******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250922_204401 produced at 2025-09-22 21:39:34.254529 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.65 0.0 0.00 0.00 0.00 0.00 -13.32 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.35 0.0 999.00 -999.00 -0.26 -0.26 -32.66 999999999.0 -25 -25 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -3.15 24.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.09 0.0 0.00 -0.06 -0.06 -0.06 -20.78 26.0 -14 -14 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -10.47 59.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.69 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 -5.21 18.0 -5 -5 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.05 0.0 1.11 -1.11 -0.08 -0.08 -1.37 29.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.05 0.0 0.19 -0.19 -0.07 -0.07 -3.13 11.0 -4 -4 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 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -2.99 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.05 -0.05 -0.04 0.0 0.77 -0.77 -0.05 -0.05 -0.91 17.0 -1 -1 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.71 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.52 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.63 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 -1.85 3.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.60 9.0 -2 -2 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.09 -0.02 0.0 0.85 -0.85 -0.09 -0.09 -1.24 58.0 -6 -6 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.41 9.0 -2 -2 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.32 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.12 4.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.05 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.44 10.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.34 5.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.22 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.52 -0.52 0.02 0.02 0.13 23.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.07 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.31 51.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 0.96 -0.96 0.00 0.00 -0.07 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 -0.32 12.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.82 -0.82 0.02 0.02 0.65 66.0 2 2 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 0.12 13.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 0.01 0.0 1.45 -1.45 0.06 0.06 0.14 25.0 1 1 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 1.01 -1.01 0.00 0.00 0.13 17.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.16 0.01 0.0 1.10 -1.10 0.16 0.16 0.17 14.0 2 2 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.38 -0.38 0.00 0.00 0.63 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.38 999999999.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.16 0.02 0.0 0.61 -0.61 0.16 0.16 0.82 23.0 6 6 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.30 9.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.18 13.0 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 1.95 48.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.65 -0.65 0.00 0.00 0.82 21.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.81 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.04 0.0 0.68 -0.68 0.14 0.14 1.15 20.0 4 4 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.12 -1.12 0.00 0.00 2.03 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.05 0.0 0.45 -0.45 0.02 0.02 7.11 68.0 3 3 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.03 1.30 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.86 -0.86 0.00 0.00 1.22 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 0.76 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.19 0.06 0.0 0.75 -0.75 0.19 0.19 0.59 8.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.04 0.07 0.0 0.98 -0.98 0.04 0.04 1.51 22.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.08 0.0 999.00 -999.00 0.24 0.24 1.35 999999999.0 4 4 caleb_strategy_v3 OAT False False 0.08 0.30 0.09 0.0 0.75 -0.75 0.30 0.30 1.16 10.0 4 4 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.74 -0.74 0.00 0.00 1.17 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.11 0.0 0.66 -0.66 0.03 0.03 3.26 19.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.18 0.0 0.24 -0.24 0.17 0.17 9.70 13.0 9 9 caleb_strategy_v3 SOFR False True 0.13 0.00 0.22 0.0 0.00 0.00 0.00 0.00 1.74 11.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.39 0.38 0.0 0.58 -0.58 0.39 0.39 23.58 36.0 24 24 caleb_strategy_v3 MXP False False 0.01 0.46 0.65 0.0 0.86 -0.86 0.46 0.46 45.22 60.0 32 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.29 0.0 1.52 -1.52 0.00 0.00 8.52 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.8 Shocked risk 74.5 Sum abs risk 55.8 Leverage 5.73 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1891253.4, 'annual_cash_vol_target': 472813.35, 'daily_cash_vol_target': 29550.834375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6606 0.5429 8.6863 BITCOIN 1996.5643 113385.0000 1.7609 28.1739 BOBL 0.1907 117.7500 0.1620 2.5912 BTP 0.4581 119.7700 0.3825 6.1200 BUND 0.4056 128.2300 0.3163 5.0614 BUXL 0.9916 112.9200 0.8782 14.0507 CAC 57.7419 7844.5000 0.7361 11.7773 CAD 0.0025 0.7263 0.3470 5.5528 CANOLA 8.2544 622.2000 1.3267 21.2264 CHF 0.0061 1.2742 0.4769 7.6299 COCOA 153.9605 7000.0000 2.1994 35.1910 COFFEE 8.8198 348.6500 2.5297 40.4754 COPPER 0.0836 4.6370 1.8037 28.8584 CORN 4.7986 460.0000 1.0432 16.6908 COTTON2 0.7028 66.2500 1.0609 16.9745 CRUDE_W 0.9516 61.9400 1.5363 24.5801 DAX 171.9558 23728.0000 0.7247 11.5951 DOW 258.2720 46741.0000 0.5526 8.8410 DX 0.4185 96.9900 0.4315 6.9036 EUR 0.0056 1.1854 0.4691 7.5055 EURIBOR-ICE 0.0334 97.8100 0.0342 0.5471 EUROSTX 42.6927 5465.0000 0.7812 12.4992 FEEDCOW 3.5831 353.1750 1.0146 16.2328 GASOIL 10.9567 661.7500 1.6557 26.4915 GASOLINE 0.0297 1.8465 1.6109 25.7741 GAS_US_mini 0.0903 3.1000 2.9122 46.5958 GBP 0.0060 1.3519 0.4463 7.1405 GOLD_micro 24.7021 3782.7000 0.6530 10.4484 HEATOIL 0.0351 2.2543 1.5560 24.8966 JGB-SGX-mini 0.2448 135.9600 0.1800 2.8807 JPY 0.0000 0.0068 0.5506 8.8103 LEANHOG 0.9273 88.7000 1.0454 16.7267 LIVECOW 2.1391 240.2250 0.8904 14.2471 LUMBER-new 9.0425 599.5000 1.5083 24.1335 MXP 0.0003 0.0540 0.5080 8.1287 NASDAQ_micro 148.2994 25012.2500 0.5929 9.4865 NIKKEI 391.0858 45475.0000 0.8600 13.7600 NZD 0.0037 0.5889 0.6367 10.1874 OAT 0.4130 121.0700 0.3411 5.4575 OATIES 4.1415 326.2500 1.2694 20.3107 OJ 7.7665 237.6500 3.2680 52.2886 PALLAD 25.6257 1218.5000 2.1030 33.6488 PLAT 21.7043 1449.1000 1.4978 23.9645 REDWHEAT 7.3019 523.7500 1.3942 22.3066 RICE 0.1563 11.7350 1.3320 21.3120 ROBUSTA 115.7490 4290.0000 2.6981 43.1698 RUSSELL 23.8081 2480.4000 0.9599 15.3576 SHATZ 0.0557 106.9850 0.0520 0.8323 SILVER-mini 0.5188 44.5000 1.1659 18.6550 SMI 79.9370 12154.0000 0.6577 10.5232 SOFR 0.0491 96.7850 0.0507 0.8112 SOYBEAN 9.0708 1060.2500 0.8555 13.6885 SOYMEAL 3.1110 283.6000 1.0970 17.5514 SOYOIL 0.7651 50.0100 1.5299 24.4778 SP400 27.0704 3307.7000 0.8184 13.0945 SP500_micro 31.9944 6753.0000 0.4738 7.5805 SUGAR11 0.2183 15.8500 1.3773 22.0368 US10 0.3326 112.7344 0.2950 4.7202 US10U 0.4407 115.1562 0.3827 6.1238 US2 0.0871 104.2578 0.0835 1.3360 US20 0.6813 116.2812 0.5859 9.3739 US30 0.9854 119.6562 0.8236 13.1769 US5 0.2110 109.3906 0.1929 3.0860 VIX 0.4108 20.0000 2.0541 32.8651 WHEAT 6.8866 583.7500 1.1797 18.8754 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.55 0.54 358.61 1.00 358.61 29550.83 82.40 15.25 125.65 BITCOIN 113.38 1.76 199.66 1.00 199.66 29550.83 148.01 -6.52 -96.51 BOBL 1177.50 0.16 190.70 1.18 224.46 29550.83 131.65 1.44 18.92 BTP 1197.70 0.38 458.12 1.18 539.23 29550.83 54.80 6.26 34.31 BUND 1282.30 0.32 405.64 1.18 477.46 29550.83 61.89 3.22 19.95 BUXL 1129.20 0.88 991.63 1.18 1167.19 29550.83 25.32 -4.69 -11.87 CAC 784.45 0.74 577.42 1.18 679.65 29550.83 43.48 5.43 23.60 CAD 726.30 0.35 252.06 1.00 252.06 29550.83 117.24 -4.51 -52.84 CANOLA 124.44 1.33 165.09 0.72 119.57 29550.83 247.14 -0.51 -12.52 CHF 1592.75 0.48 759.53 1.00 759.53 29550.83 38.91 -5.04 -19.59 COCOA 700.00 2.20 1539.61 1.00 1539.61 29550.83 19.19 -1.60 -3.07 COFFEE 1307.44 2.53 3307.44 1.00 3307.44 29550.83 8.93 8.18 7.31 COPPER 1159.25 1.80 2090.88 1.00 2090.88 29550.83 14.13 -3.39 -4.79 CORN 230.00 1.04 239.93 1.00 239.93 29550.83 123.16 -1.06 -13.03 COTTON2 331.25 1.06 351.42 1.00 351.42 29550.83 84.09 -15.29 -128.54 CRUDE_W 619.40 1.54 951.56 1.00 951.56 29550.83 31.06 -1.00 -3.10 DAX 237.28 0.72 171.96 1.18 202.40 29550.83 146.00 -2.48 -36.25 DOW 233.70 0.55 129.14 1.00 129.14 29550.83 228.84 1.23 28.08 DX 969.90 0.43 418.49 1.00 418.49 29550.83 70.61 -3.86 -27.22 EUR 1481.75 0.47 695.08 1.00 695.08 29550.83 42.51 1.53 6.50 EURIBOR-ICE 2445.25 0.03 83.61 1.18 98.41 29550.83 300.29 8.30 249.36 EUROSTX 546.50 0.78 426.93 1.18 502.51 29550.83 58.81 5.73 33.72 FEEDCOW 1765.88 1.01 1791.57 1.00 1791.57 29550.83 16.49 10.82 17.85 GASOIL 661.75 1.66 1095.67 1.00 1095.67 29550.83 26.97 11.15 30.06 GASOLINE 775.53 1.61 1249.29 1.00 1249.29 29550.83 23.65 3.74 8.85 GAS_US_mini 77.50 2.91 225.70 1.00 225.70 29550.83 130.93 -14.64 -191.64 GBP 844.94 0.45 377.08 1.00 377.08 29550.83 78.37 7.44 58.28 GOLD_micro 378.27 0.65 247.02 1.00 247.02 29550.83 119.63 4.97 59.44 HEATOIL 946.81 1.56 1473.26 1.00 1473.26 29550.83 20.06 -2.52 -5.04 JGB-SGX-mini 135960.00 0.18 24478.60 0.01 165.96 29550.83 178.06 -6.90 -122.80 JPY 853.12 0.55 469.77 1.00 469.77 29550.83 62.91 -5.54 -34.84 LEANHOG 354.80 1.05 370.91 1.00 370.91 29550.83 79.67 20.00 159.34 LIVECOW 960.90 0.89 855.63 1.00 855.63 29550.83 34.54 10.68 36.88 LUMBER-new 164.86 1.51 248.67 1.00 248.67 29550.83 118.84 -6.37 -75.74 MXP 269.95 0.51 137.15 1.00 137.15 29550.83 215.47 14.28 307.64 NASDAQ_micro 500.24 0.59 296.60 1.00 296.60 29550.83 99.63 3.55 35.32 NIKKEI 45475.00 0.86 39108.58 0.01 265.16 29550.83 111.45 19.51 217.42 NZD 588.90 0.64 374.96 1.00 374.96 29550.83 78.81 4.01 31.57 OAT 1210.70 0.34 412.97 1.18 486.08 29550.83 60.79 5.58 33.91 OATIES 163.12 1.27 207.07 1.00 207.07 29550.83 142.71 -19.25 -274.73 OJ 356.48 3.27 1164.97 1.00 1164.97 29550.83 25.37 -5.23 -13.28 PALLAD 1218.50 2.10 2562.57 1.00 2562.57 29550.83 11.53 1.74 2.01 PLAT 724.55 1.50 1085.22 1.00 1085.22 29550.83 27.23 6.76 18.41 REDWHEAT 261.88 1.39 365.10 1.00 365.10 29550.83 80.94 -15.16 -122.71 RICE 234.70 1.33 312.62 1.00 312.62 29550.83 94.53 -13.00 -122.86 ROBUSTA 429.00 2.70 1157.49 1.00 1157.49 29550.83 25.53 3.84 9.81 RUSSELL 124.02 0.96 119.04 1.00 119.04 29550.83 248.24 8.64 214.37 SHATZ 1069.85 0.05 55.65 1.18 65.51 29550.83 451.11 -6.87 -310.09 SILVER-mini 1112.50 1.17 1297.11 1.00 1297.11 29550.83 22.78 17.39 39.63 SMI 1215.40 0.66 799.37 1.26 1007.45 29550.83 29.33 7.55 22.14 SOFR 2419.62 0.05 122.67 1.00 122.67 29550.83 240.90 1.19 28.64 SOYBEAN 530.12 0.86 453.54 1.00 453.54 29550.83 65.16 -1.17 -7.60 SOYMEAL 283.60 1.10 311.10 1.00 311.10 29550.83 94.99 -18.07 -171.62 SOYOIL 300.06 1.53 459.05 1.00 459.05 29550.83 64.37 -7.25 -46.68 SP400 3307.70 0.82 2707.04 1.00 2707.04 29550.83 10.92 -1.40 -1.53 SP500_micro 337.65 0.47 159.97 1.00 159.97 29550.83 184.72 4.55 83.98 SUGAR11 177.52 1.38 244.50 1.00 244.50 29550.83 120.86 -17.69 -213.78 US10 1127.34 0.30 332.58 1.00 332.58 29550.83 88.85 1.16 10.29 US10U 1151.56 0.38 440.75 1.00 440.75 29550.83 67.05 1.35 9.07 US2 2085.16 0.08 174.11 1.00 174.11 29550.83 169.72 0.85 14.38 US20 1162.81 0.59 681.26 1.00 681.26 29550.83 43.38 5.43 23.57 US30 1196.56 0.82 985.44 1.00 985.44 29550.83 29.99 2.56 7.68 US5 1093.91 0.19 210.99 1.00 210.99 29550.83 140.06 0.77 10.75 VIX 200.00 2.05 410.81 1.00 410.81 29550.83 71.93 -18.37 -132.11 WHEAT 291.88 1.18 344.33 1.00 344.33 29550.83 85.82 -12.35 -105.96 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 125.645 0.010 2.5 3.265 BITCOIN -96.511 0.043 2.5 -10.466 BOBL 18.920 0.004 2.5 0.192 BTP 34.313 0.014 2.5 1.172 BUND 19.955 0.004 2.5 0.203 BUXL -11.867 0.004 2.5 -0.121 CAC 23.599 0.014 2.5 0.806 CAD -52.835 0.010 2.5 -1.373 CANOLA -12.520 0.010 2.5 -0.305 CHF -19.591 0.010 2.5 -0.509 COCOA -3.074 0.010 2.5 -0.075 COFFEE 7.308 0.005 2.5 0.097 COPPER -4.787 0.043 2.5 -0.519 CORN -13.033 0.010 2.5 -0.318 COTTON2 -128.541 0.010 2.5 -3.132 CRUDE_W -3.097 0.043 2.5 -0.336 DAX -36.249 0.014 2.5 -1.238 DOW 28.081 0.009 2.5 0.654 DX -27.224 0.010 2.5 -0.707 EUR 6.498 0.010 2.5 0.169 EURIBOR-ICE 249.359 0.014 2.5 8.517 EUROSTX 33.720 0.014 2.5 1.152 FEEDCOW 17.855 0.013 2.5 0.592 GASOIL 30.061 0.017 2.5 1.305 GASOLINE 8.850 0.017 2.5 0.384 GAS_US_mini -191.636 0.043 2.5 -20.781 GBP 58.280 0.010 2.5 1.514 GOLD_micro 59.441 0.014 2.5 2.030 HEATOIL -5.045 0.017 2.5 -0.219 JGB-SGX-mini -122.802 0.043 2.5 -13.317 JPY -34.844 0.010 2.5 -0.905 LEANHOG 159.341 0.024 2.5 9.697 LIVECOW 36.882 0.013 2.5 1.224 LUMBER-new -75.740 0.010 2.5 -1.845 MXP 307.643 0.059 2.5 45.217 NASDAQ_micro 35.321 0.009 2.5 0.822 NIKKEI 217.423 0.043 2.5 23.577 NZD 31.567 0.010 2.5 0.820 OAT 33.914 0.014 2.5 1.158 OATIES -274.727 0.010 2.5 -6.693 OJ -13.279 0.010 2.5 -0.324 PALLAD 2.007 0.014 2.5 0.069 PLAT 18.412 0.014 2.5 0.629 REDWHEAT -122.710 0.005 2.5 -1.630 RICE -122.857 0.010 2.5 -2.993 ROBUSTA 9.812 0.005 2.5 0.130 RUSSELL 214.372 0.013 2.5 7.114 SHATZ -310.085 0.004 2.5 -3.149 SILVER-mini 39.629 0.014 2.5 1.354 SMI 22.141 0.014 2.5 0.756 SOFR 28.637 0.024 2.5 1.743 SOYBEAN -7.596 0.004 2.5 -0.071 SOYMEAL -171.621 0.004 2.5 -1.598 SOYOIL -46.681 0.004 2.5 -0.435 SP400 -1.530 0.013 2.5 -0.051 SP500_micro 83.981 0.009 2.5 1.954 SUGAR11 -213.779 0.010 2.5 -5.208 US10 10.289 0.005 2.5 0.131 US10U 9.074 0.005 2.5 0.115 US2 14.379 0.005 2.5 0.182 US20 23.572 0.005 2.5 0.299 US30 7.682 0.005 2.5 0.097 US5 10.745 0.005 2.5 0.136 VIX -132.110 0.099 2.5 -32.656 WHEAT -105.963 0.005 2.5 -1.408 ===================== Position diags ===================== AUD 2.14 BITCOIN 16.05 BOBL 1.34 BTP 1.87 BUND 0.63 BUXL 0.26 CAC 1.49 CAD 3.05 CANOLA 6.02 CHF 1.01 COCOA 0.47 COFFEE 0.12 COPPER 1.53 CORN 3.00 COTTON2 2.05 CRUDE_W 3.37 DAX 4.99 DOW 5.33 DX 1.83 EUR 1.10 EURIBOR-ICE 10.26 EUROSTX 2.01 FEEDCOW 0.55 GASOIL 1.17 GASOLINE 1.03 GAS_US_mini 14.20 GBP 2.04 GOLD_micro 4.09 HEATOIL 0.87 JGB-SGX-mini 19.31 JPY 1.63 LEANHOG 4.85 LIVECOW 1.15 LUMBER-new 2.90 MXP 31.67 NASDAQ_micro 2.32 NIKKEI 12.09 NZD 2.05 OAT 2.08 OATIES 3.48 OJ 0.62 PALLAD 0.39 PLAT 0.93 REDWHEAT 1.08 RICE 2.30 ROBUSTA 0.34 RUSSELL 8.24 SHATZ 4.58 SILVER-mini 0.78 SMI 1.00 SOFR 14.66 SOYBEAN 0.61 SOYMEAL 0.88 SOYOIL 0.60 SP400 0.36 SP500_micro 4.30 SUGAR11 2.94 US10 1.13 US10U 0.85 US2 2.15 US20 0.55 US30 0.38 US5 1.78 VIX 17.78 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.3 3.1 3.5 1.0 1 BITCOIN -10.5 -12.1 -8.9 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP 1.2 1.0 1.4 0.0 0 BUND 0.2 0.1 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 -1.4 -1.7 -1.1 -2.0 -2 CANOLA -0.3 -0.9 0.3 0.0 0 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 0.0 0 COPPER -0.5 -0.7 -0.4 0.0 0 CORN -0.3 -0.6 -0.0 -3.0 -3 COTTON2 -3.1 -3.3 -2.9 -4.0 -4 CRUDE_W -0.3 -0.7 0.0 0.0 0 DAX -1.2 -1.7 -0.7 -6.0 -6 DOW 0.7 0.1 1.2 2.0 2 DX -0.7 -0.9 -0.5 0.0 0 EUR 0.2 0.1 0.3 2.0 2 EURIBOR-ICE 8.5 7.5 9.5 0.0 0 EUROSTX 1.2 1.0 1.4 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 -20.8 -22.2 -19.4 -14.0 -14 GBP 1.5 1.3 1.7 1.0 1 GOLD_micro 2.0 1.6 2.4 0.0 0 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -13.3 -15.2 -11.4 0.0 0 JPY -0.9 -1.1 -0.7 -1.0 -1 LEANHOG 9.7 9.2 10.2 9.0 9 LIVECOW 1.2 1.1 1.3 0.0 0 LUMBER-new -1.8 -2.1 -1.6 0.0 0 MXP 45.2 42.1 48.4 32.0 32 NASDAQ_micro 0.8 0.6 1.1 6.0 6 NIKKEI 23.6 22.4 24.8 24.0 24 NZD 0.8 0.6 1.0 0.0 0 OAT 1.2 1.0 1.4 4.0 4 OATIES -6.7 -7.0 -6.3 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.6 0.5 0.7 0.0 0 REDWHEAT -1.6 -1.7 -1.5 0.0 0 RICE -3.0 -3.2 -2.8 -3.0 -3 ROBUSTA 0.1 0.1 0.2 1.0 1 RUSSELL 7.1 6.3 7.9 3.0 3 SHATZ -3.1 -3.6 -2.7 NaN 0 SILVER-mini 1.4 1.3 1.4 4.0 4 SMI 0.8 0.7 0.9 0.0 0 SOFR 1.7 0.3 3.2 NaN 0 SOYBEAN -0.1 -0.1 -0.0 0.0 0 SOYMEAL -1.6 -1.7 -1.5 -2.0 -2 SOYOIL -0.4 -0.5 -0.4 -1.0 -1 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro 2.0 1.5 2.4 0.0 0 SUGAR11 -5.2 -5.5 -4.9 -5.0 -5 US10 0.1 0.0 0.2 0.0 0 US10U 0.1 0.0 0.2 0.0 0 US2 0.2 -0.0 0.4 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 0.1 -0.0 0.3 1.0 1 VIX -32.7 -34.4 -30.9 -25.0 -25 WHEAT -1.4 -1.5 -1.3 -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 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.1 0.1 2.0 0.1 -0.0 0.1 0.0 0.0 0.1 0.1 0.2 0.2 0.1 0.1 0.7 0.7 0.7 0.7 BITCOIN -0.0 -0.5 0.0 0.1 0.1 0.3 0.1 0.3 0.1 -0.1 0.5 0.1 0.7 -0.1 0.0 -0.1 -0.2 -0.2 -0.2 0.0 0.2 -0.0 0.5 0.0 -2.7 -0.0 -0.1 0.1 -0.0 0.4 -0.0 -0.1 -0.5 -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 -0.1 0.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.2 -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 -0.1 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 -0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 BUXL 0.2 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.4 0.0 -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 -0.1 -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 -0.0 0.0 0.1 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 0.0 -0.0 0.0 -0.1 0.0 0.5 -0.2 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.6 CAD 0.0 -0.3 -0.0 0.1 -0.0 0.2 0.0 0.2 0.1 -0.0 0.2 -0.0 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 0.0 0.1 0.0 -0.4 -0.0 -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 -0.1 0.0 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 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 0.1 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 0.1 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 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 0.3 0.1 0.2 -0.1 -0.0 -0.1 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 0.3 0.0 0.2 0.1 0.3 COFFEE -0.2 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -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 0.1 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.0 0.6 0.6 0.6 0.2 0.6 0.6 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 -0.1 -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 -0.3 0.4 0.2 0.4 0.3 CORN 0.5 0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -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 0.0 -0.3 0.1 1.1 0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.1 0.2 0.6 0.6 0.5 -0.2 0.0 -0.1 0.1 COTTON2 -0.0 0.1 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -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 0.3 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W -0.0 -0.1 0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.0 0.1 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 0.1 -0.6 -0.3 -0.5 0.7 0.4 -0.1 0.5 DAX -0.5 -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 -0.0 0.2 -0.1 -0.0 -0.5 -0.6 -0.6 -0.6 0.7 0.7 0.7 0.5 DOW 0.2 0.4 0.6 0.1 0.1 0.1 0.1 0.1 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 0.4 0.2 -1.9 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 0.0 0.3 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 -0.2 -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 -0.1 -0.1 0.2 -0.7 -0.6 -0.7 -0.7 EURIBOR-ICE -0.1 -0.1 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 0.4 -0.1 -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 -0.2 -0.2 -0.1 -0.1 0.7 0.7 0.7 0.7 EUROSTX -0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.6 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 -0.1 -0.6 -0.3 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.3 -0.0 0.5 0.1 0.1 0.4 0.1 0.3 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 1.1 -0.0 0.5 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.0 0.2 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.1 0.0 -0.0 0.1 0.0 0.4 0.2 0.4 0.3 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.0 0.4 0.2 0.3 0.2 0.3 0.7 0.2 0.5 0.2 GASOLINE 0.1 0.0 0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 -0.0 0.0 0.0 -2.7 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 1.1 0.1 -0.5 -0.0 -0.4 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.3 -0.6 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.2 -0.5 -0.1 -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 -0.1 -0.1 -0.0 -1.1 -0.5 -0.0 -0.5 -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 -0.0 -0.2 0.2 -0.1 0.4 -0.1 0.2 -0.0 GOLD_micro 0.6 0.6 0.3 0.1 0.1 0.2 0.1 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 0.1 0.2 0.1 0.3 0.1 -0.5 0.4 0.6 0.6 -0.3 -0.5 0.1 -0.6 -0.1 HEATOIL 0.1 -0.1 0.3 0.0 -0.1 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 0.0 -2.7 -0.0 -0.1 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.5 -0.3 0.0 0.5 0.1 -0.4 -0.1 JGB-SGX-mini 0.1 -0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.8 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -0.2 -0.2 -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 0.0 -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 -0.0 -0.0 -0.0 -0.1 0.0 -0.7 -0.1 -0.5 -0.2 -0.6 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.3 0.3 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 0.3 0.1 0.0 0.2 0.0 0.3 0.1 1.1 0.4 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.6 -0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 0.1 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.2 0.6 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 -0.2 -0.2 NaN -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -1.2 -0.1 -0.1 -0.6 0.3 0.8 0.8 0.8 0.8 MXP 0.3 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 0.3 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 0.5 0.4 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 -0.2 -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 0.3 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 0.0 -0.1 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.0 1.4 0.0 -0.1 0.0 -0.0 -0.0 -0.0 0.0 -0.2 -0.3 -0.4 -0.3 0.7 0.5 0.7 0.7 OAT 0.2 -0.2 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.8 0.1 -0.1 -0.3 -0.2 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.4 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.2 0.6 -0.3 0.2 -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 -0.1 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.9 0.1 0.5 -0.0 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.3 -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 2.6 0.0 0.0 0.1 0.0 0.2 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 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.5 0.1 0.2 0.0 0.0 0.2 0.0 0.3 0.0 0.2 -0.1 -0.4 -0.5 0.5 0.6 0.2 -0.3 -0.2 REDWHEAT 0.1 -0.2 -0.5 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 0.9 -0.1 -0.1 -0.2 -0.0 -0.4 -0.0 -1.1 0.0 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.2 -0.5 -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 -0.0 0.2 -0.1 -0.1 -0.5 -0.3 -0.4 -0.3 ROBUSTA -0.4 0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.4 0.3 0.4 0.3 0.1 0.0 -0.0 -0.0 0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 1.1 -0.0 0.3 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 0.3 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 0.5 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.2 -0.3 -0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 0.1 -0.2 -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 -0.3 -0.5 -0.6 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.6 0.3 0.5 0.1 0.1 0.3 0.1 0.3 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 0.5 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 -0.0 0.1 -0.1 0.2 0.1 0.1 0.1 0.0 0.0 0.0 0.0 0.0 -0.0 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 0.0 0.3 0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 0.5 -0.1 0.4 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.4 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.2 -0.3 0.3 0.6 0.6 0.1 -0.4 -0.7 -0.7 SOYBEAN -0.1 0.4 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.4 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.0 -0.1 -0.2 0.0 -0.3 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.5 0.0 0.6 0.6 0.6 -0.3 -0.0 -0.2 0.2 SOYMEAL -0.2 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -0.2 -0.7 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 -2.2 -0.0 -0.1 -0.2 -0.1 -0.4 -0.0 -1.1 0.0 0.6 0.6 0.3 -0.7 -0.7 -0.7 -0.7 SOYOIL -0.4 -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 -0.1 0.0 -0.0 0.1 -0.0 0.1 -0.1 0.2 -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 -0.1 0.4 0.0 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 0.0 0.1 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.4 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 0.5 0.6 0.6 0.6 -0.7 -0.6 -0.7 -0.7 SUGAR11 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.2 -0.6 -0.2 -0.2 -0.2 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.4 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.5 -0.1 0.4 0.4 0.0 -0.7 -0.7 -0.7 -0.7 US10 0.2 0.4 0.4 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.3 0.0 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 0.4 0.6 0.5 -0.3 -0.6 -0.7 -0.7 US10U 0.3 0.4 0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.2 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 0.1 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 0.0 2.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.1 -0.1 0.2 0.5 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 0.1 0.5 0.6 0.4 0.7 0.3 -0.2 -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 0.0 -0.1 0.1 -0.6 0.0 -0.0 0.1 0.0 -0.0 0.1 -0.6 0.2 0.5 0.5 0.4 0.7 0.2 -0.1 -0.3 US5 0.1 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 0.2 0.1 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.6 -0.1 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 -0.0 -0.6 -0.3 -0.4 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.1 -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 -0.2 -0.4 -0.1 -0.1 -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 -0.1 -0.5 -0.1 1.7 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -1.1 0.1 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 12.0 3.9 7.2 5.6 -3.2 5.0 2.4 4.0 5.9 -13.8 19.0 7.6 3.1 13.3 12.6 -1.2 -1.4 -1.5 -1.5 11.6 8.9 4.1 3.4 12.4 15.2 6.4 -4.7 3.9 1.9 0.3 6.5 2.4 7.2 5.6 2.2 4.0 20.0 20.0 20.0 20.0 BITCOIN -0.0 -15.3 1.3 8.2 8.6 9.6 7.4 8.4 7.2 -9.3 17.3 9.6 20.0 -5.2 1.8 -7.4 -7.5 -7.8 -7.5 3.9 14.3 -0.5 20.0 0.7 -20.0 -0.9 -8.1 5.1 -2.6 10.4 -3.3 -2.6 -20.0 -20.0 -20.0 -20.0 12.4 -2.5 -11.7 -7.1 BOBL -0.7 -3.1 -4.1 1.2 -8.5 -0.2 -3.2 -2.3 0.8 -12.3 2.9 -11.5 -1.1 -9.3 -9.9 20.0 -2.6 4.5 0.2 -3.6 -2.9 -7.8 -2.5 -4.8 2.6 -2.9 -7.4 -2.4 -6.4 -1.7 -3.8 -7.2 -8.8 -5.6 -8.3 -6.9 20.0 20.0 20.0 20.0 BTP 3.2 -4.4 -1.3 1.5 -10.9 -0.3 -4.2 -3.0 1.0 -16.0 16.6 10.3 14.1 8.8 9.1 8.7 9.2 11.0 10.6 3.2 5.4 -0.5 8.4 2.7 -20.0 2.5 -6.2 4.3 -0.8 6.9 2.0 12.0 8.4 0.3 -2.0 6.6 20.0 20.0 20.0 20.0 BUND 3.5 -0.5 -0.7 1.1 -8.3 -0.2 -3.2 -2.3 0.7 -12.9 -0.7 -2.4 -6.7 -1.7 -6.4 -1.1 6.2 6.5 8.0 -2.0 -3.7 -5.1 -5.9 -1.6 -1.0 -1.5 -7.8 -2.4 -4.2 -2.9 -1.4 7.5 -3.4 -1.5 -5.2 -4.6 20.0 20.0 20.0 20.0 BUXL 6.5 -1.9 -4.3 1.2 -8.4 -0.2 -3.2 -2.3 0.7 -13.4 -14.2 1.3 -14.5 -4.6 -10.4 3.5 2.4 3.4 3.2 -7.5 -11.7 -4.4 -14.4 -3.4 -3.2 -4.1 -6.9 -5.7 -2.7 -5.8 -2.0 0.0 3.0 -3.4 -11.2 -11.7 20.0 8.9 -0.2 2.1 CAC -0.7 1.2 1.6 6.3 8.1 4.8 8.1 3.5 7.1 6.6 11.6 6.9 9.0 4.3 3.7 0.2 -0.6 -0.6 -0.4 2.6 3.4 7.4 4.0 4.4 0.6 0.1 4.1 -1.8 4.5 -2.6 2.4 8.5 -6.9 -20.0 -15.5 -20.0 20.0 20.0 20.0 16.7 CAD 0.6 -9.3 -0.8 6.2 -3.6 5.7 2.7 4.5 6.6 -5.1 9.2 -1.0 0.8 -6.9 -13.6 -7.3 -6.7 -7.4 -7.2 -5.2 -0.2 -1.0 -0.2 -3.4 18.5 0.9 -5.1 4.3 1.3 2.7 1.3 -7.1 -0.0 -15.5 -20.0 -9.4 -20.0 -20.0 -20.0 -20.0 CANOLA -8.7 -20.0 -11.5 -2.8 -2.5 -2.2 -2.5 -1.6 -2.9 -7.7 0.7 -7.0 2.2 -7.9 -8.3 -14.7 -6.7 -10.1 -6.3 -9.0 -3.5 -7.4 0.8 -8.7 2.1 -2.9 -3.3 -1.4 -2.3 -0.1 -2.7 -3.8 -0.7 1.7 -4.3 0.8 20.0 20.0 20.0 20.0 CHF 6.0 -6.3 5.7 3.4 -2.0 3.1 1.5 2.5 3.6 -2.6 10.8 3.9 9.6 4.7 4.9 -14.8 -15.4 -15.1 -14.9 5.6 9.0 4.7 10.0 5.8 -0.4 4.1 0.4 4.9 3.2 4.8 4.4 -20.0 4.3 2.5 -2.6 3.1 -20.0 -20.0 -20.0 -20.0 COCOA -12.6 -2.9 -9.4 -2.8 -2.5 -2.2 -2.5 -1.6 -2.9 -7.0 -4.9 -7.3 2.2 -6.9 -3.9 -0.1 14.4 7.0 10.9 -4.8 -2.2 -7.1 4.7 -6.3 -20.0 -1.3 -4.8 0.4 -3.2 4.8 -2.3 20.0 0.5 7.5 10.9 8.2 0.7 4.9 4.3 8.3 COFFEE -6.1 20.0 -12.6 -4.5 -4.0 -3.6 -4.0 -2.6 -4.6 -12.2 5.1 -7.5 8.4 9.7 10.2 13.7 8.9 11.5 10.0 16.0 9.9 -4.3 8.8 12.0 -20.0 4.5 -2.5 3.2 0.3 3.1 3.7 20.0 1.8 20.0 20.0 20.0 6.6 17.0 16.6 20.0 COPPER 4.8 -14.8 -10.4 2.3 2.5 2.8 2.1 2.4 2.0 -1.0 -3.5 2.0 -1.5 -5.7 -5.9 -4.8 -5.4 -4.7 -5.1 -4.2 -2.9 0.4 0.0 -1.6 -5.1 -0.7 -0.0 0.4 -0.0 1.4 -0.5 1.2 -5.7 -7.0 -20.0 -8.0 11.1 6.5 11.4 7.5 CORN 15.2 10.0 -6.6 -5.2 -4.6 -4.1 -4.7 -3.0 -5.3 -4.9 -10.2 8.7 -13.2 11.6 -2.4 -20.0 -19.0 -20.0 -20.0 0.8 -7.3 3.5 -11.8 7.1 8.3 1.9 -3.5 -2.0 1.9 -5.8 4.2 -20.0 9.3 20.0 20.0 16.5 -6.7 1.0 -2.7 3.6 COTTON2 -0.7 1.6 2.2 -7.4 -6.6 -5.9 -6.6 -4.2 -7.5 -18.9 -20.0 -9.9 -20.0 -13.1 -16.8 -17.9 -13.3 -15.8 -14.6 -6.9 -11.8 -4.4 -20.0 -4.1 -16.0 -2.4 -12.4 -7.2 -3.2 -15.4 -0.7 -17.2 14.5 20.0 20.0 20.0 -11.1 -20.0 -5.8 -20.0 CRUDE_W -0.7 -3.3 1.0 2.7 -7.6 3.3 -1.7 1.5 1.2 -12.3 -1.8 -6.5 -9.6 -12.7 -4.1 7.2 7.6 7.4 7.1 -1.3 -2.2 -3.4 -5.6 -2.0 1.9 -4.0 -6.1 -3.1 -4.1 -4.3 -4.7 -2.6 4.8 -17.3 -9.1 -14.4 20.0 11.0 -2.5 13.9 DAX -16.9 -12.2 -5.4 5.7 7.3 4.4 7.3 3.2 6.4 3.6 14.4 -9.9 16.7 -11.8 -4.0 -5.4 -6.4 -5.2 -5.3 -6.1 6.9 -7.8 20.0 -11.5 -10.6 -4.8 -0.6 -0.3 -4.2 5.8 -6.3 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 14.7 DOW 5.0 11.6 20.0 5.5 7.1 4.2 7.1 3.1 6.2 16.5 17.4 17.0 12.6 17.7 18.6 -8.7 -8.1 -8.0 -7.5 20.0 18.8 17.4 14.1 18.6 -14.4 6.7 5.3 4.8 5.8 3.1 6.6 -3.8 1.9 10.4 10.6 11.6 -20.0 -20.0 -20.0 -20.0 DX -3.3 2.3 -0.8 3.2 -1.8 2.9 1.4 2.3 3.4 4.4 -11.2 -3.1 -10.5 -7.1 -4.9 6.1 6.1 6.2 6.0 -4.6 -8.4 -3.4 -10.0 -4.3 -20.0 -2.4 -0.4 -4.0 -2.6 -4.6 -2.8 15.3 -6.6 -20.0 -4.6 -14.9 20.0 12.5 20.0 15.3 EUR 3.8 -1.9 5.1 3.8 -2.1 3.4 1.6 2.7 4.0 -0.2 13.3 4.7 12.2 9.2 8.9 -6.9 -7.5 -7.5 -7.5 7.0 11.5 5.2 12.7 6.1 11.9 4.8 1.6 6.2 3.7 6.3 4.6 -7.9 5.9 -3.6 -2.8 4.8 -20.0 -18.2 -20.0 -20.0 EURIBOR-ICE -2.2 -2.5 -5.8 1.0 -7.0 -0.2 -2.7 -1.9 0.6 -10.6 7.8 -10.2 9.8 -5.5 -3.8 11.6 9.8 12.8 12.2 -0.9 1.7 -7.1 5.2 -3.6 6.4 -1.1 -6.2 0.2 -6.1 2.4 -3.2 14.2 -9.6 -4.9 -4.3 -2.1 20.0 20.0 20.0 20.0 EUROSTX -2.5 2.1 -1.4 6.1 7.9 4.7 7.9 3.4 6.9 15.2 16.3 11.1 15.4 9.8 8.8 -2.4 -0.7 -1.8 -1.2 4.6 6.8 11.4 11.0 6.2 -6.4 0.9 10.0 -0.1 7.7 1.5 3.5 7.9 -4.2 -20.0 -10.1 -20.0 20.0 20.0 20.0 14.3 FEEDCOW -20.0 -1.6 9.7 -3.9 -3.5 -3.1 -3.5 -2.2 -4.0 6.9 12.4 -2.4 13.0 4.9 10.2 19.5 5.6 16.4 11.5 16.0 20.0 2.7 20.0 4.9 -20.0 3.9 3.5 6.1 0.5 6.3 1.0 20.0 -1.3 15.5 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.3 1.1 7.6 2.3 -6.7 2.9 -1.5 1.3 1.0 -5.8 5.0 4.4 -0.3 9.8 3.9 20.0 12.0 18.7 14.5 7.4 6.6 3.5 2.7 6.8 -0.1 5.0 -2.3 4.6 2.4 2.0 4.4 7.1 10.2 10.5 6.7 8.1 20.0 6.9 15.3 6.7 GASOLINE 1.6 1.2 4.1 2.7 -7.7 3.4 -1.7 1.6 1.2 -13.3 5.5 -4.9 -1.3 -0.5 2.9 20.0 20.0 20.0 20.0 4.3 3.5 -2.0 0.9 2.6 -20.0 -1.9 -9.4 -0.2 -4.8 0.1 -3.3 20.0 5.5 -14.8 -1.3 -13.6 20.0 17.6 20.0 20.0 GAS_US_mini 7.4 -8.9 -20.0 3.0 -8.5 3.7 -1.9 1.7 1.3 -18.5 -20.0 -7.0 -13.5 -13.3 -19.7 -20.0 -20.0 -20.0 -20.0 -18.6 -20.0 -11.7 -15.2 -10.7 20.0 -6.6 -11.1 -6.9 -5.7 -4.1 -4.2 -20.0 -20.0 -0.3 -16.9 -20.0 -3.4 -20.0 -20.0 -20.0 GBP 2.7 0.1 -0.3 6.3 -3.6 5.7 2.7 4.6 6.6 -12.0 18.7 4.7 18.6 15.8 5.1 0.1 -0.3 -0.4 -0.4 7.3 13.1 -1.0 18.0 5.7 1.1 7.1 -6.5 7.7 0.8 8.9 6.4 4.3 -1.6 -6.9 5.9 -3.3 11.5 -2.6 4.8 -0.0 GOLD_micro 20.0 18.7 9.5 6.8 7.2 8.1 6.2 7.0 6.0 16.6 20.0 20.0 20.0 20.0 19.2 -12.6 -11.4 -11.6 -11.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 9.0 6.2 8.1 7.3 8.6 -8.8 17.8 20.0 20.0 -9.9 -16.3 1.5 -19.0 -2.8 HEATOIL 2.6 -1.9 9.5 2.7 -7.6 3.3 -1.7 1.5 1.2 -11.2 9.7 -3.4 2.4 0.5 9.5 11.7 8.7 10.0 9.0 6.1 7.9 -0.8 5.0 3.4 -20.0 -0.3 -6.7 3.7 -3.1 4.3 -2.7 0.6 2.3 -14.7 -10.5 1.2 13.7 3.8 -11.6 -4.4 JGB-SGX-mini 3.1 -5.8 -4.9 0.7 -4.8 -0.1 -1.8 -1.3 0.4 -8.2 -6.1 -5.8 -6.4 -6.0 -6.8 14.0 15.1 17.5 16.2 -5.2 -6.0 -7.2 -6.9 -4.8 -5.7 -2.3 -6.3 -2.6 -3.6 -3.2 -2.2 20.0 -9.0 -5.4 -4.9 -5.9 -20.0 -20.0 -20.0 -20.0 JPY 0.3 -3.3 -9.6 4.2 -2.4 3.8 1.8 3.1 4.4 -11.8 -6.3 -6.3 -5.3 3.1 -8.7 -10.4 -11.1 -10.4 -10.3 -6.0 -5.9 -3.9 -5.0 -3.5 20.0 -0.7 -4.1 -1.7 -1.4 -1.9 0.6 -13.3 -3.2 -15.3 -5.5 -18.9 -9.5 -9.7 -15.2 -9.2 LEANHOG 9.4 8.2 9.4 -7.7 -6.9 -6.1 -6.9 -4.4 -7.9 -1.4 20.0 15.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 9.2 20.0 18.8 2.3 7.3 3.1 7.3 3.4 7.6 6.6 20.0 15.4 20.0 20.0 20.0 20.0 13.2 20.0 20.0 LIVECOW -20.0 -1.7 9.3 -4.2 -3.8 -3.4 -3.8 -2.4 -4.3 9.5 13.6 1.3 14.0 6.2 11.3 -4.8 16.5 9.0 15.6 14.3 20.0 5.3 20.0 5.9 -20.0 4.3 4.9 6.9 1.5 7.7 1.5 20.0 6.6 20.0 20.0 20.0 20.0 12.6 20.0 17.9 LUMBER-new -14.9 -20.0 -4.0 -3.3 -2.9 -2.6 -2.9 -1.9 -3.3 -8.2 -7.8 -10.0 -4.9 -10.9 -9.7 -20.0 -20.0 -20.0 -20.0 -15.9 -9.9 -10.5 -5.2 -16.2 NaN -3.1 -1.2 -1.6 -2.0 -0.4 -3.3 -20.0 -3.5 -2.8 -15.9 7.6 20.0 20.0 20.0 20.0 MXP 7.7 0.8 17.7 6.4 -3.7 5.8 2.7 4.7 6.8 13.9 20.0 19.0 13.6 20.0 20.0 12.5 12.5 12.5 12.1 20.0 20.0 20.0 20.0 20.0 -20.0 9.8 4.0 10.4 8.2 8.3 9.7 20.0 20.0 7.7 12.9 20.0 8.8 7.8 0.6 10.0 NASDAQ_micro 14.5 12.3 20.0 5.6 7.2 4.3 7.2 3.1 6.3 16.8 19.2 18.5 17.1 17.9 18.8 -10.1 -8.6 -9.3 -8.5 20.0 20.0 20.0 20.0 20.0 -20.0 6.8 9.6 5.9 8.9 4.9 7.5 -5.1 20.0 20.0 12.9 19.9 -20.0 -18.1 -20.0 -20.0 NIKKEI 9.9 17.7 20.0 6.0 7.8 4.6 7.8 3.4 6.8 16.1 19.9 18.7 15.9 19.3 19.5 4.2 9.7 9.1 9.7 20.0 20.0 20.0 20.0 20.0 -15.1 7.6 5.5 5.5 7.4 2.6 7.9 20.0 20.0 18.8 20.0 20.0 9.2 18.9 20.0 20.0 NZD 6.3 -7.0 -2.3 4.1 -2.4 3.7 1.8 3.0 4.3 -11.8 5.9 -4.6 -1.8 -3.3 -6.8 -3.4 -2.6 -3.4 -3.1 -2.7 -1.0 -7.0 -0.5 -2.5 10.3 0.1 -10.3 0.3 -4.3 -0.4 -0.2 0.0 -9.6 -9.8 -13.2 -9.1 20.0 15.1 20.0 20.0 OAT 4.7 -5.9 -3.8 1.1 -7.7 -0.2 -2.9 -2.1 0.7 -12.6 0.6 3.1 -4.3 -1.4 -5.4 15.7 9.4 15.7 13.4 -4.0 -4.3 -3.8 -4.4 -2.2 1.1 -2.5 -6.2 -2.3 -2.7 -1.7 -1.5 14.2 2.2 -4.4 -8.4 -7.4 20.0 20.0 20.0 20.0 OATIES -8.2 -20.0 -11.8 -7.0 -6.3 -5.6 -6.3 -4.0 -7.2 -15.3 -18.2 -20.0 -8.0 -20.0 -20.0 -20.0 -2.7 -14.5 -6.7 -20.0 -19.0 -15.4 -10.9 -20.0 -20.0 -7.9 -6.0 -6.0 -4.7 -3.8 -6.7 0.1 -8.3 20.0 -8.6 7.4 -20.0 -8.9 -20.0 -8.2 OJ -0.5 -2.1 12.4 -2.1 -1.9 -1.7 -1.9 -1.2 -2.2 -5.6 -3.9 -2.3 -4.4 -3.9 -1.0 1.1 6.9 2.7 4.2 -1.1 -2.7 -2.2 -4.1 -1.0 -20.0 -0.3 -2.5 -1.4 -0.7 -1.9 0.0 16.4 4.7 14.0 -0.3 7.0 -14.3 -10.2 -11.2 -8.4 PALLAD 8.3 -9.1 13.0 4.0 4.2 4.7 3.6 4.1 3.5 3.3 3.7 6.2 2.7 -2.6 1.5 -2.8 -2.9 -2.8 -2.9 3.7 5.9 3.8 4.9 3.6 19.2 1.9 2.0 4.2 1.2 4.4 0.9 5.3 -1.5 -7.6 -13.6 -2.2 -20.0 -20.0 -20.0 -20.0 PLAT 3.4 -2.2 20.0 4.6 4.8 5.4 4.1 4.7 4.0 11.6 10.3 6.5 8.8 5.3 9.1 -4.1 -3.5 -3.1 -3.1 10.3 16.8 7.9 17.0 6.7 1.8 2.9 4.3 7.1 1.9 7.7 0.7 4.6 -4.7 -12.9 -14.0 13.9 17.4 5.4 -9.2 -4.6 REDWHEAT 2.1 -7.2 -14.5 -7.0 -6.2 -5.6 -6.3 -4.0 -7.2 -17.6 -20.0 -11.8 -20.0 -18.3 -20.0 -20.0 -16.0 -19.7 -18.2 -19.3 -20.0 -8.9 -20.0 -12.0 6.8 -6.6 -11.0 -8.4 -4.4 -11.3 -4.2 -20.0 0.2 20.0 9.1 20.0 -20.0 -20.0 -20.0 -20.0 RICE -11.9 -6.6 -14.1 -2.8 -2.5 -2.3 -2.6 -1.6 -2.9 -8.5 -9.6 -8.9 -9.2 -9.5 -9.5 -16.8 -7.9 -16.4 -14.4 -13.4 -13.3 -7.4 -12.3 -11.5 -1.7 -3.4 -1.1 -3.7 -1.8 -4.0 -2.8 -13.0 -1.5 7.5 -1.9 -2.5 -15.5 -8.6 -10.6 -8.5 ROBUSTA -12.7 20.0 -9.4 -2.4 -2.1 -1.9 -2.2 -1.4 -2.4 -4.7 -1.6 -3.6 -0.7 4.1 3.7 20.0 16.1 20.0 17.0 5.2 0.4 -4.2 -0.7 3.5 -20.0 1.4 -2.0 0.1 -0.8 -0.1 1.0 20.0 -0.2 10.5 20.0 3.7 -0.3 18.3 2.1 20.0 RUSSELL 8.4 15.6 20.0 5.3 6.8 4.1 6.8 3.0 6.0 12.2 15.7 14.9 7.0 17.0 17.7 -5.2 -5.4 -5.1 -5.0 20.0 17.9 20.0 8.9 20.0 8.3 6.4 4.9 4.4 5.5 1.9 6.2 0.5 0.9 16.9 19.3 18.2 -20.0 -20.0 -20.0 -20.0 SHATZ -6.5 -10.8 -11.1 1.1 -8.0 -0.2 -3.1 -2.2 0.7 -11.8 -3.6 -13.2 3.0 -13.9 -14.6 -20.0 -19.3 -20.0 -18.9 -10.9 -7.3 -10.5 -2.8 -11.5 5.7 -5.1 -3.6 -3.4 -5.2 -1.2 -5.5 -20.0 -11.0 -15.5 -18.3 -14.7 20.0 16.7 20.0 20.0 SILVER-mini 19.3 9.8 15.1 8.1 8.5 9.5 7.3 8.3 7.1 20.0 20.0 20.0 20.0 20.0 20.0 -7.2 -6.7 -7.0 -6.7 20.0 20.0 20.0 20.0 20.0 -11.2 9.4 12.3 8.6 9.6 6.9 9.4 -1.2 20.0 20.0 20.0 18.9 20.0 20.0 19.9 5.6 SMI -3.2 9.7 -2.3 5.3 6.9 4.1 6.9 3.0 6.0 -1.3 5.0 -7.3 4.8 5.2 5.5 2.6 2.5 1.1 1.5 3.4 2.3 -4.1 3.5 -0.0 8.3 1.9 1.1 0.1 -2.1 0.1 0.3 12.9 -20.0 -20.0 -0.4 -18.7 20.0 20.0 20.0 20.0 SOFR 1.3 9.1 13.6 1.5 -10.9 -0.3 -4.1 -3.0 1.0 -18.6 19.9 -6.2 12.3 11.0 17.0 7.2 4.8 7.2 6.4 17.0 19.1 -6.5 15.0 7.8 -20.0 6.5 -6.3 6.5 -2.6 4.7 3.2 4.7 -11.4 10.3 20.0 20.0 4.4 -12.6 -20.0 -20.0 SOYBEAN -3.7 11.0 2.8 -5.8 -5.2 -4.6 -5.2 -3.3 -5.9 -14.1 4.5 -10.6 -10.9 8.4 5.1 -6.7 -7.6 -11.3 -10.4 3.6 1.3 -6.7 -5.9 1.1 -2.2 5.3 -9.3 3.8 -2.3 -1.4 2.9 -8.8 0.1 20.0 20.0 20.0 -10.0 -1.3 -6.7 4.6 SOYMEAL -4.7 8.9 -3.8 -6.3 -5.6 -5.0 -5.7 -3.6 -6.4 -17.3 -15.3 -14.8 -19.3 -1.5 -8.9 -19.8 -14.9 -18.8 -17.7 -8.1 -14.7 -10.1 -20.0 -6.6 -16.3 -0.6 -12.3 -6.0 -5.3 -12.2 -0.4 -20.0 0.3 20.0 20.0 9.7 -20.0 -20.0 -20.0 -20.0 SOYOIL -11.1 -20.0 7.0 -3.9 -3.4 -3.1 -3.5 -2.2 -3.9 -10.4 6.4 -9.6 7.8 -9.8 0.1 -7.5 -2.9 -4.7 -3.6 -3.5 4.0 -10.2 7.0 -7.8 -9.4 -1.6 -7.4 1.7 -4.6 2.4 -3.6 1.3 -4.4 5.2 -1.5 20.0 -20.0 -8.9 -20.0 -9.3 SP400 2.5 6.8 17.5 5.0 6.5 3.8 6.4 2.8 5.6 -6.4 13.4 4.3 6.0 11.9 14.6 -5.9 -5.9 -5.8 -5.6 12.9 11.5 3.7 6.4 9.0 -2.4 5.5 0.1 3.6 1.9 1.1 4.3 -0.5 -20.0 0.1 2.6 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 12.0 16.8 20.0 6.9 8.9 5.3 8.9 3.9 7.8 20.0 20.0 20.0 20.0 20.0 20.0 -11.0 -9.4 -10.0 -9.1 20.0 20.0 20.0 20.0 20.0 -20.0 8.7 9.1 6.9 9.0 4.9 8.9 -6.3 20.0 20.0 19.6 20.0 -20.0 -18.7 -20.0 -20.0 SUGAR11 -11.2 -0.5 -8.3 -5.6 -5.0 -4.5 -5.1 -3.2 -5.8 -16.4 -16.7 -15.9 -16.3 -14.9 -15.4 -12.5 5.5 -10.8 -4.6 -14.5 -15.8 -18.7 -16.0 -15.7 -20.0 -6.2 -13.0 -6.7 -9.4 -6.3 -6.9 8.7 -4.0 11.5 12.1 1.1 -20.0 -20.0 -20.0 -20.0 US10 7.2 11.4 11.1 1.1 -7.9 -0.2 -3.0 -2.1 0.7 -13.2 11.7 2.9 1.5 10.4 12.6 2.1 -0.8 1.4 0.7 11.7 9.5 -1.6 4.5 8.1 -3.6 4.8 -3.7 3.8 -0.5 2.1 3.4 -5.0 -2.1 13.0 20.0 15.9 -8.0 -19.1 -20.0 -20.0 US10U 10.2 12.1 10.5 1.5 -11.2 -0.3 -4.3 -3.0 1.0 -18.4 12.3 6.2 -2.2 14.5 17.4 -4.6 -2.6 -3.3 -2.7 16.8 11.3 0.0 2.9 13.9 -9.1 6.7 -4.8 4.7 0.3 2.1 5.6 -9.4 3.8 20.0 20.0 20.0 7.7 -12.4 -20.0 -20.0 US2 5.0 9.1 6.3 1.0 -7.1 -0.2 -2.7 -1.9 0.6 -12.0 5.6 -1.9 -2.5 8.2 8.4 -11.1 -16.5 -13.4 -14.1 6.6 4.9 -2.1 1.5 4.4 17.1 3.8 -4.0 3.1 -0.9 2.0 2.6 -20.0 -3.4 6.3 14.5 8.4 -5.0 -8.6 -13.6 -18.4 US20 13.4 11.4 9.1 1.0 -7.0 -0.2 -2.7 -1.9 0.6 -11.2 1.8 6.5 -6.3 9.0 10.2 4.5 2.5 4.2 3.5 9.2 4.3 2.2 -1.4 9.3 -6.5 4.1 -2.6 2.3 0.8 0.4 3.8 0.2 5.5 16.1 17.1 13.3 20.0 8.9 -6.9 -8.6 US30 13.8 10.3 7.2 1.2 -8.5 -0.2 -3.2 -2.3 0.8 -13.3 -2.2 8.3 -10.5 10.1 10.5 -7.3 -3.3 -4.4 -3.4 8.3 1.8 3.0 -5.1 9.8 -4.4 4.5 -3.2 2.0 1.3 -0.7 4.7 -10.5 8.9 16.2 15.8 11.7 20.0 5.1 -3.0 -9.6 US5 4.0 10.1 10.1 1.2 -8.5 -0.2 -3.2 -2.3 0.8 -14.4 13.2 -2.3 2.7 9.4 12.3 -2.0 -4.1 -2.8 -3.0 10.8 10.0 -3.4 5.7 6.1 1.9 5.0 -4.5 4.5 -1.4 3.1 3.0 -10.8 -5.4 8.9 18.2 14.6 -9.0 -13.1 -20.0 -20.0 VIX -6.1 -14.6 -11.6 -7.7 -0.5 -3.7 -4.2 0.3 -7.4 -0.5 -15.0 -20.0 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.7 -9.9 -3.5 -18.7 NaN -8.8 -0.3 -4.4 -4.2 0.3 -8.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.5 -7.4 -13.7 -6.8 -6.1 -5.4 -6.1 -3.9 -7.0 -13.2 -20.0 -5.6 -20.0 -16.6 -20.0 -18.4 -18.1 -18.5 -18.3 -16.3 -20.0 -6.0 -20.0 -8.7 12.8 -5.0 -10.5 -6.0 -2.9 -8.3 -2.7 -20.0 3.8 20.0 6.5 20.0 -20.0 -17.1 -20.0 -18.8 End of report for caleb_strategy_v3