******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250923_204404 produced at 2025-09-23 21:38:54.493028 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.72 0.0 0.00 0.00 0.00 0.00 -14.74 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.32 0.0 999.00 -999.00 -0.27 -0.27 -29.91 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 -3.18 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 -20.93 26.0 -14 -14 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.02 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 -7.07 2.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.06 0.0 1.11 -1.11 -0.08 -0.08 -1.69 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 -3.12 11.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -5.05 18.0 -5 -5 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.70 999999999.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -3.15 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 0.00 -0.04 0.0 1.10 -1.10 0.00 0.00 -0.47 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 -0.91 17.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -1.74 9.0 -2 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.54 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 -1.45 8.0 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 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.27 9.0 -2 -2 caleb_strategy_v3 DAX False False 0.01 -0.09 -0.02 0.0 0.86 -0.86 -0.09 -0.12 -1.39 58.0 -6 -8 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.46 10.0 -1 -1 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.01 0.0 0.35 -0.35 0.00 0.00 -0.07 2.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.13 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 -0.17 3.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.33 3.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.61 3.0 0 0 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.00 0.0 0.97 -0.97 0.00 0.00 -0.10 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 -0.26 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 -0.10 7.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.50 -0.50 0.02 0.00 0.11 23.0 1 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.00 0.0 0.17 -0.17 0.00 0.00 -0.08 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.25 -0.25 0.00 0.00 -0.26 51.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.10 2.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 0.01 0.0 1.45 -1.45 0.06 0.06 0.13 25.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.81 -0.81 0.02 0.02 0.46 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 0.18 19.0 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 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 COFFEE False False 0.07 0.00 0.01 0.0 0.40 -0.40 0.00 0.07 0.09 6.0 0 1 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 NASDAQ_micro False False 0.03 0.16 0.02 0.0 0.60 -0.60 0.16 0.13 0.69 23.0 6 5 caleb_strategy_v3 EUR False False 0.08 0.16 0.02 0.0 1.10 -1.10 0.16 0.08 0.26 14.0 2 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.80 -0.80 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.65 -0.65 0.00 0.00 0.69 21.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.42 999999999.0 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 PLAT False False 0.04 0.00 0.03 0.0 0.40 -0.40 0.00 0.00 0.66 10.0 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 1.56 48.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.12 -1.12 0.00 0.00 2.23 56.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.04 0.0 0.68 -0.68 0.14 0.14 1.21 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 0.82 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.05 0.0 0.14 -0.14 0.04 0.04 1.38 4.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.05 0.0 0.45 -0.45 0.02 0.02 7.55 68.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.72 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.86 -0.86 0.00 0.00 1.37 17.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.07 0.0 0.98 -0.98 0.04 0.04 1.53 22.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.19 0.07 0.0 0.75 -0.75 0.19 0.19 0.71 8.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.06 0.23 0.08 0.0 999.00 -999.00 0.23 0.23 1.39 999999999.0 4 4 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.75 -0.75 0.00 0.00 1.12 10.0 0 0 caleb_strategy_v3 OAT False False 0.08 0.30 0.09 0.0 0.75 -0.75 0.30 0.30 1.15 10.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.03 0.11 0.0 0.66 -0.66 0.03 0.03 3.23 19.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.18 0.0 0.25 -0.25 0.17 0.17 9.16 13.0 9 9 caleb_strategy_v3 SOFR False True 0.13 0.00 0.23 0.0 0.00 0.00 0.00 0.00 1.77 11.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.39 0.41 0.0 0.58 -0.58 0.39 0.44 25.10 36.0 24 27 caleb_strategy_v3 MXP False False 0.01 0.46 0.67 0.0 0.86 -0.86 0.46 0.46 46.74 60.0 32 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.26 0.0 1.52 -1.52 0.00 0.00 8.28 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.3 Shocked risk 73.1 Sum abs risk 55.7 Leverage 5.81 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1891799.33, 'annual_cash_vol_target': 472949.8325, 'daily_cash_vol_target': 29559.36453125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6602 0.5355 8.5680 BITCOIN 1941.5484 112570.0000 1.7247 27.5960 BOBL 0.1880 117.7100 0.1597 2.5554 BTP 0.4525 119.6700 0.3781 6.0497 BUND 0.3996 128.2400 0.3116 4.9856 BUXL 0.9769 113.1400 0.8634 13.8146 CAC 57.1365 7852.0000 0.7277 11.6427 CAD 0.0025 0.7248 0.3447 5.5159 CANOLA 8.2360 630.6000 1.3061 20.8968 CHF 0.0060 1.2755 0.4673 7.4771 COCOA 150.5016 7032.0000 2.1402 34.2438 COFFEE 8.8103 337.0000 2.6143 41.8291 COPPER 0.0818 4.6350 1.7643 28.2286 CORN 4.7344 462.2500 1.0242 16.3874 COTTON2 0.7016 66.6100 1.0533 16.8524 CRUDE_W 0.9660 63.0500 1.5321 24.5135 DAX 169.3942 23696.0000 0.7149 11.4378 DOW 255.4964 46578.0000 0.5485 8.7766 DX 0.4169 96.8700 0.4304 6.8865 EUR 0.0055 1.1867 0.4615 7.3842 EURIBOR-ICE 0.0332 97.7950 0.0339 0.5431 EUROSTX 42.1568 5471.0000 0.7706 12.3288 FEEDCOW 3.5075 355.8000 0.9858 15.7728 GASOIL 10.8917 674.2500 1.6154 25.8461 GASOLINE 0.0298 1.8717 1.5933 25.4930 GAS_US_mini 0.0903 3.1400 2.8760 46.0166 GBP 0.0059 1.3518 0.4385 7.0158 GOLD_micro 24.0129 3791.6000 0.6333 10.1331 HEATOIL 0.0352 2.2928 1.5374 24.5980 JGB-SGX-mini 0.2399 135.9300 0.1765 2.8238 JPY 0.0000 0.0068 0.5417 8.6672 LEANHOG 0.9823 90.5750 1.0845 17.3521 LIVECOW 2.1087 238.9000 0.8827 14.1225 LUMBER-new 9.3055 610.0000 1.5255 24.4078 MXP 0.0003 0.0540 0.5004 8.0061 NASDAQ_micro 153.0297 24790.7500 0.6173 9.8766 NIKKEI 376.2888 45295.0000 0.8308 13.2920 NZD 0.0037 0.5874 0.6279 10.0462 OAT 0.4071 121.0600 0.3363 5.3805 OATIES 4.0771 325.0000 1.2545 20.0717 OJ 7.6817 246.3000 3.1189 49.9016 PALLAD 25.4790 1244.5000 2.0473 32.7573 PLAT 24.0659 1509.7000 1.5941 25.5053 REDWHEAT 7.5253 533.0000 1.4119 22.5901 RICE 0.1533 11.6800 1.3123 20.9975 ROBUSTA 115.3239 4121.0000 2.7984 44.7751 RUSSELL 23.3992 2477.7000 0.9444 15.1103 SHATZ 0.0549 106.9800 0.0513 0.8211 SILVER-mini 0.5092 44.4500 1.1456 18.3291 SMI 79.1897 12069.0000 0.6561 10.4983 SOFR 0.0486 96.8050 0.0502 0.8038 SOYBEAN 8.9388 1062.7500 0.8411 13.4576 SOYMEAL 3.1127 280.9000 1.1081 17.7296 SOYOIL 0.7519 50.2000 1.4979 23.9664 SP400 26.5389 3300.4000 0.8041 12.8658 SP500_micro 33.1370 6705.2500 0.4942 7.9071 SUGAR11 0.2207 16.1600 1.3655 21.8487 US10 0.3292 112.8594 0.2917 4.6674 US10U 0.4359 115.3594 0.3779 6.0459 US2 0.0859 104.2734 0.0824 1.3182 US20 0.6767 116.5938 0.5804 9.2857 US30 0.9759 120.0000 0.8133 13.0124 US5 0.2087 109.4531 0.1907 3.0514 VIX 0.4148 20.3500 2.0382 32.6112 WHEAT 7.0705 592.2500 1.1938 19.1014 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.25 0.54 353.56 1.00 353.56 29559.36 83.60 14.89 124.47 BITCOIN 112.57 1.72 194.15 1.00 194.15 29559.36 152.25 -7.28 -110.88 BOBL 1177.10 0.16 188.00 1.17 220.72 29559.36 133.92 1.29 17.26 BTP 1196.70 0.38 452.48 1.17 531.24 29559.36 55.64 5.91 32.90 BUND 1282.40 0.31 399.60 1.17 469.14 29559.36 63.01 3.03 19.07 BUXL 1131.40 0.86 976.86 1.17 1146.88 29559.36 25.77 -4.85 -12.50 CAC 785.20 0.73 571.37 1.17 670.81 29559.36 44.07 5.46 24.04 CAD 724.85 0.34 249.89 1.00 249.89 29559.36 118.29 -5.51 -65.21 CANOLA 126.12 1.31 164.72 0.72 119.40 29559.36 247.57 -0.44 -10.82 CHF 1594.38 0.47 745.08 1.00 745.08 29559.36 39.67 -4.55 -18.05 COCOA 703.20 2.14 1505.02 1.00 1505.02 29559.36 19.64 -2.10 -4.12 COFFEE 1263.75 2.61 3303.85 1.00 3303.85 29559.36 8.95 7.17 6.42 COPPER 1158.75 1.76 2044.37 1.00 2044.37 29559.36 14.46 -3.43 -4.96 CORN 231.12 1.02 236.72 1.00 236.72 29559.36 124.87 -0.85 -10.56 COTTON2 333.05 1.05 350.79 1.00 350.79 29559.36 84.26 -15.19 -127.99 CRUDE_W 630.50 1.53 965.99 1.00 965.99 29559.36 30.60 -0.24 -0.75 DAX 236.96 0.71 169.39 1.17 198.88 29559.36 148.63 -2.73 -40.62 DOW 232.89 0.55 127.75 1.00 127.75 29559.36 231.39 0.86 19.88 DX 968.70 0.43 416.93 1.00 416.93 29559.36 70.90 -3.79 -26.87 EUR 1483.38 0.46 684.60 1.00 684.60 29559.36 43.18 2.29 9.88 EURIBOR-ICE 2444.88 0.03 82.98 1.17 97.43 29559.36 303.40 7.99 242.41 EUROSTX 547.10 0.77 421.57 1.17 494.94 29559.36 59.72 5.93 35.41 FEEDCOW 1779.00 0.99 1753.74 1.00 1753.74 29559.36 16.86 12.65 21.32 GASOIL 674.25 1.62 1089.17 1.00 1089.17 29559.36 27.14 11.73 31.83 GASOLINE 786.11 1.59 1252.53 1.00 1252.53 29559.36 23.60 4.08 9.62 GAS_US_mini 78.50 2.88 225.77 1.00 225.77 29559.36 130.93 -14.74 -193.03 GBP 844.88 0.44 370.46 1.00 370.46 29559.36 79.79 7.36 58.76 GOLD_micro 379.16 0.63 240.13 1.00 240.13 29559.36 123.10 5.30 65.23 HEATOIL 962.98 1.54 1480.45 1.00 1480.45 29559.36 19.97 -2.01 -4.01 JGB-SGX-mini 135930.00 0.18 23989.68 0.01 161.86 29559.36 182.62 -7.44 -135.90 JPY 853.94 0.54 462.58 1.00 462.58 29559.36 63.90 -5.50 -35.16 LEANHOG 362.30 1.08 392.92 1.00 392.92 29559.36 75.23 20.00 150.46 LIVECOW 955.60 0.88 843.47 1.00 843.47 29559.36 35.05 11.81 41.40 LUMBER-new 167.75 1.53 255.90 1.00 255.90 29559.36 115.51 -5.71 -65.95 MXP 270.15 0.50 135.18 1.00 135.18 29559.36 218.67 14.54 318.01 NASDAQ_micro 495.82 0.62 306.06 1.00 306.06 29559.36 96.58 3.09 29.83 NIKKEI 45295.00 0.83 37628.88 0.01 253.89 29559.36 116.43 19.88 231.46 NZD 587.35 0.63 368.79 1.00 368.79 29559.36 80.15 3.30 26.43 OAT 1210.60 0.34 407.10 1.17 477.95 29559.36 61.85 5.43 33.57 OATIES 162.50 1.25 203.85 1.00 203.85 29559.36 145.00 -20.00 -290.01 OJ 369.45 3.12 1152.26 1.00 1152.26 29559.36 25.65 -5.29 -13.57 PALLAD 1244.50 2.05 2547.90 1.00 2547.90 29559.36 11.60 2.63 3.05 PLAT 754.85 1.59 1203.29 1.00 1203.29 29559.36 24.57 7.87 19.32 REDWHEAT 266.50 1.41 376.27 1.00 376.27 29559.36 78.56 -13.94 -109.52 RICE 233.60 1.31 306.56 1.00 306.56 29559.36 96.42 -13.40 -129.20 ROBUSTA 412.10 2.80 1153.24 1.00 1153.24 29559.36 25.63 3.24 8.32 RUSSELL 123.88 0.94 117.00 1.00 117.00 29559.36 252.65 9.00 227.50 SHATZ 1069.80 0.05 54.90 1.17 64.45 29559.36 458.61 -6.82 -312.83 SILVER-mini 1111.25 1.15 1273.01 1.00 1273.01 29559.36 23.22 17.58 40.83 SMI 1206.90 0.66 791.90 1.26 994.31 29559.36 29.73 7.06 20.99 SOFR 2420.13 0.05 121.58 1.00 121.58 29559.36 243.12 1.20 29.13 SOYBEAN 531.38 0.84 446.94 1.00 446.94 29559.36 66.14 -1.66 -11.01 SOYMEAL 280.90 1.11 311.27 1.00 311.27 29559.36 94.96 -19.63 -186.37 SOYOIL 301.20 1.50 451.17 1.00 451.17 29559.36 65.52 -7.58 -49.69 SP400 3300.40 0.80 2653.89 1.00 2653.89 29559.36 11.14 -1.86 -2.07 SP500_micro 335.26 0.49 165.69 1.00 165.69 29559.36 178.41 3.76 67.13 SUGAR11 180.99 1.37 247.15 1.00 247.15 29559.36 119.60 -17.33 -207.32 US10 1128.59 0.29 329.23 1.00 329.23 29559.36 89.78 1.18 10.59 US10U 1153.59 0.38 435.91 1.00 435.91 29559.36 67.81 1.38 9.36 US2 2085.47 0.08 171.81 1.00 171.81 29559.36 172.04 0.84 14.52 US20 1165.94 0.58 676.66 1.00 676.66 29559.36 43.68 5.54 24.19 US30 1200.00 0.81 975.93 1.00 975.93 29559.36 30.29 2.68 8.12 US5 1094.53 0.19 208.74 1.00 208.74 29559.36 141.61 0.72 10.18 VIX 203.50 2.04 414.77 1.00 414.77 29559.36 71.27 -16.98 -120.99 WHEAT 296.12 1.19 353.53 1.00 353.53 29559.36 83.61 -11.44 -95.69 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 124.468 0.010 2.5 3.234 BITCOIN -110.884 0.043 2.5 -12.024 BOBL 17.261 0.004 2.5 0.175 BTP 32.904 0.014 2.5 1.124 BUND 19.072 0.004 2.5 0.194 BUXL -12.502 0.004 2.5 -0.127 CAC 24.044 0.014 2.5 0.821 CAD -65.208 0.010 2.5 -1.694 CANOLA -10.816 0.010 2.5 -0.263 CHF -18.046 0.010 2.5 -0.469 COCOA -4.122 0.010 2.5 -0.100 COFFEE 6.419 0.005 2.5 0.085 COPPER -4.958 0.043 2.5 -0.538 CORN -10.556 0.010 2.5 -0.257 COTTON2 -127.992 0.010 2.5 -3.118 CRUDE_W -0.746 0.043 2.5 -0.081 DAX -40.616 0.014 2.5 -1.387 DOW 19.884 0.009 2.5 0.463 DX -26.871 0.010 2.5 -0.698 EUR 9.882 0.010 2.5 0.257 EURIBOR-ICE 242.407 0.014 2.5 8.280 EUROSTX 35.410 0.014 2.5 1.209 FEEDCOW 21.320 0.013 2.5 0.707 GASOIL 31.834 0.017 2.5 1.382 GASOLINE 9.619 0.017 2.5 0.418 GAS_US_mini -193.029 0.043 2.5 -20.932 GBP 58.759 0.010 2.5 1.527 GOLD_micro 65.234 0.014 2.5 2.228 HEATOIL -4.013 0.017 2.5 -0.174 JGB-SGX-mini -135.900 0.043 2.5 -14.737 JPY -35.158 0.010 2.5 -0.914 LEANHOG 150.461 0.024 2.5 9.157 LIVECOW 41.396 0.013 2.5 1.374 LUMBER-new -65.952 0.010 2.5 -1.607 MXP 318.012 0.059 2.5 46.741 NASDAQ_micro 29.829 0.009 2.5 0.694 NIKKEI 231.458 0.043 2.5 25.099 NZD 26.435 0.010 2.5 0.687 OAT 33.567 0.014 2.5 1.147 OATIES -290.007 0.010 2.5 -7.065 OJ -13.568 0.010 2.5 -0.331 PALLAD 3.046 0.014 2.5 0.104 PLAT 19.323 0.014 2.5 0.660 REDWHEAT -109.520 0.005 2.5 -1.455 RICE -129.201 0.010 2.5 -3.148 ROBUSTA 8.316 0.005 2.5 0.110 RUSSELL 227.504 0.013 2.5 7.549 SHATZ -312.830 0.004 2.5 -3.177 SILVER-mini 40.829 0.014 2.5 1.395 SMI 20.994 0.014 2.5 0.717 SOFR 29.134 0.024 2.5 1.773 SOYBEAN -11.008 0.004 2.5 -0.103 SOYMEAL -186.370 0.004 2.5 -1.736 SOYOIL -49.688 0.004 2.5 -0.463 SP400 -2.068 0.013 2.5 -0.069 SP500_micro 67.131 0.009 2.5 1.562 SUGAR11 -207.315 0.010 2.5 -5.051 US10 10.588 0.005 2.5 0.134 US10U 9.362 0.005 2.5 0.119 US2 14.517 0.005 2.5 0.184 US20 24.191 0.005 2.5 0.307 US30 8.123 0.005 2.5 0.103 US5 10.182 0.005 2.5 0.129 VIX -120.988 0.099 2.5 -29.907 WHEAT -95.692 0.005 2.5 -1.271 ===================== Position diags ===================== AUD 2.17 BITCOIN 16.51 BOBL 1.36 BTP 1.90 BUND 0.64 BUXL 0.26 CAC 1.51 CAD 3.07 CANOLA 6.03 CHF 1.03 COCOA 0.48 COFFEE 0.12 COPPER 1.57 CORN 3.04 COTTON2 2.05 CRUDE_W 3.32 DAX 5.08 DOW 5.39 DX 1.84 EUR 1.12 EURIBOR-ICE 10.36 EUROSTX 2.04 FEEDCOW 0.56 GASOIL 1.18 GASOLINE 1.02 GAS_US_mini 14.20 GBP 2.07 GOLD_micro 4.20 HEATOIL 0.87 JGB-SGX-mini 19.80 JPY 1.66 LEANHOG 4.58 LIVECOW 1.16 LUMBER-new 2.81 MXP 32.14 NASDAQ_micro 2.25 NIKKEI 12.63 NZD 2.08 OAT 2.11 OATIES 3.53 OJ 0.62 PALLAD 0.40 PLAT 0.84 REDWHEAT 1.04 RICE 2.35 ROBUSTA 0.34 RUSSELL 8.38 SHATZ 4.66 SILVER-mini 0.79 SMI 1.02 SOFR 14.80 SOYBEAN 0.62 SOYMEAL 0.88 SOYOIL 0.61 SP400 0.37 SP500_micro 4.15 SUGAR11 2.91 US10 1.14 US10U 0.86 US2 2.18 US20 0.55 US30 0.38 US5 1.80 VIX 17.62 WHEAT 1.11 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.5 1.0 1 BITCOIN -12.0 -13.7 -10.4 0.0 0 BOBL 0.2 0.0 0.3 0.0 0 BTP 1.1 0.9 1.3 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.8 0.7 1.0 0.0 0 CAD -1.7 -2.0 -1.4 -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 -0.1 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 -0.1 -0.4 0.3 0.0 0 DAX -1.4 -1.9 -0.9 -6.0 -6 DOW 0.5 -0.1 1.0 2.0 2 DX -0.7 -0.9 -0.5 0.0 0 EUR 0.3 0.1 0.4 2.0 2 EURIBOR-ICE 8.3 7.2 9.3 0.0 0 EUROSTX 1.2 1.0 1.4 4.0 4 FEEDCOW 0.7 0.7 0.8 2.0 2 GASOIL 1.4 1.3 1.5 1.0 1 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -20.9 -22.4 -19.5 -14.0 -14 GBP 1.5 1.3 1.7 1.0 1 GOLD_micro 2.2 1.8 2.6 0.0 0 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -14.7 -16.7 -12.8 0.0 0 JPY -0.9 -1.1 -0.7 -1.0 -1 LEANHOG 9.2 8.7 9.6 9.0 9 LIVECOW 1.4 1.3 1.5 0.0 0 LUMBER-new -1.6 -1.9 -1.3 0.0 0 MXP 46.7 43.5 50.0 32.0 32 NASDAQ_micro 0.7 0.5 0.9 6.0 6 NIKKEI 25.1 23.8 26.4 24.0 24 NZD 0.7 0.5 0.9 0.0 0 OAT 1.1 0.9 1.4 4.0 4 OATIES -7.1 -7.4 -6.7 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.7 0.6 0.7 0.0 0 REDWHEAT -1.5 -1.6 -1.4 0.0 0 RICE -3.1 -3.4 -2.9 -3.0 -3 ROBUSTA 0.1 0.1 0.1 1.0 1 RUSSELL 7.5 6.7 8.4 3.0 3 SHATZ -3.2 -3.6 -2.7 NaN 0 SILVER-mini 1.4 1.3 1.5 4.0 4 SMI 0.7 0.6 0.8 0.0 0 SOFR 1.8 0.3 3.3 NaN 0 SOYBEAN -0.1 -0.2 -0.0 0.0 0 SOYMEAL -1.7 -1.8 -1.6 -2.0 -2 SOYOIL -0.5 -0.5 -0.4 -1.0 -1 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro 1.6 1.1 2.0 0.0 0 SUGAR11 -5.1 -5.3 -4.8 -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 0.3 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 0.1 -0.1 0.3 1.0 1 VIX -29.9 -31.7 -28.1 -25.0 -25 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 -0.2 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 0.1 0.1 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 -0.2 0.5 0.0 0.7 -0.1 0.0 -0.1 -0.2 -0.2 -0.2 0.0 0.2 -0.1 0.5 -0.0 -2.7 -0.0 -0.1 0.1 -0.1 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 -0.0 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 -0.3 -0.2 -0.2 -0.2 -0.2 0.7 0.7 0.7 0.7 BTP 0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.5 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 0.1 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 -0.1 -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 -0.2 0.7 0.7 0.7 0.7 BUXL 0.2 -0.1 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.4 -0.0 -0.5 -0.1 -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 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.3 0.1 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 -0.1 0.2 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 2.5 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.4 0.0 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 -0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 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 -0.2 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 0.2 0.1 -0.0 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 -0.1 0.3 0.3 0.3 0.0 0.2 0.1 0.3 COFFEE -0.3 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 0.1 0.1 -0.1 0.2 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.2 0.6 0.6 0.6 0.2 0.6 0.6 0.7 COPPER 0.2 -0.5 -0.4 0.0 0.0 0.1 0.0 0.1 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 0.0 0.0 -0.0 -0.7 -0.0 0.0 0.0 0.0 0.1 -0.0 0.1 -0.2 -0.2 -0.6 -0.3 0.4 0.2 0.4 0.3 CORN 0.5 0.4 -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 0.0 -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 0.6 -0.2 0.0 -0.1 0.1 COTTON2 -0.0 0.1 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 -0.0 -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 -0.0 -0.0 -0.0 -0.3 -0.1 -0.0 0.2 0.2 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.3 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -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 0.0 0.1 0.1 0.1 0.1 0.0 0.4 -0.1 0.6 -0.1 -0.1 -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 0.0 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 0.1 0.4 0.2 -2.0 0.1 0.0 0.1 0.1 0.1 0.1 -0.2 -0.0 0.3 0.4 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 -0.1 -0.6 -0.2 -0.5 0.7 0.4 0.7 0.5 EUR 0.1 -0.0 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 0.1 0.4 0.1 1.6 0.1 0.0 0.2 0.0 0.2 0.1 -0.4 0.3 -0.0 -0.0 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 -0.1 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 -0.0 0.1 -0.0 0.1 0.0 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 0.1 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 0.2 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 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 1.1 0.4 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.1 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 0.1 0.3 0.2 0.3 0.7 0.2 0.5 0.2 GASOLINE 0.1 0.1 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.2 -0.0 -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 -0.0 -0.0 -0.0 0.0 -0.0 1.1 0.1 -0.5 -0.1 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.3 -0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 -0.5 -0.1 -0.5 -0.2 -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 -0.2 -0.1 -1.1 -0.5 -0.2 -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 0.0 0.7 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.5 0.0 0.1 0.1 -0.0 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 0.2 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 0.5 0.6 0.6 -0.3 -0.6 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 -0.0 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 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 -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 0.2 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 0.2 0.2 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.2 0.5 0.2 0.3 0.1 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.6 0.2 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 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.5 -0.7 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -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 -0.1 -0.0 -0.0 -0.0 -1.2 -0.0 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 0.3 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 0.3 0.5 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.4 0.3 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 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 0.5 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.1 0.1 0.0 0.2 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 -0.1 -0.1 -0.1 -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 -0.1 -0.0 -0.0 0.0 -0.3 -0.3 -0.5 -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 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.0 -0.1 -0.3 -0.2 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.4 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.3 -0.2 -0.2 -0.4 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.6 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.0 -0.4 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 -0.0 -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 0.0 0.4 0.0 0.2 -0.5 -0.3 -0.4 -0.3 PALLAD 0.3 -0.2 0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.1 2.6 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 0.4 0.1 0.2 0.0 0.1 0.2 0.1 0.3 0.0 0.2 0.2 -0.3 -0.4 0.5 0.6 0.2 -0.3 -0.2 REDWHEAT 0.1 -0.2 -0.4 -0.1 -0.0 -0.2 -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 0.1 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 -0.2 -0.2 -0.1 -0.4 -0.1 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.7 -0.1 0.2 -0.1 -0.1 -0.5 -0.3 -0.3 -0.3 ROBUSTA -0.5 0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.4 0.3 0.4 0.3 0.0 0.0 -0.1 -0.0 0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 1.1 -0.1 0.2 0.6 0.1 -0.0 0.6 0.1 0.7 RUSSELL 0.3 0.5 0.6 0.1 0.0 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 0.3 0.2 1.1 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.2 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 -0.2 -0.5 -0.6 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.6 0.4 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 0.0 0.1 0.1 0.1 0.1 -0.1 0.1 -0.1 0.2 0.0 0.1 0.1 0.1 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 -0.1 -0.6 0.7 0.7 0.7 0.7 SOFR 0.0 0.3 0.4 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.5 -0.1 0.4 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.4 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.0 0.2 -0.1 0.3 0.6 0.6 0.2 -0.4 -0.7 -0.7 SOYBEAN -0.2 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 0.0 -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 -0.4 -0.1 0.6 0.6 0.6 -0.3 -0.0 -0.2 0.1 SOYMEAL -0.2 0.3 -0.1 -0.1 -0.0 -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 -0.2 -0.2 -0.1 -0.4 -0.0 -1.1 -0.5 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 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -1.3 -0.0 -0.1 0.0 -0.1 0.1 -0.0 0.1 -0.1 0.2 -0.1 0.6 -0.7 -0.3 -0.7 -0.3 SP400 0.1 0.2 0.6 0.1 0.0 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 -0.1 0.0 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 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.3 0.4 0.6 0.6 0.6 -0.7 -0.6 -0.7 -0.7 SUGAR11 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.2 -0.6 -0.2 -0.2 -0.2 0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.4 -0.2 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.5 -0.2 0.4 0.4 0.0 -0.7 -0.7 -0.7 -0.7 US10 0.2 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 0.0 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 -0.1 -0.1 -0.0 -0.1 0.3 0.1 -0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 -0.0 0.1 0.1 -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 0.1 0.3 0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.0 0.0 0.0 2.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.1 0.0 0.2 0.5 0.3 -0.2 -0.3 -0.4 -0.6 US20 0.4 0.4 0.3 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 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 0.6 0.5 0.5 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 0.0 -0.6 0.2 0.6 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 -0.1 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 -0.0 0.3 0.6 0.5 -0.3 -0.4 -0.7 -0.7 VIX -0.3 -0.7 -0.6 -0.1 0.1 -0.2 -0.0 0.0 -0.1 0.2 -0.7 -0.2 -0.4 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.1 -0.2 -0.3 NaN -0.1 0.1 -0.2 -0.0 0.0 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 -0.2 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 0.2 0.6 0.3 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 11.7 4.0 7.2 5.5 -2.7 5.2 1.6 4.2 5.3 -17.3 19.1 5.0 3.2 12.3 12.2 -1.1 -1.4 -1.5 -1.5 11.4 9.1 1.8 3.6 10.9 15.3 6.4 -4.4 4.1 0.9 0.4 5.8 2.5 5.6 4.3 1.7 4.1 20.0 20.0 20.0 20.0 BITCOIN -1.0 -15.9 1.3 8.3 8.5 9.6 8.0 8.3 7.5 -17.8 17.1 4.5 20.0 -6.9 1.0 -7.3 -7.5 -7.7 -7.5 3.0 14.2 -7.0 20.0 -2.1 -20.0 -1.4 -11.2 4.8 -5.4 10.3 -4.4 -2.6 -20.0 -20.0 -20.0 -20.0 12.5 -2.6 -11.9 -7.2 BOBL -1.3 -3.1 -4.3 0.8 -7.5 -0.3 -4.3 -2.4 -0.1 -13.3 2.8 -12.9 -1.2 -10.6 -10.7 20.0 -2.2 5.5 0.8 -4.1 -3.1 -8.3 -2.6 -5.6 2.6 -3.3 -7.0 -2.6 -6.7 -1.8 -4.4 -6.5 -8.5 -6.6 -7.7 -7.2 20.0 20.0 20.0 20.0 BTP 3.7 -4.4 -1.4 1.1 -9.7 -0.4 -5.5 -3.1 -0.2 -17.8 16.7 8.7 14.3 7.9 8.6 8.4 9.2 10.8 10.5 2.9 5.4 -2.2 8.6 1.7 -20.0 2.2 -7.0 4.2 -2.3 6.9 1.1 11.9 5.0 1.2 -1.9 6.3 20.0 20.0 20.0 20.0 BUND 3.3 -0.7 -1.0 0.8 -7.4 -0.3 -4.2 -2.3 -0.1 -12.7 -0.8 -3.7 -6.8 -2.6 -6.9 -1.1 6.2 6.5 8.0 -2.3 -3.9 -5.6 -6.0 -2.3 -1.0 -1.8 -6.4 -2.5 -4.6 -2.9 -2.0 7.5 -3.2 -1.7 -4.9 -4.9 20.0 20.0 20.0 20.0 BUXL 6.7 -2.5 -4.8 0.8 -7.3 -0.3 -4.1 -2.3 -0.1 -13.1 -14.3 -0.3 -14.6 -5.3 -10.6 3.5 2.4 3.4 3.2 -7.8 -11.9 -5.2 -14.7 -4.2 -3.1 -4.3 -5.5 -5.8 -3.2 -5.9 -2.4 0.0 2.8 -2.7 -11.1 -11.8 20.0 9.2 -0.5 2.1 CAC 0.7 1.3 1.9 6.4 5.7 4.9 7.3 3.6 7.1 5.6 11.8 8.4 9.2 4.7 4.0 0.1 -0.7 -0.7 -0.5 2.9 3.5 6.9 4.1 4.5 0.7 0.2 3.8 -1.8 4.2 -2.6 2.5 8.5 -7.8 -20.0 -16.8 -20.0 20.0 20.0 20.0 16.9 CAD -0.0 -9.4 -1.1 6.2 -3.0 5.8 1.8 4.7 6.0 -15.0 8.9 -8.0 0.7 -8.2 -14.3 -7.4 -6.8 -7.4 -7.2 -5.8 -0.5 -5.6 -0.3 -5.1 18.6 0.3 -12.0 4.0 -3.1 2.6 -0.5 -7.1 0.1 -17.4 -20.0 -10.2 -20.0 -20.0 -20.0 -20.0 CANOLA -8.8 -20.0 -12.4 -2.8 -1.6 -2.3 -2.3 -1.6 -2.8 -5.5 0.5 -6.7 2.1 -8.0 -8.4 -14.8 -6.8 -10.4 -6.6 -9.1 -3.7 -6.6 0.7 -8.7 2.2 -2.9 -1.9 -1.5 -2.1 -0.1 -2.7 -3.6 0.4 2.4 -4.8 0.7 20.0 20.0 20.0 20.0 CHF 6.4 -5.6 5.4 3.4 -1.7 3.2 1.0 2.6 3.3 -0.9 11.0 4.1 9.7 5.1 5.1 -14.8 -15.4 -15.1 -14.9 5.9 9.2 4.9 10.3 6.0 -0.4 4.2 1.3 4.9 3.2 4.9 4.3 -20.0 8.4 3.2 -1.4 3.5 -20.0 -20.0 -20.0 -20.0 COCOA -13.9 -4.1 -9.9 -2.9 -1.6 -2.3 -2.3 -1.7 -2.8 -7.5 -5.1 -7.9 2.2 -7.5 -4.2 -0.3 14.3 6.6 10.7 -5.4 -2.5 -8.0 4.7 -7.1 -20.0 -1.5 -4.4 0.3 -3.7 4.8 -2.7 20.0 -3.6 8.9 10.5 8.2 0.4 4.8 3.9 8.3 COFFEE -8.6 20.0 -12.2 -4.2 -2.3 -3.4 -3.3 -2.4 -4.1 -12.3 4.6 -9.5 7.7 7.7 8.7 13.7 8.9 11.5 10.0 13.4 8.9 -8.8 8.1 7.6 -20.0 4.0 -3.0 3.1 -0.5 3.0 2.9 20.0 -7.9 20.0 20.0 20.0 6.8 16.9 16.7 20.0 COPPER 5.1 -14.1 -11.0 2.4 2.5 2.8 2.3 2.4 2.2 -1.9 -3.6 2.1 -1.5 -4.1 -6.0 -4.9 -5.4 -4.8 -5.1 -4.1 -3.0 0.5 0.0 -1.4 -5.1 -0.7 0.0 0.4 0.0 1.5 -0.5 1.1 -7.3 -7.5 -20.0 -8.3 11.3 6.5 11.6 7.6 CORN 15.4 11.0 -6.4 -5.3 -2.9 -4.3 -4.3 -3.1 -5.3 -2.6 -10.2 8.5 -13.3 11.9 -2.1 -20.0 -19.0 -20.0 -20.0 1.0 -7.3 3.3 -12.1 6.8 8.4 2.0 -1.3 -1.9 1.8 -5.9 4.1 -20.0 8.8 20.0 20.0 17.4 -6.7 0.9 -2.6 3.5 COTTON2 -0.7 2.0 2.2 -7.4 -4.1 -6.0 -5.9 -4.3 -7.4 -13.4 -20.0 -9.3 -20.0 -13.3 -17.0 -18.0 -13.4 -16.0 -14.7 -6.9 -11.8 -3.6 -20.0 -4.1 -16.0 -2.5 -5.1 -7.2 -2.5 -15.4 -0.9 -16.9 9.4 20.0 20.0 20.0 -11.2 -20.0 -6.0 -20.0 CRUDE_W -0.3 -2.6 1.4 2.8 -0.2 3.4 0.3 1.6 1.7 -1.0 -1.7 -3.9 -9.6 -12.1 -4.3 7.5 7.6 7.5 7.1 -1.0 -2.0 -0.3 -5.4 -1.0 1.9 -3.9 1.3 -3.2 -1.7 -4.5 -3.9 -2.5 5.4 -17.8 -10.2 -14.8 20.0 11.2 -2.7 14.1 DAX -16.7 -13.1 -5.7 5.8 5.1 4.4 6.6 3.3 6.4 1.3 14.3 -9.7 16.7 -12.2 -4.7 -5.6 -6.4 -5.3 -5.3 -6.6 6.6 -8.3 20.0 -11.8 -10.7 -4.9 -1.5 -0.4 -4.2 5.7 -6.3 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 15.0 DOW 5.3 12.1 20.0 5.7 5.0 4.4 6.5 3.2 6.3 13.6 17.8 16.4 13.0 18.0 18.9 -8.8 -8.1 -8.1 -7.6 20.0 19.5 15.5 14.7 18.6 -14.6 6.8 3.1 5.0 5.0 3.2 6.5 -3.9 -1.8 7.8 11.0 12.0 -20.0 -20.0 -20.0 -20.0 DX -2.8 2.5 -0.1 3.2 -1.6 3.0 0.9 2.4 3.1 4.1 -11.2 -2.0 -10.6 -6.8 -4.9 6.1 6.1 6.2 6.0 -4.5 -8.4 -2.9 -10.1 -3.9 -20.0 -2.4 -1.4 -4.0 -2.2 -4.6 -2.6 15.3 -5.8 -20.0 -6.5 -14.7 20.0 12.7 20.0 15.4 EUR 4.3 -1.5 4.8 3.8 -1.8 3.5 1.1 2.8 3.6 2.6 13.6 5.5 12.4 9.7 9.3 -6.9 -7.5 -7.4 -7.5 7.4 11.8 6.1 13.1 6.6 12.0 4.9 2.8 6.3 4.0 6.4 4.7 -7.9 11.4 -1.4 -1.2 5.1 -20.0 -18.5 -20.0 -20.0 EURIBOR-ICE -3.2 -2.5 -6.0 0.7 -6.2 -0.2 -3.5 -2.0 -0.1 -11.6 7.7 -11.2 9.9 -6.8 -4.7 11.8 9.9 12.8 12.2 -1.3 1.5 -7.7 5.2 -4.3 6.4 -1.5 -6.9 0.1 -6.5 2.3 -3.7 14.2 -10.3 -5.3 -3.7 -2.5 20.0 20.0 20.0 20.0 EUROSTX -1.1 2.3 -1.0 6.2 5.5 4.8 7.1 3.5 6.8 15.4 16.5 13.3 15.5 10.7 9.5 -2.4 -0.7 -1.8 -1.2 5.1 7.0 11.4 11.2 7.0 -6.4 1.3 8.6 0.0 7.7 1.6 4.1 7.9 -4.2 -20.0 -10.6 -20.0 20.0 20.0 20.0 14.6 FEEDCOW -20.0 6.1 10.1 -3.9 -2.1 -3.1 -3.1 -2.3 -3.9 10.2 12.4 1.8 13.0 6.2 10.4 19.2 5.7 16.4 11.6 16.8 20.0 8.6 20.0 7.5 -20.0 4.0 4.8 6.1 1.8 6.3 1.6 20.0 15.3 17.6 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.8 1.7 7.8 2.5 -0.2 3.0 0.3 1.4 1.5 2.7 5.3 6.8 -0.1 10.8 4.2 20.0 12.1 19.1 14.8 7.9 6.9 5.8 2.9 7.6 -0.1 5.3 2.3 4.7 3.6 2.1 4.8 7.4 5.4 9.5 7.6 8.3 20.0 7.1 15.6 6.9 GASOLINE 1.6 1.6 4.3 2.9 -0.2 3.4 0.3 1.6 1.7 -5.7 5.6 -3.4 -1.2 -0.1 2.8 20.0 20.0 20.0 20.0 4.3 3.6 -0.1 0.9 2.8 -20.0 -1.8 -1.7 -0.3 -2.8 0.1 -2.8 20.0 2.4 -16.1 -2.2 -14.0 20.0 17.8 20.0 20.0 GAS_US_mini 7.0 -8.5 -20.0 3.1 -0.3 3.7 0.4 1.7 1.8 -14.8 -20.0 -9.6 -13.7 -14.2 -19.9 -20.0 -20.0 -20.0 -20.0 -18.9 -20.0 -12.8 -15.4 -11.8 20.0 -6.8 -8.8 -7.0 -6.3 -4.2 -4.9 -20.0 -20.0 -4.8 -16.3 -20.0 -3.3 -20.0 -20.0 -20.0 GBP 2.4 -0.0 -0.7 6.2 -3.0 5.8 1.8 4.7 6.0 -11.3 18.7 2.7 18.7 14.8 5.0 0.1 -0.3 -0.4 -0.4 7.0 13.1 -2.1 18.3 4.5 1.1 7.0 -5.0 7.9 0.0 9.1 5.6 4.3 -1.1 -6.6 6.2 -3.6 11.7 -2.6 4.9 -0.1 GOLD_micro 20.0 20.0 10.7 6.9 7.2 8.0 6.7 7.0 6.3 18.7 20.0 20.0 20.0 20.0 19.7 -12.7 -11.5 -11.6 -11.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 9.4 6.2 8.8 7.0 8.8 -8.8 20.0 20.0 20.0 -8.6 -16.6 1.5 -19.3 -3.0 HEATOIL 2.7 -1.6 9.5 2.8 -0.2 3.4 0.3 1.6 1.7 -3.9 9.9 -1.9 2.6 1.4 9.6 11.3 8.7 10.0 9.0 6.2 8.0 1.3 5.0 3.8 -20.0 -0.2 -0.3 3.8 -1.4 4.4 -2.2 0.6 2.0 -15.4 -10.6 0.8 13.9 3.9 -11.9 -4.5 JGB-SGX-mini 2.2 -6.9 -5.8 0.5 -4.3 -0.2 -2.4 -1.4 -0.1 -8.4 -6.4 -7.1 -6.5 -6.8 -7.2 11.5 14.9 16.2 15.6 -5.8 -6.4 -8.9 -7.2 -6.0 -5.8 -2.5 -5.9 -2.6 -4.2 -3.2 -2.7 20.0 -8.7 -4.9 -5.1 -6.1 -20.0 -19.9 -20.0 -20.0 JPY 0.3 -3.3 -9.7 4.2 -2.1 4.0 1.2 3.2 4.1 -9.8 -6.6 -6.4 -5.4 3.4 -8.9 -10.5 -11.1 -10.4 -10.3 -6.1 -6.1 -3.3 -5.2 -3.6 20.0 -0.7 -2.1 -1.7 -1.1 -2.0 0.5 -13.3 -2.5 -14.6 -5.5 -19.1 -9.6 -9.8 -15.4 -9.3 LEANHOG 9.4 7.3 7.3 -7.7 -4.2 -6.2 -6.2 -4.5 -7.7 15.3 20.0 18.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.0 20.0 20.0 2.1 7.6 13.8 7.1 8.2 7.2 8.1 20.0 20.0 20.0 20.0 20.0 20.0 13.2 20.0 20.0 LIVECOW -19.5 4.8 9.4 -4.2 -2.3 -3.4 -3.4 -2.5 -4.2 9.0 13.6 3.5 14.0 7.1 11.5 -5.9 16.2 8.2 15.1 14.7 20.0 7.1 20.0 7.0 -20.0 4.4 4.3 7.0 2.1 7.8 1.9 20.0 20.0 20.0 20.0 20.0 20.0 12.6 20.0 18.0 LUMBER-new -13.2 -20.0 -4.3 -3.3 -1.8 -2.7 -2.7 -1.9 -3.3 -2.4 -8.0 -8.1 -5.1 -10.9 -9.9 -20.0 -20.0 -20.0 -20.0 -15.3 -9.9 -7.4 -5.2 -14.7 NaN -3.2 0.2 -1.7 -1.4 -0.5 -3.1 -20.0 -0.4 2.1 -16.9 7.7 20.0 20.0 20.0 20.0 MXP 8.4 0.9 17.8 6.4 -3.1 6.0 1.8 4.8 6.2 15.1 20.0 19.4 13.9 20.0 20.0 12.6 12.5 12.5 12.2 20.0 20.0 20.0 20.0 20.0 -20.0 9.8 4.1 10.4 7.7 8.3 9.5 20.0 20.0 9.1 13.9 20.0 9.1 7.8 0.6 10.0 NASDAQ_micro 13.8 10.7 20.0 5.7 5.0 4.4 6.5 3.2 6.3 11.9 19.4 16.8 17.3 17.6 18.8 -10.2 -8.6 -9.4 -8.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 5.3 6.0 7.5 4.9 7.3 -5.2 19.4 20.0 12.8 20.0 -20.0 -18.5 -20.0 -20.0 NIKKEI 14.1 20.0 20.0 6.2 5.4 4.7 7.1 3.5 6.8 17.4 20.0 19.4 16.3 19.9 20.0 3.7 9.6 8.8 9.5 20.0 20.0 20.0 20.0 20.0 -15.4 7.7 4.2 5.7 6.7 2.7 7.8 20.0 20.0 20.0 20.0 20.0 9.5 18.5 20.0 20.0 NZD 5.2 -7.3 -2.7 4.0 -2.0 3.8 1.2 3.0 3.9 -13.8 5.6 -8.1 -1.9 -4.7 -7.5 -3.4 -2.6 -3.4 -3.1 -3.4 -1.3 -9.0 -0.6 -4.1 10.3 -0.4 -9.9 0.1 -5.6 -0.5 -1.3 0.0 -12.2 -10.8 -14.0 -9.6 20.0 15.3 20.0 20.0 OAT 5.4 -6.0 -4.0 0.7 -6.8 -0.3 -3.9 -2.2 -0.1 -12.9 0.5 2.2 -4.5 -1.8 -5.6 15.8 9.5 15.8 13.5 -4.3 -4.5 -4.6 -4.6 -2.9 1.1 -2.7 -5.5 -2.5 -3.2 -1.8 -2.0 14.4 -0.9 -2.3 -8.4 -7.7 20.0 20.0 20.0 20.0 OATIES -9.3 -20.0 -12.2 -7.1 -3.9 -5.7 -5.7 -4.1 -7.0 -19.6 -18.7 -20.0 -8.3 -20.0 -20.0 -20.0 -2.9 -15.0 -7.0 -20.0 -20.0 -19.0 -11.5 -20.0 -19.9 -8.0 -7.7 -6.1 -6.1 -3.9 -7.2 0.1 -15.2 20.0 -9.7 5.9 -20.0 -9.0 -20.0 -8.3 OJ -0.4 -1.7 12.2 -2.2 -1.2 -1.7 -1.7 -1.2 -2.1 -4.0 -3.8 -2.0 -4.4 -3.3 -1.0 0.8 6.9 2.6 4.1 -1.1 -2.7 -1.4 -4.1 -0.9 -20.0 -0.2 -0.8 -1.4 -0.4 -1.9 0.1 16.7 1.5 12.4 0.2 6.9 -13.9 -10.4 -10.8 -8.5 PALLAD 9.6 -7.5 13.0 4.1 4.2 4.8 4.0 4.1 3.7 8.6 4.0 8.4 2.9 0.1 1.9 -2.8 -2.9 -2.9 -2.9 4.4 6.2 7.5 5.1 5.1 19.4 2.2 5.5 4.3 3.0 4.4 1.7 5.3 -0.7 -5.3 -13.7 -2.2 -20.0 -20.0 -20.0 -20.0 PLAT 3.8 -4.5 17.2 4.6 4.8 5.4 4.5 4.6 4.2 12.6 10.6 8.9 9.0 6.9 9.7 -3.9 -3.5 -3.1 -3.0 10.4 15.5 14.5 15.5 9.3 1.7 3.3 10.4 6.9 5.1 7.4 2.1 4.6 8.5 -8.5 -12.1 14.3 17.7 5.5 -9.5 -4.7 REDWHEAT 3.3 -6.0 -13.5 -7.0 -3.8 -5.7 -5.6 -4.1 -7.0 -6.6 -20.0 -8.2 -20.0 -17.5 -20.0 -20.0 -16.0 -19.7 -18.2 -18.1 -20.0 -5.5 -20.0 -10.5 6.8 -6.4 -1.8 -8.3 -2.2 -11.3 -3.6 -20.0 5.8 20.0 10.3 20.0 -20.0 -20.0 -20.0 -20.0 RICE -12.7 -7.5 -16.1 -2.9 -1.6 -2.4 -2.3 -1.7 -2.9 -8.9 -9.9 -9.4 -9.5 -9.8 -9.9 -16.8 -8.0 -16.5 -14.5 -14.1 -14.1 -7.9 -13.0 -11.9 -1.7 -3.5 -1.4 -3.8 -1.9 -4.2 -2.9 -12.6 -3.5 7.3 -1.9 -2.6 -14.9 -8.6 -10.1 -8.5 ROBUSTA -14.4 20.0 -8.2 -2.3 -1.3 -1.9 -1.9 -1.4 -2.3 -6.3 -1.6 -5.0 -0.7 3.3 3.3 20.0 16.1 20.0 17.0 4.4 0.2 -6.4 -0.7 1.7 -20.0 1.2 -2.4 0.1 -1.2 -0.1 0.7 20.0 -4.3 6.8 20.0 4.0 -0.2 18.2 2.2 20.0 RUSSELL 9.5 16.5 20.0 5.4 4.8 4.2 6.2 3.0 6.0 12.2 16.1 14.9 7.3 17.2 18.0 -5.3 -5.4 -5.2 -5.1 20.0 18.9 19.6 9.5 20.0 8.3 6.5 3.9 4.5 5.2 2.0 6.2 0.5 6.9 14.3 20.0 18.9 -20.0 -20.0 -20.0 -20.0 SHATZ -6.8 -10.7 -11.5 0.8 -7.1 -0.3 -4.0 -2.2 -0.1 -12.0 -3.8 -13.6 2.9 -14.2 -14.9 -20.0 -19.3 -20.0 -19.0 -11.4 -7.7 -10.0 -3.0 -11.6 5.9 -5.2 -3.0 -3.5 -4.9 -1.3 -5.5 -20.0 -8.9 -15.4 -17.3 -15.0 20.0 17.1 20.0 20.0 SILVER-mini 20.0 11.1 15.7 8.2 8.4 9.4 7.9 8.2 7.4 20.0 20.0 20.0 20.0 20.0 20.0 -7.1 -6.7 -7.0 -6.7 20.0 20.0 20.0 20.0 20.0 -11.3 9.4 11.4 8.5 10.2 6.8 9.7 -1.1 20.0 20.0 20.0 19.6 20.0 20.0 20.0 5.5 SMI -4.1 9.7 -2.0 5.4 4.8 4.2 6.2 3.1 6.0 -6.8 5.0 -9.3 4.8 4.2 4.9 3.0 2.5 1.3 1.6 2.8 2.1 -6.1 3.4 -1.2 8.4 1.6 -2.7 0.0 -3.3 0.1 -0.4 13.1 -20.0 -20.0 -1.6 -19.2 20.0 20.0 20.0 20.0 SOFR 0.3 8.8 13.3 1.0 -9.6 -0.4 -5.4 -3.0 -0.2 -13.9 19.9 -9.2 12.5 10.0 16.7 7.1 4.8 7.2 6.4 16.3 19.1 -6.5 15.3 6.4 -20.0 6.4 -4.2 6.7 -2.6 4.9 2.7 4.7 -5.7 8.2 20.0 20.0 4.5 -12.6 -20.0 -20.0 SOYBEAN -4.7 11.3 2.3 -5.9 -3.2 -4.7 -4.7 -3.4 -5.8 -14.5 4.3 -12.7 -10.9 7.2 4.6 -6.5 -7.6 -11.1 -10.3 2.8 1.1 -9.0 -6.0 -0.8 -2.3 4.9 -8.5 3.9 -3.7 -1.4 1.9 -8.3 -4.3 20.0 20.0 20.0 -10.3 -1.4 -6.9 4.4 SOYMEAL -6.1 8.5 -3.9 -6.3 -3.5 -5.1 -5.0 -3.6 -6.3 -18.6 -15.5 -17.0 -19.3 -4.1 -9.9 -20.0 -15.0 -19.0 -17.9 -9.3 -15.0 -15.8 -20.0 -9.6 -16.3 -1.5 -17.3 -6.0 -9.3 -11.7 -2.7 -20.0 -19.7 20.0 20.0 9.4 -20.0 -20.0 -19.7 -20.0 SOYOIL -12.5 -19.5 6.4 -3.9 -2.1 -3.1 -3.1 -2.3 -3.9 -10.5 6.2 -10.3 7.7 -10.4 -0.5 -7.7 -2.9 -4.8 -3.7 -4.3 3.6 -11.7 6.9 -9.0 -9.5 -1.8 -6.3 1.5 -5.0 2.3 -4.0 1.6 -2.9 4.7 -3.2 20.0 -20.0 -9.1 -20.0 -9.6 SP400 2.1 7.3 17.7 5.1 4.5 3.9 5.9 2.9 5.6 -10.2 13.6 1.9 6.2 11.5 14.5 -6.0 -5.9 -5.8 -5.6 12.9 11.8 2.1 6.7 8.2 -2.4 5.5 -0.9 3.7 1.2 1.2 4.0 -0.5 -19.7 -3.7 1.5 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 10.4 15.1 20.0 7.0 6.2 5.4 8.1 4.0 7.8 13.0 20.0 20.0 20.0 20.0 20.0 -11.1 -9.5 -10.1 -9.2 20.0 20.0 20.0 20.0 20.0 -20.0 8.8 4.4 7.1 7.4 5.1 8.5 -6.4 15.1 20.0 19.1 20.0 -20.0 -19.2 -20.0 -20.0 SUGAR11 -11.1 -0.7 -8.2 -5.7 -3.1 -4.6 -4.5 -3.3 -5.6 -10.0 -16.8 -14.4 -16.4 -14.7 -15.4 -12.4 5.4 -10.9 -4.7 -14.4 -15.7 -14.7 -15.9 -14.8 -20.0 -6.3 -5.7 -6.8 -7.5 -6.4 -6.7 8.9 -7.6 13.0 11.5 1.5 -20.0 -20.0 -20.0 -20.0 US10 6.5 11.2 11.1 0.8 -7.0 -0.3 -3.9 -2.2 -0.1 -10.0 11.8 1.2 1.6 9.8 12.5 2.2 -0.8 1.5 0.7 11.4 9.7 -2.0 4.7 7.1 -3.7 4.7 -2.5 4.0 -0.7 2.3 3.0 -4.9 0.7 12.8 19.6 16.5 -8.2 -19.2 -20.0 -20.0 US10U 9.7 12.0 10.6 1.1 -9.9 -0.4 -5.6 -3.1 -0.2 -14.2 12.5 5.3 -2.1 13.6 17.1 -4.1 -2.6 -3.2 -2.7 16.5 11.6 -0.4 3.2 12.6 -9.3 6.7 -2.9 4.9 0.1 2.2 5.1 -9.4 4.7 20.0 20.0 20.0 7.8 -12.4 -20.0 -20.0 US2 4.2 8.9 6.3 0.7 -6.3 -0.3 -3.6 -2.0 -0.1 -10.3 5.7 -4.7 -2.5 7.7 8.2 -11.1 -16.4 -13.3 -14.0 6.3 5.0 -3.2 1.5 3.4 17.3 3.7 -3.5 3.2 -1.4 2.2 2.1 -20.0 0.1 5.4 14.6 8.9 -5.3 -8.7 -13.3 -18.8 US20 13.0 11.3 9.4 0.7 -6.2 -0.2 -3.5 -2.0 -0.1 -7.8 1.9 6.1 -6.3 8.4 10.1 4.4 2.5 4.2 3.5 9.0 4.4 1.5 -1.3 8.5 -6.6 4.0 -1.6 2.4 0.6 0.4 3.5 0.2 5.8 17.4 16.5 14.1 20.0 9.1 -6.3 -8.9 US30 13.6 10.3 7.5 0.8 -7.5 -0.3 -4.2 -2.4 -0.1 -10.2 -2.0 7.7 -10.5 9.5 10.4 -7.4 -3.3 -4.6 -3.5 8.2 2.0 2.1 -5.1 9.0 -4.4 4.5 -2.0 2.1 0.9 -0.7 4.4 -10.6 8.9 18.3 15.2 12.6 20.0 5.2 -2.5 -9.8 US5 3.1 9.8 10.0 0.8 -7.5 -0.3 -4.3 -2.4 -0.1 -11.2 13.4 -5.6 2.8 8.8 12.1 -2.1 -4.1 -2.8 -3.0 10.4 10.2 -3.9 5.9 5.0 1.8 4.9 -3.3 4.7 -1.6 3.2 2.5 -10.8 -1.8 8.0 17.9 15.1 -9.2 -13.3 -20.0 -20.0 VIX -4.9 -14.0 -11.7 -7.5 3.6 -3.8 -1.8 0.3 -6.4 17.0 -15.2 -13.8 -7.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.5 -3.6 -3.6 -15.5 NaN -8.6 4.3 -4.6 -1.6 0.2 -7.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.4 -6.0 -12.8 -6.9 -3.8 -5.5 -5.5 -4.0 -6.8 -5.6 -20.0 -4.5 -20.0 -15.5 -20.0 -18.3 -18.1 -18.5 -18.3 -15.5 -20.0 -4.0 -20.0 -7.9 12.9 -5.0 -3.3 -6.1 -1.8 -8.5 -2.5 -20.0 7.9 20.0 7.9 20.0 -20.0 -17.2 -20.0 -19.0 End of report for caleb_strategy_v3