******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250919_204400 produced at 2025-09-19 21:39:38.622784 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.59 0.0 0.00 0.00 0.00 0.00 -12.05 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.35 0.0 999.00 -999.00 -0.24 -0.26 -33.02 999999999.0 -23 -25 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -3.16 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 -19.55 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 -6.60 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -5.06 18.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.19 -0.19 -0.07 -0.07 -3.01 11.0 -4 -4 caleb_strategy_v3 DX False False 0.05 -0.05 -0.04 0.0 999.00 -999.00 -0.05 0.00 -0.75 999999999.0 -1 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -7.24 59.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -2.95 4.0 -3 -3 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.04 0.0 1.12 -1.12 -0.08 -0.08 -1.04 29.0 -2 -2 caleb_strategy_v3 CHF False False 0.08 0.00 -0.04 0.0 1.09 -1.09 0.00 0.00 -0.51 13.0 0 0 caleb_strategy_v3 JPY False False 0.05 -0.05 -0.04 0.0 0.77 -0.77 -0.05 -0.05 -0.90 17.0 -1 -1 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.03 0.0 999.00 -999.00 -0.06 0.00 -0.48 999999999.0 -1 0 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.29 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.49 8.0 0 0 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 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 SOYMEAL False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.56 9.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.10 -0.02 0.0 0.86 -0.86 -0.10 -0.09 -1.32 58.0 -7 -6 caleb_strategy_v3 OJ False True 0.02 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.02 -0.31 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 -0.02 -0.38 10.0 0 -1 caleb_strategy_v3 SP400 False False 0.18 0.18 -0.01 0.0 0.35 -0.35 0.18 0.00 -0.03 2.0 1 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.10 4.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.14 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.07 51.0 1 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 0.99 -0.99 0.00 0.00 -0.06 26.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 -0.00 0.0 0.16 -0.16 0.03 0.00 -0.14 5.0 1 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.15 -0.15 -0.04 -0.04 -0.22 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 -0.00 7.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.02 0.15 23.0 0 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.00 0.10 6.0 1 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.39 -1.39 0.00 0.00 0.19 19.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.18 13.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 0.01 0.0 0.81 -0.81 -0.02 0.02 0.47 66.0 -2 2 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 1.01 -1.01 0.00 0.00 0.17 17.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 0.11 6.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 0.01 0.0 1.45 -1.45 0.06 0.06 0.20 25.0 1 1 caleb_strategy_v3 EUR False False 0.08 0.23 0.01 0.0 1.09 -1.09 0.23 0.16 0.13 14.0 3 2 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.02 0.0 0.38 -0.38 0.04 0.00 0.55 10.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.11 0.02 0.0 0.60 -0.60 0.11 0.16 0.68 23.0 4 6 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.43 999999999.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.32 9.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.65 -0.65 0.00 0.00 0.94 21.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.27 13.0 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 1.77 48.0 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 2.05 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.04 0.0 0.44 -0.44 0.02 0.02 6.71 68.0 3 3 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.04 0.0 0.14 -0.14 0.04 0.04 1.26 4.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.04 0.0 0.68 -0.68 0.14 0.14 1.08 20.0 4 4 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.81 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.05 0.0 0.73 -0.73 0.18 0.18 0.56 8.0 2 2 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.85 -0.85 0.00 0.00 1.16 17.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.71 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.07 0.0 0.98 -0.98 0.04 0.04 1.50 22.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.17 0.08 0.0 999.00 -999.00 0.17 0.23 1.34 999999999.0 3 4 caleb_strategy_v3 OAT False False 0.08 0.30 0.09 0.0 0.75 -0.75 0.30 0.30 1.23 10.0 4 4 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.75 -0.75 0.00 0.00 1.24 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.12 0.0 0.66 -0.66 0.03 0.03 3.35 19.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.15 0.18 0.0 0.24 -0.24 0.15 0.17 9.80 13.0 8 9 caleb_strategy_v3 SOFR False True 0.13 0.00 0.33 0.0 0.00 0.00 0.00 0.00 2.55 11.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.37 0.41 0.0 0.58 -0.58 0.37 0.39 25.24 36.0 23 24 caleb_strategy_v3 MXP False False 0.01 0.41 0.63 0.0 0.86 -0.86 0.41 0.46 44.12 60.0 29 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.28 0.0 1.52 -1.52 0.00 0.00 8.39 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.9 Shocked risk 75.2 Sum abs risk 54.2 Leverage 5.72 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1889555.29, 'annual_cash_vol_target': 472388.8225, 'daily_cash_vol_target': 29524.30140625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6602 0.5515 8.8239 BITCOIN 1970.1516 116440.0000 1.6920 27.0718 BOBL 0.1928 117.7000 0.1638 2.6213 BTP 0.4627 119.8600 0.3860 6.1765 BUND 0.4109 128.2100 0.3205 5.1281 BUXL 1.0057 113.2600 0.8880 14.2078 CAC 58.8118 7856.5000 0.7486 11.9772 CAD 0.0025 0.7288 0.3445 5.5121 CANOLA 8.3075 631.6000 1.3153 21.0450 CHF 0.0061 1.2696 0.4828 7.7245 COCOA 152.9913 7203.0000 2.1240 33.9839 COFFEE 9.0988 345.3000 2.6351 42.1609 COPPER 0.0858 4.6420 1.8491 29.5855 CORN 4.8645 462.0000 1.0529 16.8467 COTTON2 0.7114 66.3000 1.0731 17.1692 CRUDE_W 0.9667 61.9900 1.5595 24.9524 DAX 175.4163 23785.0000 0.7375 11.8001 DOW 263.3636 46632.0000 0.5648 9.0363 DX 0.4206 97.2600 0.4324 6.9190 EUR 0.0056 1.1804 0.4718 7.5481 EURIBOR-ICE 0.0339 97.8000 0.0347 0.5544 EUROSTX 43.3991 5472.0000 0.7931 12.6898 FEEDCOW 3.3358 344.1000 0.9694 15.5109 GASOIL 11.2134 662.7500 1.6919 27.0711 GASOLINE 0.0301 1.8658 1.6123 25.7961 GAS_US_mini 0.0895 3.2000 2.7981 44.7700 GBP 0.0061 1.3471 0.4500 7.2002 GOLD_micro 23.1129 3688.1000 0.6267 10.0270 HEATOIL 0.0358 2.2745 1.5722 25.1558 JGB-SGX-mini 0.2478 136.1700 0.1820 2.9112 JPY 0.0000 0.0068 0.5596 8.9542 LEANHOG 0.9171 87.6250 1.0467 16.7466 LIVECOW 2.0402 235.5750 0.8660 13.8568 LUMBER-new 9.1617 598.0000 1.5321 24.5128 MXP 0.0003 0.0539 0.5138 8.2208 NASDAQ_micro 149.8911 24825.5000 0.6038 9.6605 NIKKEI 369.4672 45005.0000 0.8209 13.1352 NZD 0.0038 0.5876 0.6460 10.3357 OAT 0.4181 121.1400 0.3451 5.5219 OATIES 4.0127 332.5000 1.2068 19.3092 OJ 7.8828 242.8000 3.2466 51.9460 PALLAD 24.4885 1175.0000 2.0841 33.3460 PLAT 22.1641 1422.4000 1.5582 24.9315 REDWHEAT 7.3184 529.5000 1.3821 22.1140 RICE 0.1595 11.7550 1.3569 21.7098 ROBUSTA 114.9887 4142.0000 2.7762 44.4186 RUSSELL 24.4165 2468.4000 0.9892 15.8266 SHATZ 0.0563 106.9700 0.0526 0.8422 SILVER-mini 0.5062 43.5000 1.1636 18.6179 SMI 81.2103 12125.0000 0.6698 10.7164 SOFR 0.0499 96.7900 0.0515 0.8246 SOYBEAN 8.9638 1070.2500 0.8375 13.4006 SOYMEAL 3.0241 287.6000 1.0515 16.8240 SOYOIL 0.7667 50.9300 1.5054 24.0866 SP400 27.5977 3307.6000 0.8344 13.3500 SP500_micro 32.3463 6717.0000 0.4816 7.7049 SUGAR11 0.2157 16.1800 1.3329 21.3270 US10 0.3386 112.7812 0.3002 4.8033 US10U 0.4462 115.2344 0.3872 6.1956 US2 0.0881 104.3047 0.0844 1.3508 US20 0.6923 116.4062 0.5948 9.5162 US30 1.0004 119.7812 0.8352 13.3630 US5 0.2147 109.4297 0.1962 3.1385 VIX 0.4140 19.9000 2.0805 33.2876 WHEAT 6.6970 593.0000 1.1293 18.0696 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.15 0.55 364.07 1.00 364.07 29524.3 81.10 15.92 129.09 BITCOIN 116.44 1.69 197.02 1.00 197.02 29524.3 149.86 -4.46 -66.79 BOBL 1177.00 0.16 192.83 1.18 227.25 29524.3 129.92 1.41 18.28 BTP 1198.60 0.39 462.70 1.18 545.30 29524.3 54.14 6.72 36.39 BUND 1282.10 0.32 410.92 1.18 484.28 29524.3 60.97 3.69 22.52 BUXL 1132.60 0.89 1005.74 1.18 1185.29 29524.3 24.91 -4.03 -10.03 CAC 785.65 0.75 588.12 1.18 693.11 29524.3 42.60 5.53 23.57 CAD 728.80 0.34 251.08 1.00 251.08 29524.3 117.59 -3.42 -40.20 CANOLA 126.32 1.32 166.15 0.72 120.45 29524.3 245.12 -0.12 -2.96 CHF 1587.06 0.48 766.20 1.00 766.20 29524.3 38.53 -5.05 -19.45 COCOA 720.30 2.12 1529.91 1.00 1529.91 29524.3 19.30 -1.18 -2.28 COFFEE 1294.88 2.64 3412.07 1.00 3412.07 29524.3 8.65 8.84 7.65 COPPER 1160.50 1.85 2145.88 1.00 2145.88 29524.3 13.76 -3.23 -4.44 CORN 231.00 1.05 243.22 1.00 243.22 29524.3 121.39 -0.74 -9.01 COTTON2 331.50 1.07 355.72 1.00 355.72 29524.3 83.00 -14.89 -123.57 CRUDE_W 619.90 1.56 966.75 1.00 966.75 29524.3 30.54 -0.43 -1.31 DAX 237.85 0.74 175.42 1.18 206.73 29524.3 142.81 -2.70 -38.51 DOW 233.16 0.56 131.68 1.00 131.68 29524.3 224.21 0.90 20.23 DX 972.60 0.43 420.59 1.00 420.59 29524.3 70.20 -4.10 -28.77 EUR 1475.56 0.47 696.11 1.00 696.11 29524.3 42.41 1.15 4.89 EURIBOR-ICE 2445.00 0.03 84.72 1.18 99.85 29524.3 295.69 8.31 245.75 EUROSTX 547.20 0.79 433.99 1.18 511.47 29524.3 57.72 5.47 31.57 FEEDCOW 1720.50 0.97 1667.91 1.00 1667.91 29524.3 17.70 9.60 16.99 GASOIL 662.75 1.69 1121.34 1.00 1121.34 29524.3 26.33 11.07 29.14 GASOLINE 783.64 1.61 1263.42 1.00 1263.42 29524.3 23.37 4.20 9.83 GAS_US_mini 80.00 2.80 223.85 1.00 223.85 29524.3 131.89 -13.67 -180.32 GBP 841.94 0.45 378.88 1.00 378.88 29524.3 77.92 7.41 57.76 GOLD_micro 368.81 0.63 231.13 1.00 231.13 29524.3 127.74 4.69 59.94 HEATOIL 955.29 1.57 1501.94 1.00 1501.94 29524.3 19.66 -1.70 -3.34 JGB-SGX-mini 136170.00 0.18 24776.22 0.01 168.02 29524.3 175.72 -6.32 -111.10 JPY 851.94 0.56 476.78 1.00 476.78 29524.3 61.92 -5.58 -34.53 LEANHOG 350.50 1.05 366.86 1.00 366.86 29524.3 80.48 20.00 160.96 LIVECOW 942.30 0.87 816.08 1.00 816.08 29524.3 36.18 9.65 34.91 LUMBER-new 164.45 1.53 251.95 1.00 251.95 29524.3 117.19 -6.60 -77.38 MXP 269.35 0.51 138.39 1.00 138.39 29524.3 213.34 14.07 300.15 NASDAQ_micro 496.51 0.60 299.78 1.00 299.78 29524.3 98.49 2.95 29.03 NIKKEI 45005.00 0.82 36946.72 0.01 250.56 29524.3 117.83 19.76 232.80 NZD 587.60 0.65 379.58 1.00 379.58 29524.3 77.78 4.66 36.25 OAT 1211.40 0.35 418.08 1.18 492.71 29524.3 59.92 6.01 35.99 OATIES 166.25 1.21 200.63 1.00 200.63 29524.3 147.15 -18.40 -270.81 OJ 364.20 3.25 1182.42 1.00 1182.42 29524.3 24.97 -5.02 -12.53 PALLAD 1175.00 2.08 2448.85 1.00 2448.85 29524.3 12.06 1.27 1.54 PLAT 711.20 1.56 1108.20 1.00 1108.20 29524.3 26.64 6.10 16.25 REDWHEAT 264.75 1.38 365.92 1.00 365.92 29524.3 80.69 -13.93 -112.43 RICE 235.10 1.36 319.00 1.00 319.00 29524.3 92.55 -13.09 -121.19 ROBUSTA 414.20 2.78 1149.89 1.00 1149.89 29524.3 25.68 4.27 10.96 RUSSELL 123.42 0.99 122.08 1.00 122.08 29524.3 241.84 8.36 202.16 SHATZ 1069.70 0.05 56.31 1.18 66.36 29524.3 444.91 -7.00 -311.63 SILVER-mini 1087.50 1.16 1265.43 1.00 1265.43 29524.3 23.33 16.78 39.14 SMI 1212.50 0.67 812.10 1.26 1026.58 29524.3 28.76 7.25 20.86 SOFR 2419.75 0.05 124.71 1.00 124.71 29524.3 236.75 1.77 41.85 SOYBEAN 535.12 0.84 448.19 1.00 448.19 29524.3 65.87 -0.05 -0.33 SOYMEAL 287.60 1.05 302.41 1.00 302.41 29524.3 97.63 -17.12 -167.12 SOYOIL 305.58 1.51 460.02 1.00 460.02 29524.3 64.18 -6.31 -40.48 SP400 3307.60 0.83 2759.77 1.00 2759.77 29524.3 10.70 -0.97 -1.03 SP500_micro 335.85 0.48 161.73 1.00 161.73 29524.3 182.55 4.17 76.11 SUGAR11 181.22 1.33 241.55 1.00 241.55 29524.3 122.23 -17.01 -207.89 US10 1127.81 0.30 338.58 1.00 338.58 29524.3 87.20 1.57 13.68 US10U 1152.34 0.39 446.22 1.00 446.22 29524.3 66.17 2.09 13.84 US2 2086.09 0.08 176.12 1.00 176.12 29524.3 167.64 1.26 21.17 US20 1164.06 0.59 692.34 1.00 692.34 29524.3 42.64 5.86 24.97 US30 1197.81 0.84 1000.40 1.00 1000.40 29524.3 29.51 3.04 8.96 US5 1094.30 0.20 214.66 1.00 214.66 29524.3 137.54 1.16 15.92 VIX 199.00 2.08 414.01 1.00 414.01 29524.3 71.31 -18.73 -133.57 WHEAT 296.50 1.13 334.85 1.00 334.85 29524.3 88.17 -11.03 -97.29 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 129.094 0.010 2.5 3.354 BITCOIN -66.787 0.043 2.5 -7.242 BOBL 18.278 0.004 2.5 0.186 BTP 36.386 0.014 2.5 1.243 BUND 22.515 0.004 2.5 0.229 BUXL -10.029 0.004 2.5 -0.102 CAC 23.569 0.014 2.5 0.805 CAD -40.195 0.010 2.5 -1.044 CANOLA -2.960 0.010 2.5 -0.072 CHF -19.445 0.010 2.5 -0.505 COCOA -2.284 0.010 2.5 -0.056 COFFEE 7.648 0.005 2.5 0.102 COPPER -4.441 0.043 2.5 -0.482 CORN -9.008 0.010 2.5 -0.219 COTTON2 -123.568 0.010 2.5 -3.010 CRUDE_W -1.313 0.043 2.5 -0.142 DAX -38.509 0.014 2.5 -1.315 DOW 20.234 0.009 2.5 0.471 DX -28.774 0.010 2.5 -0.748 EUR 4.890 0.010 2.5 0.127 EURIBOR-ICE 245.746 0.014 2.5 8.394 EUROSTX 31.573 0.014 2.5 1.078 FEEDCOW 16.990 0.013 2.5 0.564 GASOIL 29.135 0.017 2.5 1.265 GASOLINE 9.826 0.017 2.5 0.427 GAS_US_mini -180.324 0.043 2.5 -19.554 GBP 57.765 0.010 2.5 1.501 GOLD_micro 59.943 0.014 2.5 2.047 HEATOIL -3.338 0.017 2.5 -0.145 JGB-SGX-mini -111.100 0.043 2.5 -12.048 JPY -34.528 0.010 2.5 -0.897 LEANHOG 160.959 0.024 2.5 9.796 LIVECOW 34.909 0.013 2.5 1.158 LUMBER-new -77.385 0.010 2.5 -1.885 MXP 300.145 0.059 2.5 44.115 NASDAQ_micro 29.033 0.009 2.5 0.676 NIKKEI 232.797 0.043 2.5 25.244 NZD 36.247 0.010 2.5 0.942 OAT 35.990 0.014 2.5 1.229 OATIES -270.811 0.010 2.5 -6.598 OJ -12.533 0.010 2.5 -0.305 PALLAD 1.537 0.014 2.5 0.052 PLAT 16.247 0.014 2.5 0.555 REDWHEAT -112.434 0.005 2.5 -1.494 RICE -121.186 0.010 2.5 -2.952 ROBUSTA 10.962 0.005 2.5 0.146 RUSSELL 202.163 0.013 2.5 6.709 SHATZ -311.631 0.004 2.5 -3.165 SILVER-mini 39.142 0.014 2.5 1.337 SMI 20.857 0.014 2.5 0.712 SOFR 41.847 0.024 2.5 2.547 SOYBEAN -0.327 0.004 2.5 -0.003 SOYMEAL -167.119 0.004 2.5 -1.556 SOYOIL -40.484 0.004 2.5 -0.377 SP400 -1.035 0.013 2.5 -0.034 SP500_micro 76.105 0.009 2.5 1.771 SUGAR11 -207.889 0.010 2.5 -5.065 US10 13.684 0.005 2.5 0.174 US10U 13.835 0.005 2.5 0.176 US2 21.170 0.005 2.5 0.269 US20 24.970 0.005 2.5 0.317 US30 8.959 0.005 2.5 0.114 US5 15.920 0.005 2.5 0.202 VIX -133.567 0.099 2.5 -33.016 WHEAT -97.289 0.005 2.5 -1.292 ===================== Position diags ===================== AUD 2.11 BITCOIN 16.25 BOBL 1.32 BTP 1.85 BUND 0.62 BUXL 0.25 CAC 1.45 CAD 3.06 CANOLA 5.97 CHF 1.00 COCOA 0.47 COFFEE 0.11 COPPER 1.49 CORN 2.96 COTTON2 2.02 CRUDE_W 3.31 DAX 4.88 DOW 5.22 DX 1.82 EUR 1.10 EURIBOR-ICE 10.10 EUROSTX 1.97 FEEDCOW 0.59 GASOIL 1.14 GASOLINE 1.01 GAS_US_mini 14.30 GBP 2.02 GOLD_micro 4.36 HEATOIL 0.85 JGB-SGX-mini 19.05 JPY 1.61 LEANHOG 4.90 LIVECOW 1.20 LUMBER-new 2.85 MXP 31.36 NASDAQ_micro 2.29 NIKKEI 12.78 NZD 2.02 OAT 2.05 OATIES 3.59 OJ 0.61 PALLAD 0.41 PLAT 0.91 REDWHEAT 1.07 RICE 2.25 ROBUSTA 0.34 RUSSELL 8.03 SHATZ 4.52 SILVER-mini 0.80 SMI 0.98 SOFR 14.41 SOYBEAN 0.61 SOYMEAL 0.91 SOYOIL 0.60 SP400 0.36 SP500_micro 4.25 SUGAR11 2.98 US10 1.11 US10U 0.84 US2 2.13 US20 0.54 US30 0.37 US5 1.75 VIX 17.63 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.4 3.1 3.6 1.0 1 BITCOIN -7.2 -8.9 -5.6 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP 1.2 1.1 1.4 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 0.8 0.7 1.0 0.0 0 CAD -1.0 -1.3 -0.7 -2.0 -2 CANOLA -0.1 -0.7 0.5 1.0 1 CHF -0.5 -0.6 -0.4 0.0 0 COCOA -0.1 -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 -3.0 -3.2 -2.8 -4.0 -4 CRUDE_W -0.1 -0.5 0.2 1.0 1 DAX -1.3 -1.8 -0.8 -7.0 -7 DOW 0.5 -0.1 1.0 -2.0 -2 DX -0.7 -0.9 -0.6 -1.0 -1 EUR 0.1 0.0 0.2 3.0 3 EURIBOR-ICE 8.4 7.4 9.4 0.0 0 EUROSTX 1.1 0.9 1.3 4.0 4 FEEDCOW 0.6 0.5 0.6 2.0 2 GASOIL 1.3 1.2 1.4 1.0 1 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -19.6 -21.0 -18.1 -14.0 -14 GBP 1.5 1.3 1.7 1.0 1 GOLD_micro 2.0 1.6 2.5 0.0 0 HEATOIL -0.1 -0.2 -0.1 0.0 0 JGB-SGX-mini -12.0 -14.0 -10.1 0.0 0 JPY -0.9 -1.1 -0.7 -1.0 -1 LEANHOG 9.8 9.3 10.3 8.0 8 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -1.9 -2.2 -1.6 0.0 0 MXP 44.1 41.0 47.3 29.0 29 NASDAQ_micro 0.7 0.4 0.9 4.0 4 NIKKEI 25.2 24.0 26.5 23.0 23 NZD 0.9 0.7 1.1 0.0 0 OAT 1.2 1.0 1.4 4.0 4 OATIES -6.6 -7.0 -6.2 NaN 0 OJ -0.3 -0.4 -0.2 -1.0 -1 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.6 0.5 0.6 1.0 1 REDWHEAT -1.5 -1.6 -1.4 0.0 0 RICE -3.0 -3.2 -2.7 -3.0 -3 ROBUSTA 0.1 0.1 0.2 0.0 0 RUSSELL 6.7 5.9 7.5 3.0 3 SHATZ -3.2 -3.6 -2.7 NaN 0 SILVER-mini 1.3 1.3 1.4 3.0 3 SMI 0.7 0.6 0.8 0.0 0 SOFR 2.5 1.1 4.0 NaN 0 SOYBEAN -0.0 -0.1 0.1 0.0 0 SOYMEAL -1.6 -1.6 -1.5 -2.0 -2 SOYOIL -0.4 -0.4 -0.3 0.0 0 SP400 -0.0 -0.1 0.0 1.0 1 SP500_micro 1.8 1.3 2.2 0.0 0 SUGAR11 -5.1 -5.4 -4.8 -5.0 -5 US10 0.2 0.1 0.3 0.0 0 US10U 0.2 0.1 0.3 0.0 0 US2 0.3 0.1 0.5 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 0.2 0.0 0.4 1.0 1 VIX -33.0 -34.8 -31.3 -23.0 -23 WHEAT -1.3 -1.4 -1.2 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.4 0.1 0.2 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.1 0.2 0.1 -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 0.0 0.0 0.1 0.1 0.3 0.3 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.0 -0.5 0.1 0.1 0.0 0.3 0.1 0.3 0.1 0.1 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 0.0 -2.7 -0.0 0.0 0.1 0.0 0.4 -0.0 -0.1 0.1 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.2 BOBL 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.4 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -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 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.4 0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.0 0.2 0.0 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 0.6 0.2 -0.0 -0.1 0.2 0.7 0.7 0.7 0.7 BUND 0.1 -0.0 -0.0 0.0 -0.1 -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 -0.1 -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 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.0 -0.4 -0.0 -0.4 -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 0.1 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 -0.0 -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 0.0 0.2 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 2.5 0.0 0.0 0.1 0.1 0.1 0.0 -0.4 0.1 -0.5 -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 -0.1 0.0 -0.1 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 0.0 -0.0 0.3 0.0 0.3 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.3 0.1 -0.1 0.0 -0.0 0.1 0.0 0.2 0.0 -1.1 0.2 0.1 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.4 -0.1 -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 -0.1 0.3 0.4 0.3 0.0 0.2 0.2 0.3 COFFEE -0.1 0.6 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 0.3 0.1 0.1 0.3 0.2 0.2 0.2 0.2 0.1 -0.0 0.2 0.2 -2.7 0.1 -0.0 0.1 0.0 0.1 0.0 1.1 0.2 0.6 0.6 0.6 0.2 0.6 0.5 0.7 COPPER 0.2 -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 0.1 -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 0.0 -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 -0.1 -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 -0.1 -0.2 0.0 -0.6 0.0 -0.9 0.2 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W 0.0 -0.1 0.0 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 0.1 -0.5 -0.3 -0.5 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 -0.1 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 0.5 0.2 0.4 0.2 0.2 -0.2 -0.2 -0.2 -0.1 0.2 0.2 0.1 0.4 0.2 -1.9 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 -0.0 0.4 0.3 0.4 -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 -0.0 -0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -2.7 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.3 -0.6 -0.1 -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 0.0 -0.0 0.4 0.1 0.4 0.1 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 1.6 0.1 -0.0 0.2 0.0 0.2 0.0 -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 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.4 -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 -0.1 0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.5 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 0.3 0.1 -0.9 0.0 0.1 -0.0 0.1 0.1 0.0 0.4 0.0 -0.6 -0.3 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 -0.0 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 0.0 0.1 0.1 0.4 0.2 0.3 0.2 0.2 0.7 0.2 0.5 0.2 GASOLINE 0.1 0.0 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.1 0.0 -0.0 0.0 0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.0 0.0 0.0 -2.7 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 1.1 0.0 -0.5 -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 0.0 0.1 0.0 -0.1 -0.5 0.0 -0.5 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -1.1 -0.3 -0.0 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.1 -0.0 -0.0 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.5 0.1 0.7 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.5 0.1 0.1 0.1 -0.1 0.2 0.0 0.3 0.1 0.2 -0.1 -0.2 0.2 -0.1 0.4 -0.1 0.2 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 -0.3 -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 0.4 0.6 0.6 -0.4 -0.5 0.1 -0.6 -0.1 HEATOIL 0.1 -0.1 0.3 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.1 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.4 -0.3 0.0 0.5 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 -0.1 -0.1 0.3 0.3 0.3 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 -0.2 -0.2 -0.1 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.0 -0.1 -0.3 0.0 -0.0 0.1 0.0 0.1 0.1 -0.1 -0.2 -0.1 -0.2 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.0 2.7 -0.0 -0.1 -0.0 -0.0 -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 0.1 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.0 0.5 0.2 0.3 0.1 -0.0 0.2 0.0 0.3 0.1 1.1 -0.1 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.6 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.4 -0.0 0.5 0.1 0.1 -0.1 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 -0.3 0.5 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.6 -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 -0.2 -0.2 -0.6 0.3 0.8 0.8 0.8 0.8 MXP 0.2 0.0 0.6 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 0.5 0.2 0.5 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 0.3 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 0.3 0.4 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 0.4 0.6 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 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.0 0.1 0.0 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.3 0.6 0.7 0.7 NZD 0.2 -0.2 -0.1 0.0 -0.0 0.1 0.0 0.1 0.1 -0.1 0.2 -0.0 -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 0.1 -0.2 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.1 -0.2 -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 0.8 0.1 -0.2 -0.3 -0.2 0.7 0.7 0.7 0.7 OATIES -0.2 -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 -0.1 -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 0.9 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 0.2 0.0 -0.0 0.1 0.0 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.0 0.1 0.0 2.6 0.0 -0.0 0.1 -0.0 0.2 0.0 0.3 -0.0 -0.3 -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 0.1 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 0.1 0.2 0.0 0.0 0.2 0.0 0.3 0.0 0.2 -0.1 -0.4 -0.4 0.4 0.6 0.2 -0.3 -0.2 REDWHEAT 0.1 -0.2 -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 -0.3 -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 0.2 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.2 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -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 0.2 -0.1 -0.1 -0.5 -0.3 -0.4 -0.3 ROBUSTA -0.2 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.0 0.4 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 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.2 -0.3 -0.3 0.0 -0.1 -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 0.8 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -1.1 -0.4 -0.5 -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 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 0.3 0.6 0.6 0.6 0.7 0.7 0.7 0.2 SMI -0.1 0.3 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 0.2 0.1 0.1 0.1 0.0 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 1.1 0.0 -0.0 0.0 -0.0 0.0 -0.0 0.7 -0.5 -0.6 -0.0 -0.6 0.7 0.7 0.7 0.7 SOFR 0.1 0.3 0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.5 0.0 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 -0.1 0.2 -0.0 0.2 0.0 0.2 -0.3 0.4 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN -0.0 0.4 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 -0.0 -0.2 0.0 -0.3 0.1 -0.0 0.1 0.0 -0.1 0.0 -0.5 0.1 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 -0.1 -0.1 -0.1 -0.1 -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 -2.2 0.0 -0.0 -0.2 -0.0 -0.4 0.0 -1.1 0.1 0.6 0.6 0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.3 -0.6 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -1.3 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.1 0.3 -0.0 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.1 0.2 0.6 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.4 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 -0.5 0.2 0.1 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 0.4 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 -0.3 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 -0.0 0.4 0.4 0.0 -0.7 -0.7 -0.7 -0.7 US10 0.3 0.4 0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.3 0.1 0.1 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 -0.1 0.5 0.6 0.5 -0.3 -0.6 -0.7 -0.7 US10U 0.4 0.4 0.3 0.0 -0.1 -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 0.0 0.1 0.2 -1.2 0.1 -0.0 0.1 0.0 0.1 0.1 -0.5 0.2 0.6 0.6 0.6 0.3 -0.4 -0.7 -0.7 US2 0.2 0.3 0.2 0.0 -0.1 -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 0.3 -0.2 -0.3 -0.5 -0.6 US20 0.4 0.4 0.3 0.0 -0.1 -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 0.0 -0.0 0.1 -0.9 0.0 -0.0 0.1 0.0 0.0 0.0 0.0 0.2 0.6 0.5 0.4 0.7 0.3 -0.3 -0.3 US30 0.4 0.3 0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.6 0.0 -0.0 0.1 0.0 -0.0 0.1 -0.6 0.3 0.5 0.5 0.4 0.7 0.2 -0.1 -0.3 US5 0.2 0.3 0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.4 0.0 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 0.3 0.6 0.5 -0.3 -0.4 -0.7 -0.7 VIX -0.3 -0.8 -0.6 -0.1 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -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 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.3 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.0 -0.5 -0.1 1.7 -0.0 -0.0 -0.2 0.0 -0.3 -0.0 -1.1 0.2 0.6 0.2 0.6 -0.7 -0.6 -0.7 -0.6 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 13.2 3.8 7.2 5.6 -4.2 4.9 3.4 3.9 6.4 -10.3 19.0 10.8 3.0 14.5 13.1 -1.3 -1.5 -1.5 -1.5 11.8 8.7 7.5 3.2 14.3 15.1 6.5 -4.8 3.8 3.5 0.2 7.4 2.4 10.9 7.9 2.8 4.0 20.0 20.0 20.0 20.0 BITCOIN -1.2 -14.7 1.9 8.1 3.4 9.8 5.4 8.6 6.5 10.7 17.6 16.2 20.0 -3.3 2.7 -7.6 -7.5 -7.8 -7.6 5.1 15.1 9.6 20.0 4.2 -20.0 -0.3 1.4 5.4 1.8 10.6 -1.8 -2.6 2.3 -20.0 -20.0 -20.0 12.3 -2.4 -11.4 -7.1 BOBL 0.5 -2.8 -3.8 1.5 -7.2 -0.1 -1.2 -2.2 1.9 -13.6 3.0 -10.2 -1.0 -8.0 -9.2 20.0 -2.9 3.4 -0.5 -3.2 -2.6 -7.4 -2.3 -4.0 2.5 -2.6 -9.1 -2.3 -6.0 -1.6 -3.2 -8.0 -11.3 -6.6 -8.8 -6.6 20.0 20.0 20.0 20.0 BTP 3.3 -3.9 -1.0 2.0 -9.3 -0.1 -1.6 -2.9 2.4 -14.4 16.5 12.8 14.0 10.0 9.7 8.7 9.2 11.0 10.6 3.6 5.5 2.4 8.4 4.0 -20.0 2.8 -4.2 4.4 1.7 6.9 3.2 12.0 8.9 -0.8 -2.0 6.9 20.0 20.0 20.0 20.0 BUND 4.4 -0.1 -0.5 1.5 -7.1 -0.1 -1.2 -2.2 1.8 -12.6 -0.7 0.0 -6.6 -0.4 -5.8 -0.6 6.3 7.0 8.2 -1.5 -3.5 -3.4 -5.7 -0.4 -1.0 -1.2 -7.9 -2.3 -2.9 -2.8 -0.5 7.8 -3.9 -1.9 -5.4 -4.4 20.0 20.0 20.0 20.0 BUXL 6.9 -1.3 -3.6 1.5 -7.2 -0.1 -1.2 -2.2 1.9 -11.2 -14.2 5.0 -14.5 -3.4 -10.2 3.5 2.4 3.4 3.2 -7.1 -11.5 -1.2 -14.2 -2.0 -3.3 -3.9 -5.1 -5.6 -0.7 -5.8 -1.1 0.0 5.5 -3.2 -11.2 -11.6 20.0 8.6 0.1 2.1 CAC -2.4 0.8 1.2 6.2 8.2 4.8 7.7 3.6 6.8 9.3 11.4 4.8 8.8 3.8 3.4 1.0 -0.6 -0.4 -0.3 2.3 3.2 8.0 3.9 4.0 0.5 -0.1 5.8 -1.9 4.9 -2.6 2.2 8.6 -1.6 -20.0 -14.8 -20.0 20.0 20.0 20.0 16.4 CAD 1.8 -9.2 -0.5 6.3 -4.7 5.5 3.8 4.4 7.2 6.3 9.4 5.3 0.9 -6.7 -13.0 -7.2 -6.7 -7.3 -7.1 -4.8 0.0 3.7 -0.1 -2.0 18.4 1.3 4.5 4.3 5.6 2.6 2.7 -7.1 2.7 -14.3 -20.0 -8.8 -20.0 -20.0 -20.0 -20.0 CANOLA -9.6 -20.0 -11.7 -2.7 -1.7 -2.2 -2.1 -1.6 -2.7 -6.1 0.9 -5.6 2.3 -7.4 -8.0 -14.5 -6.6 -9.7 -6.0 -8.5 -3.2 -4.7 1.0 -7.7 2.1 -2.8 -2.0 -1.3 -1.5 -0.0 -2.4 -3.9 2.7 2.1 -4.0 0.6 20.0 20.0 20.0 20.0 CHF 6.3 -6.6 5.5 3.5 -2.6 3.1 2.1 2.4 4.0 -4.1 10.8 4.6 9.6 4.5 4.9 -14.8 -15.4 -15.1 -14.9 5.6 8.9 5.2 10.0 6.1 -0.4 4.1 -0.6 4.8 3.6 4.8 4.6 -20.0 6.9 1.7 -3.5 3.0 -20.0 -20.0 -20.0 -20.0 COCOA -12.2 -1.6 -8.8 -2.8 -1.7 -2.2 -2.1 -1.6 -2.8 -4.6 -4.8 -6.3 2.3 -6.2 -3.7 -0.1 14.6 7.2 11.1 -4.4 -2.0 -5.1 4.9 -5.4 -20.0 -1.0 -2.3 0.5 -2.0 4.9 -1.8 20.0 -3.1 8.4 11.4 8.0 1.0 5.0 4.6 8.4 COFFEE -1.8 20.0 -15.9 -4.8 -3.0 -3.8 -3.7 -2.8 -4.8 -12.7 5.5 -4.7 9.0 11.6 11.6 13.6 8.8 11.3 9.9 18.0 10.5 -1.5 9.2 15.4 -20.0 5.0 -3.0 3.4 0.9 3.3 4.5 20.0 6.8 20.0 20.0 20.0 6.3 17.0 16.4 20.0 COPPER 4.8 -15.5 -9.9 2.3 1.0 2.8 1.5 2.4 1.8 -0.5 -3.4 2.3 -1.4 -5.7 -5.9 -4.8 -5.4 -4.7 -5.1 -4.1 -2.8 0.5 0.1 -1.6 -5.1 -0.7 -0.1 0.4 -0.0 1.4 -0.5 1.2 -3.6 -5.5 -20.0 -7.6 10.9 6.5 11.1 7.5 CORN 18.1 9.9 -6.7 -5.0 -3.2 -4.0 -3.9 -2.9 -5.0 -0.0 -10.1 10.7 -13.0 11.9 -2.4 -20.0 -19.1 -20.0 -20.0 0.9 -7.3 6.4 -11.5 8.2 8.1 1.9 -0.9 -2.0 3.7 -5.5 4.8 -20.0 8.3 20.0 18.3 15.2 -6.6 1.1 -2.7 3.8 COTTON2 -0.8 1.5 2.3 -7.3 -4.6 -5.8 -5.6 -4.2 -7.2 -11.3 -20.0 -5.5 -20.0 -11.2 -16.1 -17.7 -13.3 -15.7 -14.5 -6.5 -11.6 -1.3 -20.0 -2.8 -16.0 -1.9 -9.4 -7.1 0.6 -15.3 1.0 -17.5 9.4 20.0 20.0 20.0 -11.0 -20.0 -5.6 -20.0 CRUDE_W 0.1 -3.4 1.4 3.0 -4.5 3.4 1.0 1.5 2.3 -6.9 -1.7 -3.5 -9.5 -11.7 -3.1 7.2 7.6 7.4 7.0 -0.9 -2.0 -0.9 -5.4 -0.8 1.8 -3.8 -4.7 -3.0 -2.6 -4.3 -4.1 -2.7 2.5 -16.3 -8.5 -13.9 20.0 10.9 -2.3 13.8 DAX -17.9 -12.2 -7.2 5.6 7.5 4.4 7.1 3.3 6.2 2.4 14.6 -10.8 16.8 -12.0 -3.4 -5.5 -6.4 -5.2 -5.3 -5.7 7.2 -8.6 20.0 -11.8 -10.6 -4.7 0.0 -0.1 -4.7 5.9 -6.5 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 14.4 DOW 4.6 10.4 20.0 5.4 7.2 4.2 6.8 3.1 5.9 15.7 16.9 15.9 12.2 17.0 18.1 -8.6 -8.1 -8.0 -7.5 19.6 17.8 15.4 13.3 17.0 -14.1 6.5 4.9 4.7 5.4 3.0 6.4 -3.8 -0.1 12.2 10.6 11.1 -20.0 -20.0 -20.0 -20.0 DX -3.7 2.4 -1.0 3.2 -2.4 2.9 2.0 2.3 3.7 5.0 -11.2 -4.1 -10.5 -7.1 -4.9 6.1 6.1 6.2 6.0 -4.6 -8.4 -4.0 -10.0 -4.6 -20.0 -2.4 0.7 -4.0 -2.9 -4.6 -2.9 15.3 -11.1 -20.0 -4.1 -15.2 20.0 12.4 20.0 15.1 EUR 3.8 -1.6 5.6 3.8 -2.8 3.3 2.3 2.6 4.3 -3.3 13.2 4.9 12.1 9.0 8.7 -6.9 -7.5 -7.5 -7.5 6.8 11.4 4.9 12.6 5.9 11.9 4.7 -0.6 6.2 3.6 6.3 4.6 -8.0 4.1 -5.9 -4.2 4.7 -20.0 -17.9 -20.0 -20.0 EURIBOR-ICE -0.8 -2.2 -5.4 1.3 -6.0 -0.1 -1.0 -1.8 1.5 -11.8 7.8 -9.3 9.7 -4.3 -3.1 11.6 9.8 12.8 12.2 -0.5 1.8 -7.2 5.2 -3.0 6.4 -0.8 -8.3 0.4 -6.3 2.4 -2.7 14.2 -12.6 -6.1 -4.9 -1.8 20.0 20.0 20.0 20.0 EUROSTX -4.5 1.6 -2.3 6.0 8.0 4.7 7.6 3.5 6.6 16.3 16.1 7.7 15.2 8.4 8.1 -2.3 -0.6 -1.7 -1.1 3.9 6.4 10.1 10.7 4.8 -6.4 0.4 12.0 -0.3 7.0 1.4 2.6 8.0 0.6 -20.0 -10.5 -20.0 20.0 20.0 20.0 14.0 FEEDCOW -20.0 1.1 13.6 -3.9 -2.5 -3.2 -3.1 -2.3 -3.9 -3.3 12.6 -7.2 13.3 3.8 10.2 19.5 5.4 16.3 11.3 17.2 20.0 -5.9 20.0 2.5 -20.0 3.9 -0.1 6.1 -1.4 6.3 0.4 20.0 -19.1 11.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.5 0.7 8.3 2.6 -4.0 3.0 0.9 1.3 2.0 -0.9 4.9 7.1 -0.4 10.5 4.0 20.0 11.8 18.4 14.3 7.4 6.4 5.9 2.6 7.6 -0.0 5.0 -0.6 4.4 3.7 1.9 4.8 6.6 6.4 9.0 5.6 7.6 20.0 6.7 15.0 6.5 GASOLINE 2.4 1.0 4.2 3.1 -4.7 3.5 1.0 1.6 2.4 -7.4 5.5 0.2 -1.4 0.9 3.4 20.0 20.0 20.0 20.0 4.8 3.6 1.0 0.9 4.1 -20.0 -1.4 -8.2 -0.0 -2.5 0.2 -2.2 20.0 0.6 -14.3 -1.1 -13.4 20.0 17.5 20.0 20.0 GAS_US_mini 9.1 -9.4 -20.0 3.4 -5.1 3.8 1.1 1.7 2.6 -14.8 -20.0 0.5 -13.3 -11.1 -19.3 -20.0 -20.0 -20.0 -20.0 -18.2 -20.0 -5.6 -15.2 -8.2 20.0 -6.3 -5.9 -7.0 -2.5 -4.1 -2.9 -20.0 -14.4 -1.5 -18.2 -20.0 -3.5 -20.0 -20.0 -20.0 GBP 3.4 -0.3 -0.6 6.3 -4.8 5.6 3.9 4.4 7.3 -14.7 18.8 7.5 18.7 17.0 5.3 0.1 -0.3 -0.4 -0.4 7.8 13.2 0.8 18.1 7.1 1.1 7.3 -9.3 7.6 2.0 8.7 7.3 4.3 -2.4 -7.4 5.2 -3.0 11.2 -2.6 4.6 0.0 GOLD_micro 20.0 19.8 11.6 6.8 2.9 8.3 4.5 7.2 5.5 9.8 20.0 19.3 20.0 20.0 18.8 -12.7 -11.4 -11.5 -10.9 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 3.2 6.4 6.1 7.7 8.3 -8.8 15.1 20.0 20.0 -10.9 -16.1 1.6 -18.6 -2.6 HEATOIL 3.0 -2.1 9.6 3.1 -4.6 3.4 1.0 1.5 2.4 -5.7 9.8 1.6 2.4 1.8 9.9 12.4 8.8 10.2 9.1 6.6 8.0 3.0 4.9 5.0 -20.0 0.1 -3.8 3.9 -0.9 4.4 -1.9 0.6 2.8 -13.0 -10.6 1.4 13.6 3.7 -11.2 -4.3 JGB-SGX-mini 4.5 -4.6 -4.5 0.9 -4.1 -0.1 -0.7 -1.3 1.1 -7.9 -5.9 -4.0 -6.2 -5.1 -6.4 13.7 15.1 17.3 16.1 -4.6 -5.7 -4.4 -6.7 -3.3 -5.7 -2.2 -4.7 -2.6 -2.3 -3.3 -1.6 20.0 -8.5 -4.7 -4.4 -5.8 -20.0 -20.0 -20.0 -20.0 JPY 0.9 -3.3 -9.4 4.2 -3.1 3.7 2.6 2.9 4.8 -12.4 -6.0 -4.7 -5.2 3.2 -8.5 -10.5 -11.1 -10.4 -10.3 -5.7 -5.7 -3.6 -4.8 -3.1 20.0 -0.6 -5.8 -1.7 -1.0 -1.9 1.0 -13.3 -7.4 -15.6 -5.5 -18.7 -9.3 -9.6 -15.0 -9.1 LEANHOG 11.3 8.1 9.5 -7.6 -4.8 -6.1 -5.9 -4.4 -7.6 -20.0 20.0 13.2 20.0 20.0 19.6 20.0 20.0 20.0 20.0 20.0 20.0 5.5 20.0 18.6 2.5 7.1 -3.4 7.1 1.4 7.5 6.3 20.0 -2.9 20.0 20.0 20.0 20.0 13.1 20.0 20.0 LIVECOW -18.6 0.9 11.8 -4.2 -2.6 -3.4 -3.2 -2.4 -4.2 2.5 13.6 -4.1 14.0 4.7 11.0 -3.9 16.8 9.8 16.1 14.6 20.0 -1.6 20.0 3.7 -20.0 4.2 0.6 6.9 -0.7 7.7 0.7 20.0 -11.0 16.9 20.0 20.0 20.0 12.5 20.0 17.8 LUMBER-new -17.1 -20.0 -3.3 -3.1 -2.0 -2.5 -2.4 -1.8 -3.1 -8.8 -7.4 -9.9 -4.6 -10.6 -9.3 -20.0 -20.0 -20.0 -20.0 -15.2 -9.2 -10.8 -4.8 -16.0 NaN -3.0 -1.5 -1.5 -2.1 -0.4 -3.2 -20.0 -8.5 -4.8 -15.0 7.6 20.0 20.0 20.0 20.0 MXP 7.3 0.9 17.4 6.5 -4.9 5.7 3.9 4.5 7.5 12.9 20.0 19.3 13.2 20.0 20.0 12.5 12.5 12.5 12.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.7 3.8 10.4 9.0 8.3 9.9 20.0 20.0 6.7 11.6 20.0 8.7 7.9 0.7 10.0 NASDAQ_micro 9.7 11.6 20.0 5.4 7.2 4.2 6.8 3.1 5.9 16.4 18.8 17.9 16.7 17.2 18.3 -9.9 -8.5 -9.2 -8.5 20.0 20.0 20.0 20.0 20.0 -20.0 6.7 8.3 6.0 8.0 5.1 7.0 -5.0 20.0 19.6 11.9 18.9 -20.0 -17.7 -20.0 -20.0 NIKKEI 11.0 19.8 20.0 6.0 8.0 4.7 7.6 3.5 6.6 15.6 20.0 19.2 15.9 19.4 19.6 4.9 9.8 9.5 9.9 20.0 20.0 20.0 20.0 20.0 -15.2 7.6 5.2 5.5 7.8 2.6 7.9 20.0 20.0 18.7 20.0 20.0 8.9 19.3 20.0 20.0 NZD 7.4 -6.8 -2.0 4.2 -3.2 3.7 2.6 3.0 4.9 -12.2 6.2 -1.1 -1.8 -2.4 -6.3 -3.4 -2.6 -3.4 -3.1 -2.2 -0.8 -5.0 -0.4 -0.9 10.4 0.5 -12.5 0.4 -2.8 -0.4 1.0 0.0 -5.6 -9.3 -12.4 -8.8 20.0 14.9 20.0 20.0 OAT 4.6 -5.4 -3.5 1.4 -6.5 -0.1 -1.1 -2.0 1.7 -11.1 0.8 5.1 -4.2 -0.6 -5.1 15.6 9.4 15.7 13.3 -3.6 -4.0 -1.5 -4.2 -1.0 1.1 -2.2 -5.4 -2.2 -1.2 -1.7 -0.7 14.1 4.1 -5.6 -8.1 -6.9 20.0 20.0 20.0 20.0 OATIES -7.5 -20.0 -11.9 -6.9 -4.3 -5.5 -5.3 -4.0 -6.9 -2.9 -17.6 -18.4 -7.7 -20.0 -20.0 -20.0 -2.5 -14.2 -6.4 -20.0 -19.0 -10.8 -10.8 -20.0 -20.0 -7.7 0.1 -5.9 -2.5 -3.7 -6.1 0.1 -7.4 20.0 -8.0 8.5 -20.0 -8.7 -20.0 -8.0 OJ -0.2 -2.8 11.7 -2.1 -1.3 -1.7 -1.6 -1.2 -2.1 -3.9 -3.9 -1.0 -4.4 -3.8 -0.9 1.3 7.0 2.9 4.3 -0.8 -2.6 -0.7 -4.0 -0.3 -20.0 -0.2 -1.8 -1.3 -0.0 -1.8 0.4 16.1 5.5 15.5 -0.0 7.1 -14.6 -10.1 -11.5 -8.3 PALLAD 7.5 -9.1 13.6 3.9 1.7 4.8 2.6 4.2 3.2 -3.6 3.6 4.2 2.6 -3.6 1.3 -2.7 -2.9 -2.8 -2.9 3.4 6.0 1.1 5.0 2.8 19.2 1.7 -2.5 4.1 -0.3 4.3 0.4 5.3 -1.4 -8.3 -12.7 -2.2 -19.9 -20.0 -20.0 -20.0 PLAT 2.8 -2.7 20.0 4.4 1.9 5.4 2.9 4.7 3.6 8.1 9.9 4.1 8.5 3.5 8.7 -4.2 -3.5 -3.2 -3.1 9.4 16.0 5.0 16.2 5.3 1.7 2.6 2.5 6.9 0.7 7.4 0.1 4.6 -5.1 -12.9 -13.6 13.7 17.1 5.2 -9.0 -4.6 REDWHEAT 2.6 -6.5 -13.6 -6.9 -4.3 -5.5 -5.4 -4.0 -6.9 -9.8 -20.0 -5.7 -20.0 -16.8 -20.0 -20.0 -15.9 -19.7 -18.2 -18.8 -20.0 -4.0 -20.0 -10.3 6.7 -6.2 -4.9 -8.3 -0.6 -11.3 -2.8 -20.0 9.8 20.0 8.5 20.0 -20.0 -20.0 -20.0 -20.0 RICE -9.9 -4.7 -12.4 -2.7 -1.7 -2.2 -2.1 -1.6 -2.7 -7.8 -9.3 -8.3 -9.0 -9.1 -9.2 -16.9 -7.8 -16.4 -14.4 -12.9 -12.7 -7.3 -11.7 -11.2 -1.7 -3.3 -1.1 -3.6 -1.8 -3.9 -2.8 -13.3 -8.9 5.1 -2.4 -2.4 -16.1 -8.7 -11.1 -8.6 ROBUSTA -6.3 20.0 -11.1 -2.4 -1.5 -2.0 -1.9 -1.4 -2.4 -5.9 -1.7 -3.1 -0.7 4.6 3.9 20.0 16.0 20.0 16.9 6.0 0.4 -3.6 -0.8 4.8 -20.0 1.5 -2.7 0.1 -0.6 -0.1 1.3 20.0 -1.7 13.5 20.0 3.1 -0.3 18.4 2.0 20.0 RUSSELL 7.7 14.4 20.0 5.2 6.9 4.1 6.5 3.0 5.7 10.4 15.4 14.4 6.7 16.7 17.5 -5.2 -5.4 -5.1 -5.0 20.0 16.9 18.5 8.3 20.0 8.3 6.3 5.2 4.3 5.3 1.8 6.1 0.5 -0.1 19.6 18.7 17.5 -20.0 -19.9 -20.0 -20.0 SHATZ -5.9 -10.6 -10.7 1.4 -6.8 -0.1 -1.2 -2.1 1.8 -12.6 -3.3 -12.8 3.1 -13.6 -14.3 -20.0 -19.2 -20.0 -18.9 -10.5 -6.9 -11.1 -2.5 -11.2 5.6 -5.0 -4.8 -3.3 -5.6 -1.1 -5.5 -20.0 -14.9 -16.8 -19.1 -14.4 20.0 16.4 20.0 20.0 SILVER-mini 19.4 9.7 15.6 8.0 3.4 9.8 5.3 8.5 6.5 15.3 20.0 20.0 20.0 20.0 20.0 -7.3 -6.7 -7.0 -6.7 20.0 20.0 20.0 20.0 20.0 -11.2 9.4 6.3 9.0 6.9 7.3 8.7 -1.2 13.7 20.0 20.0 18.5 20.0 20.0 19.8 5.7 SMI -2.5 9.7 -2.8 5.3 7.0 4.1 6.6 3.1 5.8 -5.9 5.0 -9.4 4.8 5.0 5.3 2.6 2.5 1.1 1.5 3.4 2.2 -7.5 3.4 -0.7 8.2 1.9 -2.1 0.1 -3.9 0.1 -0.1 12.9 -20.0 -20.0 -0.1 -18.3 20.0 20.0 20.0 20.0 SOFR 3.3 9.5 13.6 2.0 -9.3 -0.1 -1.6 -2.9 2.4 -17.9 19.9 0.3 12.1 12.2 17.4 7.2 4.8 7.2 6.4 17.6 18.9 -4.7 14.6 9.6 -19.8 6.7 -6.6 6.4 -1.9 4.5 3.9 4.6 -13.2 12.1 20.0 20.0 4.3 -12.5 -20.0 -20.0 SOYBEAN -1.2 11.2 2.9 -5.7 -3.6 -4.6 -4.4 -3.3 -5.7 -6.6 4.8 -6.0 -10.9 10.2 6.0 -7.1 -7.7 -11.6 -10.6 4.8 1.6 -0.1 -5.9 4.2 -2.1 5.8 -3.8 3.9 1.2 -1.4 4.5 -9.4 4.6 20.0 20.0 20.0 -9.8 -1.2 -6.4 4.8 SOYMEAL -4.1 9.6 -5.0 -6.2 -3.9 -5.0 -4.8 -3.6 -6.2 -13.3 -15.1 -11.3 -19.3 0.5 -8.2 -19.3 -14.8 -18.6 -17.6 -7.5 -14.9 -4.7 -20.0 -4.4 -16.2 0.1 -4.0 -5.9 -0.9 -12.3 1.6 -20.0 5.0 20.0 20.0 9.5 -20.0 -20.0 -20.0 -20.0 SOYOIL -10.4 -19.2 7.7 -3.8 -2.4 -3.1 -3.0 -2.2 -3.8 -7.5 6.8 -7.8 8.0 -9.0 0.8 -7.2 -2.8 -4.4 -3.5 -2.6 4.5 -6.0 7.2 -5.9 -9.5 -1.2 -4.9 2.0 -2.9 2.7 -2.9 1.0 -3.1 8.6 -0.6 20.0 -20.0 -8.7 -20.0 -9.1 SP400 3.1 6.3 17.3 4.9 6.5 3.8 6.2 2.9 5.4 -4.1 13.1 6.1 5.9 12.0 14.6 -5.9 -5.9 -5.7 -5.6 12.9 11.2 4.8 6.1 9.5 -2.4 5.4 0.7 3.4 2.3 1.0 4.5 -0.5 -20.0 4.7 3.9 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 9.2 16.2 20.0 6.8 9.0 5.3 8.5 3.9 7.4 20.0 20.0 20.0 20.0 20.0 20.0 -10.8 -9.4 -9.9 -9.1 20.0 20.0 20.0 20.0 20.0 -20.0 8.6 7.3 6.9 8.1 5.0 8.5 -6.3 17.6 20.0 19.2 20.0 -20.0 -18.3 -20.0 -20.0 SUGAR11 -10.0 -0.5 -8.7 -5.6 -3.5 -4.5 -4.4 -3.3 -5.6 -13.1 -16.6 -13.8 -16.3 -13.6 -14.9 -12.6 5.7 -10.8 -4.5 -13.6 -15.6 -13.9 -16.1 -13.4 -20.0 -6.2 -8.6 -7.1 -7.1 -6.8 -6.0 8.5 -1.8 12.7 13.0 0.9 -20.0 -20.0 -20.0 -20.0 US10 8.7 11.8 11.1 1.4 -6.7 -0.1 -1.2 -2.1 1.7 -12.1 11.6 5.7 1.4 11.3 12.9 2.0 -0.9 1.4 0.6 12.0 9.3 0.6 4.3 9.6 -3.5 4.8 -3.5 3.7 0.3 2.0 3.9 -5.0 -2.2 14.1 19.4 15.4 -7.8 -18.9 -20.0 -20.0 US10U 11.6 12.5 10.5 2.0 -9.6 -0.1 -1.7 -3.0 2.5 -16.3 12.2 9.4 -2.3 16.3 18.0 -4.6 -2.6 -3.2 -2.7 17.5 11.2 4.3 2.8 16.6 -9.1 6.9 -4.2 4.6 1.7 1.9 6.4 -9.3 6.8 20.0 20.0 20.0 7.5 -12.3 -20.0 -20.0 US2 6.5 9.6 6.3 1.3 -6.0 -0.1 -1.0 -1.9 1.5 -11.2 5.4 2.3 -2.4 8.8 8.5 -11.4 -16.5 -13.6 -14.2 6.9 4.9 0.2 1.4 5.7 16.8 3.9 -2.6 3.0 0.2 1.9 3.2 -20.0 -2.5 7.2 13.7 8.0 -4.8 -8.5 -14.0 -18.0 US20 13.7 11.7 9.1 1.3 -6.0 -0.1 -1.0 -1.9 1.5 -9.0 1.6 7.9 -6.3 10.1 10.4 4.4 2.4 4.1 3.5 9.3 4.1 4.7 -1.5 10.7 -6.4 4.1 -2.2 2.2 1.7 0.3 4.3 0.1 9.2 17.0 16.7 12.6 20.0 8.7 -7.6 -8.3 US30 13.7 10.5 7.2 1.5 -7.3 -0.1 -1.3 -2.3 1.9 -10.3 -2.3 9.8 -10.5 11.1 10.7 -7.3 -3.3 -4.3 -3.4 8.4 1.7 5.7 -5.1 11.2 -4.3 4.6 -2.8 1.9 2.4 -0.7 5.3 -10.4 13.2 16.9 15.2 10.9 20.0 4.9 -3.5 -9.3 US5 5.7 10.5 10.1 1.5 -7.1 -0.1 -1.2 -2.2 1.9 -13.7 13.0 2.1 2.6 10.2 12.5 -2.2 -4.1 -2.9 -3.0 11.1 9.8 -1.6 5.5 7.4 1.9 5.0 -4.2 4.4 -0.5 2.9 3.5 -10.8 -6.3 10.0 17.5 14.1 -8.8 -12.9 -20.0 -20.0 VIX -6.6 -14.6 -11.6 -7.7 -2.0 -3.6 -5.0 0.4 -7.7 -9.4 -14.6 -20.0 -7.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.4 -12.0 -3.2 -19.7 NaN -8.8 -1.9 -4.3 -5.1 0.4 -8.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.3 -7.8 -13.5 -6.7 -4.2 -5.4 -5.2 -3.9 -6.6 2.1 -20.0 3.3 -20.0 -14.7 -20.0 -18.4 -18.1 -18.5 -18.3 -16.1 -20.0 0.7 -20.0 -6.7 12.6 -4.5 -0.2 -5.8 2.3 -8.3 -0.9 -20.0 10.2 20.0 5.9 20.0 -20.0 -17.0 -20.0 -18.7 End of report for caleb_strategy_v3