******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251001_204356 produced at 2025-10-01 21:39:22.213619 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.08 0.0 0.00 0.00 0.00 0.00 -22.90 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.52 0.0 0.00 0.00 0.00 0.00 -4.19 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.36 0.0 999.00 -999.00 -0.26 -0.26 -35.69 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -2.83 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.12 0.0 1.07 -1.07 -0.15 -0.15 -3.13 29.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.08 0.0 0.14 -0.14 -0.08 -0.08 -15.58 26.0 -15 -15 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.19 -0.19 -0.07 -0.07 -3.72 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 -7.74 2.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -10.09 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.06 -1.06 0.00 0.00 -0.64 13.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.05 0.0 0.05 -0.05 -0.03 -0.03 -4.16 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 -4.24 18.0 -5 -5 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.34 -0.34 0.00 0.00 -0.15 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 -1.91 9.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.03 0.0 0.75 -0.75 -0.04 -0.04 -0.70 17.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.74 8.0 0 0 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.02 0.0 1.41 -1.41 -0.11 -0.11 -0.36 25.0 -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 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.20 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.41 9.0 -2 -2 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.36 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 0.00 -0.56 10.0 -1 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.99 -0.99 0.00 0.00 -0.15 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.13 3.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.24 7.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.01 0.0 999.00 -999.00 0.00 -0.06 -0.12 999999999.0 0 -1 caleb_strategy_v3 COCOA False False 0.03 0.00 -0.01 0.0 0.90 -0.90 0.00 -0.03 -0.28 26.0 0 -1 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.01 0.0 0.14 -0.14 -0.04 -0.04 -0.60 12.0 -3 -3 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.28 -0.28 0.00 0.00 -0.11 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.03 -0.03 0.00 0.00 -0.53 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.06 0.00 0.0 0.77 -0.77 -0.06 0.00 0.03 13.0 -1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.52 -0.52 0.02 0.00 0.12 23.0 1 0 caleb_strategy_v3 DX False False 0.05 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.01 999999999.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.79 -0.79 0.00 0.00 0.20 66.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 -0.00 0.0 0.16 -0.16 0.03 0.00 -0.13 5.0 1 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.00 0.0 0.23 -0.23 -0.00 -0.00 -0.63 51.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.43 -0.43 0.00 0.07 0.11 6.0 0 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.28 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.23 21.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.01 0.0 1.06 -1.06 0.00 0.00 0.07 14.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.11 6.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.04 0.01 0.0 0.85 -0.85 -0.04 -0.01 0.92 58.0 -3 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.02 0.02 0.0 0.83 -0.83 0.02 0.00 1.17 48.0 1 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.18 0.02 0.0 0.59 -0.59 0.18 0.18 0.67 23.0 7 7 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.33 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.78 -0.78 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.04 0.0 1.35 -1.35 0.00 0.00 0.53 19.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 5.69 68.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.04 0.0 0.41 -0.41 0.04 0.04 0.99 10.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.03 1.48 4.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.12 -1.12 0.00 0.00 2.33 56.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.05 0.0 0.95 -0.95 0.04 0.04 1.13 22.0 1 1 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.82 -0.82 0.00 0.00 1.22 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.06 0.0 0.72 -0.72 0.18 0.27 0.68 8.0 2 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.73 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.42 12.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.25 0.08 0.0 999.00 -999.00 0.25 0.25 1.34 999999999.0 4 4 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.08 0.0 0.68 -0.68 0.17 0.31 2.30 20.0 5 9 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.72 -0.72 0.00 0.00 1.27 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.29 0.11 0.0 0.73 -0.73 0.29 0.22 1.48 10.0 4 3 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.65 -0.65 0.00 0.00 3.49 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.14 0.13 0.0 0.23 -0.23 0.14 0.12 7.26 13.0 8 7 caleb_strategy_v3 NIKKEI False False 0.02 0.44 0.38 0.0 0.56 -0.56 0.44 0.39 24.25 36.0 28 25 caleb_strategy_v3 MXP False False 0.01 0.50 0.70 0.0 0.83 -0.83 0.50 0.50 50.49 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.30 0.0 1.48 -1.48 0.00 0.00 8.83 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.1 Shocked risk 78.9 Sum abs risk 56.4 Leverage 6.56 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1946917.1800000002, 'annual_cash_vol_target': 486729.2950000001, 'daily_cash_vol_target': 30420.580937500006} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6624 0.5293 8.4695 BITCOIN 2147.9348 118165.0000 1.8177 29.0839 BOBL 0.1795 117.8600 0.1523 2.4369 BTP 0.4307 119.8900 0.3592 5.7474 BUND 0.3779 128.5700 0.2939 4.7029 BUXL 0.9311 114.1000 0.8160 13.0560 CAC 58.6389 8011.5000 0.7319 11.7110 CAD 0.0024 0.7198 0.3373 5.3974 CANOLA 7.7931 620.1000 1.2567 20.1079 CHF 0.0056 1.2659 0.4439 7.1031 COCOA 138.0695 6733.0000 2.0506 32.8102 COFFEE 8.1187 368.6500 2.2023 35.2364 COPPER 0.0809 4.8965 1.6521 26.4335 CORN 4.3764 462.5000 0.9462 15.1400 COTTON2 0.6976 65.6100 1.0632 17.0117 CRUDE_W 0.9862 61.5500 1.6023 25.6373 DAX 172.0432 24374.0000 0.7058 11.2936 DOW 238.9000 46787.0000 0.5106 8.1698 DX 0.4197 97.3650 0.4311 6.8973 EUR 0.0054 1.1788 0.4564 7.3030 EURIBOR-ICE 0.0319 97.8150 0.0326 0.5218 EUROSTX 43.2464 5631.0000 0.7680 12.2881 FEEDCOW 3.4529 352.1500 0.9805 15.6883 GASOIL 11.2834 669.5000 1.6853 26.9654 GASOLINE 0.0298 1.8239 1.6349 26.1583 GAS_US_mini 0.0916 4.0550 2.2601 36.1622 GBP 0.0061 1.3488 0.4555 7.2885 GOLD_micro 24.4663 3889.4000 0.6291 10.0648 HEATOIL 0.0355 2.2699 1.5654 25.0459 JGB-SGX-mini 0.2233 135.8100 0.1644 2.6308 JPY 0.0000 0.0068 0.5673 9.0765 LEANHOG 1.2196 86.8000 1.4050 22.4806 LIVECOW 1.9260 234.6000 0.8210 13.1359 LUMBER-new 9.0025 642.0000 1.4023 22.4361 MXP 0.0003 0.0540 0.5021 8.0332 NASDAQ_micro 140.4874 25024.0000 0.5614 8.9826 NIKKEI 347.8407 44845.0000 0.7757 12.4104 NZD 0.0036 0.5834 0.6191 9.9052 OAT 0.3849 121.4200 0.3170 5.0722 OATIES 3.8316 324.2500 1.1817 18.9070 OJ 7.0785 233.3000 3.0341 48.5453 PALLAD 24.7233 1279.5000 1.9323 30.9162 PLAT 25.0444 1592.9000 1.5723 25.1560 REDWHEAT 7.3958 517.2500 1.4298 22.8772 RICE 0.1425 11.3500 1.2557 20.0907 ROBUSTA 107.9342 4387.0000 2.4603 39.3651 RUSSELL 22.0429 2459.4000 0.8963 14.3403 SHATZ 0.0514 106.9950 0.0481 0.7691 SILVER-mini 0.5439 47.8375 1.1369 18.1906 SMI 97.4086 12409.0000 0.7850 12.5597 SOFR 0.0495 96.7750 0.0512 0.8187 SOYBEAN 8.6952 1064.0000 0.8172 13.0756 SOYMEAL 2.9732 278.4000 1.0680 17.0872 SOYOIL 0.7140 50.8600 1.4038 22.4611 SP400 24.8955 3293.8000 0.7558 12.0933 SP500_micro 31.5261 6769.0000 0.4657 7.4519 SUGAR11 0.2275 16.1500 1.4088 22.5406 US10 0.3244 112.8594 0.2874 4.5986 US10U 0.4221 115.4844 0.3655 5.8486 US2 0.0853 104.3125 0.0818 1.3084 US20 0.6481 117.0312 0.5538 8.8605 US30 0.9452 120.4375 0.7848 12.5566 US5 0.2086 109.4375 0.1907 3.0505 VIX 0.3992 19.7500 2.0212 32.3399 WHEAT 6.9374 585.5000 1.1849 18.9580 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.35 0.53 350.61 1.00 350.61 30420.58 86.76 15.47 134.22 BITCOIN 118.16 1.82 214.79 1.00 214.79 30420.58 141.63 -6.57 -93.03 BOBL 1178.60 0.15 179.51 1.17 210.60 30420.58 144.45 3.63 52.39 BTP 1198.90 0.36 430.66 1.17 505.25 30420.58 60.21 6.19 37.30 BUND 1285.70 0.29 377.91 1.17 443.36 30420.58 68.61 3.58 24.59 BUXL 1141.00 0.82 931.05 1.17 1092.30 30420.58 27.85 -3.77 -10.51 CAC 801.15 0.73 586.39 1.17 687.94 30420.58 44.22 9.40 41.55 CAD 719.80 0.34 242.82 1.00 242.82 30420.58 125.28 -9.62 -120.55 CANOLA 124.02 1.26 155.86 0.72 111.98 30420.58 271.66 -0.96 -26.00 CHF 1582.44 0.44 702.51 1.00 702.51 30420.58 43.30 -5.69 -24.65 COCOA 673.30 2.05 1380.70 1.00 1380.70 30420.58 22.03 -5.17 -11.39 COFFEE 1382.44 2.20 3044.50 1.00 3044.50 30420.58 9.99 8.17 8.16 COPPER 1224.12 1.65 2022.37 1.00 2022.37 30420.58 15.04 -0.74 -1.12 CORN 231.25 0.95 218.82 1.00 218.82 30420.58 139.02 -1.77 -24.67 COTTON2 328.05 1.06 348.79 1.00 348.79 30420.58 87.22 -17.52 -152.80 CRUDE_W 615.50 1.60 986.23 1.00 986.23 30420.58 30.85 -0.37 -1.15 DAX 243.74 0.71 172.04 1.17 201.84 30420.58 150.72 1.79 27.00 DOW 233.94 0.51 119.45 1.00 119.45 30420.58 254.67 0.35 8.79 DX 973.65 0.43 419.72 1.00 419.72 30420.58 72.48 0.07 0.52 EUR 1473.56 0.46 672.59 1.00 672.59 30420.58 45.23 0.61 2.77 EURIBOR-ICE 2445.38 0.03 79.75 1.17 93.56 30420.58 325.13 7.95 258.56 EUROSTX 563.10 0.77 432.46 1.17 507.36 30420.58 59.96 11.24 67.42 FEEDCOW 1760.75 0.98 1726.45 1.00 1726.45 30420.58 17.62 11.57 20.39 GASOIL 669.50 1.69 1128.34 1.00 1128.34 30420.58 26.96 12.68 34.19 GASOLINE 766.04 1.63 1252.39 1.00 1252.39 30420.58 24.29 2.62 6.37 GAS_US_mini 101.38 2.26 229.12 1.00 229.12 30420.58 132.77 -10.82 -143.68 GBP 843.00 0.46 384.01 1.00 384.01 30420.58 79.22 5.51 43.64 GOLD_micro 388.94 0.63 244.66 1.00 244.66 30420.58 124.34 5.49 68.29 HEATOIL 953.36 1.57 1492.36 1.00 1492.36 30420.58 20.38 -1.50 -3.05 JGB-SGX-mini 135810.00 0.16 22330.85 0.01 150.58 30420.58 202.02 -10.45 -211.16 JPY 856.12 0.57 485.66 1.00 485.66 30420.58 62.64 -4.27 -26.75 LEANHOG 347.20 1.41 487.83 1.00 487.83 30420.58 62.36 19.14 119.35 LIVECOW 938.40 0.82 770.42 1.00 770.42 30420.58 39.49 9.29 36.68 LUMBER-new 176.55 1.40 247.57 1.00 247.57 30420.58 122.88 -1.77 -21.71 MXP 270.15 0.50 135.64 1.00 135.64 30420.58 224.28 15.32 343.51 NASDAQ_micro 500.48 0.56 280.97 1.00 280.97 30420.58 108.27 2.68 28.99 NIKKEI 44845.00 0.78 34784.07 0.01 234.56 30420.58 129.69 17.24 223.64 NZD 583.45 0.62 361.20 1.00 361.20 30420.58 84.22 1.06 8.89 OAT 1214.20 0.32 384.92 1.17 451.58 30420.58 67.36 6.42 43.26 OATIES 162.12 1.18 191.58 1.00 191.58 30420.58 158.79 -20.00 -317.57 OJ 349.95 3.03 1061.78 1.00 1061.78 30420.58 28.65 -5.20 -14.91 PALLAD 1279.50 1.93 2472.33 1.00 2472.33 30420.58 12.30 4.59 5.65 PLAT 796.45 1.57 1252.22 1.00 1252.22 30420.58 24.29 11.92 28.95 REDWHEAT 258.62 1.43 369.79 1.00 369.79 30420.58 82.26 -15.92 -130.97 RICE 227.00 1.26 285.04 1.00 285.04 30420.58 106.73 -16.00 -170.71 ROBUSTA 438.70 2.46 1079.34 1.00 1079.34 30420.58 28.18 3.28 9.26 RUSSELL 122.97 0.90 110.21 1.00 110.21 30420.58 276.01 6.21 171.44 SHATZ 1069.95 0.05 51.43 1.17 60.34 30420.58 504.17 -5.53 -278.98 SILVER-mini 1195.94 1.14 1359.68 1.00 1359.68 30420.58 22.37 17.53 39.23 SMI 1240.90 0.78 974.09 1.25 1221.14 30420.58 24.91 8.62 21.47 SOFR 2419.38 0.05 123.80 1.00 123.80 30420.58 245.72 -2.80 -68.90 SOYBEAN 532.00 0.82 434.76 1.00 434.76 30420.58 69.97 -3.70 -25.87 SOYMEAL 278.40 1.07 297.32 1.00 297.32 30420.58 102.32 -20.00 -204.63 SOYOIL 305.16 1.40 428.39 1.00 428.39 30420.58 71.01 -8.48 -60.20 SP400 3293.80 0.76 2489.55 1.00 2489.55 30420.58 12.22 -3.73 -4.56 SP500_micro 338.45 0.47 157.63 1.00 157.63 30420.58 192.99 2.61 50.44 SUGAR11 180.88 1.41 254.82 1.00 254.82 30420.58 119.38 -14.59 -174.18 US10 1128.59 0.29 324.37 1.00 324.37 30420.58 93.78 -1.26 -11.78 US10U 1154.84 0.37 422.14 1.00 422.14 30420.58 72.06 0.31 2.20 US2 2086.25 0.08 170.61 1.00 170.61 30420.58 178.31 -0.88 -15.68 US20 1170.31 0.55 648.09 1.00 648.09 30420.58 46.94 5.58 26.19 US30 1204.38 0.78 945.18 1.00 945.18 30420.58 32.19 2.69 8.65 US5 1094.38 0.19 208.65 1.00 208.65 30420.58 145.80 -1.95 -28.45 VIX 197.50 2.02 399.20 1.00 399.20 30420.58 76.20 -18.94 -144.36 WHEAT 292.75 1.18 346.87 1.00 346.87 30420.58 87.70 -12.09 -105.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 134.224 0.010 2.5 3.487 BITCOIN -93.032 0.043 2.5 -10.088 BOBL 52.385 0.004 2.5 0.532 BTP 37.296 0.014 2.5 1.274 BUND 24.594 0.004 2.5 0.250 BUXL -10.512 0.004 2.5 -0.107 CAC 41.552 0.014 2.5 1.419 CAD -120.550 0.010 2.5 -3.132 CANOLA -26.003 0.010 2.5 -0.634 CHF -24.651 0.010 2.5 -0.641 COCOA -11.390 0.010 2.5 -0.277 COFFEE 8.160 0.005 2.5 0.108 COPPER -1.117 0.043 2.5 -0.121 CORN -24.671 0.010 2.5 -0.601 COTTON2 -152.804 0.010 2.5 -3.723 CRUDE_W -1.155 0.043 2.5 -0.125 DAX 27.001 0.014 2.5 0.922 DOW 8.792 0.009 2.5 0.205 DX 0.522 0.010 2.5 0.014 EUR 2.770 0.010 2.5 0.072 EURIBOR-ICE 258.559 0.014 2.5 8.831 EUROSTX 67.421 0.014 2.5 2.303 FEEDCOW 20.390 0.013 2.5 0.677 GASOIL 34.191 0.017 2.5 1.484 GASOLINE 6.371 0.017 2.5 0.277 GAS_US_mini -143.678 0.043 2.5 -15.580 GBP 43.638 0.010 2.5 1.134 GOLD_micro 68.289 0.014 2.5 2.332 HEATOIL -3.051 0.017 2.5 -0.132 JGB-SGX-mini -211.164 0.043 2.5 -22.899 JPY -26.749 0.010 2.5 -0.695 LEANHOG 119.351 0.024 2.5 7.264 LIVECOW 36.676 0.013 2.5 1.217 LUMBER-new -21.708 0.010 2.5 -0.529 MXP 343.513 0.059 2.5 50.489 NASDAQ_micro 28.993 0.009 2.5 0.675 NIKKEI 223.637 0.043 2.5 24.251 NZD 8.894 0.010 2.5 0.231 OAT 43.260 0.014 2.5 1.478 OATIES -317.574 0.010 2.5 -7.737 OJ -14.908 0.010 2.5 -0.363 PALLAD 5.650 0.014 2.5 0.193 PLAT 28.947 0.014 2.5 0.989 REDWHEAT -130.972 0.005 2.5 -1.740 RICE -170.707 0.010 2.5 -4.159 ROBUSTA 9.257 0.005 2.5 0.123 RUSSELL 171.437 0.013 2.5 5.689 SHATZ -278.977 0.004 2.5 -2.833 SILVER-mini 39.229 0.014 2.5 1.340 SMI 21.474 0.014 2.5 0.733 SOFR -68.896 0.024 2.5 -4.193 SOYBEAN -25.869 0.004 2.5 -0.241 SOYMEAL -204.633 0.004 2.5 -1.906 SOYOIL -60.196 0.004 2.5 -0.561 SP400 -4.561 0.013 2.5 -0.151 SP500_micro 50.440 0.009 2.5 1.174 SUGAR11 -174.180 0.010 2.5 -4.244 US10 -11.781 0.005 2.5 -0.149 US10U 2.203 0.005 2.5 0.028 US2 -15.685 0.005 2.5 -0.199 US20 26.192 0.005 2.5 0.332 US30 8.651 0.005 2.5 0.110 US5 -28.452 0.005 2.5 -0.361 VIX -144.365 0.099 2.5 -35.685 WHEAT -105.991 0.005 2.5 -1.408 ===================== Position diags ===================== AUD 2.25 BITCOIN 15.36 BOBL 1.47 BTP 2.06 BUND 0.70 BUXL 0.28 CAC 1.51 CAD 3.26 CANOLA 6.62 CHF 1.13 COCOA 0.54 COFFEE 0.13 COPPER 1.63 CORN 3.39 COTTON2 2.12 CRUDE_W 3.34 DAX 5.15 DOW 5.93 DX 1.88 EUR 1.18 EURIBOR-ICE 11.11 EUROSTX 2.05 FEEDCOW 0.58 GASOIL 1.17 GASOLINE 1.05 GAS_US_mini 14.40 GBP 2.06 GOLD_micro 4.25 HEATOIL 0.88 JGB-SGX-mini 21.91 JPY 1.63 LEANHOG 3.80 LIVECOW 1.31 LUMBER-new 2.99 MXP 32.96 NASDAQ_micro 2.52 NIKKEI 14.06 NZD 2.19 OAT 2.30 OATIES 3.87 OJ 0.70 PALLAD 0.42 PLAT 0.83 REDWHEAT 1.09 RICE 2.60 ROBUSTA 0.37 RUSSELL 9.16 SHATZ 5.12 SILVER-mini 0.76 SMI 0.85 SOFR 14.95 SOYBEAN 0.65 SOYMEAL 0.95 SOYOIL 0.66 SP400 0.41 SP500_micro 4.49 SUGAR11 2.91 US10 1.19 US10U 0.91 US2 2.26 US20 0.60 US30 0.41 US5 1.85 VIX 18.84 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.5 3.3 3.7 0.0 0 BITCOIN -10.1 -11.6 -8.6 0.0 0 BOBL 0.5 0.4 0.7 0.0 0 BTP 1.3 1.1 1.5 0.0 0 BUND 0.2 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.4 1.3 1.6 0.0 0 CAD -3.1 -3.5 -2.8 -4.0 -4 CANOLA -0.6 -1.3 0.0 -1.0 -1 CHF -0.6 -0.8 -0.5 0.0 0 COCOA -0.3 -0.3 -0.2 0.0 0 COFFEE 0.1 0.1 0.1 0.0 0 COPPER -0.1 -0.3 0.0 0.0 0 CORN -0.6 -0.9 -0.3 -3.0 -3 COTTON2 -3.7 -3.9 -3.5 -4.0 -4 CRUDE_W -0.1 -0.5 0.2 1.0 1 DAX 0.9 0.4 1.4 -3.0 -3 DOW 0.2 -0.4 0.8 0.0 0 DX 0.0 -0.2 0.2 0.0 0 EUR 0.1 -0.0 0.2 0.0 0 EURIBOR-ICE 8.8 7.7 9.9 0.0 0 EUROSTX 2.3 2.1 2.5 5.0 5 FEEDCOW 0.7 0.6 0.7 2.0 2 GASOIL 1.5 1.4 1.6 1.0 1 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini -15.6 -17.0 -14.1 -15.0 -15 GBP 1.1 0.9 1.3 1.0 1 GOLD_micro 2.3 1.9 2.8 0.0 0 HEATOIL -0.1 -0.2 -0.0 0.0 0 JGB-SGX-mini -22.9 -25.1 -20.7 0.0 0 JPY -0.7 -0.9 -0.5 -1.0 -1 LEANHOG 7.3 6.9 7.6 8.0 8 LIVECOW 1.2 1.1 1.3 0.0 0 LUMBER-new -0.5 -0.8 -0.2 0.0 0 MXP 50.5 47.2 53.8 36.0 36 NASDAQ_micro 0.7 0.4 0.9 7.0 7 NIKKEI 24.3 22.8 25.7 28.0 28 NZD 0.2 0.0 0.4 0.0 0 OAT 1.5 1.2 1.7 4.0 4 OATIES -7.7 -8.1 -7.4 NaN 0 OJ -0.4 -0.4 -0.3 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 1.0 0.9 1.1 1.0 1 REDWHEAT -1.7 -1.8 -1.6 0.0 0 RICE -4.2 -4.4 -3.9 -3.0 -3 ROBUSTA 0.1 0.1 0.2 1.0 1 RUSSELL 5.7 4.8 6.6 0.0 0 SHATZ -2.8 -3.3 -2.3 NaN 0 SILVER-mini 1.3 1.3 1.4 4.0 4 SMI 0.7 0.6 0.8 0.0 0 SOFR -4.2 -5.7 -2.7 NaN 0 SOYBEAN -0.2 -0.3 -0.2 0.0 0 SOYMEAL -1.9 -2.0 -1.8 -3.0 -3 SOYOIL -0.6 -0.6 -0.5 -1.0 -1 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro 1.2 0.7 1.6 1.0 1 SUGAR11 -4.2 -4.5 -4.0 -5.0 -5 US10 -0.1 -0.3 -0.0 0.0 0 US10U 0.0 -0.1 0.1 -1.0 -1 US2 -0.2 -0.4 0.0 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 -0.4 -0.5 -0.2 -2.0 -2 VIX -35.7 -37.6 -33.8 -26.0 -26 WHEAT -1.4 -1.5 -1.3 -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 -0.0 0.2 -0.0 0.1 0.5 -0.0 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.1 0.1 2.1 0.1 0.0 0.1 0.0 0.0 0.0 0.1 0.3 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 0.1 0.4 0.1 0.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.5 -0.0 -2.7 -0.0 0.1 0.1 0.0 0.3 -0.0 -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 0.1 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 -0.0 -0.1 0.1 -0.2 -0.1 -0.3 0.7 0.7 0.7 0.7 BTP 0.0 -0.1 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 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 0.1 0.2 -0.0 0.1 0.6 0.7 0.6 0.7 BUND -0.0 0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.3 -0.0 -0.1 -0.1 0.1 0.1 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 0.1 0.0 -0.1 -0.2 0.7 0.7 0.7 0.7 BUXL 0.2 -0.0 -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 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.4 -0.0 -0.4 -0.0 0.0 -0.2 0.0 -0.3 -0.0 0.0 0.0 0.2 -0.3 -0.4 0.6 0.4 -0.1 0.1 CAC 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.4 0.1 0.1 -0.1 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.1 0.2 0.0 0.2 -0.0 0.1 -0.1 0.1 0.4 0.1 -0.2 -0.5 -0.6 0.7 0.7 0.7 0.6 CAD -0.2 -0.4 -0.1 0.0 -0.0 0.2 -0.0 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 -0.1 -0.2 2.6 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.4 -0.3 -0.6 -0.6 -0.4 -0.7 -0.7 -0.7 -0.7 CANOLA -0.1 -0.6 -0.5 -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 0.1 -0.2 0.0 0.7 0.7 0.7 0.7 CHF 0.0 -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 0.0 0.2 0.1 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.4 -0.5 -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 -0.1 -0.1 0.1 -0.1 -2.7 -0.0 -0.1 -0.0 -0.1 0.2 -0.0 1.1 -0.3 -0.1 0.2 0.3 -0.0 0.1 0.1 0.3 COFFEE -0.6 0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 0.1 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.5 -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 0.0 -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 0.0 1.3 0.0 0.0 -0.1 0.0 -0.3 0.0 -1.1 0.1 0.6 0.6 0.6 -0.2 0.0 -0.1 0.1 COTTON2 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 -2.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.3 0.6 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W 0.1 0.0 0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 0.2 0.2 0.2 0.1 -0.0 -0.0 -0.1 -0.1 -0.0 0.3 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.4 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX -0.1 -0.5 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.1 0.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.5 -0.0 -1.5 -0.0 0.1 -0.0 0.1 0.2 -0.0 -0.0 0.4 -0.6 -0.6 -0.6 0.7 0.7 0.7 0.6 DOW 0.2 0.4 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.5 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.1 0.1 0.0 0.2 0.0 0.1 0.1 -0.2 -0.2 -0.1 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 0.0 -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 0.5 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 0.5 0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 1.6 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 0.1 0.2 -0.1 0.4 -0.1 -0.1 0.2 0.2 0.3 0.2 -0.0 0.0 -0.0 0.1 -0.1 0.9 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.8 0.1 -0.3 -0.1 -0.1 0.6 0.7 0.6 0.7 EUROSTX 0.3 0.1 -0.0 0.1 0.1 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 0.2 -0.9 0.0 0.2 0.0 0.1 0.1 0.1 0.4 0.5 0.1 -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 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.2 0.0 1.1 0.5 0.1 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 0.2 0.3 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.2 0.1 0.1 0.1 0.1 0.4 0.3 0.4 0.3 0.1 0.1 0.0 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 0.5 0.1 0.3 0.3 0.3 0.7 0.3 0.6 0.3 GASOLINE -0.0 0.1 0.2 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 -0.0 0.0 0.0 0.4 0.4 0.4 0.4 0.0 0.0 -0.1 0.0 0.0 -2.7 -0.0 -0.2 -0.0 -0.1 0.0 -0.0 1.1 -0.2 -0.4 -0.2 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.1 -0.6 0.0 -0.1 0.1 -0.0 0.1 0.0 0.2 -0.5 0.1 -0.6 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.1 -0.5 -0.0 2.7 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -1.1 0.3 -0.1 -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 -0.0 0.2 -0.0 0.0 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 -0.0 0.3 -0.0 0.2 -0.0 0.0 0.3 -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 -0.0 -0.6 0.0 -0.7 -0.1 HEATOIL 0.0 0.0 0.3 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.0 0.1 0.0 -2.7 0.0 -0.1 0.1 -0.0 0.2 -0.0 0.0 -0.0 -0.2 -0.2 -0.0 0.5 0.2 -0.4 -0.2 JGB-SGX-mini -0.3 -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 -0.3 -0.2 -0.3 -0.3 -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 0.1 -0.2 -0.0 -0.2 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 2.7 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.7 0.3 -0.1 -0.2 -0.5 -0.3 -0.3 -0.5 -0.3 LEANHOG -0.1 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.5 -0.0 0.7 0.2 0.2 0.4 0.4 0.4 0.4 0.2 0.2 -0.0 0.5 0.1 0.1 0.1 -0.1 0.2 0.0 0.2 0.1 1.1 0.4 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.5 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 0.2 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 0.0 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new 0.3 -0.7 -0.3 -0.1 -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 -0.0 NaN -0.0 0.1 -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 -0.0 0.2 -0.0 0.1 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 0.3 0.3 0.0 0.3 NASDAQ_micro 0.6 0.4 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.2 0.1 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 0.1 0.1 0.1 0.1 0.1 -0.1 0.5 0.2 0.6 0.2 0.2 0.0 0.2 0.1 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 -0.4 0.6 0.6 0.6 0.4 0.5 0.7 0.7 NZD -0.2 -0.3 -0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -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 -0.0 -0.1 1.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.3 -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 0.1 -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 -0.2 -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 -0.2 -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 -0.1 -0.2 -0.1 0.0 -0.0 -0.1 -0.2 0.1 -0.7 -0.3 -0.7 -0.3 OJ 0.0 -0.0 0.4 -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 0.2 0.2 0.2 -0.4 -0.4 -0.3 -0.3 PALLAD 0.6 0.0 0.4 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 2.7 0.0 0.0 0.1 0.1 0.2 0.1 0.3 -0.1 -0.1 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.0 0.6 0.1 0.0 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 0.5 0.2 0.2 0.0 0.0 0.1 0.1 0.2 0.1 0.3 0.5 0.2 -0.0 0.4 0.7 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 -0.3 0.5 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.6 -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 -0.5 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.5 -0.2 -0.2 -0.2 -0.2 -0.4 -0.3 -0.2 -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 -0.0 -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 -0.1 0.0 0.6 0.2 -0.0 0.6 0.1 0.7 RUSSELL 0.1 0.6 0.6 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.5 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 1.2 0.1 0.0 0.1 0.0 0.1 0.1 0.0 -0.3 -0.1 0.5 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.3 -0.3 -0.4 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.1 0.1 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -1.1 0.1 -0.5 -0.4 -0.5 0.7 0.6 0.7 0.7 SILVER-mini 0.6 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 -1.6 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 0.6 0.2 SMI -0.3 0.2 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.2 0.0 0.0 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.0 1.1 0.0 0.2 -0.0 0.1 0.0 0.0 0.7 0.1 -0.6 -0.2 -0.6 0.7 0.7 0.7 0.7 SOFR -0.5 0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.0 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 -0.0 -2.7 0.0 0.0 0.2 -0.0 0.2 -0.0 0.2 -0.2 -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 -0.1 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 -0.1 -0.1 -0.0 -0.2 -0.3 0.3 0.6 0.6 -0.4 -0.1 -0.3 0.1 SOYMEAL -0.3 -0.0 -0.1 -0.1 -0.0 -0.2 -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 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -1.0 -0.5 0.1 0.6 0.3 -0.6 -0.7 -0.6 -0.7 SOYOIL -0.3 -0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 -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 0.0 -0.1 0.6 -0.7 -0.3 -0.7 -0.4 SP400 -0.2 0.2 0.5 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.4 -0.1 0.3 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 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 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 0.0 -0.5 -0.0 -0.6 -0.1 -0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.0 -0.4 -0.1 -2.7 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.6 0.2 0.2 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 0.0 0.3 -0.1 0.1 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 -0.6 0.0 0.0 0.1 -0.0 0.1 0.0 -0.3 -0.0 0.1 0.5 0.6 -0.3 -0.7 -0.7 -0.7 US10U -0.1 0.3 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.4 -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 -1.4 0.1 0.0 0.2 0.0 0.1 0.0 -0.5 -0.0 0.5 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 -0.0 0.0 -0.0 2.4 0.0 0.0 0.1 -0.0 0.1 -0.0 -1.1 -0.0 -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 0.1 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 -1.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.6 0.5 0.5 0.7 0.3 -0.1 -0.4 US30 0.2 0.4 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 -0.2 -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 0.1 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 0.0 0.4 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.6 -0.1 -0.2 0.4 0.5 -0.4 -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 -0.2 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 -0.2 -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 -0.1 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 3.7 3.7 5.9 3.3 -1.8 5.1 -3.9 4.7 -0.3 13.4 18.9 -1.8 3.7 7.7 9.1 -1.0 -1.4 -1.4 -1.4 8.4 8.7 2.4 3.9 4.9 15.6 5.5 5.0 4.5 1.3 0.7 3.1 2.6 12.4 10.8 5.6 6.0 20.0 20.0 20.0 20.0 BITCOIN 1.1 -16.7 -2.8 8.3 9.3 7.9 10.9 6.5 9.5 14.9 16.1 6.7 20.0 -8.5 -1.9 -6.9 -7.5 -7.5 -7.4 1.1 10.8 6.8 20.0 -1.1 -20.0 -2.2 11.5 3.5 2.0 9.5 -3.3 -2.3 -20.0 -20.0 -20.0 -20.0 12.8 -3.0 -12.9 -7.7 BOBL -6.0 -2.6 -5.0 -0.9 3.3 -0.9 -1.9 -2.7 -2.3 11.9 2.3 -8.3 -1.7 -10.2 -12.3 20.0 0.1 12.3 4.9 -5.6 -4.3 -1.7 -3.4 -5.4 2.8 -4.3 4.7 -3.4 -1.1 -2.3 -4.1 -1.4 5.4 -7.0 -4.5 -7.8 20.0 20.0 20.0 20.0 BTP 0.5 -3.2 -1.8 -1.1 4.2 -1.2 -2.5 -3.4 -3.0 11.0 17.6 3.6 15.0 5.5 6.2 7.7 9.1 10.1 10.1 1.5 5.1 0.4 9.1 -0.4 -20.0 0.9 4.8 3.8 0.4 7.1 -0.6 11.4 2.3 7.5 -0.7 3.4 17.2 20.0 18.1 20.0 BUND -0.8 0.2 -1.5 -0.9 3.3 -0.9 -1.9 -2.7 -2.3 10.6 -0.8 -3.4 -7.7 -3.0 -8.7 -3.8 5.5 3.8 6.4 -2.9 -4.6 0.7 -7.0 -1.8 -1.0 -2.1 4.0 -2.8 0.7 -3.3 -1.3 5.6 3.8 1.1 -2.4 -5.8 20.0 20.0 20.0 20.0 BUXL 6.2 -1.4 -5.1 -0.9 3.2 -0.9 -1.9 -2.6 -2.2 3.5 -14.9 1.1 -15.6 -4.2 -10.8 3.6 2.5 3.5 3.3 -7.1 -12.4 2.1 -16.1 -1.7 -2.9 -4.1 2.6 -6.6 1.7 -7.2 -0.9 0.0 0.8 5.6 -7.8 -13.1 17.3 11.2 -2.2 2.2 CAC 8.6 1.0 2.4 6.8 8.3 5.4 6.7 4.0 6.8 19.3 13.1 18.3 10.3 9.5 7.8 -2.6 -0.9 -1.7 -1.0 6.0 4.8 17.7 4.7 10.4 1.2 2.6 19.0 -0.7 11.8 -2.3 6.6 8.0 4.4 -6.1 -14.9 -20.0 20.0 20.0 20.0 18.5 CAD -6.0 -10.8 -4.4 3.7 -2.0 5.6 -4.3 5.2 -0.3 -20.0 6.2 -20.0 -0.4 -19.4 -19.7 -7.5 -6.8 -7.5 -7.2 -12.6 -4.2 -20.0 -1.9 -17.7 19.3 -4.4 -11.1 0.6 -12.4 1.0 -9.0 -7.1 -11.5 -20.0 -20.0 -13.8 -20.0 -20.0 -20.0 -20.0 CANOLA -2.2 -20.0 -14.6 -3.1 -1.0 -2.7 -1.6 -2.0 -2.6 -7.4 -0.2 -8.2 1.6 -9.3 -9.5 -16.0 -7.4 -12.1 -7.8 -10.7 -5.3 -8.6 -0.1 -10.2 2.8 -3.2 -2.9 -1.8 -2.4 -0.3 -2.9 -1.6 -7.7 2.1 -6.4 0.1 20.0 20.0 20.0 20.0 CHF 1.0 -4.2 2.2 2.1 -1.1 3.2 -2.5 3.0 -0.2 -6.7 11.4 -4.3 10.4 0.2 2.6 -14.9 -15.5 -15.1 -14.9 3.9 9.1 -3.5 11.1 0.2 -0.5 3.6 -1.7 5.6 -1.2 5.9 1.5 -20.0 1.3 6.6 1.8 5.3 -20.0 -20.0 -20.0 -20.0 COCOA -12.9 -13.9 -9.5 -3.3 -1.0 -2.9 -1.7 -2.1 -2.8 -9.5 -6.8 -10.3 2.0 -10.4 -6.6 -0.9 13.5 5.1 9.5 -9.1 -4.8 -12.1 4.6 -11.5 -20.0 -2.7 -5.6 -0.5 -5.1 4.2 -4.3 20.0 -11.5 -3.2 5.7 8.9 -0.9 4.2 2.8 7.9 COFFEE -18.8 20.0 -7.1 -3.6 -1.1 -3.1 -1.9 -2.3 -3.0 8.7 4.4 -2.6 6.7 5.5 6.6 14.1 9.2 12.2 10.5 10.4 8.2 3.6 7.8 6.4 -20.0 3.3 1.3 3.0 0.8 3.0 2.1 20.0 4.4 20.0 20.0 20.0 7.9 16.1 17.4 20.0 COPPER 14.5 -5.9 -12.8 2.5 2.9 2.4 3.4 2.0 2.9 6.4 -3.5 6.6 -1.7 3.9 -5.2 -5.2 -5.4 -4.9 -5.2 -1.2 -2.1 7.2 0.1 3.6 -5.0 0.2 2.5 0.7 2.4 1.8 1.2 1.2 -6.0 -6.8 -11.9 -8.8 12.8 6.8 13.5 7.9 CORN 7.0 11.7 -6.6 -6.1 -1.9 -5.3 -3.2 -3.9 -5.2 3.4 -10.7 -4.5 -14.0 12.1 -0.8 -19.0 -18.9 -20.0 -20.0 1.0 -7.5 0.8 -13.9 4.2 9.4 2.0 1.4 -2.0 0.4 -7.3 2.6 -20.0 4.0 20.0 20.0 20.0 -7.1 0.3 -1.9 2.7 COTTON2 0.5 -1.1 1.2 -7.6 -2.4 -6.6 -4.0 -4.8 -6.4 -18.8 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -13.7 -16.6 -15.1 -9.1 -12.5 -11.4 -20.0 -9.3 -15.8 -5.6 -14.2 -7.9 -12.5 -15.0 -8.0 -14.0 -10.7 20.0 20.0 20.0 -12.5 -20.0 -8.1 -18.8 CRUDE_W 2.1 0.6 2.8 3.4 -8.3 3.7 -1.4 1.8 2.1 -15.8 -1.0 -4.8 -9.2 -4.8 -7.1 8.8 7.8 8.1 7.5 -0.1 -1.4 -6.1 -4.9 -0.9 2.5 -2.9 -12.8 -3.0 -5.3 -4.4 -2.9 -2.3 -4.4 -11.9 -13.2 -16.7 20.0 12.2 -3.1 15.0 DAX -2.6 -15.4 -8.6 6.1 7.5 4.9 6.1 3.6 6.1 17.7 14.7 12.0 17.2 -4.6 -3.5 -6.2 -6.5 -5.6 -5.5 -3.2 6.2 13.7 19.9 -0.0 -11.2 -3.5 15.3 -0.5 6.8 6.0 -0.7 -0.6 15.7 -20.0 -20.0 -20.0 20.0 20.0 20.0 16.9 DOW 5.5 13.6 20.0 6.3 7.7 5.0 6.3 3.7 6.3 15.3 20.0 17.0 15.2 19.4 20.0 -9.4 -8.2 -8.5 -7.8 20.0 20.0 12.4 18.3 17.9 -15.9 7.3 3.7 6.0 3.9 4.1 5.9 -4.1 -9.9 -2.7 9.9 14.5 -20.0 -20.0 -20.0 -20.0 DX 1.3 5.1 4.8 1.8 -1.0 2.8 -2.1 2.5 -0.1 -1.1 -10.3 4.0 -10.1 1.4 -2.8 5.7 6.1 6.1 6.0 -2.0 -6.8 1.6 -9.1 0.7 -20.0 -1.1 -1.1 -3.4 0.9 -4.4 0.2 15.3 20.0 -3.7 -8.4 -9.5 20.0 13.6 20.0 16.1 EUR -0.5 -3.3 0.6 2.2 -1.2 3.4 -2.6 3.1 -0.2 -2.1 13.4 -5.4 12.6 0.7 7.1 -6.8 -7.5 -7.3 -7.4 4.8 10.7 -2.0 12.9 0.8 11.7 3.9 -0.7 6.7 -1.1 7.3 1.3 -7.8 6.6 4.1 1.5 5.8 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -10.4 -3.3 -7.2 -0.7 2.7 -0.8 -1.6 -2.2 -1.9 6.9 7.4 -9.1 10.1 -9.4 -7.8 12.3 10.1 12.9 12.3 -3.6 0.3 -3.8 5.1 -5.8 6.5 -2.9 2.7 -0.8 -2.7 1.7 -4.2 14.4 3.0 -10.3 -1.9 -3.5 16.8 20.0 18.9 20.0 EUROSTX 10.4 2.9 -0.8 6.5 7.9 5.2 6.4 3.8 6.5 18.8 18.2 19.7 16.7 17.8 14.9 -2.9 -0.8 -2.1 -1.4 10.6 9.2 20.0 11.8 16.8 -6.5 4.4 18.7 1.5 13.8 1.8 8.9 7.7 20.0 2.2 -6.3 -20.0 20.0 20.0 20.0 16.3 FEEDCOW -20.0 0.6 11.5 -3.8 -1.2 -3.3 -2.0 -2.4 -3.2 5.9 11.7 4.6 12.3 6.2 10.1 18.9 6.3 16.9 12.3 14.7 20.0 5.9 20.0 7.3 -20.0 3.9 1.9 6.3 1.4 6.8 1.8 20.0 20.0 2.5 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 5.9 5.5 8.6 3.1 -7.6 3.3 -1.3 1.7 1.9 -7.8 7.1 5.6 1.4 12.4 5.5 20.0 13.0 20.0 16.2 10.0 8.3 3.4 3.8 9.3 -0.2 5.7 -5.4 4.9 1.7 2.3 5.0 9.1 5.8 9.8 9.6 9.8 20.0 8.5 17.2 8.2 GASOLINE -0.1 3.0 4.7 3.5 -8.6 3.8 -1.5 1.9 2.2 -15.8 6.3 -7.5 -0.4 2.9 0.2 20.0 20.0 20.0 20.0 3.6 3.6 -6.8 1.2 0.3 -20.0 -2.0 -16.8 -0.5 -7.9 0.0 -3.7 20.0 -9.5 -11.5 -7.1 -15.7 20.0 18.9 20.0 20.0 GAS_US_mini 6.1 -3.0 -19.2 4.1 -10.1 4.4 -1.7 2.2 2.6 16.8 -20.0 7.1 -16.0 -7.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.1 -20.0 8.0 -16.9 -4.1 20.0 -6.4 14.0 -8.0 5.1 -5.3 -1.3 -20.0 14.2 -4.4 -14.3 -20.0 -3.0 -20.0 -20.0 -20.0 GBP -3.5 -4.1 -4.5 3.6 -1.9 5.4 -4.2 5.0 -0.3 2.4 16.4 -7.4 17.7 -0.3 0.3 0.4 -0.2 -0.1 -0.3 1.1 9.5 -6.3 15.8 -4.7 1.1 3.7 1.4 7.1 -3.7 9.4 -0.7 4.6 -2.0 0.6 8.2 -4.0 12.3 -2.7 5.8 -0.4 GOLD_micro 20.0 20.0 12.7 7.0 7.8 6.6 9.2 5.4 8.0 19.5 20.0 20.0 20.0 20.0 20.0 -12.9 -11.6 -12.0 -11.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 8.7 6.0 9.3 6.1 8.9 -9.0 20.0 20.0 20.0 -0.4 -18.7 1.3 -20.0 -4.1 HEATOIL 1.1 0.9 9.0 3.4 -8.4 3.7 -1.4 1.8 2.1 -11.5 11.0 -2.0 4.0 6.2 9.0 10.6 8.8 10.0 9.1 6.8 8.3 -1.7 5.5 4.1 -20.0 0.8 -8.8 3.9 -2.4 4.6 -0.5 0.6 -0.3 -5.3 -7.5 -0.6 14.7 4.6 -13.0 -5.0 JGB-SGX-mini -9.2 -10.6 -8.9 -0.5 1.9 -0.5 -1.1 -1.6 -1.3 -8.2 -7.9 -9.3 -7.6 -9.2 -9.0 5.1 13.8 11.5 13.0 -8.7 -8.5 -9.0 -8.9 -9.3 -6.1 -3.2 -2.6 -2.9 -3.6 -3.3 -3.6 18.1 -11.4 -6.8 -9.3 -8.2 -20.0 -18.9 -20.0 -20.0 JPY -0.7 -3.0 -10.4 2.5 -1.3 3.7 -2.9 3.4 -0.2 9.9 -8.7 -1.8 -5.9 -1.6 -10.5 -10.4 -11.1 -10.4 -10.3 -7.1 -6.5 -0.5 -5.4 -5.1 20.0 -2.4 8.8 -2.4 0.1 -2.3 -2.1 -13.2 12.3 -4.3 -7.2 -16.5 -9.9 -10.1 -15.7 -9.8 LEANHOG -3.8 4.1 1.7 -7.2 -2.3 -6.2 -3.8 -4.6 -6.1 -14.5 20.0 -3.0 20.0 15.6 17.8 20.0 20.0 20.0 20.0 16.0 19.0 -0.9 18.2 10.3 1.0 6.7 -8.8 6.9 0.2 6.9 5.2 20.0 16.5 20.0 20.0 20.0 20.0 13.6 20.0 20.0 LIVECOW -14.1 1.6 11.8 -4.6 -1.4 -4.0 -2.4 -2.9 -3.9 -9.5 14.0 -3.5 14.6 3.2 11.2 -9.6 14.7 4.0 12.2 12.8 20.0 -3.2 20.0 2.1 -20.0 4.1 -1.1 8.0 -1.1 9.6 0.5 20.0 13.1 0.0 20.0 20.0 20.0 13.0 20.0 18.5 LUMBER-new 8.2 -20.0 -7.4 -4.1 -1.3 -3.5 -2.1 -2.6 -3.4 12.1 -9.6 10.2 -6.6 -8.6 -10.3 -20.0 -20.0 -20.0 -20.0 -13.1 -11.4 11.2 -6.9 -3.9 NaN -2.9 5.1 -2.2 3.0 -0.8 -0.7 -20.0 20.0 20.0 -20.0 11.5 20.0 20.0 20.0 20.0 MXP 8.3 3.2 15.0 3.8 -2.0 5.8 -4.5 5.3 -0.3 13.2 20.0 20.0 15.9 20.0 20.0 13.2 12.6 12.8 12.4 20.0 20.0 13.0 20.0 19.6 -20.0 9.8 2.7 11.0 4.9 9.1 7.7 20.0 20.0 20.0 19.5 20.0 9.7 7.5 1.5 9.8 NASDAQ_micro 17.8 11.7 20.0 6.2 7.6 5.0 6.2 3.6 6.2 14.0 20.0 16.6 19.0 17.7 19.8 -11.0 -8.8 -9.9 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 5.3 6.8 5.5 5.6 6.8 -5.5 4.3 20.0 9.7 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 17.5 20.0 20.0 6.7 8.1 5.3 6.6 3.9 6.7 -8.8 20.0 16.5 18.0 19.8 20.0 2.3 9.2 7.3 8.7 20.0 20.0 13.4 20.0 20.0 -16.8 8.1 -1.3 6.7 2.2 3.5 6.0 20.0 -18.5 20.0 20.0 20.0 10.5 16.3 20.0 20.0 NZD -5.3 -9.9 -6.4 2.3 -1.2 3.5 -2.7 3.2 -0.2 -5.2 3.2 -11.7 -2.7 -10.8 -10.9 -3.5 -2.6 -3.5 -3.2 -8.3 -3.8 -12.4 -1.7 -11.9 10.3 -2.9 -1.8 -1.1 -5.9 -0.8 -5.2 0.0 -13.4 -11.3 -15.5 -11.5 20.0 16.8 20.0 20.0 OAT 2.5 -5.3 -5.2 -0.8 3.0 -0.9 -1.8 -2.5 -2.2 10.4 -0.0 0.3 -5.3 -2.4 -6.5 16.2 9.9 16.0 13.8 -5.0 -5.4 0.4 -5.6 -2.8 1.3 -3.3 3.8 -3.2 0.4 -2.4 -1.9 14.9 2.1 6.1 -7.6 -9.3 20.0 20.0 19.5 20.0 OATIES -5.7 -20.0 -16.4 -7.6 -2.4 -6.6 -4.0 -4.8 -6.4 -18.1 -20.0 -20.0 -10.2 -20.0 -20.0 -20.0 -4.5 -18.6 -9.7 -20.0 -20.0 -14.5 -14.7 -20.0 -19.1 -8.5 -5.2 -7.1 -5.0 -4.8 -6.9 0.1 -1.8 -2.5 -5.2 2.2 -20.0 -9.7 -20.0 -9.2 OJ 0.8 -1.1 13.0 -2.3 -0.7 -2.0 -1.2 -1.5 -1.9 -5.5 -3.3 -4.6 -4.7 -3.0 -1.5 0.4 6.5 2.1 3.7 -1.9 -3.2 -3.3 -4.6 -2.4 -20.0 -0.6 -2.8 -1.6 -1.6 -2.2 -0.8 19.6 -5.1 7.0 6.8 7.5 -11.8 -11.1 -8.4 -9.2 PALLAD 17.0 0.2 12.2 4.5 5.0 4.3 5.9 3.5 5.2 9.0 6.0 11.9 4.2 9.3 5.1 -3.0 -2.9 -3.0 -2.9 9.7 8.9 15.3 6.6 13.4 20.0 3.8 3.3 4.5 5.6 4.3 4.7 5.4 -5.8 -3.7 -15.3 -2.8 -20.0 -20.0 -20.0 -20.0 PLAT 17.4 1.1 17.5 4.8 5.4 4.5 6.3 3.7 5.5 9.3 12.2 12.1 10.1 12.0 12.3 -3.4 -3.5 -3.1 -3.0 19.8 19.1 20.0 16.9 20.0 1.5 4.5 5.3 5.2 7.8 5.0 6.0 4.8 20.0 5.1 -1.3 13.0 19.7 6.2 -9.7 -5.4 REDWHEAT 3.5 -3.8 -12.7 -7.1 -2.3 -6.2 -3.7 -4.5 -6.0 -20.0 -20.0 -18.2 -20.0 -20.0 -20.0 -20.0 -16.3 -19.8 -18.4 -18.4 -20.0 -14.0 -20.0 -13.6 7.1 -7.3 -13.7 -8.5 -9.4 -11.2 -6.9 -19.0 -13.8 15.6 9.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE -10.9 -17.0 -20.0 -3.4 -1.1 -3.0 -1.8 -2.2 -2.9 -9.9 -11.6 -11.0 -11.0 -11.6 -11.7 -17.2 -8.5 -16.8 -14.9 -17.9 -18.2 -12.3 -16.8 -15.3 -1.8 -4.1 -3.3 -4.4 -3.2 -4.8 -3.6 -10.0 -8.8 -6.3 -5.3 -4.9 -11.8 -8.3 -7.1 -8.0 ROBUSTA -15.4 20.0 -1.9 -2.2 -0.7 -1.9 -1.2 -1.4 -1.9 2.6 -1.4 -4.1 -0.7 2.0 2.6 13.0 15.5 17.0 15.7 2.5 0.0 -1.1 -0.6 0.1 -20.0 0.9 0.9 0.1 -0.2 -0.1 0.2 20.0 -2.4 1.0 20.0 6.4 -0.0 17.8 3.1 20.0 RUSSELL 3.2 17.3 20.0 5.8 7.1 4.6 5.8 3.4 5.8 -2.1 17.2 6.6 8.9 15.0 17.4 -5.7 -5.4 -5.4 -5.2 20.0 20.0 6.6 11.9 16.3 8.7 6.6 0.8 5.4 1.9 2.7 4.6 0.4 -10.4 -3.8 16.8 19.5 -20.0 -20.0 -20.0 -20.0 SHATZ -9.0 -10.6 -13.1 -0.8 3.1 -0.9 -1.8 -2.5 -2.2 7.3 -5.3 -12.0 2.0 -14.2 -16.1 -20.0 -19.5 -20.0 -19.3 -13.2 -9.9 -4.9 -4.4 -10.9 6.5 -5.7 1.1 -4.2 -2.2 -1.8 -4.8 -20.0 6.2 -14.8 -12.7 -15.5 20.0 18.5 20.0 20.0 SILVER-mini 19.5 18.2 15.5 8.1 9.2 7.7 10.8 6.4 9.4 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 -11.7 9.1 11.2 7.2 12.2 5.4 10.9 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 18.7 5.1 SMI -9.8 7.4 -2.5 5.2 6.3 4.1 5.1 3.0 5.2 12.5 4.5 0.0 4.4 3.3 3.3 4.5 2.7 2.3 2.1 1.2 1.2 8.1 2.4 1.1 8.2 0.8 17.1 -0.1 5.0 0.0 0.8 13.7 6.1 -20.0 -6.7 -19.5 20.0 20.0 20.0 20.0 SOFR -15.1 3.2 10.3 -1.1 3.9 -1.1 -2.3 -3.2 -2.8 0.4 18.5 -14.0 12.9 -4.1 11.7 6.7 4.9 7.0 6.4 8.5 15.8 -9.8 14.6 -4.0 -20.0 3.7 0.6 6.3 -4.5 5.4 -1.8 4.6 -7.5 -13.4 14.3 20.0 5.7 -13.2 -20.0 -20.0 SOYBEAN -6.7 4.7 1.8 -6.4 -2.0 -5.5 -3.3 -4.0 -5.4 -8.6 3.4 -14.9 -11.1 2.6 1.7 -5.8 -7.5 -10.0 -9.8 -0.8 -0.2 -9.0 -6.6 -5.9 -3.0 3.2 -2.4 3.8 -4.8 -1.6 -1.6 -4.3 -11.5 10.7 20.0 20.0 -12.5 -2.1 -8.9 3.0 SOYMEAL -9.3 -1.0 -4.1 -6.5 -2.1 -5.7 -3.4 -4.1 -5.5 -15.5 -17.5 -18.1 -20.0 -15.5 -15.3 -20.0 -15.7 -20.0 -19.1 -15.5 -18.1 -19.5 -20.0 -18.4 -16.8 -4.7 -6.7 -6.0 -9.8 -9.7 -7.6 -19.3 -20.0 4.0 20.0 8.5 -19.2 -20.0 -17.6 -20.0 SOYOIL -9.3 -19.4 2.2 -4.5 -1.4 -3.9 -2.3 -2.8 -3.8 -2.2 5.5 -11.0 8.0 -12.7 -4.0 -9.0 -3.3 -6.0 -4.4 -7.3 1.9 -7.6 7.0 -10.8 -10.8 -2.9 0.4 0.7 -2.9 2.1 -4.4 4.3 -7.1 0.7 -2.8 20.0 -20.0 -10.2 -20.0 -10.9 SP400 -5.2 7.5 16.6 5.6 6.8 4.4 5.5 3.2 5.6 -2.7 15.0 -6.1 7.0 8.6 13.3 -6.1 -5.9 -5.9 -5.7 10.7 12.3 -1.4 7.8 3.3 -2.2 5.1 0.5 4.4 -0.4 1.8 2.1 -0.4 -20.0 -19.6 -4.1 3.3 -20.0 -20.0 -20.0 -20.0 SP500_micro 11.3 14.2 20.0 7.4 9.1 5.9 7.4 4.3 7.4 16.5 20.0 19.1 20.0 20.0 20.0 -11.9 -9.7 -10.6 -9.6 20.0 20.0 20.0 20.0 20.0 -20.0 9.0 6.8 7.9 6.1 5.8 7.6 -6.7 0.3 15.1 15.4 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -0.3 -2.7 -9.1 -5.8 -1.9 -5.1 -3.1 -3.7 -4.9 1.2 -17.1 -1.1 -16.8 -11.2 -13.5 -11.3 4.7 -10.7 -5.1 -12.1 -15.0 -2.1 -15.8 -7.8 -20.0 -5.8 -2.2 -7.3 -0.9 -7.2 -3.6 11.4 8.4 6.8 14.1 6.7 -20.0 -20.0 -20.0 -20.0 US10 -6.5 8.3 10.0 -0.8 3.0 -0.9 -1.8 -2.5 -2.1 3.6 11.9 -7.4 2.1 3.2 10.4 2.4 -0.6 1.7 0.9 8.0 9.2 -3.1 5.2 1.3 -4.3 4.0 1.6 4.5 -1.2 2.9 0.9 -4.7 -1.8 1.9 15.2 17.4 -9.7 -20.0 -20.0 -20.0 US10U -1.6 10.5 10.4 -1.1 4.2 -1.2 -2.5 -3.5 -3.0 9.6 13.2 -3.3 -1.6 7.1 14.7 -0.8 -2.3 -2.0 -2.1 13.2 11.8 -0.4 4.0 5.8 -10.2 6.2 2.6 5.7 0.1 2.9 3.0 -8.8 -1.1 14.9 20.0 20.0 8.7 -12.6 -20.0 -20.0 US2 -6.9 5.4 5.0 -0.7 2.7 -0.8 -1.6 -2.3 -2.0 4.9 5.3 -7.0 -2.7 -0.9 5.7 -10.5 -16.1 -12.7 -13.6 3.1 4.2 -2.8 1.6 -1.5 18.2 2.4 3.7 3.2 -1.3 2.5 -0.4 -20.0 -1.2 -3.3 10.2 9.4 -6.7 -9.7 -12.0 -20.0 US20 4.8 11.5 9.8 -0.7 2.7 -0.8 -1.6 -2.2 -1.9 7.5 3.1 5.2 -6.3 7.5 10.3 4.6 2.6 4.3 3.7 8.8 5.4 2.7 -0.8 6.4 -7.2 4.2 1.8 3.1 1.2 0.8 2.9 0.3 2.7 17.3 15.9 16.5 20.0 10.1 -2.9 -10.7 US30 6.5 10.8 8.1 -0.9 3.2 -0.9 -1.9 -2.6 -2.3 5.4 -1.0 6.6 -10.6 9.0 10.8 -7.6 -3.6 -5.2 -3.9 8.0 2.9 2.8 -4.6 6.7 -4.7 4.7 1.3 2.7 1.4 -0.4 3.6 -11.3 2.6 20.0 15.2 14.9 20.0 6.0 0.1 -11.7 US5 -9.8 5.9 8.3 -0.9 3.2 -0.9 -1.9 -2.7 -2.3 3.1 13.1 -10.5 3.2 -0.7 9.0 -1.6 -3.9 -2.5 -2.8 6.1 9.0 -5.0 6.1 -1.5 1.3 3.4 2.0 4.8 -2.3 3.9 -0.4 -10.7 -2.4 -5.4 12.8 15.5 -10.6 -14.9 -18.3 -20.0 VIX -1.8 -13.1 -13.4 -7.7 -2.5 -4.6 -3.3 -0.3 -6.0 -16.1 -17.2 -20.0 -8.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.2 -7.8 -5.3 -14.3 NaN -8.8 -2.8 -5.5 -3.5 -0.5 -6.6 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 6.6 -1.6 -12.9 -7.2 -2.3 -6.3 -3.8 -4.6 -6.1 -14.7 -20.0 -12.1 -20.0 -14.5 -20.0 -18.1 -18.2 -18.4 -18.3 -14.8 -20.0 -7.9 -20.0 -8.5 13.3 -5.6 -9.5 -6.8 -5.9 -9.5 -4.3 -20.0 -5.5 17.1 15.4 20.0 -20.0 -17.9 -20.0 -20.0 End of report for caleb_strategy_v3