.8 MXP 0.2 0.0 0.6 0.1 -0.0 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.5 0.2 0.2 0.3 0.2 0.3 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 0.5 0.2 0.4 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.2 0.3 0.6 0.1 0.1 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 0.6 0.4 0.6 -0.7 -0.6 -0.7 -0.7 NIKKEI 0.2 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.0 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.5 0.6 0.6 0.3 0.7 0.7 0.7 NZD 0.3 -0.2 -0.1 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 0.0 -0.0 0.0 1.4 0.0 -0.1 0.0 0.0 -0.0 0.0 0.0 -0.1 -0.3 -0.4 -0.3 0.7 0.5 0.7 0.7 OAT 0.2 -0.2 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.1 -0.1 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 0.0 -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 -0.1 -0.1 -0.1 -0.0 -0.5 -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 -0.2 -0.0 -0.1 -0.1 0.0 -0.2 0.6 -0.3 0.3 -0.7 -0.3 -0.7 -0.3 OJ -0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.1 0.0 -2.7 -0.0 -0.0 -0.0 0.0 -0.1 0.0 0.8 0.1 0.5 0.0 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.2 -0.3 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 -0.0 -0.2 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.1 -0.1 0.6 0.0 0.0 0.1 0.0 0.2 0.0 0.0 0.3 0.0 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 0.3 -0.0 0.2 -0.2 -0.5 -0.4 0.4 0.6 0.2 -0.3 -0.1 REDWHEAT 0.1 -0.2 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -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 -0.0 -0.2 0.0 -0.4 -0.0 -1.1 0.3 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.1 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.3 -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 0.0 -0.1 -0.1 -0.6 -0.3 -0.4 -0.3 ROBUSTA 0.1 0.6 -0.4 -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 0.3 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.2 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.2 0.2 1.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 SHATZ -0.2 -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 -0.2 -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 -0.4 -0.6 -0.6 -0.5 0.7 0.5 0.7 0.7 SILVER-mini 0.6 0.4 0.6 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 0.6 0.7 0.7 0.7 0.2 SMI -0.0 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 0.2 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 -0.6 0.0 -0.6 0.7 0.7 0.7 0.7 SOFR 0.2 0.3 0.4 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.5 0.1 0.4 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.0 0.4 0.1 -2.6 0.1 -0.0 0.2 -0.0 0.2 0.1 0.2 -0.4 0.5 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 0.0 -0.2 0.1 -0.3 0.1 0.0 0.1 0.0 -0.1 0.1 -0.5 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 -0.4 -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 0.2 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 -0.1 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 -0.0 0.4 0.0 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.2 0.2 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.3 0.1 0.2 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.3 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 -0.3 0.3 0.2 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.3 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.3 0.3 0.6 0.6 0.6 -0.7 -0.6 -0.7 -0.7 SUGAR11 -0.3 -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 -0.2 -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 -0.1 -0.2 -0.1 0.5 -0.2 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 -0.1 0.3 0.1 0.0 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 0.0 0.1 0.1 -0.5 0.1 -0.0 0.1 0.0 0.1 0.0 -0.3 -0.0 0.5 0.6 0.5 -0.3 -0.6 -0.7 -0.7 US10U 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 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.1 0.2 -1.2 0.1 -0.0 0.1 0.0 0.1 0.1 -0.5 0.3 0.6 0.6 0.6 0.2 -0.4 -0.7 -0.7 US2 0.2 0.3 0.2 0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 0.1 0.0 -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 -0.1 0.2 0.4 0.2 -0.2 -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 -0.0 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 0.1 -0.9 0.0 -0.0 0.1 0.0 0.0 0.1 0.0 0.3 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 -0.0 -0.1 0.1 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.6 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.5 0.4 0.6 0.5 0.3 0.7 0.2 -0.1 -0.3 US5 0.3 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 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.0 -0.6 -0.2 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 0.2 -0.3 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.5 0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.0 -0.5 -0.1 1.6 -0.0 0.0 -0.2 0.0 -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 14.7 3.7 7.1 5.7 -0.0 4.8 6.3 3.8 7.5 4.0 19.2 15.8 2.9 16.5 13.9 -1.3 -1.5 -1.6 -1.5 12.5 8.8 14.9 3.2 17.3 15.2 6.7 -0.6 3.7 6.7 0.2 8.6 2.4 10.3 8.3 3.3 3.9 20.0 20.0 20.0 20.0 BITCOIN -2.1 -14.6 2.3 8.0 0.3 9.8 4.9 8.5 6.4 20.0 17.6 17.6 20.0 -3.1 2.8 -7.6 -7.5 -7.8 -7.6 5.2 15.2 14.7 20.0 5.0 -20.0 -0.2 8.1 5.5 3.9 10.4 -1.5 -2.6 18.0 -20.0 -20.0 -20.0 12.3 -2.4 -11.2 -7.0 BOBL 2.2 -2.4 -3.6 1.8 -2.6 -0.0 1.6 -2.2 3.1 -11.4 3.2 -7.0 -0.9 -6.0 -8.2 18.7 -3.2 2.3 -1.1 -2.5 -2.4 -4.6 -2.2 -2.5 2.5 -2.0 -5.1 -2.0 -3.7 -1.5 -2.0 -8.7 -10.5 -6.2 -9.4 -6.4 20.0 20.0 20.0 20.0 BTP 3.6 -3.5 -0.8 2.4 -3.4 -0.0 2.1 -2.8 4.0 -2.0 16.3 15.1 13.9 10.8 10.0 8.9 9.2 11.2 10.6 3.8 5.5 5.6 8.3 5.2 -20.0 3.1 0.1 4.4 4.6 6.9 4.3 12.1 7.7 -1.6 -2.7 7.0 20.0 20.0 20.0 20.0 BUND 5.7 0.2 -0.3 1.8 -2.6 -0.0 1.6 -2.1 3.0 -9.2 -0.6 3.5 -6.5 1.1 -5.2 -0.0 6.4 7.4 8.5 -1.1 -3.4 -0.1 -5.6 1.1 -1.0 -0.8 -3.6 -2.1 -0.2 -2.7 0.7 8.1 -3.0 -1.6 -5.7 -4.2 20.0 20.0 20.0 20.0 BUXL 7.3 -1.1 -3.5 1.9 -2.7 -0.0 1.6 -2.2 3.1 -5.3 -14.3 9.0 -14.5 -2.5 -10.0 3.5 2.4 3.4 3.2 -6.9 -11.5 2.8 -14.1 -0.7 -3.4 -3.8 -0.6 -5.6 1.7 -5.8 -0.3 0.0 4.0 -3.5 -11.4 -11.6 20.0 8.3 0.4 2.1 CAC -3.7 0.1 0.8 6.0 8.5 4.7 7.3 3.6 6.4 10.0 11.2 0.7 8.6 3.1 3.0 1.6 -0.6 -0.3 -0.3 1.9 3.0 7.4 3.7 3.2 0.5 -0.4 5.9 -2.0 4.7 -2.6 1.7 8.7 -3.3 -20.0 -14.4 -20.0 20.0 20.0 20.0 16.1 CAD 2.5 -9.4 -0.3 6.4 -0.0 5.4 7.1 4.3 8.4 4.9 9.4 5.3 0.9 -9.4 -13.1 -7.3 -6.7 -7.4 -7.1 -5.2 0.0 3.5 -0.0 -2.7 18.3 1.0 3.9 4.2 5.7 2.5 2.3 -7.1 -17.1 -19.2 -20.0 -8.4 -20.0 -20.0 -20.0 -20.0 CANOLA -10.2 -20.0 -12.1 -2.7 -1.5 -2.2 -2.0 -1.6 -2.7 -1.3 1.0 -4.5 2.4 -7.0 -7.8 -14.3 -6.5 -9.4 -5.8 -8.1 -2.9 -3.1 1.1 -7.1 2.0 -2.7 -1.3 -1.3 -1.1 0.0 -2.3 -4.0 4.0 3.2 -3.7 0.8 20.0 20.0 20.0 20.0 CHF 7.1 -6.6 5.7 3.6 -0.0 3.0 4.0 2.4 4.7 2.4 11.0 7.7 9.7 5.1 5.3 -15.0 -15.4 -15.2 -14.9 5.9 9.1 9.4 10.1 7.4 -0.4 4.2 3.1 4.8 5.5 4.7 5.2 -20.0 11.3 1.8 -3.6 3.1 -20.0 -20.0 -20.0 -20.0 COCOA -11.8 -0.8 -9.4 -2.7 -1.5 -2.1 -2.0 -1.6 -2.7 -3.4 -4.6 -5.6 2.3 -5.5 -3.5 -0.1 14.7 7.4 11.3 -4.0 -1.7 -4.5 4.8 -5.0 -20.0 -0.8 -2.2 0.6 -1.7 4.8 -1.6 20.0 -2.0 6.6 11.3 7.7 1.3 5.0 4.9 8.4 COFFEE 3.3 20.0 -18.4 -5.3 -3.0 -4.2 -3.9 -3.1 -5.3 -9.5 6.1 1.4 10.0 14.8 13.6 13.2 8.7 11.0 9.7 20.0 12.2 7.7 10.5 20.0 -20.0 5.6 -1.6 3.7 2.5 3.5 5.7 20.0 20.0 20.0 20.0 20.0 6.0 17.1 16.2 20.0 COPPER 4.3 -16.4 -9.5 2.2 0.1 2.7 1.4 2.4 1.8 -1.3 -3.3 2.3 -1.3 -5.7 -5.8 -4.8 -5.4 -4.7 -5.1 -4.2 -2.8 0.4 0.1 -1.7 -5.1 -0.7 -0.5 0.4 -0.1 1.4 -0.6 1.1 -3.7 -6.0 -19.7 -7.4 10.7 6.4 10.9 7.4 CORN 18.9 8.7 -6.2 -4.9 -2.7 -3.9 -3.6 -2.8 -4.9 3.7 -10.1 12.1 -12.9 11.9 -2.7 -20.0 -19.1 -20.0 -20.0 0.7 -7.2 8.8 -11.2 8.8 8.0 1.8 1.4 -2.0 5.2 -5.4 5.2 -20.0 8.6 20.0 17.3 14.1 -6.6 1.2 -2.6 3.9 COTTON2 -0.3 1.2 2.3 -7.2 -4.0 -5.8 -5.3 -4.2 -7.2 6.1 -20.0 0.5 -20.0 -9.0 -15.4 -17.6 -13.2 -15.6 -14.4 -6.2 -11.7 4.2 -20.0 -1.2 -16.1 -1.4 4.2 -7.0 7.2 -15.4 3.1 -17.7 17.0 20.0 20.0 20.0 -10.9 -20.0 -5.4 -20.0 CRUDE_W 1.1 -3.6 4.0 3.3 3.4 3.4 4.6 1.5 3.5 7.8 -1.6 0.9 -9.4 -10.5 -2.2 7.0 7.5 7.3 7.0 -0.4 -1.8 3.7 -5.4 0.7 1.8 -3.4 2.5 -2.8 0.3 -4.2 -3.3 -2.7 -0.7 -15.6 -8.4 -13.4 20.0 10.8 -2.2 13.6 DAX -18.3 -12.1 -7.3 5.6 7.9 4.4 6.8 3.3 5.9 1.0 14.7 -12.4 16.9 -12.4 -2.9 -5.3 -6.4 -5.1 -5.3 -5.4 7.3 -10.6 19.9 -12.1 -10.6 -4.6 -0.9 0.0 -5.8 6.0 -6.9 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 14.2 DOW 4.6 9.5 20.0 5.2 7.4 4.1 6.4 3.1 5.6 14.1 16.4 14.4 11.8 16.3 17.6 -8.6 -8.0 -7.9 -7.5 18.4 16.9 13.4 12.6 15.5 -13.8 6.4 4.6 4.5 5.1 2.9 6.2 -3.8 -3.8 15.4 10.5 10.4 -20.0 -20.0 -20.0 -20.0 DX -4.4 2.8 -0.8 3.3 -0.0 2.8 3.7 2.2 4.4 -1.5 -11.2 -7.4 -10.5 -7.7 -5.0 6.4 6.2 6.3 6.1 -4.7 -8.4 -7.2 -10.0 -5.5 -20.0 -2.5 -3.2 -4.0 -4.8 -4.6 -3.4 15.3 -20.0 -20.0 -4.9 -15.5 20.0 12.2 20.0 15.0 EUR 4.3 -1.9 6.0 3.8 -0.0 3.2 4.2 2.6 5.0 3.0 13.1 8.0 12.0 9.5 8.9 -7.0 -7.5 -7.5 -7.5 7.0 11.4 8.4 12.6 7.0 12.0 4.7 3.4 6.1 5.5 6.1 5.1 -8.0 4.2 -6.1 -4.2 4.7 -20.0 -17.6 -20.0 -20.0 EURIBOR-ICE 0.9 -1.7 -5.1 1.5 -2.2 -0.0 1.3 -1.8 2.5 -11.1 7.8 -7.5 9.6 -2.7 -2.2 11.5 9.8 12.8 12.2 0.0 2.0 -5.8 5.2 -2.0 6.4 -0.3 -6.8 0.5 -5.1 2.4 -1.8 14.2 -14.0 -6.4 -5.7 -1.7 20.0 20.0 20.0 20.0 EUROSTX -5.9 0.8 -2.7 5.9 8.4 4.7 7.3 3.5 6.3 11.9 15.9 1.6 15.1 6.9 7.2 -1.9 -0.6 -1.6 -1.0 3.0 6.0 6.8 10.3 2.8 -6.4 -0.2 10.5 -0.5 4.8 1.4 1.3 8.1 -5.8 -20.0 -11.1 -20.0 20.0 20.0 20.0 13.8 FEEDCOW -20.0 2.7 14.0 -3.9 -2.2 -3.1 -2.9 -2.3 -3.9 -7.8 12.8 -8.4 13.4 4.0 10.4 19.3 5.3 16.1 11.1 17.7 20.0 -9.4 20.0 2.2 -20.0 3.9 -1.9 6.1 -2.1 6.2 0.3 20.0 -20.0 11.9 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 7.1 0.6 9.0 2.9 3.0 3.0 4.0 1.3 3.1 7.5 4.8 11.1 -0.5 11.4 4.0 20.0 11.7 18.0 14.0 7.7 6.4 9.9 2.5 8.8 -0.0 5.1 4.6 4.4 5.9 1.8 5.4 6.4 4.8 8.7 5.3 7.8 20.0 6.5 14.8 6.3 GASOLINE 3.9 1.1 5.3 3.4 3.6 3.5 4.7 1.5 3.6 8.2 5.6 8.8 -1.4 2.8 4.1 20.0 20.0 20.0 20.0 5.7 3.9 7.5 0.9 6.6 -20.0 -0.7 4.3 0.2 2.9 0.3 -0.5 20.0 1.9 -12.4 -1.2 -13.0 20.0 17.3 20.0 20.0 GAS_US_mini 10.5 -9.4 -20.0 3.7 3.9 3.8 5.1 1.7 3.9 -6.7 -19.9 6.1 -13.0 -10.3 -19.0 -20.0 -20.0 -20.0 -20.0 -17.7 -20.0 -2.5 -14.6 -7.1 20.0 -6.1 -3.3 -6.8 -0.9 -4.0 -2.3 -20.0 -15.3 -6.4 -19.3 -20.0 -3.6 -20.0 -20.0 -20.0 GBP 5.3 0.2 0.5 6.5 -0.0 5.5 7.2 4.3 8.5 1.2 19.0 16.7 18.8 19.8 6.1 -0.0 -0.3 -0.4 -0.4 9.3 14.2 11.4 19.0 11.4 1.1 7.7 0.6 7.5 7.4 8.5 9.3 4.2 5.6 -5.5 4.9 -2.6 11.0 -2.6 4.4 0.1 GOLD_micro 20.0 19.6 12.7 6.7 0.3 8.2 4.1 7.1 5.3 1.7 20.0 18.5 20.0 20.0 18.3 -12.6 -11.4 -11.5 -10.9 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 0.1 6.3 5.7 7.8 8.3 -8.7 19.1 20.0 20.0 -11.6 -15.8 1.6 -18.3 -2.5 HEATOIL 3.9 -2.1 10.9 3.4 3.5 3.5 4.7 1.5 3.5 4.5 9.8 7.4 2.3 2.9 10.3 12.4 8.7 10.1 9.0 7.2 8.3 8.2 5.0 6.8 -20.0 0.4 3.7 4.1 2.1 4.4 -1.0 0.6 2.6 -12.5 -10.8 1.6 13.4 3.6 -10.9 -4.2 JGB-SGX-mini 4.4 -3.9 -4.4 1.1 -1.5 -0.0 0.9 -1.2 1.8 -6.8 -5.8 -2.3 -6.1 -4.4 -6.1 17.8 15.3 18.9 16.8 -4.3 -5.5 -2.5 -6.5 -2.5 -5.7 -2.0 -2.9 -2.6 -1.2 -3.3 -1.1 20.0 -5.0 -5.0 -4.8 -5.9 -20.0 -20.0 -20.0 -20.0 JPY 1.9 -3.1 -9.3 4.3 -0.0 3.6 4.7 2.8 5.6 -7.3 -5.7 0.1 -5.0 3.9 -8.2 -10.4 -11.1 -10.3 -10.3 -5.4 -5.5 -1.1 -4.6 -2.1 20.0 -0.3 -3.5 -1.6 1.1 -1.9 2.0 -13.3 -9.6 -16.4 -5.9 -18.5 -9.1 -9.6 -14.7 -9.0 LEANHOG 13.3 7.8 10.1 -7.5 -4.2 -6.0 -5.5 -4.3 -7.5 -16.9 20.0 15.9 20.0 20.0 19.7 20.0 20.0 20.0 20.0 20.0 20.0 8.3 20.0 20.0 2.7 7.2 -2.9 6.9 2.6 7.2 7.0 20.0 7.8 20.0 20.0 20.0 20.0 13.1 20.0 20.0 LIVECOW -18.7 1.9 11.8 -4.1 -2.3 -3.3 -3.0 -2.4 -4.1 -2.1 13.5 -5.2 13.9 4.6 10.9 -3.1 17.0 10.6 16.6 14.6 20.0 -3.8 20.0 3.3 -20.0 4.1 -0.9 6.8 -1.3 7.4 0.6 20.0 -17.5 17.3 20.0 20.0 20.0 12.5 20.0 17.7 LUMBER-new -19.0 -20.0 -2.8 -3.1 -1.7 -2.4 -2.2 -1.8 -3.0 -8.9 -7.0 -9.6 -4.3 -10.3 -8.9 -20.0 -20.0 -20.0 -20.0 -14.8 -8.7 -11.8 -4.5 -16.2 NaN -2.9 -2.0 -1.4 -2.3 -0.3 -3.3 -20.0 -9.3 -7.2 -14.3 7.5 20.0 20.0 20.0 20.0 MXP 7.7 0.6 17.9 6.6 -0.0 5.6 7.3 4.4 8.7 19.7 20.0 20.0 12.8 20.0 20.0 12.7 12.5 12.5 12.2 20.0 20.0 20.0 20.0 20.0 -20.0 9.7 8.7 10.2 11.5 8.1 10.5 20.0 20.0 7.0 11.5 20.0 8.5 7.9 0.8 10.1 NASDAQ_micro 7.2 9.2 20.0 5.2 7.4 4.1 6.4 3.1 5.6 15.8 18.3 17.2 16.3 16.4 17.7 -9.8 -8.5 -9.2 -8.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 8.0 6.0 7.6 5.1 6.7 -5.0 20.0 17.1 11.0 17.9 -20.0 -17.4 -20.0 -20.0 NIKKEI 7.5 16.9 20.0 5.8 8.2 4.6 7.1 3.4 6.2 17.9 19.5 19.4 15.4 18.9 18.9 5.3 9.9 9.8 10.1 20.0 20.0 20.0 19.6 20.0 -14.7 7.3 9.2 5.3 9.5 2.4 8.0 20.0 20.0 16.7 20.0 20.0 8.6 19.7 20.0 20.0 NZD 8.9 -6.7 -1.7 4.4 -0.0 3.7 4.9 2.9 5.8 -6.6 6.7 5.9 -1.7 -0.5 -5.6 -3.4 -2.5 -3.4 -3.1 -1.4 -0.5 1.1 -0.3 1.7 10.6 1.2 -8.0 0.6 1.4 -0.4 3.0 0.0 -3.5 -9.6 -11.4 -8.5 20.0 14.7 20.0 20.0 OAT 4.7 -5.0 -3.2 1.7 -2.4 -0.0 1.5 -2.0 2.8 -6.8 0.9 7.0 -4.1 -0.1 -4.9 15.5 9.3 15.6 13.3 -3.3 -3.9 1.2 -4.1 0.1 1.0 -2.0 -2.8 -2.1 0.6 -1.6 -0.0 14.0 3.1 -5.8 -8.3 -6.6 20.0 20.0 20.0 20.0 OATIES -7.9 -20.0 -11.4 -6.7 -3.8 -5.4 -4.9 -3.9 -6.7 -4.6 -17.0 -18.8 -7.3 -20.0 -20.0 -20.0 -2.4 -14.0 -6.1 -20.0 -18.2 -12.4 -10.2 -20.0 -20.0 -7.6 -0.1 -5.6 -3.0 -3.6 -6.3 0.1 -9.4 19.0 -8.7 8.9 -20.0 -8.6 -20.0 -7.9 OJ -0.1 -3.4 11.1 -2.1 -1.2 -1.7 -1.6 -1.2 -2.1 -1.5 -4.0 0.0 -4.4 -3.6 -0.8 1.4 7.1 3.0 4.3 -0.7 -2.5 0.5 -4.0 0.2 -20.0 -0.1 -1.6 -1.3 0.6 -1.8 0.6 15.9 5.7 15.6 0.2 7.2 -14.9 -9.9 -11.8 -8.1 PALLAD 7.5 -9.8 13.9 3.9 0.2 4.7 2.4 4.1 3.1 1.8 3.6 5.9 2.6 -3.4 1.5 -2.8 -2.9 -2.8 -2.9 3.6 6.0 3.4 4.9 3.8 19.0 1.8 -1.6 4.1 0.7 4.1 0.9 5.3 -0.2 -7.0 -12.0 -1.9 -19.7 -20.0 -20.0 -20.0 PLAT 2.3 -3.1 20.0 4.3 0.2 5.3 2.6 4.6 3.4 0.0 9.7 2.1 8.3 2.0 8.4 -4.1 -3.5 -3.1 -3.0 9.0 15.6 2.3 15.8 4.3 1.7 2.5 -0.3 6.7 -0.5 7.1 -0.3 4.6 -10.3 -14.1 -13.8 13.7 16.8 5.1 -8.8 -4.5 REDWHEAT 2.4 -6.3 -12.5 -6.8 -3.8 -5.5 -5.0 -4.0 -6.8 0.3 -20.0 -2.1 -20.0 -16.1 -20.0 -20.0 -15.9 -19.6 -18.1 -18.6 -20.0 -0.7 -20.0 -9.5 6.7 -6.1 -0.3 -8.1 2.1 -11.1 -2.0 -20.0 11.7 20.0 8.2 20.0 -20.0 -20.0 -20.0 -20.0 RICE -10.8 -4.2 -11.7 -2.7 -1.5 -2.1 -1.9 -1.5 -2.7 -7.0 -9.1 -7.7 -8.8 -8.8 -8.9 -17.1 -7.7 -16.5 -14.4 -12.4 -12.1 -7.2 -11.2 -11.0 -1.7 -3.2 -1.1 -3.5 -1.7 -3.8 -2.8 -13.5 -9.4 0.6 -2.2 -2.1 -16.8 -8.8 -11.7 -8.7 ROBUSTA 3.2 20.0 -13.2 -2.5 -1.4 -2.0 -1.8 -1.5 -2.5 -2.6 -1.7 -0.4 -0.7 5.7 4.3 20.0 16.0 20.0 16.9 7.8 0.7 2.1 -0.9 8.4 -20.0 1.7 -0.9 0.1 0.5 -0.1 1.8 20.0 4.0 20.0 20.0 2.8 -0.3 18.5 2.0 20.0 RUSSELL 9.1 14.2 20.0 5.1 7.3 4.1 6.3 3.1 5.5 13.8 15.4 15.9 6.5 17.0 17.7 -5.2 -5.4 -5.1 -5.0 20.0 16.8 18.4 8.1 20.0 8.3 6.3 6.5 4.3 5.3 1.7 6.1 0.5 5.0 20.0 18.1 16.8 -20.0 -19.7 -20.0 -20.0 SHATZ -4.8 -10.2 -10.4 1.7 -2.5 -0.0 1.5 -2.0 2.9 -10.7 -3.1 -11.6 3.3 -13.1 -13.9 -20.0 -19.2 -20.0 -18.8 -9.9 -6.5 -10.3 -2.3 -10.5 5.5 -4.8 -3.8 -3.2 -5.4 -1.0 -5.3 -20.0 -17.9 -17.7 -20.0 -14.2 20.0 16.0 20.0 20.0 SILVER-mini 20.0 11.7 17.8 8.0 0.4 9.8 4.9 8.5 6.4 -0.9 20.0 18.7 20.0 20.0 20.0 -7.3 -6.7 -7.0 -6.7 20.0 20.0 20.0 20.0 20.0 -11.3 9.4 -1.4 9.1 4.9 7.5 8.3 -1.1 0.1 20.0 18.9 17.5 20.0 20.0 19.6 5.8 SMI -1.3 9.2 -3.0 5.2 7.3 4.1 6.3 3.1 5.5 -10.9 5.0 -10.3 4.8 5.4 5.6 1.6 2.4 0.7 1.3 3.7 2.3 -10.2 3.3 -0.5 8.2 2.0 -6.4 0.1 -5.2 0.1 0.0 12.7 -20.0 -19.0 0.4 -17.9 20.0 20.0 20.0 20.0 SOFR 5.9 10.3 13.6 2.4 -3.4 -0.0 2.1 -2.8 4.0 -16.2 20.0 4.9 11.9 13.9 18.0 7.3 4.8 7.2 6.4 18.6 18.9 -0.8 14.4 12.3 -19.7 6.9 -5.6 6.3 -0.3 4.4 4.9 4.6 -18.0 14.5 20.0 20.0 4.2 -12.4 -20.0 -20.0 SOYBEAN 0.5 10.6 3.2 -5.6 -3.1 -4.5 -4.1 -3.3 -5.6 7.5 4.8 -0.9 -10.9 11.1 6.3 -7.6 -7.7 -11.9 -10.7 5.5 1.8 5.1 -6.0 6.2 -2.0 6.0 1.6 3.8 3.7 -1.4 5.4 -9.8 11.6 20.0 20.0 20.0 -9.6 -1.1 -6.2 5.1 SOYMEAL -4.3 10.2 -5.2 -6.0 -3.4 -4.8 -4.4 -3.5 -6.0 -1.4 -15.0 -9.7 -19.0 1.1 -7.9 -18.9 -14.7 -18.4 -17.5 -7.1 -14.6 -3.1 -20.0 -3.6 -15.9 0.3 -1.7 -5.7 0.6 -11.8 2.3 -20.0 8.1 20.0 20.0 9.1 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.2 -18.6 8.1 -3.8 -2.1 -3.1 -2.8 -2.2 -3.8 -2.2 7.0 -5.6 8.1 -8.1 1.3 -6.9 -2.7 -4.3 -3.3 -1.9 4.8 -2.6 7.3 -4.6 -9.4 -0.9 -2.5 2.3 -1.4 2.8 -2.4 0.8 -1.4 13.4 0.2 20.0 -20.0 -8.6 -20.0 -8.9 SP400 5.0 6.1 17.3 4.8 6.8 3.8 5.9 2.9 5.2 3.4 12.9 9.1 5.7 12.4 14.7 -5.9 -5.9 -5.7 -5.6 13.2 11.1 6.7 6.0 10.4 -2.4 5.4 3.1 3.3 3.1 1.0 4.8 -0.5 -11.7 10.4 5.1 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 8.2 14.9 20.0 6.6 9.3 5.2 8.0 3.9 7.0 19.9 20.0 20.0 20.0 20.0 20.0 -10.7 -9.4 -9.8 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 8.5 6.7 6.9 7.7 4.9 8.2 -6.2 13.1 20.0 19.3 20.0 -20.0 -17.8 -20.0 -20.0 SUGAR11 -9.0 -0.5 -8.9 -5.6 -3.1 -4.5 -4.1 -3.2 -5.6 -13.2 -16.4 -12.5 -16.2 -12.6 -14.5 -12.5 5.8 -10.7 -4.3 -13.0 -15.3 -12.8 -15.9 -12.4 -20.0 -5.8 -10.1 -7.0 -6.3 -6.8 -5.3 8.5 -7.6 12.3 12.9 0.7 -20.0 -20.0 -20.0 -20.0 US10 10.9 12.4 11.0 1.7 -2.5 -0.0 1.5 -2.0 2.9 -9.3 11.5 8.7 1.3 12.4 13.2 1.9 -0.9 1.3 0.6 12.5 9.3 4.2 4.2 11.5 -3.4 4.9 -2.1 3.6 1.5 1.9 4.5 -5.1 -1.5 15.5 19.7 15.0 -7.6 -18.7 -20.0 -20.0 US10U 13.5 13.0 10.3 2.5 -3.6 -0.0 2.2 -2.9 4.1 -10.1 12.0 13.4 -2.5 17.9 18.7 -4.5 -2.6 -3.1 -2.6 18.3 11.2 10.3 2.6 19.6 -9.0 7.0 -2.1 4.5 3.6 1.8 7.3 -9.3 10.8 20.0 20.0 20.0 7.5 -12.3 -20.0 -20.0 US2 7.7 9.9 6.3 1.5 -2.2 -0.0 1.3 -1.8 2.5 -9.2 5.3 4.5 -2.4 9.3 8.6 -11.4 -16.5 -13.5 -14.2 7.1 4.7 2.2 1.3 6.6 16.6 3.9 -1.5 2.9 1.2 1.8 3.6 -20.0 -3.6 7.4 13.1 7.6 -4.5 -8.4 -14.3 -17.6 US20 14.8 12.1 8.7 1.6 -2.2 -0.0 1.3 -1.8 2.6 -2.2 1.4 9.9 -6.4 11.0 10.7 4.4 2.4 4.1 3.5 9.7 4.0 8.6 -1.6 12.4 -6.4 4.1 -0.6 2.2 3.0 0.3 4.9 0.1 13.3 17.9 17.2 12.0 20.0 8.6 -8.3 -8.0 US30 14.5 10.9 6.8 1.9 -2.7 -0.0 1.6 -2.2 3.1 -0.3 -2.5 12.1 -10.6 12.4 11.1 -7.1 -3.2 -4.2 -3.2 8.7 1.6 10.1 -5.2 13.1 -4.3 4.6 -0.7 1.8 4.1 -0.8 6.0 -10.2 16.6 17.0 15.7 10.2 20.0 4.8 -4.1 -9.1 US5 7.8 11.1 10.1 1.8 -2.6 -0.0 1.6 -2.1 3.0 -12.1 12.9 5.5 2.5 11.2 12.8 -2.4 -4.2 -3.0 -3.1 11.6 9.8 1.5 5.3 9.2 2.0 5.2 -2.9 4.2 0.7 2.8 4.2 -10.9 -7.9 11.3 17.6 13.8 -8.5 -12.6 -20.0 -20.0 VIX -7.2 -14.4 -11.1 -7.6 -2.8 -3.4 -5.6 0.5 -8.0 -16.2 -14.2 -20.0 -6.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.9 -13.4 -2.8 -20.0 NaN -8.8 -2.8 -4.1 -5.8 0.5 -9.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.8 -8.6 -12.5 -6.5 -3.6 -5.2 -4.7 -3.8 -6.5 6.3 -20.0 5.0 -20.0 -14.6 -20.0 -18.4 -18.1 -18.5 -18.3 -16.0 -20.0 2.7 -20.0 -6.5 12.4 -4.5 3.1 -5.6 3.8 -7.9 -0.7 -20.0 11.3 20.0 4.6 20.0 -20.0 -16.9 -20.0 -18.6 End of report for caleb_strategy_v3