******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20250930_204425 produced at 2025-09-30 21:39:06.406457 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.01 0.0 0.00 0.00 0.00 0.00 -21.39 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.71 0.0 0.00 0.00 0.00 0.00 -5.75 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.36 0.0 999.00 -999.00 -0.25 -0.26 -35.39 999999999.0 -25 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.19 0.0 0.00 0.00 0.00 0.00 -2.95 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.11 0.0 1.07 -1.07 -0.15 -0.15 -2.88 29.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.10 0.0 0.13 -0.13 -0.08 -0.08 -20.38 26.0 -15 -15 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.12 59.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -7.63 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 -3.62 11.0 -4 -4 caleb_strategy_v3 RICE False False 0.01 -0.04 -0.05 0.0 0.05 -0.05 -0.04 -0.04 -3.88 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.06 -1.06 0.00 0.00 -0.62 13.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.43 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.17 -0.17 -0.05 -0.05 -4.29 18.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.04 0.0 0.74 -0.74 -0.04 -0.04 -0.95 17.0 -1 -1 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.03 0.0 1.40 -1.40 -0.11 -0.11 -0.54 25.0 -2 -2 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.34 -0.34 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.89 9.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.34 9.0 -2 -2 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.62 8.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.06 -0.06 -0.02 -0.02 -0.32 3.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -0.68 3.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.64 10.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.27 7.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.90 -0.90 -0.03 0.00 -0.22 26.0 -1 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.98 -0.98 0.00 0.00 -0.25 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 -0.17 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.09 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 -0.84 12.0 -3 -3 caleb_strategy_v3 NZD False False 0.03 0.00 0.00 0.0 0.63 -0.63 0.00 0.00 0.12 21.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.23 -0.23 0.00 -0.00 -0.35 51.0 0 -1 caleb_strategy_v3 DAX False False 0.01 -0.12 0.00 0.0 0.84 -0.84 -0.12 -0.04 0.22 58.0 -8 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.00 0.0 0.16 -0.16 0.00 0.03 0.09 5.0 0 1 caleb_strategy_v3 DX False False 0.05 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.03 999999999.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.00 0.0 1.06 -1.06 0.00 0.00 0.05 14.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.08 3.0 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 US10U False False 0.06 -0.06 -0.00 0.0 0.77 -0.77 -0.06 -0.06 -0.06 13.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.79 -0.79 0.00 0.00 0.29 66.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.20 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.18 0.01 0.0 0.59 -0.59 0.18 0.18 0.59 23.0 7 7 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.77 -0.77 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.41 999999999.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.02 0.02 0.0 0.83 -0.83 0.02 0.02 0.97 48.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.30 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.43 -0.43 0.00 0.00 5.35 68.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.03 0.0 1.35 -1.35 0.00 0.00 0.40 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.41 -0.41 0.00 0.04 0.98 10.0 0 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.95 -0.95 0.00 0.04 0.97 22.0 0 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.11 -1.11 0.00 0.00 2.27 56.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.05 0.0 0.00 0.00 0.00 0.00 0.67 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.82 -0.82 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 0.03 1.59 4.0 2 1 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.73 -0.73 0.27 0.18 0.67 8.0 3 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.27 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.07 0.0 0.67 -0.67 0.17 0.17 2.23 20.0 5 5 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.08 0.0 999.00 -999.00 0.24 0.24 1.35 999999999.0 4 4 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.72 -0.72 0.00 0.00 1.25 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.29 0.10 0.0 0.73 -0.73 0.29 0.29 1.40 10.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.11 0.0 0.65 -0.65 0.00 0.00 3.20 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.16 0.14 0.0 0.24 -0.24 0.16 0.15 7.86 13.0 9 8 caleb_strategy_v3 NIKKEI False False 0.02 0.42 0.38 0.0 0.56 -0.56 0.42 0.43 24.42 36.0 27 28 caleb_strategy_v3 MXP False False 0.01 0.46 0.71 0.0 0.83 -0.83 0.46 0.50 51.16 60.0 33 36 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.23 0.0 1.47 -1.47 0.00 0.00 8.34 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.9 Shocked risk 78.2 Sum abs risk 57.1 Leverage 6.63 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1948716.58, 'annual_cash_vol_target': 487179.145, 'daily_cash_vol_target': 30448.6965625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6623 0.5404 8.6471 BITCOIN 2145.2965 114445.0000 1.8745 29.9923 BOBL 0.1818 117.7900 0.1544 2.4698 BTP 0.4368 119.8700 0.3644 5.8303 BUND 0.3837 128.5600 0.2984 4.7749 BUXL 0.9416 114.4400 0.8228 13.1652 CAC 56.0047 7916.0000 0.7075 11.3198 CAD 0.0025 0.7212 0.3408 5.4536 CANOLA 7.7927 618.2000 1.2605 20.1688 CHF 0.0057 1.2678 0.4529 7.2469 COCOA 142.3046 6774.0000 2.1007 33.6120 COFFEE 8.1903 358.3000 2.2859 36.5739 COPPER 0.0828 4.8755 1.6989 27.1817 CORN 4.3863 459.0000 0.9556 15.2898 COTTON2 0.7062 65.7200 1.0746 17.1933 CRUDE_W 0.9984 62.1400 1.6067 25.7072 DAX 163.6128 24039.0000 0.6806 10.8898 DOW 241.9103 46594.0000 0.5192 8.3070 DX 0.4271 97.4550 0.4383 7.0127 EUR 0.0055 1.1792 0.4652 7.4435 EURIBOR-ICE 0.0321 97.7950 0.0328 0.5248 EUROSTX 41.1631 5550.0000 0.7417 11.8668 FEEDCOW 3.5266 353.4000 0.9979 15.9667 GASOIL 11.4174 674.0000 1.6940 27.1036 GASOLINE 0.0298 1.8550 1.6074 25.7191 GAS_US_mini 0.0881 3.9100 2.2531 36.0504 GBP 0.0062 1.3452 0.4603 7.3645 GOLD_micro 24.8815 3876.5000 0.6419 10.2697 HEATOIL 0.0361 2.2878 1.5758 25.2131 JGB-SGX-mini 0.2260 135.8100 0.1664 2.6622 JPY 0.0000 0.0068 0.5696 9.1130 LEANHOG 1.1790 88.7500 1.3285 21.2554 LIVECOW 1.9715 234.8000 0.8396 13.4344 LUMBER-new 9.0311 637.0000 1.4178 22.6841 MXP 0.0003 0.0541 0.5012 8.0199 NASDAQ_micro 140.6713 24837.7500 0.5664 9.0618 NIKKEI 358.8139 44800.0000 0.8009 12.8148 NZD 0.0036 0.5813 0.6243 9.9880 OAT 0.3905 121.3400 0.3218 5.1494 OATIES 3.8645 326.7500 1.1827 18.9235 OJ 6.9335 248.8000 2.7868 44.5886 PALLAD 25.0911 1287.5000 1.9488 31.1812 PLAT 25.2391 1609.7000 1.5679 25.0870 REDWHEAT 7.5088 518.2500 1.4489 23.1819 RICE 0.1450 11.4300 1.2686 20.2971 ROBUSTA 105.2430 4180.0000 2.5178 40.2844 RUSSELL 22.6212 2436.8000 0.9283 14.8530 SHATZ 0.0520 106.9800 0.0486 0.7777 SILVER-mini 0.5404 46.8625 1.1533 18.4521 SMI 84.4906 12174.0000 0.6940 11.1044 SOFR 0.0484 96.7250 0.0500 0.8003 SOYBEAN 8.4854 1053.2500 0.8056 12.8903 SOYMEAL 3.0078 277.9000 1.0823 17.3175 SOYOIL 0.6918 49.8000 1.3891 22.2260 SP400 25.4349 3273.7000 0.7769 12.4312 SP500_micro 31.3468 6722.5000 0.4663 7.4607 SUGAR11 0.2103 16.6000 1.2670 20.2726 US10 0.3190 112.5156 0.2836 4.5369 US10U 0.4204 115.0938 0.3653 5.8446 US2 0.0829 104.2070 0.0796 1.2736 US20 0.6516 116.6250 0.5587 8.9394 US30 0.9533 120.1250 0.7936 12.6979 US5 0.2030 109.2109 0.1859 2.9743 VIX 0.4023 19.8000 2.0321 32.5130 WHEAT 7.0167 583.2500 1.2030 19.2485 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.30 0.54 357.94 1.00 357.94 30448.7 85.07 14.46 122.98 BITCOIN 114.44 1.87 214.53 1.00 214.53 30448.7 141.93 -7.87 -111.74 BOBL 1177.90 0.15 181.82 1.17 213.17 30448.7 142.84 2.79 39.85 BTP 1198.70 0.36 436.80 1.17 512.10 30448.7 59.46 6.14 36.51 BUND 1285.60 0.30 383.66 1.17 449.80 30448.7 67.69 3.58 24.21 BUXL 1144.40 0.82 941.64 1.17 1103.97 30448.7 27.58 -3.29 -9.07 CAC 791.60 0.71 560.05 1.17 656.59 30448.7 46.37 8.02 37.18 CAD 721.20 0.34 245.82 1.00 245.82 30448.7 123.87 -8.94 -110.75 CANOLA 123.64 1.26 155.85 0.72 111.80 30448.7 272.35 -0.53 -14.44 CHF 1584.69 0.45 717.76 1.00 717.76 30448.7 42.42 -5.64 -23.94 COCOA 677.40 2.10 1423.05 1.00 1423.05 30448.7 21.40 -4.13 -8.84 COFFEE 1343.62 2.29 3071.35 1.00 3071.35 30448.7 9.91 6.85 6.79 COPPER 1218.88 1.70 2070.69 1.00 2070.69 30448.7 14.70 -1.07 -1.58 CORN 229.50 0.96 219.31 1.00 219.31 30448.7 138.84 -2.49 -34.61 COTTON2 328.60 1.07 353.11 1.00 353.11 30448.7 86.23 -17.21 -148.41 CRUDE_W 621.40 1.61 998.41 1.00 998.41 30448.7 30.50 0.26 0.79 DAX 240.39 0.68 163.61 1.17 191.82 30448.7 158.74 0.41 6.47 DOW 232.97 0.52 120.96 1.00 120.96 30448.7 251.74 0.50 12.50 DX 974.55 0.44 427.14 1.00 427.14 30448.7 71.28 0.17 1.21 EUR 1474.06 0.47 685.76 1.00 685.76 30448.7 44.40 0.45 1.98 EURIBOR-ICE 2444.88 0.03 80.19 1.17 94.02 30448.7 323.86 7.54 244.15 EUROSTX 555.00 0.74 411.63 1.17 482.59 30448.7 63.09 10.33 65.19 FEEDCOW 1767.00 1.00 1763.32 1.00 1763.32 30448.7 17.27 11.64 20.10 GASOIL 674.00 1.69 1141.74 1.00 1141.74 30448.7 26.67 13.77 36.72 GASOLINE 779.10 1.61 1252.36 1.00 1252.36 30448.7 24.31 3.90 9.49 GAS_US_mini 97.75 2.25 220.25 1.00 220.25 30448.7 138.25 -13.59 -187.89 GBP 840.75 0.46 386.98 1.00 386.98 30448.7 78.68 4.75 37.39 GOLD_micro 387.65 0.64 248.81 1.00 248.81 30448.7 122.37 5.43 66.47 HEATOIL 960.88 1.58 1514.17 1.00 1514.17 30448.7 20.11 -0.92 -1.86 JGB-SGX-mini 135810.00 0.17 22597.33 0.01 151.88 30448.7 200.48 -9.84 -197.22 JPY 851.81 0.57 485.16 1.00 485.16 30448.7 62.76 -5.83 -36.62 LEANHOG 355.00 1.33 471.60 1.00 471.60 30448.7 64.56 20.00 129.13 LIVECOW 939.20 0.84 788.60 1.00 788.60 30448.7 38.61 9.19 35.48 LUMBER-new 175.18 1.42 248.36 1.00 248.36 30448.7 122.60 -2.27 -27.78 MXP 270.65 0.50 135.66 1.00 135.66 30448.7 224.45 15.51 348.05 NASDAQ_micro 496.76 0.57 281.34 1.00 281.34 30448.7 108.23 2.33 25.18 NIKKEI 44800.00 0.80 35881.39 0.01 241.17 30448.7 126.26 17.83 225.15 NZD 581.30 0.62 362.88 1.00 362.88 30448.7 83.91 0.55 4.63 OAT 1213.40 0.32 390.51 1.17 457.83 30448.7 66.51 6.16 40.97 OATIES 163.38 1.18 193.23 1.00 193.23 30448.7 157.58 -19.87 -313.14 OJ 373.20 2.79 1040.03 1.00 1040.03 30448.7 29.28 -4.42 -12.94 PALLAD 1287.50 1.95 2509.11 1.00 2509.11 30448.7 12.14 4.76 5.78 PLAT 804.85 1.57 1261.96 1.00 1261.96 30448.7 24.13 11.85 28.59 REDWHEAT 259.12 1.45 375.44 1.00 375.44 30448.7 81.10 -15.07 -122.22 RICE 228.60 1.27 289.99 1.00 289.99 30448.7 105.00 -15.18 -159.40 ROBUSTA 418.00 2.52 1052.43 1.00 1052.43 30448.7 28.93 2.34 6.76 RUSSELL 121.84 0.93 113.11 1.00 113.11 30448.7 269.21 5.99 161.21 SHATZ 1069.80 0.05 52.00 1.17 60.96 30448.7 499.45 -5.82 -290.92 SILVER-mini 1171.56 1.15 1351.11 1.00 1351.11 30448.7 22.54 17.49 39.41 SMI 1217.40 0.69 844.91 1.26 1060.92 30448.7 28.70 6.86 19.69 SOFR 2418.12 0.05 120.95 1.00 120.95 30448.7 251.76 -3.75 -94.50 SOYBEAN 526.62 0.81 424.27 1.00 424.27 30448.7 71.77 -3.99 -28.62 SOYMEAL 277.90 1.08 300.78 1.00 300.78 30448.7 101.23 -20.00 -202.46 SOYOIL 298.80 1.39 415.07 1.00 415.07 30448.7 73.36 -9.36 -68.69 SP400 3273.70 0.78 2543.49 1.00 2543.49 30448.7 11.97 -4.10 -4.90 SP500_micro 336.12 0.47 156.73 1.00 156.73 30448.7 194.27 2.15 41.80 SUGAR11 185.92 1.27 235.57 1.00 235.57 30448.7 129.26 -13.64 -176.25 US10 1125.16 0.28 319.05 1.00 319.05 30448.7 95.44 -2.03 -19.41 US10U 1150.94 0.37 420.42 1.00 420.42 30448.7 72.42 -0.66 -4.78 US2 2084.14 0.08 165.89 1.00 165.89 30448.7 183.54 -1.83 -33.62 US20 1166.25 0.56 651.60 1.00 651.60 30448.7 46.73 5.10 23.82 US30 1201.25 0.79 953.33 1.00 953.33 30448.7 31.94 2.34 7.46 US5 1092.11 0.19 203.02 1.00 203.02 30448.7 149.98 -2.84 -42.56 VIX 198.00 2.03 402.35 1.00 402.35 30448.7 75.68 -18.92 -143.16 WHEAT 291.62 1.20 350.83 1.00 350.83 30448.7 86.79 -11.59 -100.59 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 122.978 0.010 2.5 3.195 BITCOIN -111.737 0.043 2.5 -12.117 BOBL 39.854 0.004 2.5 0.405 BTP 36.506 0.014 2.5 1.247 BUND 24.209 0.004 2.5 0.246 BUXL -9.071 0.004 2.5 -0.092 CAC 37.181 0.014 2.5 1.270 CAD -110.755 0.010 2.5 -2.878 CANOLA -14.435 0.010 2.5 -0.352 CHF -23.938 0.010 2.5 -0.622 COCOA -8.843 0.010 2.5 -0.215 COFFEE 6.795 0.005 2.5 0.090 COPPER -1.575 0.043 2.5 -0.171 CORN -34.615 0.010 2.5 -0.843 COTTON2 -148.410 0.010 2.5 -3.616 CRUDE_W 0.790 0.043 2.5 0.086 DAX 6.470 0.014 2.5 0.221 DOW 12.498 0.009 2.5 0.291 DX 1.206 0.010 2.5 0.031 EUR 1.985 0.010 2.5 0.052 EURIBOR-ICE 244.154 0.014 2.5 8.339 EUROSTX 65.190 0.014 2.5 2.227 FEEDCOW 20.096 0.013 2.5 0.667 GASOIL 36.718 0.017 2.5 1.594 GASOLINE 9.490 0.017 2.5 0.412 GAS_US_mini -187.894 0.043 2.5 -20.375 GBP 37.390 0.010 2.5 0.971 GOLD_micro 66.475 0.014 2.5 2.271 HEATOIL -1.857 0.017 2.5 -0.081 JGB-SGX-mini -197.222 0.043 2.5 -21.387 JPY -36.616 0.010 2.5 -0.951 LEANHOG 129.128 0.024 2.5 7.859 LIVECOW 35.482 0.013 2.5 1.177 LUMBER-new -27.776 0.010 2.5 -0.677 MXP 348.049 0.059 2.5 51.156 NASDAQ_micro 25.179 0.009 2.5 0.586 NIKKEI 225.153 0.043 2.5 24.416 NZD 4.629 0.010 2.5 0.120 OAT 40.970 0.014 2.5 1.399 OATIES -313.142 0.010 2.5 -7.629 OJ -12.940 0.010 2.5 -0.315 PALLAD 5.777 0.014 2.5 0.197 PLAT 28.589 0.014 2.5 0.976 REDWHEAT -122.217 0.005 2.5 -1.624 RICE -159.398 0.010 2.5 -3.883 ROBUSTA 6.765 0.005 2.5 0.090 RUSSELL 161.213 0.013 2.5 5.350 SHATZ -290.918 0.004 2.5 -2.954 SILVER-mini 39.405 0.014 2.5 1.346 SMI 19.695 0.014 2.5 0.673 SOFR -94.504 0.024 2.5 -5.751 SOYBEAN -28.623 0.004 2.5 -0.267 SOYMEAL -202.462 0.004 2.5 -1.886 SOYOIL -68.686 0.004 2.5 -0.640 SP400 -4.903 0.013 2.5 -0.163 SP500_micro 41.804 0.009 2.5 0.973 SUGAR11 -176.254 0.010 2.5 -4.294 US10 -19.409 0.005 2.5 -0.246 US10U -4.779 0.005 2.5 -0.061 US2 -33.616 0.005 2.5 -0.427 US20 23.820 0.005 2.5 0.302 US30 7.465 0.005 2.5 0.095 US5 -42.559 0.005 2.5 -0.540 VIX -143.164 0.099 2.5 -35.389 WHEAT -100.589 0.005 2.5 -1.336 ===================== Position diags ===================== AUD 2.21 BITCOIN 15.39 BOBL 1.45 BTP 2.03 BUND 0.69 BUXL 0.28 CAC 1.58 CAD 3.22 CANOLA 6.64 CHF 1.10 COCOA 0.52 COFFEE 0.13 COPPER 1.59 CORN 3.38 COTTON2 2.10 CRUDE_W 3.31 DAX 5.42 DOW 5.86 DX 1.85 EUR 1.15 EURIBOR-ICE 11.06 EUROSTX 2.16 FEEDCOW 0.57 GASOIL 1.16 GASOLINE 1.06 GAS_US_mini 14.99 GBP 2.04 GOLD_micro 4.18 HEATOIL 0.87 JGB-SGX-mini 21.74 JPY 1.63 LEANHOG 3.93 LIVECOW 1.28 LUMBER-new 2.99 MXP 32.99 NASDAQ_micro 2.52 NIKKEI 13.69 NZD 2.18 OAT 2.27 OATIES 3.84 OJ 0.71 PALLAD 0.41 PLAT 0.82 REDWHEAT 1.08 RICE 2.56 ROBUSTA 0.38 RUSSELL 8.93 SHATZ 5.07 SILVER-mini 0.77 SMI 0.98 SOFR 15.32 SOYBEAN 0.67 SOYMEAL 0.94 SOYOIL 0.68 SP400 0.40 SP500_micro 4.52 SUGAR11 3.15 US10 1.21 US10U 0.92 US2 2.33 US20 0.59 US30 0.41 US5 1.90 VIX 18.71 WHEAT 1.15 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.4 0.0 0 BITCOIN -12.1 -13.7 -10.6 0.0 0 BOBL 0.4 0.3 0.5 0.0 0 BTP 1.2 1.0 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 1.3 1.1 1.4 0.0 0 CAD -2.9 -3.2 -2.6 -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 -0.3 -0.2 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER -0.2 -0.3 -0.0 0.0 0 CORN -0.8 -1.2 -0.5 -3.0 -3 COTTON2 -3.6 -3.8 -3.4 -4.0 -4 CRUDE_W 0.1 -0.2 0.4 0.0 0 DAX 0.2 -0.3 0.8 -8.0 -8 DOW 0.3 -0.3 0.9 0.0 0 DX 0.0 -0.2 0.2 0.0 0 EUR 0.1 -0.1 0.2 0.0 0 EURIBOR-ICE 8.3 7.2 9.4 0.0 0 EUROSTX 2.2 2.0 2.4 5.0 5 FEEDCOW 0.7 0.6 0.7 3.0 3 GASOIL 1.6 1.5 1.7 2.0 2 GASOLINE 0.4 0.3 0.5 0.0 0 GAS_US_mini -20.4 -21.9 -18.9 -15.0 -15 GBP 1.0 0.8 1.2 0.0 0 GOLD_micro 2.3 1.9 2.7 0.0 0 HEATOIL -0.1 -0.2 0.0 0.0 0 JGB-SGX-mini -21.4 -23.6 -19.2 0.0 0 JPY -1.0 -1.1 -0.8 -1.0 -1 LEANHOG 7.9 7.5 8.3 9.0 9 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -0.7 -1.0 -0.4 0.0 0 MXP 51.2 47.9 54.5 33.0 33 NASDAQ_micro 0.6 0.3 0.8 7.0 7 NIKKEI 24.4 23.0 25.8 27.0 27 NZD 0.1 -0.1 0.3 0.0 0 OAT 1.4 1.2 1.6 4.0 4 OATIES -7.6 -8.0 -7.2 NaN 0 OJ -0.3 -0.4 -0.2 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 1.0 0.9 1.1 0.0 0 REDWHEAT -1.6 -1.7 -1.5 0.0 0 RICE -3.9 -4.1 -3.6 -3.0 -3 ROBUSTA 0.1 0.1 0.1 1.0 1 RUSSELL 5.3 4.5 6.2 0.0 0 SHATZ -3.0 -3.5 -2.4 NaN 0 SILVER-mini 1.3 1.3 1.4 4.0 4 SMI 0.7 0.6 0.8 0.0 0 SOFR -5.8 -7.3 -4.2 NaN 0 SOYBEAN -0.3 -0.3 -0.2 0.0 0 SOYMEAL -1.9 -2.0 -1.8 -3.0 -3 SOYOIL -0.6 -0.7 -0.6 -1.0 -1 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro 1.0 0.5 1.4 1.0 1 SUGAR11 -4.3 -4.6 -4.0 -5.0 -5 US10 -0.2 -0.4 -0.1 0.0 0 US10U -0.1 -0.2 0.0 -1.0 -1 US2 -0.4 -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 -35.4 -37.3 -33.5 -25.0 -25 WHEAT -1.3 -1.5 -1.2 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.1 0.1 0.2 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.5 -0.0 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.1 0.0 2.1 0.1 0.0 0.1 -0.0 0.0 0.0 0.1 0.2 0.3 0.2 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 -0.0 0.7 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.0 0.0 0.1 -0.0 0.3 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.3 BOBL -0.2 -0.1 -0.2 -0.0 0.0 -0.0 -0.0 -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 -0.0 -0.1 -0.1 0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 0.1 -0.2 -0.2 -0.2 0.7 0.7 0.7 0.7 BTP 0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.0 0.0 0.5 0.0 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.0 0.2 -0.0 -2.7 0.0 0.0 0.1 -0.0 0.3 -0.0 0.6 0.2 0.3 -0.0 0.1 0.6 0.7 0.6 0.7 BUND -0.0 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -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 -0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 -0.4 0.0 -0.6 -0.0 -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 0.4 -0.1 0.1 CAC 0.2 0.0 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.3 0.2 0.4 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.1 0.0 0.4 -0.1 -0.2 -0.5 -0.6 0.7 0.7 0.7 0.6 CAD -0.2 -0.3 -0.1 0.0 -0.0 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 0.0 -0.1 -0.4 -0.1 -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 0.1 0.2 0.0 0.2 -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 -0.1 0.2 -0.0 1.1 -0.2 0.1 0.2 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 -0.0 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 -0.4 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.4 -0.2 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 -0.1 0.0 -0.1 -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 -0.4 -0.3 0.4 0.2 0.4 0.3 CORN 0.2 0.4 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.1 -0.5 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 -0.0 -0.4 0.0 1.2 0.0 -0.0 -0.1 -0.0 -0.3 0.0 -1.1 0.0 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 -0.1 -0.5 -0.1 -2.1 -0.1 -0.1 -0.2 -0.1 -0.6 -0.1 -0.8 -0.2 0.6 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W 0.1 0.0 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.1 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.1 0.0 0.3 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.5 -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 0.2 0.4 0.1 0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.5 -0.1 -1.5 -0.0 0.1 -0.0 0.0 0.2 -0.0 -0.0 0.2 -0.6 -0.6 -0.6 0.7 0.7 0.7 0.6 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 -0.0 0.3 0.5 -0.7 -0.7 -0.7 -0.7 DX 0.0 0.2 0.2 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 -0.0 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 0.3 0.0 -0.4 0.2 0.1 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 0.3 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.3 0.1 -0.9 0.0 0.1 0.0 0.1 0.1 0.1 0.4 0.4 -0.0 -0.2 -0.6 0.7 0.7 0.7 0.5 FEEDCOW -0.6 0.0 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 0.2 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.2 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 0.2 0.4 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 -0.1 0.2 0.0 -0.0 0.1 0.0 0.4 0.4 0.4 0.4 0.1 0.0 -0.0 0.0 0.0 -2.7 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 1.1 -0.2 -0.5 -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 0.0 0.1 0.0 0.1 -0.5 -0.0 -0.6 -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 -0.1 -0.4 -0.5 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.1 0.4 -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 -0.0 0.2 -0.1 0.3 -0.0 0.2 -0.1 -0.1 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 0.5 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 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 0.1 -2.7 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.3 -0.3 -0.0 0.5 0.2 -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 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.3 0.2 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 -0.2 -0.3 -0.2 -0.7 -0.6 -0.7 -0.7 JPY -0.0 -0.1 -0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -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 0.0 -0.1 -0.0 -0.1 -0.0 -0.7 0.2 -0.3 -0.3 -0.6 -0.3 -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 -0.0 0.5 0.1 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 0.1 0.5 0.2 0.2 0.1 0.0 0.2 0.1 0.3 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 0.3 0.1 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 0.1 -0.3 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.1 0.1 -0.2 -0.1 NaN -0.0 0.0 -0.1 0.0 -0.0 -0.0 -1.2 0.6 0.7 -0.7 0.4 0.8 0.8 0.8 0.8 MXP 0.3 0.1 0.5 0.0 -0.0 0.2 -0.1 0.2 -0.0 0.2 0.5 0.2 0.6 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 0.4 0.3 0.1 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 0.1 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 0.1 0.1 0.1 -0.0 0.5 0.2 0.6 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.2 0.1 -0.0 0.2 0.0 0.1 0.1 1.1 -0.2 0.6 0.6 0.6 0.4 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 -0.1 -0.0 -0.1 1.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.4 -0.4 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.1 -0.2 -0.2 -0.0 0.0 -0.0 -0.0 -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 0.1 0.2 -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 -0.1 -0.5 -0.2 -0.4 -0.2 -0.2 -0.4 -0.1 -0.4 -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 0.2 -0.2 0.1 -0.7 -0.3 -0.7 -0.3 OJ 0.1 -0.0 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -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 0.4 0.2 0.2 -0.4 -0.4 -0.3 -0.3 PALLAD 0.5 -0.0 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 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 0.0 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 0.5 -0.0 0.5 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 -0.0 0.4 0.6 0.2 -0.3 -0.2 REDWHEAT 0.1 -0.1 -0.4 -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 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 0.9 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -1.0 -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 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.6 -0.1 -0.0 -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 -0.1 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 0.0 0.3 0.3 0.3 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 0.5 0.6 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.3 0.2 1.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.0 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 -0.0 -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 0.9 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -1.1 0.2 -0.5 -0.4 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.5 0.6 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 -0.2 -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 0.1 0.1 -0.1 0.2 0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.0 -0.0 0.1 -0.0 1.1 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.7 -0.2 -0.6 -0.3 -0.6 0.7 0.7 0.7 0.7 SOFR -0.5 0.1 0.4 -0.0 0.0 -0.0 -0.1 -0.1 -0.0 -0.1 0.5 -0.2 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.2 -0.0 0.2 -0.5 -0.4 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 -0.2 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 -0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.3 0.5 0.6 0.6 -0.4 -0.1 -0.3 0.1 SOYMEAL -0.3 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 -2.2 -0.0 -0.1 -0.2 -0.1 -0.3 -0.1 -1.0 -0.4 0.3 0.6 0.3 -0.6 -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 -0.1 0.2 -0.4 0.0 -0.1 0.6 -0.7 -0.3 -0.7 -0.4 SP400 -0.2 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 -0.5 -0.6 -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 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 -0.4 -0.0 0.5 0.5 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.0 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.5 0.0 -0.6 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 0.0 -0.5 -0.1 -2.7 -0.1 0.1 -0.2 0.0 -0.3 -0.0 0.6 0.3 0.4 0.5 0.2 -0.7 -0.7 -0.7 -0.7 US10 -0.2 0.3 0.3 -0.0 0.0 -0.0 -0.0 -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 -0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.3 0.1 0.5 0.6 -0.3 -0.7 -0.7 -0.7 US10U -0.0 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 -0.0 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 -0.0 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 -0.0 0.1 -0.0 0.1 -0.0 -1.1 -0.2 -0.1 0.3 0.3 -0.2 -0.3 -0.4 -0.7 US20 0.2 0.4 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 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 -0.0 -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 0.1 0.0 0.1 0.0 -0.0 0.0 -0.6 -0.0 0.6 0.5 0.5 0.7 0.2 -0.0 -0.4 US5 -0.3 0.2 0.3 -0.0 0.0 -0.0 -0.0 -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 -0.0 0.1 -0.0 0.1 -0.0 -0.6 -0.3 -0.2 0.4 0.5 -0.3 -0.5 -0.6 -0.7 VIX -0.1 -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 -0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.8 -0.1 -0.1 -0.2 -0.1 -0.3 -0.0 -1.1 -0.0 0.6 0.5 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 4.4 3.2 6.0 3.5 -3.3 5.0 -4.8 4.5 -0.1 0.2 18.8 -4.2 3.5 7.0 8.8 -1.0 -1.4 -1.4 -1.4 8.1 8.4 -0.8 3.7 3.9 15.5 5.3 3.4 4.4 -0.4 0.6 2.6 2.6 8.1 8.2 4.7 5.4 20.0 20.0 20.0 20.0 BITCOIN -0.9 -17.0 -2.2 8.3 11.2 8.0 11.5 6.7 9.5 -0.6 15.9 -3.6 20.0 -11.6 -3.0 -7.0 -7.5 -7.5 -7.4 -0.5 10.5 -4.8 20.0 -6.0 -20.0 -3.0 2.2 3.3 -3.7 9.4 -5.7 -2.4 -20.0 -20.0 -20.0 -20.0 12.9 -2.9 -13.0 -7.6 BOBL -5.8 -3.1 -4.9 -0.9 0.2 -0.9 -3.9 -2.6 -2.9 2.7 2.3 -10.5 -1.7 -11.5 -12.6 20.0 -0.6 10.4 3.7 -5.9 -4.3 -4.4 -3.3 -6.6 2.8 -4.4 2.1 -3.3 -3.3 -2.2 -4.9 -2.9 5.8 -7.4 -5.0 -7.7 20.0 20.0 20.0 20.0 BTP 1.3 -3.5 -2.0 -1.2 0.2 -1.2 -5.0 -3.3 -3.7 0.6 17.3 4.3 14.8 4.7 6.0 7.7 9.1 10.2 10.2 1.4 5.0 -1.3 8.9 -1.0 -20.0 0.8 4.0 3.7 -1.2 7.0 -1.2 11.5 6.7 7.8 -0.6 4.1 18.0 20.0 19.1 20.0 BUND -0.2 -0.4 -1.4 -0.9 0.2 -0.9 -3.9 -2.6 -2.9 2.5 -0.8 -4.0 -7.6 -3.8 -8.7 -3.4 5.6 4.2 6.6 -3.1 -4.5 -0.5 -6.8 -2.4 -1.0 -2.3 4.2 -2.9 -0.2 -3.3 -1.8 5.9 8.2 1.5 -2.7 -5.6 20.0 20.0 20.0 20.0 BUXL 6.6 -2.3 -4.8 -0.9 0.2 -0.9 -3.8 -2.5 -2.8 1.1 -14.8 2.8 -15.4 -4.4 -10.8 3.6 2.5 3.5 3.3 -7.2 -12.3 2.4 -15.8 -2.0 -3.0 -4.2 5.2 -6.4 1.9 -6.9 -1.1 0.0 10.5 6.2 -8.2 -12.8 18.2 10.8 -1.8 2.1 CAC 7.2 1.0 2.6 6.7 4.0 5.5 4.9 4.0 6.3 18.1 12.7 16.4 10.1 7.0 6.3 -2.1 -0.9 -1.5 -0.9 4.8 4.4 11.2 4.7 7.4 1.1 1.6 9.8 -1.1 7.0 -2.4 4.4 8.1 -3.1 -6.7 -15.9 -20.0 20.0 20.0 20.0 18.2 CAD -5.4 -10.5 -3.7 3.9 -3.7 5.5 -5.3 5.0 -0.1 -16.9 6.7 -19.3 -0.2 -17.5 -18.8 -7.4 -6.8 -7.4 -7.2 -11.5 -3.5 -19.5 -1.6 -16.2 19.1 -3.9 -9.9 1.1 -12.2 1.2 -8.4 -7.1 -5.2 -20.0 -20.0 -13.1 -20.0 -20.0 -20.0 -20.0 CANOLA -2.8 -20.0 -13.7 -3.0 -0.5 -2.6 -1.6 -1.9 -2.6 -7.9 -0.1 -7.3 1.7 -8.9 -9.3 -15.8 -7.3 -11.8 -7.6 -10.4 -5.0 -7.8 0.1 -9.7 2.6 -3.2 -2.8 -1.8 -2.4 -0.3 -2.9 -2.5 -6.8 6.9 -5.9 0.5 20.0 20.0 20.0 20.0 CHF 1.9 -4.4 2.2 2.2 -2.1 3.1 -3.0 2.8 -0.1 -6.8 11.1 -3.6 10.1 0.8 3.0 -14.9 -15.5 -15.1 -14.9 4.0 8.8 -3.1 10.6 0.8 -0.5 3.7 -1.5 5.4 -1.0 5.7 1.8 -20.0 4.8 5.6 1.4 5.0 -20.0 -20.0 -20.0 -20.0 COCOA -12.0 -12.4 -9.2 -3.2 -0.9 -2.8 -1.7 -2.0 -2.8 -8.6 -6.5 -9.7 2.1 -10.0 -6.1 -0.7 13.7 5.4 9.7 -8.2 -4.3 -10.5 4.6 -10.2 -20.0 -2.5 -5.2 -0.3 -4.7 4.5 -4.0 20.0 -7.6 2.0 7.2 8.9 -0.6 4.3 2.9 8.0 COFFEE -18.4 20.0 -8.0 -3.5 -1.0 -3.0 -1.8 -2.2 -3.0 4.5 4.2 -4.4 6.6 5.2 6.5 14.1 9.2 12.1 10.4 10.1 8.0 0.1 7.6 5.2 -20.0 3.3 0.3 2.9 0.3 2.9 2.0 20.0 -17.0 20.0 20.0 20.0 7.8 16.2 17.2 20.0 COPPER 13.0 -7.1 -12.6 2.5 3.4 2.4 3.5 2.0 2.9 5.7 -3.5 6.0 -1.7 3.0 -5.3 -5.2 -5.4 -4.9 -5.2 -1.6 -2.2 6.7 0.1 2.9 -5.0 0.0 2.6 0.6 2.3 1.7 1.0 1.2 -5.0 -7.2 -12.8 -8.8 12.4 6.7 13.0 7.9 CORN 7.5 11.1 -6.9 -6.0 -1.7 -5.2 -3.1 -3.8 -5.1 -16.9 -10.6 -6.2 -13.9 11.5 -1.2 -19.0 -18.9 -20.0 -20.0 0.7 -7.7 -1.4 -13.8 3.8 9.3 1.8 -4.0 -2.1 -1.4 -7.1 2.2 -20.0 1.8 20.0 20.0 20.0 -7.0 0.4 -2.4 2.9 COTTON2 1.1 -0.6 1.3 -7.5 -2.1 -6.5 -3.9 -4.7 -6.5 -18.2 -20.0 -18.8 -20.0 -19.0 -19.8 -18.4 -13.6 -16.5 -15.1 -8.5 -12.1 -10.7 -20.0 -8.3 -15.8 -5.1 -15.9 -8.0 -12.1 -15.6 -7.1 -14.5 -6.8 20.0 20.0 20.0 -12.2 -20.0 -7.6 -19.2 CRUDE_W 2.9 0.6 2.9 3.9 -3.8 3.8 2.2 1.8 3.7 -10.1 -0.8 1.7 -9.2 -1.8 -5.7 8.9 7.8 8.1 7.5 0.8 -1.1 -0.7 -4.8 1.7 2.4 -2.4 -9.0 -2.9 -1.5 -4.5 -1.2 -2.3 -4.1 -16.7 -13.5 -16.4 20.0 12.0 -3.0 14.8 DAX -5.9 -15.1 -6.6 6.1 3.7 5.0 4.4 3.7 5.7 17.3 14.5 7.9 17.2 -8.1 -4.8 -6.1 -6.5 -5.6 -5.5 -5.2 6.2 5.1 20.0 -4.7 -11.2 -4.5 7.4 -0.8 2.2 6.1 -3.1 -0.6 6.8 -20.0 -20.0 -20.0 20.0 20.0 20.0 16.5 DOW 5.6 13.5 20.0 6.2 3.7 5.0 4.5 3.7 5.7 8.7 19.6 14.9 14.8 18.6 20.0 -9.3 -8.2 -8.4 -7.8 20.0 20.0 9.6 17.5 16.8 -15.7 7.2 1.7 5.8 3.1 4.0 5.6 -4.1 -0.2 -0.6 10.6 14.4 -20.0 -20.0 -20.0 -20.0 DX 1.0 5.3 5.0 1.9 -1.8 2.7 -2.6 2.5 -0.1 3.1 -10.3 5.1 -10.0 1.4 -2.7 5.7 6.1 6.1 6.0 -1.9 -6.7 3.4 -9.0 1.1 -20.0 -1.1 0.6 -3.4 2.0 -4.3 0.5 15.3 20.0 -4.3 -8.9 -10.0 20.0 13.5 20.0 16.0 EUR -0.2 -3.5 0.5 2.3 -2.2 3.3 -3.2 3.0 -0.1 -2.7 13.2 -5.1 12.3 1.6 7.1 -6.9 -7.5 -7.4 -7.4 4.9 10.5 -2.3 12.5 1.0 11.5 3.9 -1.1 6.5 -1.2 7.0 1.5 -7.8 7.8 2.9 1.9 5.7 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -10.0 -3.4 -7.0 -0.8 0.2 -0.8 -3.2 -2.2 -2.4 -1.4 7.4 -10.7 10.1 -10.1 -7.9 12.3 10.0 12.9 12.3 -3.7 0.4 -6.7 5.1 -6.7 6.5 -2.9 -0.8 -0.7 -4.8 1.7 -4.9 14.4 1.4 -10.1 -2.1 -3.4 17.4 20.0 19.6 20.0 EUROSTX 8.7 2.9 -0.1 6.4 3.9 5.2 4.7 3.9 6.0 18.5 18.0 19.0 16.5 16.9 14.0 -2.8 -0.8 -2.1 -1.4 9.3 8.9 18.7 12.2 13.7 -6.5 3.9 13.0 1.3 11.5 1.9 8.0 7.8 17.9 -0.9 -7.5 -20.0 20.0 20.0 20.0 16.0 FEEDCOW -20.0 1.0 11.4 -3.8 -1.0 -3.2 -2.0 -2.4 -3.2 5.8 11.6 3.1 12.2 5.9 9.9 19.1 6.2 16.8 12.2 14.4 20.0 5.1 20.0 6.7 -20.0 3.8 2.0 6.2 1.2 6.7 1.6 20.0 20.0 4.9 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 7.3 5.1 8.6 3.6 -3.5 3.5 2.0 1.7 3.4 0.3 7.1 10.8 1.3 14.4 6.1 20.0 12.9 20.0 16.0 10.7 8.4 9.3 3.8 11.7 -0.2 6.0 -1.5 4.9 4.7 2.3 6.2 8.9 8.4 11.9 10.3 9.4 20.0 8.2 17.4 7.9 GASOLINE 1.4 3.4 4.9 4.0 -3.9 3.9 2.2 1.9 3.8 -7.4 6.5 0.6 -0.4 6.5 1.7 20.0 20.0 20.0 20.0 4.8 4.0 -0.4 1.3 3.3 -20.0 -1.0 -8.1 -0.1 -2.1 0.2 -1.2 20.0 -6.9 -15.1 -6.6 -15.5 20.0 18.8 20.0 20.0 GAS_US_mini 4.1 -5.4 -20.0 4.6 -4.6 4.5 2.6 2.2 4.4 5.6 -20.0 -2.0 -15.7 -11.6 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -20.0 -0.9 -17.4 -8.5 20.0 -7.2 4.4 -8.1 -0.2 -5.2 -3.6 -20.0 -5.0 -13.2 -16.5 -20.0 -3.0 -20.0 -20.0 -20.0 GBP -2.9 -4.1 -3.9 3.7 -3.6 5.4 -5.1 4.9 -0.1 -7.6 16.5 -10.1 17.7 0.2 0.4 0.4 -0.2 -0.1 -0.3 1.1 9.6 -11.0 15.8 -5.7 1.1 3.7 -3.7 7.0 -6.3 9.2 -1.2 4.6 -3.2 -2.1 7.7 -4.2 12.8 -2.8 5.0 -0.4 GOLD_micro 20.0 20.0 11.4 6.9 9.4 6.7 9.7 5.6 8.0 19.2 20.0 20.0 20.0 20.0 20.0 -12.8 -11.6 -11.9 -11.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.4 9.4 6.0 9.1 6.3 8.8 -8.9 20.0 20.0 20.0 -2.0 -18.3 1.4 -20.0 -3.9 HEATOIL 2.3 0.8 9.2 3.9 -3.9 3.8 2.2 1.8 3.7 -4.4 11.1 3.5 3.9 8.1 10.2 10.8 8.8 10.0 9.1 7.6 8.5 3.2 5.4 6.3 -20.0 1.3 -5.0 4.1 1.0 4.7 0.9 0.6 -2.5 -9.2 -8.0 -0.4 15.0 4.5 -13.2 -4.9 JGB-SGX-mini -7.6 -10.1 -8.6 -0.5 0.1 -0.5 -2.3 -1.5 -1.7 -8.1 -7.6 -8.9 -7.4 -8.9 -8.7 5.9 14.0 12.3 13.5 -8.2 -8.1 -8.9 -8.6 -8.8 -6.0 -3.1 -2.9 -2.9 -3.7 -3.2 -3.5 18.7 -8.1 -6.1 -8.5 -7.7 -20.0 -19.0 -20.0 -20.0 JPY -1.5 -3.5 -10.6 2.6 -2.5 3.7 -3.5 3.3 -0.1 0.0 -8.6 -6.6 -5.9 -3.8 -10.9 -10.4 -11.1 -10.4 -10.3 -7.8 -6.7 -5.8 -5.4 -7.3 20.0 -2.9 2.1 -2.5 -4.2 -2.3 -3.8 -13.2 7.4 -8.9 -8.1 -17.2 -10.3 -10.1 -16.8 -9.8 LEANHOG -0.8 5.4 2.5 -7.4 -2.0 -6.3 -3.9 -4.6 -6.3 -0.5 20.0 7.7 20.0 19.1 19.6 20.0 20.0 20.0 20.0 18.7 20.0 10.1 19.5 15.6 1.1 7.4 0.8 7.1 5.2 7.0 7.2 20.0 20.0 20.0 20.0 20.0 20.0 13.6 20.0 20.0 LIVECOW -20.0 2.5 11.7 -4.4 -1.2 -3.8 -2.3 -2.8 -3.8 -7.7 13.7 -3.3 14.3 3.7 11.0 -8.7 15.0 4.8 12.7 12.7 20.0 -3.1 20.0 2.5 -20.0 4.1 -1.4 7.6 -1.0 9.1 0.6 20.0 10.7 4.3 20.0 20.0 20.0 12.9 20.0 18.4 LUMBER-new 3.8 -20.0 -7.1 -3.9 -1.1 -3.4 -2.1 -2.5 -3.4 11.6 -9.5 8.3 -6.5 -9.8 -10.6 -20.0 -20.0 -20.0 -20.0 -14.1 -11.5 7.3 -6.8 -6.7 NaN -3.1 4.3 -2.2 2.0 -0.8 -1.4 -20.0 20.0 20.0 -20.0 10.7 20.0 20.0 20.0 20.0 MXP 8.8 3.1 15.3 4.0 -3.9 5.8 -5.5 5.2 -0.1 17.6 20.0 19.5 15.6 20.0 20.0 13.1 12.6 12.8 12.3 20.0 20.0 14.3 20.0 20.0 -20.0 9.8 4.5 10.9 5.4 9.0 7.9 20.0 20.0 20.0 20.0 20.0 10.6 7.6 1.8 9.8 NASDAQ_micro 18.0 12.1 20.0 6.1 3.7 5.0 4.4 3.7 5.7 5.3 20.0 14.4 18.6 16.7 19.3 -10.9 -8.7 -9.8 -8.9 20.0 20.0 18.5 20.0 20.0 -20.0 7.3 2.5 6.7 4.4 5.6 6.4 -5.4 4.8 20.0 10.6 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 17.9 20.0 20.0 6.5 3.9 5.3 4.7 3.9 6.1 -5.4 20.0 17.2 17.7 19.9 20.0 2.5 9.3 7.5 8.8 20.0 20.0 15.7 20.0 20.0 -16.5 8.0 -1.4 6.5 2.6 3.4 6.3 20.0 -7.9 20.0 20.0 20.0 10.5 16.7 20.0 20.0 NZD -4.2 -9.8 -5.9 2.4 -2.3 3.5 -3.3 3.1 -0.1 -11.1 3.5 -13.0 -2.5 -11.0 -10.7 -3.5 -2.6 -3.5 -3.2 -8.1 -3.5 -16.0 -1.6 -12.5 10.2 -2.8 -5.4 -1.0 -7.7 -0.8 -5.4 0.0 -16.8 -13.1 -15.7 -11.4 20.0 16.6 20.0 20.0 OAT 3.2 -5.9 -5.0 -0.9 0.2 -0.9 -3.6 -2.4 -2.7 1.0 -0.0 0.6 -5.2 -3.1 -6.6 16.2 9.8 16.0 13.8 -5.2 -5.3 -1.3 -5.4 -3.6 1.2 -3.4 2.7 -3.1 -0.9 -2.3 -2.5 14.8 3.7 5.6 -7.8 -9.0 20.0 20.0 20.0 20.0 OATIES -6.4 -20.0 -15.5 -7.5 -2.1 -6.4 -3.9 -4.7 -6.4 -8.9 -20.0 -18.3 -9.9 -20.0 -20.0 -20.0 -4.2 -17.9 -9.2 -20.0 -20.0 -11.7 -14.1 -20.0 -19.3 -8.4 -2.3 -7.0 -3.8 -4.7 -6.6 0.1 8.2 6.7 -5.2 3.2 -20.0 -9.6 -20.0 -9.0 OJ 2.9 -1.4 14.0 -2.3 -0.6 -2.0 -1.2 -1.4 -2.0 -1.4 -3.3 -2.8 -4.7 -2.3 -1.3 0.6 6.6 2.2 3.8 -1.5 -3.1 -1.0 -4.7 -1.5 -20.0 -0.4 0.6 -1.5 -0.3 -2.2 -0.3 19.1 -2.5 11.1 6.5 7.6 -12.1 -10.9 -8.9 -9.0 PALLAD 16.6 -1.1 12.1 4.4 6.0 4.3 6.1 3.6 5.1 10.3 5.7 12.2 4.0 8.6 4.6 -3.0 -2.9 -2.9 -2.9 9.0 8.4 17.1 6.3 13.1 20.0 3.6 5.5 4.4 6.5 4.2 4.6 5.4 -3.0 -1.8 -15.5 -2.5 -20.0 -20.0 -20.0 -20.0 PLAT 15.3 -0.1 16.6 4.8 6.4 4.6 6.6 3.8 5.5 11.4 12.0 13.1 10.0 12.0 12.2 -3.5 -3.5 -3.1 -3.0 18.6 18.4 20.0 16.5 20.0 1.6 4.4 8.6 5.2 9.1 5.1 6.0 4.8 20.0 6.8 -1.5 13.8 19.4 6.1 -10.1 -5.3 REDWHEAT 4.5 -3.7 -12.5 -7.1 -2.0 -6.1 -3.7 -4.4 -6.1 -18.2 -20.0 -15.5 -20.0 -19.2 -20.0 -20.0 -16.2 -19.8 -18.4 -17.7 -20.0 -11.0 -20.0 -11.9 7.1 -7.1 -12.9 -8.7 -7.6 -11.7 -5.9 -19.6 -8.0 20.0 10.3 20.0 -20.0 -20.0 -20.0 -20.0 RICE -11.1 -15.9 -19.6 -3.3 -0.9 -2.9 -1.7 -2.1 -2.9 -9.2 -11.4 -10.6 -10.8 -11.3 -11.4 -17.0 -8.4 -16.7 -14.8 -17.1 -17.4 -10.6 -16.1 -14.2 -1.8 -4.0 -2.6 -4.4 -2.8 -4.8 -3.4 -10.5 -5.3 -0.8 -4.0 -4.4 -12.3 -8.3 -7.7 -8.1 ROBUSTA -16.2 20.0 -3.1 -2.2 -0.6 -1.9 -1.2 -1.4 -1.9 -3.5 -1.5 -5.6 -0.8 1.8 2.5 14.2 15.6 17.5 15.9 2.4 -0.1 -4.4 -0.7 -0.9 -20.0 0.8 -0.5 0.0 -0.9 -0.1 0.1 20.0 -13.6 0.1 20.0 5.8 -0.1 17.9 2.8 20.0 RUSSELL 2.2 16.9 20.0 5.6 3.4 4.6 4.1 3.4 5.2 -9.8 16.8 5.1 8.5 14.4 17.0 -5.6 -5.4 -5.3 -5.1 20.0 20.0 3.7 11.1 15.3 8.5 6.4 -1.3 5.1 1.1 2.5 4.5 0.4 -5.6 -1.2 17.7 19.5 -20.0 -20.0 -20.0 -20.0 SHATZ -9.0 -10.8 -12.9 -0.9 0.2 -0.9 -3.7 -2.5 -2.7 0.9 -5.1 -13.0 2.2 -14.8 -16.1 -20.0 -19.4 -20.0 -19.3 -13.2 -9.6 -6.9 -4.2 -11.8 6.4 -5.7 -0.2 -4.1 -3.1 -1.7 -5.2 -20.0 7.3 -14.8 -13.1 -15.4 20.0 18.3 20.0 20.0 SILVER-mini 16.9 17.0 15.4 8.1 11.0 7.9 11.3 6.6 9.3 20.0 20.0 20.0 20.0 20.0 20.0 -7.7 -6.8 -7.3 -6.9 20.0 20.0 20.0 20.0 20.0 -11.6 9.1 10.9 7.3 12.2 5.5 10.8 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 5.1 SMI -11.2 7.3 -2.2 5.3 3.2 4.4 3.9 3.2 5.0 9.6 4.5 -7.1 4.5 0.7 2.2 4.3 2.7 2.2 2.1 0.0 1.0 -2.2 2.8 -3.4 8.4 0.0 6.6 -0.5 -1.4 -0.1 -1.9 13.6 -6.6 -20.0 -8.6 -20.0 20.0 20.0 20.0 20.0 SOFR -14.8 4.3 10.9 -1.1 0.2 -1.1 -4.8 -3.2 -3.5 -10.6 18.7 -16.7 12.8 -3.8 12.2 6.7 4.9 7.0 6.4 9.1 16.5 -15.4 14.9 -5.0 -20.0 3.8 -5.0 6.2 -6.8 5.2 -2.1 4.6 -20.0 -12.4 15.0 20.0 5.3 -13.1 -20.0 -20.0 SOYBEAN -6.9 5.4 1.6 -6.3 -1.7 -5.4 -3.3 -4.0 -5.4 -17.9 3.5 -18.3 -11.2 2.7 1.9 -5.8 -7.5 -10.1 -9.9 -0.7 -0.1 -12.9 -6.8 -6.6 -2.9 3.3 -8.8 3.8 -6.6 -1.6 -1.7 -5.0 -14.5 14.2 20.0 20.0 -11.9 -2.0 -8.1 3.2 SOYMEAL -7.8 0.2 -4.2 -6.4 -1.8 -5.5 -3.4 -4.0 -5.5 -15.8 -17.1 -17.9 -19.8 -14.3 -14.5 -20.0 -15.6 -20.0 -18.8 -14.7 -17.5 -20.0 -20.0 -17.9 -16.7 -4.4 -8.9 -5.9 -10.7 -9.7 -7.4 -19.7 -18.0 10.3 20.0 8.2 -19.4 -20.0 -18.2 -20.0 SOYOIL -11.9 -19.0 3.5 -4.4 -1.2 -3.8 -2.3 -2.7 -3.8 -12.7 5.6 -13.1 7.9 -13.2 -3.7 -8.9 -3.3 -5.8 -4.3 -7.6 2.1 -12.0 7.2 -12.5 -10.6 -2.9 -4.0 0.7 -4.6 2.1 -4.8 3.7 -16.7 1.4 -3.8 20.0 -20.0 -10.0 -20.0 -10.7 SP400 -5.8 7.4 16.6 5.4 3.3 4.4 3.9 3.3 5.0 -8.6 14.6 -8.7 6.8 8.0 13.1 -6.1 -5.9 -5.9 -5.7 10.4 11.8 -4.4 7.4 2.5 -2.2 4.9 -2.6 4.2 -1.8 1.6 1.7 -0.4 -19.7 -17.4 -3.3 3.5 -20.0 -20.0 -20.0 -20.0 SP500_micro 11.5 14.9 20.0 7.4 4.4 6.0 5.3 4.4 6.8 5.1 20.0 16.3 20.0 20.0 20.0 -11.8 -9.6 -10.5 -9.5 20.0 20.0 17.6 20.0 20.0 -20.0 8.9 3.0 7.8 4.3 5.8 7.1 -6.7 -0.8 15.5 15.9 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -1.4 -4.3 -9.0 -5.9 -1.6 -5.1 -3.1 -3.7 -5.1 14.5 -17.3 2.4 -17.0 -10.6 -13.6 -11.3 4.7 -10.7 -5.1 -13.1 -16.5 2.9 -17.3 -7.6 -20.0 -5.7 9.1 -7.3 2.6 -7.2 -2.9 10.7 13.7 13.6 14.4 6.2 -20.0 -20.0 -20.0 -20.0 US10 -5.6 8.7 10.2 -0.9 0.2 -0.9 -3.6 -2.4 -2.7 -7.8 11.8 -9.7 2.0 3.0 10.4 2.4 -0.6 1.7 0.9 8.2 9.4 -6.9 5.1 0.5 -4.2 3.9 -2.2 4.3 -2.8 2.8 0.5 -4.7 -11.0 2.9 15.5 17.2 -9.5 -20.0 -20.0 -20.0 US10U -0.1 10.4 10.3 -1.2 0.2 -1.2 -5.1 -3.4 -3.7 -8.4 12.9 -4.0 -1.7 6.6 14.5 -1.3 -2.4 -2.2 -2.2 13.1 11.7 -5.0 3.9 4.8 -10.0 6.1 -1.2 5.5 -1.6 2.8 2.6 -8.9 -11.1 17.5 20.0 20.0 8.6 -12.6 -20.0 -20.0 US2 -7.1 5.7 5.0 -0.8 0.2 -0.8 -3.3 -2.2 -2.4 -5.0 5.3 -10.0 -2.7 -1.3 5.7 -10.4 -16.2 -12.7 -13.7 3.1 4.3 -7.6 1.5 -2.8 18.2 2.3 -1.7 3.1 -3.9 2.4 -1.1 -20.0 -9.1 -3.5 10.7 9.2 -6.6 -9.6 -12.1 -20.0 US20 6.4 11.1 9.7 -0.8 0.2 -0.8 -3.2 -2.2 -2.4 -3.0 2.8 5.0 -6.3 7.0 10.0 4.6 2.6 4.3 3.6 8.6 5.2 1.1 -0.9 6.0 -7.1 4.1 0.3 2.9 0.5 0.7 2.7 0.3 -1.6 18.8 15.6 16.1 20.0 10.0 -3.3 -10.4 US30 8.0 10.4 7.9 -0.9 0.2 -0.9 -3.8 -2.6 -2.8 -2.9 -1.2 7.2 -10.6 8.8 10.6 -7.4 -3.5 -5.0 -3.8 7.9 2.8 2.2 -4.7 6.7 -4.6 4.6 0.5 2.6 1.1 -0.4 3.5 -11.1 -0.1 20.0 15.1 14.6 20.0 5.9 -0.2 -11.3 US5 -9.3 6.5 8.6 -0.9 0.2 -0.9 -3.9 -2.6 -2.9 -8.2 13.1 -13.1 3.1 -0.7 9.2 -1.7 -4.0 -2.5 -2.8 6.4 9.4 -9.6 6.2 -2.5 1.4 3.4 -3.0 4.8 -4.5 3.8 -0.9 -10.7 -12.5 -4.7 13.3 15.4 -10.5 -14.7 -18.8 -20.0 VIX -2.7 -13.4 -13.1 -7.7 -2.5 -4.5 -3.5 -0.2 -6.1 -14.9 -16.9 -20.0 -8.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.9 -8.1 -5.0 -14.6 NaN -8.8 -2.8 -5.4 -3.6 -0.4 -6.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 6.7 -2.1 -12.7 -7.2 -2.0 -6.2 -3.7 -4.5 -6.1 -14.9 -20.0 -9.0 -20.0 -13.1 -20.0 -18.1 -18.2 -18.4 -18.3 -14.5 -19.9 -6.6 -20.0 -7.6 13.2 -5.3 -11.0 -6.7 -4.8 -9.5 -3.5 -20.0 -1.5 20.0 14.5 20.0 -20.0 -17.8 -20.0 -19.8 End of report for caleb_strategy_v3