******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250925_204351 produced at 2025-09-25 21:38:51.051139 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.82 0.0 0.00 0.00 0.00 0.00 -17.13 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 -31.67 999999999.0 -25 -25 caleb_strategy_v3 SOFR False True 0.13 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -1.99 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -3.13 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.08 -0.09 0.0 1.09 -1.09 -0.08 -0.15 -2.35 29.0 -2 -4 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.09 0.0 0.00 -0.06 -0.06 -0.06 -21.42 26.0 -14 -14 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -13.71 59.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.99 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.19 -0.19 -0.07 -0.07 -3.35 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 -4.95 18.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.75 -0.75 -0.04 -0.04 -1.17 17.0 -1 -1 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.07 -1.07 0.00 0.00 -0.56 13.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -3.44 4.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.04 -1.81 9.0 -2 -3 caleb_strategy_v3 DAX False False 0.01 -0.12 -0.02 0.0 0.84 -0.84 -0.12 -0.12 -1.09 58.0 -8 -8 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.11 9.0 -2 -2 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.33 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 -1.40 8.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.34 -0.34 0.00 0.00 -0.13 2.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.17 13.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.32 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 -1.23 3.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.49 10.0 -1 -1 caleb_strategy_v3 US5 False False 0.06 0.06 -0.01 0.0 1.42 -1.42 0.06 -0.06 -0.23 25.0 1 -1 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.01 0.0 0.95 -0.95 0.00 0.00 -0.15 26.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.12 999999999.0 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 0.00 0.0 0.16 -0.16 0.00 0.00 0.06 3.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.08 0.00 0.0 1.07 -1.07 0.08 0.00 0.03 14.0 1 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.78 -0.78 0.00 0.00 -0.01 13.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 -0.00 0.0 0.80 -0.80 0.02 -0.01 -0.01 66.0 2 -1 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.38 12.0 -3 -3 caleb_strategy_v3 US10 False False 0.06 0.00 -0.00 0.0 1.00 -1.00 0.00 0.00 -0.06 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.09 23.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.15 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.04 51.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.01 0.0 1.37 -1.37 0.00 0.00 0.17 19.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.13 2.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.07 0.09 6.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.27 21.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.54 999999999.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.84 -0.84 0.00 0.00 0.90 48.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.30 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 0.10 0.62 23.0 5 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.02 0.0 0.17 -0.17 0.00 0.00 0.67 5.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.41 -0.41 0.00 0.04 0.80 10.0 0 1 caleb_strategy_v3 GBP False False 0.04 0.04 0.03 0.0 0.96 -0.96 0.04 0.00 0.79 22.0 1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.04 0.0 0.43 -0.43 0.01 0.01 6.19 68.0 2 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.56 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.84 12.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.11 -1.11 0.00 0.00 2.21 56.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.05 0.0 0.67 -0.67 0.17 0.17 1.62 20.0 5 5 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.83 -0.83 0.00 0.00 1.23 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.06 0.0 0.15 -0.15 0.04 0.04 1.65 4.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.06 0.0 0.72 -0.72 0.18 0.27 0.63 8.0 2 3 caleb_strategy_v3 BTP False False 0.07 0.00 0.07 0.0 0.73 -0.73 0.00 0.00 0.92 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.30 0.08 0.0 0.74 -0.74 0.30 0.30 1.07 10.0 4 4 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.08 0.0 999.00 -999.00 0.24 0.24 1.40 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.03 0.10 0.0 0.65 -0.65 0.03 0.00 2.79 19.0 1 0 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.15 0.0 0.24 -0.24 0.17 0.17 8.29 13.0 9 9 caleb_strategy_v3 NIKKEI False False 0.02 0.43 0.42 0.0 0.57 -0.57 0.43 0.43 26.27 36.0 27 27 caleb_strategy_v3 MXP False False 0.01 0.45 0.56 0.0 0.84 -0.84 0.45 0.45 39.81 60.0 32 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.12 0.0 1.50 -1.50 0.00 0.00 7.46 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.3 Shocked risk 72.9 Sum abs risk 55.0 Leverage 5.59 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1913554.3599999999, 'annual_cash_vol_target': 478388.59, 'daily_cash_vol_target': 29899.286875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6542 0.5518 8.8292 BITCOIN 2009.3700 110380.0000 1.8204 29.1266 BOBL 0.1846 117.5500 0.1570 2.5123 BTP 0.4446 119.2300 0.3729 5.9666 BUND 0.3884 128.0500 0.3034 4.8537 BUXL 0.9513 113.4000 0.8389 13.4226 CAC 56.1992 7806.0000 0.7199 11.5192 CAD 0.0025 0.7200 0.3527 5.6432 CANOLA 7.9296 632.1000 1.2545 20.0717 CHF 0.0061 1.2609 0.4849 7.7577 COCOA 144.3410 6967.0000 2.0718 33.1485 COFFEE 8.7296 351.9500 2.4804 39.6857 COPPER 0.0850 4.7800 1.7773 28.4370 CORN 4.5785 461.2500 0.9926 15.8821 COTTON2 0.6949 66.2700 1.0486 16.7775 CRUDE_W 0.9646 64.6400 1.4923 23.8767 DAX 165.5723 23681.0000 0.6992 11.1868 DOW 252.4467 46268.0000 0.5456 8.7299 DX 0.4371 98.1950 0.4452 7.1229 EUR 0.0058 1.1704 0.4956 7.9303 EURIBOR-ICE 0.0334 97.7500 0.0342 0.5469 EUROSTX 41.2327 5466.0000 0.7543 12.0696 FEEDCOW 3.6211 345.4000 1.0484 16.7743 GASOIL 11.1304 701.5000 1.5867 25.3866 GASOLINE 0.0293 1.8991 1.5419 24.6698 GAS_US_mini 0.0888 3.2050 2.7713 44.3404 GBP 0.0064 1.3336 0.4804 7.6865 GOLD_micro 23.9806 3787.4000 0.6332 10.1307 HEATOIL 0.0357 2.3729 1.5055 24.0886 JGB-SGX-mini 0.2324 135.8100 0.1711 2.7384 JPY 0.0000 0.0067 0.5774 9.2384 LEANHOG 1.0972 88.7000 1.2369 19.7910 LIVECOW 2.1071 234.2000 0.8997 14.3949 LUMBER-new 9.0106 615.0000 1.4651 23.4422 MXP 0.0003 0.0535 0.5274 8.4379 NASDAQ_micro 149.3487 24628.2500 0.6064 9.7026 NIKKEI 362.0101 45325.0000 0.7987 12.7792 NZD 0.0038 0.5780 0.6545 10.4725 OAT 0.3958 120.8000 0.3277 5.2429 OATIES 4.0229 328.2500 1.2256 19.6090 OJ 7.2685 244.6500 2.9710 47.5354 PALLAD 25.9415 1279.0000 2.0283 32.4522 PLAT 24.9276 1567.1000 1.5907 25.4509 REDWHEAT 7.4280 532.7500 1.3943 22.3084 RICE 0.1478 11.6050 1.2732 20.3711 ROBUSTA 112.1704 4081.0000 2.7486 43.9776 RUSSELL 23.6629 2431.2000 0.9733 15.5728 SHATZ 0.0536 106.9450 0.0501 0.8017 SILVER-mini 0.5139 45.2500 1.1356 18.1694 SMI 80.7367 11904.0000 0.6782 10.8517 SOFR 0.0502 96.7000 0.0520 0.8313 SOYBEAN 8.6518 1061.7500 0.8149 13.0378 SOYMEAL 3.0736 277.2000 1.1088 17.7406 SOYOIL 0.7295 50.5900 1.4420 23.0713 SP400 26.1966 3258.3000 0.8040 12.8639 SP500_micro 32.8911 6659.0000 0.4939 7.9029 SUGAR11 0.2164 16.2900 1.3287 21.2594 US10 0.3323 112.3281 0.2958 4.7333 US10U 0.4306 114.8594 0.3749 5.9978 US2 0.0871 104.0859 0.0836 1.3383 US20 0.6706 116.2188 0.5770 9.2326 US30 0.9685 119.6875 0.8092 12.9475 US5 0.2128 109.0312 0.1952 3.1235 VIX 0.4055 20.1500 2.0125 32.2005 WHEAT 6.9743 597.2500 1.1677 18.6838 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.15 0.55 360.98 1.00 360.98 29899.29 82.83 12.95 107.26 BITCOIN 110.38 1.82 200.94 1.00 200.94 29899.29 148.80 -8.50 -126.42 BOBL 1175.50 0.16 184.57 1.18 217.84 29899.29 137.25 1.21 16.56 BTP 1192.30 0.37 444.62 1.18 524.75 29899.29 56.98 4.71 26.84 BUND 1280.50 0.30 388.44 1.18 458.45 29899.29 65.22 2.31 15.05 BUXL 1134.00 0.84 951.32 1.18 1122.77 29899.29 26.63 -4.77 -12.71 CAC 780.60 0.72 561.99 1.18 663.27 29899.29 45.08 5.46 24.62 CAD 720.05 0.35 253.96 1.00 253.96 29899.29 117.73 -7.68 -90.36 CANOLA 126.42 1.25 158.59 0.72 114.55 29899.29 261.03 -0.07 -1.75 CHF 1576.12 0.48 764.20 1.00 764.20 29899.29 39.13 -5.51 -21.57 COCOA 696.70 2.07 1443.41 1.00 1443.41 29899.29 20.71 -2.95 -6.12 COFFEE 1319.81 2.48 3273.61 1.00 3273.61 29899.29 9.13 7.16 6.54 COPPER 1195.00 1.78 2123.89 1.00 2123.89 29899.29 14.08 -2.16 -3.05 CORN 230.62 0.99 228.93 1.00 228.93 29899.29 130.61 -1.19 -15.55 COTTON2 331.35 1.05 347.45 1.00 347.45 29899.29 86.05 -15.96 -137.37 CRUDE_W 646.40 1.49 964.62 1.00 964.62 29899.29 31.00 2.01 6.22 DAX 236.81 0.70 165.57 1.18 195.41 29899.29 153.01 -2.09 -31.99 DOW 231.34 0.55 126.22 1.00 126.22 29899.29 236.88 -0.01 -0.29 DX 981.95 0.45 437.15 1.00 437.15 29899.29 68.40 -0.70 -4.76 EUR 1463.06 0.50 725.16 1.00 725.16 29899.29 41.23 0.32 1.31 EURIBOR-ICE 2443.75 0.03 83.53 1.18 98.58 29899.29 303.30 7.20 218.44 EUROSTX 546.60 0.75 412.33 1.18 486.63 29899.29 61.44 7.73 47.51 FEEDCOW 1727.00 1.05 1810.57 1.00 1810.57 29899.29 16.51 11.52 19.02 GASOIL 701.50 1.59 1113.04 1.00 1113.04 29899.29 26.86 14.18 38.09 GASOLINE 797.62 1.54 1229.82 1.00 1229.82 29899.29 24.31 5.14 12.51 GAS_US_mini 80.12 2.77 222.05 1.00 222.05 29899.29 134.65 -14.67 -197.54 GBP 833.50 0.48 400.42 1.00 400.42 29899.29 74.67 4.09 30.52 GOLD_micro 378.74 0.63 239.81 1.00 239.81 29899.29 124.68 5.19 64.72 HEATOIL 996.62 1.51 1500.45 1.00 1500.45 29899.29 19.93 0.67 1.34 JGB-SGX-mini 135810.00 0.17 23243.51 0.01 157.16 29899.29 190.24 -8.30 -157.96 JPY 840.62 0.58 485.38 1.00 485.38 29899.29 61.60 -7.29 -44.88 LEANHOG 354.80 1.24 438.87 1.00 438.87 29899.29 68.13 20.00 136.26 LIVECOW 936.80 0.90 842.82 1.00 842.82 29899.29 35.48 10.46 37.12 LUMBER-new 169.12 1.47 247.79 1.00 247.79 29899.29 120.66 -4.20 -50.68 MXP 267.45 0.53 141.05 1.00 141.05 29899.29 211.98 12.78 270.86 NASDAQ_micro 492.56 0.61 298.70 1.00 298.70 29899.29 100.10 2.65 26.52 NIKKEI 45325.00 0.80 36201.01 0.01 244.78 29899.29 122.15 19.83 242.24 NZD 578.00 0.65 378.32 1.00 378.32 29899.29 79.03 1.32 10.42 OAT 1208.00 0.33 395.84 1.18 467.17 29899.29 64.00 4.88 31.21 OATIES 164.12 1.23 201.15 1.00 201.15 29899.29 148.65 -19.31 -286.99 OJ 366.98 2.97 1090.27 1.00 1090.27 29899.29 27.42 -4.77 -13.08 PALLAD 1279.00 2.03 2594.15 1.00 2594.15 29899.29 11.53 3.32 3.83 PLAT 783.55 1.59 1246.38 1.00 1246.38 29899.29 23.99 9.80 23.50 REDWHEAT 266.38 1.39 371.40 1.00 371.40 29899.29 80.50 -13.10 -105.44 RICE 232.10 1.27 295.51 1.00 295.51 29899.29 101.18 -13.96 -141.26 ROBUSTA 408.10 2.75 1121.70 1.00 1121.70 29899.29 26.66 2.65 7.06 RUSSELL 121.56 0.97 118.31 1.00 118.31 29899.29 252.71 7.38 186.52 SHATZ 1069.45 0.05 53.59 1.18 63.25 29899.29 472.75 -6.52 -308.43 SILVER-mini 1131.25 1.14 1284.63 1.00 1284.63 29899.29 23.27 17.56 40.86 SMI 1190.40 0.68 807.37 1.26 1019.10 29899.29 29.34 5.61 16.46 SOFR 2417.50 0.05 125.60 1.00 125.60 29899.29 238.05 -1.37 -32.64 SOYBEAN 530.88 0.81 432.59 1.00 432.59 29899.29 69.12 -2.26 -15.59 SOYMEAL 277.20 1.11 307.36 1.00 307.36 29899.29 97.28 -20.00 -194.56 SOYOIL 303.54 1.44 437.69 1.00 437.69 29899.29 68.31 -7.77 -53.06 SP400 3258.30 0.80 2619.66 1.00 2619.66 29899.29 11.41 -3.34 -3.81 SP500_micro 332.95 0.49 164.46 1.00 164.46 29899.29 181.81 2.13 38.73 SUGAR11 182.45 1.33 242.42 1.00 242.42 29899.29 123.34 -16.46 -203.01 US10 1123.28 0.30 332.30 1.00 332.30 29899.29 89.98 -0.51 -4.62 US10U 1148.59 0.37 430.56 1.00 430.56 29899.29 69.44 -0.09 -0.63 US2 2081.72 0.08 174.12 1.00 174.12 29899.29 171.72 -0.78 -13.37 US20 1162.19 0.58 670.63 1.00 670.63 29899.29 44.58 5.29 23.58 US30 1196.88 0.81 968.53 1.00 968.53 29899.29 30.87 2.42 7.48 US5 1090.31 0.20 212.85 1.00 212.85 29899.29 140.47 -1.30 -18.25 VIX 201.50 2.01 405.52 1.00 405.52 29899.29 73.73 -17.38 -128.11 WHEAT 298.62 1.17 348.71 1.00 348.71 29899.29 85.74 -9.75 -83.59 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 107.263 0.010 2.5 2.787 BITCOIN -126.425 0.043 2.5 -13.709 BOBL 16.563 0.004 2.5 0.168 BTP 26.845 0.014 2.5 0.917 BUND 15.053 0.004 2.5 0.153 BUXL -12.712 0.004 2.5 -0.129 CAC 24.617 0.014 2.5 0.841 CAD -90.360 0.010 2.5 -2.348 CANOLA -1.751 0.010 2.5 -0.043 CHF -21.568 0.010 2.5 -0.560 COCOA -6.119 0.010 2.5 -0.149 COFFEE 6.542 0.005 2.5 0.087 COPPER -3.048 0.043 2.5 -0.330 CORN -15.551 0.010 2.5 -0.379 COTTON2 -137.369 0.010 2.5 -3.347 CRUDE_W 6.217 0.043 2.5 0.674 DAX -31.992 0.014 2.5 -1.093 DOW -0.289 0.009 2.5 -0.007 DX -4.759 0.010 2.5 -0.124 EUR 1.314 0.010 2.5 0.034 EURIBOR-ICE 218.443 0.014 2.5 7.461 EUROSTX 47.511 0.014 2.5 1.623 FEEDCOW 19.024 0.013 2.5 0.631 GASOIL 38.092 0.017 2.5 1.654 GASOLINE 12.507 0.017 2.5 0.543 GAS_US_mini -197.536 0.043 2.5 -21.421 GBP 30.515 0.010 2.5 0.793 GOLD_micro 64.722 0.014 2.5 2.211 HEATOIL 1.338 0.017 2.5 0.058 JGB-SGX-mini -157.959 0.043 2.5 -17.129 JPY -44.878 0.010 2.5 -1.166 LEANHOG 136.257 0.024 2.5 8.293 LIVECOW 37.119 0.013 2.5 1.232 LUMBER-new -50.676 0.010 2.5 -1.235 MXP 270.858 0.059 2.5 39.811 NASDAQ_micro 26.523 0.009 2.5 0.617 NIKKEI 242.238 0.043 2.5 26.268 NZD 10.416 0.010 2.5 0.271 OAT 31.207 0.014 2.5 1.066 OATIES -286.994 0.010 2.5 -6.992 OJ -13.075 0.010 2.5 -0.319 PALLAD 3.827 0.014 2.5 0.131 PLAT 23.502 0.014 2.5 0.803 REDWHEAT -105.436 0.005 2.5 -1.401 RICE -141.262 0.010 2.5 -3.442 ROBUSTA 7.059 0.005 2.5 0.094 RUSSELL 186.518 0.013 2.5 6.189 SHATZ -308.430 0.004 2.5 -3.132 SILVER-mini 40.859 0.014 2.5 1.396 SMI 16.463 0.014 2.5 0.562 SOFR -32.636 0.024 2.5 -1.986 SOYBEAN -15.594 0.004 2.5 -0.145 SOYMEAL -194.558 0.004 2.5 -1.812 SOYOIL -53.056 0.004 2.5 -0.495 SP400 -3.812 0.013 2.5 -0.126 SP500_micro 38.733 0.009 2.5 0.901 SUGAR11 -203.014 0.010 2.5 -4.946 US10 -4.617 0.005 2.5 -0.059 US10U -0.627 0.005 2.5 -0.008 US2 -13.368 0.005 2.5 -0.170 US20 23.581 0.005 2.5 0.299 US30 7.482 0.005 2.5 0.095 US5 -18.254 0.005 2.5 -0.232 VIX -128.108 0.099 2.5 -31.667 WHEAT -83.592 0.005 2.5 -1.110 ===================== Position diags ===================== AUD 2.15 BITCOIN 16.14 BOBL 1.39 BTP 1.95 BUND 0.66 BUXL 0.27 CAC 1.54 CAD 3.06 CANOLA 6.36 CHF 1.02 COCOA 0.50 COFFEE 0.12 COPPER 1.53 CORN 3.18 COTTON2 2.10 CRUDE_W 3.36 DAX 5.23 DOW 5.51 DX 1.78 EUR 1.07 EURIBOR-ICE 10.36 EUROSTX 2.10 FEEDCOW 0.55 GASOIL 1.17 GASOLINE 1.06 GAS_US_mini 14.60 GBP 1.94 GOLD_micro 4.26 HEATOIL 0.87 JGB-SGX-mini 20.63 JPY 1.60 LEANHOG 4.15 LIVECOW 1.18 LUMBER-new 2.94 MXP 31.16 NASDAQ_micro 2.33 NIKKEI 13.25 NZD 2.05 OAT 2.19 OATIES 3.62 OJ 0.67 PALLAD 0.39 PLAT 0.82 REDWHEAT 1.07 RICE 2.47 ROBUSTA 0.35 RUSSELL 8.39 SHATZ 4.80 SILVER-mini 0.79 SMI 1.00 SOFR 14.49 SOYBEAN 0.64 SOYMEAL 0.91 SOYOIL 0.64 SP400 0.38 SP500_micro 4.23 SUGAR11 3.00 US10 1.14 US10U 0.88 US2 2.18 US20 0.57 US30 0.39 US5 1.78 VIX 18.23 WHEAT 1.14 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.6 3.0 1.0 1 BITCOIN -13.7 -15.3 -12.1 0.0 0 BOBL 0.2 0.0 0.3 0.0 0 BTP 0.9 0.7 1.1 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 0.7 1.0 0.0 0 CAD -2.3 -2.7 -2.0 -2.0 -2 CANOLA -0.0 -0.7 0.6 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.1 -0.2 -0.1 0.0 0 COFFEE 0.1 0.1 0.1 1.0 1 COPPER -0.3 -0.5 -0.2 0.0 0 CORN -0.4 -0.7 -0.1 -3.0 -3 COTTON2 -3.3 -3.6 -3.1 -4.0 -4 CRUDE_W 0.7 0.3 1.0 0.0 0 DAX -1.1 -1.6 -0.6 -8.0 -8 DOW -0.0 -0.6 0.5 2.0 2 DX -0.1 -0.3 0.1 0.0 0 EUR 0.0 -0.1 0.1 1.0 1 EURIBOR-ICE 7.5 6.4 8.5 0.0 0 EUROSTX 1.6 1.4 1.8 5.0 5 FEEDCOW 0.6 0.6 0.7 2.0 2 GASOIL 1.7 1.5 1.8 1.0 1 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -21.4 -22.9 -20.0 -14.0 -14 GBP 0.8 0.6 1.0 1.0 1 GOLD_micro 2.2 1.8 2.6 0.0 0 HEATOIL 0.1 -0.0 0.1 0.0 0 JGB-SGX-mini -17.1 -19.2 -15.1 0.0 0 JPY -1.2 -1.3 -1.0 -1.0 -1 LEANHOG 8.3 7.9 8.7 9.0 9 LIVECOW 1.2 1.1 1.3 0.0 0 LUMBER-new -1.2 -1.5 -0.9 0.0 0 MXP 39.8 36.7 42.9 32.0 32 NASDAQ_micro 0.6 0.4 0.9 5.0 5 NIKKEI 26.3 24.9 27.6 27.0 27 NZD 0.3 0.1 0.5 0.0 0 OAT 1.1 0.8 1.3 4.0 4 OATIES -7.0 -7.4 -6.6 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.8 0.7 0.9 0.0 0 REDWHEAT -1.4 -1.5 -1.3 0.0 0 RICE -3.4 -3.7 -3.2 -3.0 -3 ROBUSTA 0.1 0.1 0.1 0.0 0 RUSSELL 6.2 5.4 7.0 2.0 2 SHATZ -3.1 -3.6 -2.7 NaN 0 SILVER-mini 1.4 1.3 1.5 4.0 4 SMI 0.6 0.5 0.7 0.0 0 SOFR -2.0 -3.4 -0.5 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 -0.2 -0.1 0.0 0 SP500_micro 0.9 0.5 1.3 0.0 0 SUGAR11 -4.9 -5.2 -4.6 -5.0 -5 US10 -0.1 -0.2 0.1 0.0 0 US10U -0.0 -0.1 0.1 0.0 0 US2 -0.2 -0.4 0.0 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 -0.2 -0.4 -0.1 1.0 1 VIX -31.7 -33.5 -29.8 -25.0 -25 WHEAT -1.1 -1.2 -1.0 -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 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.2 0.5 -0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.1 2.0 0.1 -0.1 0.1 -0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.2 0.7 0.7 0.7 0.7 BITCOIN -0.1 -0.6 -0.0 0.1 0.1 0.2 0.1 0.3 0.1 -0.2 0.4 -0.0 0.7 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.0 0.1 -0.1 0.5 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.4 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.2 BOBL -0.1 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.4 -0.0 0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -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 0.0 0.5 0.0 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.2 -0.0 -2.7 0.0 -0.1 0.1 -0.1 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 -0.1 -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 -0.0 -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 -0.0 -0.4 -0.1 -0.4 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.2 0.0 -0.4 -0.4 0.7 0.3 -0.0 0.1 CAC 0.1 0.1 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.3 0.1 0.3 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.4 -0.1 -0.4 -0.6 -0.6 0.7 0.7 0.7 0.6 CAD -0.1 -0.3 -0.1 0.1 -0.1 0.1 -0.1 0.2 0.0 -0.2 0.2 -0.2 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 2.5 -0.0 -0.2 0.1 -0.1 0.1 -0.1 -0.4 0.2 -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 -0.0 0.0 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.0 0.2 -0.2 0.0 0.7 0.7 0.7 0.7 CHF 0.2 -0.2 0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.3 0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.0 0.3 0.0 -0.1 0.0 -0.1 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 -0.5 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 -0.0 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 -0.2 0.3 0.3 0.3 -0.0 0.2 0.1 0.3 COFFEE -0.5 0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.2 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.1 -0.0 0.2 0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.1 0.6 0.6 0.6 0.2 0.6 0.6 0.7 COPPER 0.3 -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 -0.1 -0.2 -0.6 -0.3 0.4 0.2 0.4 0.3 CORN 0.4 0.3 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 0.0 -0.5 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.3 0.1 1.2 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 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -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 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.3 -0.0 -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 0.1 -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 0.0 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 -1.5 -0.1 -0.0 -0.0 -0.0 0.2 -0.1 -0.0 -0.3 -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 0.0 0.1 0.1 -0.0 0.5 0.1 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 -0.0 0.1 0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 0.1 -0.3 0.1 -0.4 -0.0 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.0 -0.2 -0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.2 -0.0 0.8 0.5 -0.3 -0.3 -0.4 0.7 0.4 0.7 0.5 EUR 0.1 -0.1 0.1 0.0 -0.1 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 0.0 1.5 0.0 -0.1 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 -0.2 -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 -0.1 0.8 -0.1 -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 0.0 0.1 0.1 0.1 0.5 0.2 0.6 0.1 0.1 -0.1 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 -0.9 0.0 0.0 0.0 0.1 0.1 0.1 0.4 0.3 -0.3 -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 0.0 0.3 0.0 0.4 0.1 0.1 0.4 0.1 0.3 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 1.1 0.3 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 0.1 0.1 0.0 0.1 0.2 0.2 0.0 0.2 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 0.3 0.4 0.3 0.3 0.7 0.3 0.5 0.2 GASOLINE 0.0 0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.2 0.1 -0.0 0.1 0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.1 0.0 0.1 -2.7 -0.0 0.1 -0.0 0.0 0.0 -0.0 1.1 -0.1 -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 -0.0 -0.2 -0.0 -0.2 -0.1 -1.1 -0.5 -0.5 -0.5 -0.6 -0.1 -0.7 -0.7 -0.7 GBP 0.0 -0.1 -0.1 0.1 -0.1 0.1 -0.1 0.2 0.0 -0.2 0.5 -0.1 0.7 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.2 0.4 -0.0 0.1 0.1 -0.2 0.2 -0.1 0.3 0.0 0.2 -0.1 -0.3 0.2 -0.1 0.4 -0.1 0.2 -0.0 GOLD_micro 0.6 0.6 0.4 0.1 0.1 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 0.1 0.2 0.1 0.2 0.1 -0.5 0.5 0.6 0.6 -0.2 -0.6 0.0 -0.7 -0.1 HEATOIL 0.1 -0.0 0.3 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.3 0.1 0.1 0.1 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 0.2 0.0 0.0 0.2 -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 -0.0 -0.1 -0.0 -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 -0.2 -0.1 -0.1 -0.1 -0.0 -0.7 -0.0 -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 0.2 0.1 0.0 0.2 0.0 0.3 0.1 1.1 0.3 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 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 -0.0 0.2 0.0 0.3 0.0 1.1 0.3 0.6 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.2 -0.7 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 -0.0 -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 0.3 0.4 -0.7 0.3 0.8 0.8 0.8 0.8 MXP 0.2 -0.0 0.5 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.1 0.5 0.1 0.5 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.1 0.3 0.0 0.3 0.1 1.1 0.5 0.4 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 0.0 0.1 0.1 0.0 0.5 0.1 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 0.6 0.6 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 0.1 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 -0.3 -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 -0.1 -0.0 -0.2 -0.0 -0.1 1.3 -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 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.8 -0.1 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 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 -2.6 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 0.0 0.6 -0.3 0.1 -0.7 -0.3 -0.7 -0.3 OJ 0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.9 0.1 0.4 0.1 0.2 -0.4 -0.3 -0.3 -0.3 PALLAD 0.3 -0.2 0.4 0.0 0.0 0.1 0.1 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 0.1 0.1 0.1 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 0.1 0.1 0.1 0.2 0.1 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 0.2 0.2 0.0 0.1 0.2 0.1 0.2 0.0 0.3 0.5 -0.1 -0.2 0.5 0.6 0.2 -0.3 -0.2 REDWHEAT 0.2 -0.2 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -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 0.3 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.5 -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 -0.6 -0.1 0.3 -0.1 -0.1 -0.5 -0.3 -0.3 -0.3 ROBUSTA -0.5 0.6 -0.2 -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 -0.2 0.0 0.6 0.1 -0.0 0.6 0.1 0.7 RUSSELL 0.2 0.6 0.6 0.1 -0.0 0.1 0.0 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 0.0 0.3 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 -0.1 -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 0.2 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 0.0 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 -0.1 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 -0.2 0.2 0.4 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.2 0.5 -0.2 0.5 0.0 0.2 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.4 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.2 0.0 0.2 -0.2 0.1 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 -0.1 -0.1 0.0 -0.4 -0.1 0.6 0.6 0.6 -0.4 -0.1 -0.3 0.1 SOYMEAL -0.2 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -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 -0.2 -2.2 -0.0 -0.2 -0.2 -0.1 -0.4 -0.1 -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 -0.0 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 0.3 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.4 -0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 -0.3 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.0 -0.5 -0.3 0.0 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.3 0.5 0.6 0.1 -0.0 0.2 0.0 0.2 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 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 -0.3 0.1 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.3 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -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 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.5 -0.0 0.5 0.4 0.1 -0.7 -0.7 -0.7 -0.7 US10 0.1 0.3 0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 0.1 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.0 -0.5 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.3 -0.1 0.3 0.6 0.5 -0.3 -0.7 -0.7 -0.7 US10U 0.2 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 -0.1 0.1 0.1 -1.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.5 -0.1 0.6 0.6 0.6 0.3 -0.4 -0.7 -0.7 US2 0.0 0.2 0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.0 0.0 -0.1 0.0 -0.0 2.3 0.0 -0.1 0.1 -0.1 0.1 0.0 -1.1 -0.1 0.1 0.5 0.3 -0.2 -0.3 -0.4 -0.7 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 0.4 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 -0.0 0.3 0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.4 -0.1 0.1 0.0 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 0.0 0.2 0.0 -0.1 0.1 -0.1 0.1 0.0 -0.6 -0.1 0.1 0.6 0.5 -0.3 -0.5 -0.7 -0.7 VIX -0.2 -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 -0.0 -0.2 -0.2 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 0.2 -0.2 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.0 -0.5 0.0 -0.7 -0.1 -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 0.5 0.6 0.4 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 8.0 3.1 6.6 4.4 -14.3 5.0 -5.6 4.2 1.8 -19.7 18.8 -5.1 3.3 8.3 10.1 -1.1 -1.4 -1.4 -1.4 9.1 8.5 -7.8 3.5 5.0 15.3 5.6 -11.2 4.1 -3.9 0.5 3.2 2.5 0.4 3.9 2.7 4.7 20.0 20.0 20.0 20.0 BITCOIN -1.7 -18.6 -1.2 8.4 10.8 9.2 9.6 7.9 8.4 -19.9 16.6 -3.7 20.0 -10.3 -1.0 -7.1 -7.5 -7.6 -7.5 0.8 12.5 -14.8 20.0 -6.6 -20.0 -2.4 -14.1 4.0 -8.7 9.8 -6.2 -2.5 -20.0 -20.0 -20.0 -20.0 12.8 -2.7 -12.4 -7.3 BOBL -2.5 -3.1 -4.7 -0.3 -11.6 -0.6 -7.8 -2.4 -2.7 -14.9 2.5 -15.4 -1.4 -13.2 -12.4 20.0 -1.2 8.6 2.6 -5.5 -3.8 -11.0 -3.0 -7.8 2.7 -4.1 -9.4 -2.9 -8.4 -1.9 -5.9 -4.3 -1.6 -7.7 -6.9 -7.4 20.0 20.0 20.0 20.0 BTP 4.0 -4.6 -1.9 -0.4 -14.9 -0.8 -9.9 -3.1 -3.4 -19.4 16.8 2.7 14.5 4.3 6.5 7.9 9.1 10.4 10.3 1.6 5.1 -8.1 8.7 -1.8 -20.0 1.0 -13.6 3.9 -7.5 7.0 -2.0 11.6 2.5 3.8 -2.5 5.8 20.0 20.0 20.0 20.0 BUND 2.7 -0.7 -1.3 -0.3 -11.5 -0.6 -7.7 -2.4 -2.6 -15.0 -1.0 -7.4 -7.2 -5.3 -8.3 -2.0 6.0 5.7 7.5 -3.3 -4.4 -7.5 -6.5 -4.2 -1.0 -2.5 -6.9 -2.8 -5.9 -3.1 -3.4 6.9 0.2 -1.1 -4.7 -5.1 20.0 20.0 20.0 20.0 BUXL 7.3 -2.8 -4.8 -0.3 -11.2 -0.6 -7.5 -2.3 -2.6 -11.5 -14.6 -2.0 -14.9 -6.3 -11.1 3.5 2.5 3.5 3.2 -8.3 -12.4 -5.0 -15.3 -4.9 -3.1 -4.6 -2.5 -6.1 -3.0 -6.3 -2.9 0.0 6.8 1.0 -11.1 -12.0 20.0 9.8 -1.0 2.1 CAC 3.0 1.5 2.3 6.5 -2.0 5.2 3.6 3.8 6.1 -8.1 12.1 7.7 9.5 4.6 4.2 -0.8 -0.7 -1.0 -0.6 2.9 3.7 2.8 4.3 3.6 0.9 0.3 -1.9 -1.7 1.6 -2.6 1.9 8.4 -4.9 -13.6 -18.0 -20.0 20.0 20.0 20.0 17.5 CAD -2.9 -10.1 -2.0 4.9 -15.9 5.5 -6.2 4.7 2.0 -20.0 8.0 -16.7 0.4 -13.7 -16.5 -7.4 -6.8 -7.4 -7.2 -8.3 -1.7 -19.0 -0.8 -11.5 18.7 -1.9 -20.0 2.5 -13.6 1.9 -5.9 -7.1 9.3 -20.0 -20.0 -11.4 -20.0 -20.0 -20.0 -20.0 CANOLA -5.4 -20.0 -12.9 -2.9 -0.9 -2.4 -1.9 -1.7 -2.7 -3.9 0.3 -5.4 1.9 -8.2 -8.8 -15.3 -7.1 -11.1 -7.1 -9.6 -4.3 -5.3 0.4 -8.6 2.4 -3.0 -0.7 -1.7 -1.6 -0.2 -2.6 -3.2 -0.9 6.0 -5.3 1.0 20.0 20.0 20.0 20.0 CHF 5.0 -4.9 3.4 2.7 -8.6 3.0 -3.4 2.6 1.1 -10.7 10.7 -1.5 9.6 2.5 4.0 -14.7 -15.4 -15.1 -14.9 4.6 8.5 -2.7 9.7 2.5 -0.4 3.8 -5.8 5.0 -0.6 5.0 2.7 -20.0 12.3 3.8 0.5 3.9 -20.0 -20.0 -20.0 -20.0 COCOA -14.0 -8.1 -10.3 -3.0 -0.9 -2.5 -2.0 -1.8 -2.8 -8.5 -5.6 -9.0 2.2 -8.7 -4.9 -0.4 14.0 6.2 10.3 -6.6 -3.2 -8.8 4.8 -8.4 -20.0 -2.0 -4.0 0.1 -4.1 4.9 -3.3 20.0 -6.7 8.4 9.4 8.5 -0.1 4.6 3.3 8.2 COFFEE -14.0 20.0 -11.3 -3.7 -1.1 -3.1 -2.5 -2.2 -3.5 -6.2 4.1 -7.3 6.9 5.9 7.2 13.9 9.0 11.8 10.2 10.8 7.9 -5.0 7.4 5.1 -20.0 3.5 -0.7 2.9 -0.3 2.8 2.2 20.0 -3.0 20.0 20.0 20.0 7.2 16.6 16.9 20.0 COPPER 7.9 -10.9 -11.5 2.4 3.1 2.7 2.8 2.3 2.4 4.0 -3.6 4.4 -1.6 -0.4 -5.7 -5.3 -5.4 -4.9 -5.2 -3.0 -2.6 4.2 0.0 0.6 -5.0 -0.4 2.1 0.5 1.3 1.6 0.2 1.2 -4.0 -6.1 -17.1 -8.6 11.7 6.6 12.1 7.7 CORN 11.6 9.9 -6.0 -5.6 -1.7 -4.6 -3.7 -3.3 -5.3 -10.7 -10.4 3.1 -13.5 12.0 -1.9 -20.0 -18.9 -20.0 -20.0 1.1 -7.4 1.7 -12.8 5.9 8.8 2.1 -1.6 -1.9 0.8 -6.4 3.5 -20.0 13.4 20.0 20.0 18.7 -6.7 0.7 -2.6 3.3 COTTON2 0.5 -0.1 2.0 -7.5 -2.2 -6.2 -4.9 -4.5 -7.0 -19.6 -20.0 -14.7 -20.0 -16.2 -18.3 -18.2 -13.5 -16.2 -14.8 -7.4 -12.0 -6.0 -20.0 -5.5 -16.0 -3.3 -8.2 -7.5 -5.7 -15.6 -3.0 -16.1 5.9 20.0 20.0 20.0 -11.5 -20.0 -6.5 -20.0 CRUDE_W 0.8 -0.9 2.2 3.8 10.9 3.7 6.5 1.7 4.2 16.5 -1.0 8.9 -9.5 -3.8 -3.9 8.4 7.7 7.8 7.3 1.0 -1.3 10.6 -5.2 4.0 2.0 -2.5 13.9 -2.9 6.5 -4.5 -0.0 -2.4 4.3 -18.1 -11.4 -15.5 20.0 11.5 -2.8 14.4 DAX -11.1 -13.9 -5.0 5.8 -1.8 4.7 3.3 3.5 5.5 3.7 14.3 -6.8 16.9 -11.5 -5.3 -5.8 -6.4 -5.4 -5.4 -6.6 6.3 -5.6 20.0 -10.3 -10.9 -5.0 -1.3 -0.7 -3.0 5.7 -5.6 -0.6 -13.5 -20.0 -20.0 -20.0 20.0 20.0 20.0 15.5 DOW 5.2 13.3 20.0 5.8 -1.8 4.7 3.2 3.4 5.4 -3.8 18.4 11.9 13.7 17.6 19.2 -9.0 -8.1 -8.2 -7.6 20.0 20.0 8.0 15.6 16.3 -15.1 6.9 -1.7 5.3 2.6 3.5 5.7 -4.0 -4.2 5.7 12.3 13.2 -20.0 -20.0 -20.0 -20.0 DX -0.8 4.6 2.5 2.5 -8.0 2.8 -3.1 2.4 1.0 10.6 -10.7 4.8 -10.3 -2.5 -3.7 5.9 6.1 6.1 6.0 -2.9 -7.2 5.1 -9.2 -0.2 -20.0 -1.6 8.4 -3.6 2.9 -4.4 -0.4 15.3 20.0 -9.3 -9.5 -12.1 20.0 13.0 20.0 15.7 EUR 2.1 -3.6 1.9 2.9 -9.4 3.3 -3.7 2.8 1.2 -11.5 13.1 -3.3 12.1 5.1 7.9 -6.8 -7.5 -7.4 -7.4 5.5 10.4 -3.7 11.9 2.3 11.6 4.2 -9.0 6.1 -1.8 6.4 2.3 -7.9 12.5 -0.3 1.5 5.2 -20.0 -19.2 -20.0 -20.0 EURIBOR-ICE -5.6 -3.1 -6.5 -0.3 -9.6 -0.5 -6.4 -2.0 -2.2 -12.1 7.5 -12.7 9.9 -9.5 -6.5 12.0 9.9 12.8 12.2 -2.7 0.9 -11.0 5.0 -6.7 6.4 -2.3 -10.5 -0.4 -8.4 1.8 -5.1 14.3 -4.9 -7.7 -3.2 -2.8 19.8 20.0 20.0 20.0 EUROSTX 3.7 2.9 -0.1 6.2 -1.9 5.0 3.5 3.7 5.8 12.4 17.0 15.4 15.9 13.0 11.1 -2.6 -0.7 -1.9 -1.3 6.5 7.7 11.4 11.7 8.9 -6.5 2.2 5.0 0.5 7.6 1.7 5.3 7.9 12.0 -10.5 -10.1 -20.0 20.0 20.0 20.0 15.1 FEEDCOW -20.0 2.1 8.7 -3.8 -1.1 -3.1 -2.5 -2.3 -3.6 1.6 11.9 0.9 12.5 6.0 10.0 19.1 5.9 16.5 11.8 15.0 20.0 3.7 20.0 6.4 -20.0 3.9 0.0 6.0 0.9 6.3 1.5 20.0 11.4 14.7 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.7 3.2 8.2 3.3 9.7 3.3 5.8 1.5 3.7 15.4 6.2 13.9 0.5 14.1 5.5 20.0 12.5 19.9 15.4 9.8 7.7 15.9 3.3 12.1 -0.1 5.7 12.0 4.6 8.4 2.1 6.6 8.1 11.6 11.4 9.6 8.8 20.0 7.5 16.1 7.3 GASOLINE 0.9 2.7 4.7 3.8 11.0 3.7 6.6 1.7 4.2 10.6 6.2 6.2 -0.9 5.5 3.0 20.0 20.0 20.0 20.0 5.3 4.1 6.2 1.2 5.2 -20.0 -0.9 8.8 -0.0 3.4 0.2 -0.2 20.0 -5.3 -18.8 -4.2 -14.7 20.0 18.2 20.0 20.0 GAS_US_mini 4.7 -7.8 -20.0 4.1 11.9 4.1 7.2 1.9 4.6 -6.6 -20.0 -8.9 -14.2 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -19.0 -20.0 -9.1 -16.0 -11.6 20.0 -7.0 -1.8 -7.3 -4.5 -4.5 -4.9 -20.0 -20.0 -15.5 -14.8 -20.0 -3.2 -20.0 -20.0 -20.0 GBP 0.2 -2.4 -3.3 4.8 -15.7 5.5 -6.1 4.7 2.0 -20.0 17.5 -10.2 18.1 6.7 2.3 0.2 -0.3 -0.3 -0.3 3.2 10.6 -17.1 16.0 -3.6 1.1 5.0 -20.0 7.2 -9.0 8.8 0.7 4.4 -5.4 -8.2 6.6 -4.3 12.1 -2.7 5.2 -0.2 GOLD_micro 20.0 20.0 12.2 7.0 9.0 7.6 8.0 6.6 7.0 15.4 20.0 20.0 20.0 20.0 20.0 -12.7 -11.5 -11.7 -11.1 20.0 20.0 20.0 20.0 20.0 -20.0 7.4 5.8 6.2 7.7 6.8 8.5 -8.8 18.9 20.0 20.0 -7.1 -17.3 1.4 -20.0 -3.3 HEATOIL 2.4 -0.2 9.6 3.8 10.9 3.7 6.5 1.7 4.2 14.6 10.7 9.3 3.2 7.5 10.8 11.0 8.7 9.9 9.0 7.9 8.5 12.6 5.3 8.3 -20.0 1.1 15.2 4.0 7.1 4.5 1.6 0.6 9.0 -14.0 -8.9 0.5 14.5 4.1 -12.4 -4.6 JGB-SGX-mini 1.2 -8.8 -7.1 -0.2 -6.6 -0.4 -4.4 -1.4 -1.5 -8.6 -6.9 -8.6 -6.9 -8.0 -7.9 8.1 14.4 14.0 14.5 -7.0 -7.2 -10.3 -7.8 -7.9 -5.9 -2.8 -4.9 -2.7 -4.5 -3.1 -3.3 19.8 -6.7 -3.3 -6.1 -6.5 -20.0 -19.5 -20.0 -20.0 JPY -0.8 -3.3 -9.9 3.3 -10.7 3.7 -4.2 3.2 1.4 -14.6 -7.6 -12.3 -5.7 -2.4 -10.2 -10.5 -11.1 -10.4 -10.3 -7.4 -6.4 -12.9 -5.2 -7.9 20.0 -2.3 -17.4 -2.2 -9.5 -2.2 -3.6 -13.3 -1.9 -14.8 -5.8 -18.7 -10.1 -10.0 -16.0 -9.6 LEANHOG 3.4 4.5 3.6 -7.6 -2.3 -6.3 -5.0 -4.5 -7.2 -6.2 20.0 5.6 20.0 19.3 19.7 20.0 20.0 20.0 20.0 19.9 20.0 8.9 20.0 15.8 1.7 7.4 1.6 7.2 4.5 7.4 6.9 20.0 11.7 20.0 20.0 20.0 20.0 13.4 20.0 20.0 LIVECOW -20.0 2.4 9.9 -4.2 -1.3 -3.5 -2.8 -2.5 -4.0 -2.2 13.4 0.2 13.9 6.1 11.2 -7.1 15.7 6.8 14.1 13.5 20.0 0.8 20.0 5.1 -20.0 4.3 -1.6 7.1 0.3 8.1 1.4 20.0 12.1 18.0 20.0 20.0 20.0 12.7 20.0 18.1 LUMBER-new -4.8 -20.0 -5.9 -3.5 -1.0 -2.9 -2.3 -2.1 -3.3 4.9 -8.6 -2.5 -5.6 -10.8 -10.3 -20.0 -20.0 -20.0 -20.0 -15.6 -10.8 -2.5 -5.9 -12.5 NaN -3.2 1.3 -1.9 -0.4 -0.6 -2.6 -20.0 10.1 11.9 -20.0 8.4 20.0 20.0 20.0 20.0 MXP 6.6 -0.7 15.4 5.1 -16.5 5.8 -6.4 4.9 2.1 -15.4 20.0 11.3 14.5 18.9 20.0 12.8 12.5 12.6 12.2 20.0 20.0 6.2 20.0 17.7 -20.0 9.5 -5.6 10.7 2.4 8.7 7.4 20.0 20.0 13.5 14.6 20.0 9.5 7.7 0.7 9.9 NASDAQ_micro 16.6 11.5 20.0 5.7 -1.8 4.6 3.2 3.4 5.4 1.1 19.7 13.6 17.7 16.6 18.7 -10.4 -8.6 -9.6 -8.7 20.0 20.0 19.2 20.0 20.0 -20.0 7.0 -0.0 6.3 4.7 5.2 6.6 -5.3 20.0 20.0 11.7 20.0 -20.0 -19.2 -20.0 -20.0 NIKKEI 19.4 20.0 20.0 6.3 -1.9 5.0 3.5 3.7 5.9 16.3 20.0 20.0 17.0 20.0 20.0 3.0 9.4 8.2 9.2 20.0 20.0 20.0 20.0 20.0 -16.0 7.9 2.8 6.0 5.7 3.0 7.6 20.0 20.0 20.0 20.0 20.0 10.1 17.8 20.0 20.0 NZD 1.9 -8.5 -3.9 3.1 -10.0 3.5 -3.9 3.0 1.3 -14.1 4.6 -12.2 -2.1 -8.5 -9.0 -3.4 -2.6 -3.4 -3.2 -5.5 -2.2 -17.3 -1.0 -9.1 10.0 -1.7 -15.0 -0.4 -9.6 -0.6 -4.2 0.0 -17.3 -11.7 -14.9 -10.1 20.0 15.8 20.0 20.0 OAT 5.9 -6.2 -4.5 -0.3 -10.6 -0.6 -7.1 -2.2 -2.5 -14.0 0.1 -1.1 -4.8 -3.6 -6.4 16.0 9.6 15.9 13.6 -5.3 -5.1 -7.6 -5.0 -5.1 1.2 -3.3 -6.7 -2.8 -5.0 -2.0 -3.3 14.6 -2.5 1.5 -9.1 -8.2 20.0 20.0 20.0 20.0 OATIES -9.1 -20.0 -13.2 -7.3 -2.1 -6.0 -4.8 -4.3 -6.8 -7.9 -19.6 -20.0 -9.0 -20.0 -20.0 -20.0 -3.4 -15.9 -7.8 -20.0 -20.0 -15.6 -12.5 -20.0 -19.6 -8.2 -2.6 -6.4 -5.0 -4.2 -7.1 0.1 1.8 20.0 -9.5 4.3 -20.0 -9.2 -20.0 -8.6 OJ 0.6 -1.7 12.9 -2.2 -0.7 -1.8 -1.4 -1.3 -2.1 -4.6 -3.5 -2.5 -4.5 -2.7 -1.1 0.8 6.8 2.5 4.0 -1.3 -2.9 -1.6 -4.4 -1.3 -20.0 -0.3 -0.7 -1.5 -0.5 -2.0 -0.1 17.6 2.9 13.0 2.6 7.2 -13.0 -10.4 -10.0 -8.6 PALLAD 10.5 -5.7 11.9 4.3 5.4 4.6 4.9 4.0 4.2 10.8 4.5 10.7 3.2 4.4 2.6 -2.8 -2.9 -2.9 -2.9 5.7 6.7 12.3 5.3 7.9 19.8 2.8 8.1 4.4 5.3 4.4 3.0 5.4 -5.7 -2.6 -14.8 -1.9 -20.0 -20.0 -20.0 -20.0 PLAT 3.9 -3.9 17.5 4.7 6.0 5.2 5.4 4.4 4.7 13.1 11.2 12.1 9.4 9.7 10.9 -3.7 -3.5 -3.1 -3.0 12.9 16.0 20.0 15.4 15.2 1.7 3.9 12.8 6.3 8.4 6.5 4.3 4.7 20.0 -1.6 -7.2 14.4 18.3 5.7 -10.0 -4.9 REDWHEAT 5.3 -5.4 -13.1 -7.1 -2.1 -5.8 -4.6 -4.2 -6.6 -4.3 -20.0 -7.0 -20.0 -17.0 -20.0 -20.0 -16.1 -19.8 -18.3 -17.6 -20.0 -3.8 -20.0 -9.6 6.9 -6.2 0.8 -8.3 -1.3 -11.4 -3.4 -20.0 14.3 20.0 10.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE -13.2 -14.3 -17.9 -3.1 -0.9 -2.6 -2.0 -1.9 -2.9 -9.4 -10.6 -10.3 -10.1 -10.6 -10.6 -16.8 -8.1 -16.5 -14.6 -15.5 -15.7 -8.7 -14.5 -12.8 -1.8 -3.7 -1.8 -4.1 -2.1 -4.5 -3.1 -11.9 -2.3 9.9 -1.8 -3.3 -13.8 -8.4 -9.2 -8.3 ROBUSTA -15.1 20.0 -6.0 -2.3 -0.7 -1.9 -1.5 -1.3 -2.1 -6.3 -1.5 -5.9 -0.7 2.4 2.9 18.5 15.9 19.2 16.7 3.2 0.1 -6.8 -0.7 -0.2 -20.0 1.0 -1.7 0.0 -1.4 -0.1 0.2 20.0 -7.8 1.0 20.0 4.6 -0.2 18.1 2.4 20.0 RUSSELL 6.9 17.2 20.0 5.4 -1.7 4.3 3.0 3.2 5.1 -4.9 16.2 8.6 7.7 15.9 17.4 -5.4 -5.4 -5.2 -5.1 20.0 18.9 8.7 9.9 18.5 8.3 6.4 -1.5 4.7 2.5 2.2 5.3 0.5 1.7 8.6 20.0 19.6 -20.0 -20.0 -20.0 -20.0 SHATZ -7.2 -10.7 -12.0 -0.3 -11.0 -0.6 -7.3 -2.3 -2.5 -13.8 -4.4 -15.2 2.6 -15.4 -15.7 -20.0 -19.3 -20.0 -19.1 -12.5 -8.6 -10.9 -3.5 -12.7 6.1 -5.5 -4.1 -3.7 -5.1 -1.4 -5.8 -20.0 4.5 -14.2 -15.6 -15.1 20.0 17.7 20.0 20.0 SILVER-mini 17.0 13.7 15.9 8.3 10.6 9.0 9.5 7.7 8.2 20.0 20.0 20.0 20.0 20.0 20.0 -7.4 -6.7 -7.1 -6.8 20.0 20.0 20.0 20.0 20.0 -11.4 9.4 10.9 8.2 10.6 6.5 10.0 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 5.3 SMI -6.8 9.0 -2.1 5.3 -1.7 4.3 3.0 3.2 5.0 -14.7 4.7 -13.4 4.7 1.0 3.0 4.0 2.6 1.9 1.9 0.7 1.4 -13.8 3.1 -5.3 8.4 0.4 -11.7 -0.3 -7.6 -0.0 -2.8 13.4 -20.0 -20.0 -3.6 -20.0 20.0 20.0 20.0 20.0 SOFR -5.4 6.1 11.7 -0.4 -14.4 -0.8 -9.6 -3.0 -3.3 -18.2 19.3 -15.5 12.5 4.2 14.9 6.9 4.9 7.1 6.4 12.7 17.4 -14.5 14.6 0.4 -20.0 5.3 -10.6 6.5 -6.3 5.0 0.3 4.7 -10.1 1.6 20.0 20.0 4.7 -12.8 -20.0 -20.0 SOYBEAN -5.6 8.4 2.3 -6.0 -1.8 -5.0 -4.0 -3.6 -5.7 -16.2 4.0 -16.1 -11.1 5.2 3.5 -6.2 -7.6 -10.7 -10.2 1.4 0.7 -10.9 -6.3 -3.5 -2.5 4.3 -6.5 3.9 -5.0 -1.5 0.3 -7.1 -3.3 20.0 20.0 20.0 -10.9 -1.7 -7.6 3.9 SOYMEAL -6.7 5.1 -3.7 -6.3 -1.9 -5.2 -4.2 -3.8 -6.0 -19.1 -16.1 -19.5 -19.5 -9.9 -12.0 -20.0 -15.2 -19.6 -18.2 -12.1 -16.1 -20.0 -20.0 -15.2 -16.4 -3.1 -18.3 -5.7 -13.1 -10.3 -6.1 -20.0 -20.0 20.0 20.0 8.5 -20.0 -20.0 -19.2 -20.0 SOYOIL -12.4 -20.0 5.2 -4.0 -1.2 -3.3 -2.7 -2.4 -3.8 -9.2 5.9 -10.6 7.7 -11.3 -1.6 -8.3 -3.1 -5.3 -3.9 -5.5 3.0 -10.7 7.0 -10.2 -9.8 -2.2 -2.8 1.2 -4.4 2.2 -4.3 2.3 -3.4 7.3 -4.2 20.0 -20.0 -9.5 -20.0 -10.0 SP400 -0.5 8.0 17.3 5.2 -1.6 4.1 2.9 3.1 4.8 -14.9 13.9 -7.3 6.4 9.2 13.6 -6.0 -5.9 -5.8 -5.6 11.4 11.6 -5.4 6.9 4.2 -2.3 5.1 -6.1 3.8 -2.1 1.4 2.4 -0.5 -20.0 -9.8 0.4 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 10.7 15.2 20.0 7.1 -2.2 5.7 4.0 4.2 6.6 -8.7 20.0 14.6 20.0 20.0 20.0 -11.4 -9.5 -10.3 -9.3 20.0 20.0 15.6 20.0 20.0 -20.0 8.7 -2.2 7.4 3.8 5.4 7.4 -6.5 5.9 18.3 17.6 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -9.2 -3.4 -8.6 -5.7 -1.7 -4.7 -3.8 -3.4 -5.4 -3.8 -17.0 -11.2 -16.5 -14.1 -15.2 -11.9 5.1 -10.8 -4.9 -14.6 -16.2 -9.1 -16.4 -13.4 -20.0 -6.4 0.5 -7.0 -4.4 -6.6 -6.0 9.4 -2.0 14.9 11.3 2.9 -20.0 -20.0 -20.0 -20.0 US10 2.6 9.7 10.5 -0.3 -10.6 -0.6 -7.1 -2.2 -2.4 -13.4 11.7 -5.6 1.8 6.6 11.5 2.3 -0.7 1.6 0.8 9.6 9.2 -7.1 4.7 3.3 -3.8 4.3 -5.7 4.1 -2.8 2.4 1.6 -4.8 -4.7 10.4 19.0 16.4 -8.7 -19.6 -20.0 -20.0 US10U 7.4 11.3 10.5 -0.4 -15.0 -0.8 -10.1 -3.1 -3.5 -19.3 12.7 0.5 -2.0 10.1 15.9 -3.4 -2.5 -3.0 -2.6 14.8 11.6 -6.2 3.4 8.0 -9.5 6.4 -5.3 5.1 -1.9 2.4 3.7 -9.3 -4.4 20.0 20.0 20.0 8.3 -12.5 -20.0 -20.0 US2 0.0 7.2 5.5 -0.3 -9.7 -0.5 -6.5 -2.0 -2.2 -12.5 5.5 -10.0 -2.6 3.4 7.0 -10.7 -16.3 -13.0 -13.8 4.4 4.5 -9.8 1.5 -0.7 17.6 2.9 -9.1 3.1 -5.0 2.2 0.0 -20.0 -3.7 3.0 15.3 8.6 -5.8 -9.1 -12.8 -19.7 US20 12.5 11.1 9.7 -0.3 -9.5 -0.5 -6.3 -2.0 -2.2 -10.4 2.2 4.9 -6.3 7.2 9.8 4.5 2.5 4.2 3.6 8.6 4.6 -0.4 -1.2 6.7 -6.7 4.0 -2.0 2.6 -0.1 0.5 2.9 0.2 3.5 20.0 16.4 14.7 20.0 9.4 -5.0 -9.5 US30 13.7 10.3 7.9 -0.3 -11.4 -0.6 -7.6 -2.4 -2.6 -12.2 -1.7 6.7 -10.5 8.5 10.2 -7.3 -3.4 -4.7 -3.6 7.8 2.2 0.4 -4.9 7.2 -4.4 4.5 -2.1 2.3 0.2 -0.6 3.7 -10.8 7.1 20.0 15.2 13.4 20.0 5.5 -1.5 -10.4 US5 -1.5 7.9 9.1 -0.3 -11.5 -0.6 -7.7 -2.4 -2.6 -14.5 13.1 -11.7 2.9 4.4 10.8 -2.0 -4.1 -2.7 -2.9 8.2 9.4 -10.5 5.8 0.5 1.7 4.1 -8.6 4.6 -4.8 3.4 0.6 -10.8 -5.8 4.5 17.7 14.8 -9.8 -13.9 -20.0 -20.0 VIX -4.7 -13.7 -12.3 -7.5 1.3 -4.1 -1.6 0.1 -5.8 11.4 -15.8 -13.8 -7.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.1 -3.2 -4.2 -14.0 NaN -8.6 1.6 -4.9 -1.4 -0.0 -6.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 5.4 -4.7 -12.5 -7.0 -2.1 -5.8 -4.6 -4.2 -6.6 5.1 -20.0 0.6 -20.0 -11.6 -20.0 -18.2 -18.2 -18.5 -18.3 -14.7 -20.0 0.7 -20.0 -5.9 13.1 -4.7 5.3 -6.3 1.5 -9.1 -1.4 -20.0 20.0 20.0 11.6 20.0 -20.0 -17.4 -20.0 -19.3 End of report for caleb_strategy_v3