******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250929_204411 produced at 2025-09-29 21:39:54.226459 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.90 0.0 0.00 0.00 0.00 0.00 -19.31 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.67 0.0 0.00 0.00 0.00 0.00 -5.39 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.35 0.0 999.00 -999.00 -0.25 -0.25 -34.95 999999999.0 -25 -25 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.98 24.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.11 0.0 0.13 -0.13 -0.07 -0.07 -21.94 26.0 -15 -15 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.10 0.0 1.07 -1.07 -0.15 -0.15 -2.76 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.56 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.18 -0.18 -0.07 -0.07 -3.48 11.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -7.22 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.05 -1.05 0.00 0.00 -0.60 13.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.74 -0.74 -0.04 -0.04 -1.15 17.0 -1 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.46 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 -3.68 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.17 -0.17 -0.05 -0.05 -4.79 18.0 -5 -5 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.03 0.0 1.39 -1.39 -0.11 -0.11 -0.51 25.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.87 9.0 -3 -3 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 0.34 -0.34 0.00 0.00 -0.13 2.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.51 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.18 9.0 -2 -2 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.98 -0.98 0.00 0.00 -0.21 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.22 999999999.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -1.07 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.01 0.0 0.14 -0.14 -0.04 -0.04 -0.58 12.0 -3 -3 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.34 3.0 -1 -1 caleb_strategy_v3 COCOA False False 0.04 -0.04 -0.01 0.0 0.93 -0.93 -0.04 -0.04 -0.19 26.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.11 -0.01 0.0 0.83 -0.83 -0.11 -0.11 -0.54 58.0 -8 -8 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.57 10.0 -1 -1 caleb_strategy_v3 EUR False False 0.08 0.00 0.00 0.0 1.05 -1.05 0.00 0.00 0.05 14.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.17 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.79 -0.79 0.00 0.00 0.39 66.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.36 51.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.00 0.0 0.76 -0.76 -0.06 -0.06 -0.05 13.0 -1 -1 caleb_strategy_v3 DX False False 0.05 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.00 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.00 0.0 0.62 -0.62 0.00 0.00 0.12 21.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.49 -0.49 0.02 0.02 0.09 23.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.02 3.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.41 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.08 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.18 2.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.77 -0.77 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.15 0.02 0.0 0.58 -0.58 0.15 0.18 0.60 23.0 6 7 caleb_strategy_v3 SP500_micro False False 0.02 0.02 0.02 0.0 0.82 -0.82 0.02 0.02 0.95 48.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.46 999999999.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 9.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.03 0.0 1.34 -1.34 0.00 0.00 0.37 19.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.10 -1.10 0.00 0.00 2.24 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 6.33 68.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.55 9.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.42 -0.42 0.00 0.00 1.00 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.94 -0.94 0.00 0.00 0.88 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 1.10 12.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.81 -0.81 0.00 0.00 1.18 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.06 0.0 0.14 -0.14 0.07 0.07 1.60 4.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.71 -0.71 0.27 0.27 0.68 8.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.06 0.0 0.66 -0.66 0.17 0.17 1.92 20.0 5 5 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.72 -0.72 0.00 0.00 1.15 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.08 0.0 999.00 -999.00 0.24 0.24 1.38 999999999.0 4 4 caleb_strategy_v3 OAT False False 0.07 0.29 0.10 0.0 0.73 -0.73 0.29 0.29 1.34 10.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.64 -0.64 0.00 0.00 2.90 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.17 0.15 0.0 0.24 -0.24 0.17 0.17 8.08 13.0 9 9 caleb_strategy_v3 NIKKEI False False 0.02 0.42 0.41 0.0 0.56 -0.56 0.42 0.42 26.22 36.0 27 27 caleb_strategy_v3 MXP False False 0.01 0.44 0.68 0.0 0.83 -0.83 0.44 0.46 49.46 60.0 32 33 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.20 0.0 1.46 -1.46 0.00 0.00 8.19 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.7 Shocked risk 77.5 Sum abs risk 57.1 Leverage 6.40 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1957722.23, 'annual_cash_vol_target': 489430.5575, 'daily_cash_vol_target': 30589.40984375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6587 0.5391 8.6261 BITCOIN 2174.8024 114930.0000 1.8923 30.2765 BOBL 0.1850 117.8000 0.1571 2.5132 BTP 0.4450 119.8500 0.3713 5.9413 BUND 0.3911 128.6400 0.3040 4.8642 BUXL 0.9539 114.7000 0.8316 13.3059 CAC 56.7337 7886.0000 0.7194 11.5108 CAD 0.0025 0.7214 0.3465 5.5437 CANOLA 7.8392 617.0000 1.2705 20.3285 CHF 0.0058 1.2657 0.4609 7.3741 COCOA 138.3467 6981.0000 1.9818 31.7082 COFFEE 8.3997 355.2500 2.3644 37.8310 COPPER 0.0843 4.9025 1.7200 27.5193 CORN 4.4426 460.7500 0.9642 15.4275 COTTON2 0.7191 65.4000 1.0996 17.5936 CRUDE_W 1.0075 62.7900 1.6046 25.6731 DAX 165.0145 23888.0000 0.6908 11.0525 DOW 246.6009 46593.0000 0.5293 8.4683 DX 0.4320 97.5900 0.4426 7.0819 EUR 0.0056 1.1784 0.4747 7.5950 EURIBOR-ICE 0.0324 97.7900 0.0332 0.5305 EUROSTX 41.7914 5523.0000 0.7567 12.1069 FEEDCOW 3.4720 347.3000 0.9997 15.9954 GASOIL 11.3807 677.7500 1.6792 26.8671 GASOLINE 0.0303 1.8644 1.6238 25.9807 GAS_US_mini 0.0890 3.8800 2.2944 36.7104 GBP 0.0063 1.3440 0.4688 7.5012 GOLD_micro 24.8155 3854.0000 0.6439 10.3023 HEATOIL 0.0367 2.2979 1.5950 25.5196 JGB-SGX-mini 0.2294 135.9900 0.1687 2.6993 JPY 0.0000 0.0068 0.5704 9.1256 LEANHOG 1.1513 90.3250 1.2746 20.3944 LIVECOW 2.0107 233.8000 0.8600 13.7601 LUMBER-new 8.8792 618.0000 1.4368 22.9882 MXP 0.0003 0.0541 0.5078 8.1256 NASDAQ_micro 144.0764 24842.5000 0.5800 9.2794 NIKKEI 357.8752 45145.0000 0.7927 12.6836 NZD 0.0037 0.5800 0.6310 10.0955 OAT 0.3980 121.3800 0.3279 5.2460 OATIES 3.9128 328.5000 1.1911 19.0576 OJ 6.9401 240.5000 2.8857 46.1709 PALLAD 25.3688 1294.5000 1.9597 31.3558 PLAT 24.6849 1634.8000 1.5100 24.1595 REDWHEAT 7.3373 528.0000 1.3896 22.2343 RICE 0.1449 11.6050 1.2489 19.9829 ROBUSTA 107.9758 4165.0000 2.5925 41.4793 RUSSELL 22.9084 2451.1000 0.9346 14.9539 SHATZ 0.0528 106.9800 0.0493 0.7891 SILVER-mini 0.5374 47.3375 1.1352 18.1624 SMI 81.0953 12027.0000 0.6743 10.7884 SOFR 0.0488 96.7000 0.0505 0.8076 SOYBEAN 8.4183 1062.0000 0.7927 12.6830 SOYMEAL 3.0408 279.4000 1.0883 17.4131 SOYOIL 0.7059 49.9400 1.4135 22.6156 SP400 25.9124 3281.7000 0.7896 12.6336 SP500_micro 31.9524 6709.5000 0.4762 7.6196 SUGAR11 0.2139 16.3800 1.3061 20.8979 US10 0.3230 112.4844 0.2872 4.5947 US10U 0.4249 115.0938 0.3692 5.9072 US2 0.0835 104.1367 0.0801 1.2823 US20 0.6589 116.7812 0.5642 9.0274 US30 0.9544 120.5312 0.7918 12.6692 US5 0.2052 109.1328 0.1881 3.0088 VIX 0.4076 19.8000 2.0585 32.9363 WHEAT 6.8755 592.0000 1.1614 18.5824 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.70 0.54 355.13 1.00 355.13 30589.41 86.14 12.97 111.70 BITCOIN 114.93 1.89 217.48 1.00 217.48 30589.41 140.65 -8.23 -115.82 BOBL 1178.00 0.16 185.03 1.17 216.09 30589.41 141.56 2.57 36.43 BTP 1198.50 0.37 445.04 1.17 519.74 30589.41 58.86 5.72 33.67 BUND 1286.40 0.30 391.08 1.17 456.72 30589.41 66.98 3.48 23.33 BUXL 1147.00 0.83 953.87 1.17 1113.96 30589.41 27.46 -3.39 -9.30 CAC 788.60 0.72 567.34 1.17 662.56 30589.41 46.17 6.99 32.29 CAD 721.35 0.35 249.93 1.00 249.93 30589.41 122.39 -8.67 -106.08 CANOLA 123.40 1.27 156.78 0.72 112.47 30589.41 271.99 -0.55 -14.87 CHF 1582.12 0.46 729.17 1.00 729.17 30589.41 41.95 -5.50 -23.09 COCOA 698.10 1.98 1383.47 1.00 1383.47 30589.41 22.11 -3.44 -7.61 COFFEE 1332.19 2.36 3149.88 1.00 3149.88 30589.41 9.71 6.55 6.36 COPPER 1225.62 1.72 2108.02 1.00 2108.02 30589.41 14.51 -1.43 -2.07 CORN 230.38 0.96 222.13 1.00 222.13 30589.41 137.71 -1.72 -23.71 COTTON2 327.00 1.10 359.57 1.00 359.57 30589.41 85.07 -16.81 -143.01 CRUDE_W 627.90 1.60 1007.51 1.00 1007.51 30589.41 30.36 1.23 3.74 DAX 238.88 0.69 165.01 1.17 192.71 30589.41 158.73 -1.00 -15.85 DOW 232.96 0.53 123.30 1.00 123.30 30589.41 248.09 0.68 16.86 DX 975.90 0.44 431.95 1.00 431.95 30589.41 70.82 -0.02 -0.13 EUR 1473.00 0.47 699.21 1.00 699.21 30589.41 43.75 0.43 1.87 EURIBOR-ICE 2444.75 0.03 81.05 1.17 94.66 30589.41 323.16 7.42 239.90 EUROSTX 552.30 0.76 417.91 1.17 488.06 30589.41 62.68 8.98 56.26 FEEDCOW 1736.50 1.00 1736.01 1.00 1736.01 30589.41 17.62 11.59 20.42 GASOIL 677.75 1.68 1138.07 1.00 1138.07 30589.41 26.88 13.70 36.83 GASOLINE 783.05 1.62 1271.51 1.00 1271.51 30589.41 24.06 4.45 10.71 GAS_US_mini 97.00 2.29 222.56 1.00 222.56 30589.41 137.45 -14.72 -202.34 GBP 840.00 0.47 393.81 1.00 393.81 30589.41 77.68 4.37 33.94 GOLD_micro 385.40 0.64 248.16 1.00 248.16 30589.41 123.27 5.31 65.47 HEATOIL 965.12 1.59 1539.34 1.00 1539.34 30589.41 19.87 -0.22 -0.44 JGB-SGX-mini 135990.00 0.17 22942.02 0.01 153.24 30589.41 199.62 -8.92 -178.09 JPY 847.44 0.57 483.34 1.00 483.34 30589.41 63.29 -7.00 -44.31 LEANHOG 361.30 1.27 460.53 1.00 460.53 30589.41 66.42 20.00 132.84 LIVECOW 935.20 0.86 804.28 1.00 804.28 30589.41 38.03 9.37 35.63 LUMBER-new 169.95 1.44 244.18 1.00 244.18 30589.41 125.27 -3.50 -43.81 MXP 270.55 0.51 137.40 1.00 137.40 30589.41 222.63 15.12 336.53 NASDAQ_micro 496.85 0.58 288.15 1.00 288.15 30589.41 106.16 2.44 25.89 NIKKEI 45145.00 0.79 35787.52 0.01 239.04 30589.41 127.97 18.89 241.75 NZD 580.05 0.63 365.99 1.00 365.99 30589.41 83.58 0.55 4.59 OAT 1213.80 0.33 397.97 1.17 464.77 30589.41 65.82 5.97 39.31 OATIES 164.25 1.19 195.64 1.00 195.64 30589.41 156.36 -18.94 -296.22 OJ 360.75 2.89 1041.01 1.00 1041.01 30589.41 29.38 -4.68 -13.75 PALLAD 1294.50 1.96 2536.88 1.00 2536.88 30589.41 12.06 4.42 5.32 PLAT 817.40 1.51 1234.25 1.00 1234.25 30589.41 24.78 11.77 29.16 REDWHEAT 264.00 1.39 366.87 1.00 366.87 30589.41 83.38 -13.63 -113.64 RICE 232.10 1.25 289.88 1.00 289.88 30589.41 105.53 -14.30 -150.93 ROBUSTA 416.50 2.59 1079.76 1.00 1079.76 30589.41 28.33 2.30 6.51 RUSSELL 122.56 0.93 114.54 1.00 114.54 30589.41 267.06 7.14 190.65 SHATZ 1069.80 0.05 52.76 1.17 61.61 30589.41 496.46 -5.91 -293.18 SILVER-mini 1183.44 1.14 1343.38 1.00 1343.38 30589.41 22.77 17.73 40.37 SMI 1202.70 0.67 810.95 1.25 1014.72 30589.41 30.15 5.34 16.10 SOFR 2417.50 0.05 122.02 1.00 122.02 30589.41 250.69 -3.54 -88.64 SOYBEAN 531.00 0.79 420.92 1.00 420.92 30589.41 72.67 -2.50 -18.16 SOYMEAL 279.40 1.09 304.08 1.00 304.08 30589.41 100.60 -20.00 -201.20 SOYOIL 299.64 1.41 423.53 1.00 423.53 30589.41 72.22 -8.42 -60.83 SP400 3281.70 0.79 2591.24 1.00 2591.24 30589.41 11.80 -3.39 -4.00 SP500_micro 335.48 0.48 159.76 1.00 159.76 30589.41 191.47 2.12 40.68 SUGAR11 183.46 1.31 239.62 1.00 239.62 30589.41 127.66 -15.39 -196.42 US10 1124.84 0.29 323.02 1.00 323.02 30589.41 94.70 -1.71 -16.16 US10U 1150.94 0.37 424.93 1.00 424.93 30589.41 71.99 -0.52 -3.74 US2 2082.73 0.08 166.91 1.00 166.91 30589.41 183.27 -1.99 -36.46 US20 1167.81 0.56 658.89 1.00 658.89 30589.41 46.43 5.23 24.30 US30 1205.31 0.79 954.40 1.00 954.40 30589.41 32.05 2.53 8.11 US5 1091.33 0.19 205.23 1.00 205.23 30589.41 149.05 -2.71 -40.38 VIX 198.00 2.06 407.59 1.00 407.59 30589.41 75.05 -18.84 -141.38 WHEAT 296.00 1.16 343.77 1.00 343.77 30589.41 88.98 -9.96 -88.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 111.702 0.010 2.5 2.902 BITCOIN -115.823 0.043 2.5 -12.560 BOBL 36.434 0.004 2.5 0.370 BTP 33.666 0.014 2.5 1.150 BUND 23.329 0.004 2.5 0.237 BUXL -9.301 0.004 2.5 -0.094 CAC 32.288 0.014 2.5 1.103 CAD -106.075 0.010 2.5 -2.756 CANOLA -14.874 0.010 2.5 -0.362 CHF -23.088 0.010 2.5 -0.600 COCOA -7.609 0.010 2.5 -0.185 COFFEE 6.358 0.005 2.5 0.084 COPPER -2.070 0.043 2.5 -0.224 CORN -23.711 0.010 2.5 -0.578 COTTON2 -143.006 0.010 2.5 -3.484 CRUDE_W 3.741 0.043 2.5 0.406 DAX -15.849 0.014 2.5 -0.541 DOW 16.860 0.009 2.5 0.392 DX -0.131 0.010 2.5 -0.003 EUR 1.872 0.010 2.5 0.049 EURIBOR-ICE 239.900 0.014 2.5 8.194 EUROSTX 56.263 0.014 2.5 1.922 FEEDCOW 20.418 0.013 2.5 0.678 GASOIL 36.830 0.017 2.5 1.599 GASOLINE 10.705 0.017 2.5 0.465 GAS_US_mini -202.336 0.043 2.5 -21.941 GBP 33.939 0.010 2.5 0.882 GOLD_micro 65.474 0.014 2.5 2.236 HEATOIL -0.437 0.017 2.5 -0.019 JGB-SGX-mini -178.086 0.043 2.5 -19.312 JPY -44.311 0.010 2.5 -1.151 LEANHOG 132.844 0.024 2.5 8.085 LIVECOW 35.632 0.013 2.5 1.182 LUMBER-new -43.813 0.010 2.5 -1.067 MXP 336.529 0.059 2.5 49.463 NASDAQ_micro 25.894 0.009 2.5 0.603 NIKKEI 241.748 0.043 2.5 26.215 NZD 4.586 0.010 2.5 0.119 OAT 39.312 0.014 2.5 1.343 OATIES -296.218 0.010 2.5 -7.217 OJ -13.752 0.010 2.5 -0.335 PALLAD 5.324 0.014 2.5 0.182 PLAT 29.159 0.014 2.5 0.996 REDWHEAT -113.644 0.005 2.5 -1.510 RICE -150.928 0.010 2.5 -3.677 ROBUSTA 6.509 0.005 2.5 0.086 RUSSELL 190.650 0.013 2.5 6.327 SHATZ -293.179 0.004 2.5 -2.977 SILVER-mini 40.375 0.014 2.5 1.379 SMI 16.102 0.014 2.5 0.550 SOFR -88.642 0.024 2.5 -5.395 SOYBEAN -18.156 0.004 2.5 -0.169 SOYMEAL -201.195 0.004 2.5 -1.874 SOYOIL -60.829 0.004 2.5 -0.567 SP400 -4.002 0.013 2.5 -0.133 SP500_micro 40.681 0.009 2.5 0.947 SUGAR11 -196.420 0.010 2.5 -4.785 US10 -16.163 0.005 2.5 -0.205 US10U -3.741 0.005 2.5 -0.047 US2 -36.463 0.005 2.5 -0.463 US20 24.295 0.005 2.5 0.308 US30 8.115 0.005 2.5 0.103 US5 -40.383 0.005 2.5 -0.512 VIX -141.376 0.099 2.5 -34.947 WHEAT -88.662 0.005 2.5 -1.178 ===================== Position diags ===================== AUD 2.24 BITCOIN 15.25 BOBL 1.44 BTP 2.01 BUND 0.68 BUXL 0.28 CAC 1.58 CAD 3.18 CANOLA 6.63 CHF 1.09 COCOA 0.54 COFFEE 0.13 COPPER 1.57 CORN 3.35 COTTON2 2.07 CRUDE_W 3.29 DAX 5.42 DOW 5.77 DX 1.84 EUR 1.14 EURIBOR-ICE 11.04 EUROSTX 2.14 FEEDCOW 0.58 GASOIL 1.17 GASOLINE 1.04 GAS_US_mini 14.90 GBP 2.02 GOLD_micro 4.21 HEATOIL 0.86 JGB-SGX-mini 21.65 JPY 1.64 LEANHOG 4.04 LIVECOW 1.26 LUMBER-new 3.05 MXP 32.72 NASDAQ_micro 2.47 NIKKEI 13.88 NZD 2.17 OAT 2.25 OATIES 3.81 OJ 0.72 PALLAD 0.41 PLAT 0.85 REDWHEAT 1.11 RICE 2.57 ROBUSTA 0.38 RUSSELL 8.86 SHATZ 5.04 SILVER-mini 0.78 SMI 1.03 SOFR 15.26 SOYBEAN 0.68 SOYMEAL 0.94 SOYOIL 0.67 SP400 0.39 SP500_micro 4.46 SUGAR11 3.11 US10 1.20 US10U 0.91 US2 2.33 US20 0.59 US30 0.41 US5 1.89 VIX 18.55 WHEAT 1.18 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.7 3.1 0.0 0 BITCOIN -12.6 -14.1 -11.0 0.0 0 BOBL 0.4 0.2 0.5 0.0 0 BTP 1.1 0.9 1.4 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.1 0.9 1.3 0.0 0 CAD -2.8 -3.1 -2.4 -4.0 -4 CANOLA -0.4 -1.0 0.3 0.0 0 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.2 -0.2 -0.1 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER -0.2 -0.4 -0.1 0.0 0 CORN -0.6 -0.9 -0.2 -3.0 -3 COTTON2 -3.5 -3.7 -3.3 -4.0 -4 CRUDE_W 0.4 0.1 0.7 0.0 0 DAX -0.5 -1.1 0.0 -8.0 -8 DOW 0.4 -0.2 1.0 0.0 0 DX -0.0 -0.2 0.2 0.0 0 EUR 0.0 -0.1 0.2 0.0 0 EURIBOR-ICE 8.2 7.1 9.3 0.0 0 EUROSTX 1.9 1.7 2.1 5.0 5 FEEDCOW 0.7 0.6 0.7 3.0 3 GASOIL 1.6 1.5 1.7 2.0 2 GASOLINE 0.5 0.4 0.6 0.0 0 GAS_US_mini -21.9 -23.4 -20.5 -15.0 -15 GBP 0.9 0.7 1.1 0.0 0 GOLD_micro 2.2 1.8 2.7 0.0 0 HEATOIL -0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -19.3 -21.5 -17.1 0.0 0 JPY -1.2 -1.3 -1.0 -1.0 -1 LEANHOG 8.1 7.7 8.5 9.0 9 LIVECOW 1.2 1.1 1.3 0.0 0 LUMBER-new -1.1 -1.4 -0.8 0.0 0 MXP 49.5 46.2 52.7 32.0 32 NASDAQ_micro 0.6 0.4 0.8 6.0 6 NIKKEI 26.2 24.8 27.6 27.0 27 NZD 0.1 -0.1 0.3 0.0 0 OAT 1.3 1.1 1.6 4.0 4 OATIES -7.2 -7.6 -6.8 NaN 0 OJ -0.3 -0.4 -0.3 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 1.0 0.9 1.1 0.0 0 REDWHEAT -1.5 -1.6 -1.4 0.0 0 RICE -3.7 -3.9 -3.4 -3.0 -3 ROBUSTA 0.1 0.0 0.1 1.0 1 RUSSELL 6.3 5.4 7.2 0.0 0 SHATZ -3.0 -3.5 -2.5 NaN 0 SILVER-mini 1.4 1.3 1.5 4.0 4 SMI 0.5 0.4 0.7 0.0 0 SOFR -5.4 -6.9 -3.9 NaN 0 SOYBEAN -0.2 -0.2 -0.1 0.0 0 SOYMEAL -1.9 -2.0 -1.8 -3.0 -3 SOYOIL -0.6 -0.6 -0.5 -1.0 -1 SP400 -0.1 -0.2 -0.1 0.0 0 SP500_micro 0.9 0.5 1.4 1.0 1 SUGAR11 -4.8 -5.1 -4.5 -5.0 -5 US10 -0.2 -0.3 -0.1 0.0 0 US10U -0.0 -0.1 0.0 -1.0 -1 US2 -0.5 -0.7 -0.2 NaN 0 US20 0.3 0.2 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 -0.5 -0.7 -0.3 -2.0 -2 VIX -34.9 -36.8 -33.1 -25.0 -25 WHEAT -1.2 -1.3 -1.1 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.2 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.1 0.5 -0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.0 2.1 0.1 -0.0 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 -0.0 -0.5 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.4 -0.1 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 -0.0 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 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 0.1 -0.1 -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 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 0.5 0.0 0.5 0.0 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.0 0.2 -0.0 -2.7 0.0 0.0 0.1 -0.0 0.3 -0.0 0.6 0.1 0.2 -0.0 0.2 0.6 0.7 0.7 0.7 BUND 0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.3 -0.0 -0.1 -0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.2 0.0 -0.1 -0.2 0.7 0.7 0.7 0.7 BUXL 0.2 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.0 -0.4 0.0 -0.5 -0.1 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 0.0 -0.4 -0.0 -0.4 -0.0 0.0 -0.2 0.0 -0.2 -0.0 0.0 0.3 0.2 -0.3 -0.4 0.6 0.3 -0.1 0.1 CAC 0.2 0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.4 -0.2 -0.3 -0.5 -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 -0.1 0.0 -0.1 0.1 -0.1 -0.4 -0.0 -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 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.2 0.2 -0.2 0.0 0.7 0.7 0.7 0.7 CHF 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.4 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 -0.4 -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 0.2 0.3 0.3 -0.0 0.1 0.1 0.3 COFFEE -0.6 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 -0.5 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.4 -0.3 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 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 0.4 -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 0.2 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 -0.0 -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 -0.1 -0.5 -0.1 -2.1 -0.1 -0.2 -0.2 -0.1 -0.6 -0.1 -0.8 -0.0 0.6 0.6 0.6 -0.4 -0.7 -0.2 -0.7 CRUDE_W 0.1 0.0 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 -0.0 0.1 -0.3 0.0 -0.0 0.2 0.2 0.2 0.1 0.0 -0.0 0.0 -0.1 0.0 0.3 -0.0 -0.0 -0.1 0.0 -0.2 0.0 -0.1 0.0 -0.6 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX -0.2 -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 -0.0 -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 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.1 0.1 0.0 0.2 0.0 0.1 0.1 -0.2 0.0 0.1 0.4 0.5 -0.7 -0.7 -0.7 -0.7 DX 0.0 0.2 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -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 0.0 -0.1 0.0 -0.2 0.0 0.8 0.5 -0.1 -0.3 -0.3 0.7 0.4 0.7 0.5 EUR 0.0 -0.1 0.0 0.0 -0.0 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 -0.0 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 -0.3 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 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 -0.0 -0.0 -0.1 0.1 -0.1 0.8 -0.0 -0.3 -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 0.2 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 0.2 -0.2 -0.3 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.1 0.4 -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 0.4 0.3 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.1 0.3 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.2 0.1 0.0 0.2 0.1 0.4 0.3 0.4 0.3 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.5 0.3 0.3 0.3 0.3 0.7 0.3 0.6 0.3 GASOLINE 0.0 0.1 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.2 0.1 -0.0 0.1 0.0 0.4 0.4 0.4 0.4 0.1 0.0 0.0 0.0 0.1 -2.7 -0.0 -0.0 0.0 0.0 0.0 0.0 1.1 -0.1 -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 -0.0 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 -0.0 -0.5 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -1.1 -0.4 -0.6 -0.5 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.0 -0.1 -0.2 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 -0.1 -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 -0.1 -0.6 0.0 -0.7 -0.1 HEATOIL 0.1 0.0 0.3 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 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 0.0 0.1 0.0 0.2 0.0 0.0 0.1 -0.5 -0.3 -0.0 0.5 0.1 -0.4 -0.2 JGB-SGX-mini -0.2 -0.3 -0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -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 -0.2 -0.1 -0.2 -0.2 -0.7 -0.6 -0.7 -0.7 JPY -0.1 -0.1 -0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -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 -0.1 -0.1 -0.7 0.1 -0.4 -0.3 -0.6 -0.4 -0.3 -0.6 -0.3 LEANHOG 0.0 0.2 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 0.2 0.5 0.2 0.2 0.1 0.1 0.2 0.1 0.2 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.6 0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.0 0.5 0.0 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 0.2 0.3 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new -0.1 -0.7 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.0 -0.3 -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 0.3 0.7 -0.7 0.4 0.8 0.8 0.8 0.8 MXP 0.3 0.1 0.5 0.0 -0.1 0.2 -0.1 0.2 0.0 0.1 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 0.1 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 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.3 0.3 0.6 0.3 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 0.0 0.1 0.1 1.1 0.1 0.6 0.6 0.6 0.3 0.6 0.7 0.7 NZD -0.1 -0.3 -0.2 0.0 -0.0 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 -0.5 -0.5 -0.4 0.7 0.5 0.7 0.7 OAT 0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 -0.2 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 -0.1 -0.0 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.8 0.0 0.1 -0.3 -0.3 0.7 0.7 0.7 0.7 OATIES -0.2 -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 -0.2 0.1 -0.7 -0.3 -0.7 -0.3 OJ 0.1 -0.1 0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -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 -0.0 0.4 0.2 0.2 -0.4 -0.4 -0.3 -0.3 PALLAD 0.5 -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 0.2 0.1 2.7 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 0.4 -0.0 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.4 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 0.1 0.1 0.2 0.1 0.3 0.5 0.2 -0.1 0.5 0.6 0.2 -0.3 -0.2 REDWHEAT 0.2 -0.1 -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 0.2 -0.1 -0.1 -0.4 -0.3 -0.3 -0.3 ROBUSTA -0.5 0.6 -0.1 -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 -0.0 -0.0 -0.0 -2.7 0.0 -0.0 0.0 -0.0 -0.0 0.0 1.1 -0.3 0.0 0.6 0.2 -0.0 0.6 0.1 0.7 RUSSELL 0.1 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 0.1 0.1 0.6 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.3 -0.4 -0.4 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 0.8 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 0.2 -0.5 -0.5 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.6 0.5 0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -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 -0.4 0.2 -0.1 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.1 0.1 0.0 0.0 -0.0 0.0 -0.1 0.1 -0.1 1.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.7 -0.5 -0.6 -0.3 -0.6 0.7 0.7 0.7 0.7 SOFR -0.4 0.2 0.4 -0.0 -0.0 -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 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.2 -0.5 -0.3 0.5 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 0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.0 0.0 -0.1 -0.2 -0.1 -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 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -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 -0.4 0.6 0.6 0.3 -0.7 -0.7 -0.6 -0.7 SOYOIL -0.4 -0.6 0.1 -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 -1.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.2 -0.2 0.2 -0.1 0.6 -0.7 -0.3 -0.7 -0.3 SP400 -0.1 0.2 0.5 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 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.4 0.5 0.6 0.1 0.0 0.2 0.1 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 0.0 0.6 0.5 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 -0.0 -0.5 -0.1 -2.7 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.6 0.1 0.6 0.4 0.1 -0.7 -0.7 -0.7 -0.7 US10 -0.1 0.3 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 0.1 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.1 0.0 -0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.2 0.2 0.5 0.5 -0.3 -0.7 -0.7 -0.7 US10U 0.1 0.3 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.3 -0.0 -0.1 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.1 -1.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.5 -0.3 0.6 0.6 0.6 0.3 -0.4 -0.7 -0.7 US2 -0.2 0.2 0.2 -0.0 -0.0 -0.0 -0.0 -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 -0.2 -0.1 0.4 0.3 -0.2 -0.3 -0.4 -0.7 US20 0.3 0.3 0.3 -0.0 -0.0 -0.0 -0.0 -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 0.1 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 0.3 0.3 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.0 -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 0.5 0.7 0.2 -0.0 -0.4 US5 -0.2 0.2 0.3 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.4 -0.2 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 -0.3 -0.0 0.4 0.5 -0.3 -0.5 -0.7 -0.7 VIX -0.2 -0.7 -0.7 -0.1 -0.0 -0.2 -0.1 -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 -0.3 -0.1 -0.2 -0.3 NaN -0.2 -0.0 -0.2 -0.1 -0.0 -0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.2 -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 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 5.7 3.1 6.1 3.7 -7.1 5.0 -5.9 4.4 0.1 -12.5 18.7 -7.7 3.4 6.3 8.6 -1.0 -1.4 -1.4 -1.4 7.9 8.3 -6.7 3.6 2.7 15.5 5.2 -3.7 4.2 -3.5 0.5 2.0 2.6 -0.3 3.1 3.5 5.0 20.0 20.0 20.0 20.0 BITCOIN -1.4 -16.7 -3.8 8.3 14.6 8.3 12.1 6.9 9.4 -4.9 16.0 -6.5 20.0 -12.2 -2.9 -7.0 -7.5 -7.6 -7.4 -0.7 10.5 -9.4 20.0 -7.3 -20.0 -3.0 -0.7 3.3 -6.2 9.3 -6.4 -2.4 -20.0 -20.0 -20.0 -20.0 13.1 -2.8 -12.9 -7.5 BOBL -4.5 -3.4 -4.8 -0.8 -1.6 -0.9 -5.3 -2.5 -3.0 0.2 2.3 -11.9 -1.6 -12.2 -12.6 20.0 -0.6 10.4 3.7 -5.8 -4.1 -6.3 -3.2 -7.1 2.8 -4.4 0.7 -3.2 -4.8 -2.1 -5.4 -2.9 4.9 -7.5 -5.4 -7.5 20.0 20.0 20.0 20.0 BTP 2.4 -4.5 -2.7 -1.1 -2.0 -1.1 -6.7 -3.2 -3.9 -3.1 17.1 4.3 14.7 4.0 5.9 7.7 9.1 10.2 10.2 1.3 4.9 -3.5 8.7 -1.6 -20.0 0.7 1.3 3.7 -3.3 7.0 -1.8 11.5 4.1 6.4 -0.8 4.8 18.9 20.0 20.0 20.0 BUND 1.1 -0.7 -1.1 -0.8 -1.6 -0.8 -5.2 -2.5 -3.0 1.0 -0.9 -4.3 -7.4 -4.4 -8.6 -3.2 5.7 4.5 6.8 -3.2 -4.5 -2.0 -6.6 -3.0 -1.0 -2.4 4.1 -2.8 -1.5 -3.2 -2.4 6.1 7.1 1.1 -3.0 -5.3 20.0 20.0 20.0 20.0 BUXL 7.5 -2.5 -4.5 -0.8 -1.5 -0.8 -5.1 -2.4 -3.0 0.0 -14.7 2.1 -15.2 -5.2 -11.0 3.6 2.5 3.5 3.3 -7.6 -12.3 0.9 -15.5 -3.0 -3.0 -4.3 5.5 -6.3 0.8 -6.7 -1.7 0.0 10.7 5.1 -8.8 -12.4 19.2 10.5 -1.5 2.1 CAC 6.0 1.2 2.4 6.6 2.9 5.4 4.4 4.0 6.1 14.3 12.4 13.7 9.9 5.7 5.3 -1.7 -0.8 -1.3 -0.8 3.9 4.0 8.0 4.4 5.7 1.0 1.0 7.0 -1.4 5.0 -2.5 3.3 8.2 -8.9 -8.6 -16.8 -20.0 20.0 20.0 20.0 18.0 CAD -4.5 -10.4 -3.1 4.1 -7.9 5.5 -6.6 4.9 0.1 -18.3 7.1 -19.2 0.0 -16.7 -18.1 -7.4 -6.8 -7.4 -7.2 -10.6 -3.0 -20.0 -1.4 -15.3 19.0 -3.4 -13.7 1.4 -13.4 1.4 -8.0 -7.1 -0.2 -20.0 -20.0 -12.5 -20.0 -20.0 -20.0 -20.0 CANOLA -2.7 -20.0 -13.7 -3.0 -0.7 -2.5 -1.6 -1.9 -2.6 -7.9 -0.1 -7.3 1.7 -8.9 -9.2 -15.7 -7.3 -11.8 -7.6 -10.3 -5.0 -8.0 0.1 -9.7 2.6 -3.2 -3.0 -1.8 -2.5 -0.3 -2.9 -2.5 -6.9 6.9 -5.9 0.5 20.0 20.0 20.0 20.0 CHF 3.9 -4.5 2.9 2.2 -4.3 3.0 -3.6 2.7 0.1 -9.3 10.9 -3.5 9.8 1.1 3.3 -14.7 -15.4 -15.1 -14.9 4.1 8.7 -3.8 10.3 1.0 -0.5 3.7 -3.3 5.2 -1.3 5.4 1.9 -20.0 11.9 3.8 1.1 4.6 -20.0 -20.0 -20.0 -20.0 COCOA -13.3 -11.3 -8.2 -3.2 -0.7 -2.7 -1.7 -2.0 -2.8 -8.1 -6.3 -9.7 2.2 -9.8 -5.7 -0.6 13.8 5.7 9.9 -7.9 -4.1 -9.2 4.9 -9.8 -20.0 -2.4 -2.8 -0.2 -4.1 4.9 -3.8 20.0 -8.1 7.4 8.6 8.8 -0.5 4.4 2.9 8.0 COFFEE -17.1 20.0 -9.1 -3.6 -0.8 -3.0 -1.9 -2.2 -3.1 -3.1 4.1 -5.2 6.6 5.3 6.6 14.1 9.1 12.0 10.4 10.1 7.8 -1.2 7.4 5.0 -20.0 3.3 0.1 2.8 0.2 2.8 2.0 20.0 -19.2 20.0 20.0 20.0 7.6 16.3 17.0 20.0 COPPER 11.5 -8.3 -12.4 2.5 4.4 2.5 3.6 2.1 2.8 5.8 -3.6 5.6 -1.7 2.1 -5.4 -5.3 -5.4 -4.9 -5.2 -2.1 -2.3 6.2 0.1 2.2 -5.0 -0.1 3.0 0.6 2.1 1.7 0.7 1.2 -5.3 -7.1 -14.1 -8.7 12.2 6.7 12.6 7.8 CORN 9.1 11.6 -5.4 -5.9 -1.3 -5.0 -3.2 -3.6 -5.2 -14.3 -10.5 -2.9 -13.8 11.8 -1.4 -19.3 -18.9 -20.0 -20.0 0.9 -7.6 0.1 -13.5 4.7 9.1 2.0 -2.1 -2.0 -0.3 -6.9 2.8 -20.0 7.7 20.0 20.0 20.0 -6.9 0.5 -2.6 3.0 COTTON2 1.3 -0.3 1.8 -7.5 -1.6 -6.4 -4.0 -4.6 -6.6 -20.0 -20.0 -18.0 -20.0 -18.3 -19.4 -18.3 -13.6 -16.4 -15.0 -8.0 -11.8 -10.3 -20.0 -7.6 -15.8 -4.6 -20.0 -7.9 -11.9 -15.9 -6.2 -15.0 -0.0 20.0 20.0 20.0 -11.7 -20.0 -6.9 -19.5 CRUDE_W 3.0 0.4 3.0 4.0 -0.5 3.7 4.4 1.8 4.3 1.3 -0.7 7.8 -9.3 0.2 -4.6 8.9 7.8 8.1 7.4 1.5 -0.9 5.4 -4.8 3.9 2.3 -2.0 -1.5 -2.8 3.1 -4.5 0.3 -2.3 0.6 -20.0 -12.6 -16.2 20.0 11.8 -3.0 14.7 DAX -7.5 -14.7 -6.1 6.0 2.7 4.9 4.0 3.6 5.5 15.7 14.4 1.3 17.0 -9.9 -5.3 -6.0 -6.4 -5.5 -5.4 -6.0 6.0 0.2 20.0 -7.3 -11.1 -4.8 3.7 -0.8 -0.3 5.9 -4.4 -0.6 -10.5 -20.0 -20.0 -20.0 20.0 20.0 20.0 16.2 DOW 5.7 13.4 20.0 6.0 2.7 4.9 4.0 3.6 5.6 8.7 19.1 14.1 14.4 18.2 19.8 -9.2 -8.2 -8.4 -7.7 20.0 20.0 9.6 16.8 16.6 -15.5 7.1 1.6 5.6 3.1 3.8 5.7 -4.0 1.7 2.7 11.2 14.0 -20.0 -20.0 -20.0 -20.0 DX 0.2 5.1 4.2 2.0 -3.9 2.7 -3.2 2.4 0.0 5.4 -10.3 5.3 -10.0 0.5 -2.9 5.7 6.1 6.1 6.0 -2.2 -6.8 4.4 -8.9 0.9 -20.0 -1.2 2.8 -3.4 2.6 -4.4 0.4 15.3 19.3 -4.6 -8.7 -10.5 20.0 13.3 20.0 15.9 EUR 1.0 -3.6 1.1 2.4 -4.7 3.3 -3.9 2.9 0.1 -6.5 13.1 -5.2 12.1 2.5 7.2 -6.8 -7.5 -7.4 -7.4 5.0 10.3 -3.2 12.2 1.2 11.4 4.0 -3.0 6.3 -1.8 6.8 1.6 -7.8 13.5 0.8 1.8 5.6 -20.0 -19.9 -20.0 -20.0 EURIBOR-ICE -8.5 -3.5 -7.1 -0.7 -1.3 -0.7 -4.4 -2.1 -2.5 -5.2 7.4 -11.8 10.0 -10.3 -7.7 12.2 10.0 12.9 12.3 -3.5 0.5 -8.6 5.0 -7.2 6.5 -2.8 -3.2 -0.7 -6.3 1.7 -5.2 14.4 -0.1 -9.4 -2.4 -3.2 18.2 20.0 20.0 20.0 EUROSTX 7.0 2.8 -0.4 6.3 2.8 5.1 4.2 3.8 5.8 17.6 17.5 17.9 16.2 15.6 13.0 -2.7 -0.8 -2.0 -1.3 7.9 8.2 15.1 11.7 11.3 -6.5 3.4 11.3 1.0 10.2 1.9 7.1 7.8 8.6 -5.5 -8.6 -20.0 20.0 20.0 20.0 15.7 FEEDCOW -20.0 2.4 12.3 -3.8 -0.8 -3.2 -2.0 -2.3 -3.3 0.9 11.6 0.3 12.3 5.4 9.7 19.1 6.1 16.8 12.1 14.5 20.0 1.8 20.0 5.7 -20.0 3.8 -0.1 6.1 0.4 6.6 1.3 20.0 17.7 8.5 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 6.8 4.3 8.5 3.6 -0.4 3.4 4.0 1.6 3.9 3.0 6.7 11.2 1.0 14.0 5.8 20.0 12.8 20.0 15.9 10.2 8.0 11.0 3.6 11.6 -0.2 5.9 1.7 4.8 5.8 2.2 6.3 8.7 11.3 10.3 9.5 9.1 20.0 8.0 16.7 7.7 GASOLINE 1.4 3.2 4.9 4.1 -0.5 3.8 4.5 1.8 4.4 1.0 6.6 5.8 -0.5 7.7 2.5 20.0 20.0 20.0 20.0 5.3 4.1 3.5 1.3 4.9 -20.0 -0.6 -2.4 0.0 1.5 0.2 0.1 20.0 -5.7 -19.9 -5.6 -15.2 20.0 18.6 20.0 20.0 GAS_US_mini 4.2 -5.8 -20.0 4.6 -0.5 4.3 5.1 2.0 5.0 -1.7 -20.0 -5.9 -15.3 -13.2 -20.0 -20.0 -20.0 -20.0 -20.0 -18.8 -20.0 -4.6 -16.9 -10.2 20.0 -7.3 1.6 -7.9 -2.3 -5.0 -4.4 -20.0 -14.6 -20.0 -16.4 -20.0 -3.0 -20.0 -20.0 -20.0 GBP -1.5 -3.5 -4.8 3.9 -7.6 5.3 -6.4 4.7 0.1 -10.9 16.7 -11.0 17.7 2.1 0.8 0.3 -0.3 -0.2 -0.3 1.6 9.8 -13.7 15.7 -5.6 1.1 4.0 -7.5 7.0 -7.7 9.0 -0.9 4.5 -2.6 -5.8 7.5 -4.4 12.5 -2.8 5.6 -0.3 GOLD_micro 20.0 20.0 11.5 7.0 12.3 7.0 10.2 5.8 7.9 18.5 20.0 20.0 20.0 20.0 20.0 -12.9 -11.5 -11.9 -11.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 8.7 6.2 8.5 6.6 8.7 -8.9 17.6 20.0 20.0 -4.2 -17.9 1.4 -20.0 -3.7 HEATOIL 2.7 0.4 9.4 4.0 -0.5 3.7 4.4 1.8 4.3 2.7 11.1 8.0 3.7 9.3 11.0 10.9 8.8 10.0 9.1 8.0 8.5 7.8 5.4 7.9 -20.0 1.5 0.3 4.2 4.2 4.6 1.9 0.6 4.1 -14.1 -8.2 -0.1 15.1 4.4 -13.0 -4.8 JGB-SGX-mini -5.0 -9.5 -7.8 -0.5 -0.9 -0.5 -3.0 -1.4 -1.7 -5.5 -7.3 -7.9 -7.2 -8.2 -8.3 6.9 14.2 13.1 13.9 -7.6 -7.6 -7.9 -8.2 -8.0 -5.9 -3.0 -1.8 -2.8 -3.4 -3.2 -3.3 19.2 -6.9 -3.6 -7.3 -7.2 -20.0 -19.2 -20.0 -20.0 JPY -2.0 -3.6 -10.5 2.7 -5.3 3.7 -4.4 3.3 0.1 -8.1 -8.4 -10.6 -5.9 -4.9 -11.0 -10.5 -11.1 -10.4 -10.3 -8.2 -6.8 -10.7 -5.4 -8.8 20.0 -3.1 -6.1 -2.6 -8.1 -2.3 -4.8 -13.3 4.4 -13.3 -8.2 -17.9 -10.6 -10.1 -16.6 -9.7 LEANHOG 1.4 5.3 3.6 -7.5 -1.6 -6.4 -4.0 -4.6 -6.6 13.4 20.0 13.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.0 20.0 18.4 1.3 7.6 8.7 7.0 8.1 6.9 8.1 20.0 20.0 20.0 20.0 20.0 20.0 13.5 20.0 20.0 LIVECOW -20.0 2.1 11.2 -4.3 -0.9 -3.7 -2.3 -2.7 -3.8 -9.1 13.5 -3.4 14.0 4.2 10.9 -8.1 15.3 5.5 13.2 12.7 20.0 -3.5 20.0 2.9 -20.0 4.1 -2.7 7.4 -1.2 8.7 0.7 20.0 7.7 10.6 20.0 20.0 20.0 12.9 20.0 18.3 LUMBER-new -1.6 -20.0 -7.1 -3.8 -0.8 -3.2 -2.0 -2.3 -3.3 7.9 -9.3 3.8 -6.2 -10.6 -10.7 -20.0 -20.0 -20.0 -20.0 -15.3 -11.6 1.2 -6.6 -10.1 NaN -3.3 1.6 -2.1 0.4 -0.7 -2.1 -20.0 10.1 18.7 -20.0 9.5 20.0 20.0 20.0 20.0 MXP 8.6 2.5 15.5 4.2 -8.2 5.7 -6.8 5.1 0.1 11.3 20.0 18.3 15.2 20.0 20.0 13.3 12.6 12.8 12.4 20.0 20.0 13.9 20.0 20.0 -20.0 9.7 4.3 10.8 5.3 8.9 8.0 20.0 20.0 20.0 20.0 20.0 10.1 7.6 1.0 9.9 NASDAQ_micro 17.8 11.4 20.0 6.0 2.6 4.8 3.9 3.6 5.5 4.3 20.0 14.1 18.2 16.5 19.0 -10.7 -8.7 -9.7 -8.8 20.0 20.0 18.8 20.0 20.0 -20.0 7.2 2.5 6.6 4.5 5.4 6.5 -5.4 10.6 20.0 10.5 20.0 -20.0 -19.9 -20.0 -20.0 NIKKEI 20.0 20.0 20.0 6.5 2.9 5.2 4.3 3.9 6.0 5.6 20.0 18.9 17.5 20.0 20.0 2.6 9.3 7.7 9.0 20.0 20.0 20.0 20.0 20.0 -16.4 8.0 0.5 6.3 3.9 3.2 6.9 20.0 4.4 20.0 20.0 20.0 10.5 17.0 20.0 20.0 NZD -1.6 -9.5 -5.3 2.5 -4.9 3.4 -4.1 3.1 0.1 -12.6 3.8 -13.2 -2.4 -10.5 -10.2 -3.4 -2.6 -3.4 -3.2 -7.4 -3.1 -17.8 -1.4 -12.1 10.1 -2.5 -8.6 -0.8 -8.8 -0.7 -5.3 0.0 -18.1 -14.3 -15.5 -10.9 20.0 16.3 20.0 20.0 OAT 4.6 -6.3 -4.6 -0.8 -1.5 -0.8 -4.8 -2.3 -2.8 -0.6 -0.0 0.7 -5.1 -3.5 -6.6 16.1 9.8 15.9 13.7 -5.2 -5.2 -2.9 -5.2 -4.1 1.2 -3.4 2.0 -3.0 -1.9 -2.2 -2.8 14.8 2.0 4.6 -8.0 -8.6 20.0 20.0 20.0 20.0 OATIES -7.1 -20.0 -14.7 -7.4 -1.6 -6.3 -4.0 -4.6 -6.5 -2.2 -20.0 -17.5 -9.6 -20.0 -20.0 -20.0 -3.9 -17.3 -8.8 -20.0 -20.0 -11.0 -13.6 -20.0 -19.4 -8.3 -0.6 -6.8 -3.4 -4.5 -6.5 0.1 7.9 18.6 -7.5 3.7 -20.0 -9.4 -20.0 -8.9 OJ 2.2 -1.9 14.4 -2.2 -0.5 -1.9 -1.2 -1.4 -2.0 -6.2 -3.4 -3.6 -4.6 -2.7 -1.3 0.8 6.7 2.4 3.9 -1.6 -3.1 -2.5 -4.6 -1.9 -20.0 -0.5 -1.5 -1.6 -1.0 -2.2 -0.5 18.7 -1.5 12.8 5.1 7.3 -12.4 -10.8 -9.4 -8.9 PALLAD 15.4 -3.1 12.2 4.3 7.7 4.3 6.3 3.6 4.9 11.0 5.3 12.0 3.7 7.5 4.0 -2.9 -2.9 -2.9 -2.9 8.1 7.9 17.5 5.9 12.0 20.0 3.4 7.7 4.4 6.9 4.2 4.4 5.4 -5.7 -1.6 -15.5 -2.3 -20.0 -20.0 -20.0 -20.0 PLAT 13.8 -0.8 17.1 4.7 8.4 4.8 7.0 4.0 5.4 13.4 11.9 13.8 9.9 11.8 12.0 -3.5 -3.5 -3.1 -3.0 17.6 18.1 20.0 16.6 20.0 1.6 4.3 12.5 5.4 10.0 5.3 5.9 4.8 20.0 5.8 -2.8 14.2 19.1 6.0 -10.4 -5.2 REDWHEAT 7.2 -4.5 -12.8 -7.1 -1.6 -6.0 -3.8 -4.4 -6.2 -11.9 -20.0 -11.4 -20.0 -18.1 -20.0 -20.0 -16.2 -19.8 -18.4 -17.6 -20.0 -6.0 -20.0 -10.2 7.1 -6.4 -3.7 -8.4 -3.3 -11.5 -4.1 -20.0 8.3 20.0 10.0 19.9 -20.0 -20.0 -20.0 -20.0 RICE -12.0 -15.6 -19.8 -3.3 -0.7 -2.8 -1.8 -2.0 -2.9 -7.3 -11.2 -10.1 -10.7 -11.1 -11.2 -16.8 -8.3 -16.6 -14.7 -16.7 -17.0 -9.1 -15.8 -13.6 -1.8 -3.9 -1.5 -4.3 -2.3 -4.7 -3.2 -10.9 1.8 5.4 -2.7 -4.0 -12.8 -8.3 -8.3 -8.1 ROBUSTA -15.7 20.0 -4.1 -2.2 -0.5 -1.9 -1.2 -1.4 -2.0 -5.1 -1.5 -5.7 -0.7 1.9 2.6 15.5 15.7 18.1 16.2 2.6 -0.0 -5.1 -0.7 -0.8 -20.0 0.9 -0.7 0.0 -1.1 -0.1 0.1 20.0 -14.0 0.1 20.0 5.3 -0.1 17.9 2.5 20.0 RUSSELL 4.3 17.1 20.0 5.5 2.5 4.5 3.7 3.3 5.1 -3.3 16.6 7.3 8.2 15.1 17.2 -5.5 -5.4 -5.3 -5.1 20.0 19.9 6.7 10.8 17.0 8.4 6.4 -0.2 5.0 1.9 2.4 4.9 0.5 2.6 3.8 19.6 19.8 -20.0 -20.0 -20.0 -20.0 SHATZ -8.3 -10.9 -12.6 -0.8 -1.5 -0.8 -5.0 -2.4 -2.9 -1.6 -4.9 -13.7 2.3 -15.1 -16.0 -20.0 -19.4 -20.0 -19.2 -13.0 -9.3 -8.2 -4.0 -12.2 6.3 -5.6 -0.8 -4.0 -3.8 -1.6 -5.5 -20.0 7.7 -14.5 -13.9 -15.3 20.0 18.1 20.0 20.0 SILVER-mini 17.6 16.1 15.5 8.1 14.4 8.1 11.9 6.8 9.2 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 -11.5 9.1 15.0 7.4 13.3 5.6 10.9 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 5.2 SMI -11.3 7.7 -2.1 5.4 2.4 4.4 3.6 3.2 5.0 -3.1 4.5 -12.2 4.5 -0.7 1.7 4.2 2.7 2.0 2.0 -0.6 0.8 -10.8 2.9 -6.4 8.5 -0.3 -3.1 -0.6 -6.1 -0.1 -3.5 13.5 -20.0 -20.0 -8.5 -20.0 20.0 20.0 20.0 20.0 SOFR -11.9 4.8 11.2 -1.0 -1.9 -1.0 -6.4 -3.1 -3.7 -17.3 18.8 -18.0 12.7 -2.4 12.9 6.7 4.9 7.0 6.4 9.9 16.7 -18.5 14.8 -4.6 -20.0 4.0 -8.9 6.2 -8.1 5.1 -1.9 4.6 -20.0 -8.2 15.7 20.0 4.7 -13.0 -20.0 -20.0 SOYBEAN -5.7 6.6 2.5 -6.3 -1.4 -5.3 -3.4 -3.9 -5.5 -15.7 3.8 -16.7 -11.2 4.2 2.8 -5.9 -7.5 -10.3 -10.0 0.4 0.3 -9.6 -6.7 -4.7 -2.8 3.9 -4.1 4.0 -4.5 -1.6 -0.5 -5.7 -4.3 20.0 20.0 20.0 -11.5 -1.9 -8.1 3.5 SOYMEAL -7.0 1.5 -3.1 -6.4 -1.4 -5.4 -3.4 -3.9 -5.6 -13.2 -16.7 -17.1 -19.7 -12.7 -13.6 -20.0 -15.4 -20.0 -18.6 -13.7 -16.9 -20.0 -20.0 -16.8 -16.6 -4.0 -8.8 -5.8 -10.9 -9.9 -7.0 -20.0 -18.4 19.7 20.0 8.3 -19.6 -20.0 -18.7 -20.0 SOYOIL -11.8 -19.3 4.0 -4.3 -0.9 -3.6 -2.3 -2.6 -3.7 -11.6 5.7 -11.9 7.9 -12.4 -2.9 -8.7 -3.2 -5.6 -4.2 -6.7 2.4 -11.0 7.1 -11.4 -10.3 -2.6 -3.6 0.9 -4.3 2.1 -4.6 3.3 -9.9 7.2 -4.0 20.0 -20.0 -9.8 -20.0 -10.5 SP400 -3.8 7.5 16.9 5.3 2.4 4.3 3.5 3.2 4.9 -6.5 14.4 -7.2 6.6 8.6 13.3 -6.1 -5.9 -5.9 -5.7 10.7 11.7 -3.5 7.2 3.4 -2.2 5.0 -1.8 4.1 -1.3 1.6 2.1 -0.5 -16.6 -13.3 -1.9 3.8 -20.0 -20.0 -20.0 -20.0 SP500_micro 11.3 14.4 20.0 7.2 3.2 5.9 4.8 4.4 6.7 -0.7 20.0 15.1 20.0 20.0 20.0 -11.7 -9.6 -10.5 -9.5 20.0 20.0 16.1 20.0 20.0 -20.0 8.8 1.7 7.7 3.9 5.7 7.1 -6.6 1.8 17.5 15.8 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -7.1 -3.9 -9.4 -5.8 -1.0 -4.8 -3.3 -3.5 -5.2 0.3 -17.1 -7.1 -16.7 -13.2 -14.8 -11.7 5.0 -10.8 -5.0 -14.3 -16.4 -5.2 -16.7 -11.8 -20.0 -6.3 3.6 -7.2 -2.2 -6.8 -5.2 10.5 3.0 18.6 11.8 4.0 -20.0 -20.0 -20.0 -20.0 US10 -2.7 8.8 10.2 -0.8 -1.4 -0.8 -4.8 -2.3 -2.8 -11.4 11.7 -9.4 1.9 3.7 10.6 2.3 -0.7 1.6 0.9 8.5 9.3 -8.1 5.0 0.9 -4.1 4.0 -3.6 4.2 -3.3 2.6 0.7 -4.8 -10.0 5.9 16.0 16.9 -9.3 -19.9 -20.0 -20.0 US10U 2.8 10.4 10.3 -1.1 -2.0 -1.1 -6.8 -3.3 -3.9 -13.7 12.8 -1.8 -1.8 7.1 14.8 -1.9 -2.4 -2.4 -2.3 13.4 11.5 -6.7 3.7 5.1 -9.9 6.1 -2.6 5.4 -2.2 2.7 2.7 -9.0 -10.7 20.0 20.0 20.0 8.4 -12.6 -20.0 -20.0 US2 -4.9 5.9 5.1 -0.7 -1.3 -0.7 -4.5 -2.1 -2.6 -11.2 5.3 -11.7 -2.7 -0.8 5.8 -10.3 -16.2 -12.7 -13.7 3.2 4.3 -10.9 1.5 -3.2 18.0 2.3 -5.9 3.0 -5.5 2.3 -1.3 -20.0 -9.9 -1.7 11.1 8.8 -6.4 -9.4 -12.4 -20.0 US20 9.1 10.8 9.7 -0.7 -1.3 -0.7 -4.3 -2.1 -2.5 -6.2 2.6 5.4 -6.3 6.9 9.9 4.6 2.6 4.3 3.6 8.5 5.0 0.6 -1.0 6.1 -7.0 4.1 0.3 2.8 0.3 0.7 2.8 0.3 -0.4 20.0 15.8 15.7 20.0 9.8 -3.8 -10.1 US30 10.7 10.1 7.8 -0.8 -1.6 -0.8 -5.2 -2.5 -3.0 -5.3 -1.4 7.8 -10.6 8.7 10.5 -7.3 -3.5 -4.9 -3.8 7.9 2.6 2.2 -4.8 7.0 -4.6 4.6 1.3 2.5 1.1 -0.5 3.6 -11.0 2.5 20.0 15.4 14.3 20.0 5.8 -0.6 -11.0 US5 -6.7 6.8 8.7 -0.8 -1.6 -0.8 -5.2 -2.5 -3.0 -13.5 13.0 -14.1 3.0 0.1 9.6 -1.8 -4.0 -2.6 -2.9 6.7 9.3 -11.8 6.1 -2.4 1.5 3.5 -5.8 4.6 -5.5 3.6 -0.8 -10.7 -12.3 -1.5 13.8 15.1 -10.4 -14.4 -19.5 -20.0 VIX -3.5 -13.4 -12.8 -7.6 -3.1 -4.4 -3.5 -0.1 -6.2 -14.2 -16.5 -19.7 -8.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.5 -8.0 -4.7 -14.7 NaN -8.7 -3.4 -5.2 -3.6 -0.3 -6.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 7.3 -3.1 -12.6 -7.2 -1.6 -6.1 -3.8 -4.4 -6.3 -1.8 -20.0 -1.5 -20.0 -10.5 -20.0 -18.1 -18.2 -18.4 -18.3 -14.4 -20.0 -1.1 -20.0 -5.9 13.2 -4.8 -0.8 -6.6 -0.1 -9.6 -1.8 -20.0 15.8 20.0 13.7 20.0 -20.0 -17.6 -20.0 -19.6 End of report for caleb_strategy_v3