******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251002_204352 produced at 2025-10-02 21:39:22.553897 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.17 0.0 0.00 0.00 0.00 0.00 -24.84 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.48 0.0 0.00 0.00 0.00 0.00 -3.85 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.37 0.0 999.00 -999.00 -0.26 -0.26 -36.03 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 -2.74 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 -3.37 29.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.07 0.0 0.14 -0.14 -0.08 -0.08 -13.80 26.0 -15 -15 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -3.94 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 -7.75 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.05 -1.05 0.00 0.00 -0.66 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -8.16 59.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.05 0.0 0.05 -0.05 -0.03 -0.03 -4.41 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.16 -0.16 -0.05 -0.05 -3.83 18.0 -5 -5 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.82 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.75 8.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.34 -0.34 0.00 0.00 -0.14 2.0 0 0 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.02 0.0 1.40 -1.40 -0.11 -0.11 -0.29 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 JPY False False 0.04 -0.04 -0.02 0.0 0.74 -0.74 -0.04 -0.04 -0.57 17.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.02 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.35 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 -0.38 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.54 10.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.98 -0.98 0.00 0.00 -0.11 17.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.26 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 -0.20 7.0 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 US2 False True 0.11 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.11 13.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.35 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.86 -0.86 -0.03 -0.03 -0.34 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.13 23.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.00 0.0 1.05 -1.05 0.00 0.00 0.05 14.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.05 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 0.24 66.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.00 0.0 0.23 -0.23 -0.00 -0.00 -0.51 51.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.03 -0.03 0.00 0.00 -0.51 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.31 12.0 -3 -3 caleb_strategy_v3 COPPER False False 0.06 -0.06 -0.00 0.0 999.00 -999.00 -0.06 -0.06 -0.02 999999999.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.14 999999999.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.12 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.06 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.18 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.11 6.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.39 21.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.08 13.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.83 -0.83 0.00 0.00 1.25 48.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.18 0.02 0.0 0.59 -0.59 0.18 0.18 0.82 23.0 7 7 caleb_strategy_v3 DAX False False 0.01 -0.01 0.02 0.0 0.86 -0.86 -0.01 -0.01 1.56 58.0 -1 -1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.36 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.77 -0.77 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.04 0.0 0.41 -0.41 0.04 0.04 1.06 10.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 5.75 68.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.04 0.0 1.35 -1.35 0.00 0.00 0.61 19.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.03 1.27 4.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.11 -1.11 0.00 0.00 2.29 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 1.10 22.0 1 1 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.81 -0.81 0.00 0.00 1.16 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.71 -0.71 0.27 0.27 0.64 8.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.07 0.0 999.00 -999.00 0.24 0.24 1.25 999999999.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.89 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.66 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.31 0.09 0.0 0.68 -0.68 0.31 0.31 2.54 20.0 9 9 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.72 -0.72 0.00 0.00 1.41 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.22 0.12 0.0 0.73 -0.73 0.22 0.22 1.58 10.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.12 0.12 0.0 0.23 -0.23 0.12 0.12 6.98 13.0 7 7 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.64 -0.64 0.00 0.00 3.54 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.39 0.35 0.0 0.56 -0.56 0.39 0.39 22.35 36.0 25 25 caleb_strategy_v3 MXP False False 0.01 0.50 0.65 0.0 0.83 -0.83 0.50 0.50 46.93 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.39 0.0 1.47 -1.47 0.00 0.00 9.46 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.9 Shocked risk 78.7 Sum abs risk 55.3 Leverage 6.63 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1953060.5, 'annual_cash_vol_target': 488265.125, 'daily_cash_vol_target': 30516.5703125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6604 0.5266 8.4257 BITCOIN 2168.5127 121445.0000 1.7856 28.5695 BOBL 0.1773 117.9200 0.1503 2.4055 BTP 0.4259 120.0600 0.3547 5.6755 BUND 0.3738 128.7500 0.2904 4.6459 BUXL 0.9259 114.8000 0.8065 12.9040 CAC 58.9573 8088.5000 0.7289 11.6624 CAD 0.0024 0.7186 0.3343 5.3491 CANOLA 7.7801 625.8000 1.2432 19.8915 CHF 0.0055 1.2642 0.4369 6.9898 COCOA 139.8819 6483.0000 2.1577 34.5228 COFFEE 7.9575 364.0000 2.1861 34.9782 COPPER 0.0793 4.9435 1.6046 25.6741 CORN 4.3269 464.7500 0.9310 14.8961 COTTON2 0.6967 65.1100 1.0701 17.1216 CRUDE_W 0.9775 60.0200 1.6286 26.0572 DAX 171.8383 24602.0000 0.6985 11.1756 DOW 233.5686 46831.0000 0.4987 7.9800 DX 0.4132 97.5450 0.4236 6.7777 EUR 0.0053 1.1768 0.4496 7.1930 EURIBOR-ICE 0.0316 97.8300 0.0323 0.5164 EUROSTX 42.5039 5675.0000 0.7490 11.9835 FEEDCOW 3.4765 347.4750 1.0005 16.0079 GASOIL 11.6653 645.5000 1.8072 28.9147 GASOLINE 0.0302 1.7849 1.6925 27.0794 GAS_US_mini 0.0901 4.1000 2.1977 35.1628 GBP 0.0060 1.3449 0.4495 7.1927 GOLD_micro 24.4408 3875.3000 0.6307 10.0909 HEATOIL 0.0359 2.2208 1.6187 25.8993 JGB-SGX-mini 0.2197 135.8000 0.1617 2.5879 JPY 0.0000 0.0068 0.5597 8.9551 LEANHOG 1.1961 86.7750 1.3784 22.0546 LIVECOW 1.8916 233.5000 0.8101 12.9619 LUMBER-new 8.8393 639.0000 1.3833 22.1329 MXP 0.0003 0.0538 0.5095 8.1523 NASDAQ_micro 137.5466 25111.7500 0.5477 8.7638 NIKKEI 362.8107 45085.0000 0.8047 12.8756 NZD 0.0036 0.5837 0.6089 9.7419 OAT 0.3801 121.5600 0.3127 5.0034 OATIES 3.8362 320.5000 1.1969 19.1510 OJ 6.9327 234.4500 2.9570 47.3123 PALLAD 24.6585 1262.5000 1.9532 31.2504 PLAT 24.4366 1591.8000 1.5352 24.5625 REDWHEAT 7.3315 520.0000 1.4099 22.5584 RICE 0.1405 11.2450 1.2490 19.9840 ROBUSTA 105.9345 4324.0000 2.4499 39.1987 RUSSELL 21.6562 2471.1000 0.8764 14.0221 SHATZ 0.0508 107.0050 0.0475 0.7594 SILVER-mini 0.5657 46.7250 1.2108 19.3723 SMI 91.6940 12448.0000 0.7366 11.7859 SOFR 0.0491 96.7700 0.0507 0.8111 SOYBEAN 8.6041 1068.2500 0.8054 12.8871 SOYMEAL 3.1269 282.9000 1.1053 17.6849 SOYOIL 0.6999 50.7000 1.3805 22.0887 SP400 24.4198 3299.3000 0.7402 11.8424 SP500_micro 30.5069 6769.0000 0.4507 7.2110 SUGAR11 0.2303 15.9400 1.4448 23.1173 US10 0.3199 112.9219 0.2833 4.5320 US10U 0.4153 115.6250 0.3592 5.7474 US2 0.0846 104.3047 0.0811 1.2978 US20 0.6384 117.2500 0.5445 8.7117 US30 0.9329 120.7500 0.7726 12.3614 US5 0.2072 109.4375 0.1893 3.0291 VIX 0.3933 19.8000 1.9863 31.7810 WHEAT 6.9009 589.5000 1.1706 18.7301 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.35 0.53 347.74 1.00 347.74 30516.57 87.76 15.52 136.19 BITCOIN 121.44 1.79 216.85 1.00 216.85 30516.57 140.73 -5.35 -75.25 BOBL 1179.20 0.15 177.29 1.18 208.37 30516.57 146.45 4.11 60.12 BTP 1200.60 0.35 425.87 1.18 500.54 30516.57 60.97 6.75 41.15 BUND 1287.50 0.29 373.85 1.18 439.40 30516.57 69.45 4.06 28.21 BUXL 1148.00 0.81 925.86 1.18 1088.19 30516.57 28.04 -3.00 -8.41 CAC 808.85 0.73 589.57 1.18 692.95 30516.57 44.04 11.04 48.62 CAD 718.65 0.33 240.26 1.00 240.26 30516.57 127.02 -10.21 -129.71 CANOLA 125.16 1.24 155.60 0.72 111.83 30516.57 272.88 -0.77 -20.89 CHF 1580.19 0.44 690.32 1.00 690.32 30516.57 44.21 -5.78 -25.54 COCOA 648.30 2.16 1398.82 1.00 1398.82 30516.57 21.82 -6.46 -14.10 COFFEE 1365.00 2.19 2984.08 1.00 2984.08 30516.57 10.23 8.15 8.33 COPPER 1235.88 1.60 1983.12 1.00 1983.12 30516.57 15.39 -0.14 -0.22 CORN 232.38 0.93 216.34 1.00 216.34 30516.57 141.06 -0.89 -12.61 COTTON2 325.55 1.07 348.37 1.00 348.37 30516.57 87.60 -18.48 -161.91 CRUDE_W 600.20 1.63 977.47 1.00 977.47 30516.57 31.22 -1.03 -3.21 DAX 246.02 0.70 171.84 1.18 201.97 30516.57 151.10 3.03 45.77 DOW 234.16 0.50 116.78 1.00 116.78 30516.57 261.31 0.40 10.43 DX 975.45 0.42 413.21 1.00 413.21 30516.57 73.85 0.27 2.02 EUR 1471.00 0.45 661.31 1.00 661.31 30516.57 46.15 0.45 2.06 EURIBOR-ICE 2445.75 0.03 78.94 1.18 92.78 30516.57 328.92 8.42 276.84 EUROSTX 567.50 0.75 425.04 1.18 499.56 30516.57 61.09 12.19 74.49 FEEDCOW 1737.38 1.00 1738.24 1.00 1738.24 30516.57 17.56 10.93 19.19 GASOIL 645.50 1.81 1166.53 1.00 1166.53 30516.57 26.16 11.16 29.21 GASOLINE 749.66 1.69 1268.77 1.00 1268.77 30516.57 24.05 1.31 3.14 GAS_US_mini 102.50 2.20 225.26 1.00 225.26 30516.57 135.47 -9.40 -127.28 GBP 840.56 0.45 377.87 1.00 377.87 30516.57 80.76 5.24 42.29 GOLD_micro 387.53 0.63 244.41 1.00 244.41 30516.57 124.86 5.38 67.12 HEATOIL 932.74 1.62 1509.82 1.00 1509.82 30516.57 20.21 -2.93 -5.91 JGB-SGX-mini 135800.00 0.16 21965.22 0.01 148.95 30516.57 204.88 -11.18 -229.08 JPY 855.19 0.56 478.64 1.00 478.64 30516.57 63.76 -3.42 -21.80 LEANHOG 347.10 1.38 478.45 1.00 478.45 30516.57 63.78 17.98 114.71 LIVECOW 934.00 0.81 756.65 1.00 756.65 30516.57 40.33 8.66 34.93 LUMBER-new 175.72 1.38 243.08 1.00 243.08 30516.57 125.54 -1.68 -21.05 MXP 269.00 0.51 137.06 1.00 137.06 30516.57 222.65 14.34 319.29 NASDAQ_micro 502.24 0.55 275.09 1.00 275.09 30516.57 110.93 3.18 35.30 NIKKEI 45085.00 0.80 36281.07 0.01 246.03 30516.57 124.04 16.62 206.13 NZD 583.70 0.61 355.40 1.00 355.40 30516.57 85.87 1.75 15.04 OAT 1215.60 0.31 380.14 1.18 446.79 30516.57 68.30 6.76 46.17 OATIES 160.25 1.20 191.81 1.00 191.81 30516.57 159.10 -20.00 -318.20 OJ 351.68 2.96 1039.91 1.00 1039.91 30516.57 29.35 -5.33 -15.63 PALLAD 1262.50 1.95 2465.85 1.00 2465.85 30516.57 12.38 4.23 5.24 PLAT 795.90 1.54 1221.83 1.00 1221.83 30516.57 24.98 12.38 30.91 REDWHEAT 260.00 1.41 366.57 1.00 366.57 30516.57 83.25 -15.87 -132.08 RICE 224.90 1.25 280.90 1.00 280.90 30516.57 108.64 -16.67 -181.10 ROBUSTA 432.40 2.45 1059.35 1.00 1059.35 30516.57 28.81 3.46 9.97 RUSSELL 123.56 0.88 108.28 1.00 108.28 30516.57 281.83 6.15 173.27 SHATZ 1070.05 0.05 50.79 1.18 59.69 30516.57 511.25 -5.27 -269.48 SILVER-mini 1168.12 1.21 1414.33 1.00 1414.33 30516.57 21.58 16.97 36.61 SMI 1244.80 0.74 916.94 1.26 1153.62 30516.57 26.45 9.87 26.10 SOFR 2419.25 0.05 122.63 1.00 122.63 30516.57 248.84 -2.54 -63.25 SOYBEAN 534.12 0.81 430.21 1.00 430.21 30516.57 70.93 -3.01 -21.34 SOYMEAL 282.90 1.11 312.69 1.00 312.69 30516.57 97.59 -20.00 -195.19 SOYOIL 304.20 1.38 419.96 1.00 419.96 30516.57 72.67 -8.02 -58.30 SP400 3299.30 0.74 2441.98 1.00 2441.98 30516.57 12.50 -3.35 -4.18 SP500_micro 338.45 0.45 152.53 1.00 152.53 30516.57 200.06 2.68 53.53 SUGAR11 178.53 1.44 257.94 1.00 257.94 30516.57 118.31 -13.29 -157.24 US10 1129.22 0.28 319.85 1.00 319.85 30516.57 95.41 -0.87 -8.29 US10U 1156.25 0.36 415.34 1.00 415.34 30516.57 73.47 0.91 6.67 US2 2086.09 0.08 169.21 1.00 169.21 30516.57 180.34 -0.48 -8.72 US20 1172.50 0.54 638.41 1.00 638.41 30516.57 47.80 5.91 28.27 US30 1207.50 0.77 932.90 1.00 932.90 30516.57 32.71 3.00 9.80 US5 1094.38 0.19 207.18 1.00 207.18 30516.57 147.29 -1.58 -23.23 VIX 198.00 1.99 393.29 1.00 393.29 30516.57 77.59 -18.78 -145.75 WHEAT 294.75 1.17 345.04 1.00 345.04 30516.57 88.44 -11.52 -101.89 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 136.190 0.010 2.5 3.539 BITCOIN -75.250 0.043 2.5 -8.160 BOBL 60.121 0.004 2.5 0.611 BTP 41.148 0.014 2.5 1.405 BUND 28.208 0.004 2.5 0.286 BUXL -8.407 0.004 2.5 -0.085 CAC 48.620 0.014 2.5 1.661 CAD -129.707 0.010 2.5 -3.370 CANOLA -20.894 0.010 2.5 -0.509 CHF -25.542 0.010 2.5 -0.664 COCOA -14.098 0.010 2.5 -0.343 COFFEE 8.332 0.005 2.5 0.111 COPPER -0.221 0.043 2.5 -0.024 CORN -12.606 0.010 2.5 -0.307 COTTON2 -161.913 0.010 2.5 -3.945 CRUDE_W -3.208 0.043 2.5 -0.348 DAX 45.767 0.014 2.5 1.563 DOW 10.427 0.009 2.5 0.243 DX 2.023 0.010 2.5 0.053 EUR 2.063 0.010 2.5 0.054 EURIBOR-ICE 276.835 0.014 2.5 9.456 EUROSTX 74.488 0.014 2.5 2.544 FEEDCOW 19.186 0.013 2.5 0.637 GASOIL 29.205 0.017 2.5 1.268 GASOLINE 3.143 0.017 2.5 0.136 GAS_US_mini -127.281 0.043 2.5 -13.802 GBP 42.291 0.010 2.5 1.099 GOLD_micro 67.121 0.014 2.5 2.293 HEATOIL -5.913 0.017 2.5 -0.257 JGB-SGX-mini -229.084 0.043 2.5 -24.842 JPY -21.805 0.010 2.5 -0.567 LEANHOG 114.707 0.024 2.5 6.981 LIVECOW 34.927 0.013 2.5 1.159 LUMBER-new -21.054 0.010 2.5 -0.513 MXP 319.286 0.059 2.5 46.929 NASDAQ_micro 35.299 0.009 2.5 0.822 NIKKEI 206.134 0.043 2.5 22.353 NZD 15.042 0.010 2.5 0.391 OAT 46.169 0.014 2.5 1.577 OATIES -318.198 0.010 2.5 -7.752 OJ -15.634 0.010 2.5 -0.381 PALLAD 5.238 0.014 2.5 0.179 PLAT 30.909 0.014 2.5 1.056 REDWHEAT -132.081 0.005 2.5 -1.755 RICE -181.105 0.010 2.5 -4.412 ROBUSTA 9.965 0.005 2.5 0.132 RUSSELL 173.275 0.013 2.5 5.750 SHATZ -269.475 0.004 2.5 -2.736 SILVER-mini 36.607 0.014 2.5 1.250 SMI 26.097 0.014 2.5 0.891 SOFR -63.246 0.024 2.5 -3.849 SOYBEAN -21.338 0.004 2.5 -0.199 SOYMEAL -195.186 0.004 2.5 -1.818 SOYOIL -58.302 0.004 2.5 -0.543 SP400 -4.184 0.013 2.5 -0.139 SP500_micro 53.535 0.009 2.5 1.246 SUGAR11 -157.237 0.010 2.5 -3.831 US10 -8.294 0.005 2.5 -0.105 US10U 6.674 0.005 2.5 0.085 US2 -8.724 0.005 2.5 -0.111 US20 28.270 0.005 2.5 0.359 US30 9.802 0.005 2.5 0.124 US5 -23.234 0.005 2.5 -0.295 VIX -145.751 0.099 2.5 -36.028 WHEAT -101.889 0.005 2.5 -1.353 ===================== Position diags ===================== AUD 2.28 BITCOIN 15.26 BOBL 1.49 BTP 2.08 BUND 0.71 BUXL 0.28 CAC 1.50 CAD 3.30 CANOLA 6.65 CHF 1.15 COCOA 0.53 COFFEE 0.14 COPPER 1.67 CORN 3.44 COTTON2 2.13 CRUDE_W 3.39 DAX 5.16 DOW 6.08 DX 1.92 EUR 1.20 EURIBOR-ICE 11.23 EUROSTX 2.09 FEEDCOW 0.58 GASOIL 1.14 GASOLINE 1.04 GAS_US_mini 14.69 GBP 2.10 GOLD_micro 4.26 HEATOIL 0.88 JGB-SGX-mini 22.22 JPY 1.66 LEANHOG 3.88 LIVECOW 1.34 LUMBER-new 3.06 MXP 32.73 NASDAQ_micro 2.58 NIKKEI 13.45 NZD 2.23 OAT 2.33 OATIES 3.88 OJ 0.71 PALLAD 0.42 PLAT 0.85 REDWHEAT 1.11 RICE 2.65 ROBUSTA 0.38 RUSSELL 9.35 SHATZ 5.19 SILVER-mini 0.74 SMI 0.90 SOFR 15.14 SOYBEAN 0.66 SOYMEAL 0.91 SOYOIL 0.68 SP400 0.41 SP500_micro 4.66 SUGAR11 2.88 US10 1.21 US10U 0.93 US2 2.29 US20 0.61 US30 0.42 US5 1.87 VIX 19.18 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.5 3.3 3.8 0.0 0 BITCOIN -8.2 -9.7 -6.6 0.0 0 BOBL 0.6 0.5 0.8 0.0 0 BTP 1.4 1.2 1.6 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.7 1.5 1.8 0.0 0 CAD -3.4 -3.7 -3.0 -4.0 -4 CANOLA -0.5 -1.2 0.2 -1.0 -1 CHF -0.7 -0.8 -0.5 0.0 0 COCOA -0.3 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER -0.0 -0.2 0.1 -1.0 -1 CORN -0.3 -0.7 0.0 -3.0 -3 COTTON2 -3.9 -4.2 -3.7 -4.0 -4 CRUDE_W -0.3 -0.7 -0.0 0.0 0 DAX 1.6 1.0 2.1 -1.0 -1 DOW 0.2 -0.4 0.9 0.0 0 DX 0.1 -0.1 0.2 0.0 0 EUR 0.1 -0.1 0.2 0.0 0 EURIBOR-ICE 9.5 8.3 10.6 0.0 0 EUROSTX 2.5 2.3 2.8 9.0 9 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.3 1.2 1.4 1.0 1 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini -13.8 -15.3 -12.3 -15.0 -15 GBP 1.1 0.9 1.3 1.0 1 GOLD_micro 2.3 1.9 2.7 0.0 0 HEATOIL -0.3 -0.3 -0.2 0.0 0 JGB-SGX-mini -24.8 -27.1 -22.6 0.0 0 JPY -0.6 -0.7 -0.4 -1.0 -1 LEANHOG 7.0 6.6 7.4 7.0 7 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -0.5 -0.8 -0.2 0.0 0 MXP 46.9 43.7 50.2 36.0 36 NASDAQ_micro 0.8 0.6 1.1 7.0 7 NIKKEI 22.4 21.0 23.7 25.0 25 NZD 0.4 0.2 0.6 0.0 0 OAT 1.6 1.3 1.8 3.0 3 OATIES -7.8 -8.1 -7.4 NaN 0 OJ -0.4 -0.5 -0.3 -1.0 -1 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 1.1 1.0 1.1 1.0 1 REDWHEAT -1.8 -1.9 -1.6 0.0 0 RICE -4.4 -4.7 -4.1 -3.0 -3 ROBUSTA 0.1 0.1 0.2 0.0 0 RUSSELL 5.7 4.8 6.7 0.0 0 SHATZ -2.7 -3.3 -2.2 NaN 0 SILVER-mini 1.3 1.2 1.3 4.0 4 SMI 0.9 0.8 1.0 0.0 0 SOFR -3.8 -5.4 -2.3 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -1.8 -1.9 -1.7 -3.0 -3 SOYOIL -0.5 -0.6 -0.5 0.0 0 SP400 -0.1 -0.2 -0.1 0.0 0 SP500_micro 1.2 0.8 1.7 0.0 0 SUGAR11 -3.8 -4.1 -3.5 -5.0 -5 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.1 -0.0 0.2 0.0 0 US2 -0.1 -0.3 0.1 NaN 0 US20 0.4 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 -0.3 -0.5 -0.1 -2.0 -2 VIX -36.0 -37.9 -34.1 -26.0 -26 WHEAT -1.4 -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 -0.0 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 0.4 0.2 0.2 0.7 0.7 0.7 0.7 BITCOIN 0.1 -0.5 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.4 0.1 0.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.2 0.5 0.1 -2.7 -0.0 0.2 0.1 0.1 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 0.1 -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 -0.0 0.4 -0.0 0.1 -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 0.1 -0.0 0.0 -0.1 -0.0 0.2 0.5 0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.0 0.3 0.0 -2.7 0.0 0.1 0.1 0.0 0.3 0.0 0.6 0.1 0.2 -0.0 0.1 0.5 0.7 0.6 0.7 BUND -0.0 0.0 -0.0 -0.0 0.1 -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 0.1 -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 0.1 -0.0 0.0 -0.1 -0.0 0.1 -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 0.1 0.2 -0.3 -0.4 0.5 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 0.2 0.2 0.0 0.2 -0.0 0.2 -0.1 0.1 0.4 0.3 -0.0 -0.5 -0.6 0.7 0.7 0.7 0.6 CAD -0.2 -0.3 -0.2 0.0 -0.0 0.2 -0.1 0.2 -0.0 -0.2 0.2 -0.2 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 2.6 -0.1 -0.1 0.0 -0.1 0.0 -0.1 -0.4 -0.4 -0.6 -0.6 -0.5 -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 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.0 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 -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 -0.1 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 0.2 -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 -0.5 -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 0.1 -0.0 1.1 -0.4 -0.2 0.1 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 -0.1 -0.4 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 -0.0 -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 -0.3 -0.3 0.4 0.2 0.5 0.3 CORN 0.2 0.4 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.3 -0.0 -0.5 0.1 -0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.1 1.3 0.0 0.1 -0.0 0.0 -0.3 0.0 -1.1 0.2 0.6 0.6 0.6 -0.2 0.0 -0.0 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 -0.2 -0.2 -0.2 -0.5 -0.1 -0.7 -0.4 0.4 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W -0.0 0.0 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 -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 -0.1 -0.0 -0.1 -0.1 -0.3 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX 0.0 -0.5 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.6 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.2 0.5 0.1 -1.5 -0.0 0.2 -0.0 0.1 0.2 0.0 -0.0 0.5 -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 0.2 0.5 0.2 0.6 0.2 0.2 -0.2 -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 0.2 0.1 -0.2 -0.3 -0.2 0.3 0.5 -0.7 -0.7 -0.7 -0.7 DX 0.1 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 -0.3 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 0.0 0.1 -0.0 0.4 0.0 1.6 0.0 -0.0 0.2 -0.0 0.3 0.0 -0.4 0.1 0.2 0.0 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 -0.0 0.9 -0.0 0.1 -0.0 -0.0 0.1 -0.0 0.8 0.1 -0.3 -0.1 -0.1 0.5 0.7 0.6 0.7 EUROSTX 0.4 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 0.1 0.2 0.0 0.2 0.1 0.1 0.4 0.5 0.2 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW -0.6 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.3 0.0 0.4 0.1 0.1 0.4 0.1 0.3 0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.0 -0.0 0.2 0.0 0.3 0.0 1.1 0.5 0.0 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.1 0.2 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.2 -0.0 0.1 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.1 -0.0 0.1 0.1 -0.0 0.1 -0.1 0.1 -0.0 0.1 0.0 0.5 0.1 0.3 0.3 0.3 0.7 0.3 0.6 0.3 GASOLINE -0.1 0.1 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 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 -0.1 1.1 -0.3 -0.3 -0.2 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.2 -0.1 -0.6 0.0 -0.2 0.1 -0.1 0.1 -0.0 0.2 -0.5 0.1 -0.6 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.1 -0.5 -0.0 2.7 -0.1 0.2 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.1 -0.4 -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 0.2 -0.1 0.4 -0.1 0.2 -0.0 GOLD_micro 0.6 0.6 0.4 0.1 0.0 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -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 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.1 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 -0.1 0.1 0.0 -2.7 -0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.2 -0.0 0.5 0.2 -0.4 -0.2 JGB-SGX-mini -0.4 -0.4 -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 -0.3 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.9 -0.3 -0.3 -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 -0.0 2.7 -0.0 0.1 -0.1 0.0 -0.1 -0.0 -0.7 0.4 -0.0 -0.2 -0.5 -0.3 -0.3 -0.5 -0.3 LEANHOG -0.2 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 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 0.1 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 0.2 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.4 0.0 0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 -0.1 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 0.4 0.0 1.1 0.2 -0.1 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new 0.4 -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 0.0 -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 0.2 0.1 0.5 0.0 -0.0 0.2 -0.1 0.2 -0.0 -0.0 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 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.3 0.3 0.0 0.3 NASDAQ_micro 0.6 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 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 -0.3 0.1 0.6 0.3 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.4 0.6 0.6 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 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 -0.5 0.5 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 -0.1 -0.1 1.4 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.3 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.1 -0.2 -0.2 -0.0 0.1 -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 -0.2 -0.0 0.2 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.8 0.1 0.2 -0.2 -0.3 0.6 0.7 0.6 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 -0.2 -0.4 -0.2 -2.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.4 -0.3 -0.2 0.0 -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 -0.1 -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 1.1 -0.1 0.2 0.3 0.2 -0.4 -0.4 -0.3 -0.3 PALLAD 0.5 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 0.0 0.2 0.0 0.3 -0.2 -0.1 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.1 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 0.1 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 -0.1 -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 -0.2 1.0 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -1.0 -0.2 0.3 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -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 -0.3 -0.3 -0.2 -0.2 -0.4 -0.3 -0.2 -0.3 ROBUSTA -0.5 0.6 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.2 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 -0.0 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 0.1 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 -0.5 -0.2 0.5 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.3 -0.3 -0.4 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.1 -0.1 -0.1 0.1 -0.1 -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 -0.0 -1.1 0.1 -0.4 -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 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.6 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 -0.2 0.2 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 1.1 0.0 0.2 0.0 0.1 0.0 0.0 0.7 0.3 -0.6 -0.2 -0.6 0.7 0.7 0.7 0.7 SOFR -0.5 0.1 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.0 0.5 -0.1 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 -0.5 0.4 0.6 0.2 -0.4 -0.7 -0.7 SOYBEAN -0.2 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.4 0.0 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.1 -0.4 0.0 0.0 0.1 -0.0 -0.1 -0.0 -0.2 -0.2 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 -0.2 -0.1 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -2.2 -0.0 0.0 -0.2 -0.1 -0.4 -0.1 -1.0 -0.3 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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -1.5 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.3 -0.1 -0.0 -0.0 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 0.1 0.4 -0.0 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 -0.2 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 0.2 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 0.4 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 -0.4 -0.0 -0.6 -0.1 -0.1 -0.1 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 0.7 0.3 0.2 0.5 0.2 -0.7 -0.7 -0.7 -0.7 US10 -0.2 0.3 0.3 -0.0 0.1 -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 -0.0 0.1 0.0 -0.6 0.0 0.0 0.1 0.0 0.1 0.0 -0.2 -0.0 0.0 0.5 0.6 -0.3 -0.7 -0.7 -0.7 US10U -0.1 0.3 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.2 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 0.4 0.6 0.6 0.3 -0.4 -0.7 -0.7 US2 -0.2 0.2 0.2 -0.0 0.0 -0.0 0.0 -0.1 -0.0 0.1 0.1 -0.0 -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 0.1 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 0.5 0.5 0.5 0.7 0.3 -0.1 -0.4 US30 0.2 0.4 0.3 -0.0 0.1 -0.0 0.0 -0.1 -0.0 0.1 -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 0.1 -0.0 0.0 -0.1 -0.0 0.1 0.4 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -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 -0.0 -0.7 -0.7 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.2 -0.8 -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 -0.0 -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 -0.0 -0.2 -0.0 -0.4 -0.0 -1.1 -0.0 0.5 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 2.1 4.3 6.1 3.1 -3.2 5.1 -4.3 4.8 -0.8 12.0 19.0 -3.2 3.8 7.6 8.9 -1.0 -1.4 -1.3 -1.4 8.3 8.8 1.7 4.0 4.7 15.7 5.5 2.0 4.7 1.0 0.8 3.0 2.7 13.2 12.9 5.9 6.6 20.0 20.0 20.0 20.0 BITCOIN 2.9 -14.9 -2.9 8.3 6.1 7.8 9.6 6.4 9.3 20.0 16.5 13.5 20.0 -4.3 -0.0 -6.8 -7.5 -7.4 -7.4 3.2 11.2 18.6 20.0 4.7 -20.0 -1.2 19.4 3.7 7.9 9.5 -0.3 -2.3 -20.0 -20.0 -20.0 -20.0 12.7 -3.0 -12.9 -7.7 BOBL -6.0 -2.3 -5.1 -0.6 6.3 -0.9 0.6 -2.7 -1.3 14.8 2.3 -6.1 -1.8 -8.8 -11.9 20.0 0.1 12.3 4.9 -5.3 -4.3 0.8 -3.5 -4.1 2.9 -4.0 6.7 -3.4 1.0 -2.3 -3.0 -1.4 4.6 -6.3 -4.2 -7.9 20.0 20.0 20.0 20.0 BTP 0.0 -2.8 -2.0 -0.8 8.1 -1.1 0.7 -3.4 -1.6 18.0 18.0 5.8 15.2 7.4 7.0 7.7 9.1 10.1 10.1 2.0 5.3 3.3 9.3 1.0 -20.0 1.3 8.0 3.9 3.0 7.2 0.7 11.4 3.1 7.6 -0.9 2.9 16.4 20.0 17.2 20.0 BUND -1.1 0.7 -1.5 -0.6 6.4 -0.9 0.6 -2.7 -1.3 14.7 -0.6 -1.3 -7.9 -1.5 -8.3 -4.0 5.4 3.5 6.1 -2.5 -4.6 2.9 -7.1 -0.6 -1.0 -1.8 6.3 -2.8 2.5 -3.4 -0.4 5.3 5.3 1.4 -2.3 -6.1 20.0 20.0 20.0 20.0 BUXL 6.4 -0.4 -4.7 -0.6 6.1 -0.9 0.6 -2.6 -1.2 12.0 -14.9 3.2 -15.8 -2.1 -10.6 3.6 2.5 3.5 3.3 -6.5 -12.4 4.3 -16.3 -0.5 -2.9 -3.8 5.5 -6.6 3.3 -7.4 -0.0 0.0 5.2 6.4 -7.8 -13.5 16.4 11.6 -2.6 2.2 CAC 10.6 1.2 2.7 6.9 9.9 5.4 8.0 3.9 7.3 19.8 13.6 19.8 10.7 11.7 9.2 -2.7 -1.0 -1.7 -1.1 7.9 5.5 20.0 4.9 14.4 1.3 3.4 20.0 -0.2 15.1 -1.8 8.3 8.0 14.1 -0.3 -14.0 -20.0 20.0 20.0 20.0 18.7 CAD -6.3 -10.6 -4.7 3.4 -3.5 5.6 -4.8 5.3 -0.9 -20.0 5.7 -20.0 -0.6 -20.0 -20.0 -7.5 -6.8 -7.5 -7.2 -13.8 -4.9 -20.0 -2.3 -19.2 19.4 -4.9 -12.2 0.2 -12.6 0.8 -9.5 -7.1 -17.8 -20.0 -20.0 -14.6 -20.0 -20.0 -20.0 -20.0 CANOLA -2.4 -20.0 -15.6 -3.1 -1.0 -2.7 -1.6 -2.0 -2.6 -1.9 -0.4 -7.3 1.5 -9.2 -9.7 -16.1 -7.5 -12.3 -8.1 -10.8 -5.5 -6.7 -0.2 -9.8 2.9 -3.3 -1.4 -1.9 -2.3 -0.4 -3.0 -1.2 -4.5 1.5 -6.2 -0.3 20.0 20.0 20.0 20.0 CHF 0.2 -4.2 2.4 2.0 -2.1 3.3 -2.8 3.1 -0.5 -9.0 11.7 -7.3 10.7 -0.5 2.1 -14.8 -15.5 -15.1 -14.9 3.6 9.3 -4.3 11.5 -0.5 -0.5 3.5 -2.5 5.6 -1.7 6.0 1.1 -20.0 0.6 7.7 2.4 5.4 -20.0 -20.0 -20.0 -20.0 COCOA -14.3 -15.4 -10.4 -3.3 -1.0 -2.9 -1.7 -2.1 -2.7 -9.6 -6.9 -10.4 1.9 -10.4 -7.0 -1.0 13.4 4.9 9.3 -9.8 -5.2 -15.5 4.1 -13.0 -20.0 -2.8 -7.8 -0.6 -6.1 3.5 -4.5 20.0 -17.6 -7.4 3.3 8.4 -1.2 4.1 2.7 7.8 COFFEE -20.0 20.0 -6.5 -3.6 -1.1 -3.2 -1.9 -2.3 -3.0 8.4 4.5 -2.1 6.8 5.5 6.7 14.0 9.3 12.2 10.6 10.7 8.6 4.0 8.1 6.7 -20.0 3.4 0.9 3.0 0.8 3.1 2.1 20.0 5.9 18.1 20.0 20.0 8.1 16.0 17.5 20.0 COPPER 15.9 -4.5 -12.6 2.6 1.9 2.4 3.0 2.0 2.9 7.0 -3.5 7.2 -1.7 4.8 -5.0 -5.3 -5.4 -5.0 -5.2 -0.7 -1.9 8.1 0.2 4.5 -5.1 0.4 2.8 0.8 2.7 1.8 1.5 1.2 -2.9 -6.0 -10.7 -8.7 13.1 6.8 13.9 8.0 CORN 7.2 12.5 -6.6 -6.3 -1.9 -5.5 -3.2 -4.0 -5.2 13.6 -10.6 -0.7 -14.0 13.1 -0.3 -19.0 -18.9 -20.0 -20.0 1.5 -7.4 3.9 -14.1 5.3 9.5 2.4 6.2 -1.8 2.9 -7.3 3.5 -20.0 9.8 20.0 20.0 20.0 -7.1 0.2 -1.5 2.6 COTTON2 -0.5 -1.5 1.1 -7.6 -2.4 -6.7 -3.9 -4.9 -6.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -13.7 -16.6 -15.2 -9.9 -12.8 -14.5 -20.0 -11.1 -15.8 -6.0 -18.3 -7.5 -14.6 -13.6 -9.2 -13.4 -16.7 12.5 20.0 20.0 -12.6 -20.0 -8.5 -18.5 CRUDE_W -0.0 0.4 2.6 2.5 -14.2 3.3 -5.7 1.7 -0.1 -17.1 -1.3 -10.1 -9.1 -7.9 -8.4 8.7 7.8 8.1 7.5 -1.3 -1.8 -11.6 -4.9 -3.9 2.5 -3.5 -15.4 -3.0 -8.5 -4.1 -4.6 -2.2 -3.1 -8.2 -12.7 -16.8 20.0 12.4 -3.2 15.2 DAX 1.2 -15.1 -9.0 6.2 9.0 4.9 7.2 3.5 6.6 18.0 15.1 14.8 17.4 -0.6 -1.8 -6.3 -6.5 -5.7 -5.5 -1.2 6.8 20.0 20.0 4.9 -11.3 -2.4 19.8 -0.2 10.7 5.8 1.7 -0.6 20.0 -19.0 -20.0 -20.0 20.0 20.0 20.0 17.2 DOW 6.5 13.9 20.0 6.5 9.4 5.1 7.6 3.7 6.9 17.6 20.0 18.5 15.7 20.0 20.0 -9.6 -8.2 -8.6 -7.9 20.0 20.0 13.6 19.3 18.7 -16.2 7.5 4.2 6.2 4.2 4.3 6.0 -4.1 -10.9 -5.8 9.7 14.5 -20.0 -20.0 -20.0 -20.0 DX 1.9 5.2 5.4 1.7 -1.8 2.8 -2.4 2.6 -0.4 -0.4 -10.5 4.1 -10.3 2.0 -2.7 5.6 6.1 6.0 6.0 -1.9 -6.8 1.6 -9.4 0.8 -20.0 -1.1 -0.0 -3.4 0.9 -4.5 0.3 15.3 20.0 -3.5 -7.8 -8.6 20.0 13.8 20.0 16.3 EUR -1.0 -3.5 0.8 2.1 -2.2 3.5 -2.9 3.3 -0.5 -4.4 13.7 -6.7 12.8 -0.6 6.9 -6.9 -7.5 -7.3 -7.4 4.6 10.9 -2.8 13.4 0.2 11.9 3.9 -2.1 7.0 -1.7 7.7 0.9 -7.7 3.9 4.8 1.4 5.7 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -10.2 -3.2 -7.3 -0.5 5.2 -0.7 0.5 -2.2 -1.1 11.3 7.5 -7.1 10.2 -8.4 -7.5 12.4 10.1 12.9 12.3 -3.3 0.3 -0.9 5.1 -4.5 6.5 -2.7 5.7 -0.8 -0.4 1.8 -3.3 14.4 2.7 -9.5 -1.6 -3.7 16.1 20.0 18.1 20.0 EUROSTX 13.2 3.5 0.0 6.5 9.5 5.1 7.6 3.7 6.9 19.1 18.6 20.0 17.0 18.8 15.8 -3.0 -0.9 -2.2 -1.4 12.8 10.3 20.0 12.4 20.0 -6.5 4.8 19.8 1.7 14.9 1.7 9.5 7.7 20.0 6.9 -5.9 -20.0 20.0 20.0 20.0 16.6 FEEDCOW -20.0 -2.0 11.2 -3.8 -1.2 -3.3 -2.0 -2.4 -3.2 -1.2 11.6 3.5 12.3 5.6 10.0 18.6 6.4 16.8 12.3 14.0 20.0 2.9 20.0 6.2 -20.0 3.9 -0.2 6.4 0.7 7.0 1.5 20.0 20.0 0.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 3.0 5.0 8.3 2.2 -12.8 2.9 -5.1 1.5 -0.1 -12.5 6.8 -1.2 1.5 9.4 4.4 20.0 13.0 20.0 16.1 8.3 7.5 -3.7 3.6 5.6 -0.2 5.0 -10.6 4.7 -2.0 2.3 3.2 9.2 3.0 8.4 9.1 9.7 20.0 8.7 17.1 8.4 GASOLINE -2.8 2.4 4.5 2.5 -14.6 3.4 -5.9 1.7 -0.1 -17.4 5.8 -11.8 -0.5 -1.7 -1.8 20.0 20.0 20.0 20.0 1.9 3.0 -14.0 1.0 -3.6 -20.0 -2.9 -20.0 -0.9 -12.4 -0.2 -6.0 20.0 -11.5 -10.0 -7.6 -15.9 20.0 19.1 20.0 20.0 GAS_US_mini 7.4 -2.1 -19.4 3.1 -17.7 4.1 -7.1 2.1 -0.1 20.0 -20.0 13.1 -16.3 -1.2 -20.0 -20.0 -20.0 -20.0 -20.0 -14.7 -20.0 14.5 -17.2 -0.4 20.0 -5.4 17.3 -7.7 8.8 -5.3 0.9 -20.0 20.0 3.9 -11.4 -20.0 -3.0 -20.0 -20.0 -20.0 GBP -4.4 -4.5 -4.4 3.3 -3.4 5.4 -4.6 5.1 -0.8 2.1 16.3 -8.0 17.7 -2.0 -0.1 0.3 -0.2 -0.1 -0.3 0.7 9.4 -6.6 16.0 -5.1 1.1 3.5 -1.2 7.2 -4.0 9.7 -1.1 4.6 -1.8 1.0 7.3 -3.9 11.7 -2.7 6.3 -0.4 GOLD_micro 20.0 20.0 13.5 7.0 5.1 6.6 8.1 5.4 7.9 17.0 20.0 20.0 20.0 20.0 20.0 -12.9 -11.6 -12.0 -11.3 20.0 20.0 20.0 20.0 20.0 -20.0 7.5 6.1 6.0 8.4 6.0 8.8 -9.0 20.0 20.0 20.0 0.8 -19.2 1.3 -20.0 -4.3 HEATOIL -1.2 0.4 8.7 2.5 -14.4 3.3 -5.8 1.7 -0.1 -16.1 10.6 -8.3 4.0 2.7 7.1 10.1 8.8 9.8 9.0 5.3 7.6 -8.7 5.2 0.5 -20.0 -0.2 -15.6 3.3 -7.1 4.2 -2.7 0.6 -2.3 -3.3 -7.4 -0.9 14.3 4.7 -12.9 -5.2 JGB-SGX-mini -10.9 -10.8 -9.4 -0.4 3.7 -0.5 0.3 -1.6 -0.7 -7.4 -8.3 -9.7 -7.9 -9.7 -9.4 4.4 13.6 10.8 12.5 -9.3 -9.0 -9.0 -9.3 -9.8 -6.1 -3.4 -2.2 -3.0 -3.5 -3.3 -3.7 17.6 -13.9 -9.6 -10.7 -8.8 -20.0 -18.7 -20.0 -20.0 JPY -0.1 -2.7 -10.6 2.2 -2.3 3.7 -3.2 3.5 -0.6 12.1 -8.8 1.1 -6.0 -0.0 -10.1 -10.4 -11.1 -10.4 -10.3 -6.7 -6.5 2.0 -5.5 -3.8 20.0 -2.1 8.3 -2.3 2.0 -2.3 -1.1 -13.2 16.5 -0.8 -6.3 -15.8 -9.6 -10.2 -14.7 -9.9 LEANHOG -5.9 4.0 2.0 -7.1 -2.2 -6.2 -3.7 -4.6 -5.9 -18.8 20.0 -9.8 19.7 13.0 16.4 20.0 20.0 20.0 20.0 14.6 18.6 -6.5 18.2 7.0 0.8 6.2 -10.2 6.8 -2.6 7.0 3.6 20.0 8.2 20.0 20.0 20.0 20.0 13.7 20.0 20.0 LIVECOW -13.3 0.3 12.4 -4.7 -1.5 -4.1 -2.4 -3.0 -3.9 -12.6 14.4 -5.0 15.0 2.3 11.3 -10.2 14.5 3.3 11.7 12.5 20.0 -4.7 20.0 1.2 -20.0 4.1 -2.3 8.2 -1.6 10.1 0.2 20.0 7.3 -2.9 20.0 20.0 20.0 13.0 20.0 18.6 LUMBER-new 10.2 -20.0 -7.7 -4.2 -1.3 -3.7 -2.2 -2.7 -3.5 12.0 -9.8 11.2 -6.9 -8.1 -10.2 -20.0 -20.0 -20.0 -20.0 -12.7 -11.7 11.4 -7.3 -2.7 NaN -2.8 4.0 -2.3 3.1 -0.9 -0.4 -20.0 20.0 19.0 -19.4 12.0 20.0 20.0 20.0 20.0 MXP 6.6 2.7 14.7 3.5 -3.6 5.8 -4.9 5.4 -0.9 -3.6 20.0 16.8 16.2 20.0 20.0 13.1 12.6 12.8 12.4 20.0 20.0 7.2 20.0 16.9 -20.0 9.6 -1.9 11.2 2.8 9.3 6.9 20.0 19.5 20.0 18.6 20.0 8.9 7.5 1.2 9.8 NASDAQ_micro 18.9 15.1 20.0 6.4 9.2 5.0 7.5 3.6 6.8 17.2 20.0 18.2 19.4 18.7 20.0 -11.2 -8.8 -10.0 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 6.5 6.9 6.3 5.7 7.1 -5.6 4.9 20.0 9.0 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 12.7 18.7 20.0 6.7 9.7 5.2 7.8 3.8 7.1 -1.9 20.0 15.2 18.0 19.0 20.0 2.2 9.1 7.1 8.6 20.0 20.0 10.6 20.0 20.0 -16.7 8.0 -0.4 6.8 1.8 3.7 5.6 20.0 -20.0 16.2 20.0 20.0 10.5 16.0 20.0 20.0 NZD -6.6 -9.8 -6.6 2.1 -2.2 3.5 -3.0 3.3 -0.5 -1.5 3.1 -10.8 -2.8 -10.6 -11.1 -3.6 -2.6 -3.5 -3.2 -8.6 -4.0 -9.8 -1.9 -11.4 10.5 -3.1 -0.3 -1.2 -4.7 -0.9 -4.9 0.0 -3.9 -8.4 -15.5 -11.6 20.0 17.1 20.0 20.0 OAT 2.0 -4.7 -5.2 -0.6 5.9 -0.8 0.5 -2.5 -1.2 13.7 0.0 1.5 -5.5 -1.0 -6.1 16.3 9.9 16.0 13.9 -4.7 -5.4 2.6 -5.7 -1.7 1.3 -3.1 5.6 -3.2 2.1 -2.5 -1.1 15.0 3.5 5.9 -7.6 -9.6 19.3 20.0 18.6 20.0 OATIES -5.1 -20.0 -16.8 -7.6 -2.4 -6.7 -3.9 -4.9 -6.3 -20.0 -20.0 -20.0 -10.6 -20.0 -20.0 -20.0 -4.8 -19.3 -10.2 -20.0 -20.0 -19.6 -15.1 -20.0 -18.9 -8.7 -9.0 -7.1 -7.0 -4.8 -7.6 0.1 -17.9 -8.8 -5.3 1.0 -20.0 -9.8 -20.0 -9.3 OJ -1.1 -1.3 12.5 -2.3 -0.7 -2.0 -1.2 -1.5 -1.9 -5.5 -3.2 -5.5 -4.7 -3.8 -1.6 0.0 6.4 1.9 3.6 -2.1 -3.3 -4.1 -4.7 -2.9 -20.0 -0.8 -2.9 -1.7 -2.0 -2.2 -1.1 20.0 -2.3 5.5 7.7 7.5 -11.5 -11.2 -7.9 -9.3 PALLAD 15.5 1.0 12.4 4.5 3.3 4.3 5.2 3.5 5.1 6.4 6.2 10.7 4.4 9.3 5.3 -3.1 -2.9 -3.0 -3.0 9.9 9.2 11.7 6.8 12.6 20.0 3.8 0.6 4.6 4.3 4.4 4.4 5.3 -7.4 -4.3 -15.1 -3.1 -20.0 -20.0 -20.0 -20.0 PLAT 19.1 3.5 18.8 4.8 3.6 4.6 5.6 3.7 5.4 8.1 12.4 11.4 10.3 11.9 12.4 -3.4 -3.5 -3.1 -3.0 20.0 20.0 20.0 17.7 20.0 1.5 4.7 3.6 5.2 6.7 5.0 5.9 4.8 20.0 7.7 -0.6 11.8 20.0 6.4 -9.3 -5.5 REDWHEAT 3.7 -3.8 -13.1 -7.1 -2.2 -6.3 -3.7 -4.6 -5.9 -15.9 -20.0 -18.4 -20.0 -20.0 -20.0 -20.0 -16.3 -19.8 -18.5 -18.7 -20.0 -13.4 -20.0 -14.0 7.2 -7.4 -9.2 -8.5 -8.9 -11.1 -7.3 -18.4 -9.9 10.8 9.2 20.0 -20.0 -20.0 -20.0 -20.0 RICE -10.7 -18.0 -20.0 -3.5 -1.1 -3.0 -1.8 -2.2 -2.9 -10.2 -11.8 -11.3 -11.2 -11.8 -11.9 -17.4 -8.6 -16.9 -15.0 -18.9 -19.0 -14.3 -17.5 -16.6 -1.8 -4.2 -4.0 -4.4 -3.7 -4.8 -3.8 -9.5 -11.9 -10.2 -6.9 -5.5 -11.4 -8.3 -6.6 -8.0 ROBUSTA -15.5 20.0 -0.9 -2.2 -0.7 -2.0 -1.2 -1.4 -1.9 3.4 -1.3 -3.5 -0.7 2.0 2.7 11.9 15.4 16.4 15.4 2.5 0.1 -0.2 -0.6 0.5 -20.0 0.9 0.8 0.1 -0.0 -0.0 0.3 20.0 -0.8 1.2 20.0 7.0 -0.0 17.8 3.4 20.0 RUSSELL 3.3 17.7 20.0 5.9 8.6 4.6 6.9 3.4 6.3 6.0 17.7 8.3 9.2 15.6 17.8 -5.8 -5.5 -5.4 -5.2 20.0 20.0 8.8 12.6 17.1 8.8 6.7 2.2 5.5 2.4 2.8 4.8 0.4 -20.0 -5.7 16.2 19.6 -20.0 -20.0 -20.0 -20.0 SHATZ -8.4 -10.4 -13.4 -0.6 6.0 -0.8 0.6 -2.5 -1.2 12.6 -5.5 -10.8 1.8 -13.4 -16.0 -20.0 -19.5 -20.0 -19.4 -13.1 -10.1 -3.1 -4.6 -10.0 6.6 -5.7 2.0 -4.4 -1.2 -1.9 -4.4 -20.0 2.5 -13.5 -12.3 -15.7 19.7 18.7 20.0 20.0 SILVER-mini 16.6 18.8 14.8 8.1 6.0 7.6 9.3 6.2 9.1 15.8 20.0 20.0 20.0 20.0 20.0 -7.5 -6.8 -7.2 -6.9 20.0 20.0 20.0 20.0 20.0 -11.7 9.0 5.8 7.2 10.0 5.4 10.3 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 17.5 5.0 SMI -7.1 7.1 -1.9 5.1 7.4 4.0 6.0 2.9 5.4 14.1 4.7 5.3 4.5 5.6 4.6 4.6 2.8 2.4 2.2 2.6 1.7 15.1 2.7 4.8 8.1 1.5 17.8 0.1 8.1 0.1 2.6 13.8 13.3 -20.0 -6.0 -18.9 20.0 20.0 20.0 20.0 SOFR -16.1 2.9 10.4 -0.7 7.5 -1.0 0.7 -3.2 -1.5 4.4 18.3 -11.7 12.9 -4.1 11.3 6.7 4.9 7.0 6.4 8.3 15.7 -6.1 14.7 -3.1 -20.0 3.7 2.1 6.4 -2.8 5.5 -1.3 4.6 -7.1 -15.1 13.7 20.0 6.1 -13.3 -19.8 -20.0 SOYBEAN -6.0 4.2 1.8 -6.4 -2.0 -5.6 -3.3 -4.1 -5.3 6.9 3.4 -10.8 -11.0 3.0 1.7 -5.7 -7.5 -9.8 -9.7 -0.7 -0.2 -4.9 -6.7 -4.7 -3.2 3.3 2.4 4.0 -2.4 -1.6 -1.0 -3.5 -6.9 8.7 20.0 20.0 -12.8 -2.2 -9.4 2.8 SOYMEAL -7.8 -0.9 -2.6 -6.5 -2.0 -5.7 -3.4 -4.2 -5.4 -3.9 -17.5 -13.4 -20.0 -14.7 -15.2 -20.0 -15.9 -20.0 -19.2 -14.3 -17.1 -11.2 -20.0 -15.1 -16.8 -4.6 2.3 -6.1 -5.7 -9.9 -6.5 -18.9 -13.2 1.9 20.0 9.1 -19.0 -20.0 -17.0 -20.0 SOYOIL -8.4 -17.9 2.2 -4.6 -1.4 -4.0 -2.4 -2.9 -3.8 4.6 5.5 -10.1 8.0 -12.6 -4.9 -9.2 -3.4 -6.1 -4.5 -7.5 1.7 -5.8 7.1 -10.3 -11.1 -3.0 1.0 0.6 -2.1 2.1 -4.1 4.8 -2.9 -0.7 -1.4 20.0 -20.0 -10.4 -20.0 -11.1 SP400 -5.3 7.5 16.9 5.7 8.2 4.5 6.6 3.2 6.0 7.2 15.4 -4.5 7.2 9.0 13.6 -6.2 -5.9 -5.9 -5.7 11.0 12.7 0.3 8.2 3.8 -2.1 5.2 1.7 4.6 0.4 1.9 2.3 -0.4 -20.0 -20.0 -4.7 2.9 -20.0 -20.0 -20.0 -20.0 SP500_micro 12.1 16.0 20.0 7.5 10.9 5.9 8.8 4.3 8.0 20.0 20.0 20.0 20.0 20.0 20.0 -12.0 -9.7 -10.7 -9.6 20.0 20.0 20.0 20.0 20.0 -20.0 9.1 6.7 8.0 6.5 5.9 7.8 -6.8 -0.9 12.7 14.6 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 0.6 -2.2 -8.8 -5.7 -1.8 -5.0 -3.0 -3.7 -4.7 4.1 -16.6 -0.1 -16.4 -10.5 -12.9 -5.8 5.0 -8.7 -4.3 -11.2 -14.3 -1.2 -15.2 -6.8 -20.0 -5.5 -0.0 -7.1 -0.5 -7.0 -3.2 12.8 14.3 6.7 15.0 7.4 -20.0 -20.0 -20.0 -20.0 US10 -7.7 8.4 10.3 -0.6 5.8 -0.8 0.5 -2.5 -1.2 11.3 12.0 -5.1 2.2 3.8 10.5 2.4 -0.6 1.7 1.0 8.2 9.5 -0.1 5.4 2.2 -4.5 4.1 3.1 4.6 0.2 3.0 1.3 -4.7 -0.8 0.5 15.0 17.6 -9.9 -20.0 -20.0 -20.0 US10U -3.2 10.8 10.7 -0.8 8.1 -1.1 0.8 -3.5 -1.7 16.7 13.6 -1.7 -1.5 8.0 15.0 -0.3 -2.2 -1.7 -2.0 13.6 12.3 3.5 4.3 7.1 -10.4 6.4 4.6 5.9 1.7 3.1 3.5 -8.7 1.9 13.1 20.0 20.0 8.9 -12.6 -19.7 -20.0 US2 -7.2 5.5 5.1 -0.5 5.3 -0.7 0.5 -2.3 -1.1 9.4 5.3 -4.6 -2.7 -0.3 5.9 -10.3 -16.1 -12.6 -13.6 3.3 4.3 0.1 1.6 -0.3 18.2 2.5 4.8 3.3 0.4 2.6 0.3 -20.0 -1.3 -3.4 9.9 9.5 -6.9 -9.9 -11.8 -20.0 US20 3.3 12.0 10.1 -0.5 5.3 -0.7 0.5 -2.3 -1.1 11.6 3.4 4.9 -6.4 8.3 10.8 4.7 2.6 4.4 3.7 9.3 5.8 4.7 -0.6 7.2 -7.4 4.4 2.9 3.2 1.9 0.9 3.2 0.4 4.6 16.1 16.2 16.9 20.0 10.3 -2.4 -11.0 US30 5.0 11.2 8.2 -0.6 6.2 -0.9 0.6 -2.7 -1.3 12.6 -0.7 5.0 -10.7 9.8 11.2 -7.6 -3.6 -5.3 -4.0 8.3 3.2 4.3 -4.6 7.3 -4.7 4.8 2.5 2.9 2.1 -0.3 3.8 -11.4 4.4 18.7 15.3 15.2 20.0 6.2 0.5 -12.0 US5 -10.6 5.7 8.5 -0.6 6.2 -0.9 0.6 -2.7 -1.3 9.8 13.1 -8.0 3.3 -0.2 9.0 -1.4 -3.9 -2.4 -2.7 6.1 9.1 -1.7 6.2 -0.4 1.2 3.5 3.5 5.0 -0.6 4.0 0.1 -10.6 -2.2 -6.3 12.4 15.5 -10.8 -15.2 -17.7 -20.0 VIX -0.9 -13.0 -13.7 -7.7 -1.7 -4.8 -2.9 -0.4 -5.8 -13.6 -17.6 -18.5 -8.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -6.8 -5.6 -13.7 NaN -8.8 -2.0 -5.7 -3.1 -0.7 -6.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 7.4 -0.8 -13.0 -7.3 -2.3 -6.4 -3.8 -4.7 -6.0 -6.5 -20.0 -10.9 -20.0 -13.8 -20.0 -18.1 -18.2 -18.5 -18.3 -14.6 -20.0 -5.8 -20.0 -8.0 13.3 -5.6 -3.2 -7.0 -4.3 -9.8 -4.1 -19.9 -0.8 14.5 16.4 20.0 -20.0 -18.1 -20.0 -20.0 End of report for caleb_strategy_v3