******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251007_204414 produced at 2025-10-07 21:39:28.089580 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.04 0.00 -1.26 0.0 0.00 0.00 0.00 0.00 -28.51 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.77 0.0 0.00 0.00 0.00 0.00 -6.50 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.36 0.0 999.00 -999.00 -0.26 -0.26 -36.24 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.54 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.12 0.0 1.02 -1.02 -0.14 -0.14 -3.46 29.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.17 -0.17 -0.08 -0.08 -4.42 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.08 -0.06 0.0 0.13 -0.13 -0.08 -0.08 -11.22 26.0 -15 -15 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -7.00 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.05 0.0 1.01 -1.01 -0.08 -0.08 -0.70 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 -4.82 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.04 0.0 0.69 -0.69 -0.04 -0.04 -0.98 17.0 -1 -1 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.03 0.0 0.32 -0.32 0.00 0.00 -0.16 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.16 -0.16 -0.04 -0.04 -3.13 18.0 -5 -5 caleb_strategy_v3 US2 False True 0.10 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.27 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.03 0.0 1.34 -1.34 -0.11 -0.11 -0.54 25.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -1.98 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 -5.79 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 -2.08 8.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.02 0.0 0.14 -0.14 -0.05 -0.05 -0.33 3.0 -1 -1 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 WHEAT False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.58 9.0 -3 -3 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.94 -0.94 0.00 0.00 -0.31 17.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.79 -0.79 -0.03 -0.03 -0.50 26.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.74 -0.74 0.00 0.00 -0.09 13.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.53 3.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.13 -0.13 -0.03 -0.03 -1.20 12.0 -3 -3 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.26 -0.26 0.00 0.00 -0.10 4.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.48 10.0 -1 -1 caleb_strategy_v3 EUR False False 0.07 0.00 -0.01 0.0 1.00 -1.00 0.00 0.00 -0.10 14.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.25 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.03 -0.03 0.00 0.00 -0.36 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.19 23.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.18 -0.18 0.00 0.00 -0.18 7.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.22 -0.22 0.00 0.00 -0.55 51.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.76 -0.76 0.00 0.00 0.14 66.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.23 999999999.0 1 1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.25 0.01 0.0 0.57 -0.57 0.25 0.25 0.46 23.0 10 10 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.80 -0.80 0.00 0.00 0.77 48.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.50 21.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.40 -0.40 0.07 0.07 0.12 6.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.12 0.02 0.0 999.00 -999.00 0.12 0.12 0.27 999999999.0 2 2 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.02 0.0 0.14 -0.14 0.00 0.00 0.24 2.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.46 999999999.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.81 -0.81 0.00 0.00 2.73 58.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 6.65 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.03 1.27 4.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.10 -1.10 0.00 0.00 2.47 56.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.05 0.0 1.28 -1.28 0.00 0.00 0.79 19.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.05 0.0 0.41 -0.41 0.00 0.00 1.21 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.05 0.0 0.91 -0.91 0.00 0.00 1.19 22.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.79 -0.79 0.00 0.00 1.50 17.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.23 0.07 0.0 999.00 -999.00 0.23 0.23 1.17 999999999.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.07 0.0 0.71 -0.71 0.18 0.18 0.76 8.0 2 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.51 12.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.21 0.08 0.0 0.69 -0.69 0.21 0.21 1.14 10.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.09 0.0 0.64 -0.64 0.19 0.19 2.83 20.0 6 6 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.69 -0.69 0.00 0.00 1.32 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 1.22 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.11 0.0 0.22 -0.22 0.10 0.10 6.25 13.0 6 6 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.61 -0.61 0.00 0.00 3.81 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.30 0.27 0.0 0.56 -0.56 0.30 0.30 17.44 36.0 19 19 caleb_strategy_v3 MXP False False 0.01 0.48 0.66 0.0 0.79 -0.79 0.48 0.48 50.12 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.47 0.0 1.40 -1.40 0.00 0.00 10.48 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.0 Shocked risk 76.7 Sum abs risk 55.1 Leverage 7.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2038442.77, 'annual_cash_vol_target': 509610.6925, 'daily_cash_vol_target': 31850.66828125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6592 0.5197 8.3147 BITCOIN 2259.5434 121670.0000 1.8571 29.7137 BOBL 0.1692 117.8600 0.1436 2.2971 BTP 0.4109 119.8300 0.3429 5.4859 BUND 0.3577 128.5500 0.2782 4.4516 BUXL 0.8890 114.1600 0.7787 12.4595 CAC 59.1912 7963.5000 0.7433 11.8925 CAD 0.0023 0.7193 0.3240 5.1843 CANOLA 7.6700 627.4000 1.2225 19.5601 CHF 0.0054 1.2630 0.4257 6.8110 COCOA 138.6181 6162.0000 2.2496 35.9930 COFFEE 7.9096 358.7000 2.2051 35.2810 COPPER 0.0776 5.0865 1.5265 24.4239 CORN 4.2372 457.7500 0.9257 14.8107 COTTON2 0.6935 64.4400 1.0762 17.2192 CRUDE_W 0.9461 60.9000 1.5535 24.8559 DAX 160.9871 24493.0000 0.6573 10.5164 DOW 228.3940 46803.0000 0.4880 7.8078 DX 0.4032 98.2800 0.4102 6.5638 EUR 0.0052 1.1703 0.4443 7.1084 EURIBOR-ICE 0.0300 97.7600 0.0307 0.4917 EUROSTX 40.9392 5621.0000 0.7283 11.6532 FEEDCOW 3.4195 359.6250 0.9509 15.2137 GASOIL 10.8659 654.0000 1.6614 26.5831 GASOLINE 0.0298 1.8285 1.6309 26.0939 GAS_US_mini 0.0882 4.1300 2.1358 34.1727 GBP 0.0060 1.3431 0.4439 7.1020 GOLD_micro 25.0277 4004.6000 0.6250 9.9996 HEATOIL 0.0345 2.2525 1.5298 24.4767 JGB-SGX-mini 0.2137 135.8000 0.1574 2.5179 JPY 0.0000 0.0066 0.6973 11.1566 LEANHOG 1.1498 86.2750 1.3327 21.3237 LIVECOW 1.8166 237.8000 0.7639 12.2227 LUMBER-new 8.5006 635.0000 1.3387 21.4188 MXP 0.0003 0.0540 0.4973 7.9562 NASDAQ_micro 140.1897 25053.0000 0.5596 8.9532 NIKKEI 521.1001 48030.0000 1.0849 17.3592 NZD 0.0035 0.5815 0.6051 9.6816 OAT 0.3780 120.9200 0.3126 5.0012 OATIES 4.4316 311.7500 1.4215 22.7446 OJ 6.8530 216.5500 3.1646 50.6339 PALLAD 26.4068 1378.0000 1.9163 30.6610 PLAT 23.7725 1651.7000 1.4393 23.0284 REDWHEAT 7.0722 512.5000 1.3799 22.0789 RICE 0.1385 11.1650 1.2406 19.8488 ROBUSTA 104.1181 4395.0000 2.3690 37.9042 RUSSELL 21.6403 2473.5000 0.8749 13.9982 SHATZ 0.0490 107.0100 0.0458 0.7331 SILVER-mini 0.5958 47.6125 1.2513 20.0204 SMI 87.7089 12530.0000 0.7000 11.1999 SOFR 0.0481 96.7350 0.0498 0.7963 SOYBEAN 8.2466 1067.5000 0.7725 12.3603 SOYMEAL 3.0037 281.2000 1.0682 17.0906 SOYOIL 0.6797 51.7000 1.3147 21.0349 SP400 24.3181 3276.0000 0.7423 11.8770 SP500_micro 30.1537 6759.0000 0.4461 7.1380 SUGAR11 0.2302 16.1700 1.4234 22.7739 US10 0.3189 112.6875 0.2830 4.5274 US10U 0.4187 115.2656 0.3632 5.8116 US2 0.0821 104.2578 0.0788 1.2604 US20 0.6344 116.8125 0.5431 8.6897 US30 0.9242 120.2500 0.7686 12.2973 US5 0.2041 109.3203 0.1867 2.9875 VIX 0.3841 20.0000 1.9205 30.7275 WHEAT 6.6767 582.5000 1.1462 18.3394 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 659.25 0.52 342.59 1.00 342.59 31850.67 92.97 15.76 146.56 BITCOIN 121.67 1.86 225.95 1.00 225.95 31850.67 140.96 -3.78 -53.35 BOBL 1178.60 0.14 169.21 1.17 198.25 31850.67 160.66 4.86 78.07 BTP 1198.30 0.34 410.86 1.17 481.36 31850.67 66.17 5.83 38.57 BUND 1285.50 0.28 357.66 1.17 419.03 31850.67 76.01 3.66 27.79 BUXL 1141.60 0.78 888.98 1.17 1041.53 31850.67 30.58 -3.25 -9.94 CAC 796.35 0.74 591.91 1.17 693.48 31850.67 45.93 9.63 44.21 CAD 719.30 0.32 233.07 1.00 233.07 31850.67 136.66 -9.75 -133.23 CANOLA 125.48 1.22 153.40 0.72 109.93 31850.67 289.74 -0.77 -22.43 CHF 1578.81 0.43 672.08 1.00 672.08 31850.67 47.39 -5.72 -27.13 COCOA 616.20 2.25 1386.18 1.00 1386.18 31850.67 22.98 -8.95 -20.55 COFFEE 1345.12 2.21 2966.09 1.00 2966.09 31850.67 10.74 8.44 9.06 COPPER 1271.62 1.53 1941.13 1.00 1941.13 31850.67 16.41 1.51 2.48 CORN 228.88 0.93 211.86 1.00 211.86 31850.67 150.34 -3.28 -49.25 COTTON2 322.20 1.08 346.75 1.00 346.75 31850.67 91.85 -19.73 -181.25 CRUDE_W 609.00 1.55 946.08 1.00 946.08 31850.67 33.67 -0.70 -2.35 DAX 244.93 0.66 160.99 1.17 188.61 31850.67 168.87 4.73 79.81 DOW 234.02 0.49 114.20 1.00 114.20 31850.67 278.91 0.22 6.01 DX 982.80 0.41 403.18 1.00 403.18 31850.67 79.00 2.26 17.85 EUR 1462.88 0.44 649.92 1.00 649.92 31850.67 49.01 -0.76 -3.70 EURIBOR-ICE 2444.00 0.03 75.11 1.17 87.99 31850.67 361.96 8.47 306.73 EUROSTX 562.10 0.73 409.39 1.17 479.64 31850.67 66.40 12.46 82.75 FEEDCOW 1798.12 0.95 1709.76 1.00 1709.76 31850.67 18.63 12.36 23.02 GASOIL 654.00 1.66 1086.59 1.00 1086.59 31850.67 29.31 9.99 29.28 GASOLINE 767.97 1.63 1252.46 1.00 1252.46 31850.67 25.43 2.04 5.19 GAS_US_mini 103.25 2.14 220.52 1.00 220.52 31850.67 144.43 -7.16 -103.48 GBP 839.44 0.44 372.60 1.00 372.60 31850.67 85.48 5.37 45.90 GOLD_micro 400.46 0.62 250.28 1.00 250.28 31850.67 127.26 5.68 72.30 HEATOIL 946.05 1.53 1447.26 1.00 1447.26 31850.67 22.01 -3.41 -7.50 JGB-SGX-mini 135800.00 0.16 21370.27 0.01 142.28 31850.67 223.86 -11.74 -262.91 JPY 829.00 0.70 578.05 1.00 578.05 31850.67 55.10 -6.82 -37.57 LEANHOG 345.10 1.33 459.93 1.00 459.93 31850.67 69.25 14.83 102.72 LIVECOW 951.20 0.76 726.64 1.00 726.64 31850.67 43.83 10.30 45.15 LUMBER-new 174.62 1.34 233.77 1.00 233.77 31850.67 136.25 -1.09 -14.79 MXP 269.95 0.50 134.24 1.00 134.24 31850.67 237.27 14.37 341.01 NASDAQ_micro 501.06 0.56 280.38 1.00 280.38 31850.67 113.60 1.73 19.71 NIKKEI 48030.00 1.08 52110.01 0.01 346.94 31850.67 91.80 17.52 160.80 NZD 581.50 0.61 351.87 1.00 351.87 31850.67 90.52 2.12 19.18 OAT 1209.20 0.31 377.96 1.17 442.82 31850.67 71.93 4.65 33.47 OATIES 155.88 1.42 221.58 1.00 221.58 31850.67 143.74 -20.00 -287.48 OJ 324.82 3.16 1027.95 1.00 1027.95 31850.67 30.98 -7.02 -21.75 PALLAD 1378.00 1.92 2640.68 1.00 2640.68 31850.67 12.06 5.72 6.90 PLAT 825.85 1.44 1188.63 1.00 1188.63 31850.67 26.80 13.20 35.37 REDWHEAT 256.25 1.38 353.61 1.00 353.61 31850.67 90.07 -17.38 -156.57 RICE 223.30 1.24 277.02 1.00 277.02 31850.67 114.98 -17.22 -198.02 ROBUSTA 439.50 2.37 1041.18 1.00 1041.18 31850.67 30.59 4.60 14.07 RUSSELL 123.68 0.87 108.20 1.00 108.20 31850.67 294.36 6.80 200.28 SHATZ 1070.10 0.05 49.03 1.17 57.44 31850.67 554.48 -4.50 -249.71 SILVER-mini 1190.31 1.25 1489.41 1.00 1489.41 31850.67 21.38 16.05 34.32 SMI 1253.00 0.70 877.09 1.26 1101.58 31850.67 28.91 12.33 35.64 SOFR 2418.38 0.05 120.35 1.00 120.35 31850.67 264.64 -4.04 -106.85 SOYBEAN 533.75 0.77 412.33 1.00 412.33 31850.67 77.25 -2.44 -18.83 SOYMEAL 281.20 1.07 300.37 1.00 300.37 31850.67 106.04 -20.00 -212.08 SOYOIL 310.20 1.31 407.81 1.00 407.81 31850.67 78.10 -6.54 -51.09 SP400 3276.00 0.74 2431.81 1.00 2431.81 31850.67 13.10 -3.73 -4.89 SP500_micro 337.95 0.45 150.77 1.00 150.77 31850.67 211.26 1.57 33.23 SUGAR11 181.10 1.42 257.78 1.00 257.78 31850.67 123.56 -10.40 -128.54 US10 1126.88 0.28 318.86 1.00 318.86 31850.67 99.89 -2.44 -24.37 US10U 1152.66 0.36 418.67 1.00 418.67 31850.67 76.08 -0.98 -7.44 US2 2085.16 0.08 164.26 1.00 164.26 31850.67 193.90 -1.10 -21.33 US20 1168.12 0.54 634.42 1.00 634.42 31850.67 50.20 4.38 21.97 US30 1202.50 0.77 924.22 1.00 924.22 31850.67 34.46 1.26 4.35 US5 1093.20 0.19 204.12 1.00 204.12 31850.67 156.04 -2.72 -42.38 VIX 200.00 1.92 384.09 1.00 384.09 31850.67 82.92 -17.68 -146.61 WHEAT 291.25 1.15 333.83 1.00 333.83 31850.67 95.41 -12.49 -119.20 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 146.558 0.010 2.5 3.808 BITCOIN -53.349 0.043 2.5 -5.785 BOBL 78.070 0.004 2.5 0.793 BTP 38.575 0.014 2.5 1.318 BUND 27.786 0.004 2.5 0.282 BUXL -9.943 0.004 2.5 -0.101 CAC 44.212 0.014 2.5 1.510 CAD -133.228 0.010 2.5 -3.462 CANOLA -22.427 0.010 2.5 -0.546 CHF -27.131 0.010 2.5 -0.705 COCOA -20.553 0.010 2.5 -0.501 COFFEE 9.058 0.005 2.5 0.120 COPPER 2.485 0.043 2.5 0.269 CORN -49.253 0.010 2.5 -1.200 COTTON2 -181.246 0.010 2.5 -4.416 CRUDE_W -2.347 0.043 2.5 -0.254 DAX 79.808 0.014 2.5 2.726 DOW 6.012 0.009 2.5 0.140 DX 17.847 0.010 2.5 0.464 EUR -3.702 0.010 2.5 -0.096 EURIBOR-ICE 306.727 0.014 2.5 10.477 EUROSTX 82.750 0.014 2.5 2.826 FEEDCOW 23.020 0.013 2.5 0.764 GASOIL 29.281 0.017 2.5 1.271 GASOLINE 5.187 0.017 2.5 0.225 GAS_US_mini -103.480 0.043 2.5 -11.221 GBP 45.895 0.010 2.5 1.192 GOLD_micro 72.302 0.014 2.5 2.470 HEATOIL -7.505 0.017 2.5 -0.326 JGB-SGX-mini -262.906 0.043 2.5 -28.509 JPY -37.574 0.010 2.5 -0.976 LEANHOG 102.721 0.024 2.5 6.252 LIVECOW 45.149 0.013 2.5 1.498 LUMBER-new -14.788 0.010 2.5 -0.360 MXP 341.007 0.059 2.5 50.121 NASDAQ_micro 19.709 0.009 2.5 0.459 NIKKEI 160.796 0.043 2.5 17.437 NZD 19.185 0.010 2.5 0.498 OAT 33.471 0.014 2.5 1.143 OATIES -287.484 0.010 2.5 -7.004 OJ -21.746 0.010 2.5 -0.530 PALLAD 6.896 0.014 2.5 0.236 PLAT 35.367 0.014 2.5 1.208 REDWHEAT -156.568 0.005 2.5 -2.080 RICE -198.024 0.010 2.5 -4.824 ROBUSTA 14.075 0.005 2.5 0.187 RUSSELL 200.275 0.013 2.5 6.646 SHATZ -249.711 0.004 2.5 -2.536 SILVER-mini 34.315 0.014 2.5 1.172 SMI 35.643 0.014 2.5 1.217 SOFR -106.855 0.024 2.5 -6.503 SOYBEAN -18.827 0.004 2.5 -0.175 SOYMEAL -212.079 0.004 2.5 -1.975 SOYOIL -51.093 0.004 2.5 -0.476 SP400 -4.885 0.013 2.5 -0.162 SP500_micro 33.227 0.009 2.5 0.773 SUGAR11 -128.539 0.010 2.5 -3.132 US10 -24.372 0.005 2.5 -0.309 US10U -7.444 0.005 2.5 -0.094 US2 -21.335 0.005 2.5 -0.271 US20 21.966 0.005 2.5 0.279 US30 4.353 0.005 2.5 0.055 US5 -42.380 0.005 2.5 -0.538 VIX -146.614 0.099 2.5 -36.241 WHEAT -119.196 0.005 2.5 -1.583 ===================== Position diags ===================== AUD 2.42 BITCOIN 15.29 BOBL 1.63 BTP 2.26 BUND 0.77 BUXL 0.31 CAC 1.57 CAD 3.55 CANOLA 7.06 CHF 1.23 COCOA 0.56 COFFEE 0.14 COPPER 1.78 CORN 3.66 COTTON2 2.24 CRUDE_W 3.65 DAX 5.77 DOW 6.49 DX 2.05 EUR 1.27 EURIBOR-ICE 12.36 EUROSTX 2.27 FEEDCOW 0.62 GASOIL 1.27 GASOLINE 1.10 GAS_US_mini 15.66 GBP 2.22 GOLD_micro 4.35 HEATOIL 0.96 JGB-SGX-mini 24.28 JPY 1.43 LEANHOG 4.21 LIVECOW 1.45 LUMBER-new 3.32 MXP 34.87 NASDAQ_micro 2.64 NIKKEI 9.96 NZD 2.35 OAT 2.46 OATIES 3.50 OJ 0.75 PALLAD 0.41 PLAT 0.92 REDWHEAT 1.20 RICE 2.80 ROBUSTA 0.41 RUSSELL 9.77 SHATZ 5.63 SILVER-mini 0.73 SMI 0.99 SOFR 16.11 SOYBEAN 0.72 SOYMEAL 0.99 SOYOIL 0.73 SP400 0.43 SP500_micro 4.92 SUGAR11 3.01 US10 1.27 US10U 0.97 US2 2.46 US20 0.64 US30 0.44 US5 1.98 VIX 20.50 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.6 4.0 0.0 0 BITCOIN -5.8 -7.3 -4.3 0.0 0 BOBL 0.8 0.6 1.0 0.0 0 BTP 1.3 1.1 1.5 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.5 1.4 1.7 0.0 0 CAD -3.5 -3.8 -3.1 -4.0 -4 CANOLA -0.5 -1.3 0.2 0.0 0 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA -0.5 -0.6 -0.4 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 0.3 0.1 0.4 2.0 2 CORN -1.2 -1.6 -0.8 -3.0 -3 COTTON2 -4.4 -4.6 -4.2 -5.0 -5 CRUDE_W -0.3 -0.6 0.1 0.0 0 DAX 2.7 2.1 3.3 0.0 0 DOW 0.1 -0.5 0.8 0.0 0 DX 0.5 0.3 0.7 1.0 1 EUR -0.1 -0.2 0.0 0.0 0 EURIBOR-ICE 10.5 9.2 11.7 0.0 0 EUROSTX 2.8 2.6 3.1 6.0 6 FEEDCOW 0.8 0.7 0.8 2.0 2 GASOIL 1.3 1.1 1.4 1.0 1 GASOLINE 0.2 0.1 0.3 1.0 1 GAS_US_mini -11.2 -12.8 -9.7 -15.0 -15 GBP 1.2 1.0 1.4 0.0 0 GOLD_micro 2.5 2.0 2.9 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -28.5 -30.9 -26.1 0.0 0 JPY -1.0 -1.1 -0.8 -1.0 -1 LEANHOG 6.3 5.8 6.7 6.0 6 LIVECOW 1.5 1.4 1.6 0.0 0 LUMBER-new -0.4 -0.7 -0.0 0.0 0 MXP 50.1 46.6 53.6 36.0 36 NASDAQ_micro 0.5 0.2 0.7 10.0 10 NIKKEI 17.4 16.4 18.4 19.0 19 NZD 0.5 0.3 0.7 0.0 0 OAT 1.1 0.9 1.4 3.0 3 OATIES -7.0 -7.4 -6.7 NaN 0 OJ -0.5 -0.6 -0.5 -1.0 -1 PALLAD 0.2 0.2 0.3 0.0 0 PLAT 1.2 1.1 1.3 0.0 0 REDWHEAT -2.1 -2.2 -2.0 0.0 0 RICE -4.8 -5.1 -4.5 -3.0 -3 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 6.6 5.7 7.6 0.0 0 SHATZ -2.5 -3.1 -2.0 NaN 0 SILVER-mini 1.2 1.1 1.2 4.0 4 SMI 1.2 1.1 1.3 0.0 0 SOFR -6.5 -8.1 -4.9 NaN 0 SOYBEAN -0.2 -0.2 -0.1 0.0 0 SOYMEAL -2.0 -2.1 -1.9 -3.0 -3 SOYOIL -0.5 -0.5 -0.4 -1.0 -1 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro 0.8 0.3 1.3 0.0 0 SUGAR11 -3.1 -3.4 -2.8 -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 -0.5 -0.0 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.5 -0.7 -0.3 -2.0 -2 VIX -36.2 -38.3 -34.2 -26.0 -26 WHEAT -1.6 -1.7 -1.5 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.1 0.2 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 0.0 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 -0.3 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 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 0.1 0.1 0.1 0.3 0.1 -0.1 -0.4 -0.6 -0.6 -0.6 0.4 -0.1 -0.4 -0.3 BOBL -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.1 -0.0 -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 0.2 -0.1 -0.1 -0.3 0.7 0.7 0.7 0.7 BTP -0.1 -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 0.2 -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 0.0 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 0.2 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 0.2 0.3 -0.2 -0.5 0.5 0.4 -0.1 0.1 CAC 0.3 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.1 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 0.0 0.0 0.1 -0.0 0.1 0.4 -0.0 -0.1 -0.5 -0.6 0.7 0.7 0.7 0.6 CAD -0.3 -0.3 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 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 2.7 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.4 -0.2 -0.4 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA -0.1 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 0.4 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 -0.1 0.7 0.7 0.7 0.7 CHF -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.0 0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.0 0.3 -0.0 -0.1 0.0 -0.0 0.2 -0.0 0.2 0.0 -1.1 0.0 0.2 0.2 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 -0.5 -0.1 0.2 -0.1 0.1 0.1 0.2 COFFEE -0.6 0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 0.4 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 -0.0 -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 -0.1 -0.3 -0.1 -0.5 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 -0.0 -0.4 0.0 1.3 0.0 -0.1 -0.1 -0.0 -0.3 0.0 -1.1 0.0 0.4 0.6 0.6 -0.3 -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 -0.2 -0.5 -0.2 -2.1 -0.1 -0.2 -0.2 -0.2 -0.4 -0.1 -0.6 -0.5 -0.1 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W -0.0 -0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.4 -0.6 0.7 0.4 -0.1 0.5 DAX 0.3 -0.4 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.7 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.2 0.5 0.1 -1.6 -0.0 0.1 0.0 0.1 0.2 0.1 -0.0 0.5 -0.4 -0.6 -0.6 0.7 0.7 0.7 0.6 DOW 0.2 0.5 0.6 0.1 0.0 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 0.1 0.5 0.2 -2.2 0.1 0.0 0.2 0.0 0.2 0.1 -0.2 -0.3 -0.3 0.3 0.5 -0.7 -0.7 -0.7 -0.7 DX 0.2 0.2 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.3 0.1 -0.4 0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 0.1 -0.3 0.0 -2.7 -0.0 0.1 -0.1 0.0 -0.2 0.0 0.8 0.5 0.3 -0.2 -0.2 0.7 0.5 0.7 0.6 EUR -0.1 -0.1 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.0 0.1 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.0 1.7 0.0 -0.1 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 0.3 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 0.1 -0.2 -0.0 -0.1 0.5 0.7 0.5 0.7 EUROSTX 0.5 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 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 0.3 0.3 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW -0.3 -0.2 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.3 0.1 0.5 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 0.3 0.3 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL 0.0 0.2 0.3 0.0 -0.0 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 -0.0 0.1 -0.0 0.1 0.0 0.5 -0.1 0.2 0.3 0.3 0.7 0.3 0.5 0.3 GASOLINE -0.2 0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.0 0.0 -0.1 0.0 -0.1 -2.7 -0.0 -0.0 -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 0.4 0.1 -0.6 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.2 -0.5 0.2 -0.6 0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.1 2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.3 -0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.1 -0.2 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.1 0.4 -0.1 0.6 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.4 -0.0 0.1 0.0 -0.0 0.2 -0.0 0.4 -0.0 0.3 0.1 0.1 0.1 -0.1 0.3 -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 0.1 -0.7 0.0 -0.7 -0.2 HEATOIL -0.1 -0.0 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.2 -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 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 -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 -0.1 -0.1 -0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 2.7 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.7 -0.4 -0.3 -0.3 -0.5 -0.3 -0.3 -0.4 -0.3 LEANHOG -0.4 0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.5 -0.2 0.7 0.1 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.1 0.5 0.0 0.0 0.1 -0.1 0.2 -0.1 0.3 0.0 1.1 -0.5 0.3 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.3 -0.1 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.0 0.6 0.0 0.1 -0.3 0.3 0.0 0.2 0.2 0.2 0.0 0.5 0.0 -2.7 0.1 0.0 0.3 0.0 0.4 0.0 1.1 0.0 0.2 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new 0.5 -0.7 -0.4 -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 -0.3 0.0 NaN -0.0 0.0 -0.1 0.0 -0.0 0.0 -1.2 0.6 0.7 -0.4 0.5 0.8 0.8 0.8 0.8 MXP 0.1 0.1 0.4 0.0 -0.1 0.2 -0.1 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 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.2 0.0 0.3 NASDAQ_micro 0.5 0.5 0.6 0.1 0.0 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 -0.2 0.5 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.0 0.2 0.6 0.1 0.0 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 -2.0 0.1 0.1 0.1 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 0.0 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.2 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.8 -0.0 0.1 -0.2 -0.3 0.6 0.7 0.5 0.7 OATIES -0.1 -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 -2.3 -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 -0.2 -0.1 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 -0.1 -0.1 -0.1 -2.7 -0.0 -0.1 -0.0 -0.0 -0.1 -0.0 1.1 -0.2 -0.0 0.2 0.2 -0.3 -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 0.2 0.2 0.2 2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.3 -0.0 -0.1 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.3 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.2 0.2 -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 0.3 0.4 0.0 0.3 0.7 0.2 -0.3 -0.2 REDWHEAT 0.0 -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 -0.4 -0.1 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 -0.4 -0.3 -0.4 -0.4 -0.2 -0.3 -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 0.3 0.1 0.6 0.3 -0.0 0.6 0.1 0.7 RUSSELL 0.1 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.1 0.4 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 -0.1 -0.3 -0.5 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.2 -0.1 0.0 -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 -0.2 -0.3 -0.5 0.6 0.6 0.7 0.7 SILVER-mini 0.4 0.6 0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.6 0.1 0.0 0.2 0.1 0.2 0.1 -0.1 0.3 0.6 0.6 0.6 0.7 0.7 0.5 0.2 SMI 0.0 0.2 -0.0 0.1 0.0 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 0.2 1.1 0.0 0.1 0.0 0.1 0.0 0.1 0.8 0.5 -0.5 -0.1 -0.5 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 -0.1 -2.7 0.0 -0.0 0.2 -0.0 0.2 -0.0 0.2 -0.4 -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 0.3 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 -2.3 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.9 0.1 -0.2 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 0.3 0.1 0.1 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.2 0.2 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.0 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 0.0 -0.3 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.5 -0.6 -0.2 0.0 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.3 0.6 0.6 0.1 0.1 0.2 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 -0.4 -0.2 0.3 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 0.1 -0.4 -0.0 -2.7 -0.0 0.1 -0.2 0.0 -0.2 -0.0 0.9 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 0.0 0.3 -0.1 0.1 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.3 -0.1 -0.1 0.4 0.6 -0.4 -0.7 -0.7 -0.7 US10U -0.3 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 -0.1 0.2 0.6 0.6 0.2 -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 -0.0 -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 -0.3 -0.3 -0.4 -0.7 US20 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.0 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 0.0 0.3 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 -0.0 -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 -0.7 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.6 0.0 0.4 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 0.2 -0.0 -0.6 -0.2 -0.2 0.3 0.5 -0.4 -0.5 -0.5 -0.7 VIX 0.1 -0.6 -0.7 -0.1 0.0 -0.2 -0.0 -0.0 -0.1 0.0 -0.8 -0.2 -0.5 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.3 -0.2 NaN -0.1 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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.8 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -1.0 -0.1 0.2 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 -3.5 6.0 6.0 2.4 -5.1 5.1 -4.5 5.1 -1.6 8.7 19.3 -4.3 4.1 7.9 8.9 -0.9 -1.4 -1.3 -1.4 8.1 9.0 1.2 4.4 4.5 16.0 5.6 -1.1 5.1 0.7 1.1 3.0 2.8 17.4 15.6 6.2 8.3 20.0 20.0 20.0 20.0 BITCOIN 6.5 -10.6 -4.2 8.2 9.9 7.2 10.9 5.6 9.8 14.7 17.9 17.6 20.0 6.7 5.7 -6.9 -7.5 -7.4 -7.4 9.2 12.8 20.0 20.0 16.8 -20.0 1.8 12.1 4.2 12.9 8.8 5.7 -2.3 -14.7 -20.0 -20.0 -20.0 12.4 -3.3 -13.2 -8.0 BOBL -4.2 -2.3 -5.2 -1.0 -0.3 -1.1 -1.3 -2.9 -1.7 16.8 2.3 -3.7 -2.0 -7.5 -11.6 20.0 1.1 15.1 6.7 -5.3 -4.7 1.1 -3.9 -3.1 3.0 -3.7 2.7 -3.5 1.1 -2.5 -2.1 0.4 7.2 -3.8 -2.1 -8.3 20.0 20.0 20.0 20.0 BTP -1.6 -1.9 -1.8 -1.2 -0.3 -1.4 -1.6 -3.6 -2.2 13.7 18.7 1.9 15.6 8.5 7.3 7.8 9.1 9.9 10.0 2.0 5.5 1.2 9.9 0.9 -20.0 1.3 0.5 3.9 1.0 7.4 0.6 10.9 2.5 7.3 -0.4 2.1 14.1 20.0 14.8 20.0 BUND -1.3 1.1 -1.6 -1.0 -0.3 -1.1 -1.3 -3.0 -1.8 12.0 -0.4 -0.9 -8.4 -0.6 -8.4 -4.8 5.1 2.5 5.5 -2.4 -4.8 1.7 -7.8 -0.1 -1.0 -1.6 0.8 -2.8 1.3 -3.5 -0.0 4.1 7.6 2.4 -0.4 -6.8 20.0 20.0 20.0 20.0 BUXL 5.2 0.6 -5.0 -1.0 -0.3 -1.0 -1.2 -2.8 -1.7 6.9 -15.4 1.4 -16.5 1.8 -10.6 3.7 2.6 3.6 3.3 -6.0 -12.8 2.4 -17.6 0.1 -2.8 -3.5 -0.2 -7.0 1.9 -8.1 0.4 -0.4 9.7 9.4 -5.3 -14.5 13.9 12.4 -3.2 2.6 CAC 10.3 0.8 3.0 6.9 5.6 5.3 7.7 3.7 7.6 5.8 14.5 12.7 11.3 12.7 11.1 -3.7 -1.1 -2.3 -1.4 10.1 6.8 17.0 5.5 15.7 1.6 4.5 3.0 0.6 9.2 -1.3 8.3 7.7 -0.1 -2.4 -14.6 -20.0 20.0 20.0 20.0 19.3 CAD -8.8 -10.3 -6.2 2.7 -5.6 5.6 -4.9 5.6 -1.7 -13.6 4.5 -20.0 -1.1 -20.0 -20.0 -7.7 -6.9 -7.6 -7.3 -16.0 -6.6 -17.7 -3.2 -20.0 20.0 -5.8 -5.0 -0.7 -9.3 0.4 -9.4 -7.1 -10.3 -13.4 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA -4.1 -20.0 -15.4 -3.2 -1.3 -2.9 -1.5 -2.2 -2.5 -0.4 -0.8 -7.4 1.1 -9.4 -10.1 -16.5 -7.9 -13.1 -8.8 -11.1 -6.2 -4.5 -0.7 -9.1 3.2 -3.5 -0.0 -2.2 -1.7 -0.5 -3.0 -0.1 -0.5 -0.3 -4.6 -2.5 20.0 20.0 20.0 20.0 CHF -2.7 -2.3 0.6 1.7 -3.6 3.6 -3.1 3.6 -1.1 -8.6 12.6 -10.6 11.7 -1.8 1.2 -15.2 -15.5 -15.3 -15.0 3.3 9.8 -3.5 12.7 -0.9 -0.6 3.3 -2.4 5.9 -1.4 6.6 0.8 -20.0 0.3 7.1 5.0 6.0 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -19.1 -12.0 -3.1 -1.2 -2.8 -1.5 -2.1 -2.4 -8.6 -7.1 -9.7 1.4 -10.0 -7.6 -1.0 13.0 4.3 8.8 -12.2 -6.5 -20.0 3.0 -17.2 -20.0 -2.8 -6.0 -0.9 -6.0 2.1 -4.6 20.0 -20.0 -16.1 -4.6 6.4 -1.9 3.8 2.4 7.5 COFFEE -20.0 20.0 -2.3 -3.7 -1.4 -3.4 -1.8 -2.5 -2.9 0.9 5.0 -1.4 7.1 5.3 6.9 14.1 9.4 12.4 10.8 10.6 9.0 2.8 8.5 6.7 -20.0 3.4 -0.2 3.3 0.6 3.4 2.0 20.0 17.4 11.0 20.0 20.0 8.4 15.6 17.5 20.0 COPPER 20.0 0.8 -7.3 2.7 3.3 2.4 3.6 1.9 3.3 7.4 -3.2 8.1 -1.7 6.7 -4.3 -5.1 -5.4 -5.0 -5.2 1.6 -1.0 12.0 0.5 8.2 -5.2 1.1 3.6 1.0 3.8 1.9 2.6 1.2 -0.7 -6.2 -9.5 -8.9 14.3 7.0 15.2 8.3 CORN 3.0 12.0 -5.4 -6.5 -2.6 -6.0 -3.2 -4.5 -5.1 -13.1 -10.5 -7.7 -14.2 12.4 0.2 -18.7 -18.9 -20.0 -20.0 1.0 -7.4 -2.2 -14.6 3.0 9.8 2.0 -7.7 -1.9 -2.2 -7.9 1.8 -20.0 0.4 12.0 20.0 20.0 -7.6 -0.1 -0.7 2.2 COTTON2 -3.7 -2.8 0.9 -7.7 -3.0 -7.0 -3.7 -5.2 -6.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -13.9 -16.9 -15.4 -12.1 -13.7 -18.4 -20.0 -14.7 -15.8 -6.9 -17.7 -6.8 -15.0 -11.1 -10.7 -11.8 -20.0 -1.9 20.0 20.0 -12.6 -20.0 -9.0 -17.5 CRUDE_W -1.5 -0.4 2.0 1.3 -3.4 2.9 -5.3 1.7 -2.1 -11.1 -1.7 -12.3 -9.3 -10.8 -11.0 5.5 7.5 6.9 6.9 -2.9 -2.5 -9.3 -5.3 -6.1 2.9 -4.2 -3.6 -3.4 -6.3 -4.2 -5.5 -2.6 -3.1 -1.5 -11.9 -17.3 20.0 13.0 -2.7 15.6 DAX 8.7 -13.4 -7.0 6.4 5.2 4.9 7.2 3.5 7.1 15.9 16.1 17.4 18.1 7.4 2.2 -6.5 -6.5 -5.8 -5.6 3.4 8.8 20.0 20.0 12.8 -11.7 -0.1 10.1 0.5 11.2 5.8 5.1 -0.6 20.0 -12.1 -20.0 -20.0 20.0 20.0 20.0 18.3 DOW 7.4 15.9 20.0 6.8 5.5 5.2 7.6 3.7 7.5 10.6 20.0 17.7 16.9 20.0 20.0 -9.9 -8.3 -8.8 -8.1 20.0 20.0 15.0 20.0 20.0 -16.8 7.9 2.2 6.7 4.6 4.7 6.5 -4.2 -13.7 -7.9 10.0 15.0 -20.0 -20.0 -20.0 -20.0 DX 5.7 5.0 6.5 1.4 -3.0 3.0 -2.6 3.0 -0.9 9.3 -10.9 8.6 -10.9 5.9 -1.6 5.5 6.1 5.9 5.9 -0.7 -6.7 6.7 -9.9 3.3 -20.0 -0.3 7.1 -3.4 4.4 -4.9 2.1 15.4 20.0 8.5 -5.4 -6.7 20.0 14.2 20.0 16.5 EUR -4.4 -3.2 -1.2 1.7 -3.6 3.7 -3.2 3.7 -1.1 -11.8 14.4 -10.8 13.6 -4.6 6.0 -6.9 -7.5 -7.3 -7.4 3.5 11.0 -6.5 14.1 -2.0 12.5 3.1 -7.8 7.0 -4.4 8.2 -0.7 -7.7 -5.9 4.7 0.4 5.3 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -7.9 -3.4 -7.0 -0.8 -0.2 -0.9 -1.1 -2.4 -1.5 13.9 7.8 -5.5 10.5 -8.1 -7.9 12.7 10.2 13.0 12.4 -3.6 0.0 -0.3 5.4 -3.8 6.6 -2.9 2.5 -1.1 0.0 1.8 -2.8 14.1 3.6 -7.5 -0.6 -4.2 14.3 20.0 16.3 20.0 EUROSTX 17.0 4.7 1.8 6.7 5.4 5.1 7.5 3.6 7.4 13.0 19.5 18.4 17.7 19.2 17.3 -3.1 -0.9 -2.3 -1.6 17.4 12.9 20.0 14.0 20.0 -6.6 5.6 5.9 2.3 10.7 1.8 9.5 7.6 13.8 9.0 -5.6 -18.6 20.0 20.0 20.0 17.5 FEEDCOW -8.6 -6.9 11.7 -3.9 -1.5 -3.6 -1.9 -2.7 -3.1 9.9 12.2 8.8 12.7 7.8 10.9 18.2 6.7 16.9 12.6 15.2 20.0 10.8 20.0 9.4 -20.0 4.2 4.5 6.7 2.8 7.5 2.4 20.0 10.7 9.8 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL 0.7 4.7 8.1 1.2 -3.0 2.6 -4.7 1.5 -1.8 -13.3 6.6 -9.6 1.8 5.1 2.4 20.0 13.0 20.0 16.0 6.6 7.3 -7.0 3.8 1.3 -0.3 4.2 -5.1 4.7 -3.9 2.5 0.9 9.4 -2.5 5.2 8.3 8.0 20.0 9.5 15.1 9.1 GASOLINE -5.3 0.7 3.7 1.3 -3.4 2.9 -5.4 1.7 -2.1 -7.7 5.2 -10.4 -0.4 -6.0 -4.9 20.0 20.0 20.0 20.0 -0.1 2.1 -9.7 0.8 -5.7 -20.0 -3.8 -3.1 -1.5 -7.8 -0.4 -6.6 20.0 -5.2 -4.7 -8.0 -15.7 20.0 19.8 20.0 20.0 GAS_US_mini 11.0 1.6 -18.4 1.7 -4.3 3.7 -6.8 2.1 -2.6 20.0 -20.0 20.0 -16.9 9.9 -19.5 -20.0 -20.0 -20.0 -20.0 -11.2 -20.0 17.9 -17.8 5.5 20.0 -3.5 13.5 -7.2 10.9 -5.4 4.2 -20.0 20.0 10.5 -3.8 -20.0 -2.4 -20.0 -20.0 -20.0 GBP -7.4 -4.0 -5.7 2.6 -5.4 5.4 -4.7 5.4 -1.7 6.6 16.1 -7.0 17.9 -4.0 -0.7 0.5 -0.2 -0.0 -0.2 0.2 8.9 -4.4 16.0 -4.2 1.1 3.2 -3.2 7.4 -2.9 10.4 -1.0 4.8 5.4 2.7 4.5 -2.9 10.3 -2.8 6.6 -0.6 GOLD_micro 20.0 20.0 14.5 7.0 8.4 6.1 9.2 4.8 8.4 19.8 20.0 20.0 20.0 20.0 20.0 -13.0 -11.7 -12.2 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 9.6 5.8 9.8 5.5 9.2 -9.2 20.0 20.0 20.0 4.2 -19.7 1.3 -20.0 -4.9 HEATOIL -3.1 -0.4 7.8 1.3 -3.4 2.9 -5.4 1.7 -2.1 -11.0 10.2 -12.1 4.3 -2.1 3.5 8.6 8.7 9.2 8.8 3.1 7.0 -9.4 5.2 -3.4 -20.0 -1.5 -4.6 2.5 -6.8 3.8 -4.7 0.6 -1.9 -1.5 -8.1 -3.4 14.0 5.2 -11.7 -5.6 JGB-SGX-mini -12.3 -10.4 -10.4 -0.6 -0.2 -0.6 -0.7 -1.7 -1.0 -5.6 -9.1 -9.9 -8.6 -10.3 -10.3 3.4 13.2 9.6 11.7 -10.2 -10.0 -7.0 -10.3 -9.7 -6.4 -3.6 -1.2 -3.3 -2.7 -3.6 -3.6 16.1 -4.5 -10.3 -13.1 -10.4 -20.0 -18.4 -20.0 -20.0 JPY -2.0 -2.4 -9.2 1.6 -3.3 3.3 -2.9 3.3 -1.0 -10.9 -8.8 -7.6 -5.8 -4.8 -10.1 -10.1 -11.1 -10.3 -10.3 -6.8 -5.5 -13.6 -4.4 -8.2 20.0 -2.9 -17.7 -2.1 -9.3 -1.7 -4.7 -13.0 -15.3 -7.7 -8.4 -14.1 -8.1 -10.4 -12.2 -10.2 LEANHOG -11.2 3.7 1.3 -7.0 -2.7 -6.4 -3.4 -4.8 -5.5 -19.2 19.9 -17.1 19.4 8.4 13.6 20.0 20.0 20.0 20.0 11.7 17.8 -11.0 18.3 1.3 0.4 5.1 -8.5 6.8 -5.2 7.3 0.9 20.0 -20.0 9.0 20.0 20.0 20.0 14.1 20.0 20.0 LIVECOW -7.8 -1.9 13.9 -5.2 -2.0 -4.8 -2.5 -3.5 -4.1 9.5 15.8 0.9 16.5 3.7 12.6 -13.6 13.5 0.7 9.9 13.9 20.0 4.4 20.0 4.1 -20.0 4.7 5.1 9.4 1.9 11.7 1.4 20.0 0.7 7.6 20.0 20.0 20.0 13.3 20.0 18.9 LUMBER-new 13.7 -20.0 -9.6 -4.6 -1.8 -4.2 -2.2 -3.1 -3.6 9.1 -10.4 12.8 -7.5 -5.3 -10.0 -20.0 -20.0 -20.0 -20.0 -11.0 -12.2 10.7 -8.2 0.8 NaN -2.5 1.5 -2.4 3.0 -1.0 0.5 -20.0 20.0 20.0 -11.3 13.6 20.0 20.0 20.0 20.0 MXP 2.7 4.5 13.6 2.7 -5.8 5.8 -5.0 5.8 -1.8 9.5 20.0 17.9 17.1 20.0 20.0 13.2 12.6 12.9 12.4 20.0 20.0 7.8 20.0 15.8 -20.0 9.7 1.1 11.6 3.1 9.9 6.5 20.0 20.0 20.0 18.1 20.0 7.3 7.4 0.8 9.7 NASDAQ_micro 14.3 16.9 20.0 6.6 5.3 5.0 7.4 3.6 7.3 12.2 20.0 18.1 20.0 19.6 20.0 -11.4 -8.9 -10.3 -9.2 20.0 20.0 20.0 20.0 20.0 -20.0 7.9 3.4 7.2 5.6 5.9 7.1 -5.7 -6.7 14.7 4.8 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 0.6 6.6 18.7 5.8 4.7 4.4 6.5 3.1 6.4 15.2 19.1 16.7 16.0 17.7 18.7 1.7 8.9 6.4 8.2 20.0 20.0 20.0 17.8 20.0 -14.6 6.8 11.6 5.4 8.3 2.9 6.9 20.0 20.0 20.0 20.0 20.0 8.8 14.9 20.0 20.0 NZD -10.5 -8.0 -7.5 1.7 -3.6 3.7 -3.2 3.7 -1.1 0.4 2.6 -9.8 -3.2 -10.2 -11.8 -3.7 -2.7 -3.6 -3.3 -8.9 -4.7 -6.4 -2.3 -9.8 11.0 -3.4 -1.9 -1.5 -3.2 -1.1 -4.3 0.0 3.0 -6.9 -15.9 -11.9 20.0 18.0 20.0 20.0 OAT -0.8 -4.0 -5.1 -0.9 -0.3 -1.0 -1.2 -2.7 -1.6 -4.7 -0.2 -5.6 -5.9 -1.4 -6.3 16.6 10.2 16.2 14.1 -5.1 -5.7 -3.3 -6.1 -3.1 1.4 -3.5 -6.6 -3.5 -2.7 -2.8 -2.3 15.0 -1.4 2.1 -7.5 -10.3 16.8 20.0 16.2 20.0 OATIES -2.0 -16.6 -16.8 -7.2 -2.8 -6.6 -3.5 -4.9 -5.7 -18.7 -20.0 -20.0 -11.0 -20.0 -20.0 -20.0 -5.7 -20.0 -11.7 -20.0 -20.0 -20.0 -13.6 -20.0 -17.1 -8.2 -13.5 -6.4 -11.0 -4.2 -9.0 0.1 -20.0 -20.0 -8.2 -2.4 -20.0 -10.1 -20.0 -9.6 OJ -6.8 -1.6 9.7 -2.3 -0.9 -2.1 -1.1 -1.6 -1.8 -6.5 -3.2 -6.8 -4.8 -5.5 -2.2 -0.7 6.2 1.4 3.2 -3.3 -3.8 -8.0 -4.9 -5.2 -20.0 -1.3 -5.8 -1.7 -3.9 -2.1 -2.2 20.0 -9.6 -1.4 7.2 7.7 -10.5 -11.8 -6.4 -9.9 PALLAD 14.5 3.8 11.8 4.6 5.5 4.0 6.1 3.1 5.5 12.4 7.5 13.0 5.3 11.9 7.6 -3.3 -2.9 -3.1 -3.0 12.3 10.1 20.0 7.1 17.1 20.0 4.3 9.4 4.4 7.5 4.0 5.7 5.3 -1.3 -3.3 -12.7 -3.0 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 8.4 19.1 5.0 6.0 4.4 6.6 3.4 6.0 13.5 13.6 14.7 11.3 14.3 14.1 -3.4 -3.5 -3.1 -3.0 20.0 20.0 20.0 20.0 20.0 1.5 5.1 4.6 5.3 6.6 4.9 6.3 4.8 10.5 12.0 0.7 10.6 20.0 6.8 -8.6 -5.9 REDWHEAT 0.9 -4.5 -13.5 -7.2 -2.8 -6.6 -3.5 -4.9 -5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -20.0 -18.6 -20.0 -20.0 -16.3 -20.0 -16.8 7.3 -7.9 -10.3 -8.3 -10.0 -10.4 -8.5 -16.7 -17.3 -2.6 9.9 19.3 -20.0 -20.0 -20.0 -20.0 RICE -9.0 -20.0 -20.0 -3.6 -1.4 -3.3 -1.7 -2.5 -2.8 -9.7 -12.2 -10.9 -11.7 -12.0 -12.3 -17.8 -9.0 -17.2 -15.2 -20.0 -20.0 -14.1 -18.8 -17.5 -1.8 -4.4 -3.2 -4.6 -3.6 -4.9 -4.0 -8.1 -14.5 -12.3 -11.1 -6.5 -10.4 -8.3 -5.2 -7.9 ROBUSTA -16.2 20.0 3.0 -2.3 -0.9 -2.1 -1.1 -1.6 -1.8 3.6 -1.0 -1.1 -0.7 2.2 3.2 9.3 15.0 15.0 14.7 3.2 0.5 3.0 -0.4 2.4 -20.0 1.1 0.8 0.2 0.7 0.0 0.8 20.0 11.4 4.2 20.0 9.3 -0.1 17.6 3.9 20.0 RUSSELL 2.8 19.2 20.0 6.3 5.1 4.8 7.0 3.4 6.9 7.9 19.0 13.2 10.4 17.5 19.2 -6.0 -5.5 -5.5 -5.3 20.0 20.0 12.9 14.1 19.3 9.3 7.2 1.8 6.1 3.5 3.2 5.4 0.4 -18.5 -7.6 14.8 20.0 -20.0 -20.0 -20.0 -20.0 SHATZ -4.2 -10.4 -14.0 -0.9 -0.3 -1.0 -1.2 -2.7 -1.6 15.3 -6.1 -7.5 1.2 -12.2 -16.1 -20.0 -19.6 -20.0 -19.4 -12.9 -10.9 -0.6 -5.3 -8.0 6.9 -5.7 2.3 -4.8 0.0 -2.2 -3.5 -20.0 4.8 -7.4 -10.2 -15.7 18.2 19.2 20.0 20.0 SILVER-mini 12.7 20.0 14.2 7.9 9.5 6.9 10.4 5.4 9.4 14.9 20.0 20.0 20.0 20.0 20.0 -7.4 -6.8 -7.2 -6.9 20.0 20.0 20.0 20.0 20.0 -11.8 8.9 4.3 7.1 8.5 5.2 9.8 -1.2 12.6 20.0 20.0 20.0 20.0 20.0 14.3 4.9 SMI 1.5 7.7 -0.3 5.0 4.1 3.8 5.6 2.7 5.5 13.6 5.5 12.4 4.8 10.3 7.7 4.9 2.9 2.8 2.4 7.2 3.6 20.0 3.4 14.2 8.1 2.9 10.8 0.8 9.9 0.4 5.7 14.1 19.0 -15.2 -2.2 -16.4 20.0 20.0 20.0 20.0 SOFR -19.0 1.8 9.9 -1.1 -0.3 -1.2 -1.4 -3.3 -2.0 -2.6 17.4 -13.5 13.2 -7.7 9.1 6.7 5.0 7.0 6.4 6.2 14.9 -8.0 14.8 -4.9 -20.0 2.9 -1.9 6.3 -3.9 5.9 -2.3 4.3 -15.6 -14.8 11.0 20.0 5.4 -13.8 -17.1 -20.0 SOYBEAN -7.0 1.8 2.0 -6.7 -2.6 -6.1 -3.2 -4.5 -5.2 15.7 3.4 -6.9 -10.9 -2.1 1.5 -5.3 -7.4 -9.3 -9.5 -0.9 -0.4 -1.5 -7.0 -3.4 -3.6 3.3 2.4 4.2 -0.4 -1.7 -0.3 -1.4 10.6 4.7 20.0 20.0 -13.2 -2.5 -10.3 2.3 SOYMEAL -8.4 -3.5 -1.8 -6.6 -2.6 -6.0 -3.2 -4.5 -5.2 8.2 -17.9 -10.0 -20.0 -14.5 -15.3 -20.0 -16.2 -20.0 -19.8 -14.2 -17.9 -5.9 -20.0 -12.2 -17.1 -4.8 0.6 -6.5 -2.8 -10.5 -5.1 -17.8 4.2 -6.5 20.0 12.5 -18.8 -20.0 -15.7 -20.0 SOYOIL -8.2 -15.3 0.5 -5.0 -2.0 -4.6 -2.4 -3.4 -3.9 11.8 5.5 -8.1 8.5 -12.5 -7.3 -8.7 -3.5 -6.3 -4.7 -7.9 1.3 -1.0 7.4 -8.4 -12.2 -3.1 3.7 0.5 -0.1 2.3 -3.3 6.5 13.8 2.7 3.7 20.0 -20.0 -10.9 -20.0 -11.7 SP400 -6.2 7.7 15.9 6.0 4.9 4.6 6.7 3.2 6.7 1.1 16.5 -3.9 7.8 8.4 14.1 -6.4 -6.0 -6.1 -5.8 10.8 13.1 -0.4 8.9 3.8 -2.0 5.3 -2.8 4.9 -0.1 2.2 2.3 -0.4 -20.0 -20.0 -7.2 1.4 -20.0 -20.0 -20.0 -20.0 SP500_micro 9.1 19.1 20.0 7.7 6.2 5.9 8.6 4.2 8.5 15.0 20.0 20.0 20.0 20.0 20.0 -12.4 -9.8 -11.0 -9.9 20.0 20.0 20.0 20.0 20.0 -20.0 9.3 3.3 8.3 5.9 6.2 7.8 -7.0 -9.7 8.8 11.2 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.4 -1.8 -8.1 -5.6 -2.2 -5.1 -2.7 -3.8 -4.4 10.3 -15.9 8.7 -15.9 -7.0 -10.2 1.2 5.5 -5.6 -2.9 -8.7 -13.1 5.8 -14.5 -2.0 -20.0 -4.1 6.3 -6.4 3.8 -6.7 -0.4 16.0 20.0 10.8 15.3 10.4 -20.0 -20.0 -20.0 -20.0 US10 -11.8 7.4 10.2 -0.9 -0.2 -1.0 -1.1 -2.6 -1.6 0.8 11.9 -7.8 2.4 2.3 9.8 2.5 -0.5 1.8 1.0 7.1 9.2 -2.4 5.6 0.8 -4.8 3.9 -0.4 4.9 -1.0 3.4 0.7 -5.0 -5.5 -2.0 13.3 17.5 -11.1 -20.0 -20.0 -20.0 US10U -8.6 10.0 10.8 -1.2 -0.3 -1.3 -1.6 -3.6 -2.2 1.4 14.0 -8.0 -1.2 6.7 14.3 1.0 -2.1 -1.1 -1.6 12.1 12.0 -0.9 4.6 4.8 -10.7 6.3 -0.7 6.3 -0.2 3.5 2.7 -8.7 -2.7 5.5 20.0 20.0 7.3 -12.7 -17.3 -20.0 US2 -9.0 5.0 5.4 -0.8 -0.2 -0.9 -1.0 -2.3 -1.4 4.3 4.9 -4.2 -2.7 -1.5 5.6 -10.1 -15.9 -12.2 -13.3 2.9 4.2 -1.0 1.7 -0.5 18.3 2.4 0.7 3.4 -0.3 2.8 0.2 -20.0 -2.1 -2.5 8.0 9.8 -8.1 -10.3 -11.9 -20.0 US20 -2.6 11.9 10.6 -0.8 -0.2 -0.9 -1.1 -2.4 -1.4 0.1 3.9 -2.6 -6.4 8.2 11.0 4.8 2.7 4.4 3.8 8.9 6.1 1.5 -0.3 5.8 -7.8 4.5 -0.2 3.6 0.7 1.1 2.7 0.3 0.7 9.7 15.9 17.5 20.0 11.0 -1.9 -11.8 US30 -0.8 11.5 8.9 -1.0 -0.3 -1.0 -1.2 -2.8 -1.7 -3.4 -0.3 -4.2 -10.8 9.6 11.4 -7.1 -3.7 -5.3 -4.1 8.0 3.6 1.2 -4.3 5.8 -4.9 4.9 -0.6 3.2 0.6 -0.1 3.2 -12.0 0.0 12.1 15.1 15.8 20.0 6.8 0.8 -12.8 US5 -13.0 4.9 8.4 -0.9 -0.3 -1.0 -1.2 -2.7 -1.7 1.9 12.6 -8.8 3.4 -2.1 7.9 -1.1 -3.8 -2.2 -2.6 5.1 8.8 -3.2 6.4 -1.3 0.9 3.2 -0.2 5.2 -1.6 4.4 -0.4 -10.9 -6.5 -6.1 10.5 15.3 -11.9 -15.7 -16.2 -20.0 VIX 2.4 -12.5 -14.2 -7.6 1.1 -5.2 -1.3 -0.7 -4.9 1.1 -18.7 -9.2 -9.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -15.9 -2.9 -6.3 -11.3 NaN -8.6 1.3 -6.1 -1.3 -1.0 -5.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 5.6 -0.6 -13.4 -7.4 -2.9 -6.8 -3.6 -5.0 -5.8 -17.2 -20.0 -15.9 -20.0 -15.8 -20.0 -18.3 -18.2 -18.5 -18.4 -15.1 -20.0 -8.1 -20.0 -9.2 13.5 -6.3 -9.2 -7.4 -6.5 -10.2 -5.4 -18.0 -3.0 7.0 20.0 20.0 -20.0 -18.6 -20.0 -20.0 End of report for caleb_strategy_v3