******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250924_204356 produced at 2025-09-24 21:39:05.770647 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.78 0.0 0.00 0.00 0.00 0.00 -16.32 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.33 0.0 999.00 -999.00 -0.26 -0.26 -31.69 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 -3.25 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 -21.69 26.0 -14 -14 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.08 0.0 1.09 -1.09 -0.08 -0.08 -2.04 29.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.05 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.19 -0.19 -0.07 -0.07 -3.28 11.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -7.17 2.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.75 -0.75 -0.04 -0.04 -1.04 17.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -5.23 18.0 -5 -5 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -3.29 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 0.00 -0.04 0.0 1.08 -1.08 0.00 0.00 -0.49 13.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -1.81 9.0 -2 -2 caleb_strategy_v3 DX False False 0.05 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.50 999999999.0 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 COPPER False False 0.06 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.35 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 -1.47 8.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.12 -0.02 0.0 0.85 -0.85 -0.12 -0.12 -1.13 58.0 -8 -8 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.34 -0.34 0.00 0.00 -0.09 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.24 9.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.42 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 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.50 10.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.00 0.0 0.78 -0.78 0.00 0.00 0.06 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.24 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 -0.12 26.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.00 0.0 1.00 -1.00 0.00 0.00 0.08 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.11 23.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.28 12.0 -3 -3 caleb_strategy_v3 US5 False False 0.06 0.06 0.00 0.0 1.43 -1.43 0.06 0.06 0.03 25.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.12 7.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.09 3.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.11 13.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.11 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.80 -0.80 0.02 0.02 0.51 66.0 2 2 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.38 -1.38 0.00 0.00 0.20 19.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.07 0.08 6.0 1 1 caleb_strategy_v3 EUR False False 0.08 0.08 0.01 0.0 1.08 -1.08 0.08 0.08 0.18 14.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.32 5.0 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 NZD False False 0.03 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.49 21.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.13 0.02 0.0 0.59 -0.59 0.13 0.13 0.70 23.0 5 5 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.84 -0.84 0.00 0.00 1.39 48.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.49 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.39 -0.39 0.00 0.00 0.76 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.10 -1.10 0.00 0.00 1.88 56.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.80 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.62 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.05 0.0 0.68 -0.68 0.14 0.17 1.43 20.0 4 5 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.05 0.0 0.44 -0.44 0.02 0.01 7.21 68.0 3 2 caleb_strategy_v3 GBP False False 0.04 0.04 0.06 0.0 0.97 -0.97 0.04 0.04 1.30 22.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.06 0.0 0.14 -0.14 0.04 0.04 1.53 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.84 -0.84 0.00 0.00 1.36 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.07 0.0 0.74 -0.74 0.18 0.18 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 1.42 999999999.0 4 4 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.74 -0.74 0.00 0.00 1.09 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.30 0.09 0.0 0.75 -0.75 0.30 0.30 1.14 10.0 4 4 caleb_strategy_v3 SOFR False True 0.13 0.00 0.09 0.0 0.00 0.00 0.00 0.00 0.68 11.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.03 0.11 0.0 0.65 -0.65 0.03 0.03 3.17 19.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.15 0.0 0.24 -0.24 0.17 0.17 8.18 13.0 9 9 caleb_strategy_v3 NIKKEI False False 0.02 0.43 0.42 0.0 0.58 -0.58 0.43 0.43 25.93 36.0 27 27 caleb_strategy_v3 MXP False False 0.01 0.45 0.62 0.0 0.84 -0.84 0.45 0.45 44.18 60.0 32 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.24 0.0 1.51 -1.51 0.00 0.00 8.20 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.7 Shocked risk 74.1 Sum abs risk 55.4 Leverage 5.62 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1912879.4300000002, 'annual_cash_vol_target': 478219.8575000001, 'daily_cash_vol_target': 29888.741093750006} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6586 0.5337 8.5398 BITCOIN 1928.5594 114535.0000 1.6838 26.9411 BOBL 0.1858 117.7000 0.1579 2.5257 BTP 0.4470 119.5200 0.3740 5.9844 BUND 0.3936 128.1600 0.3071 4.9140 BUXL 0.9616 113.0200 0.8508 13.6131 CAC 57.3376 7814.0000 0.7338 11.7405 CAD 0.0026 0.7220 0.3551 5.6822 CANOLA 8.0853 630.9000 1.2815 20.5047 CHF 0.0060 1.2690 0.4744 7.5899 COCOA 146.9637 7041.0000 2.0873 33.3961 COFFEE 8.9726 349.0500 2.5706 41.1293 COPPER 0.0864 4.8265 1.7902 28.6435 CORN 4.6585 461.2500 1.0100 16.1594 COTTON2 0.7041 66.1400 1.0646 17.0329 CRUDE_W 0.9809 64.2700 1.5262 24.4188 DAX 167.2205 23802.0000 0.7025 11.2408 DOW 252.8105 46474.0000 0.5440 8.7037 DX 0.4274 97.5300 0.4382 7.0120 EUR 0.0057 1.1790 0.4798 7.6769 EURIBOR-ICE 0.0328 97.7900 0.0335 0.5365 EUROSTX 41.9562 5474.0000 0.7665 12.2634 FEEDCOW 3.5153 351.8000 0.9992 15.9877 GASOIL 10.9396 686.7500 1.5930 25.4873 GASOLINE 0.0297 1.8928 1.5713 25.1403 GAS_US_mini 0.0890 3.1450 2.8303 45.2848 GBP 0.0061 1.3450 0.4519 7.2302 GOLD_micro 25.1176 3756.9000 0.6686 10.6972 HEATOIL 0.0353 2.3285 1.5179 24.2864 JGB-SGX-mini 0.2363 135.8000 0.1740 2.7837 JPY 0.0000 0.0068 0.5658 9.0529 LEANHOG 1.1116 88.0500 1.2625 20.1993 LIVECOW 2.0914 237.0500 0.8822 14.1159 LUMBER-new 9.1806 614.0000 1.4952 23.9233 MXP 0.0003 0.0538 0.5116 8.1857 NASDAQ_micro 149.8154 24739.5000 0.6056 9.6891 NIKKEI 367.7168 45400.0000 0.8099 12.9592 NZD 0.0037 0.5828 0.6428 10.2846 OAT 0.4012 120.9500 0.3317 5.3074 OATIES 4.0402 326.2500 1.2384 19.8142 OJ 7.4504 247.3500 3.0121 48.1933 PALLAD 25.1091 1229.5000 2.0422 32.6755 PLAT 23.4777 1500.3000 1.5649 25.0379 REDWHEAT 7.4689 528.5000 1.4132 22.6115 RICE 0.1504 11.6800 1.2877 20.6040 ROBUSTA 114.1940 4228.0000 2.7009 43.2144 RUSSELL 23.4203 2457.5000 0.9530 15.2482 SHATZ 0.0541 106.9700 0.0506 0.8099 SILVER-mini 0.5039 44.2500 1.1387 18.2190 SMI 82.6041 11960.0000 0.6907 11.0507 SOFR 0.0491 96.7700 0.0507 0.8118 SOYBEAN 8.7940 1061.5000 0.8285 13.2553 SOYMEAL 3.0680 280.1000 1.0953 17.5254 SOYOIL 0.7365 50.1500 1.4687 23.4987 SP400 26.4104 3279.7000 0.8053 12.8843 SP500_micro 32.6183 6689.5000 0.4876 7.8017 SUGAR11 0.2165 16.1200 1.3428 21.4845 US10 0.3313 112.6406 0.2941 4.7061 US10U 0.4334 115.1094 0.3765 6.0246 US2 0.0853 104.2148 0.0819 1.3098 US20 0.6828 116.3125 0.5870 9.3923 US30 0.9868 119.6250 0.8249 13.1990 US5 0.2095 109.3047 0.1917 3.0665 VIX 0.4062 20.1000 2.0209 32.3337 WHEAT 6.9604 591.5000 1.1767 18.8279 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.55 0.53 351.49 1.00 351.49 29888.74 85.03 14.36 122.10 BITCOIN 114.54 1.68 192.86 1.00 192.86 29888.74 154.98 -7.17 -111.10 BOBL 1177.00 0.16 185.79 1.18 219.15 29888.74 136.38 1.43 19.51 BTP 1195.20 0.37 447.03 1.18 527.29 29888.74 56.68 5.62 31.87 BUND 1281.60 0.31 393.61 1.18 464.28 29888.74 64.38 2.58 16.60 BUXL 1130.20 0.85 961.60 1.18 1134.24 29888.74 26.35 -4.94 -13.00 CAC 781.40 0.73 573.38 1.18 676.32 29888.74 44.19 5.31 23.45 CAD 721.95 0.36 256.39 1.00 256.39 29888.74 116.57 -6.74 -78.55 CANOLA 126.18 1.28 161.71 0.72 116.92 29888.74 255.64 -0.39 -9.92 CHF 1586.31 0.47 752.49 1.00 752.49 29888.74 39.72 -4.77 -18.96 COCOA 704.10 2.09 1469.64 1.00 1469.64 29888.74 20.34 -2.41 -4.90 COFFEE 1308.94 2.57 3364.73 1.00 3364.73 29888.74 8.88 7.02 6.24 COPPER 1206.62 1.79 2160.12 1.00 2160.12 29888.74 13.84 -2.35 -3.25 CORN 230.62 1.01 232.92 1.00 232.92 29888.74 128.32 -0.88 -11.30 COTTON2 330.70 1.06 352.05 1.00 352.05 29888.74 84.90 -15.86 -134.69 CRUDE_W 642.70 1.53 980.87 1.00 980.87 29888.74 30.47 0.97 2.97 DAX 238.02 0.70 167.22 1.18 197.24 29888.74 151.53 -2.19 -33.22 DOW 232.37 0.54 126.41 1.00 126.41 29888.74 236.45 0.92 21.72 DX 975.30 0.44 427.42 1.00 427.42 29888.74 69.93 -2.75 -19.22 EUR 1473.75 0.48 707.12 1.00 707.12 29888.74 42.27 1.62 6.84 EURIBOR-ICE 2444.75 0.03 81.98 1.18 96.70 29888.74 309.10 7.76 239.94 EUROSTX 547.40 0.77 419.56 1.18 494.89 29888.74 60.39 6.95 41.98 FEEDCOW 1759.00 1.00 1757.65 1.00 1757.65 29888.74 17.00 12.61 21.45 GASOIL 686.75 1.59 1093.96 1.00 1093.96 29888.74 27.32 12.93 35.32 GASOLINE 794.98 1.57 1249.12 1.00 1249.12 29888.74 23.93 4.73 11.32 GAS_US_mini 78.62 2.83 222.53 1.00 222.53 29888.74 134.31 -14.89 -200.06 GBP 840.62 0.45 379.87 1.00 379.87 29888.74 78.68 6.38 50.20 GOLD_micro 375.69 0.67 251.18 1.00 251.18 29888.74 119.00 4.63 55.08 HEATOIL 977.97 1.52 1484.46 1.00 1484.46 29888.74 20.13 -0.98 -1.98 JGB-SGX-mini 135800.00 0.17 23626.50 0.01 159.83 29888.74 187.00 -8.05 -150.48 JPY 846.62 0.57 479.02 1.00 479.02 29888.74 62.40 -6.42 -40.06 LEANHOG 352.20 1.26 444.64 1.00 444.64 29888.74 67.22 20.00 134.44 LIVECOW 948.20 0.88 836.55 1.00 836.55 29888.74 35.73 11.48 41.03 LUMBER-new 168.85 1.50 252.47 1.00 252.47 29888.74 118.39 -4.93 -58.41 MXP 268.90 0.51 137.57 1.00 137.57 29888.74 217.26 13.84 300.62 NASDAQ_micro 494.79 0.61 299.63 1.00 299.63 29888.74 99.75 3.02 30.17 NIKKEI 45400.00 0.81 36771.68 0.01 248.76 29888.74 120.15 19.90 239.10 NZD 582.75 0.64 374.59 1.00 374.59 29888.74 79.79 2.36 18.83 OAT 1209.50 0.33 401.21 1.18 473.24 29888.74 63.16 5.28 33.37 OATIES 163.12 1.24 202.01 1.00 202.01 29888.74 147.95 -19.89 -294.27 OJ 371.02 3.01 1117.56 1.00 1117.56 29888.74 26.74 -5.07 -13.57 PALLAD 1229.50 2.04 2510.91 1.00 2510.91 29888.74 11.90 2.62 3.12 PLAT 750.15 1.56 1173.89 1.00 1173.89 29888.74 25.46 8.70 22.16 REDWHEAT 264.25 1.41 373.44 1.00 373.44 29888.74 80.04 -13.83 -110.68 RICE 233.60 1.29 300.82 1.00 300.82 29888.74 99.36 -13.58 -134.96 ROBUSTA 422.80 2.70 1141.94 1.00 1141.94 29888.74 26.17 3.24 8.48 RUSSELL 122.88 0.95 117.10 1.00 117.10 29888.74 255.24 8.51 217.13 SHATZ 1069.70 0.05 54.15 1.18 63.87 29888.74 467.95 -6.83 -319.71 SILVER-mini 1106.25 1.14 1259.67 1.00 1259.67 29888.74 23.73 17.57 41.69 SMI 1196.00 0.69 826.04 1.26 1042.00 29888.74 28.68 6.38 18.30 SOFR 2419.25 0.05 122.75 1.00 122.75 29888.74 243.50 0.46 11.20 SOYBEAN 530.75 0.83 439.70 1.00 439.70 29888.74 67.97 -1.92 -13.03 SOYMEAL 280.10 1.10 306.80 1.00 306.80 29888.74 97.42 -20.00 -194.84 SOYOIL 300.90 1.47 441.92 1.00 441.92 29888.74 67.63 -7.92 -53.54 SP400 3279.70 0.81 2641.04 1.00 2641.04 29888.74 11.32 -2.48 -2.81 SP500_micro 334.48 0.49 163.09 1.00 163.09 29888.74 183.26 3.25 59.64 SUGAR11 180.54 1.34 242.43 1.00 242.43 29888.74 123.29 -17.41 -214.68 US10 1126.41 0.29 331.31 1.00 331.31 29888.74 90.21 0.67 6.01 US10U 1151.09 0.38 433.43 1.00 433.43 29888.74 68.96 0.74 5.09 US2 2084.30 0.08 170.62 1.00 170.62 29888.74 175.17 0.48 8.41 US20 1163.12 0.59 682.77 1.00 682.77 29888.74 43.78 5.57 24.39 US30 1196.25 0.82 986.83 1.00 986.83 29888.74 30.29 2.69 8.14 US5 1093.05 0.19 209.49 1.00 209.49 29888.74 142.67 0.17 2.41 VIX 201.00 2.02 406.19 1.00 406.19 29888.74 73.58 -17.42 -128.21 WHEAT 295.75 1.18 348.02 1.00 348.02 29888.74 85.88 -10.86 -93.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 122.096 0.010 2.5 3.172 BITCOIN -111.102 0.043 2.5 -12.048 BOBL 19.508 0.004 2.5 0.198 BTP 31.870 0.014 2.5 1.089 BUND 16.597 0.004 2.5 0.169 BUXL -13.005 0.004 2.5 -0.132 CAC 23.447 0.014 2.5 0.801 CAD -78.555 0.010 2.5 -2.041 CANOLA -9.918 0.010 2.5 -0.242 CHF -18.963 0.010 2.5 -0.493 COCOA -4.902 0.010 2.5 -0.119 COFFEE 6.238 0.005 2.5 0.083 COPPER -3.248 0.043 2.5 -0.352 CORN -11.303 0.010 2.5 -0.275 COTTON2 -134.690 0.010 2.5 -3.281 CRUDE_W 2.971 0.043 2.5 0.322 DAX -33.220 0.014 2.5 -1.135 DOW 21.718 0.009 2.5 0.505 DX -19.215 0.010 2.5 -0.499 EUR 6.838 0.010 2.5 0.178 EURIBOR-ICE 239.945 0.014 2.5 8.196 EUROSTX 41.983 0.014 2.5 1.434 FEEDCOW 21.446 0.013 2.5 0.712 GASOIL 35.316 0.017 2.5 1.533 GASOLINE 11.318 0.017 2.5 0.491 GAS_US_mini -200.055 0.043 2.5 -21.694 GBP 50.201 0.010 2.5 1.304 GOLD_micro 55.077 0.014 2.5 1.881 HEATOIL -1.978 0.017 2.5 -0.086 JGB-SGX-mini -150.483 0.043 2.5 -16.318 JPY -40.056 0.010 2.5 -1.041 LEANHOG 134.441 0.024 2.5 8.182 LIVECOW 41.030 0.013 2.5 1.362 LUMBER-new -58.406 0.010 2.5 -1.423 MXP 300.618 0.059 2.5 44.185 NASDAQ_micro 30.175 0.009 2.5 0.702 NIKKEI 239.096 0.043 2.5 25.928 NZD 18.825 0.010 2.5 0.489 OAT 33.372 0.014 2.5 1.140 OATIES -294.270 0.010 2.5 -7.169 OJ -13.571 0.010 2.5 -0.331 PALLAD 3.122 0.014 2.5 0.107 PLAT 22.160 0.014 2.5 0.757 REDWHEAT -110.678 0.005 2.5 -1.470 RICE -134.961 0.010 2.5 -3.288 ROBUSTA 8.475 0.005 2.5 0.113 RUSSELL 217.133 0.013 2.5 7.205 SHATZ -319.710 0.004 2.5 -3.247 SILVER-mini 41.691 0.014 2.5 1.424 SMI 18.298 0.014 2.5 0.625 SOFR 11.197 0.024 2.5 0.681 SOYBEAN -13.035 0.004 2.5 -0.121 SOYMEAL -194.839 0.004 2.5 -1.815 SOYOIL -53.538 0.004 2.5 -0.499 SP400 -2.807 0.013 2.5 -0.093 SP500_micro 59.645 0.009 2.5 1.388 SUGAR11 -214.685 0.010 2.5 -5.230 US10 6.009 0.005 2.5 0.076 US10U 5.093 0.005 2.5 0.065 US2 8.406 0.005 2.5 0.107 US20 24.386 0.005 2.5 0.309 US30 8.141 0.005 2.5 0.103 US5 2.406 0.005 2.5 0.031 VIX -128.206 0.099 2.5 -31.691 WHEAT -93.275 0.005 2.5 -1.239 ===================== Position diags ===================== AUD 2.21 BITCOIN 16.81 BOBL 1.38 BTP 1.94 BUND 0.65 BUXL 0.27 CAC 1.51 CAD 3.03 CANOLA 6.23 CHF 1.03 COCOA 0.50 COFFEE 0.12 COPPER 1.50 CORN 3.13 COTTON2 2.07 CRUDE_W 3.30 DAX 5.18 DOW 5.50 DX 1.82 EUR 1.10 EURIBOR-ICE 10.56 EUROSTX 2.06 FEEDCOW 0.56 GASOIL 1.19 GASOLINE 1.04 GAS_US_mini 14.56 GBP 2.04 GOLD_micro 4.06 HEATOIL 0.87 JGB-SGX-mini 20.28 JPY 1.62 LEANHOG 4.09 LIVECOW 1.19 LUMBER-new 2.88 MXP 31.93 NASDAQ_micro 2.32 NIKKEI 13.03 NZD 2.07 OAT 2.16 OATIES 3.60 OJ 0.65 PALLAD 0.41 PLAT 0.87 REDWHEAT 1.06 RICE 2.42 ROBUSTA 0.35 RUSSELL 8.47 SHATZ 4.75 SILVER-mini 0.81 SMI 0.98 SOFR 14.82 SOYBEAN 0.63 SOYMEAL 0.91 SOYOIL 0.63 SP400 0.38 SP500_micro 4.27 SUGAR11 3.00 US10 1.14 US10U 0.88 US2 2.22 US20 0.56 US30 0.38 US5 1.81 VIX 18.19 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.4 1.0 1 BITCOIN -12.0 -13.7 -10.4 0.0 0 BOBL 0.2 0.1 0.3 0.0 0 BTP 1.1 0.9 1.3 0.0 0 BUND 0.2 0.1 0.2 0.0 0 BUXL -0.1 -0.2 -0.1 0.0 0 CAC 0.8 0.6 1.0 0.0 0 CAD -2.0 -2.3 -1.7 -2.0 -2 CANOLA -0.2 -0.9 0.4 0.0 0 CHF -0.5 -0.6 -0.4 0.0 0 COCOA -0.1 -0.2 -0.1 0.0 0 COFFEE 0.1 0.1 0.1 1.0 1 COPPER -0.4 -0.5 -0.2 0.0 0 CORN -0.3 -0.6 0.0 -3.0 -3 COTTON2 -3.3 -3.5 -3.1 -4.0 -4 CRUDE_W 0.3 -0.0 0.7 0.0 0 DAX -1.1 -1.7 -0.6 -8.0 -8 DOW 0.5 -0.0 1.1 2.0 2 DX -0.5 -0.7 -0.3 0.0 0 EUR 0.2 0.1 0.3 1.0 1 EURIBOR-ICE 8.2 7.1 9.3 0.0 0 EUROSTX 1.4 1.2 1.6 4.0 4 FEEDCOW 0.7 0.7 0.8 2.0 2 GASOIL 1.5 1.4 1.7 1.0 1 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -21.7 -23.2 -20.2 -14.0 -14 GBP 1.3 1.1 1.5 1.0 1 GOLD_micro 1.9 1.5 2.3 0.0 0 HEATOIL -0.1 -0.2 0.0 0.0 0 JGB-SGX-mini -16.3 -18.3 -14.3 0.0 0 JPY -1.0 -1.2 -0.9 -1.0 -1 LEANHOG 8.2 7.8 8.6 9.0 9 LIVECOW 1.4 1.2 1.5 0.0 0 LUMBER-new -1.4 -1.7 -1.1 0.0 0 MXP 44.2 41.0 47.4 32.0 32 NASDAQ_micro 0.7 0.5 0.9 5.0 5 NIKKEI 25.9 24.6 27.2 27.0 27 NZD 0.5 0.3 0.7 0.0 0 OAT 1.1 0.9 1.4 4.0 4 OATIES -7.2 -7.5 -6.8 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.8 0.7 0.8 0.0 0 REDWHEAT -1.5 -1.6 -1.4 0.0 0 RICE -3.3 -3.5 -3.0 -3.0 -3 ROBUSTA 0.1 0.1 0.1 0.0 0 RUSSELL 7.2 6.4 8.1 3.0 3 SHATZ -3.2 -3.7 -2.8 NaN 0 SILVER-mini 1.4 1.3 1.5 4.0 4 SMI 0.6 0.5 0.7 0.0 0 SOFR 0.7 -0.8 2.2 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -1.8 -1.9 -1.7 -2.0 -2 SOYOIL -0.5 -0.6 -0.4 -1.0 -1 SP400 -0.1 -0.1 -0.1 0.0 0 SP500_micro 1.4 1.0 1.8 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 0.1 -0.1 0.3 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 0.0 -0.2 0.2 1.0 1 VIX -31.7 -33.5 -29.9 -25.0 -25 WHEAT -1.2 -1.4 -1.1 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.3 0.1 0.2 0.1 -0.1 0.1 -0.0 0.2 0.0 -0.2 0.5 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 2.1 0.1 -0.1 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 -0.1 0.5 0.0 0.7 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 0.0 0.2 -0.1 0.5 -0.0 -2.7 -0.0 -0.0 0.1 -0.0 0.4 -0.0 -0.1 -0.5 -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 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.0 -0.1 -0.1 0.4 -0.0 0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 0.7 0.7 0.7 0.7 BTP 0.1 -0.1 -0.1 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 0.3 -0.0 0.6 0.1 0.1 -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 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.0 -0.1 -0.0 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.4 -0.0 -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 -0.1 -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 -0.1 -0.4 -0.1 -0.4 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.1 -0.0 -0.4 -0.4 0.7 0.3 -0.0 0.1 CAC 0.1 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.3 0.1 0.3 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.0 0.0 -0.1 0.0 0.5 -0.2 -0.6 -0.6 -0.6 0.7 0.7 0.7 0.6 CAD -0.0 -0.3 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 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 -0.2 0.1 -0.1 0.1 -0.0 -0.4 0.1 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 -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 -0.1 0.3 0.0 0.3 0.0 0.1 -0.3 -0.3 -0.3 -0.3 0.1 0.1 0.0 0.3 0.1 -0.1 0.0 -0.0 0.1 0.0 0.2 0.0 -1.1 0.3 0.1 -0.0 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.4 -0.2 -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 -0.4 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 -0.4 -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 -0.0 -0.2 -0.6 -0.3 0.4 0.2 0.4 0.3 CORN 0.4 0.4 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 0.1 -0.5 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.3 0.1 1.1 0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.1 0.3 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 -0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 -2.1 -0.0 -0.1 -0.2 -0.1 -0.6 -0.0 -0.9 0.1 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W -0.0 -0.1 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.1 -0.0 0.0 -0.3 -0.1 -0.0 0.2 0.2 0.2 0.1 -0.0 -0.0 0.1 -0.1 0.0 0.3 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.1 0.1 -0.6 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX -0.4 -0.4 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 -0.1 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 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 0.0 0.1 0.1 -0.2 0.1 0.2 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 0.1 -0.3 0.0 -0.4 -0.1 -0.0 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 -0.3 -0.4 0.7 0.4 0.7 0.5 EUR 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 0.0 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 0.3 -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 -0.1 -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 -0.1 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 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 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 0.1 0.4 0.1 -0.5 -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 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 1.1 0.5 0.5 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.1 0.3 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.0 0.1 0.1 0.4 0.2 0.4 0.3 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.3 0.3 0.3 0.7 0.2 0.5 0.2 GASOLINE 0.0 0.1 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.0 0.2 0.0 -0.0 0.0 0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.0 0.0 0.0 -2.7 -0.0 0.1 -0.0 0.0 0.0 -0.0 1.1 -0.0 -0.6 -0.1 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.3 -0.6 0.0 0.1 0.1 0.1 0.1 0.0 -0.1 -0.5 -0.1 -0.5 -0.2 -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 -0.4 -0.5 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.5 -0.0 0.7 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.5 0.0 0.1 0.1 -0.1 0.2 -0.0 0.3 0.0 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 0.0 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 0.2 0.1 -0.5 0.4 0.6 0.6 -0.3 -0.6 0.0 -0.7 -0.1 HEATOIL 0.1 -0.0 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 0.1 0.1 0.1 -2.7 0.0 0.1 0.1 0.0 0.2 -0.0 0.0 0.0 -0.5 -0.3 0.0 0.5 0.1 -0.4 -0.2 JGB-SGX-mini 0.0 -0.3 -0.2 0.0 -0.1 -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 -0.1 -0.1 -0.0 1.1 -0.2 -0.1 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 JPY 0.0 -0.1 -0.3 0.0 -0.1 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 -0.1 -0.1 -0.1 2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.7 -0.1 -0.5 -0.2 -0.6 -0.3 -0.3 -0.5 -0.3 LEANHOG 0.1 0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.5 0.1 0.7 0.2 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 0.1 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 0.0 0.4 0.0 0.5 0.1 0.1 -0.1 0.3 0.1 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 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.3 -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 -0.0 -0.2 -0.2 NaN -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -1.2 0.1 0.3 -0.7 0.3 0.8 0.8 0.8 0.8 MXP 0.3 0.0 0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.0 0.5 0.2 0.5 0.2 0.2 0.3 0.2 0.3 0.2 0.2 0.2 0.1 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 0.5 0.4 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 0.1 -0.2 -0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 1.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.4 -0.4 -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 -0.1 -0.1 -0.0 -0.1 0.0 0.0 -0.2 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.1 -0.1 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.8 -0.0 0.0 -0.3 -0.3 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -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 -0.2 -0.3 -0.2 -2.6 -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 -0.0 -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 -0.4 -0.3 -0.3 -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 0.1 0.1 0.1 0.1 0.1 2.6 0.0 0.0 0.1 0.0 0.2 0.0 0.3 -0.1 -0.1 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.1 -0.1 0.6 0.1 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 0.2 0.4 0.1 0.2 0.0 0.1 0.2 0.1 0.3 0.0 0.2 0.3 -0.2 -0.3 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 -0.1 -0.5 -0.1 0.9 -0.1 -0.0 -0.2 -0.0 -0.4 -0.0 -1.1 0.2 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -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 -0.0 0.3 -0.1 -0.1 -0.5 -0.3 -0.3 -0.3 ROBUSTA -0.4 0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -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 0.1 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 0.0 0.4 0.1 0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 1.1 0.1 0.0 0.1 0.0 0.1 0.1 0.0 0.2 0.4 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 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 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 -0.1 -0.5 -0.5 -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 -0.2 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 0.0 0.1 0.1 0.0 0.0 0.0 0.0 -0.1 0.1 -0.0 1.1 0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.7 -0.5 -0.6 -0.1 -0.6 0.7 0.7 0.7 0.7 SOFR -0.1 0.3 0.4 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.5 -0.1 0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.2 -0.1 0.4 0.0 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 0.2 -0.1 0.2 0.6 0.6 0.2 -0.4 -0.7 -0.7 SOYBEAN -0.2 0.3 0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.2 -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 0.0 -0.1 0.1 -0.0 -0.1 0.0 -0.4 -0.0 0.6 0.6 0.6 -0.4 -0.1 -0.2 0.1 SOYMEAL -0.2 0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.4 -0.2 -0.7 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.2 -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 -0.6 -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 -0.1 0.0 -0.1 0.2 -0.1 -1.3 -0.0 -0.0 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 0.0 0.2 0.6 0.1 0.0 0.1 0.0 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 -0.2 0.0 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.4 0.5 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.0 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 0.3 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.4 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.1 -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 -0.0 -0.2 -0.1 -0.2 -0.1 0.5 -0.2 0.4 0.4 0.1 -0.7 -0.7 -0.7 -0.7 US10 0.2 0.3 0.4 0.0 -0.1 -0.0 -0.1 -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 0.0 -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 -0.2 0.3 0.0 -0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.1 -0.0 0.1 0.1 -1.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.5 0.0 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 -0.1 -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 -0.1 -0.1 -0.0 -0.1 0.1 0.1 -0.2 0.1 0.1 0.1 0.1 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 0.5 0.3 0.3 0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 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 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 0.0 0.2 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.6 -0.0 0.2 0.6 0.5 -0.3 -0.5 -0.7 -0.7 VIX -0.3 -0.7 -0.6 -0.1 0.0 -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 0.0 -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 -0.2 -0.1 -0.1 -0.1 -0.0 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -1.1 0.4 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 10.6 3.9 7.0 5.2 -7.9 5.2 -1.3 4.3 4.0 -18.9 19.1 1.3 3.3 10.9 11.6 -1.1 -1.4 -1.5 -1.5 10.8 9.1 -1.3 3.7 8.9 15.4 6.2 -5.9 4.2 -0.6 0.4 4.9 2.5 4.6 4.4 2.2 4.4 20.0 20.0 20.0 20.0 BITCOIN -0.3 -16.4 0.6 8.4 6.5 9.5 7.8 8.3 7.7 -12.3 17.0 4.4 20.0 -7.3 0.7 -7.2 -7.5 -7.6 -7.5 2.7 14.0 -5.9 20.0 -2.5 -20.0 -1.6 -5.5 4.6 -4.6 10.2 -4.4 -2.5 -20.0 -20.0 -20.0 -20.0 12.7 -2.6 -12.1 -7.3 BOBL -1.4 -3.2 -4.5 0.2 -10.2 -0.5 -6.3 -2.4 -1.5 -13.3 2.7 -14.1 -1.3 -11.9 -11.6 20.0 -1.6 7.6 2.0 -4.7 -3.4 -8.9 -2.8 -6.4 2.7 -3.7 -6.5 -2.8 -7.1 -1.9 -5.1 -5.0 -5.0 -7.1 -7.0 -7.3 20.0 20.0 20.0 20.0 BTP 4.5 -4.6 -1.6 0.3 -13.1 -0.6 -8.1 -3.1 -2.0 -18.9 16.9 6.4 14.4 6.6 7.8 7.9 9.1 10.5 10.3 2.4 5.3 -4.5 8.7 0.3 -20.0 1.7 -9.1 4.1 -4.3 7.0 -0.2 11.7 5.7 4.1 -1.8 6.2 20.0 20.0 20.0 20.0 BUND 3.4 -0.8 -1.1 0.2 -10.0 -0.5 -6.2 -2.4 -1.5 -14.6 -0.9 -5.6 -7.0 -3.9 -7.6 -2.1 6.0 5.7 7.5 -2.8 -4.2 -6.6 -6.3 -3.3 -1.0 -2.2 -6.4 -2.6 -5.3 -3.0 -2.7 7.0 -1.4 -1.6 -4.7 -5.0 20.0 20.0 20.0 20.0 BUXL 7.3 -2.6 -4.9 0.2 -9.9 -0.5 -6.1 -2.3 -1.5 -14.2 -14.5 -2.1 -14.7 -6.1 -10.9 3.5 2.5 3.4 3.2 -8.2 -12.2 -6.1 -15.0 -5.0 -3.1 -4.5 -5.0 -5.9 -3.7 -6.1 -2.9 0.0 5.2 -1.3 -11.0 -11.9 20.0 9.5 -0.8 2.1 CAC 2.4 1.5 2.0 6.5 1.8 5.0 5.7 3.7 6.7 -2.9 11.9 8.5 9.3 4.8 4.2 -0.4 -0.7 -0.8 -0.5 3.0 3.6 4.9 4.2 4.2 0.8 0.3 0.2 -1.7 3.0 -2.6 2.3 8.4 -9.1 -17.1 -17.7 -20.0 20.0 20.0 20.0 17.2 CAD -1.3 -9.6 -1.6 5.8 -8.8 5.8 -1.5 4.8 4.5 -18.8 8.5 -12.5 0.6 -10.8 -15.4 -7.3 -6.8 -7.4 -7.2 -6.7 -1.0 -12.2 -0.5 -7.9 18.7 -0.7 -20.0 3.4 -9.1 2.3 -3.2 -7.1 3.6 -20.0 -20.0 -11.0 -20.0 -20.0 -20.0 -20.0 CANOLA -7.5 -20.0 -13.3 -2.9 -1.3 -2.3 -2.1 -1.7 -2.8 -4.6 0.4 -6.1 2.0 -8.2 -8.6 -15.1 -7.0 -10.8 -6.8 -9.3 -4.0 -6.0 0.6 -8.7 2.3 -3.0 -1.2 -1.6 -1.9 -0.2 -2.6 -3.4 -0.8 3.5 -5.0 0.9 20.0 20.0 20.0 20.0 CHF 6.3 -5.1 4.6 3.2 -4.8 3.2 -0.8 2.6 2.4 -8.3 10.9 2.2 9.7 4.3 4.8 -14.8 -15.4 -15.1 -14.9 5.5 9.0 2.1 10.1 4.8 -0.4 4.1 -1.6 5.0 1.8 5.0 3.8 -20.0 12.1 3.4 -0.1 3.7 -20.0 -20.0 -20.0 -20.0 COCOA -13.6 -6.1 -9.8 -2.9 -1.3 -2.4 -2.2 -1.7 -2.9 -7.7 -5.4 -8.4 2.2 -8.1 -4.5 -0.4 14.2 6.4 10.5 -6.0 -2.9 -8.2 4.8 -7.7 -20.0 -1.7 -3.6 0.2 -3.8 4.9 -3.0 20.0 -4.8 8.8 10.3 8.4 0.2 4.7 3.6 8.2 COFFEE -11.6 20.0 -12.0 -3.9 -1.7 -3.2 -2.9 -2.3 -3.8 -8.2 4.3 -8.4 7.2 6.6 7.8 13.7 9.0 11.6 10.1 11.6 8.1 -7.0 7.5 5.8 -20.0 3.7 -1.6 2.9 -0.5 2.9 2.5 20.0 -6.8 20.0 20.0 20.0 7.0 16.7 16.8 20.0 COPPER 6.9 -12.0 -10.9 2.4 1.9 2.8 2.3 2.4 2.2 4.0 -3.6 4.1 -1.6 -1.9 -5.8 -5.1 -5.4 -4.8 -5.1 -3.3 -2.7 3.4 0.0 -0.1 -5.1 -0.5 2.3 0.4 1.0 1.5 -0.1 1.2 -1.0 -5.9 -19.0 -8.3 11.5 6.5 11.9 7.6 CORN 13.0 11.6 -5.9 -5.5 -2.4 -4.5 -4.1 -3.2 -5.3 -7.8 -10.3 6.9 -13.4 11.9 -2.0 -20.0 -19.0 -20.0 -20.0 1.0 -7.3 2.3 -12.4 6.3 8.6 2.0 -1.7 -1.9 1.2 -6.1 3.8 -20.0 13.0 20.0 20.0 18.2 -6.7 0.8 -2.6 3.4 COTTON2 0.0 2.2 2.3 -7.5 -3.3 -6.1 -5.5 -4.4 -7.2 -19.4 -20.0 -13.3 -20.0 -15.1 -17.8 -18.1 -13.4 -16.1 -14.8 -7.2 -11.8 -5.8 -20.0 -5.1 -16.0 -3.0 -10.5 -7.4 -5.4 -15.6 -2.3 -16.5 4.0 20.0 20.0 20.0 -11.3 -20.0 -6.3 -20.0 CRUDE_W -0.5 -1.8 1.9 3.4 7.9 3.6 4.2 1.7 3.1 12.4 -1.4 3.1 -9.5 -9.4 -4.0 8.0 7.7 7.7 7.2 -0.0 -1.7 6.1 -5.2 1.6 2.0 -3.2 10.8 -3.1 3.1 -4.5 -1.9 -2.4 3.4 -18.1 -11.1 -15.2 20.0 11.3 -2.8 14.2 DAX -12.7 -13.3 -6.1 5.8 1.6 4.5 5.2 3.3 6.1 8.9 14.3 -6.4 16.8 -11.2 -4.8 -5.7 -6.4 -5.3 -5.3 -6.3 6.5 -4.6 20.0 -10.2 -10.8 -4.9 1.2 -0.5 -2.6 5.8 -5.6 -0.6 -20.0 -20.0 -20.0 -20.0 20.0 20.0 20.0 15.2 DOW 5.9 13.0 20.0 5.8 1.6 4.5 5.1 3.3 6.0 7.3 18.2 15.4 13.4 18.2 19.2 -8.9 -8.1 -8.2 -7.6 20.0 20.0 13.2 15.3 18.3 -14.9 6.9 1.2 5.1 4.2 3.4 6.3 -3.9 2.2 6.9 11.9 12.7 -20.0 -20.0 -20.0 -20.0 DX -2.5 3.4 1.0 3.0 -4.5 3.0 -0.8 2.4 2.3 9.1 -11.0 0.9 -10.5 -6.0 -4.5 6.0 6.1 6.2 6.0 -3.9 -7.9 0.3 -9.7 -2.5 -20.0 -2.2 2.9 -3.9 -0.3 -4.5 -1.8 15.3 4.2 -17.5 -8.9 -13.6 20.0 12.9 20.0 15.5 EUR 3.8 -2.5 3.3 3.5 -5.3 3.5 -0.9 2.9 2.7 -8.0 13.4 2.4 12.3 8.9 8.9 -6.9 -7.5 -7.4 -7.5 6.7 11.2 2.3 12.5 5.0 11.8 4.8 -2.4 6.3 1.9 6.5 4.0 -7.9 13.2 -0.3 0.5 5.2 -20.0 -18.9 -20.0 -20.0 EURIBOR-ICE -3.9 -2.7 -6.3 0.2 -8.4 -0.4 -5.2 -2.0 -1.3 -12.3 7.7 -12.3 9.9 -8.5 -5.7 11.9 9.9 12.8 12.2 -1.9 1.3 -8.6 5.2 -5.3 6.4 -1.9 -6.9 -0.1 -7.0 2.1 -4.3 14.3 -6.3 -6.4 -3.2 -2.7 20.0 20.0 20.0 20.0 EUROSTX 2.0 2.6 -1.0 6.2 1.8 4.9 5.5 3.6 6.5 14.3 16.7 14.8 15.7 12.2 10.5 -2.5 -0.7 -1.9 -1.2 5.9 7.4 12.5 11.3 8.4 -6.4 1.9 8.0 0.3 8.5 1.7 5.1 7.9 3.0 -14.7 -10.5 -20.0 20.0 20.0 20.0 14.9 FEEDCOW -20.0 4.5 9.3 -3.9 -1.7 -3.2 -2.9 -2.3 -3.8 7.8 12.3 2.8 12.8 6.6 10.4 19.1 5.8 16.5 11.7 16.5 20.0 8.5 20.0 8.1 -20.0 4.0 3.1 6.1 1.9 6.3 1.7 20.0 19.2 16.9 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.8 2.4 8.0 3.0 7.0 3.2 3.7 1.5 2.8 12.9 5.7 11.5 0.1 12.8 4.7 20.0 12.3 19.5 15.1 8.8 7.3 10.6 3.1 9.6 -0.1 5.5 7.6 4.7 6.1 2.1 5.7 7.8 6.4 9.1 8.5 8.5 20.0 7.3 15.9 7.1 GASOLINE 0.6 2.1 4.5 3.4 8.0 3.6 4.3 1.7 3.2 5.2 5.9 2.0 -1.1 2.8 3.0 20.0 20.0 20.0 20.0 4.8 3.8 3.7 1.0 4.1 -20.0 -1.3 6.1 -0.2 1.0 0.2 -1.4 20.0 -1.9 -17.4 -3.5 -14.3 20.0 18.0 20.0 20.0 GAS_US_mini 5.5 -8.1 -20.0 3.7 8.7 3.9 4.7 1.8 3.5 -12.9 -20.0 -11.0 -14.0 -14.8 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 -12.5 -15.8 -12.4 20.0 -7.0 -6.5 -7.1 -6.1 -4.3 -5.2 -20.0 -20.0 -11.5 -15.2 -20.0 -3.3 -20.0 -20.0 -20.0 GBP 2.3 -0.8 -1.7 5.8 -8.8 5.8 -1.5 4.8 4.5 -18.3 18.4 -2.7 18.6 12.7 4.2 0.3 -0.3 -0.3 -0.3 5.7 12.3 -7.1 17.6 1.7 1.1 6.5 -10.2 7.9 -3.0 9.3 4.0 4.4 -0.7 -6.9 6.7 -3.8 11.9 -2.7 5.1 -0.2 GOLD_micro 20.0 20.0 8.0 6.9 5.3 7.9 6.4 6.8 6.3 10.6 20.0 19.2 20.0 20.0 19.4 -12.6 -11.5 -11.7 -11.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.3 5.3 6.1 7.6 6.9 8.4 -8.8 16.3 20.0 20.0 -7.9 -17.0 1.5 -19.7 -3.2 HEATOIL 1.9 -1.2 9.5 3.4 7.9 3.6 4.2 1.7 3.1 7.0 10.2 3.7 2.8 4.4 10.0 11.0 8.7 9.9 9.0 6.8 8.2 6.2 5.2 5.5 -20.0 0.3 7.5 3.9 2.3 4.5 -0.7 0.6 1.8 -16.0 -10.1 0.5 14.2 4.0 -12.1 -4.5 JGB-SGX-mini 1.3 -8.0 -6.6 0.1 -5.8 -0.3 -3.6 -1.4 -0.9 -8.6 -6.6 -8.0 -6.7 -7.4 -7.6 9.5 14.6 15.1 15.0 -6.5 -6.8 -10.4 -7.5 -7.3 -5.8 -2.7 -5.8 -2.6 -4.7 -3.1 -3.1 20.0 -9.2 -4.3 -5.7 -6.2 -20.0 -19.7 -20.0 -20.0 JPY 0.2 -3.0 -9.7 4.0 -6.0 4.0 -1.0 3.2 3.0 -13.6 -7.1 -10.1 -5.5 1.1 -9.4 -10.5 -11.1 -10.4 -10.3 -6.5 -6.1 -7.5 -5.1 -5.3 20.0 -1.3 -10.1 -1.9 -4.8 -2.1 -1.2 -13.3 -4.2 -14.9 -6.2 -19.1 -9.9 -9.9 -15.7 -9.5 LEANHOG 4.0 4.3 3.9 -7.7 -3.4 -6.2 -5.7 -4.5 -7.5 -6.0 20.0 9.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 10.0 20.0 16.4 1.9 7.4 2.1 7.2 5.1 7.3 7.2 20.0 17.8 20.0 20.0 20.0 20.0 13.3 20.0 20.0 LIVECOW -20.0 3.9 9.1 -4.3 -1.9 -3.5 -3.2 -2.5 -4.1 5.0 13.6 3.2 14.0 7.2 11.5 -6.7 16.0 7.4 14.5 14.5 20.0 5.5 20.0 6.8 -20.0 4.4 1.9 7.1 1.7 8.0 1.9 20.0 19.8 20.0 20.0 20.0 20.0 12.7 20.0 18.1 LUMBER-new -9.1 -20.0 -4.9 -3.4 -1.5 -2.8 -2.5 -2.0 -3.3 2.5 -8.3 -5.7 -5.3 -10.8 -10.1 -20.0 -20.0 -20.0 -20.0 -15.4 -10.3 -4.5 -5.5 -13.5 NaN -3.2 1.1 -1.8 -0.8 -0.6 -2.8 -20.0 2.1 8.5 -18.3 8.1 20.0 20.0 20.0 20.0 MXP 8.1 0.7 16.8 6.0 -9.1 6.0 -1.5 4.9 4.6 -1.7 20.0 16.5 14.3 20.0 20.0 12.6 12.5 12.5 12.2 20.0 20.0 14.6 20.0 20.0 -20.0 9.8 -0.2 10.6 5.5 8.5 8.7 20.0 20.0 10.6 14.2 20.0 9.3 7.8 0.7 9.9 NASDAQ_micro 16.5 11.5 20.0 5.8 1.6 4.5 5.1 3.3 6.0 8.0 19.6 15.7 17.5 17.4 18.9 -10.3 -8.6 -9.5 -8.7 20.0 20.0 20.0 20.0 20.0 -20.0 7.0 2.8 6.1 6.4 5.0 7.1 -5.2 19.5 20.0 12.0 20.0 -20.0 -18.8 -20.0 -20.0 NIKKEI 16.7 20.0 20.0 6.2 1.8 4.9 5.5 3.6 6.5 18.4 20.0 20.0 16.6 20.0 20.0 3.2 9.5 8.4 9.4 20.0 20.0 20.0 20.0 20.0 -15.7 7.8 3.8 5.8 6.3 2.8 7.7 20.0 20.0 20.0 20.0 20.0 9.8 18.1 20.0 20.0 NZD 3.9 -7.7 -3.3 3.7 -5.7 3.7 -0.9 3.1 2.9 -14.1 5.2 -10.6 -2.0 -6.8 -8.3 -3.4 -2.6 -3.4 -3.1 -4.3 -1.7 -12.7 -0.8 -6.3 10.2 -1.0 -12.8 -0.1 -7.7 -0.5 -2.8 0.0 -15.1 -11.2 -14.5 -9.9 20.0 15.5 20.0 20.0 OAT 6.2 -6.2 -4.3 0.2 -9.3 -0.4 -5.8 -2.2 -1.4 -13.6 0.4 0.6 -4.6 -2.7 -6.0 16.0 9.6 15.8 13.5 -4.8 -4.7 -6.1 -4.8 -3.9 1.1 -3.0 -6.0 -2.6 -4.2 -1.9 -2.7 14.5 -0.8 0.6 -8.6 -8.0 20.0 20.0 20.0 20.0 OATIES -9.8 -20.0 -12.6 -7.2 -3.2 -5.8 -5.3 -4.2 -7.0 -16.4 -19.2 -20.0 -8.7 -20.0 -20.0 -20.0 -3.1 -15.5 -7.4 -20.0 -20.0 -18.8 -12.0 -20.0 -19.7 -8.1 -5.9 -6.2 -6.1 -4.0 -7.3 0.1 -6.3 20.0 -10.0 4.7 -20.0 -9.1 -20.0 -8.5 OJ 0.6 -1.6 12.6 -2.2 -1.0 -1.8 -1.6 -1.3 -2.1 -3.8 -3.6 -2.1 -4.5 -2.9 -1.0 0.9 6.9 2.6 4.1 -1.1 -2.8 -1.2 -4.2 -1.0 -20.0 -0.3 -0.4 -1.4 -0.3 -2.0 0.0 17.3 -0.2 12.1 1.2 7.1 -13.3 -10.3 -10.3 -8.4 PALLAD 10.0 -6.6 12.4 4.2 3.2 4.8 3.9 4.1 3.8 7.8 4.1 9.0 3.0 2.1 2.1 -2.8 -2.9 -2.9 -2.9 4.8 6.5 8.0 5.3 5.8 19.6 2.4 4.3 4.5 3.3 4.6 2.0 5.3 -5.7 -4.2 -14.5 -2.1 -20.0 -20.0 -20.0 -20.0 PLAT 4.1 -3.3 17.5 4.7 3.6 5.4 4.4 4.6 4.3 12.0 10.9 10.3 9.2 8.3 10.3 -3.8 -3.5 -3.1 -3.0 11.7 16.3 17.4 16.1 11.6 1.7 3.6 9.5 6.8 6.2 7.3 3.0 4.7 11.5 -5.9 -9.9 14.6 18.0 5.6 -9.7 -4.8 REDWHEAT 3.9 -5.8 -13.4 -7.0 -3.1 -5.7 -5.2 -4.1 -6.8 -9.5 -20.0 -9.6 -20.0 -17.8 -20.0 -20.0 -16.1 -19.8 -18.3 -18.1 -20.0 -6.1 -20.0 -10.6 6.9 -6.4 -3.5 -8.3 -2.9 -11.3 -3.9 -20.0 9.5 20.0 10.5 19.9 -20.0 -20.0 -20.0 -20.0 RICE -12.9 -11.8 -17.2 -3.0 -1.3 -2.5 -2.2 -1.8 -2.9 -9.2 -10.2 -9.9 -9.8 -10.2 -10.2 -16.7 -8.0 -16.5 -14.5 -14.7 -14.8 -7.9 -13.7 -12.3 -1.8 -3.6 -1.3 -3.9 -1.9 -4.3 -2.9 -12.2 -0.8 9.2 -1.8 -2.9 -14.3 -8.5 -9.6 -8.4 ROBUSTA -12.8 20.0 -6.9 -2.3 -1.0 -1.9 -1.7 -1.3 -2.2 -5.3 -1.5 -5.1 -0.7 3.0 3.1 20.0 16.2 20.0 17.2 3.9 0.2 -5.9 -0.7 0.9 -20.0 1.1 -1.6 0.1 -1.2 -0.1 0.5 20.0 -5.0 3.5 20.0 4.5 -0.2 18.1 2.3 20.0 RUSSELL 9.1 16.8 20.0 5.5 1.5 4.2 4.8 3.1 5.7 5.2 16.2 12.7 7.6 16.9 17.9 -5.4 -5.4 -5.2 -5.1 20.0 19.1 15.4 9.8 20.0 8.3 6.5 1.4 4.6 4.2 2.1 5.9 0.5 7.0 11.4 20.0 19.4 -20.0 -20.0 -20.0 -20.0 SHATZ -6.8 -10.7 -11.9 0.2 -9.6 -0.4 -6.0 -2.3 -1.4 -14.0 -4.1 -14.8 2.8 -15.0 -15.4 -20.0 -19.3 -20.0 -19.0 -12.0 -8.1 -10.2 -3.2 -12.1 6.0 -5.4 -3.2 -3.6 -4.9 -1.3 -5.6 -20.0 -4.2 -15.3 -16.4 -15.2 20.0 17.4 20.0 20.0 SILVER-mini 19.4 13.4 15.9 8.2 6.4 9.4 7.6 8.1 7.6 19.3 20.0 20.0 20.0 20.0 20.0 -7.3 -6.7 -7.1 -6.8 20.0 20.0 20.0 20.0 20.0 -11.3 9.4 8.3 8.4 9.6 6.7 9.7 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 5.4 SMI -4.9 9.4 -2.2 5.4 1.5 4.2 4.8 3.1 5.6 -11.8 4.9 -11.1 4.7 2.9 4.1 3.7 2.6 1.7 1.8 1.8 1.8 -9.3 3.2 -2.9 8.4 1.1 -8.4 -0.1 -5.4 0.0 -1.4 13.3 -20.0 -20.0 -2.5 -19.5 20.0 20.0 20.0 20.0 SOFR -1.7 7.8 12.7 0.3 -12.8 -0.6 -8.0 -3.0 -1.9 -16.7 19.8 -12.7 12.6 8.7 16.1 7.0 4.9 7.1 6.4 15.1 18.6 -8.2 15.1 4.5 -20.0 6.1 -5.6 6.7 -3.5 5.0 2.0 4.7 -4.0 6.4 20.0 20.0 4.7 -12.7 -20.0 -20.0 SOYBEAN -5.5 9.8 2.5 -5.9 -2.6 -4.8 -4.4 -3.5 -5.8 -15.8 4.2 -14.7 -11.0 6.1 4.0 -6.3 -7.6 -10.9 -10.3 2.0 0.9 -10.5 -6.2 -2.4 -2.4 4.6 -7.8 3.9 -4.6 -1.5 1.0 -7.7 -1.5 20.0 20.0 20.0 -10.6 -1.5 -7.3 4.1 SOYMEAL -6.3 6.3 -4.1 -6.3 -2.8 -5.2 -4.7 -3.7 -6.2 -19.0 -15.8 -18.5 -19.4 -7.2 -10.8 -20.0 -15.1 -19.3 -18.1 -10.6 -15.7 -19.3 -20.0 -12.2 -16.4 -2.3 -17.0 -5.9 -11.3 -11.2 -4.4 -20.0 -19.9 20.0 20.0 9.1 -20.0 -20.0 -19.5 -20.0 SOYOIL -13.1 -19.6 5.9 -4.0 -1.7 -3.2 -2.9 -2.3 -3.8 -10.9 6.0 -11.1 7.7 -11.1 -1.1 -8.0 -3.0 -5.1 -3.8 -5.0 3.3 -12.3 7.0 -10.1 -9.6 -2.1 -5.2 1.3 -5.1 2.2 -4.3 2.0 -3.7 5.0 -4.4 20.0 -20.0 -9.3 -20.0 -9.8 SP400 1.2 7.5 17.4 5.2 1.5 4.0 4.6 3.0 5.4 -13.3 13.8 -1.9 6.3 10.7 14.2 -6.0 -5.9 -5.8 -5.6 12.3 11.8 -1.0 6.8 6.7 -2.3 5.4 -3.3 3.8 -0.1 1.3 3.4 -0.5 -18.9 -6.9 1.1 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 12.0 15.7 20.0 7.1 2.0 5.5 6.3 4.1 7.4 2.9 20.0 18.3 20.0 20.0 20.0 -11.3 -9.5 -10.2 -9.3 20.0 20.0 20.0 20.0 20.0 -20.0 8.8 1.4 7.2 6.0 5.2 8.2 -6.4 11.4 20.0 18.4 20.0 -20.0 -19.6 -20.0 -20.0 SUGAR11 -10.9 -1.8 -8.4 -5.7 -2.5 -4.6 -4.2 -3.3 -5.5 -9.0 -16.9 -13.9 -16.4 -14.8 -15.5 -12.1 5.3 -10.8 -4.8 -14.9 -16.2 -13.4 -16.3 -14.9 -20.0 -6.4 -4.1 -6.9 -6.6 -6.4 -6.6 9.2 -10.0 13.2 11.0 2.0 -20.0 -20.0 -20.0 -20.0 US10 5.2 10.6 10.8 0.2 -9.4 -0.4 -5.8 -2.2 -1.4 -12.2 11.9 -1.1 1.7 9.0 12.2 2.3 -0.8 1.5 0.8 10.7 9.5 -3.5 4.7 5.7 -3.8 4.6 -3.3 4.1 -1.3 2.4 2.5 -4.9 0.2 12.6 19.6 16.7 -8.4 -19.4 -20.0 -20.0 US10U 9.1 11.7 10.6 0.3 -13.3 -0.6 -8.2 -3.1 -2.0 -17.9 12.7 3.3 -2.0 12.3 16.6 -4.0 -2.6 -3.2 -2.7 15.8 11.6 -2.7 3.3 10.6 -9.4 6.6 -3.7 5.0 -0.7 2.3 4.5 -9.4 1.5 20.0 20.0 20.0 8.1 -12.4 -20.0 -20.0 US2 2.9 8.4 6.0 0.2 -8.6 -0.4 -5.3 -2.0 -1.3 -11.9 5.7 -7.8 -2.5 6.9 7.9 -10.9 -16.4 -13.2 -14.0 5.7 4.9 -5.1 1.6 2.0 17.6 3.5 -4.9 3.3 -2.5 2.2 1.5 -20.0 1.3 4.9 15.4 8.9 -5.6 -8.9 -13.1 -19.3 US20 13.1 11.1 9.6 0.2 -8.3 -0.4 -5.2 -2.0 -1.2 -8.6 2.1 5.6 -6.3 7.9 10.0 4.6 2.5 4.2 3.6 8.7 4.5 0.7 -1.2 7.5 -6.6 4.0 -1.7 2.5 0.3 0.5 3.3 0.2 5.8 19.8 16.4 14.5 20.0 9.2 -5.6 -9.2 US30 14.1 10.2 7.9 0.2 -10.0 -0.5 -6.2 -2.4 -1.5 -11.5 -1.8 7.2 -10.4 9.0 10.3 -7.3 -3.4 -4.6 -3.6 7.9 2.1 1.1 -4.9 7.9 -4.4 4.5 -2.3 2.2 0.5 -0.6 4.0 -10.7 9.4 20.0 15.1 13.1 20.0 5.3 -2.0 -10.1 US5 1.6 9.2 9.6 0.2 -10.2 -0.5 -6.3 -2.4 -1.5 -13.4 13.4 -9.1 2.9 7.9 11.8 -2.0 -4.1 -2.8 -3.0 9.7 10.0 -5.6 6.0 3.5 1.7 4.7 -4.6 4.8 -2.4 3.4 1.9 -10.8 -0.8 7.3 18.3 15.2 -9.5 -13.6 -20.0 -20.0 VIX -5.4 -14.2 -12.1 -7.5 1.4 -4.0 -1.9 0.2 -6.2 12.0 -15.5 -14.2 -7.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.0 -3.9 -3.9 -15.0 NaN -8.6 1.8 -4.7 -1.7 0.1 -6.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.2 -5.5 -13.0 -7.0 -3.1 -5.7 -5.2 -4.1 -6.8 -4.2 -20.0 -4.4 -20.0 -14.8 -20.0 -18.2 -18.1 -18.5 -18.3 -15.5 -20.0 -3.3 -20.0 -7.6 13.0 -5.1 -1.6 -6.3 -1.5 -8.8 -2.5 -20.0 16.5 20.0 9.5 20.0 -20.0 -17.3 -20.0 -19.1 End of report for caleb_strategy_v3