******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250926_204345 produced at 2025-09-26 21:39:10.738683 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.87 0.0 0.00 0.00 0.00 0.00 -18.22 16.0 0 0 caleb_strategy_v3 SOFR False True 0.13 0.00 -0.51 0.0 0.00 0.00 0.00 0.00 -4.03 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.35 0.0 999.00 -999.00 -0.26 -0.26 -33.44 999999999.0 -25 -25 caleb_strategy_v3 SHATZ False True 0.07 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.94 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.10 0.0 1.10 -1.10 -0.15 -0.15 -2.59 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -14.82 59.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.06 -0.09 0.0 0.11 -0.11 -0.06 -0.06 -21.55 26.0 -14 -15 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -6.92 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 -3.36 11.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.08 -1.08 0.00 0.00 -0.56 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.05 0.0 0.17 -0.17 -0.05 -0.05 -4.73 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 -1.21 17.0 -1 -1 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.04 0.0 0.05 -0.05 -0.04 -0.04 -3.58 4.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.80 9.0 -3 -3 caleb_strategy_v3 US2 False True 0.11 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.31 13.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.46 8.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.35 -0.35 0.00 0.00 -0.12 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 -1.12 9.0 -2 -2 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.02 0.0 1.43 -1.43 -0.06 -0.11 -0.38 25.0 -1 -2 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.31 999999999.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.50 10.0 -1 -1 caleb_strategy_v3 COCOA False False 0.04 0.00 -0.01 0.0 0.95 -0.95 0.00 -0.04 -0.16 26.0 0 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.18 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.12 -0.01 0.0 0.85 -0.85 -0.12 -0.12 -0.77 58.0 -8 -8 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 1.00 -1.00 0.00 0.00 -0.15 17.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.31 3.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.13 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.01 0.0 0.14 -0.14 -0.04 -0.04 -0.63 12.0 -3 -3 caleb_strategy_v3 EUR False False 0.08 0.00 0.00 0.0 1.08 -1.08 0.00 0.00 0.03 14.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.02 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.06 51.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.15 7.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.78 -0.78 0.00 -0.06 -0.05 13.0 0 -1 caleb_strategy_v3 DOW False False 0.01 -0.01 0.00 0.0 0.81 -0.81 -0.01 0.00 0.33 66.0 -1 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.00 0.0 0.38 -0.38 0.00 0.00 0.08 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.02 0.09 23.0 0 1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.17 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 0.17 10.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.10 0.01 0.0 0.60 -0.60 0.10 0.16 0.57 23.0 4 6 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.00 0.09 6.0 1 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.10 3.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.64 -0.64 0.00 0.00 0.18 21.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.84 -0.84 0.00 0.02 0.91 48.0 0 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.02 0.0 1.37 -1.37 0.00 0.00 0.24 19.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.90 5.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.03 0.0 999.00 -999.00 0.00 0.00 0.61 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.04 0.0 0.42 -0.42 0.04 0.00 0.87 10.0 1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.04 0.0 0.44 -0.44 0.01 0.00 6.11 68.0 1 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.53 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.97 -0.97 0.00 0.00 0.82 22.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.96 12.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.12 -1.12 0.00 0.00 2.29 56.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.84 -0.84 0.00 0.00 1.22 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.06 0.0 0.15 -0.15 0.04 0.07 1.76 4.0 1 2 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.73 -0.73 0.27 0.27 0.65 8.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.06 0.0 0.68 -0.68 0.17 0.17 1.71 20.0 5 5 caleb_strategy_v3 BTP False False 0.07 0.00 0.07 0.0 0.73 -0.73 0.00 0.00 0.94 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 1.12 10.0 4 4 caleb_strategy_v3 SILVER-mini False False 0.06 0.25 0.08 0.0 999.00 -999.00 0.25 0.25 1.26 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.65 -0.65 0.00 0.00 2.76 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.15 0.0 0.25 -0.25 0.17 0.17 7.81 13.0 9 9 caleb_strategy_v3 NIKKEI False False 0.02 0.43 0.40 0.0 0.57 -0.57 0.43 0.43 25.52 36.0 27 27 caleb_strategy_v3 MXP False False 0.01 0.45 0.64 0.0 0.85 -0.85 0.45 0.45 45.00 60.0 32 32 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.18 0.0 1.50 -1.50 0.00 0.00 7.89 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.5 Shocked risk 76.1 Sum abs risk 57.3 Leverage 6.12 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1905098.79, 'annual_cash_vol_target': 476274.6975, 'daily_cash_vol_target': 29767.16859375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6557 0.5384 8.6140 BITCOIN 2006.2769 110410.0000 1.8171 29.0738 BOBL 0.1858 117.6800 0.1579 2.5260 BTP 0.4406 119.3800 0.3691 5.9050 BUND 0.3872 128.2300 0.3020 4.8317 BUXL 0.9363 113.3400 0.8261 13.2177 CAC 58.1309 7878.5000 0.7378 11.8055 CAD 0.0025 0.7201 0.3476 5.5622 CANOLA 7.8044 627.7000 1.2433 19.8934 CHF 0.0060 1.2654 0.4711 7.5372 COCOA 141.2417 6967.0000 2.0273 32.4367 COFFEE 8.5863 359.4000 2.3891 38.2248 COPPER 0.0828 4.7810 1.7326 27.7211 CORN 4.5136 459.7500 0.9817 15.7079 COTTON2 0.6868 66.3300 1.0354 16.5657 CRUDE_W 0.9496 65.0100 1.4608 23.3722 DAX 168.7599 23873.0000 0.7069 11.3105 DOW 254.0467 46621.0000 0.5449 8.7187 DX 0.4376 97.8250 0.4474 7.1579 EUR 0.0057 1.1757 0.4828 7.7254 EURIBOR-ICE 0.0327 97.7750 0.0334 0.5347 EUROSTX 42.7677 5514.0000 0.7756 12.4099 FEEDCOW 3.5559 348.0750 1.0216 16.3456 GASOIL 10.6969 700.0000 1.5281 24.4500 GASOLINE 0.0291 1.9181 1.5174 24.2778 GAS_US_mini 0.0887 3.1900 2.7800 44.4805 GBP 0.0064 1.3413 0.4771 7.6333 GOLD_micro 23.6237 3809.0000 0.6202 9.9233 HEATOIL 0.0347 2.3681 1.4662 23.4589 JGB-SGX-mini 0.2307 135.9300 0.1697 2.7160 JPY 0.0000 0.0067 0.5685 9.0954 LEANHOG 1.1600 91.0000 1.2747 20.3948 LIVECOW 2.0570 234.3500 0.8777 14.0439 LUMBER-new 8.8736 617.5000 1.4370 22.9922 MXP 0.0003 0.0540 0.5118 8.1887 NASDAQ_micro 146.3578 24725.7500 0.5919 9.4708 NIKKEI 362.3488 45125.0000 0.8030 12.8478 NZD 0.0037 0.5792 0.6401 10.2415 OAT 0.3951 120.9800 0.3266 5.2249 OATIES 3.9724 329.0000 1.2074 19.3187 OJ 7.1040 242.0500 2.9349 46.9591 PALLAD 26.2717 1318.5000 1.9925 31.8807 PLAT 25.2265 1612.9000 1.5640 25.0248 REDWHEAT 7.4349 526.5000 1.4121 22.5943 RICE 0.1454 11.5100 1.2635 20.2162 ROBUSTA 110.5613 4174.0000 2.6488 42.3809 RUSSELL 23.3999 2449.6000 0.9553 15.2841 SHATZ 0.0534 106.9650 0.0499 0.7982 SILVER-mini 0.5580 46.9125 1.1895 19.0315 SMI 80.9132 11968.0000 0.6761 10.8173 SOFR 0.0495 96.6800 0.0512 0.8193 SOYBEAN 8.5368 1064.5000 0.8020 12.8313 SOYMEAL 3.0823 279.2000 1.1040 17.6637 SOYOIL 0.7146 50.5200 1.4146 22.6332 SP400 26.2313 3287.6000 0.7979 12.7662 SP500_micro 32.5773 6697.2500 0.4864 7.7829 SUGAR11 0.2133 16.3500 1.3047 20.8756 US10 0.3261 112.2656 0.2905 4.6478 US10U 0.4245 114.7500 0.3699 5.9192 US2 0.0849 104.1172 0.0815 1.3039 US20 0.6617 116.0312 0.5703 9.1248 US30 0.9580 119.4375 0.8021 12.8331 US5 0.2079 109.0469 0.1906 3.0498 VIX 0.4067 19.8000 2.0541 32.8650 WHEAT 6.9811 591.5000 1.1802 18.8838 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.70 0.54 353.01 1.00 353.01 29767.17 84.32 12.58 106.12 BITCOIN 110.41 1.82 200.63 1.00 200.63 29767.17 148.37 -9.21 -136.71 BOBL 1176.80 0.16 185.78 1.17 218.12 29767.17 136.47 1.76 24.06 BTP 1193.80 0.37 440.59 1.17 517.27 29767.17 57.55 4.79 27.58 BUND 1282.30 0.30 387.23 1.17 454.63 29767.17 65.48 2.51 16.42 BUXL 1133.40 0.83 936.31 1.17 1099.27 29767.17 27.08 -4.80 -13.01 CAC 787.85 0.74 581.31 1.17 682.49 29767.17 43.62 6.46 28.18 CAD 720.10 0.35 250.33 1.00 250.33 29767.17 118.91 -8.37 -99.56 CANOLA 125.54 1.24 156.09 0.72 112.32 29767.17 265.03 -0.10 -2.64 CHF 1581.75 0.47 745.12 1.00 745.12 29767.17 39.95 -5.38 -21.49 COCOA 696.70 2.03 1412.42 1.00 1412.42 29767.17 21.08 -3.17 -6.69 COFFEE 1347.75 2.39 3219.84 1.00 3219.84 29767.17 9.24 7.19 6.65 COPPER 1195.25 1.73 2070.85 1.00 2070.85 29767.17 14.37 -2.02 -2.90 CORN 229.88 0.98 225.68 1.00 225.68 29767.17 131.90 -1.96 -25.85 COTTON2 331.65 1.04 343.38 1.00 343.38 29767.17 86.69 -15.93 -138.12 CRUDE_W 650.10 1.46 949.64 1.00 949.64 29767.17 31.35 2.65 8.30 DAX 238.73 0.71 168.76 1.17 198.13 29767.17 150.24 -1.51 -22.67 DOW 233.10 0.54 127.02 1.00 127.02 29767.17 234.34 0.61 14.23 DX 978.25 0.45 437.64 1.00 437.64 29767.17 68.02 -0.14 -0.92 EUR 1469.62 0.48 709.59 1.00 709.59 29767.17 41.95 0.30 1.28 EURIBOR-ICE 2444.38 0.03 81.69 1.17 95.91 29767.17 310.36 7.44 230.94 EUROSTX 551.40 0.78 427.68 1.17 502.12 29767.17 59.28 8.42 49.94 FEEDCOW 1740.38 1.02 1777.96 1.00 1777.96 29767.17 16.74 11.70 19.58 GASOIL 700.00 1.53 1069.69 1.00 1069.69 29767.17 27.83 14.61 40.65 GASOLINE 805.60 1.52 1222.39 1.00 1222.39 29767.17 24.35 5.74 13.98 GAS_US_mini 79.75 2.78 221.71 1.00 221.71 29767.17 134.26 -14.80 -198.77 GBP 838.31 0.48 399.94 1.00 399.94 29767.17 74.43 4.26 31.73 GOLD_micro 380.90 0.62 236.24 1.00 236.24 29767.17 126.01 5.32 67.01 HEATOIL 994.60 1.47 1458.27 1.00 1458.27 29767.17 20.41 1.17 2.39 JGB-SGX-mini 135930.00 0.17 23073.81 0.01 155.03 29767.17 192.01 -8.75 -168.01 JPY 843.06 0.57 479.25 1.00 479.25 29767.17 62.11 -7.52 -46.71 LEANHOG 364.00 1.27 463.98 1.00 463.98 29767.17 64.16 20.00 128.31 LIVECOW 937.40 0.88 822.80 1.00 822.80 29767.17 36.18 10.17 36.81 LUMBER-new 169.81 1.44 244.02 1.00 244.02 29767.17 121.99 -3.96 -48.33 MXP 269.85 0.51 138.11 1.00 138.11 29767.17 215.54 14.21 306.18 NASDAQ_micro 494.52 0.59 292.72 1.00 292.72 29767.17 101.69 2.42 24.63 NIKKEI 45125.00 0.80 36234.88 0.01 243.46 29767.17 122.27 19.25 235.31 NZD 579.15 0.64 370.71 1.00 370.71 29767.17 80.30 0.84 6.75 OAT 1209.80 0.33 395.07 1.17 463.83 29767.17 64.18 5.10 32.73 OATIES 164.50 1.21 198.62 1.00 198.62 29767.17 149.87 -18.95 -284.05 OJ 363.08 2.93 1065.61 1.00 1065.61 29767.17 27.93 -4.56 -12.74 PALLAD 1318.50 1.99 2627.17 1.00 2627.17 29767.17 11.33 4.34 4.91 PLAT 806.45 1.56 1261.33 1.00 1261.33 29767.17 23.60 10.81 25.50 REDWHEAT 263.25 1.41 371.75 1.00 371.75 29767.17 80.07 -13.70 -109.73 RICE 230.20 1.26 290.86 1.00 290.86 29767.17 102.34 -14.34 -146.75 ROBUSTA 417.40 2.65 1105.61 1.00 1105.61 29767.17 26.92 2.56 6.90 RUSSELL 122.48 0.96 117.00 1.00 117.00 29767.17 254.42 7.24 184.23 SHATZ 1069.65 0.05 53.36 1.17 62.65 29767.17 475.12 -6.10 -289.74 SILVER-mini 1172.81 1.19 1395.02 1.00 1395.02 29767.17 21.34 17.35 37.02 SMI 1196.80 0.68 809.13 1.26 1017.33 29767.17 29.26 5.31 15.54 SOFR 2417.00 0.05 123.76 1.00 123.76 29767.17 240.53 -2.75 -66.21 SOYBEAN 532.25 0.80 426.84 1.00 426.84 29767.17 69.74 -2.29 -15.94 SOYMEAL 279.20 1.10 308.23 1.00 308.23 29767.17 96.57 -20.00 -193.15 SOYOIL 303.12 1.41 428.79 1.00 428.79 29767.17 69.42 -7.79 -54.09 SP400 3287.60 0.80 2623.13 1.00 2623.13 29767.17 11.35 -3.22 -3.65 SP500_micro 334.86 0.49 162.89 1.00 162.89 29767.17 182.75 2.15 39.27 SUGAR11 183.12 1.30 238.92 1.00 238.92 29767.17 124.59 -15.57 -193.98 US10 1122.66 0.29 326.11 1.00 326.11 29767.17 91.28 -1.32 -12.01 US10U 1147.50 0.37 424.51 1.00 424.51 29767.17 70.12 -0.61 -4.29 US2 2082.34 0.08 169.70 1.00 169.70 29767.17 175.41 -1.41 -24.67 US20 1160.31 0.57 661.72 1.00 661.72 29767.17 44.98 4.90 22.05 US30 1194.38 0.80 957.97 1.00 957.97 29767.17 31.07 1.97 6.13 US5 1090.47 0.19 207.86 1.00 207.86 29767.17 143.21 -2.09 -29.91 VIX 198.00 2.05 406.70 1.00 406.70 29767.17 73.19 -18.48 -135.28 WHEAT 295.75 1.18 349.06 1.00 349.06 29767.17 85.28 -9.91 -84.51 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 106.119 0.010 2.5 2.757 BITCOIN -136.706 0.043 2.5 -14.824 BOBL 24.058 0.004 2.5 0.244 BTP 27.585 0.014 2.5 0.942 BUND 16.423 0.004 2.5 0.167 BUXL -13.010 0.004 2.5 -0.132 CAC 28.183 0.014 2.5 0.963 CAD -99.561 0.010 2.5 -2.587 CANOLA -2.639 0.010 2.5 -0.064 CHF -21.491 0.010 2.5 -0.558 COCOA -6.687 0.010 2.5 -0.163 COFFEE 6.648 0.005 2.5 0.088 COPPER -2.900 0.043 2.5 -0.314 CORN -25.852 0.010 2.5 -0.630 COTTON2 -138.116 0.010 2.5 -3.365 CRUDE_W 8.304 0.043 2.5 0.900 DAX -22.674 0.014 2.5 -0.774 DOW 14.226 0.009 2.5 0.331 DX -0.922 0.010 2.5 -0.024 EUR 1.279 0.010 2.5 0.033 EURIBOR-ICE 230.939 0.014 2.5 7.888 EUROSTX 49.939 0.014 2.5 1.706 FEEDCOW 19.582 0.013 2.5 0.650 GASOIL 40.653 0.017 2.5 1.765 GASOLINE 13.978 0.017 2.5 0.607 GAS_US_mini -198.772 0.043 2.5 -21.555 GBP 31.728 0.010 2.5 0.824 GOLD_micro 67.012 0.014 2.5 2.289 HEATOIL 2.386 0.017 2.5 0.104 JGB-SGX-mini -168.010 0.043 2.5 -18.219 JPY -46.714 0.010 2.5 -1.214 LEANHOG 128.312 0.024 2.5 7.809 LIVECOW 36.810 0.013 2.5 1.222 LUMBER-new -48.333 0.010 2.5 -1.178 MXP 306.181 0.059 2.5 45.002 NASDAQ_micro 24.625 0.009 2.5 0.573 NIKKEI 235.310 0.043 2.5 25.517 NZD 6.754 0.010 2.5 0.175 OAT 32.727 0.014 2.5 1.118 OATIES -284.049 0.010 2.5 -6.920 OJ -12.743 0.010 2.5 -0.310 PALLAD 4.913 0.014 2.5 0.168 PLAT 25.501 0.014 2.5 0.871 REDWHEAT -109.731 0.005 2.5 -1.458 RICE -146.748 0.010 2.5 -3.575 ROBUSTA 6.903 0.005 2.5 0.092 RUSSELL 184.228 0.013 2.5 6.113 SHATZ -289.742 0.004 2.5 -2.942 SILVER-mini 37.017 0.014 2.5 1.264 SMI 15.543 0.014 2.5 0.531 SOFR -66.212 0.024 2.5 -4.030 SOYBEAN -15.940 0.004 2.5 -0.148 SOYMEAL -193.148 0.004 2.5 -1.799 SOYOIL -54.088 0.004 2.5 -0.504 SP400 -3.655 0.013 2.5 -0.121 SP500_micro 39.270 0.009 2.5 0.914 SUGAR11 -193.979 0.010 2.5 -4.726 US10 -12.013 0.005 2.5 -0.152 US10U -4.290 0.005 2.5 -0.054 US2 -24.667 0.005 2.5 -0.313 US20 22.051 0.005 2.5 0.280 US30 6.135 0.005 2.5 0.078 US5 -29.913 0.005 2.5 -0.380 VIX -135.278 0.099 2.5 -33.439 WHEAT -84.513 0.005 2.5 -1.123 ===================== Position diags ===================== AUD 2.19 BITCOIN 16.09 BOBL 1.39 BTP 1.97 BUND 0.66 BUXL 0.27 CAC 1.49 CAD 3.09 CANOLA 6.46 CHF 1.04 COCOA 0.51 COFFEE 0.12 COPPER 1.56 CORN 3.21 COTTON2 2.11 CRUDE_W 3.40 DAX 5.13 DOW 5.45 DX 1.77 EUR 1.09 EURIBOR-ICE 10.60 EUROSTX 2.02 FEEDCOW 0.56 GASOIL 1.21 GASOLINE 1.06 GAS_US_mini 14.56 GBP 1.93 GOLD_micro 4.30 HEATOIL 0.89 JGB-SGX-mini 20.82 JPY 1.61 LEANHOG 3.90 LIVECOW 1.20 LUMBER-new 2.97 MXP 31.68 NASDAQ_micro 2.37 NIKKEI 13.26 NZD 2.09 OAT 2.19 OATIES 3.65 OJ 0.68 PALLAD 0.39 PLAT 0.81 REDWHEAT 1.06 RICE 2.49 ROBUSTA 0.36 RUSSELL 8.44 SHATZ 4.82 SILVER-mini 0.73 SMI 1.00 SOFR 14.64 SOYBEAN 0.65 SOYMEAL 0.90 SOYOIL 0.65 SP400 0.38 SP500_micro 4.25 SUGAR11 3.04 US10 1.16 US10U 0.89 US2 2.23 US20 0.57 US30 0.39 US5 1.82 VIX 18.09 WHEAT 1.13 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.5 3.0 0.0 0 BITCOIN -14.8 -16.4 -13.2 0.0 0 BOBL 0.2 0.1 0.4 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 1.0 0.8 1.1 0.0 0 CAD -2.6 -2.9 -2.3 -4.0 -4 CANOLA -0.1 -0.7 0.6 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.2 -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 -0.6 -1.0 -0.3 -3.0 -3 COTTON2 -3.4 -3.6 -3.2 -4.0 -4 CRUDE_W 0.9 0.6 1.2 0.0 0 DAX -0.8 -1.3 -0.3 -8.0 -8 DOW 0.3 -0.2 0.9 -1.0 -1 DX -0.0 -0.2 0.2 0.0 0 EUR 0.0 -0.1 0.1 0.0 0 EURIBOR-ICE 7.9 6.8 8.9 0.0 0 EUROSTX 1.7 1.5 1.9 5.0 5 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.8 1.6 1.9 1.0 1 GASOLINE 0.6 0.5 0.7 0.0 0 GAS_US_mini -21.6 -23.0 -20.1 -14.0 -14 GBP 0.8 0.6 1.0 0.0 0 GOLD_micro 2.3 1.9 2.7 0.0 0 HEATOIL 0.1 0.0 0.2 0.0 0 JGB-SGX-mini -18.2 -20.3 -16.1 0.0 0 JPY -1.2 -1.4 -1.1 -1.0 -1 LEANHOG 7.8 7.4 8.2 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 45.0 41.8 48.2 32.0 32 NASDAQ_micro 0.6 0.3 0.8 4.0 4 NIKKEI 25.5 24.2 26.8 27.0 27 NZD 0.2 -0.0 0.4 0.0 0 OAT 1.1 0.9 1.3 4.0 4 OATIES -6.9 -7.3 -6.6 NaN 0 OJ -0.3 -0.4 -0.2 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.9 0.8 1.0 1.0 1 REDWHEAT -1.5 -1.6 -1.4 0.0 0 RICE -3.6 -3.8 -3.3 -3.0 -3 ROBUSTA 0.1 0.1 0.1 0.0 0 RUSSELL 6.1 5.3 7.0 1.0 1 SHATZ -2.9 -3.4 -2.5 NaN 0 SILVER-mini 1.3 1.2 1.3 4.0 4 SMI 0.5 0.4 0.6 0.0 0 SOFR -4.0 -5.5 -2.6 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -1.8 -1.9 -1.7 -3.0 -3 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 -4.7 -5.0 -4.4 -5.0 -5 US10 -0.2 -0.3 -0.0 0.0 0 US10U -0.1 -0.1 0.0 0.0 0 US2 -0.3 -0.5 -0.1 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.4 -0.6 -0.2 -1.0 -1 VIX -33.4 -35.2 -31.6 -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 0.2 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 0.0 2.1 0.1 -0.1 0.1 -0.1 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 -0.1 0.1 0.1 0.2 0.1 0.3 0.1 -0.2 0.4 -0.1 0.7 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 0.1 -0.2 0.5 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.3 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 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 -0.1 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 0.2 -0.0 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 -0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 0.3 0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.2 0.1 -0.3 -0.4 0.7 0.3 -0.0 0.1 CAC 0.1 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.0 0.3 0.1 0.3 0.1 0.1 -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 -0.3 -0.6 -0.6 0.7 0.7 0.7 0.6 CAD -0.1 -0.3 -0.1 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.2 0.2 -0.2 0.0 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 2.5 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.4 0.2 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 CANOLA -0.1 -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 -0.1 -0.1 0.0 -0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.2 -0.1 0.3 -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 -0.0 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 -0.3 -0.4 -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 -0.1 0.3 0.3 0.3 -0.0 0.2 0.1 0.3 COFFEE -0.5 0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 0.5 0.6 0.7 COPPER 0.3 -0.3 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 -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 -0.5 -0.3 0.4 0.2 0.4 0.3 CORN 0.3 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 -0.4 0.1 1.2 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.1 0.1 0.6 0.6 0.6 -0.2 0.0 -0.1 0.1 COTTON2 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -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 -0.0 -0.5 -0.1 -2.1 -0.0 -0.0 -0.2 -0.1 -0.6 -0.0 -0.8 0.2 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 -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 0.1 0.3 -0.0 0.1 -0.1 0.1 -0.2 0.0 -0.1 0.0 -0.6 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX -0.3 -0.5 -0.2 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.4 -0.0 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.5 -0.1 -1.5 -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 0.1 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 0.0 0.1 0.4 0.4 -0.7 -0.7 -0.7 -0.7 DX -0.0 0.2 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 -0.2 -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 -0.1 0.4 0.0 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 0.1 0.2 -0.7 -0.7 -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 0.0 -0.2 -0.1 -0.1 0.6 0.7 0.7 0.7 EUROSTX 0.2 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.1 -0.1 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 -0.9 0.0 0.1 0.0 0.1 0.1 0.1 0.4 0.3 -0.2 -0.3 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.0 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 0.5 0.4 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.2 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.0 0.2 0.1 0.4 0.3 0.4 0.3 0.1 0.1 0.2 0.1 0.2 -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 0.3 0.5 0.2 GASOLINE 0.1 0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 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 0.1 0.0 0.0 1.1 -0.2 -0.6 -0.2 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.1 -0.2 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 -0.5 -0.1 -0.5 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -1.1 -0.5 -0.6 -0.6 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 0.5 -0.1 0.6 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.4 -0.1 0.1 0.0 -0.1 0.2 -0.1 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 0.4 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.5 0.4 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 0.1 0.2 0.3 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.1 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.0 0.1 -0.5 -0.3 0.0 0.5 0.1 -0.4 -0.2 JGB-SGX-mini -0.1 -0.3 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 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 1.0 -0.1 -0.1 -0.2 -0.2 -0.7 -0.6 -0.7 -0.7 JPY -0.0 -0.1 -0.3 0.0 -0.1 0.1 -0.1 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 -0.1 -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 -0.0 -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 0.1 0.2 0.1 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.4 0.7 0.7 LIVECOW -0.6 0.1 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.0 0.5 0.1 0.1 -0.2 0.3 0.1 0.3 0.1 0.2 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.0 0.3 0.0 1.1 0.4 0.5 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 -0.1 NaN -0.0 0.0 -0.1 0.0 -0.0 -0.0 -1.2 0.2 0.6 -0.7 0.3 0.8 0.8 0.8 0.8 MXP 0.3 0.0 0.5 0.0 -0.1 0.2 -0.1 0.2 0.0 -0.0 0.5 0.2 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 0.0 0.3 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.6 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 0.0 0.2 0.1 -0.3 0.4 0.6 0.4 0.6 -0.7 -0.7 -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 -2.2 0.1 0.0 0.2 0.1 0.1 0.1 1.1 0.2 0.6 0.6 0.6 0.3 0.6 0.7 0.7 NZD 0.0 -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 -0.1 0.0 -0.4 -0.4 -0.5 -0.3 0.7 0.5 0.7 0.7 OAT 0.2 -0.2 -0.2 -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 -0.0 -0.1 -0.1 -0.1 -0.0 0.8 0.0 0.1 -0.3 -0.3 0.7 0.7 0.7 0.7 OATIES -0.3 -0.6 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.5 -0.2 -0.3 -0.2 -0.2 -0.4 -0.1 -0.3 -0.2 -0.2 -0.2 -0.1 -0.4 -0.2 -2.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.0 0.2 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 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 0.0 0.1 0.0 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 1.0 0.1 0.5 0.1 0.2 -0.4 -0.4 -0.3 -0.3 PALLAD 0.4 -0.1 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.1 0.1 2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.3 -0.1 -0.0 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.3 -0.1 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 0.2 0.0 0.1 0.2 0.1 0.2 0.1 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 -0.0 -0.2 -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 -0.5 -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 -0.0 0.3 -0.1 -0.1 -0.4 -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 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.3 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 0.2 -0.0 0.6 0.1 0.7 RUSSELL 0.2 0.5 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 0.1 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.2 -0.4 -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 -0.0 -0.1 -0.1 -1.1 0.2 -0.4 -0.5 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.5 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 -0.3 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 -0.2 -0.6 0.7 0.7 0.7 0.7 SOFR -0.3 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 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.2 0.4 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.2 -0.4 -0.1 0.6 0.6 0.2 -0.4 -0.7 -0.7 SOYBEAN -0.2 0.2 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 -0.4 0.0 -0.0 0.1 -0.0 -0.1 0.0 -0.3 -0.1 0.6 0.6 0.6 -0.4 -0.1 -0.3 0.1 SOYMEAL -0.2 0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -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 -0.1 -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 0.3 -0.1 0.6 -0.7 -0.3 -0.7 -0.3 SP400 -0.1 0.2 0.6 0.1 0.0 0.1 0.0 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 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.4 -0.4 -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 -0.0 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 -0.4 0.1 0.6 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.2 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.5 -0.1 -0.6 -0.1 -0.2 -0.2 0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.5 0.1 0.6 0.4 0.1 -0.7 -0.7 -0.7 -0.7 US10 0.0 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 -0.2 0.3 0.6 0.5 -0.3 -0.7 -0.7 -0.7 US10U 0.2 0.3 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 -0.0 -0.0 -0.0 -0.0 0.2 0.1 -0.1 0.1 0.1 -1.3 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.5 -0.2 0.6 0.6 0.6 0.3 -0.4 -0.7 -0.7 US2 -0.1 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 2.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 -1.1 -0.1 0.1 0.4 0.3 -0.2 -0.3 -0.4 -0.7 US20 0.4 0.3 0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 0.1 0.0 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.1 -0.9 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.6 0.5 0.5 0.7 0.3 -0.1 -0.3 US30 0.4 0.3 0.2 -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 0.1 0.6 0.5 0.4 0.7 0.2 -0.0 -0.4 US5 -0.1 0.2 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 -0.2 0.1 0.5 0.5 -0.3 -0.5 -0.7 -0.7 VIX -0.2 -0.7 -0.7 -0.1 -0.0 -0.2 -0.0 0.0 -0.1 -0.2 -0.7 -0.3 -0.5 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.1 -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 -0.1 -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 1.8 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -1.1 0.4 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 7.1 2.8 6.4 4.0 -11.3 5.0 -6.4 4.3 0.7 -18.3 18.7 -7.9 3.3 6.8 9.1 -1.1 -1.4 -1.4 -1.4 8.4 8.5 -9.3 3.6 3.1 15.4 5.3 -9.3 4.1 -4.7 0.5 2.2 2.6 -2.1 2.8 3.0 4.8 20.0 20.0 20.0 20.0 BITCOIN -2.2 -19.6 -2.1 8.3 13.9 8.7 11.3 7.3 9.0 -20.0 16.2 -10.8 20.0 -12.9 -2.7 -7.1 -7.5 -7.6 -7.5 -0.9 11.7 -19.4 20.0 -9.9 -20.0 -3.1 -13.8 3.4 -10.3 9.2 -7.3 -2.5 -20.0 -20.0 -20.0 -20.0 13.0 -2.8 -12.6 -7.4 BOBL -3.0 -3.5 -4.7 -0.8 -9.6 -0.8 -8.1 -2.4 -3.5 -7.8 2.4 -14.1 -1.5 -13.1 -12.6 20.0 -1.2 8.6 2.6 -5.8 -4.0 -9.5 -3.1 -7.9 2.7 -4.3 -4.9 -3.1 -7.2 -2.0 -5.9 -4.3 4.5 -7.1 -5.8 -7.4 20.0 20.0 20.0 20.0 BTP 3.3 -4.5 -2.2 -1.0 -12.3 -1.0 -10.3 -3.1 -4.5 -16.0 16.9 1.2 14.5 2.9 5.6 7.7 9.1 10.3 10.2 1.0 4.9 -8.5 8.8 -2.8 -20.0 0.5 -10.2 3.7 -7.8 6.9 -2.9 11.6 4.5 5.3 -1.3 5.2 19.8 20.0 20.0 20.0 BUND 2.0 -1.2 -1.2 -0.8 -9.5 -0.8 -8.0 -2.4 -3.5 -10.1 -1.0 -7.7 -7.4 -5.9 -8.8 -2.8 5.8 4.9 7.0 -3.6 -4.6 -6.5 -6.6 -4.4 -1.0 -2.7 -3.6 -2.9 -5.1 -3.2 -3.5 6.4 4.8 -0.0 -3.7 -5.3 20.0 20.0 20.0 20.0 BUXL 7.0 -3.8 -4.9 -0.8 -9.3 -0.8 -7.8 -2.3 -3.4 -11.4 -14.8 -2.3 -15.1 -6.7 -11.4 3.5 2.5 3.5 3.2 -8.5 -12.7 -4.5 -15.8 -5.1 -3.0 -4.7 -1.8 -6.2 -2.7 -6.5 -3.0 0.0 6.5 2.6 -9.9 -12.4 20.0 10.1 -1.3 2.1 CAC 4.2 1.3 2.2 6.5 1.2 5.3 3.9 3.9 6.0 5.1 12.2 10.7 9.6 5.0 4.7 -1.3 -0.8 -1.1 -0.7 3.3 3.7 5.5 4.2 4.4 1.0 0.6 4.8 -1.5 3.5 -2.5 2.5 8.3 -3.0 -10.6 -17.4 -20.0 20.0 20.0 20.0 17.7 CAD -4.1 -10.6 -2.6 4.4 -12.6 5.5 -7.1 4.8 0.8 -20.0 7.5 -19.5 0.2 -15.9 -17.5 -7.4 -6.8 -7.4 -7.2 -9.8 -2.4 -20.0 -1.1 -14.3 18.8 -2.8 -20.0 1.8 -14.8 1.6 -7.5 -7.1 6.7 -20.0 -20.0 -12.1 -20.0 -20.0 -20.0 -20.0 CANOLA -4.0 -20.0 -13.1 -3.0 -0.6 -2.5 -1.8 -1.8 -2.7 -5.4 0.1 -5.9 1.8 -8.4 -9.0 -15.6 -7.2 -11.5 -7.3 -9.9 -4.6 -5.6 0.3 -8.8 2.5 -3.1 -1.2 -1.7 -1.7 -0.3 -2.6 -2.9 -4.8 8.9 -5.4 0.9 20.0 20.0 20.0 20.0 CHF 5.2 -4.8 3.4 2.4 -6.9 3.0 -3.9 2.6 0.4 -9.6 10.8 -2.5 9.7 1.9 3.7 -14.7 -15.4 -15.1 -14.9 4.4 8.6 -3.3 10.0 1.8 -0.5 3.8 -4.2 5.1 -1.0 5.2 2.3 -20.0 13.3 4.1 0.7 4.3 -20.0 -20.0 -20.0 -20.0 COCOA -13.5 -10.0 -11.0 -3.1 -0.7 -2.6 -1.8 -1.9 -2.8 -9.0 -5.9 -9.5 2.2 -9.3 -5.3 -0.5 13.9 5.9 10.1 -7.2 -3.6 -9.2 4.9 -9.2 -20.0 -2.2 -3.7 -0.1 -4.2 4.9 -3.6 20.0 -5.0 9.2 8.7 8.6 -0.4 4.5 3.0 8.1 COFFEE -15.7 20.0 -10.5 -3.6 -0.8 -3.0 -2.1 -2.2 -3.3 -3.7 4.1 -5.7 6.7 5.7 6.9 14.0 9.1 11.9 10.3 10.5 7.8 -1.9 7.3 5.3 -20.0 3.4 0.2 2.8 0.1 2.8 2.1 20.0 -4.8 20.0 20.0 20.0 7.4 16.5 17.0 20.0 COPPER 9.1 -10.0 -12.0 2.5 4.1 2.6 3.3 2.2 2.7 4.2 -3.6 4.8 -1.6 0.8 -5.6 -5.2 -5.4 -4.9 -5.2 -2.7 -2.6 4.5 0.0 1.1 -5.0 -0.3 1.8 0.5 1.5 1.6 0.4 1.2 -6.1 -7.1 -15.6 -8.7 12.0 6.6 12.4 7.7 CORN 10.0 10.8 -5.7 -5.7 -1.2 -4.8 -3.4 -3.5 -5.2 -15.2 -10.4 -1.1 -13.7 11.8 -1.6 -19.7 -18.9 -20.0 -20.0 0.9 -7.5 0.2 -13.1 5.1 8.9 2.0 -3.4 -2.0 -0.2 -6.6 3.0 -20.0 3.1 20.0 20.0 19.1 -6.8 0.6 -2.6 3.1 COTTON2 1.1 -0.5 0.5 -7.6 -1.6 -6.3 -4.4 -4.6 -6.9 -18.5 -20.0 -15.2 -20.0 -16.8 -18.8 -18.3 -13.5 -16.3 -14.9 -7.6 -12.2 -5.5 -20.0 -5.7 -16.0 -3.5 -5.5 -7.6 -5.2 -15.8 -3.3 -15.6 7.5 20.0 20.0 20.0 -11.6 -20.0 -6.7 -19.9 CRUDE_W 2.5 0.2 2.5 4.2 13.5 3.7 9.2 1.7 5.6 18.1 -0.6 13.0 -9.5 0.8 -3.5 8.9 7.8 8.0 7.4 2.1 -0.9 14.1 -5.1 6.4 2.2 -1.6 15.0 -2.6 8.9 -4.4 1.8 -2.3 1.7 -19.6 -12.4 -16.1 20.0 11.7 -2.9 14.6 DAX -9.5 -14.4 -6.6 5.9 1.1 4.8 3.5 3.5 5.4 11.8 14.3 -4.1 16.9 -10.7 -5.3 -5.9 -6.4 -5.4 -5.4 -6.2 6.0 -2.3 20.0 -8.6 -10.9 -4.9 2.4 -0.7 -1.5 5.8 -5.0 -0.6 -10.5 -20.0 -20.0 -20.0 20.0 20.0 20.0 15.8 DOW 4.8 13.2 20.0 5.9 1.1 4.8 3.5 3.5 5.4 7.1 18.7 13.6 14.0 18.0 19.4 -9.1 -8.1 -8.3 -7.7 20.0 20.0 9.6 15.9 16.5 -15.3 7.0 1.4 5.5 3.2 3.7 5.8 -4.0 1.5 4.5 12.3 13.7 -20.0 -20.0 -20.0 -20.0 DX -0.3 5.3 3.5 2.2 -6.2 2.7 -3.5 2.4 0.4 7.9 -10.4 5.6 -10.1 -0.5 -3.2 5.8 6.1 6.1 6.0 -2.4 -6.9 5.5 -8.9 0.8 -20.0 -1.4 6.0 -3.5 3.3 -4.4 0.2 15.3 20.0 -5.8 -8.8 -11.2 20.0 13.2 20.0 15.8 EUR 1.8 -3.9 1.8 2.6 -7.5 3.3 -4.2 2.8 0.5 -9.4 13.1 -5.1 12.1 3.5 7.5 -6.8 -7.5 -7.4 -7.4 5.2 10.4 -4.1 12.1 1.5 11.5 4.0 -6.2 6.2 -2.2 6.6 1.8 -7.8 13.1 0.3 1.6 5.4 -20.0 -19.6 -20.0 -20.0 EURIBOR-ICE -6.7 -3.3 -6.7 -0.7 -7.9 -0.7 -6.7 -2.0 -2.9 -9.2 7.4 -12.5 10.0 -10.1 -7.2 12.1 10.0 12.9 12.3 -3.2 0.7 -10.2 5.1 -7.1 6.5 -2.6 -6.8 -0.5 -7.5 1.8 -5.3 14.3 0.5 -7.6 -2.4 -2.9 19.0 20.0 20.0 20.0 EUROSTX 4.7 2.6 -0.8 6.2 1.2 5.0 3.7 3.7 5.8 15.1 17.2 16.2 16.0 14.2 11.9 -2.6 -0.8 -2.0 -1.3 6.9 7.7 12.8 11.3 9.6 -6.4 2.7 9.6 0.7 8.9 1.8 6.1 7.8 13.9 -7.5 -9.4 -20.0 20.0 20.0 20.0 15.4 FEEDCOW -20.0 0.8 8.9 -3.8 -0.8 -3.1 -2.2 -2.3 -3.4 1.6 11.7 0.7 12.3 5.8 9.8 19.1 5.9 16.5 11.8 14.7 20.0 2.9 20.0 6.1 -20.0 3.8 0.1 6.0 0.7 6.4 1.4 20.0 20.0 12.9 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 7.7 4.7 8.8 3.8 12.2 3.3 8.3 1.5 5.0 16.5 6.7 15.8 0.7 15.4 6.1 20.0 12.7 20.0 15.7 11.2 8.6 18.3 3.8 14.1 -0.2 6.0 10.8 4.8 8.9 2.2 7.1 8.4 6.8 10.0 9.6 8.9 20.0 7.8 16.4 7.5 GASOLINE 1.6 3.5 5.0 4.2 13.6 3.7 9.3 1.7 5.6 16.0 6.6 11.1 -0.6 8.5 3.4 20.0 20.0 20.0 20.0 6.1 4.4 9.6 1.4 7.0 -20.0 -0.1 13.4 0.2 6.9 0.3 1.6 20.0 -8.1 -20.0 -5.3 -15.1 20.0 18.4 20.0 20.0 GAS_US_mini 4.2 -6.8 -20.0 4.6 14.7 4.0 10.0 1.9 6.1 -5.1 -20.0 -7.5 -14.5 -13.5 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -20.0 -6.9 -16.2 -10.8 20.0 -7.0 -1.0 -7.4 -3.4 -4.6 -4.7 -20.0 -20.0 -20.0 -17.3 -20.0 -3.1 -20.0 -20.0 -20.0 GBP -0.4 -3.1 -4.1 4.3 -12.3 5.4 -6.9 4.7 0.8 -15.1 17.1 -11.3 17.8 4.2 1.5 0.3 -0.3 -0.2 -0.3 2.3 10.1 -15.9 15.7 -5.0 1.1 4.4 -13.2 7.1 -8.8 8.9 -0.3 4.5 -1.9 -6.7 7.2 -4.3 12.2 -2.8 5.4 -0.3 GOLD_micro 20.0 20.0 13.5 7.0 11.7 7.3 9.5 6.2 7.6 17.8 20.0 20.0 20.0 20.0 20.0 -12.8 -11.5 -11.8 -11.1 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 6.3 6.2 7.8 6.8 8.5 -8.9 17.3 20.0 20.0 -5.9 -17.6 1.4 -20.0 -3.5 HEATOIL 3.3 0.8 9.9 4.2 13.5 3.7 9.2 1.7 5.6 17.5 11.2 13.3 3.5 10.2 11.4 11.1 8.8 10.0 9.1 9.0 9.2 15.3 5.7 10.3 -20.0 1.7 14.2 4.2 8.7 4.6 2.9 0.6 4.9 -15.1 -8.6 0.1 14.9 4.3 -12.7 -4.7 JGB-SGX-mini -1.8 -9.3 -7.4 -0.5 -5.5 -0.5 -4.6 -1.4 -2.0 -7.2 -7.2 -8.5 -7.1 -8.3 -8.2 6.9 14.2 13.1 13.9 -7.4 -7.5 -9.6 -8.0 -8.3 -5.9 -2.9 -3.3 -2.8 -4.1 -3.2 -3.4 19.3 -5.6 -3.5 -6.9 -6.8 -20.0 -19.3 -20.0 -20.0 JPY -1.2 -3.8 -10.3 3.0 -8.5 3.7 -4.8 3.2 0.5 -12.9 -8.1 -12.7 -5.8 -4.5 -10.8 -10.5 -11.1 -10.4 -10.3 -8.2 -6.7 -13.7 -5.4 -9.1 20.0 -2.9 -13.9 -2.4 -10.2 -2.3 -4.7 -13.3 -0.0 -14.5 -7.2 -18.4 -10.4 -10.1 -16.3 -9.7 LEANHOG 2.2 3.9 3.8 -7.6 -1.6 -6.3 -4.4 -4.6 -6.9 13.2 20.0 12.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 19.7 20.0 16.3 20.0 17.6 1.5 7.5 10.8 7.1 7.9 7.0 7.8 20.0 20.0 20.0 20.0 20.0 20.0 13.4 20.0 20.0 LIVECOW -20.0 1.6 9.9 -4.3 -0.9 -3.6 -2.5 -2.6 -3.9 -6.3 13.4 -1.6 13.9 5.4 11.0 -7.6 15.5 6.1 13.7 13.1 20.0 -1.5 20.0 4.0 -20.0 4.2 -2.2 7.2 -0.5 8.4 1.1 20.0 15.6 15.7 20.0 20.0 20.0 12.8 20.0 18.2 LUMBER-new -5.1 -20.0 -6.7 -3.7 -0.8 -3.1 -2.2 -2.2 -3.3 8.2 -9.0 0.4 -6.0 -10.9 -10.6 -20.0 -20.0 -20.0 -20.0 -15.8 -11.4 -0.7 -6.4 -11.6 NaN -3.3 1.6 -2.0 0.0 -0.7 -2.4 -20.0 8.0 17.2 -20.0 8.9 20.0 20.0 20.0 20.0 MXP 8.0 0.1 15.8 4.6 -13.1 5.7 -7.4 5.0 0.8 -2.4 20.0 15.2 14.9 20.0 20.0 13.2 12.6 12.8 12.3 20.0 20.0 10.9 20.0 19.2 -20.0 9.7 1.3 10.8 4.2 8.8 7.8 20.0 20.0 19.8 17.6 20.0 9.8 7.7 0.8 9.9 NASDAQ_micro 17.3 11.4 20.0 5.8 1.1 4.7 3.5 3.5 5.4 -0.6 19.9 13.2 18.0 16.2 18.7 -10.6 -8.7 -9.7 -8.8 20.0 20.0 17.6 20.0 20.0 -20.0 7.1 0.7 6.4 4.2 5.3 6.4 -5.3 14.6 20.0 11.4 20.0 -20.0 -19.6 -20.0 -20.0 NIKKEI 20.0 20.0 20.0 6.4 1.2 5.1 3.8 3.8 5.9 9.0 20.0 19.7 17.3 20.0 20.0 2.7 9.4 7.9 9.1 20.0 20.0 20.0 20.0 20.0 -16.2 8.0 1.2 6.1 4.8 3.1 7.3 20.0 9.9 20.0 20.0 20.0 10.4 17.4 20.0 20.0 NZD 0.7 -9.4 -4.6 2.8 -7.9 3.5 -4.5 3.0 0.5 -13.5 4.2 -13.1 -2.3 -9.7 -9.7 -3.4 -2.6 -3.4 -3.2 -6.6 -2.7 -18.5 -1.2 -11.0 10.1 -2.2 -11.9 -0.6 -9.6 -0.6 -4.9 0.0 -17.8 -13.2 -15.2 -10.4 20.0 16.0 20.0 20.0 OAT 5.2 -6.6 -4.6 -0.7 -8.8 -0.7 -7.4 -2.2 -3.2 -9.8 -0.0 -1.6 -5.0 -4.2 -6.8 16.1 9.7 15.9 13.7 -5.6 -5.3 -7.0 -5.2 -5.4 1.2 -3.5 -4.1 -2.9 -4.6 -2.1 -3.6 14.7 0.2 3.1 -8.4 -8.5 20.0 20.0 20.0 20.0 OATIES -8.2 -20.0 -13.9 -7.3 -1.6 -6.1 -4.3 -4.4 -6.7 -2.2 -19.9 -18.4 -9.3 -20.0 -20.0 -20.0 -3.6 -16.6 -8.3 -20.0 -20.0 -12.6 -13.0 -20.0 -19.5 -8.3 -0.7 -6.6 -3.9 -4.3 -6.7 0.1 6.6 20.0 -9.2 4.1 -20.0 -9.3 -20.0 -8.7 OJ 1.4 -1.7 13.6 -2.2 -0.5 -1.9 -1.3 -1.3 -2.0 -5.5 -3.5 -3.1 -4.5 -2.7 -1.2 0.8 6.8 2.5 4.0 -1.4 -3.0 -2.1 -4.5 -1.6 -20.0 -0.4 -1.2 -1.5 -0.8 -2.1 -0.3 18.2 2.5 13.9 4.0 7.2 -12.7 -10.6 -9.6 -8.7 PALLAD 13.2 -4.4 11.9 4.3 7.1 4.5 5.8 3.8 4.6 11.7 4.9 11.7 3.5 6.2 3.5 -2.8 -2.9 -2.9 -2.9 7.1 7.2 17.5 5.5 10.7 20.0 3.1 10.6 4.3 7.2 4.2 4.0 5.4 -2.4 -0.5 -14.8 -1.9 -20.0 -20.0 -20.0 -20.0 PLAT 9.6 -2.9 16.8 4.7 7.8 4.9 6.4 4.1 5.1 13.2 11.5 13.0 9.6 10.8 11.4 -3.6 -3.5 -3.1 -3.0 14.9 16.7 20.0 15.6 19.6 1.6 4.0 13.7 5.7 9.7 5.8 5.2 4.7 20.0 2.5 -4.9 14.4 18.7 5.8 -10.2 -5.0 REDWHEAT 6.2 -4.8 -12.7 -7.1 -1.5 -5.9 -4.2 -4.3 -6.4 -11.7 -20.0 -10.4 -20.0 -17.8 -20.0 -20.0 -16.1 -19.8 -18.3 -17.5 -20.0 -5.9 -20.0 -10.1 7.0 -6.3 -4.4 -8.4 -3.1 -11.4 -4.0 -20.0 8.2 20.0 9.9 19.6 -20.0 -20.0 -20.0 -20.0 RICE -13.3 -15.3 -19.1 -3.2 -0.7 -2.7 -1.9 -1.9 -2.9 -9.7 -10.9 -10.6 -10.4 -10.9 -10.9 -16.8 -8.2 -16.5 -14.7 -16.3 -16.5 -10.1 -15.2 -13.7 -1.8 -3.8 -2.5 -4.2 -2.5 -4.6 -3.2 -11.4 -1.4 8.3 -2.4 -3.7 -13.3 -8.4 -8.7 -8.2 ROBUSTA -16.1 20.0 -5.0 -2.2 -0.5 -1.9 -1.3 -1.4 -2.0 -5.5 -1.5 -5.8 -0.7 2.2 2.7 16.9 15.8 18.6 16.4 2.9 0.0 -5.8 -0.7 -0.5 -20.0 0.9 -1.0 0.0 -1.2 -0.1 0.2 20.0 -8.2 0.5 20.0 5.1 -0.1 18.0 2.5 20.0 RUSSELL 5.6 16.8 20.0 5.4 1.0 4.4 3.3 3.3 5.0 -3.7 16.4 7.7 8.0 15.4 17.2 -5.4 -5.4 -5.2 -5.1 20.0 19.2 7.4 10.2 17.5 8.3 6.4 -0.6 4.8 2.1 2.3 5.1 0.5 2.7 5.9 20.0 19.7 -20.0 -20.0 -20.0 -20.0 SHATZ -7.1 -10.9 -12.3 -0.8 -9.0 -0.8 -7.6 -2.3 -3.3 -7.4 -4.7 -14.6 2.5 -15.3 -15.9 -20.0 -19.4 -20.0 -19.1 -12.8 -8.9 -9.9 -3.7 -12.6 6.2 -5.6 -2.6 -3.8 -4.6 -1.5 -5.7 -20.0 8.6 -13.4 -14.5 -15.1 20.0 17.9 20.0 20.0 SILVER-mini 15.3 12.7 13.9 8.1 13.5 8.4 11.0 7.1 8.8 20.0 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 9.1 15.7 7.6 12.9 5.9 10.6 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 5.3 SMI -9.2 8.2 -2.1 5.3 1.0 4.3 3.2 3.2 4.9 -9.4 4.6 -13.1 4.6 -0.1 2.2 4.0 2.6 1.9 1.9 -0.1 1.1 -13.3 3.0 -6.3 8.4 -0.0 -8.1 -0.5 -7.5 -0.1 -3.3 13.4 -20.0 -20.0 -6.9 -20.0 20.0 20.0 20.0 20.0 SOFR -8.7 5.3 11.3 -1.0 -11.7 -1.0 -9.9 -3.0 -4.3 -18.7 19.0 -17.4 12.6 0.2 13.7 6.8 4.9 7.1 6.4 11.0 17.0 -18.7 14.7 -2.9 -20.0 4.5 -11.7 6.3 -8.1 5.0 -1.2 4.6 -16.4 -2.4 18.4 20.0 4.8 -12.9 -20.0 -20.0 SOYBEAN -5.7 7.4 2.4 -6.1 -1.3 -5.1 -3.6 -3.7 -5.6 -14.0 4.0 -15.6 -11.2 4.8 3.2 -6.0 -7.6 -10.5 -10.1 1.0 0.5 -9.5 -6.5 -3.9 -2.7 4.2 -3.8 4.0 -4.4 -1.5 0.0 -6.4 -4.1 20.0 20.0 20.0 -11.2 -1.8 -7.9 3.7 SOYMEAL -6.8 2.9 -3.2 -6.4 -1.4 -5.3 -3.7 -3.8 -5.8 -14.9 -16.4 -18.1 -19.5 -11.5 -12.8 -20.0 -15.3 -19.9 -18.4 -12.9 -16.4 -20.0 -20.0 -16.1 -16.4 -3.6 -12.5 -5.7 -12.1 -10.0 -6.7 -20.0 -20.0 20.0 20.0 8.3 -19.8 -20.0 -19.0 -20.0 SOYOIL -12.2 -20.0 4.7 -4.2 -0.9 -3.5 -2.4 -2.5 -3.8 -9.1 5.8 -10.5 7.8 -11.6 -2.2 -8.5 -3.2 -5.5 -4.1 -6.0 2.8 -9.9 7.1 -10.5 -10.1 -2.4 -2.1 1.1 -3.9 2.2 -4.3 2.8 -5.8 9.9 -3.9 20.0 -20.0 -9.7 -20.0 -10.2 SP400 -1.8 7.4 17.1 5.2 1.0 4.2 3.1 3.1 4.8 -7.6 14.2 -7.0 6.5 8.9 13.4 -6.0 -5.9 -5.8 -5.7 11.0 11.6 -3.9 7.0 3.8 -2.3 5.0 -2.5 3.9 -1.5 1.5 2.3 -0.5 -17.9 -11.5 -0.7 4.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 10.6 14.6 20.0 7.2 1.4 5.8 4.3 4.3 6.6 -5.5 20.0 14.5 20.0 20.0 20.0 -11.5 -9.5 -10.3 -9.4 20.0 20.0 15.3 20.0 20.0 -20.0 8.8 0.1 7.5 3.8 5.5 7.2 -6.6 5.2 17.6 17.2 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -7.3 -4.0 -9.5 -5.8 -1.3 -4.8 -3.4 -3.5 -5.2 -0.5 -17.1 -7.5 -16.7 -13.3 -14.9 -11.7 5.0 -10.8 -5.0 -14.4 -16.4 -5.7 -16.8 -12.1 -20.0 -6.3 3.0 -7.2 -2.5 -6.8 -5.3 9.9 2.8 18.5 11.8 3.9 -20.0 -20.0 -20.0 -20.0 US10 0.0 9.1 10.4 -0.7 -8.7 -0.7 -7.4 -2.2 -3.2 -13.9 11.6 -8.9 1.8 4.6 10.9 2.3 -0.7 1.6 0.8 8.9 9.2 -9.2 4.8 1.5 -4.0 4.0 -6.1 4.1 -3.7 2.5 0.9 -4.8 -7.0 8.9 17.4 16.7 -8.9 -19.7 -20.0 -20.0 US10U 5.1 10.7 10.4 -1.1 -12.4 -1.0 -10.5 -3.1 -4.5 -19.9 12.7 -2.1 -1.9 7.9 15.2 -1.8 -2.4 -2.4 -2.3 14.0 11.6 -8.9 3.5 5.7 -9.7 6.2 -6.0 5.2 -3.0 2.5 2.9 -9.0 -7.8 20.0 20.0 20.0 8.4 -12.5 -20.0 -20.0 US2 -2.1 6.4 5.3 -0.7 -8.1 -0.7 -6.8 -2.0 -2.9 -12.2 5.4 -11.3 -2.7 1.0 6.3 -10.7 -16.3 -13.0 -13.8 3.8 4.4 -11.0 1.5 -2.2 17.8 2.6 -7.8 3.0 -5.6 2.3 -0.7 -20.0 -5.6 1.9 13.2 8.8 -6.1 -9.2 -12.6 -20.0 US20 11.0 10.7 9.5 -0.7 -7.8 -0.7 -6.6 -2.0 -2.9 -11.8 2.3 4.1 -6.3 6.5 9.6 4.5 2.5 4.2 3.6 8.3 4.7 -1.8 -1.1 5.7 -6.8 4.0 -2.5 2.7 -0.6 0.6 2.6 0.3 0.8 20.0 15.9 15.2 20.0 9.6 -4.4 -9.8 US30 12.4 10.0 7.5 -0.8 -9.4 -0.8 -7.9 -2.4 -3.4 -14.0 -1.6 5.9 -10.5 7.9 10.0 -7.4 -3.5 -4.8 -3.7 7.6 2.3 -0.9 -4.9 6.2 -4.5 4.4 -2.7 2.3 -0.4 -0.5 3.3 -10.9 2.9 20.0 15.2 13.8 20.0 5.6 -1.1 -10.7 US5 -4.0 7.3 8.9 -0.8 -9.5 -0.8 -8.0 -2.4 -3.5 -15.1 13.0 -13.6 2.9 1.9 10.1 -2.0 -4.0 -2.7 -2.9 7.4 9.4 -12.4 6.0 -1.3 1.6 3.7 -8.2 4.6 -5.7 3.5 -0.3 -10.8 -7.5 2.6 15.7 15.1 -10.0 -14.2 -20.0 -20.0 VIX -4.0 -13.5 -12.6 -7.6 -2.3 -4.2 -2.7 0.0 -6.0 -12.1 -16.2 -17.4 -7.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.3 -6.2 -4.4 -14.3 NaN -8.7 -2.5 -5.0 -2.8 -0.2 -6.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 6.5 -3.8 -12.1 -7.1 -1.5 -5.9 -4.2 -4.3 -6.4 -0.6 -20.0 -0.9 -20.0 -11.1 -20.0 -18.2 -18.2 -18.5 -18.3 -14.4 -20.0 -0.7 -20.0 -5.9 13.2 -4.8 0.1 -6.5 0.3 -9.3 -1.7 -20.0 18.2 20.0 12.5 20.0 -20.0 -17.5 -20.0 -19.4 End of report for caleb_strategy_v3