******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251006_204404 produced at 2025-10-06 21:39:32.174498 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.18 0.0 0.00 0.00 0.00 0.00 -25.95 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.81 0.0 0.00 0.00 0.00 0.00 -6.64 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 -36.60 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -2.68 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.13 0.0 1.05 -1.05 -0.15 -0.15 -3.56 29.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.08 -4.19 11.0 -4 -5 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.07 0.0 0.13 -0.13 -0.08 -0.08 -13.46 26.0 -15 -15 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.05 0.0 1.04 -1.04 -0.08 -0.08 -0.64 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.57 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.75 2.0 0 0 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.03 0.0 1.38 -1.38 -0.11 -0.11 -0.60 25.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.89 9.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.98 59.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -1.94 8.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.17 -0.17 -0.05 -0.05 -3.17 18.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.03 0.0 0.72 -0.72 -0.04 -0.04 -0.77 17.0 -1 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.32 13.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.33 -0.33 0.00 0.00 -0.11 2.0 0 0 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 -0.05 -0.02 0.0 0.14 -0.14 -0.05 -0.05 -0.34 3.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.96 -0.96 0.00 0.00 -0.32 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.04 -1.43 9.0 -2 -3 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.27 -0.27 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.83 -0.83 -0.03 -0.03 -0.44 26.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.20 7.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.46 3.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.78 12.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 -0.02 -0.55 10.0 0 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.27 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.97 51.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.52 -0.52 0.02 0.00 0.17 23.0 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 -0.33 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.75 -0.75 0.00 0.00 -0.08 13.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.00 0.0 1.04 -1.04 0.00 0.00 0.03 14.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.04 0.18 999999999.0 0 1 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.07 0.12 6.0 0 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.13 0.19 999999999.0 1 2 caleb_strategy_v3 DX False False 0.05 0.00 0.01 0.0 999.00 -999.00 0.00 0.05 0.21 999999999.0 0 1 caleb_strategy_v3 NASDAQ_micro False False 0.03 0.20 0.01 0.0 0.59 -0.59 0.20 0.25 0.56 23.0 8 10 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.78 -0.78 0.00 0.00 0.46 66.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.76 -0.76 0.00 0.00 0.26 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.27 9.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.02 0.0 0.82 -0.82 0.00 0.00 1.03 48.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.62 -0.62 0.00 0.00 0.60 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.03 1.24 4.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.84 -0.84 0.00 0.00 2.42 58.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.12 -1.12 0.00 0.00 2.30 56.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.05 0.0 1.32 -1.32 0.00 0.00 0.65 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.05 0.0 0.42 -0.42 0.00 0.00 1.17 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.43 -0.43 0.00 0.00 7.52 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.81 -0.81 0.00 0.00 1.22 17.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.06 0.0 0.94 -0.94 0.00 0.00 1.33 22.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.06 0.0 0.72 -0.72 0.27 0.18 0.67 8.0 3 2 caleb_strategy_v3 SILVER-mini False False 0.06 0.25 0.08 0.0 999.00 -999.00 0.25 0.25 1.31 999999999.0 4 4 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.67 12.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.21 0.09 0.0 0.72 -0.72 0.21 0.21 1.31 10.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.09 0.0 0.67 -0.67 0.27 0.20 2.83 20.0 8 6 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.71 -0.71 0.00 0.00 1.23 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.08 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.12 0.12 0.0 0.23 -0.23 0.12 0.11 6.67 13.0 7 6 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.63 -0.63 0.00 0.00 3.87 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.36 0.23 0.0 0.59 -0.59 0.36 0.31 14.23 36.0 22 19 caleb_strategy_v3 MXP False False 0.01 0.49 0.68 0.0 0.82 -0.82 0.49 0.49 49.89 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.39 0.0 1.44 -1.44 0.00 0.00 9.63 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.6 Shocked risk 78.3 Sum abs risk 55.6 Leverage 6.99 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1982646.5699999998, 'annual_cash_vol_target': 495661.6424999999, 'daily_cash_vol_target': 30978.852656249994} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6623 0.5121 8.1930 BITCOIN 2164.4875 126935.0000 1.7052 27.2831 BOBL 0.1717 117.8200 0.1457 2.3312 BTP 0.4188 119.7000 0.3498 5.5974 BUND 0.3646 128.4700 0.2838 4.5410 BUXL 0.9095 114.0600 0.7974 12.7583 CAC 59.0056 7991.5000 0.7384 11.8137 CAD 0.0024 0.7190 0.3281 5.2499 CANOLA 7.6447 620.0000 1.2330 19.7282 CHF 0.0054 1.2674 0.4242 6.7872 COCOA 141.2024 6304.0000 2.2399 35.8382 COFFEE 7.9936 365.3500 2.1879 35.0069 COPPER 0.0794 5.0350 1.5778 25.2447 CORN 4.2363 461.2500 0.9184 14.6951 COTTON2 0.6843 65.1900 1.0497 16.7949 CRUDE_W 0.9596 60.8700 1.5765 25.2235 DAX 164.0169 24545.0000 0.6682 10.6917 DOW 229.1467 46953.0000 0.4880 7.8085 DX 0.4006 97.8250 0.4095 6.5526 EUR 0.0052 1.1760 0.4400 7.0395 EURIBOR-ICE 0.0305 97.7550 0.0312 0.4987 EUROSTX 41.1622 5646.0000 0.7291 11.6648 FEEDCOW 3.4478 355.3500 0.9702 15.5239 GASOIL 11.0311 649.5000 1.6984 27.1745 GASOLINE 0.0303 1.8244 1.6601 26.5612 GAS_US_mini 0.0876 4.0100 2.1846 34.9532 GBP 0.0059 1.3484 0.4405 7.0474 GOLD_micro 25.5129 3982.8000 0.6406 10.2492 HEATOIL 0.0348 2.2349 1.5581 24.9302 JGB-SGX-mini 0.2194 135.6500 0.1617 2.5877 JPY 0.0000 0.0067 0.6770 10.8320 LEANHOG 1.1563 87.2500 1.3253 21.2045 LIVECOW 1.8496 236.6250 0.7817 12.5065 LUMBER-new 8.5358 644.5000 1.3244 21.1906 MXP 0.0003 0.0541 0.4957 7.9319 NASDAQ_micro 141.3415 25234.5000 0.5601 8.9618 NIKKEI 587.1507 48660.0000 1.2066 19.3062 NZD 0.0035 0.5856 0.5917 9.4677 OAT 0.3873 121.0100 0.3201 5.1212 OATIES 4.4725 310.5000 1.4404 23.0467 OJ 6.7395 228.7500 2.9462 47.1396 PALLAD 26.7476 1352.0000 1.9784 31.6540 PLAT 24.2057 1659.6000 1.4585 23.3364 REDWHEAT 7.1332 516.7500 1.3804 22.0864 RICE 0.1400 11.2900 1.2399 19.8383 ROBUSTA 105.6695 4480.0000 2.3587 37.7391 RUSSELL 21.0620 2505.8000 0.8405 13.4485 SHATZ 0.0496 107.0050 0.0463 0.7415 SILVER-mini 0.5553 48.6000 1.1426 18.2819 SMI 88.7076 12524.0000 0.7083 11.3328 SOFR 0.0487 96.6950 0.0503 0.8053 SOYBEAN 8.3640 1065.5000 0.7850 12.5598 SOYMEAL 3.0468 281.4000 1.0827 17.3235 SOYOIL 0.6786 51.0300 1.3299 21.2781 SP400 23.5330 3316.1000 0.7097 11.3546 SP500_micro 29.6978 6792.0000 0.4372 6.9960 SUGAR11 0.2303 16.2800 1.4147 22.6344 US10 0.3220 112.3594 0.2866 4.5859 US10U 0.4201 114.9219 0.3656 5.8494 US2 0.0832 104.2031 0.0798 1.2770 US20 0.6442 116.2500 0.5541 8.8661 US30 0.9419 119.5312 0.7880 12.6086 US5 0.2066 109.1172 0.1894 3.0300 VIX 0.3842 19.8500 1.9356 30.9691 WHEAT 6.7062 587.2500 1.1420 18.2714 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.30 0.51 339.14 1.00 339.14 30978.85 91.35 16.32 149.08 BITCOIN 126.94 1.71 216.45 1.00 216.45 30978.85 143.12 -3.21 -45.94 BOBL 1178.20 0.15 171.66 1.17 201.16 30978.85 154.00 4.18 64.42 BTP 1197.00 0.35 418.75 1.17 490.72 30978.85 63.13 5.72 36.14 BUND 1284.70 0.28 364.61 1.17 427.28 30978.85 72.50 3.59 26.02 BUXL 1140.60 0.80 909.51 1.17 1065.81 30978.85 29.07 -3.14 -9.11 CAC 799.15 0.74 590.06 1.17 691.46 30978.85 44.80 10.89 48.78 CAD 719.05 0.33 235.94 1.00 235.94 30978.85 131.30 -10.44 -137.05 CANOLA 124.00 1.23 152.89 0.72 109.47 30978.85 282.98 -1.41 -39.97 CHF 1584.19 0.42 672.01 1.00 672.01 30978.85 46.10 -5.32 -24.53 COCOA 630.40 2.24 1412.02 1.00 1412.02 30978.85 21.94 -8.18 -17.95 COFFEE 1370.06 2.19 2997.60 1.00 2997.60 30978.85 10.33 8.56 8.85 COPPER 1258.75 1.58 1986.05 1.00 1986.05 30978.85 15.60 1.12 1.75 CORN 230.62 0.92 211.82 1.00 211.82 30978.85 146.25 -2.18 -31.94 COTTON2 325.95 1.05 342.14 1.00 342.14 30978.85 90.54 -18.98 -171.83 CRUDE_W 608.70 1.58 959.60 1.00 959.60 30978.85 32.28 -0.77 -2.48 DAX 245.45 0.67 164.02 1.17 192.20 30978.85 161.18 4.39 70.78 DOW 234.76 0.49 114.57 1.00 114.57 30978.85 270.38 0.74 19.91 DX 978.25 0.41 400.63 1.00 400.63 30978.85 77.33 1.07 8.24 EUR 1469.94 0.44 646.73 1.00 646.73 30978.85 47.90 0.27 1.28 EURIBOR-ICE 2443.88 0.03 76.18 1.17 89.27 30978.85 347.02 8.12 281.92 EUROSTX 564.60 0.73 411.62 1.17 482.36 30978.85 64.22 12.92 82.98 FEEDCOW 1776.75 0.97 1723.88 1.00 1723.88 30978.85 17.97 11.20 20.13 GASOIL 649.50 1.70 1103.11 1.00 1103.11 30978.85 28.08 10.20 28.65 GASOLINE 766.25 1.66 1272.03 1.00 1272.03 30978.85 24.35 1.75 4.26 GAS_US_mini 100.25 2.18 219.00 1.00 219.00 30978.85 141.45 -8.77 -124.12 GBP 842.75 0.44 371.20 1.00 371.20 30978.85 83.46 6.13 51.19 GOLD_micro 398.28 0.64 255.13 1.00 255.13 30978.85 121.42 5.55 67.45 HEATOIL 938.66 1.56 1462.56 1.00 1462.56 30978.85 21.18 -3.71 -7.86 JGB-SGX-mini 135650.00 0.16 21939.20 0.01 148.47 30978.85 208.65 -11.47 -239.27 JPY 837.50 0.68 566.99 1.00 566.99 30978.85 54.64 -5.40 -29.52 LEANHOG 349.00 1.33 462.52 1.00 462.52 30978.85 66.98 16.36 109.60 LIVECOW 946.50 0.78 739.84 1.00 739.84 30978.85 41.87 8.77 36.70 LUMBER-new 177.24 1.32 234.74 1.00 234.74 30978.85 131.97 -1.03 -13.65 MXP 270.55 0.50 134.12 1.00 134.12 30978.85 230.97 14.70 339.44 NASDAQ_micro 504.69 0.56 282.68 1.00 282.68 30978.85 109.59 2.21 24.19 NIKKEI 48660.00 1.21 58715.07 0.01 397.36 30978.85 77.96 16.84 131.26 NZD 585.65 0.59 346.55 1.00 346.55 30978.85 89.39 2.58 23.09 OAT 1210.10 0.32 387.32 1.17 453.89 30978.85 68.25 5.60 38.21 OATIES 155.25 1.44 223.62 1.00 223.62 30978.85 138.53 -20.00 -277.06 OJ 343.12 2.95 1010.92 1.00 1010.92 30978.85 30.64 -6.10 -18.68 PALLAD 1352.00 1.98 2674.76 1.00 2674.76 30978.85 11.58 4.92 5.69 PLAT 829.80 1.46 1210.28 1.00 1210.28 30978.85 25.60 13.43 34.39 REDWHEAT 258.38 1.38 356.66 1.00 356.66 30978.85 86.86 -16.80 -145.93 RICE 225.80 1.24 279.97 1.00 279.97 30978.85 110.65 -16.97 -187.78 ROBUSTA 448.00 2.36 1056.69 1.00 1056.69 30978.85 29.32 4.48 13.13 RUSSELL 125.29 0.84 105.31 1.00 105.31 30978.85 294.17 7.71 226.70 SHATZ 1070.05 0.05 49.59 1.17 58.11 30978.85 533.11 -4.95 -263.94 SILVER-mini 1215.00 1.14 1388.28 1.00 1388.28 30978.85 22.31 17.22 38.44 SMI 1252.40 0.71 887.08 1.25 1111.91 30978.85 27.86 11.36 31.65 SOFR 2417.37 0.05 121.67 1.00 121.67 30978.85 254.61 -4.29 -109.13 SOYBEAN 532.75 0.78 418.20 1.00 418.20 30978.85 74.08 -2.93 -21.68 SOYMEAL 281.40 1.08 304.68 1.00 304.68 30978.85 101.68 -20.00 -203.36 SOYOIL 306.18 1.33 407.18 1.00 407.18 30978.85 76.08 -7.75 -58.95 SP400 3316.10 0.71 2353.30 1.00 2353.30 30978.85 13.16 -2.51 -3.31 SP500_micro 339.60 0.44 148.49 1.00 148.49 30978.85 208.63 2.13 44.47 SUGAR11 182.34 1.41 257.94 1.00 257.94 30978.85 120.10 -10.82 -130.01 US10 1123.59 0.29 322.05 1.00 322.05 30978.85 96.19 -2.63 -25.32 US10U 1149.22 0.37 420.14 1.00 420.14 30978.85 73.73 -0.88 -6.50 US2 2084.06 0.08 166.33 1.00 166.33 30978.85 186.25 -1.34 -25.00 US20 1162.50 0.55 644.18 1.00 644.18 30978.85 48.09 4.44 21.37 US30 1195.31 0.79 941.95 1.00 941.95 30978.85 32.89 1.41 4.63 US5 1091.17 0.19 206.64 1.00 206.64 30978.85 149.91 -3.13 -46.91 VIX 198.50 1.94 384.21 1.00 384.21 30978.85 80.63 -18.36 -148.06 WHEAT 293.62 1.14 335.31 1.00 335.31 30978.85 92.39 -11.65 -107.60 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 149.084 0.010 2.5 3.874 BITCOIN -45.938 0.043 2.5 -4.982 BOBL 64.425 0.004 2.5 0.654 BTP 36.139 0.014 2.5 1.234 BUND 26.019 0.004 2.5 0.264 BUXL -9.113 0.004 2.5 -0.093 CAC 48.776 0.014 2.5 1.666 CAD -137.050 0.010 2.5 -3.561 CANOLA -39.968 0.010 2.5 -0.974 CHF -24.529 0.010 2.5 -0.637 COCOA -17.952 0.010 2.5 -0.437 COFFEE 8.846 0.005 2.5 0.118 COPPER 1.746 0.043 2.5 0.189 CORN -31.942 0.010 2.5 -0.778 COTTON2 -171.829 0.010 2.5 -4.186 CRUDE_W -2.479 0.043 2.5 -0.269 DAX 70.784 0.014 2.5 2.418 DOW 19.911 0.009 2.5 0.463 DX 8.245 0.010 2.5 0.214 EUR 1.277 0.010 2.5 0.033 EURIBOR-ICE 281.918 0.014 2.5 9.629 EUROSTX 82.980 0.014 2.5 2.834 FEEDCOW 20.134 0.013 2.5 0.668 GASOIL 28.649 0.017 2.5 1.244 GASOLINE 4.259 0.017 2.5 0.185 GAS_US_mini -124.121 0.043 2.5 -13.460 GBP 51.185 0.010 2.5 1.330 GOLD_micro 67.445 0.014 2.5 2.304 HEATOIL -7.861 0.017 2.5 -0.341 JGB-SGX-mini -239.267 0.043 2.5 -25.946 JPY -29.516 0.010 2.5 -0.767 LEANHOG 109.596 0.024 2.5 6.670 LIVECOW 36.703 0.013 2.5 1.218 LUMBER-new -13.646 0.010 2.5 -0.332 MXP 339.440 0.059 2.5 49.891 NASDAQ_micro 24.192 0.009 2.5 0.563 NIKKEI 131.263 0.043 2.5 14.234 NZD 23.087 0.010 2.5 0.600 OAT 38.207 0.014 2.5 1.305 OATIES -277.061 0.010 2.5 -6.750 OJ -18.683 0.010 2.5 -0.455 PALLAD 5.695 0.014 2.5 0.195 PLAT 34.386 0.014 2.5 1.174 REDWHEAT -145.929 0.005 2.5 -1.939 RICE -187.780 0.010 2.5 -4.575 ROBUSTA 13.134 0.005 2.5 0.174 RUSSELL 226.698 0.013 2.5 7.523 SHATZ -263.940 0.004 2.5 -2.680 SILVER-mini 38.436 0.014 2.5 1.313 SMI 31.651 0.014 2.5 1.081 SOFR -109.131 0.024 2.5 -6.642 SOYBEAN -21.677 0.004 2.5 -0.202 SOYMEAL -203.355 0.004 2.5 -1.894 SOYOIL -58.954 0.004 2.5 -0.550 SP400 -3.310 0.013 2.5 -0.110 SP500_micro 44.467 0.009 2.5 1.035 SUGAR11 -130.006 0.010 2.5 -3.167 US10 -25.317 0.005 2.5 -0.321 US10U -6.500 0.005 2.5 -0.082 US2 -25.003 0.005 2.5 -0.317 US20 21.374 0.005 2.5 0.271 US30 4.629 0.005 2.5 0.059 US5 -46.909 0.005 2.5 -0.595 VIX -148.058 0.099 2.5 -36.598 WHEAT -107.601 0.005 2.5 -1.429 ===================== Position diags ===================== AUD 2.37 BITCOIN 15.52 BOBL 1.56 BTP 2.16 BUND 0.74 BUXL 0.30 CAC 1.53 CAD 3.41 CANOLA 6.89 CHF 1.20 COCOA 0.53 COFFEE 0.14 COPPER 1.69 CORN 3.56 COTTON2 2.21 CRUDE_W 3.50 DAX 5.51 DOW 6.29 DX 2.01 EUR 1.24 EURIBOR-ICE 11.85 EUROSTX 2.19 FEEDCOW 0.60 GASOIL 1.22 GASOLINE 1.06 GAS_US_mini 15.34 GBP 2.17 GOLD_micro 4.15 HEATOIL 0.92 JGB-SGX-mini 22.63 JPY 1.42 LEANHOG 4.08 LIVECOW 1.39 LUMBER-new 3.22 MXP 33.95 NASDAQ_micro 2.55 NIKKEI 8.45 NZD 2.32 OAT 2.33 OATIES 3.38 OJ 0.75 PALLAD 0.40 PLAT 0.87 REDWHEAT 1.15 RICE 2.70 ROBUSTA 0.39 RUSSELL 9.76 SHATZ 5.41 SILVER-mini 0.76 SMI 0.95 SOFR 15.50 SOYBEAN 0.69 SOYMEAL 0.95 SOYOIL 0.71 SP400 0.44 SP500_micro 4.86 SUGAR11 2.93 US10 1.22 US10U 0.94 US2 2.36 US20 0.61 US30 0.42 US5 1.90 VIX 19.93 WHEAT 1.23 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.6 4.1 0.0 0 BITCOIN -5.0 -6.5 -3.4 0.0 0 BOBL 0.7 0.5 0.8 0.0 0 BTP 1.2 1.0 1.5 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.7 1.5 1.8 0.0 0 CAD -3.6 -3.9 -3.2 -4.0 -4 CANOLA -1.0 -1.7 -0.3 0.0 0 CHF -0.6 -0.8 -0.5 -1.0 -1 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 0.2 0.0 0.4 1.0 1 CORN -0.8 -1.1 -0.4 -3.0 -3 COTTON2 -4.2 -4.4 -4.0 -4.0 -4 CRUDE_W -0.3 -0.6 0.1 0.0 0 DAX 2.4 1.9 3.0 0.0 0 DOW 0.5 -0.2 1.1 0.0 0 DX 0.2 0.0 0.4 0.0 0 EUR 0.0 -0.1 0.2 0.0 0 EURIBOR-ICE 9.6 8.4 10.8 0.0 0 EUROSTX 2.8 2.6 3.1 8.0 8 FEEDCOW 0.7 0.6 0.7 3.0 3 GASOIL 1.2 1.1 1.4 1.0 1 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -13.5 -15.0 -11.9 -15.0 -15 GBP 1.3 1.1 1.5 0.0 0 GOLD_micro 2.3 1.9 2.7 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -25.9 -28.2 -23.7 0.0 0 JPY -0.8 -0.9 -0.6 -1.0 -1 LEANHOG 6.7 6.3 7.1 7.0 7 LIVECOW 1.2 1.1 1.4 0.0 0 LUMBER-new -0.3 -0.7 -0.0 0.0 0 MXP 49.9 46.5 53.3 36.0 36 NASDAQ_micro 0.6 0.3 0.8 8.0 8 NIKKEI 14.2 13.4 15.1 22.0 22 NZD 0.6 0.4 0.8 0.0 0 OAT 1.3 1.1 1.5 3.0 3 OATIES -6.8 -7.1 -6.4 NaN 0 OJ -0.5 -0.5 -0.4 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 1.2 1.1 1.3 0.0 0 REDWHEAT -1.9 -2.1 -1.8 0.0 0 RICE -4.6 -4.8 -4.3 -3.0 -3 ROBUSTA 0.2 0.1 0.2 1.0 1 RUSSELL 7.5 6.5 8.5 0.0 0 SHATZ -2.7 -3.2 -2.1 NaN 0 SILVER-mini 1.3 1.2 1.4 4.0 4 SMI 1.1 1.0 1.2 0.0 0 SOFR -6.6 -8.2 -5.1 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -1.9 -2.0 -1.8 -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 1.0 0.5 1.5 0.0 0 SUGAR11 -3.2 -3.5 -2.9 -5.0 -5 US10 -0.3 -0.4 -0.2 0.0 0 US10U -0.1 -0.2 0.0 0.0 0 US2 -0.3 -0.6 -0.1 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.6 -0.8 -0.4 -2.0 -2 VIX -36.6 -38.6 -34.6 -26.0 -26 WHEAT -1.4 -1.6 -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 0.2 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 0.4 0.5 0.2 0.3 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 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.5 0.2 -2.7 0.0 0.2 0.1 0.2 0.3 0.1 -0.1 -0.2 -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 -0.1 -0.0 -0.1 -0.0 0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.1 -0.1 -0.3 0.7 0.7 0.7 0.7 BTP -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.5 0.0 0.6 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 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.3 -0.0 -0.1 -0.1 0.1 0.1 0.1 -0.0 -0.1 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 -0.0 -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 -0.5 0.5 0.4 -0.1 0.1 CAC 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 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 0.1 0.0 0.1 -0.1 0.1 0.4 0.2 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 -0.0 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 -0.2 -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 -0.1 -0.2 -0.1 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 -0.0 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 -0.6 -0.6 -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 -0.0 1.1 -0.5 -0.4 -0.1 0.2 -0.1 0.1 0.1 0.3 COFFEE -0.6 0.6 -0.1 -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 0.0 0.2 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.4 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.6 -0.0 -0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 -0.1 0.1 -0.0 -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 -0.1 -0.2 -0.3 -0.3 0.5 0.2 0.5 0.3 CORN 0.1 0.4 -0.2 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.3 -0.0 -0.5 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.1 1.3 0.0 -0.0 -0.0 0.0 -0.3 0.0 -1.1 0.1 0.5 0.6 0.6 -0.2 -0.0 -0.0 0.1 COTTON2 -0.1 -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 -0.4 0.1 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 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 0.1 0.2 0.1 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 -0.1 -0.4 -0.6 0.7 0.4 -0.1 0.5 DAX 0.2 -0.4 -0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.6 0.1 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 -0.4 -0.6 -0.6 0.7 0.7 0.7 0.6 DOW 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 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.2 0.1 0.0 0.2 0.1 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 0.1 -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 0.4 0.1 -0.2 -0.2 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 -0.0 0.1 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 0.3 0.2 0.3 0.2 -0.0 0.0 -0.0 0.1 -0.0 0.9 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.8 0.0 -0.3 -0.0 -0.1 0.5 0.7 0.6 0.7 EUROSTX 0.6 0.2 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 0.1 0.1 0.1 0.4 0.5 0.3 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW -0.4 -0.2 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.3 0.3 0.2 0.2 0.1 0.5 0.1 -2.7 0.0 0.0 0.2 0.0 0.3 0.0 1.1 0.2 0.1 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.0 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 0.2 0.3 0.3 0.7 0.3 0.5 0.3 GASOLINE -0.1 0.0 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 -0.0 -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 -0.1 -0.0 -0.1 -0.0 -0.1 1.1 -0.1 -0.2 -0.3 -0.5 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 -0.0 -0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.1 -0.5 0.2 -0.6 0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.2 -0.2 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.1 -0.2 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 0.3 0.2 0.1 0.2 -0.1 0.4 -0.1 0.2 -0.0 GOLD_micro 0.6 0.6 0.4 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.5 0.5 0.6 0.6 0.1 -0.7 0.0 -0.7 -0.2 HEATOIL -0.1 -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 0.0 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 -0.1 0.0 -0.1 -0.1 -0.3 -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 -0.1 -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 -0.1 -0.3 -0.4 -0.3 -0.7 -0.6 -0.7 -0.7 JPY 0.0 -0.0 -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 -0.1 -0.1 -0.1 2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.7 -0.2 -0.1 -0.2 -0.5 -0.3 -0.3 -0.4 -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 -0.2 0.7 0.1 0.2 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.5 0.0 0.1 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 -0.2 0.4 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.3 -0.0 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.4 -0.0 0.6 0.0 0.1 -0.2 0.3 0.0 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 0.5 -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 -0.2 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 -0.5 0.5 0.8 0.8 0.8 0.8 MXP 0.1 0.1 0.5 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.5 0.2 0.6 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.3 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.3 0.2 0.0 0.3 NASDAQ_micro 0.5 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 0.1 0.2 0.1 0.2 0.1 -0.3 -0.2 0.6 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.2 0.1 0.5 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 0.4 0.2 -2.0 0.1 0.1 0.2 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.3 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 0.1 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 -0.1 1.5 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -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 0.0 -0.0 -0.0 -0.2 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 0.1 0.2 -0.2 -0.3 0.6 0.7 0.6 0.7 OATIES -0.0 -0.5 -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 -2.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.5 -0.6 -0.3 -0.1 -0.7 -0.3 -0.7 -0.3 OJ -0.1 -0.0 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 0.4 0.1 0.4 0.0 0.1 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 0.2 2.7 0.0 0.1 0.1 0.1 0.2 0.1 0.3 -0.1 -0.1 -0.5 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.2 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 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 0.1 0.1 0.1 0.2 0.1 0.3 0.5 0.4 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 -0.0 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 -0.4 -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 -0.4 -0.4 -0.3 -0.2 -0.4 -0.3 -0.2 -0.3 ROBUSTA -0.5 0.6 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.0 0.2 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 0.2 0.6 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 1.2 0.1 0.1 0.2 0.1 0.1 0.1 0.0 -0.3 -0.2 0.5 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.2 -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 -0.3 -0.3 -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 -0.1 -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 0.5 0.2 SMI -0.1 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 0.1 0.0 0.2 0.1 0.1 1.1 0.0 0.1 0.0 0.1 0.0 0.1 0.7 0.4 -0.6 -0.1 -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 -0.1 0.5 -0.2 0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.2 -0.0 0.2 -0.3 -0.5 0.4 0.6 0.2 -0.5 -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 -0.5 0.0 0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.0 0.1 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 -2.3 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -1.0 -0.2 -0.1 0.6 0.4 -0.6 -0.7 -0.5 -0.7 SOYOIL -0.3 -0.5 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.1 -1.6 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.3 0.1 -0.1 0.1 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.1 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 0.1 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 -0.4 -0.3 0.4 0.4 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 0.1 -0.1 -0.3 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.4 0.1 -0.6 -0.1 -0.1 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.4 -0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.2 -0.0 0.8 0.5 0.4 0.5 0.3 -0.7 -0.7 -0.7 -0.7 US10 -0.4 0.2 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.1 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.1 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.2 -0.1 -0.1 0.4 0.6 -0.4 -0.7 -0.7 -0.7 US10U -0.2 0.3 0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.4 -0.1 -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 0.0 0.3 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 0.0 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 -0.0 -0.1 0.3 0.3 -0.3 -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 0.4 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.0 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 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 0.1 -0.6 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.6 0.1 0.5 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 -0.1 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 0.2 -0.0 -0.6 -0.1 -0.2 0.4 0.5 -0.4 -0.5 -0.6 -0.7 VIX 0.1 -0.7 -0.7 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -0.1 -0.8 -0.2 -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 -0.1 -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 -0.0 -0.5 -0.1 1.8 -0.1 -0.0 -0.2 -0.0 -0.4 -0.0 -1.0 0.0 0.3 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 -1.2 5.8 6.1 2.9 -0.3 5.2 -2.8 5.1 -0.8 18.4 19.3 -2.1 4.0 8.4 9.2 -0.9 -1.4 -1.3 -1.4 8.6 9.2 4.1 4.4 5.6 15.9 5.8 3.8 5.0 2.3 1.0 3.5 2.7 15.7 15.3 6.1 7.8 20.0 20.0 20.0 20.0 BITCOIN 6.7 -12.1 -3.0 8.2 11.2 7.3 11.1 5.8 9.8 20.0 17.6 20.0 20.0 5.3 4.7 -6.9 -7.5 -7.4 -7.4 8.9 13.1 20.0 20.0 17.7 -20.0 1.4 20.0 4.0 16.1 8.6 5.5 -2.3 -9.5 -20.0 -20.0 -20.0 12.5 -3.2 -13.0 -7.9 BOBL -5.1 -2.3 -5.2 -1.1 -4.2 -1.1 -2.7 -2.8 -2.3 13.3 2.3 -5.6 -1.9 -8.4 -11.9 20.0 0.8 14.2 6.1 -5.5 -4.7 -0.0 -3.8 -3.9 2.9 -4.0 1.7 -3.5 0.2 -2.4 -2.7 -0.7 6.1 -4.3 -2.8 -8.1 20.0 20.0 20.0 20.0 BTP -1.2 -2.3 -1.8 -1.4 -5.3 -1.4 -3.4 -3.6 -2.9 10.6 18.5 1.5 15.5 7.7 6.9 7.8 9.1 9.9 10.0 1.8 5.3 0.7 9.6 0.5 -20.0 1.2 -1.0 3.9 0.5 7.4 0.2 11.2 2.8 8.8 -0.7 2.4 14.8 20.0 15.5 20.0 BUND -1.5 1.1 -1.7 -1.1 -4.3 -1.1 -2.7 -2.9 -2.3 10.1 -0.5 -2.1 -8.2 -1.2 -8.5 -4.5 5.2 2.8 5.7 -2.5 -4.7 1.4 -7.6 -0.5 -1.0 -1.7 0.4 -2.8 1.1 -3.5 -0.3 4.7 8.4 2.8 -1.2 -6.5 20.0 20.0 20.0 20.0 BUXL 5.4 0.4 -5.0 -1.1 -4.1 -1.1 -2.6 -2.7 -2.2 6.8 -15.2 1.5 -16.2 0.6 -10.6 3.8 2.6 3.6 3.3 -6.2 -12.5 2.7 -16.9 -0.1 -2.8 -3.7 0.3 -6.9 2.1 -8.0 0.2 -0.0 11.8 9.9 -6.4 -14.0 14.7 12.1 -3.1 2.4 CAC 11.7 1.2 3.0 7.0 8.8 5.3 8.7 3.7 7.8 11.7 14.4 17.2 11.2 13.8 11.2 -3.6 -1.1 -2.2 -1.3 10.2 6.7 20.0 5.4 17.3 1.5 4.4 9.5 0.5 12.5 -1.4 9.0 7.7 8.9 0.6 -14.4 -20.0 20.0 20.0 20.0 19.1 CAD -7.3 -10.3 -5.7 3.1 -0.3 5.7 -3.1 5.6 -0.9 -18.8 4.8 -20.0 -1.0 -20.0 -20.0 -7.6 -6.9 -7.5 -7.3 -15.5 -6.1 -20.0 -2.9 -20.0 19.8 -5.6 -7.3 -0.4 -10.8 0.5 -9.7 -7.1 -20.0 -19.5 -20.0 -16.5 -20.0 -20.0 -20.0 -20.0 CANOLA -4.7 -20.0 -15.9 -3.1 -0.4 -2.9 -1.2 -2.1 -2.4 -6.9 -0.7 -8.7 1.2 -9.7 -10.0 -16.4 -7.8 -12.9 -8.5 -11.3 -6.1 -6.9 -0.6 -10.1 3.1 -3.5 -1.7 -2.1 -2.5 -0.5 -3.2 -0.4 -4.6 -1.6 -6.4 -1.8 20.0 20.0 20.0 20.0 CHF -1.3 -2.9 1.7 2.0 -0.2 3.6 -1.9 3.5 -0.6 -4.2 12.4 -8.4 11.4 -0.8 1.7 -15.0 -15.5 -15.2 -15.0 3.6 9.8 -2.0 12.5 -0.2 -0.5 3.5 0.4 5.9 -0.5 6.4 1.2 -20.0 1.3 6.3 4.5 5.8 -20.0 -20.0 -20.0 -20.0 COCOA -18.3 -17.5 -11.7 -3.1 -0.3 -2.8 -1.2 -2.1 -2.4 -7.9 -7.0 -9.6 1.5 -10.0 -7.4 -1.0 13.2 4.5 8.9 -11.3 -6.0 -19.4 3.3 -15.8 -20.0 -2.8 -6.7 -0.8 -6.2 2.4 -4.6 20.0 -20.0 -13.8 -1.8 7.0 -1.7 3.9 2.5 7.6 COFFEE -20.0 20.0 -3.1 -3.7 -0.4 -3.3 -1.4 -2.5 -2.8 7.3 5.0 -0.5 7.1 5.7 7.0 14.1 9.4 12.4 10.7 10.9 8.9 5.5 8.4 7.7 -20.0 3.5 0.8 3.2 1.1 3.3 2.2 20.0 12.1 13.6 20.0 20.0 8.3 15.7 17.5 20.0 COPPER 19.3 -0.8 -6.9 2.7 3.6 2.4 3.6 1.9 3.2 6.4 -3.3 7.5 -1.7 6.0 -4.5 -5.2 -5.4 -5.0 -5.2 0.9 -1.3 11.0 0.4 7.0 -5.2 0.8 3.5 0.9 3.6 1.9 2.3 1.2 -2.9 -5.8 -9.8 -8.8 13.9 6.9 14.8 8.2 CORN 4.6 11.9 -6.1 -6.4 -0.7 -5.9 -2.5 -4.3 -5.0 -0.7 -10.5 -2.5 -14.1 13.4 0.3 -18.8 -18.9 -20.0 -20.0 1.5 -7.3 1.9 -14.6 4.7 9.7 2.5 -0.4 -1.8 1.3 -7.7 3.2 -20.0 2.8 14.3 20.0 20.0 -7.3 -0.0 -0.9 2.3 COTTON2 -2.3 -2.2 0.6 -7.6 -0.9 -6.9 -3.0 -5.1 -5.9 -19.3 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -13.8 -16.8 -15.3 -11.1 -13.5 -14.3 -20.0 -12.6 -15.8 -6.7 -11.5 -7.3 -13.0 -12.6 -9.9 -12.3 -17.3 3.6 20.0 20.0 -12.6 -20.0 -8.9 -17.8 CRUDE_W -0.9 -0.1 2.1 1.4 -8.2 2.9 -6.9 1.6 -2.1 -12.9 -1.6 -12.9 -9.2 -10.6 -10.4 6.4 7.6 7.2 7.1 -2.6 -2.3 -11.2 -5.2 -6.1 2.7 -4.0 -6.4 -3.3 -7.6 -4.1 -5.5 -2.5 -0.6 -2.4 -11.9 -17.0 20.0 12.8 -3.0 15.5 DAX 6.8 -13.7 -8.0 6.4 8.0 4.8 8.0 3.4 7.1 17.3 15.8 17.4 17.9 5.4 1.1 -6.4 -6.5 -5.8 -5.6 2.1 8.2 20.0 20.0 11.2 -11.5 -0.7 13.9 0.3 12.1 5.8 4.5 -0.6 20.0 -13.8 -20.0 -20.0 20.0 20.0 20.0 18.0 DOW 8.2 14.4 20.0 6.7 8.5 5.1 8.4 3.6 7.5 16.4 20.0 19.5 16.6 20.0 20.0 -9.8 -8.3 -8.7 -8.0 20.0 20.0 18.1 20.0 20.0 -16.6 7.8 5.2 6.5 5.5 4.5 6.7 -4.2 -11.8 -5.8 10.1 15.0 -20.0 -20.0 -20.0 -20.0 DX 4.1 5.1 5.4 1.6 -0.2 3.0 -1.6 2.9 -0.5 4.1 -10.8 6.2 -10.7 4.0 -2.2 5.5 6.1 6.0 5.9 -1.4 -7.0 3.7 -9.9 1.9 -20.0 -0.7 3.0 -3.5 2.3 -4.8 1.0 15.3 14.8 3.5 -7.0 -7.2 20.0 14.1 20.0 16.4 EUR -2.5 -3.5 -0.1 2.0 -0.2 3.7 -2.0 3.6 -0.6 -5.4 14.3 -7.7 13.5 -2.2 6.7 -6.9 -7.5 -7.3 -7.4 4.3 11.3 -2.9 14.1 -0.3 12.4 3.7 -2.3 7.2 -1.8 8.1 0.5 -7.7 -1.7 4.6 1.2 5.5 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -9.0 -3.3 -7.1 -0.9 -3.5 -0.9 -2.2 -2.4 -1.9 11.3 7.6 -7.0 10.4 -8.6 -8.0 12.6 10.2 13.0 12.4 -3.7 0.1 -1.3 5.3 -4.5 6.6 -3.0 1.9 -1.0 -0.8 1.8 -3.3 14.4 1.9 -7.8 -0.8 -4.0 14.9 20.0 16.9 20.0 EUROSTX 17.0 4.6 1.1 6.7 8.4 5.1 8.4 3.6 7.5 16.7 19.3 20.0 17.5 19.7 17.1 -3.1 -0.9 -2.3 -1.5 16.5 12.2 20.0 13.6 20.0 -6.6 5.4 10.9 2.2 12.9 1.7 9.9 7.7 20.0 10.2 -6.2 -19.0 20.0 20.0 20.0 17.2 FEEDCOW -13.3 -5.3 12.5 -3.9 -0.4 -3.5 -1.5 -2.6 -3.0 6.4 11.9 6.6 12.5 6.4 10.4 18.4 6.6 16.9 12.5 14.3 20.0 6.2 20.0 7.3 -20.0 4.0 2.5 6.6 1.6 7.4 1.9 20.0 7.0 2.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 1.5 4.9 8.2 1.3 -7.3 2.6 -6.2 1.4 -1.9 -15.5 6.6 -8.5 1.7 6.0 2.9 20.0 13.0 20.0 16.1 7.0 7.3 -7.9 3.7 2.0 -0.3 4.3 -8.2 4.6 -4.3 2.4 1.3 9.4 -0.8 7.6 8.7 8.3 20.0 9.2 15.9 8.9 GASOLINE -4.4 1.2 3.9 1.5 -8.4 3.0 -7.1 1.7 -2.1 -10.7 5.3 -12.2 -0.5 -5.7 -4.2 20.0 20.0 20.0 20.0 0.2 2.3 -12.5 0.8 -5.9 -20.0 -3.6 -7.6 -1.3 -10.0 -0.4 -6.8 20.0 -5.5 -5.2 -7.7 -15.7 20.0 19.6 20.0 20.0 GAS_US_mini 9.7 -0.2 -19.2 1.8 -10.5 3.7 -8.9 2.1 -2.7 14.9 -20.0 16.0 -16.8 5.6 -20.0 -20.0 -20.0 -20.0 -20.0 -13.1 -20.0 12.9 -17.9 2.2 20.0 -4.6 7.4 -7.7 7.9 -5.6 2.3 -20.0 20.0 6.7 -7.6 -20.0 -2.7 -20.0 -20.0 -20.0 GBP -5.9 -4.2 -4.9 3.0 -0.3 5.5 -3.0 5.4 -0.9 10.1 16.2 -5.1 17.8 -2.4 -0.2 0.5 -0.2 -0.0 -0.2 0.7 9.3 -1.7 16.2 -3.4 1.1 3.5 3.0 7.4 -1.1 10.2 -0.3 4.7 6.5 2.5 5.7 -3.6 10.6 -2.7 6.7 -0.5 GOLD_micro 20.0 20.0 13.2 7.0 9.5 6.2 9.4 4.9 8.3 19.6 20.0 20.0 20.0 20.0 20.0 -13.0 -11.6 -12.1 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 9.5 5.9 9.4 5.7 9.1 -9.1 20.0 20.0 20.0 2.5 -19.8 1.3 -20.0 -4.7 HEATOIL -2.4 -0.1 8.0 1.5 -8.4 2.9 -7.0 1.6 -2.1 -14.8 10.2 -13.2 4.1 -1.7 4.2 9.0 8.7 9.4 8.8 3.4 7.1 -12.1 5.2 -3.3 -20.0 -1.3 -10.1 2.6 -8.6 3.8 -4.8 0.6 -2.7 -2.1 -8.1 -2.4 13.9 5.0 -12.2 -5.4 JGB-SGX-mini -11.7 -10.1 -9.7 -0.6 -2.4 -0.6 -1.6 -1.6 -1.3 -6.5 -8.8 -9.7 -8.3 -10.0 -9.9 3.9 13.4 10.2 12.1 -9.8 -9.5 -8.2 -9.8 -9.8 -6.2 -3.5 -2.4 -3.2 -3.2 -3.4 -3.7 17.0 -5.9 -10.5 -12.1 -9.8 -20.0 -18.5 -20.0 -20.0 JPY 0.2 -1.3 -9.1 2.0 -0.2 3.6 -1.9 3.5 -0.6 -6.2 -9.0 -4.1 -5.9 -2.5 -10.1 -10.3 -11.1 -10.4 -10.3 -6.0 -5.5 -6.4 -4.5 -5.2 20.0 -2.6 -13.8 -2.3 -5.7 -2.1 -3.2 -13.1 -7.0 -3.7 -7.2 -14.6 -8.8 -10.4 -13.0 -10.1 LEANHOG -8.9 4.0 1.7 -7.0 -0.8 -6.3 -2.7 -4.7 -5.4 -16.3 20.0 -14.2 19.5 10.3 14.7 20.0 20.0 20.0 20.0 13.0 18.3 -7.7 18.4 3.8 0.5 5.6 -5.6 6.8 -3.3 7.2 2.2 20.0 -6.7 12.2 20.0 20.0 20.0 14.0 20.0 20.0 LIVECOW -10.4 -1.3 14.3 -5.0 -0.6 -4.5 -2.0 -3.4 -3.9 -2.2 15.2 -2.1 15.9 2.5 12.0 -12.3 13.8 1.7 10.6 13.0 20.0 0.2 20.0 2.3 -20.0 4.4 2.6 9.0 0.2 11.2 0.7 20.0 -7.8 -1.8 20.0 20.0 20.0 13.2 20.0 18.8 LUMBER-new 12.4 -20.0 -8.8 -4.5 -0.5 -4.1 -1.8 -3.0 -3.4 13.3 -10.2 13.7 -7.3 -5.7 -10.0 -20.0 -20.0 -20.0 -20.0 -11.3 -12.1 14.2 -8.0 1.0 NaN -2.5 4.0 -2.3 3.9 -1.0 0.5 -20.0 20.0 20.0 -14.6 13.3 20.0 20.0 20.0 20.0 MXP 4.6 3.3 14.2 3.2 -0.4 5.9 -3.2 5.7 -0.9 12.8 20.0 18.7 16.8 20.0 20.0 13.1 12.6 12.9 12.4 20.0 20.0 9.0 20.0 16.6 -20.0 9.7 2.6 11.5 3.5 9.7 6.8 20.0 18.9 20.0 17.8 20.0 7.7 7.4 1.0 9.7 NASDAQ_micro 16.1 14.9 20.0 6.5 8.3 5.0 8.2 3.5 7.4 16.6 20.0 18.9 19.9 19.6 20.0 -11.4 -8.9 -10.2 -9.1 20.0 20.0 20.0 20.0 20.0 -20.0 7.8 6.6 7.1 6.7 5.8 7.3 -5.6 -7.2 18.0 6.2 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI -5.5 2.3 15.7 6.1 7.7 4.6 7.6 3.3 6.8 15.4 19.9 17.0 16.6 18.3 19.5 1.9 9.0 6.6 8.3 20.0 20.0 20.0 16.2 20.0 -15.3 7.1 14.4 5.7 8.0 3.1 6.7 20.0 20.0 20.0 20.0 20.0 9.4 15.3 20.0 20.0 NZD -9.2 -8.3 -7.2 2.0 -0.2 3.7 -2.0 3.6 -0.6 6.1 2.8 -8.6 -3.0 -9.6 -11.4 -3.7 -2.7 -3.6 -3.2 -8.8 -4.5 -4.7 -2.2 -9.6 10.9 -3.2 2.4 -1.4 -2.1 -1.0 -4.1 0.0 2.1 -6.6 -15.7 -11.8 20.0 17.7 20.0 20.0 OAT 0.2 -3.8 -4.9 -1.0 -3.9 -1.0 -2.5 -2.6 -2.1 1.4 -0.1 -2.6 -5.7 -0.8 -6.1 16.4 10.1 16.1 14.0 -4.6 -5.4 -0.8 -5.8 -2.2 1.4 -3.2 -3.6 -3.4 -0.7 -2.7 -1.6 15.2 2.5 5.8 -7.3 -9.8 17.6 20.0 17.0 20.0 OATIES -0.9 -16.4 -16.0 -7.4 -0.8 -6.7 -2.9 -5.0 -5.7 -19.5 -20.0 -20.0 -11.0 -20.0 -20.0 -20.0 -5.4 -20.0 -11.2 -20.0 -20.0 -20.0 -13.3 -20.0 -17.8 -8.4 -15.5 -6.7 -10.5 -4.4 -8.7 0.1 -20.0 -20.0 -7.9 -1.6 -20.0 -10.0 -20.0 -9.5 OJ -3.1 -1.2 9.1 -2.3 -0.3 -2.1 -0.9 -1.6 -1.8 -6.0 -3.2 -6.4 -4.8 -5.0 -1.9 -0.3 6.4 1.7 3.4 -2.7 -3.6 -5.2 -5.0 -3.9 -20.0 -1.1 -3.4 -1.8 -2.7 -2.3 -1.6 20.0 -5.3 2.4 8.0 7.7 -10.9 -11.6 -6.9 -9.7 PALLAD 13.3 2.0 11.5 4.6 6.2 4.1 6.2 3.2 5.4 11.0 7.1 12.1 5.0 11.0 6.7 -3.2 -2.9 -3.0 -3.0 10.8 9.3 16.3 6.7 14.3 20.0 4.2 7.6 4.6 6.3 4.2 5.2 5.3 -3.5 -4.1 -14.3 -3.2 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 7.0 18.8 4.9 6.7 4.4 6.7 3.5 5.9 13.4 13.2 14.0 11.0 13.7 13.6 -3.3 -3.5 -3.1 -3.0 20.0 20.0 20.0 19.1 20.0 1.5 5.0 5.8 5.2 7.1 4.9 6.3 4.8 20.0 11.6 0.7 11.2 20.0 6.7 -8.7 -5.8 REDWHEAT 2.1 -4.2 -13.6 -7.2 -0.8 -6.5 -2.8 -4.8 -5.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -19.9 -18.6 -19.9 -20.0 -14.3 -20.0 -15.6 7.3 -7.8 -8.2 -8.5 -9.0 -10.8 -8.0 -17.2 -12.0 -0.1 9.1 20.0 -20.0 -20.0 -20.0 -20.0 RICE -9.1 -20.0 -20.0 -3.5 -0.4 -3.2 -1.4 -2.4 -2.7 -7.8 -12.1 -10.3 -11.5 -11.8 -12.1 -17.6 -8.8 -17.0 -15.1 -19.5 -19.8 -12.7 -18.3 -16.6 -1.8 -4.3 -2.4 -4.6 -3.2 -4.9 -3.9 -8.5 -15.2 -11.6 -10.0 -6.0 -10.7 -8.2 -5.6 -7.9 ROBUSTA -15.6 20.0 1.7 -2.3 -0.3 -2.1 -0.9 -1.5 -1.7 5.5 -1.1 -1.0 -0.7 2.5 3.1 10.0 15.1 15.4 14.9 3.1 0.4 3.8 -0.4 2.4 -20.0 1.0 1.7 0.2 0.9 -0.0 0.8 20.0 8.0 3.9 20.0 8.6 -0.0 17.7 3.8 20.0 RUSSELL 5.1 18.8 20.0 6.2 7.8 4.7 7.8 3.3 7.0 16.8 18.7 15.1 10.1 17.8 19.1 -5.9 -5.5 -5.5 -5.2 20.0 20.0 17.5 14.2 20.0 9.2 7.1 5.7 5.9 4.6 3.1 5.6 0.4 -13.1 -7.0 16.8 20.0 -20.0 -20.0 -20.0 -20.0 SHATZ -6.0 -10.5 -13.8 -1.0 -3.9 -1.0 -2.5 -2.7 -2.1 14.1 -5.9 -9.5 1.4 -12.9 -16.2 -20.0 -19.6 -20.0 -19.5 -13.2 -10.7 -2.0 -5.1 -9.0 6.8 -5.8 1.7 -4.7 -0.7 -2.1 -4.0 -20.0 4.6 -8.8 -10.6 -15.7 18.7 19.0 20.0 20.0 SILVER-mini 18.9 20.0 16.4 8.0 10.9 7.1 10.9 5.7 9.6 20.0 20.0 20.0 20.0 20.0 20.0 -7.5 -6.8 -7.3 -6.9 20.0 20.0 20.0 20.0 20.0 -11.9 9.0 8.4 7.1 10.3 5.2 10.4 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 15.3 4.9 SMI -1.7 7.4 -0.9 5.0 6.3 3.8 6.3 2.7 5.6 14.4 5.2 11.3 4.7 9.3 6.8 4.8 2.8 2.6 2.3 5.7 2.9 20.0 3.2 11.6 8.0 2.5 13.7 0.6 10.2 0.3 5.1 14.0 15.2 -18.7 -4.1 -17.2 20.0 20.0 20.0 20.0 SOFR -18.3 1.6 9.9 -1.3 -4.9 -1.3 -3.1 -3.3 -2.6 -11.7 17.7 -14.9 13.1 -7.3 9.6 6.7 5.0 7.0 6.4 6.5 15.0 -10.3 14.6 -5.3 -20.0 3.0 -5.4 6.2 -5.0 5.7 -2.4 4.6 -12.4 -15.8 12.1 20.0 5.8 -13.6 -18.0 -20.0 SOYBEAN -6.7 2.7 1.9 -6.5 -0.7 -5.9 -2.6 -4.4 -5.0 11.6 3.3 -8.4 -10.9 -0.8 1.5 -5.4 -7.4 -9.4 -9.6 -1.0 -0.4 -3.0 -6.9 -4.0 -3.4 3.2 1.2 4.1 -1.4 -1.7 -0.7 -2.1 1.7 4.0 20.0 20.0 -13.1 -2.4 -10.1 2.4 SOYMEAL -8.4 -2.8 -2.2 -6.5 -0.7 -5.9 -2.6 -4.4 -5.0 8.7 -17.7 -10.1 -20.0 -14.3 -15.2 -20.0 -16.1 -20.0 -19.6 -14.1 -17.5 -6.4 -20.0 -12.7 -17.0 -4.7 1.8 -6.3 -3.0 -10.3 -5.3 -18.1 -9.4 -3.1 20.0 11.4 -18.8 -20.0 -16.1 -20.0 SOYOIL -8.7 -15.3 1.1 -4.8 -0.5 -4.4 -1.9 -3.3 -3.7 5.8 5.4 -10.3 8.3 -13.1 -6.8 -9.0 -3.5 -6.3 -4.6 -8.2 1.3 -4.9 7.4 -10.1 -11.8 -3.2 0.4 0.4 -1.8 2.2 -4.0 5.9 2.6 -1.9 1.6 20.0 -20.0 -10.7 -20.0 -11.5 SP400 -4.4 8.0 16.8 6.0 7.5 4.5 7.5 3.2 6.7 16.2 16.4 0.3 7.7 10.2 14.4 -6.4 -6.0 -6.0 -5.8 12.0 13.8 4.7 9.1 5.7 -2.0 5.6 4.4 4.9 2.5 2.2 3.2 -0.4 -18.9 -20.0 -5.1 2.2 -20.0 -20.0 -20.0 -20.0 SP500_micro 11.9 17.8 20.0 7.7 9.7 5.8 9.6 4.1 8.6 20.0 20.0 20.0 20.0 20.0 20.0 -12.3 -9.8 -10.9 -9.8 20.0 20.0 20.0 20.0 20.0 -20.0 9.3 6.9 8.2 7.1 6.0 8.1 -6.9 -11.1 11.9 12.5 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.3 -2.2 -8.0 -5.6 -0.6 -5.1 -2.2 -3.8 -4.3 13.3 -16.2 6.8 -16.1 -8.1 -11.2 -0.8 5.3 -6.6 -3.3 -9.5 -13.6 4.9 -14.8 -3.3 -20.0 -4.6 8.0 -6.6 3.2 -6.8 -1.2 15.0 20.0 10.9 15.9 9.2 -20.0 -20.0 -20.0 -20.0 US10 -10.9 7.5 10.2 -1.0 -3.8 -1.0 -2.4 -2.6 -2.0 -6.7 11.8 -9.1 2.3 2.1 9.8 2.4 -0.5 1.8 1.0 7.1 9.1 -4.3 5.4 0.4 -4.7 3.8 -3.5 4.7 -1.9 3.2 0.5 -4.7 -3.9 -2.2 13.8 17.5 -10.7 -20.0 -20.0 -20.0 US10U -7.1 10.2 10.9 -1.4 -5.3 -1.4 -3.4 -3.6 -2.9 -4.5 13.8 -8.1 -1.3 6.7 14.4 0.6 -2.1 -1.3 -1.7 12.3 12.0 -2.0 4.5 4.9 -10.6 6.2 -3.1 6.2 -0.7 3.4 2.7 -8.5 0.6 7.9 20.0 20.0 8.0 -12.7 -18.0 -20.0 US2 -8.7 5.2 5.3 -0.9 -3.5 -0.9 -2.2 -2.3 -1.9 0.9 5.0 -5.5 -2.7 -1.6 5.5 -10.3 -16.0 -12.4 -13.5 2.8 4.2 -2.2 1.7 -0.9 18.2 2.4 -1.3 3.4 -1.0 2.8 -0.1 -20.0 -1.6 -3.6 8.9 9.8 -7.6 -10.2 -11.8 -20.0 US20 -1.1 12.0 10.7 -0.9 -3.5 -0.9 -2.2 -2.4 -1.9 -5.9 3.7 -2.7 -6.4 7.8 10.8 4.7 2.7 4.4 3.7 8.7 5.9 0.6 -0.4 5.6 -7.6 4.4 -2.0 3.4 0.3 1.0 2.7 0.3 4.1 11.3 16.0 17.4 20.0 10.7 -2.0 -11.5 US30 0.6 11.4 9.0 -1.1 -4.1 -1.1 -2.6 -2.7 -2.2 -7.9 -0.5 -4.1 -10.7 9.2 11.2 -7.4 -3.7 -5.4 -4.1 7.8 3.3 0.4 -4.3 5.6 -4.8 4.8 -2.9 3.1 0.1 -0.2 3.1 -11.6 3.9 14.1 15.1 15.7 20.0 6.6 0.9 -12.5 US5 -12.6 4.8 8.3 -1.1 -4.0 -1.0 -2.6 -2.7 -2.2 -6.5 12.6 -10.8 3.3 -2.3 7.9 -1.3 -3.9 -2.3 -2.7 5.0 8.7 -5.5 6.2 -2.0 1.0 3.1 -3.9 5.0 -2.8 4.2 -0.7 -10.6 -5.6 -7.2 11.2 15.3 -11.5 -15.6 -16.7 -20.0 VIX 1.4 -12.9 -14.1 -7.7 -0.7 -5.0 -2.1 -0.6 -5.3 -9.9 -18.4 -13.4 -9.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.8 -15.9 -4.8 -6.1 -12.4 NaN -8.7 -0.8 -6.0 -2.3 -0.9 -5.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 6.7 -1.0 -13.5 -7.3 -0.8 -6.7 -2.9 -4.9 -5.6 -7.7 -20.0 -11.6 -20.0 -13.6 -20.0 -18.2 -18.2 -18.5 -18.3 -14.7 -20.0 -5.0 -20.0 -7.9 13.5 -5.9 -3.2 -7.3 -3.9 -10.3 -4.3 -18.6 1.9 8.5 18.5 20.0 -20.0 -18.4 -20.0 -20.0 End of report for caleb_strategy_v3