******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251003_204357 produced at 2025-10-03 21:39:02.295284 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.19 0.0 0.00 0.00 0.00 0.00 -25.32 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.58 0.0 0.00 0.00 0.00 0.00 -4.66 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 -35.91 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 -2.87 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.13 0.0 1.07 -1.07 -0.15 -0.15 -3.46 29.0 -4 -4 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.07 0.0 0.13 -0.13 -0.08 -0.08 -13.58 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 -3.97 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 1.06 -1.06 0.00 -0.08 -0.63 13.0 0 -1 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.05 0.0 0.05 -0.05 -0.03 -0.03 -4.34 4.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.84 59.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.17 -0.17 -0.05 -0.05 -3.66 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 -1.84 9.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.03 0.0 0.74 -0.74 -0.04 -0.04 -0.59 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 -1.83 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 -0.12 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 -0.40 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 HEATOIL False False 0.05 0.00 -0.02 0.0 0.14 -0.14 0.00 -0.05 -0.32 3.0 0 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.21 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 -1.37 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 -0.40 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.56 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 -0.18 17.0 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 -0.08 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.01 0.0 0.14 -0.14 -0.04 -0.04 -0.46 12.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.41 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.83 -0.83 -0.03 -0.03 -0.40 26.0 -1 -1 caleb_strategy_v3 DX False False 0.05 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.02 999999999.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.00 0.0 0.77 -0.77 0.00 0.00 0.04 13.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.53 -0.53 0.00 0.02 0.17 23.0 0 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.11 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.00 0.0 0.23 -0.23 -0.00 0.00 -0.72 51.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.03 -0.03 0.00 0.00 -0.42 3.0 0 0 caleb_strategy_v3 EUR False False 0.08 0.00 0.01 0.0 1.06 -1.06 0.00 0.00 0.09 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.80 -0.80 0.00 0.00 0.70 66.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.00 0.12 6.0 1 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 PALLAD False False 0.07 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.20 2.0 0 0 caleb_strategy_v3 COPPER False False 0.07 -0.07 0.01 0.0 999.00 -999.00 -0.07 0.07 0.10 999999999.0 -1 1 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 NZD False False 0.03 0.00 0.02 0.0 0.63 -0.63 0.00 0.00 0.50 21.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.34 9.0 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 1.14 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 0.21 0.60 23.0 7 8 caleb_strategy_v3 DAX False False 0.01 -0.01 0.03 0.0 0.85 -0.85 -0.01 0.00 1.97 58.0 -1 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.04 0.0 1.34 -1.34 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 1.23 4.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 6.66 68.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.04 0.05 0.0 0.42 -0.42 0.04 0.00 1.11 10.0 1 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.12 -1.12 0.00 0.00 2.43 56.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.05 0.0 0.95 -0.95 0.04 0.00 1.23 22.0 1 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.82 -0.82 0.00 0.00 1.17 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.72 -0.72 0.27 0.27 0.64 8.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.06 0.25 0.08 0.0 999.00 -999.00 0.25 0.25 1.26 999999999.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.08 0.0 0.00 0.00 0.00 0.00 0.98 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.31 0.09 0.0 0.68 -0.68 0.31 0.27 2.74 20.0 9 8 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.87 12.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.72 -0.72 0.00 0.00 1.39 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 1.63 10.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.13 0.12 0.0 0.23 -0.23 0.13 0.13 6.87 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 3.61 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.40 0.35 0.0 0.57 -0.57 0.40 0.35 22.18 36.0 25 22 caleb_strategy_v3 MXP False False 0.01 0.50 0.66 0.0 0.83 -0.83 0.50 0.50 47.43 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.38 0.0 1.47 -1.47 0.00 0.00 9.37 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.4 Shocked risk 80.7 Sum abs risk 55.8 Leverage 6.85 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1951290.33, 'annual_cash_vol_target': 487822.5825, 'daily_cash_vol_target': 30488.91140625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6607 0.5192 8.3065 BITCOIN 2146.0567 123520.0000 1.7374 27.7987 BOBL 0.1742 117.8300 0.1479 2.3656 BTP 0.4196 119.9700 0.3498 5.5966 BUND 0.3672 128.6600 0.2854 4.5660 BUXL 0.9091 114.7800 0.7920 12.6721 CAC 56.3716 8073.5000 0.6982 11.1717 CAD 0.0024 0.7190 0.3321 5.3136 CANOLA 7.7615 618.7000 1.2545 20.0718 CHF 0.0055 1.2672 0.4313 6.9000 COCOA 143.4859 6194.0000 2.3165 37.0645 COFFEE 7.9132 371.7500 2.1286 34.0580 COPPER 0.0804 5.0860 1.5812 25.2985 CORN 4.2978 462.2500 0.9298 14.8762 COTTON2 0.6925 65.3000 1.0605 16.9686 CRUDE_W 0.9586 60.1200 1.5945 25.5124 DAX 167.7499 24492.0000 0.6849 10.9587 DOW 234.1141 47108.0000 0.4970 7.9516 DX 0.4062 97.4350 0.4169 6.6700 EUR 0.0052 1.1788 0.4432 7.0905 EURIBOR-ICE 0.0310 97.8150 0.0317 0.5065 EUROSTX 41.5441 5662.0000 0.7337 11.7398 FEEDCOW 3.4069 349.6000 0.9745 15.5924 GASOIL 11.2598 645.0000 1.7457 27.9313 GASOLINE 0.0297 1.7910 1.6566 26.5052 GAS_US_mini 0.0889 4.0300 2.2060 35.2952 GBP 0.0060 1.3481 0.4474 7.1579 GOLD_micro 23.9280 3911.4000 0.6117 9.7880 HEATOIL 0.0351 2.2179 1.5844 25.3510 JGB-SGX-mini 0.2167 135.8700 0.1595 2.5516 JPY 0.0000 0.0068 0.5537 8.8593 LEANHOG 1.1785 87.3000 1.3499 21.5982 LIVECOW 1.8589 234.6000 0.7924 12.6779 LUMBER-new 8.6905 641.0000 1.3558 21.6923 MXP 0.0003 0.0540 0.5006 8.0093 NASDAQ_micro 137.3070 25010.7500 0.5490 8.7839 NIKKEI 388.6386 46025.0000 0.8444 13.5105 NZD 0.0035 0.5850 0.6014 9.6222 OAT 0.3751 121.5800 0.3085 4.9361 OATIES 3.8338 322.5000 1.1888 19.0202 OJ 6.7774 235.4500 2.8785 46.0557 PALLAD 24.0242 1285.0000 1.8696 29.9134 PLAT 24.4522 1638.1000 1.4927 23.8834 REDWHEAT 7.2372 517.2500 1.3992 22.3868 RICE 0.1422 11.3800 1.2493 19.9888 ROBUSTA 108.0083 4523.0000 2.3880 38.2077 RUSSELL 21.4054 2491.1000 0.8593 13.7484 SHATZ 0.0500 106.9850 0.0467 0.7478 SILVER-mini 0.5673 48.1625 1.1778 18.8456 SMI 90.4165 12515.0000 0.7225 11.5594 SOFR 0.0487 96.7400 0.0503 0.8049 SOYBEAN 8.4959 1065.2500 0.7976 12.7608 SOYMEAL 3.0816 282.6000 1.0904 17.4472 SOYOIL 0.6884 50.3300 1.3678 21.8847 SP400 23.9904 3309.5000 0.7249 11.5983 SP500_micro 29.9333 6770.7500 0.4421 7.0736 SUGAR11 0.2267 16.0200 1.4149 22.6379 US10 0.3211 112.6562 0.2850 4.5599 US10U 0.4163 115.3125 0.3610 5.7768 US2 0.0842 104.2422 0.0808 1.2923 US20 0.6353 116.9375 0.5432 8.6919 US30 0.9290 120.4375 0.7713 12.3415 US5 0.2072 109.2812 0.1896 3.0343 VIX 0.3886 19.8500 1.9575 31.3199 WHEAT 6.7966 589.2500 1.1534 18.4550 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.75 0.52 343.03 1.00 343.03 30488.91 88.88 15.65 139.07 BITCOIN 123.52 1.74 214.61 1.00 214.61 30488.91 142.07 -4.44 -63.09 BOBL 1178.30 0.15 174.21 1.17 204.56 30488.91 149.05 4.02 59.86 BTP 1199.70 0.35 419.64 1.17 492.73 30488.91 61.88 6.56 40.62 BUND 1286.60 0.29 367.17 1.17 431.11 30488.91 70.72 4.09 28.91 BUXL 1147.80 0.79 909.06 1.17 1067.39 30488.91 28.56 -2.67 -7.63 CAC 807.35 0.70 563.72 1.17 661.90 30488.91 46.06 11.87 54.67 CAD 719.00 0.33 238.78 1.00 238.78 30488.91 127.69 -10.44 -133.24 CANOLA 123.74 1.25 155.23 0.72 111.35 30488.91 273.81 -1.07 -29.43 CHF 1584.06 0.43 683.13 1.00 683.13 30488.91 44.63 -5.46 -24.37 COCOA 619.40 2.32 1434.86 1.00 1434.86 30488.91 21.25 -7.66 -16.27 COFFEE 1394.06 2.13 2967.44 1.00 2967.44 30488.91 10.27 8.82 9.06 COPPER 1271.50 1.58 2010.44 1.00 2010.44 30488.91 15.17 0.62 0.94 CORN 231.12 0.93 214.89 1.00 214.89 30488.91 141.88 -1.32 -18.76 COTTON2 326.50 1.06 346.27 1.00 346.27 30488.91 88.05 -18.51 -163.02 CRUDE_W 601.20 1.59 958.63 1.00 958.63 30488.91 31.80 -1.20 -3.82 DAX 244.92 0.68 167.75 1.17 196.97 30488.91 154.79 3.73 57.74 DOW 235.54 0.50 117.06 1.00 117.06 30488.91 260.46 1.16 30.09 DX 974.35 0.42 406.18 1.00 406.18 30488.91 75.06 0.10 0.73 EUR 1473.44 0.44 652.96 1.00 652.96 30488.91 46.69 0.72 3.35 EURIBOR-ICE 2445.38 0.03 77.41 1.17 90.89 30488.91 335.45 8.18 274.42 EUROSTX 566.20 0.73 415.44 1.17 487.80 30488.91 62.50 12.81 80.09 FEEDCOW 1748.00 0.97 1703.47 1.00 1703.47 30488.91 17.90 10.77 19.27 GASOIL 645.00 1.75 1125.98 1.00 1125.98 30488.91 27.08 10.49 28.41 GASOLINE 752.22 1.66 1246.11 1.00 1246.11 30488.91 24.47 1.03 2.53 GAS_US_mini 100.75 2.21 222.25 1.00 222.25 30488.91 137.18 -9.13 -125.25 GBP 842.56 0.45 376.94 1.00 376.94 30488.91 80.89 5.87 47.51 GOLD_micro 391.14 0.61 239.28 1.00 239.28 30488.91 127.42 5.59 71.17 HEATOIL 931.52 1.58 1475.93 1.00 1475.93 30488.91 20.66 -3.56 -7.35 JGB-SGX-mini 135870.00 0.16 21667.64 0.01 147.27 30488.91 207.03 -11.28 -233.53 JPY 853.38 0.55 472.52 1.00 472.52 30488.91 64.52 -3.50 -22.60 LEANHOG 349.20 1.35 471.38 1.00 471.38 30488.91 64.68 17.46 112.95 LIVECOW 938.40 0.79 743.56 1.00 743.56 30488.91 41.00 8.59 35.24 LUMBER-new 176.28 1.36 238.99 1.00 238.99 30488.91 127.58 -1.34 -17.10 MXP 269.75 0.50 135.03 1.00 135.03 30488.91 225.79 14.29 322.71 NASDAQ_micro 500.22 0.55 274.61 1.00 274.61 30488.91 111.02 2.33 25.86 NIKKEI 46025.00 0.84 38863.86 0.01 264.14 30488.91 115.43 17.72 204.54 NZD 584.95 0.60 351.78 1.00 351.78 30488.91 86.67 2.23 19.29 OAT 1215.80 0.31 375.08 1.17 440.41 30488.91 69.23 6.90 47.74 OATIES 161.25 1.19 191.69 1.00 191.69 30488.91 159.06 -20.00 -318.11 OJ 353.18 2.88 1016.61 1.00 1016.61 30488.91 29.99 -5.49 -16.47 PALLAD 1285.00 1.87 2402.42 1.00 2402.42 30488.91 12.69 4.52 5.73 PLAT 819.05 1.49 1222.61 1.00 1222.61 30488.91 24.94 13.02 32.47 REDWHEAT 258.62 1.40 361.86 1.00 361.86 30488.91 84.26 -16.33 -137.61 RICE 227.60 1.25 284.34 1.00 284.34 30488.91 107.23 -16.62 -178.24 ROBUSTA 452.30 2.39 1080.08 1.00 1080.08 30488.91 28.23 4.40 12.43 RUSSELL 124.56 0.86 107.03 1.00 107.03 30488.91 284.87 7.05 200.71 SHATZ 1069.85 0.05 50.00 1.17 58.71 30488.91 519.30 -5.44 -282.49 SILVER-mini 1204.06 1.18 1418.20 1.00 1418.20 30488.91 21.50 17.14 36.85 SMI 1251.50 0.72 904.17 1.26 1135.32 30488.91 26.85 10.69 28.72 SOFR 2418.50 0.05 121.67 1.00 121.67 30488.91 250.59 -3.06 -76.56 SOYBEAN 532.62 0.80 424.80 1.00 424.80 30488.91 71.77 -2.93 -21.03 SOYMEAL 282.60 1.09 308.16 1.00 308.16 30488.91 98.94 -20.00 -197.88 SOYOIL 301.98 1.37 413.05 1.00 413.05 30488.91 73.81 -8.19 -60.45 SP400 3309.50 0.72 2399.04 1.00 2399.04 30488.91 12.71 -2.94 -3.74 SP500_micro 338.54 0.44 149.67 1.00 149.67 30488.91 203.71 2.40 48.87 SUGAR11 179.42 1.41 253.86 1.00 253.86 30488.91 120.10 -12.52 -150.31 US10 1126.56 0.28 321.06 1.00 321.06 30488.91 94.96 -1.52 -14.40 US10U 1153.12 0.36 416.33 1.00 416.33 30488.91 73.23 0.40 2.95 US2 2084.84 0.08 168.39 1.00 168.39 30488.91 181.06 -0.90 -16.36 US20 1169.38 0.54 635.25 1.00 635.25 30488.91 47.99 5.59 26.82 US30 1204.38 0.77 928.99 1.00 928.99 30488.91 32.82 2.67 8.76 US5 1092.81 0.19 207.24 1.00 207.24 30488.91 147.12 -2.16 -31.71 VIX 198.50 1.96 388.56 1.00 388.56 30488.91 78.47 -18.52 -145.29 WHEAT 294.62 1.15 339.83 1.00 339.83 30488.91 89.72 -11.51 -103.22 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 139.068 0.010 2.5 3.613 BITCOIN -63.088 0.043 2.5 -6.841 BOBL 59.860 0.004 2.5 0.608 BTP 40.615 0.014 2.5 1.387 BUND 28.906 0.004 2.5 0.294 BUXL -7.634 0.004 2.5 -0.078 CAC 54.666 0.014 2.5 1.867 CAD -133.245 0.010 2.5 -3.462 CANOLA -29.428 0.010 2.5 -0.717 CHF -24.366 0.010 2.5 -0.633 COCOA -16.273 0.010 2.5 -0.396 COFFEE 9.062 0.005 2.5 0.120 COPPER 0.936 0.043 2.5 0.101 CORN -18.762 0.010 2.5 -0.457 COTTON2 -163.023 0.010 2.5 -3.972 CRUDE_W -3.816 0.043 2.5 -0.414 DAX 57.741 0.014 2.5 1.972 DOW 30.087 0.009 2.5 0.700 DX 0.729 0.010 2.5 0.019 EUR 3.348 0.010 2.5 0.087 EURIBOR-ICE 274.423 0.014 2.5 9.373 EUROSTX 80.088 0.014 2.5 2.736 FEEDCOW 19.268 0.013 2.5 0.639 GASOIL 28.409 0.017 2.5 1.233 GASOLINE 2.531 0.017 2.5 0.110 GAS_US_mini -125.250 0.043 2.5 -13.582 GBP 47.514 0.010 2.5 1.235 GOLD_micro 71.167 0.014 2.5 2.431 HEATOIL -7.351 0.017 2.5 -0.319 JGB-SGX-mini -233.528 0.043 2.5 -25.324 JPY -22.605 0.010 2.5 -0.587 LEANHOG 112.946 0.024 2.5 6.874 LIVECOW 35.241 0.013 2.5 1.169 LUMBER-new -17.101 0.010 2.5 -0.417 MXP 322.713 0.059 2.5 47.432 NASDAQ_micro 25.858 0.009 2.5 0.602 NIKKEI 204.540 0.043 2.5 22.180 NZD 19.288 0.010 2.5 0.501 OAT 47.743 0.014 2.5 1.631 OATIES -318.110 0.010 2.5 -7.750 OJ -16.468 0.010 2.5 -0.401 PALLAD 5.731 0.014 2.5 0.196 PLAT 32.465 0.014 2.5 1.109 REDWHEAT -137.615 0.005 2.5 -1.828 RICE -178.238 0.010 2.5 -4.342 ROBUSTA 12.434 0.005 2.5 0.165 RUSSELL 200.711 0.013 2.5 6.660 SHATZ -282.490 0.004 2.5 -2.869 SILVER-mini 36.852 0.014 2.5 1.259 SMI 28.715 0.014 2.5 0.981 SOFR -76.560 0.024 2.5 -4.659 SOYBEAN -21.025 0.004 2.5 -0.196 SOYMEAL -197.877 0.004 2.5 -1.843 SOYOIL -60.447 0.004 2.5 -0.563 SP400 -3.740 0.013 2.5 -0.124 SP500_micro 48.871 0.009 2.5 1.137 SUGAR11 -150.309 0.010 2.5 -3.662 US10 -14.397 0.005 2.5 -0.183 US10U 2.952 0.005 2.5 0.037 US2 -16.364 0.005 2.5 -0.208 US20 26.820 0.005 2.5 0.340 US30 8.762 0.005 2.5 0.111 US5 -31.706 0.005 2.5 -0.402 VIX -145.293 0.099 2.5 -35.915 WHEAT -103.223 0.005 2.5 -1.371 ===================== Position diags ===================== AUD 2.31 BITCOIN 15.41 BOBL 1.51 BTP 2.11 BUND 0.72 BUXL 0.29 CAC 1.57 CAD 3.32 CANOLA 6.67 CHF 1.16 COCOA 0.52 COFFEE 0.14 COPPER 1.64 CORN 3.46 COTTON2 2.15 CRUDE_W 3.45 DAX 5.29 DOW 6.06 DX 1.95 EUR 1.21 EURIBOR-ICE 11.46 EUROSTX 2.13 FEEDCOW 0.59 GASOIL 1.18 GASOLINE 1.06 GAS_US_mini 14.88 GBP 2.10 GOLD_micro 4.35 HEATOIL 0.90 JGB-SGX-mini 22.45 JPY 1.68 LEANHOG 3.94 LIVECOW 1.36 LUMBER-new 3.11 MXP 33.19 NASDAQ_micro 2.58 NIKKEI 12.52 NZD 2.25 OAT 2.36 OATIES 3.88 OJ 0.73 PALLAD 0.43 PLAT 0.85 REDWHEAT 1.12 RICE 2.61 ROBUSTA 0.37 RUSSELL 9.45 SHATZ 5.27 SILVER-mini 0.73 SMI 0.92 SOFR 15.25 SOYBEAN 0.67 SOYMEAL 0.92 SOYOIL 0.69 SP400 0.42 SP500_micro 4.74 SUGAR11 2.93 US10 1.21 US10U 0.93 US2 2.30 US20 0.61 US30 0.42 US5 1.87 VIX 19.40 WHEAT 1.19 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.8 0.0 0 BITCOIN -6.8 -8.4 -5.3 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 -0.0 0.0 0 CAC 1.9 1.7 2.0 0.0 0 CAD -3.5 -3.8 -3.1 -4.0 -4 CANOLA -0.7 -1.4 -0.0 -1.0 -1 CHF -0.6 -0.7 -0.5 0.0 0 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 0.1 -0.1 0.3 -1.0 -1 CORN -0.5 -0.8 -0.1 -3.0 -3 COTTON2 -4.0 -4.2 -3.8 -4.0 -4 CRUDE_W -0.4 -0.8 -0.1 0.0 0 DAX 2.0 1.4 2.5 -1.0 -1 DOW 0.7 0.1 1.3 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 9.4 8.2 10.5 0.0 0 EUROSTX 2.7 2.5 2.9 9.0 9 FEEDCOW 0.6 0.6 0.7 3.0 3 GASOIL 1.2 1.1 1.4 1.0 1 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini -13.6 -15.1 -12.1 -15.0 -15 GBP 1.2 1.0 1.4 1.0 1 GOLD_micro 2.4 2.0 2.9 0.0 0 HEATOIL -0.3 -0.4 -0.2 0.0 0 JGB-SGX-mini -25.3 -27.6 -23.1 0.0 0 JPY -0.6 -0.8 -0.4 -1.0 -1 LEANHOG 6.9 6.5 7.3 7.0 7 LIVECOW 1.2 1.0 1.3 0.0 0 LUMBER-new -0.4 -0.7 -0.1 0.0 0 MXP 47.4 44.1 50.8 36.0 36 NASDAQ_micro 0.6 0.3 0.9 7.0 7 NIKKEI 22.2 20.9 23.4 25.0 25 NZD 0.5 0.3 0.7 0.0 0 OAT 1.6 1.4 1.9 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 0.2 0.2 0.0 0 PLAT 1.1 1.0 1.2 1.0 1 REDWHEAT -1.8 -1.9 -1.7 0.0 0 RICE -4.3 -4.6 -4.1 -3.0 -3 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 6.7 5.7 7.6 0.0 0 SHATZ -2.9 -3.4 -2.3 NaN 0 SILVER-mini 1.3 1.2 1.3 4.0 4 SMI 1.0 0.9 1.1 0.0 0 SOFR -4.7 -6.2 -3.1 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -1.8 -1.9 -1.8 -3.0 -3 SOYOIL -0.6 -0.6 -0.5 0.0 0 SP400 -0.1 -0.2 -0.1 0.0 0 SP500_micro 1.1 0.7 1.6 0.0 0 SUGAR11 -3.7 -4.0 -3.4 -5.0 -5 US10 -0.2 -0.3 -0.1 0.0 0 US10U 0.0 -0.1 0.1 0.0 0 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 -0.6 -0.2 -2.0 -2 VIX -35.9 -37.9 -34.0 -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 0.0 0.2 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 0.5 0.2 0.2 0.7 0.7 0.7 0.7 BITCOIN 0.2 -0.4 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 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 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.4 0.0 0.3 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 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 0.2 0.5 0.0 0.6 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 0.0 0.1 0.0 0.3 0.0 0.6 0.1 0.3 -0.0 0.1 0.5 0.7 0.5 0.7 BUND -0.1 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 -0.1 0.0 -0.2 -0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.3 0.2 0.1 -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 0.1 -0.4 0.0 -0.6 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.5 0.0 -0.4 -0.0 0.0 -0.2 0.0 -0.3 0.0 0.0 0.3 0.3 -0.2 -0.4 0.5 0.4 -0.1 0.1 CAC 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.4 0.2 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 0.4 0.1 -0.4 -0.6 0.7 0.7 0.7 0.6 CAD -0.2 -0.3 -0.2 0.0 -0.0 0.2 -0.0 0.2 -0.0 -0.2 0.1 -0.2 -0.0 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 2.6 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.4 -0.5 -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 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -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 -0.0 -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 0.1 0.2 0.1 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.5 -0.5 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 -0.0 0.3 0.1 0.2 -0.1 -0.1 -0.2 0.1 -0.2 -2.7 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 1.1 -0.5 -0.4 0.0 0.2 -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 0.3 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.4 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.6 -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 0.1 -0.7 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.0 -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 -0.2 -0.0 -0.2 -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 0.0 -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 -0.1 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 0.2 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 -0.1 0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -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 0.1 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 0.1 0.0 0.1 0.2 0.0 -0.0 0.5 -0.5 -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 0.2 0.5 0.2 -2.2 0.1 0.1 0.2 0.1 0.2 0.1 -0.2 -0.1 -0.1 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 0.3 -0.0 -0.3 -0.3 0.7 0.5 0.7 0.5 EUR -0.1 -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 -0.1 0.9 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.8 0.1 -0.3 -0.0 -0.1 0.5 0.7 0.6 0.7 EUROSTX 0.5 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 0.2 0.1 0.2 0.4 0.2 -0.9 0.1 0.1 0.1 0.2 0.1 0.1 0.4 0.5 0.3 -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 0.4 -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 -0.1 0.1 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.1 -0.1 0.1 0.0 -0.0 0.0 -0.1 0.1 -0.0 0.1 0.0 0.5 0.0 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 0.1 -0.2 -0.0 -0.1 -0.0 0.4 0.4 0.4 0.4 0.0 0.0 -0.1 0.0 -0.1 -2.7 -0.0 -0.2 -0.0 -0.1 -0.0 -0.1 1.1 -0.2 -0.3 -0.3 -0.5 0.7 0.6 0.7 0.7 GAS_US_mini 0.3 -0.0 -0.6 0.0 -0.2 0.1 -0.1 0.1 -0.0 0.2 -0.5 0.2 -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 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.2 -0.3 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.1 -0.1 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.1 0.4 -0.1 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.4 -0.0 0.1 0.0 0.0 0.2 -0.0 0.4 -0.0 0.2 0.1 0.1 0.2 -0.1 0.4 -0.1 0.2 -0.0 GOLD_micro 0.6 0.6 0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -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 -0.7 0.0 -0.7 -0.1 HEATOIL -0.1 0.0 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.2 0.3 -0.1 0.1 -0.0 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.1 -0.0 -2.7 -0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 0.5 0.2 -0.4 -0.2 JGB-SGX-mini -0.4 -0.3 -0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 0.1 0.3 0.2 0.2 -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 -0.2 -0.3 -0.4 -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 -0.2 -0.0 2.7 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.7 0.3 0.0 -0.2 -0.5 -0.3 -0.3 -0.5 -0.3 LEANHOG -0.3 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.5 -0.1 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.1 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 0.5 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 0.6 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 0.1 -0.1 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new 0.5 -0.7 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.2 -0.3 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -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 0.5 0.8 0.8 0.8 0.8 MXP 0.2 0.1 0.5 0.0 -0.0 0.2 -0.0 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 0.4 0.6 0.6 0.6 0.3 0.2 0.0 0.3 NASDAQ_micro 0.6 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 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 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.3 0.5 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 0.2 0.5 0.2 -2.2 0.1 0.0 0.2 0.0 0.1 0.1 1.1 -0.0 0.5 0.6 0.6 0.4 0.5 0.7 0.7 NZD -0.3 -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 -0.0 -0.0 -0.0 0.0 -0.0 -0.2 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.0 -0.1 -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 -0.0 -0.1 0.0 -0.2 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 0.2 0.2 -0.2 -0.3 0.6 0.7 0.6 0.7 OATIES -0.1 -0.6 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.4 -0.2 -0.2 -0.4 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.4 -0.2 -2.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.5 -0.4 -0.2 -0.0 -0.7 -0.3 -0.7 -0.3 OJ -0.1 -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 0.1 0.3 0.2 -0.4 -0.4 -0.2 -0.3 PALLAD 0.5 0.1 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 -0.2 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.2 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 0.3 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 -0.2 1.0 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.9 -0.3 0.2 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 -0.4 -0.3 -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 0.1 -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 0.2 0.1 0.6 0.3 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 0.4 0.2 1.2 0.1 0.0 0.2 0.0 0.1 0.1 0.0 -0.4 -0.2 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 -0.2 -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 0.6 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 0.5 0.2 SMI -0.2 0.2 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.2 0.1 0.1 1.1 0.0 0.2 0.0 0.1 0.0 0.0 0.7 0.4 -0.6 -0.2 -0.6 0.7 0.7 0.7 0.7 SOFR -0.6 0.1 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.5 -0.1 0.5 -0.1 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 -0.3 -0.5 0.4 0.6 0.2 -0.4 -0.6 -0.7 SOYBEAN -0.2 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -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 -0.0 -0.4 0.0 0.0 0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.2 0.6 0.6 -0.4 -0.1 -0.3 0.1 SOYMEAL -0.3 -0.1 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 -2.2 -0.0 0.0 -0.2 -0.0 -0.4 -0.1 -1.0 -0.3 -0.0 0.6 0.3 -0.6 -0.7 -0.5 -0.7 SOYOIL -0.3 -0.6 0.1 -0.1 -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 -0.0 -0.1 0.0 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.2 0.3 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 -0.0 0.3 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -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 0.6 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 -0.1 0.4 0.4 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 -0.0 0.1 -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 -0.2 -0.0 0.7 0.4 0.3 0.5 0.3 -0.7 -0.7 -0.7 -0.7 US10 -0.3 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 -0.2 -0.1 -0.0 0.5 0.6 -0.3 -0.7 -0.7 -0.7 US10U -0.2 0.3 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.4 -0.0 -0.0 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 0.1 0.4 0.6 0.6 0.3 -0.4 -0.6 -0.7 US2 -0.3 0.2 0.2 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 -0.1 -0.1 -0.0 0.1 -0.2 -0.3 -0.2 -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 -0.1 -0.1 0.3 0.3 -0.2 -0.3 -0.4 -0.7 US20 0.0 0.4 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 0.0 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.0 0.1 -1.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.1 0.5 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.1 0.4 0.3 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.0 -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 -0.4 0.2 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 -0.1 -0.0 -0.1 0.1 0.1 -0.0 0.2 -0.0 0.1 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 -0.0 -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 -0.3 -0.2 NaN -0.2 -0.0 -0.3 -0.0 -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 -0.0 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.8 -0.1 -0.0 -0.2 -0.0 -0.4 -0.0 -1.0 -0.0 0.4 0.6 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 0.2 4.9 6.1 2.9 -1.0 5.1 -3.4 4.9 -0.8 13.1 19.1 -3.6 3.9 7.7 8.9 -1.0 -1.4 -1.3 -1.4 8.3 8.9 2.0 4.2 4.7 15.8 5.6 1.6 4.8 1.1 0.9 3.1 2.7 12.0 14.2 5.9 7.2 20.0 20.0 20.0 20.0 BITCOIN 4.9 -13.8 -2.5 8.3 9.1 7.6 10.3 6.1 9.6 20.0 17.0 17.7 20.0 0.4 2.2 -6.8 -7.5 -7.4 -7.4 5.8 12.1 20.0 20.0 10.8 -20.0 0.1 20.0 3.9 12.3 9.3 2.6 -2.3 -20.0 -20.0 -20.0 -20.0 12.6 -3.1 -12.8 -7.8 BOBL -6.1 -2.5 -5.3 -0.8 2.2 -1.0 -0.3 -2.8 -1.5 13.8 2.3 -6.7 -1.9 -8.8 -12.0 20.0 0.4 13.2 5.5 -5.5 -4.5 -0.1 -3.7 -4.2 2.9 -4.0 2.8 -3.5 0.2 -2.4 -3.0 -0.7 5.3 -6.2 -3.8 -8.0 20.0 20.0 20.0 20.0 BTP -0.9 -2.6 -1.8 -1.0 2.7 -1.2 -0.4 -3.5 -1.9 19.7 18.3 4.5 15.4 8.0 7.1 7.8 9.1 10.0 10.1 2.0 5.4 2.9 9.6 1.1 -20.0 1.3 5.3 3.9 2.6 7.3 0.7 11.3 4.5 8.2 -0.8 2.8 15.6 20.0 16.3 20.0 BUND -1.6 0.8 -1.7 -0.8 2.2 -1.0 -0.3 -2.8 -1.5 16.2 -0.5 -1.5 -8.1 -1.1 -8.3 -4.0 5.4 3.5 6.1 -2.5 -4.7 2.8 -7.4 -0.3 -1.0 -1.7 4.3 -2.8 2.3 -3.4 -0.1 5.3 8.6 2.0 -1.9 -6.3 20.0 20.0 20.0 20.0 BUXL 5.8 -0.2 -5.1 -0.7 2.1 -0.9 -0.3 -2.7 -1.4 14.6 -15.1 4.0 -16.0 -0.1 -10.5 3.7 2.5 3.5 3.3 -6.2 -12.5 5.0 -16.8 0.2 -2.9 -3.6 5.3 -6.7 3.8 -7.7 0.5 0.0 10.6 9.2 -7.1 -13.7 15.5 11.9 -2.9 2.3 CAC 12.0 1.6 3.2 7.0 9.4 5.4 8.5 3.9 7.6 20.0 14.2 20.0 11.0 14.0 10.7 -3.0 -1.0 -1.9 -1.1 9.9 6.5 20.0 5.5 18.0 1.4 4.1 19.7 0.2 15.3 -1.6 9.2 7.9 15.6 3.0 -13.6 -20.0 20.0 20.0 20.0 18.9 CAD -7.0 -10.6 -5.2 3.2 -1.1 5.7 -3.8 5.4 -0.9 -20.0 5.2 -20.0 -0.8 -20.0 -20.0 -7.6 -6.8 -7.5 -7.3 -14.8 -5.5 -20.0 -2.6 -20.0 19.6 -5.3 -9.8 -0.1 -12.0 0.7 -9.7 -7.1 -20.0 -20.0 -20.0 -15.6 -20.0 -20.0 -20.0 -20.0 CANOLA -2.9 -20.0 -15.2 -3.1 -0.6 -2.8 -1.5 -2.1 -2.5 -6.2 -0.6 -8.2 1.4 -9.5 -9.8 -16.2 -7.6 -12.6 -8.3 -11.0 -5.8 -7.1 -0.4 -10.0 3.0 -3.4 -2.2 -2.0 -2.6 -0.4 -3.2 -0.7 -5.4 0.2 -6.2 -1.0 20.0 20.0 20.0 20.0 CHF -0.8 -3.9 2.2 2.0 -0.7 3.4 -2.3 3.3 -0.5 -5.8 12.0 -8.1 11.0 -0.6 1.8 -14.9 -15.5 -15.1 -14.9 3.6 9.5 -3.0 11.9 -0.4 -0.5 3.5 -0.4 5.8 -1.1 6.2 1.1 -20.0 2.8 7.4 3.3 5.5 -20.0 -20.0 -20.0 -20.0 COCOA -16.5 -16.5 -11.0 -3.2 -0.6 -2.8 -1.5 -2.1 -2.5 -9.4 -6.9 -10.2 1.7 -10.2 -7.2 -1.0 13.3 4.7 9.1 -10.5 -5.5 -19.3 3.6 -14.8 -20.0 -2.7 -9.1 -0.8 -6.7 2.8 -4.6 20.0 -20.0 -13.0 0.7 7.6 -1.5 4.0 2.6 7.7 COFFEE -20.0 20.0 -4.9 -3.7 -0.8 -3.3 -1.7 -2.4 -3.0 9.9 4.8 -0.9 7.0 5.7 6.9 14.1 9.3 12.3 10.6 11.0 8.9 6.0 8.4 7.7 -20.0 3.4 1.5 3.2 1.1 3.2 2.2 20.0 14.9 17.1 20.0 20.0 8.3 15.9 17.6 20.0 COPPER 17.9 -2.4 -12.3 2.6 2.9 2.4 3.3 2.0 3.1 7.4 -3.4 7.7 -1.7 5.6 -4.7 -5.2 -5.4 -5.0 -5.2 0.2 -1.5 10.8 0.3 6.1 -5.1 0.6 4.5 0.9 3.6 1.8 2.0 1.3 -1.0 -5.1 -9.9 -8.6 13.4 6.9 14.3 8.1 CORN 6.6 13.1 -6.3 -6.4 -1.3 -5.7 -3.0 -4.2 -5.1 6.2 -10.5 -1.1 -14.1 13.4 0.1 -18.9 -18.9 -20.0 -20.0 1.6 -7.3 3.2 -14.3 5.2 9.6 2.5 2.6 -1.8 2.5 -7.5 3.5 -20.0 7.3 17.5 20.0 20.0 -7.2 0.1 -1.1 2.5 COTTON2 -1.4 -1.8 0.8 -7.6 -1.6 -6.8 -3.5 -5.0 -6.1 -18.2 -20.0 -20.0 -20.0 -20.0 -20.0 -18.5 -13.8 -16.7 -15.3 -10.5 -13.1 -14.3 -20.0 -11.9 -15.8 -6.4 -13.4 -7.4 -13.7 -13.1 -9.6 -12.8 -12.5 7.2 20.0 20.0 -12.7 -20.0 -8.8 -18.2 CRUDE_W -0.6 0.1 2.1 1.7 -13.9 3.0 -7.8 1.6 -1.6 -17.6 -1.5 -13.4 -9.2 -10.2 -9.7 7.5 7.7 7.7 7.3 -2.2 -2.1 -13.5 -5.1 -5.8 2.6 -3.8 -12.8 -3.1 -9.1 -4.1 -5.5 -2.4 -1.2 -4.7 -12.2 -16.9 20.0 12.6 -3.2 15.3 DAX 3.9 -14.3 -8.1 6.3 8.4 4.8 7.7 3.5 6.9 16.2 15.4 15.8 17.6 2.3 -0.5 -6.4 -6.5 -5.7 -5.6 0.4 7.4 20.0 20.0 8.0 -11.4 -1.5 16.0 0.0 11.5 5.8 3.2 -0.6 18.9 -14.9 -20.0 -20.0 20.0 20.0 20.0 17.6 DOW 7.5 13.8 20.0 6.6 8.9 5.1 8.0 3.6 7.2 18.7 20.0 19.6 16.1 20.0 20.0 -9.7 -8.3 -8.7 -7.9 20.0 20.0 18.5 19.8 20.0 -16.4 7.7 7.2 6.3 5.8 4.4 6.6 -4.2 -5.1 -4.2 10.4 14.9 -20.0 -20.0 -20.0 -20.0 DX 2.5 5.2 6.0 1.6 -0.6 2.9 -1.9 2.7 -0.5 -1.5 -10.7 3.6 -10.5 2.1 -2.7 5.6 6.1 6.0 5.9 -1.9 -7.0 0.9 -9.7 0.6 -20.0 -1.1 -0.7 -3.5 0.4 -4.7 0.2 15.3 12.2 -1.2 -7.7 -8.1 20.0 13.9 20.0 16.4 EUR -1.6 -3.6 0.7 2.0 -0.7 3.6 -2.4 3.4 -0.6 -2.7 14.0 -6.6 13.2 -1.1 6.9 -6.9 -7.5 -7.3 -7.4 4.6 11.2 -2.1 13.8 0.2 12.1 3.9 -0.4 7.1 -1.2 8.0 0.9 -7.7 4.3 5.2 1.4 5.6 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -10.1 -3.6 -7.2 -0.6 1.8 -0.8 -0.2 -2.3 -1.2 12.4 7.6 -7.5 10.3 -8.6 -7.8 12.5 10.1 12.9 12.4 -3.6 0.2 -1.4 5.2 -4.6 6.5 -2.9 3.1 -0.9 -0.8 1.8 -3.4 14.4 2.4 -9.3 -1.3 -3.8 15.5 20.0 17.5 20.0 EUROSTX 15.5 4.2 0.9 6.6 8.9 5.1 8.1 3.7 7.2 18.5 19.0 20.0 17.3 19.4 16.5 -3.1 -0.9 -2.2 -1.5 14.9 11.4 20.0 13.1 20.0 -6.6 5.1 15.7 2.0 14.3 1.7 9.9 7.7 20.0 10.7 -5.7 -19.4 20.0 20.0 20.0 16.9 FEEDCOW -19.9 -2.6 11.8 -3.8 -0.8 -3.4 -1.8 -2.5 -3.1 -1.9 11.7 3.7 12.4 5.5 10.0 18.5 6.5 16.9 12.4 14.1 20.0 2.6 20.0 6.1 -20.0 3.9 0.1 6.5 0.7 7.2 1.5 20.0 15.7 -0.1 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 2.5 5.1 8.3 1.6 -12.5 2.7 -7.0 1.4 -1.5 -14.8 6.6 -5.9 1.6 7.3 3.5 20.0 13.0 20.0 16.1 7.6 7.4 -7.4 3.6 3.3 -0.2 4.6 -10.8 4.6 -4.0 2.3 2.0 9.3 1.4 7.8 9.0 8.9 20.0 9.0 16.8 8.7 GASOLINE -3.8 1.8 4.2 1.8 -14.3 3.0 -8.0 1.7 -1.7 -17.3 5.5 -14.2 -0.5 -5.1 -3.4 20.0 20.0 20.0 20.0 0.7 2.5 -16.4 0.9 -6.0 -20.0 -3.4 -17.7 -1.2 -12.8 -0.3 -7.0 20.0 -7.8 -8.3 -7.8 -15.9 20.0 19.3 20.0 20.0 GAS_US_mini 8.4 -1.0 -19.3 2.2 -17.7 3.8 -9.8 2.0 -2.1 18.0 -20.0 15.0 -16.5 2.5 -20.0 -20.0 -20.0 -20.0 -20.0 -14.0 -20.0 13.7 -17.6 0.9 20.0 -5.0 11.4 -7.8 8.4 -5.5 1.6 -20.0 20.0 6.6 -9.3 -20.0 -3.0 -20.0 -20.0 -20.0 GBP -5.4 -4.5 -4.6 3.1 -1.1 5.5 -3.7 5.2 -0.9 7.3 16.2 -6.6 17.7 -2.4 -0.2 0.5 -0.2 -0.1 -0.2 0.6 9.2 -3.9 15.9 -4.3 1.1 3.4 1.8 7.3 -2.4 9.9 -0.8 4.7 6.2 1.6 6.4 -3.8 11.2 -2.7 6.7 -0.4 GOLD_micro 20.0 20.0 15.6 7.1 7.8 6.5 8.8 5.2 8.2 19.3 20.0 20.0 20.0 20.0 20.0 -12.9 -11.6 -12.1 -11.3 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 6.7 6.0 8.5 6.0 8.9 -9.0 20.0 20.0 20.0 1.1 -19.6 1.3 -20.0 -4.5 HEATOIL -1.7 0.2 8.4 1.8 -14.1 3.0 -7.9 1.6 -1.6 -17.4 10.3 -12.2 4.1 -0.0 5.5 9.6 8.7 9.6 8.9 4.2 7.3 -12.2 5.2 -2.0 -20.0 -0.9 -14.9 2.8 -9.0 3.9 -4.1 0.6 -2.1 -2.0 -7.6 -1.6 14.0 4.9 -12.7 -5.3 JGB-SGX-mini -11.6 -10.7 -9.7 -0.4 1.3 -0.6 -0.2 -1.6 -0.9 -2.6 -8.6 -9.4 -8.1 -9.8 -9.7 3.9 13.4 10.2 12.1 -9.6 -9.4 -7.7 -9.7 -9.7 -6.2 -3.5 -1.0 -3.1 -2.9 -3.4 -3.6 17.1 -8.7 -10.7 -11.2 -9.4 -20.0 -18.6 -20.0 -20.0 JPY -0.0 -2.6 -10.5 2.2 -0.8 3.8 -2.5 3.6 -0.6 10.3 -9.1 1.8 -6.1 0.6 -10.0 -10.4 -11.1 -10.4 -10.3 -6.5 -6.5 1.9 -5.6 -3.2 20.0 -2.0 4.7 -2.3 1.9 -2.3 -0.7 -13.2 11.3 0.1 -5.8 -15.5 -9.3 -10.4 -13.8 -10.1 LEANHOG -7.7 4.0 2.0 -7.0 -1.4 -6.3 -3.3 -4.6 -5.7 -16.7 20.0 -12.3 19.5 11.5 15.4 20.0 20.0 20.0 20.0 13.7 18.3 -7.3 18.2 5.2 0.7 5.9 -7.1 6.8 -3.1 7.1 2.8 20.0 7.4 16.2 20.0 20.0 20.0 13.9 20.0 20.0 LIVECOW -12.7 0.2 12.9 -4.9 -1.0 -4.3 -2.3 -3.2 -3.9 -10.8 14.8 -4.7 15.5 1.9 11.5 -11.0 14.2 2.6 11.2 12.6 20.0 -3.8 20.0 1.1 -20.0 4.2 -0.9 8.6 -1.3 10.7 0.2 20.0 3.3 -3.7 20.0 20.0 20.0 13.1 20.0 18.7 LUMBER-new 13.0 -20.0 -8.3 -4.3 -0.9 -3.9 -2.0 -2.8 -3.5 12.8 -10.0 12.6 -7.1 -7.2 -10.1 -20.0 -20.0 -20.0 -20.0 -12.0 -11.9 12.8 -7.6 -0.9 NaN -2.7 3.9 -2.3 3.5 -0.9 0.0 -20.0 20.0 18.7 -17.6 12.7 20.0 20.0 20.0 20.0 MXP 5.9 3.2 14.7 3.3 -1.2 5.8 -3.9 5.6 -0.9 1.7 20.0 16.8 16.5 20.0 20.0 13.1 12.6 12.9 12.4 20.0 20.0 7.0 20.0 16.4 -20.0 9.6 -0.3 11.4 2.7 9.5 6.7 20.0 16.8 20.0 17.7 20.0 8.1 7.5 0.9 9.8 NASDAQ_micro 18.0 15.7 20.0 6.5 8.7 5.0 7.9 3.6 7.1 13.3 20.0 18.1 19.7 19.1 20.0 -11.3 -8.9 -10.1 -9.1 20.0 20.0 20.0 20.0 20.0 -20.0 7.8 4.3 7.1 5.9 5.8 7.1 -5.6 -6.2 17.9 7.0 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 8.8 16.6 20.0 6.7 8.9 5.1 8.1 3.7 7.3 12.1 20.0 17.2 18.1 19.5 20.0 2.0 9.0 6.8 8.4 20.0 20.0 19.0 20.0 20.0 -16.6 8.0 5.1 6.8 3.8 3.7 6.0 20.0 -0.9 16.9 20.0 20.0 10.7 15.6 20.0 20.0 NZD -8.3 -8.9 -6.9 2.1 -0.7 3.6 -2.4 3.5 -0.6 1.9 2.9 -9.7 -2.9 -10.1 -11.3 -3.6 -2.7 -3.5 -3.2 -8.7 -4.3 -7.1 -2.1 -10.5 10.7 -3.1 1.3 -1.3 -3.3 -0.9 -4.5 0.0 -0.2 -6.8 -15.6 -11.6 20.0 17.4 20.0 20.0 OAT 1.0 -4.4 -5.3 -0.7 2.0 -0.9 -0.3 -2.6 -1.4 14.8 0.1 1.6 -5.6 -0.1 -5.8 16.3 10.0 16.1 13.9 -4.5 -5.5 3.3 -5.9 -1.1 1.3 -3.0 5.4 -3.3 2.6 -2.6 -0.6 15.1 7.7 7.2 -7.2 -9.5 18.5 20.0 17.7 20.0 OATIES -4.3 -20.0 -17.6 -7.6 -1.6 -6.8 -3.6 -5.0 -6.2 -15.1 -20.0 -20.0 -10.9 -20.0 -20.0 -20.0 -5.1 -20.0 -10.8 -20.0 -20.0 -19.1 -15.5 -20.0 -18.7 -8.8 -6.6 -7.3 -6.9 -4.9 -7.7 0.1 -20.0 -12.9 -5.8 -0.1 -20.0 -9.9 -20.0 -9.4 OJ -1.8 -1.3 12.2 -2.3 -0.5 -2.1 -1.1 -1.5 -1.9 -4.8 -3.2 -5.9 -4.8 -4.4 -1.7 -0.3 6.4 1.7 3.4 -2.4 -3.5 -4.1 -4.9 -3.2 -20.0 -0.9 -2.2 -1.7 -2.1 -2.3 -1.3 20.0 -2.7 4.5 8.2 7.5 -11.3 -11.4 -7.4 -9.5 PALLAD 14.9 2.4 12.8 4.6 5.1 4.2 5.7 3.4 5.3 7.6 6.6 11.2 4.7 10.2 5.8 -3.2 -2.9 -3.0 -3.0 10.8 9.9 12.2 7.2 13.4 20.0 4.1 1.9 4.8 4.4 4.5 4.6 5.4 -7.3 -5.0 -15.0 -3.4 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 5.4 18.8 4.9 5.4 4.5 6.1 3.6 5.6 12.0 12.8 13.0 10.6 12.9 13.0 -3.3 -3.5 -3.1 -3.0 20.0 20.0 20.0 18.3 20.0 1.5 4.8 5.2 5.2 6.9 4.9 6.1 4.9 20.0 9.9 0.2 11.5 20.0 6.5 -8.9 -5.7 REDWHEAT 3.0 -3.7 -13.5 -7.2 -1.5 -6.4 -3.3 -4.7 -5.8 -19.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -19.9 -18.5 -19.3 -20.0 -14.2 -20.0 -14.9 7.2 -7.6 -9.2 -8.5 -9.2 -10.9 -7.7 -17.7 -11.3 6.4 8.9 20.0 -20.0 -20.0 -20.0 -20.0 RICE -9.5 -20.0 -20.0 -3.5 -0.7 -3.1 -1.6 -2.3 -2.8 -6.6 -11.9 -10.1 -11.4 -11.7 -12.0 -17.4 -8.7 -16.9 -15.0 -18.8 -19.1 -12.5 -17.6 -16.1 -1.8 -4.3 -2.3 -4.5 -3.2 -4.8 -3.8 -8.9 -11.0 -11.8 -8.0 -5.9 -11.0 -8.3 -6.1 -8.0 ROBUSTA -15.3 20.0 0.5 -2.2 -0.5 -2.0 -1.0 -1.5 -1.8 5.6 -1.2 -1.8 -0.7 2.3 2.9 10.9 15.2 15.9 15.2 2.8 0.3 2.8 -0.5 1.7 -20.0 1.0 1.9 0.1 0.7 -0.0 0.6 20.0 9.9 3.4 20.0 7.7 0.0 17.7 3.6 20.0 RUSSELL 3.9 18.2 20.0 6.1 8.2 4.7 7.4 3.4 6.6 14.2 18.2 12.5 9.7 16.8 18.5 -5.8 -5.5 -5.4 -5.2 20.0 20.0 13.3 13.3 18.9 9.0 6.9 4.3 5.7 3.6 2.9 5.2 0.4 -14.7 -7.0 16.6 19.9 -20.0 -20.0 -20.0 -20.0 SHATZ -7.9 -10.7 -13.7 -0.7 2.0 -0.9 -0.3 -2.6 -1.4 10.8 -5.7 -11.3 1.6 -13.5 -16.2 -20.0 -19.6 -20.0 -19.5 -13.4 -10.5 -3.5 -4.9 -9.9 6.7 -5.8 0.4 -4.5 -1.5 -2.0 -4.4 -20.0 2.2 -12.2 -11.9 -15.7 19.1 18.9 20.0 20.0 SILVER-mini 17.4 20.0 15.4 8.1 8.9 7.4 10.1 6.0 9.3 20.0 20.0 20.0 20.0 20.0 20.0 -7.7 -6.8 -7.3 -6.9 20.0 20.0 20.0 20.0 20.0 -11.8 9.0 8.2 7.2 10.3 5.3 10.4 -1.3 20.0 20.0 20.0 20.0 20.0 20.0 16.3 5.0 SMI -4.9 7.2 -1.4 5.0 6.8 3.9 6.2 2.8 5.5 14.4 4.9 8.9 4.5 7.6 5.8 4.8 2.8 2.6 2.3 4.2 2.3 20.0 2.9 8.5 8.0 2.0 16.7 0.4 9.9 0.2 4.1 13.9 15.0 -20.0 -4.7 -18.1 20.0 20.0 20.0 20.0 SOFR -17.3 2.2 10.4 -0.9 2.5 -1.1 -0.3 -3.2 -1.7 -0.5 18.1 -12.0 13.0 -5.0 10.8 6.7 5.0 7.0 6.4 7.7 15.5 -6.5 14.8 -3.4 -20.0 3.5 -0.6 6.4 -3.0 5.7 -1.5 4.6 -10.4 -14.7 13.1 20.0 6.4 -13.3 -18.8 -20.0 SOYBEAN -6.2 3.8 1.7 -6.5 -1.3 -5.8 -3.0 -4.3 -5.2 10.0 3.4 -9.4 -11.0 1.2 1.6 -5.6 -7.5 -9.6 -9.6 -0.9 -0.3 -3.8 -6.8 -4.4 -3.3 3.3 1.4 4.0 -1.8 -1.6 -0.8 -2.7 -2.4 6.1 20.0 20.0 -13.0 -2.3 -9.7 2.6 SOYMEAL -8.0 -1.8 -2.6 -6.5 -1.3 -5.8 -3.0 -4.3 -5.3 7.6 -17.5 -10.7 -20.0 -14.2 -15.0 -20.0 -16.0 -20.0 -19.4 -14.1 -17.3 -7.3 -20.0 -13.5 -16.9 -4.6 4.0 -6.2 -3.5 -10.1 -5.7 -18.4 -11.3 -0.4 20.0 10.0 -18.8 -20.0 -16.5 -20.0 SOYOIL -8.5 -17.7 1.8 -4.7 -1.0 -4.2 -2.2 -3.1 -3.8 1.6 5.4 -10.6 8.1 -12.9 -5.9 -9.4 -3.5 -6.3 -4.6 -7.9 1.5 -6.1 7.2 -10.4 -11.4 -3.1 -0.5 0.5 -2.3 2.1 -4.1 5.4 -2.0 -1.9 0.1 20.0 -20.0 -10.5 -20.0 -11.3 SP400 -5.4 7.7 16.8 5.8 7.8 4.5 7.1 3.2 6.4 13.7 15.9 -2.2 7.5 9.8 14.0 -6.3 -5.9 -6.0 -5.7 11.4 13.2 2.6 8.6 4.7 -2.1 5.4 3.3 4.8 1.5 2.0 2.7 -0.4 -20.0 -20.0 -4.7 2.6 -20.0 -20.0 -20.0 -20.0 SP500_micro 12.4 17.0 20.0 7.6 10.2 5.9 9.3 4.2 8.3 20.0 20.0 20.0 20.0 20.0 20.0 -12.2 -9.7 -10.8 -9.7 20.0 20.0 20.0 20.0 20.0 -20.0 9.2 6.0 8.1 6.6 6.0 7.9 -6.9 -5.7 11.8 13.3 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 1.4 -2.9 -9.0 -5.7 -1.2 -5.0 -2.6 -3.7 -4.6 7.5 -16.4 1.7 -16.2 -9.8 -12.3 -3.2 5.2 -7.6 -3.8 -10.8 -14.3 0.4 -15.2 -5.8 -20.0 -5.2 2.2 -6.9 0.4 -6.9 -2.6 14.0 15.1 8.0 15.1 8.5 -20.0 -20.0 -20.0 -20.0 US10 -9.7 7.9 10.3 -0.7 2.0 -0.9 -0.3 -2.5 -1.3 5.0 12.0 -5.8 2.3 3.5 10.3 2.4 -0.6 1.8 1.0 7.9 9.4 -0.9 5.4 1.9 -4.6 4.1 0.5 4.7 -0.3 3.1 1.2 -4.7 -2.2 -0.6 14.6 17.7 -10.1 -20.0 -20.0 -20.0 US10U -5.7 10.5 10.8 -1.0 2.8 -1.2 -0.4 -3.5 -1.9 9.8 13.8 -3.4 -1.4 7.9 14.9 0.2 -2.2 -1.5 -1.8 13.3 12.3 2.5 4.5 6.7 -10.5 6.5 1.7 6.1 1.2 3.2 3.4 -8.6 3.2 10.9 20.0 20.0 8.9 -12.6 -18.8 -20.0 US2 -8.0 5.2 5.2 -0.6 1.8 -0.8 -0.2 -2.3 -1.2 5.6 5.2 -4.7 -2.7 -0.7 5.8 -10.2 -16.0 -12.5 -13.5 3.2 4.2 -0.4 1.7 -0.3 18.2 2.5 1.6 3.4 0.1 2.7 0.3 -20.0 -3.6 -3.5 9.4 9.6 -7.1 -10.1 -11.7 -20.0 US20 1.1 12.2 10.3 -0.6 1.8 -0.8 -0.2 -2.3 -1.2 7.5 3.6 3.0 -6.4 8.6 11.0 4.7 2.6 4.4 3.7 9.4 6.0 4.2 -0.5 7.2 -7.5 4.5 1.5 3.4 1.8 1.0 3.2 0.4 5.5 14.5 16.4 17.2 20.0 10.5 -2.0 -11.3 US30 2.9 11.5 8.5 -0.7 2.1 -0.9 -0.3 -2.7 -1.4 8.0 -0.5 2.7 -10.7 10.1 11.5 -7.6 -3.7 -5.4 -4.1 8.4 3.4 4.1 -4.5 7.2 -4.8 4.9 1.4 3.0 2.0 -0.2 3.8 -11.5 5.6 17.4 15.5 15.5 20.0 6.4 0.8 -12.3 US5 -11.8 5.2 8.4 -0.7 2.1 -0.9 -0.3 -2.7 -1.4 4.3 12.9 -8.3 3.3 -0.7 8.6 -1.4 -3.9 -2.4 -2.7 5.8 9.0 -2.4 6.3 -0.6 1.1 3.4 0.4 5.0 -1.0 4.1 0.0 -10.6 -4.6 -6.4 11.9 15.5 -10.9 -15.4 -17.2 -20.0 VIX 0.2 -12.9 -13.8 -7.7 -1.0 -4.9 -2.5 -0.5 -5.5 -10.8 -18.0 -15.6 -9.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.7 -5.7 -5.8 -13.0 NaN -8.7 -1.1 -5.8 -2.6 -0.8 -6.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 6.9 -1.2 -13.4 -7.3 -1.5 -6.5 -3.4 -4.8 -5.9 -4.2 -20.0 -10.3 -20.0 -13.3 -20.0 -18.2 -18.2 -18.5 -18.3 -14.6 -20.0 -4.6 -20.0 -7.7 13.4 -5.7 -1.3 -7.1 -3.4 -10.1 -4.0 -19.1 -0.7 12.0 17.3 20.0 -20.0 -18.2 -20.0 -20.0 End of report for caleb_strategy_v3