******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251008_204402 produced at 2025-10-08 21:39:00.596545 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.35 0.0 0.00 0.00 0.00 0.00 -30.55 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.82 0.0 0.00 0.00 0.00 0.00 -6.83 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 -36.21 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.03 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.12 0.0 1.03 -1.03 -0.14 -0.14 -3.39 29.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.18 -0.18 -0.08 -0.08 -4.28 11.0 -5 -5 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.01 -1.01 -0.08 -0.16 -0.83 13.0 -1 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -7.07 2.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.05 0.0 0.13 -0.13 -0.07 -0.07 -10.53 26.0 -15 -15 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -5.00 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 -1.10 17.0 -1 -1 caleb_strategy_v3 US2 False True 0.10 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.29 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.86 59.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.97 9.0 -3 -3 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.03 0.0 0.33 -0.33 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 -3.28 18.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.03 0.0 1.35 -1.35 -0.11 -0.11 -0.56 25.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.07 8.0 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 CORN False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.33 12.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.77 -0.77 -0.03 -0.03 -0.53 26.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.95 -0.95 0.00 0.00 -0.32 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.62 9.0 -3 -3 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.74 -0.74 0.00 0.00 -0.11 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 -0.62 3.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.05 -0.31 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.42 10.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.01 0.0 0.26 -0.26 0.00 0.00 -0.08 4.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.01 0.0 1.01 -1.01 0.00 0.00 -0.20 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 -0.31 5.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.13 7.0 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 ROBUSTA False False 0.02 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.20 23.0 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 -0.30 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.76 -0.76 0.00 0.00 -0.08 66.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.37 51.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.27 999999999.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.07 0.12 6.0 1 1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.81 -0.81 0.00 0.00 0.83 48.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.13 0.01 0.0 999.00 -999.00 0.13 0.13 0.18 999999999.0 2 2 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.25 0.01 0.0 0.57 -0.57 0.25 0.25 0.50 23.0 10 10 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.35 21.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.22 2.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.28 9.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.03 0.0 999.00 -999.00 0.05 0.05 0.70 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 0.34 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.04 0.0 0.91 -0.91 0.00 0.00 0.91 22.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.82 -0.82 0.00 0.00 3.14 58.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.42 -0.42 0.00 0.00 6.89 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 1.26 4.0 1 1 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 GOLD_micro False False 0.02 0.00 0.05 0.0 1.13 -1.13 0.00 0.00 2.41 56.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.61 12.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.24 0.07 0.0 999.00 -999.00 0.24 0.24 1.09 999999999.0 4 4 caleb_strategy_v3 BOBL False False 0.07 0.00 0.07 0.0 1.29 -1.29 0.00 0.00 0.98 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.08 0.0 0.80 -0.80 0.00 0.00 1.72 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.08 0.0 0.72 -0.72 0.18 0.18 0.85 8.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.09 0.0 0.65 -0.65 0.19 0.19 2.90 20.0 6 6 caleb_strategy_v3 OAT False False 0.07 0.21 0.10 0.0 0.70 -0.70 0.21 0.21 1.42 10.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.33 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 6.22 13.0 6 6 caleb_strategy_v3 BTP False False 0.07 0.00 0.11 0.0 0.69 -0.69 0.00 0.00 1.58 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.62 -0.62 0.00 0.00 3.64 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 17.62 36.0 19 19 caleb_strategy_v3 MXP False False 0.01 0.48 0.67 0.0 0.80 -0.80 0.48 0.48 49.82 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.59 0.0 1.40 -1.40 0.00 0.00 11.30 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.2 Shocked risk 78.2 Sum abs risk 56.0 Leverage 7.43 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2023660.6400000001, 'annual_cash_vol_target': 505915.16, 'daily_cash_vol_target': 31619.6975} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6589 0.5168 8.2693 BITCOIN 2165.3755 124515.0000 1.7390 27.8248 BOBL 0.1708 118.0200 0.1447 2.3158 BTP 0.4261 120.3700 0.3540 5.6642 BUND 0.3599 128.8600 0.2793 4.4688 BUXL 0.8953 114.8800 0.7793 12.4689 CAC 59.4228 8053.0000 0.7379 11.8063 CAD 0.0023 0.7188 0.3198 5.1171 CANOLA 7.5556 630.1000 1.1991 19.1858 CHF 0.0054 1.2564 0.4312 6.8988 COCOA 137.6472 5983.0000 2.3006 36.8102 COFFEE 7.7885 366.7000 2.1240 33.9832 COPPER 0.0760 5.0965 1.4907 23.8513 CORN 4.1750 458.5000 0.9106 14.5691 COTTON2 0.6984 64.9400 1.0755 17.2080 CRUDE_W 0.9310 61.0600 1.5248 24.3966 DAX 160.8923 24708.0000 0.6512 10.4188 DOW 222.2429 46873.0000 0.4741 7.5862 DX 0.4003 98.6300 0.4059 6.4941 EUR 0.0052 1.1665 0.4417 7.0678 EURIBOR-ICE 0.0306 97.7900 0.0312 0.4999 EUROSTX 40.2407 5657.0000 0.7113 11.3815 FEEDCOW 3.3823 363.7500 0.9298 14.8774 GASOIL 10.7468 657.0000 1.6357 26.1718 GASOLINE 0.0294 1.8381 1.6017 25.6280 GAS_US_mini 0.0946 3.9900 2.3703 37.9243 GBP 0.0059 1.3390 0.4429 7.0870 GOLD_micro 25.7490 4070.2000 0.6326 10.1220 HEATOIL 0.0339 2.2611 1.5003 24.0047 JGB-SGX-mini 0.2095 135.7100 0.1544 2.4705 JPY 0.0000 0.0066 0.6950 11.1194 LEANHOG 1.1287 86.1250 1.3105 20.9678 LIVECOW 1.7842 239.0000 0.7465 11.9447 LUMBER-new 8.5050 636.5000 1.3362 21.3794 MXP 0.0003 0.0541 0.4930 7.8875 NASDAQ_micro 141.1334 25270.5000 0.5585 8.9358 NIKKEI 511.5021 48030.0000 1.0650 17.0394 NZD 0.0035 0.5800 0.5989 9.5819 OAT 0.3921 121.5800 0.3225 5.1595 OATIES 4.3596 310.5000 1.4041 22.4648 OJ 6.6932 213.6000 3.1335 50.1361 PALLAD 31.8455 1492.0000 2.1344 34.1506 PLAT 24.1056 1700.1000 1.4179 22.6863 REDWHEAT 7.0113 514.7500 1.3621 21.7931 RICE 0.1379 11.0050 1.2535 20.0561 ROBUSTA 102.4865 4473.0000 2.2912 36.6596 RUSSELL 21.1134 2491.5000 0.8474 13.5587 SHATZ 0.0489 107.0400 0.0457 0.7307 SILVER-mini 0.6265 49.1625 1.2744 20.3904 SMI 86.8268 12629.0000 0.6875 11.0003 SOFR 0.0473 96.7200 0.0489 0.7820 SOYBEAN 8.1640 1071.5000 0.7619 12.1907 SOYMEAL 2.9658 287.6000 1.0312 16.4997 SOYOIL 0.6706 52.0700 1.2879 20.6063 SP400 24.3680 3303.4000 0.7377 11.8026 SP500_micro 29.6613 6796.2500 0.4364 6.9830 SUGAR11 0.2348 15.8500 1.4813 23.7002 US10 0.3134 112.6250 0.2783 4.4528 US10U 0.4118 115.2500 0.3573 5.7170 US2 0.0811 104.2266 0.0778 1.2449 US20 0.6245 116.8438 0.5345 8.5522 US30 0.9111 120.3125 0.7573 12.1170 US5 0.2013 109.2500 0.1843 2.9484 VIX 0.3795 19.9500 1.9020 30.4321 WHEAT 6.5921 583.7500 1.1293 18.0682 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.90 0.52 340.54 1.00 340.54 31619.7 92.85 15.08 140.01 BITCOIN 124.52 1.74 216.54 1.00 216.54 31619.7 146.02 -3.07 -44.82 BOBL 1180.20 0.14 170.82 1.17 199.61 31619.7 158.41 6.08 96.28 BTP 1203.70 0.35 426.13 1.17 497.94 31619.7 63.50 7.28 46.23 BUND 1288.60 0.28 359.91 1.17 420.57 31619.7 75.18 4.46 33.50 BUXL 1148.80 0.78 895.26 1.17 1046.15 31619.7 30.22 -2.55 -7.71 CAC 805.30 0.74 594.23 1.17 694.38 31619.7 45.54 10.33 47.06 CAD 718.85 0.32 229.90 1.00 229.90 31619.7 137.54 -9.49 -130.57 CANOLA 126.02 1.20 151.11 0.72 108.26 31619.7 292.07 -0.52 -15.30 CHF 1570.56 0.43 677.19 1.00 677.19 31619.7 46.69 -6.84 -31.95 COCOA 598.30 2.30 1376.47 1.00 1376.47 31619.7 22.97 -9.53 -21.89 COFFEE 1375.12 2.12 2920.70 1.00 2920.70 31619.7 10.83 8.58 9.29 COPPER 1274.12 1.49 1899.34 1.00 1899.34 31619.7 16.65 1.00 1.67 CORN 229.25 0.91 208.75 1.00 208.75 31619.7 151.47 -3.61 -54.61 COTTON2 324.70 1.08 349.21 1.00 349.21 31619.7 90.55 -19.42 -175.80 CRUDE_W 610.60 1.52 931.04 1.00 931.04 31619.7 33.96 -0.84 -2.84 DAX 247.08 0.65 160.89 1.17 188.01 31619.7 168.18 5.46 91.83 DOW 234.36 0.47 111.12 1.00 111.12 31619.7 284.55 -0.13 -3.57 DX 986.30 0.41 400.32 1.00 400.32 31619.7 78.99 3.40 26.82 EUR 1458.12 0.44 644.11 1.00 644.11 31619.7 49.09 -1.54 -7.57 EURIBOR-ICE 2444.75 0.03 76.39 1.17 89.26 31619.7 354.23 9.34 330.74 EUROSTX 565.70 0.71 402.41 1.17 470.23 31619.7 67.24 12.62 84.87 FEEDCOW 1818.75 0.93 1691.14 1.00 1691.14 31619.7 18.70 13.74 25.69 GASOIL 657.00 1.64 1074.68 1.00 1074.68 31619.7 29.42 9.85 28.98 GASOLINE 772.00 1.60 1236.55 1.00 1236.55 31619.7 25.57 2.45 6.27 GAS_US_mini 99.75 2.37 236.43 1.00 236.43 31619.7 133.74 -7.26 -97.08 GBP 836.88 0.44 370.69 1.00 370.69 31619.7 85.30 4.12 35.12 GOLD_micro 407.02 0.63 257.49 1.00 257.49 31619.7 122.80 5.74 70.54 HEATOIL 949.66 1.50 1424.77 1.00 1424.77 31619.7 22.19 -3.24 -7.19 JGB-SGX-mini 135710.00 0.15 20954.48 0.01 139.16 31619.7 227.22 -12.40 -281.77 JPY 824.12 0.69 572.73 1.00 572.73 31619.7 55.21 -7.65 -42.21 LEANHOG 344.50 1.31 451.46 1.00 451.46 31619.7 70.04 14.60 102.23 LIVECOW 956.00 0.75 713.69 1.00 713.69 31619.7 44.30 11.67 51.71 LUMBER-new 175.04 1.34 233.89 1.00 233.89 31619.7 135.19 -0.90 -12.22 MXP 270.50 0.49 133.35 1.00 133.35 31619.7 237.12 14.30 338.98 NASDAQ_micro 505.41 0.56 282.27 1.00 282.27 31619.7 112.02 1.94 21.69 NIKKEI 48030.00 1.06 51150.21 0.01 339.69 31619.7 93.08 17.46 162.48 NZD 579.95 0.60 347.31 1.00 347.31 31619.7 91.04 1.50 13.64 OAT 1215.80 0.32 392.06 1.17 458.13 31619.7 69.02 6.04 41.66 OATIES 155.25 1.40 217.98 1.00 217.98 31619.7 145.06 -20.00 -290.12 OJ 320.40 3.13 1003.98 1.00 1003.98 31619.7 31.49 -8.02 -25.26 PALLAD 1492.00 2.13 3184.55 1.00 3184.55 31619.7 9.93 6.46 6.41 PLAT 850.05 1.42 1205.28 1.00 1205.28 31619.7 26.23 13.07 34.30 REDWHEAT 257.38 1.36 350.56 1.00 350.56 31619.7 90.20 -17.26 -155.71 RICE 220.10 1.25 275.90 1.00 275.90 31619.7 114.61 -17.92 -205.40 ROBUSTA 447.30 2.29 1024.87 1.00 1024.87 31619.7 30.85 4.76 14.70 RUSSELL 124.58 0.85 105.57 1.00 105.57 31619.7 299.52 6.93 207.51 SHATZ 1070.40 0.05 48.88 1.17 57.12 31619.7 553.57 -3.61 -199.65 SILVER-mini 1229.06 1.27 1566.31 1.00 1566.31 31619.7 20.19 15.86 32.01 SMI 1262.90 0.69 868.27 1.26 1090.05 31619.7 29.01 13.46 39.03 SOFR 2418.00 0.05 118.18 1.00 118.18 31619.7 267.55 -4.20 -112.27 SOYBEAN 535.75 0.76 408.20 1.00 408.20 31619.7 77.46 -1.74 -13.48 SOYMEAL 287.60 1.03 296.58 1.00 296.58 31619.7 106.61 -19.83 -211.42 SOYOIL 312.42 1.29 402.36 1.00 402.36 31619.7 78.58 -5.76 -45.26 SP400 3303.40 0.74 2436.80 1.00 2436.80 31619.7 12.98 -3.66 -4.74 SP500_micro 339.81 0.44 148.31 1.00 148.31 31619.7 213.21 1.67 35.65 SUGAR11 177.52 1.48 262.95 1.00 262.95 31619.7 120.25 -11.19 -134.55 US10 1126.25 0.28 313.43 1.00 313.43 31619.7 100.88 -2.49 -25.11 US10U 1152.50 0.36 411.80 1.00 411.80 31619.7 76.78 -1.09 -8.37 US2 2084.53 0.08 162.19 1.00 162.19 31619.7 194.95 -1.18 -23.03 US20 1168.44 0.53 624.54 1.00 624.54 31619.7 50.63 4.37 22.10 US30 1203.12 0.76 911.14 1.00 911.14 31619.7 34.70 1.26 4.36 US5 1092.50 0.18 201.32 1.00 201.32 31619.7 157.06 -2.83 -44.46 VIX 199.50 1.90 379.45 1.00 379.45 31619.7 83.33 -17.58 -146.49 WHEAT 291.88 1.13 329.60 1.00 329.60 31619.7 95.93 -12.72 -121.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 140.006 0.010 2.5 3.638 BITCOIN -44.825 0.043 2.5 -4.861 BOBL 96.285 0.004 2.5 0.978 BTP 46.231 0.014 2.5 1.579 BUND 33.501 0.004 2.5 0.340 BUXL -7.708 0.004 2.5 -0.078 CAC 47.062 0.014 2.5 1.607 CAD -130.573 0.010 2.5 -3.393 CANOLA -15.301 0.010 2.5 -0.373 CHF -31.946 0.010 2.5 -0.830 COCOA -21.890 0.010 2.5 -0.533 COFFEE 9.286 0.005 2.5 0.123 COPPER 1.671 0.043 2.5 0.181 CORN -54.613 0.010 2.5 -1.331 COTTON2 -175.796 0.010 2.5 -4.283 CRUDE_W -2.843 0.043 2.5 -0.308 DAX 91.830 0.014 2.5 3.137 DOW -3.570 0.009 2.5 -0.083 DX 26.820 0.010 2.5 0.697 EUR -7.569 0.010 2.5 -0.197 EURIBOR-ICE 330.740 0.014 2.5 11.297 EUROSTX 84.868 0.014 2.5 2.899 FEEDCOW 25.694 0.013 2.5 0.853 GASOIL 28.976 0.017 2.5 1.258 GASOLINE 6.273 0.017 2.5 0.272 GAS_US_mini -97.076 0.043 2.5 -10.527 GBP 35.125 0.010 2.5 0.913 GOLD_micro 70.535 0.014 2.5 2.409 HEATOIL -7.187 0.017 2.5 -0.312 JGB-SGX-mini -281.766 0.043 2.5 -30.555 JPY -42.215 0.010 2.5 -1.097 LEANHOG 102.230 0.024 2.5 6.222 LIVECOW 51.712 0.013 2.5 1.716 LUMBER-new -12.221 0.010 2.5 -0.298 MXP 338.984 0.059 2.5 49.824 NASDAQ_micro 21.692 0.009 2.5 0.505 NIKKEI 162.480 0.043 2.5 17.619 NZD 13.636 0.010 2.5 0.354 OAT 41.660 0.014 2.5 1.423 OATIES -290.117 0.010 2.5 -7.068 OJ -25.265 0.010 2.5 -0.616 PALLAD 6.410 0.014 2.5 0.219 PLAT 34.296 0.014 2.5 1.171 REDWHEAT -155.709 0.005 2.5 -2.068 RICE -205.401 0.010 2.5 -5.004 ROBUSTA 14.696 0.005 2.5 0.195 RUSSELL 207.512 0.013 2.5 6.886 SHATZ -199.648 0.004 2.5 -2.027 SILVER-mini 32.014 0.014 2.5 1.093 SMI 39.031 0.014 2.5 1.333 SOFR -112.266 0.024 2.5 -6.832 SOYBEAN -13.479 0.004 2.5 -0.126 SOYMEAL -211.419 0.004 2.5 -1.969 SOYOIL -45.259 0.004 2.5 -0.422 SP400 -4.744 0.013 2.5 -0.157 SP500_micro 35.653 0.009 2.5 0.830 SUGAR11 -134.551 0.010 2.5 -3.278 US10 -25.113 0.005 2.5 -0.319 US10U -8.368 0.005 2.5 -0.106 US2 -23.028 0.005 2.5 -0.292 US20 22.099 0.005 2.5 0.280 US30 4.360 0.005 2.5 0.055 US5 -44.455 0.005 2.5 -0.564 VIX -146.489 0.099 2.5 -36.210 WHEAT -121.991 0.005 2.5 -1.621 ===================== Position diags ===================== AUD 2.41 BITCOIN 15.83 BOBL 1.61 BTP 2.17 BUND 0.76 BUXL 0.31 CAC 1.56 CAD 3.57 CANOLA 7.12 CHF 1.21 COCOA 0.56 COFFEE 0.14 COPPER 1.81 CORN 3.69 COTTON2 2.21 CRUDE_W 3.68 DAX 5.74 DOW 6.62 DX 2.05 EUR 1.28 EURIBOR-ICE 12.10 EUROSTX 2.30 FEEDCOW 0.62 GASOIL 1.28 GASOLINE 1.11 GAS_US_mini 14.50 GBP 2.22 GOLD_micro 4.19 HEATOIL 0.96 JGB-SGX-mini 24.64 JPY 1.43 LEANHOG 4.26 LIVECOW 1.47 LUMBER-new 3.29 MXP 34.85 NASDAQ_micro 2.61 NIKKEI 10.09 NZD 2.37 OAT 2.36 OATIES 3.53 OJ 0.77 PALLAD 0.34 PLAT 0.90 REDWHEAT 1.20 RICE 2.79 ROBUSTA 0.41 RUSSELL 9.94 SHATZ 5.62 SILVER-mini 0.69 SMI 0.99 SOFR 16.28 SOYBEAN 0.72 SOYMEAL 0.99 SOYOIL 0.73 SP400 0.43 SP500_micro 4.96 SUGAR11 2.93 US10 1.28 US10U 0.97 US2 2.47 US20 0.64 US30 0.44 US5 1.99 VIX 20.60 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.9 0.0 0 BITCOIN -4.9 -6.4 -3.3 0.0 0 BOBL 1.0 0.8 1.1 0.0 0 BTP 1.6 1.4 1.8 0.0 0 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 1.6 1.5 1.8 0.0 0 CAD -3.4 -3.7 -3.0 -4.0 -4 CANOLA -0.4 -1.1 0.3 0.0 0 CHF -0.8 -1.0 -0.7 -1.0 -1 COCOA -0.5 -0.6 -0.5 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 0.2 0.0 0.4 2.0 2 CORN -1.3 -1.7 -1.0 -3.0 -3 COTTON2 -4.3 -4.5 -4.1 -5.0 -5 CRUDE_W -0.3 -0.7 0.1 0.0 0 DAX 3.1 2.6 3.7 0.0 0 DOW -0.1 -0.7 0.6 0.0 0 DX 0.7 0.5 0.9 1.0 1 EUR -0.2 -0.3 -0.1 0.0 0 EURIBOR-ICE 11.3 10.1 12.5 0.0 0 EUROSTX 2.9 2.7 3.1 6.0 6 FEEDCOW 0.9 0.8 0.9 2.0 2 GASOIL 1.3 1.1 1.4 1.0 1 GASOLINE 0.3 0.2 0.4 1.0 1 GAS_US_mini -10.5 -12.0 -9.1 -15.0 -15 GBP 0.9 0.7 1.1 0.0 0 GOLD_micro 2.4 2.0 2.8 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -30.6 -33.0 -28.1 0.0 0 JPY -1.1 -1.2 -1.0 -1.0 -1 LEANHOG 6.2 5.8 6.6 6.0 6 LIVECOW 1.7 1.6 1.9 0.0 0 LUMBER-new -0.3 -0.6 0.0 0.0 0 MXP 49.8 46.3 53.3 36.0 36 NASDAQ_micro 0.5 0.2 0.8 10.0 10 NIKKEI 17.6 16.6 18.6 19.0 19 NZD 0.4 0.1 0.6 0.0 0 OAT 1.4 1.2 1.7 3.0 3 OATIES -7.1 -7.4 -6.7 NaN 0 OJ -0.6 -0.7 -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 -1.9 0.0 0 RICE -5.0 -5.3 -4.7 -3.0 -3 ROBUSTA 0.2 0.2 0.2 0.0 0 RUSSELL 6.9 5.9 7.9 0.0 0 SHATZ -2.0 -2.6 -1.5 NaN 0 SILVER-mini 1.1 1.0 1.2 4.0 4 SMI 1.3 1.2 1.4 0.0 0 SOFR -6.8 -8.5 -5.2 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -2.0 -2.1 -1.9 -3.0 -3 SOYOIL -0.4 -0.5 -0.3 -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 -3.3 -3.6 -3.0 -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 -0.6 -0.8 -0.4 -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 -0.2 0.2 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 0.5 -0.1 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 0.2 0.4 0.5 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN 0.3 -0.2 -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 0.2 0.2 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.3 0.1 -0.1 -0.5 -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 -0.0 -0.0 0.0 -0.1 -0.0 0.4 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.1 0.3 -0.0 -0.0 -0.3 0.7 0.7 0.7 0.7 BTP -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.2 0.5 0.1 0.6 0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.1 0.3 0.0 -2.7 0.0 0.1 0.1 0.1 0.3 0.0 0.6 0.3 0.3 0.0 0.1 0.4 0.7 0.5 0.7 BUND -0.0 0.1 -0.0 -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 0.1 -0.1 0.0 -0.1 0.0 0.2 0.3 0.1 0.0 -0.2 0.7 0.7 0.7 0.7 BUXL 0.2 0.1 -0.1 -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 0.4 -0.1 -0.5 0.4 0.4 -0.1 0.1 CAC 0.4 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.2 0.1 -0.1 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.0 0.1 -0.0 0.1 0.4 0.0 -0.1 -0.5 -0.6 0.7 0.7 0.7 0.7 CAD -0.3 -0.3 -0.2 0.0 -0.1 0.1 -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 -0.1 -0.2 -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 -0.2 -0.1 -0.0 0.0 -0.1 0.1 -0.1 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 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.2 -0.0 -1.1 -0.1 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 0.0 -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 -0.6 -0.2 0.2 -0.1 0.1 0.1 0.2 COFFEE -0.6 0.6 -0.0 -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 0.3 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 0.3 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.6 0.1 -0.3 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 -0.3 -0.3 -0.3 -0.3 0.5 0.2 0.5 0.3 CORN 0.0 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 -0.2 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.2 -2.1 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.6 -0.4 -0.1 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W -0.1 -0.0 0.1 0.0 -0.0 0.1 -0.0 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 -0.2 -0.1 -0.4 -0.6 0.7 0.4 -0.1 0.5 DAX 0.4 -0.4 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.4 0.2 0.7 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.5 0.2 -1.6 0.0 0.1 0.0 0.1 0.2 0.1 -0.0 0.4 -0.3 -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 0.1 0.5 0.2 -2.3 0.1 0.0 0.2 0.0 0.2 0.1 -0.2 -0.5 -0.3 0.3 0.5 -0.7 -0.7 -0.7 -0.7 DX 0.3 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 0.1 -2.7 0.0 0.1 -0.1 0.1 -0.2 0.0 0.8 0.5 0.5 -0.1 -0.2 0.7 0.5 0.7 0.6 EUR -0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.1 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 -0.1 0.3 -0.0 -0.4 -0.2 0.2 -0.0 0.2 -0.7 -0.7 -0.7 -0.7 EURIBOR-ICE -0.2 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.2 -0.0 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 0.1 -0.0 0.0 0.1 -0.0 0.8 0.2 -0.1 -0.0 -0.1 0.5 0.7 0.5 0.7 EUROSTX 0.6 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.1 -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 0.2 0.3 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW -0.2 -0.3 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 0.1 0.2 0.0 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.0 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.1 0.0 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 0.1 0.3 0.2 0.7 0.3 0.5 0.3 GASOLINE -0.2 0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 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 -0.1 -0.3 -0.5 0.7 0.7 0.7 0.7 GAS_US_mini 0.4 0.1 -0.5 0.0 -0.0 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 -0.4 0.0 2.7 -0.0 0.0 -0.2 0.1 -0.2 0.0 -1.1 0.5 0.4 -0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.1 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.0 0.4 -0.1 0.6 -0.1 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.4 -0.1 0.1 0.0 -0.1 0.2 -0.1 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 0.4 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 0.2 -0.7 0.0 -0.7 -0.2 HEATOIL -0.1 -0.0 0.2 0.0 -0.0 0.1 -0.0 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 -0.0 0.0 -0.1 -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 -0.3 -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 -0.9 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.2 -0.4 -0.4 -0.4 -0.7 -0.6 -0.7 -0.7 JPY -0.2 -0.1 -0.3 0.0 -0.1 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 -0.2 -0.1 -0.1 2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.7 -0.4 -0.3 -0.3 -0.4 -0.3 -0.3 -0.4 -0.3 LEANHOG -0.4 0.1 0.1 -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 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 -0.3 0.2 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.2 -0.1 0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.1 0.6 0.1 0.1 -0.3 0.3 -0.0 0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.0 0.4 0.0 1.1 0.3 0.5 0.6 0.6 0.7 0.4 0.7 0.6 LUMBER-new 0.6 -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 -0.3 0.5 0.8 0.8 0.8 0.8 MXP 0.0 0.2 0.4 0.0 -0.1 0.1 -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 0.4 0.5 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 -0.3 -0.1 0.4 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.0 0.2 0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.5 0.2 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.2 0.5 0.2 -1.9 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 -0.4 -0.3 -0.3 0.0 -0.1 0.1 -0.1 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 -0.1 -0.1 -0.1 -0.1 1.5 -0.0 -0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.1 -0.2 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.0 -0.0 -0.2 0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.1 0.0 -0.2 -0.0 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 0.2 0.1 -0.2 -0.3 0.5 0.7 0.5 0.7 OATIES -0.1 -0.5 -0.6 -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 -2.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.5 -0.6 -0.3 -0.1 -0.7 -0.3 -0.7 -0.3 OJ -0.4 -0.1 0.2 -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 -0.3 -0.1 0.2 0.3 -0.3 -0.4 -0.2 -0.3 PALLAD 0.5 0.1 0.3 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 0.2 0.2 0.2 2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.2 -0.0 -0.3 -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 0.1 0.1 0.1 0.2 0.1 0.3 0.1 0.4 0.0 0.3 0.7 0.2 -0.3 -0.2 REDWHEAT -0.0 -0.1 -0.5 -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 -0.1 0.4 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -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 -0.5 -0.4 -0.4 -0.2 -0.3 -0.3 -0.2 -0.3 ROBUSTA -0.6 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 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 1.3 0.1 0.0 0.2 0.0 0.1 0.1 0.0 -0.5 -0.3 0.4 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ -0.1 -0.3 -0.4 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.2 0.0 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 0.2 -0.1 -0.3 -0.5 0.6 0.6 0.7 0.7 SILVER-mini 0.3 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 0.3 0.6 0.6 0.6 0.7 0.7 0.4 0.2 SMI 0.2 0.3 0.0 0.1 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 0.0 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 -0.4 -0.0 -0.5 0.7 0.7 0.7 0.7 SOFR -0.6 0.0 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 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 -0.0 0.2 -0.0 0.2 -0.3 -0.5 0.3 0.6 0.2 -0.5 -0.5 -0.7 SOYBEAN -0.2 0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.1 -0.0 -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 -0.0 0.4 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 -0.0 -0.5 -0.1 -2.3 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.9 0.2 -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 0.2 -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 -1.7 -0.0 0.1 0.0 0.0 0.1 -0.0 0.4 0.5 0.2 0.2 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.2 0.2 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 -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 -0.3 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 0.2 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 0.0 0.2 0.1 0.2 0.1 -0.4 -0.2 0.2 0.4 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.4 0.1 -0.6 -0.1 -0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.4 -0.0 -2.7 -0.0 -0.0 -0.2 0.0 -0.2 -0.0 0.9 0.4 0.2 0.4 0.4 -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 -0.7 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 -0.6 -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 0.0 -1.5 0.1 -0.0 0.2 -0.0 0.1 0.0 -0.5 -0.0 0.1 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 2.5 0.0 -0.0 0.1 -0.0 0.1 0.0 -1.1 -0.0 -0.1 0.2 0.3 -0.3 -0.3 -0.4 -0.7 US20 -0.1 0.4 0.4 -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 -1.1 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 -0.1 0.4 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.4 0.1 0.1 -0.1 -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 0.3 0.5 0.5 0.7 0.2 0.0 -0.4 US5 -0.5 0.1 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 -0.1 -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 -0.1 -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 0.1 -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 -0.9 -0.1 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 -5.9 6.0 5.7 1.7 -9.2 4.8 -6.9 5.0 -2.9 3.5 19.3 -6.6 4.2 7.2 8.5 -1.0 -1.4 -1.3 -1.4 7.6 8.9 -1.2 4.4 3.3 16.1 5.4 -3.1 5.1 -0.8 1.1 2.3 2.8 16.0 15.0 6.7 8.7 20.0 20.0 20.0 20.0 BITCOIN 7.8 -4.9 -3.2 8.1 13.0 6.8 12.0 5.3 10.1 18.1 18.4 19.5 20.0 10.0 7.6 -6.8 -7.5 -7.4 -7.4 11.6 14.1 20.0 20.0 20.0 -20.0 2.7 13.0 4.4 13.6 8.7 7.0 -2.3 -20.0 -20.0 -20.0 -20.0 12.4 -3.3 -13.4 -8.2 BOBL -2.9 -1.7 -5.0 -1.1 -0.5 -1.1 -1.5 -2.9 -1.8 16.9 2.4 2.8 -2.0 -5.8 -10.9 20.0 1.5 16.0 7.3 -4.6 -4.5 4.3 -3.9 -1.4 3.0 -3.2 8.6 -3.4 3.9 -2.5 -0.7 1.1 11.3 -0.7 -1.0 -8.1 20.0 20.0 20.0 20.0 BTP -1.3 -1.4 -2.2 -1.4 -0.6 -1.4 -1.8 -3.7 -2.3 18.3 19.1 8.2 15.8 11.1 8.5 8.0 9.1 9.8 10.0 2.6 5.5 6.1 9.6 2.9 -20.0 2.0 12.3 4.2 5.9 7.5 2.5 10.8 12.7 10.0 0.8 2.2 13.4 20.0 14.1 20.0 BUND -0.6 1.7 -1.2 -1.1 -0.5 -1.2 -1.5 -3.0 -1.9 15.7 -0.2 2.9 -8.6 0.9 -7.8 -5.0 5.0 2.2 5.3 -1.9 -4.6 4.2 -7.8 1.1 -1.0 -1.2 6.1 -2.7 3.5 -3.6 1.0 3.8 11.2 4.3 0.8 -6.9 20.0 20.0 20.0 20.0 BUXL 5.4 1.6 -4.5 -1.1 -0.5 -1.1 -1.4 -2.8 -1.8 13.1 -15.4 3.4 -16.7 3.6 -10.3 3.8 2.6 3.6 3.3 -5.5 -12.5 4.0 -17.5 0.9 -2.7 -3.2 3.8 -6.8 3.1 -8.2 1.0 -0.4 12.2 10.8 -3.9 -14.8 13.1 12.6 -3.3 2.7 CAC 11.4 1.9 3.0 6.9 7.4 5.2 8.2 3.6 7.8 12.7 14.8 14.7 11.5 14.2 12.1 -4.0 -1.2 -2.4 -1.5 11.3 7.3 19.9 5.7 17.4 1.7 4.8 8.0 0.9 10.2 -1.1 8.8 7.6 1.3 -3.8 -14.1 -20.0 20.0 20.0 20.0 19.5 CAD -10.7 -10.4 -6.7 1.9 -10.1 5.3 -7.5 5.5 -3.2 -15.0 4.0 -20.0 -1.3 -20.0 -20.0 -7.8 -6.9 -7.6 -7.3 -16.8 -7.2 -17.3 -3.5 -20.0 20.0 -6.1 -5.2 -0.9 -8.9 0.3 -9.4 -7.1 -2.5 -7.3 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA -4.5 -20.0 -15.9 -3.3 -1.0 -3.0 -1.5 -2.3 -2.5 4.2 -0.9 -6.0 1.1 -8.9 -10.2 -16.7 -8.0 -13.4 -9.0 -10.9 -6.5 -2.3 -0.9 -8.1 3.3 -3.5 0.9 -2.3 -1.0 -0.6 -2.7 -0.1 1.2 -0.1 -3.3 -3.0 20.0 20.0 20.0 20.0 CHF -5.8 -2.7 -0.2 1.2 -6.5 3.4 -4.9 3.6 -2.0 -13.3 12.6 -12.8 11.8 -4.1 0.1 -15.2 -15.5 -15.3 -15.0 2.3 9.4 -8.1 12.5 -3.1 -0.6 2.8 -7.5 5.8 -4.0 6.6 -0.5 -20.0 -4.1 7.3 5.0 6.0 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -12.4 -3.0 -1.0 -2.8 -1.4 -2.1 -2.3 -8.7 -7.1 -9.6 1.2 -9.9 -7.7 -0.9 12.9 4.2 8.6 -13.1 -7.0 -20.0 2.6 -18.5 -20.0 -2.8 -6.0 -1.0 -5.8 1.8 -4.5 20.0 -20.0 -18.9 -6.9 5.8 -2.2 3.7 2.3 7.4 COFFEE -20.0 20.0 -0.9 -3.8 -1.2 -3.5 -1.8 -2.6 -2.9 2.9 5.2 -0.9 7.3 5.3 7.1 14.2 9.5 12.5 10.8 10.9 9.3 3.7 8.9 7.1 -20.0 3.5 0.4 3.4 0.7 3.5 2.1 20.0 16.8 9.9 20.0 20.0 8.4 15.5 17.4 20.0 COPPER 20.0 2.4 -7.7 2.8 4.4 2.3 4.1 1.8 3.5 7.9 -3.1 8.5 -1.7 7.4 -4.1 -5.2 -5.4 -5.0 -5.2 2.4 -0.7 12.5 0.6 9.2 -5.3 1.3 3.2 1.1 3.8 1.9 2.8 1.2 -12.9 -8.3 -10.1 -9.4 14.7 7.1 15.6 8.4 CORN 1.0 11.9 -5.0 -6.6 -2.1 -6.1 -3.1 -4.6 -5.1 -14.7 -10.4 -11.5 -14.2 11.6 0.2 -18.6 -18.9 -20.0 -20.0 0.7 -7.5 -3.6 -14.9 2.0 9.9 1.7 -7.3 -2.0 -3.5 -8.2 0.9 -20.0 0.5 12.3 20.0 20.0 -7.7 -0.3 -0.5 2.0 COTTON2 -5.5 -3.2 1.4 -7.7 -2.5 -7.1 -3.6 -5.3 -5.9 -14.9 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 -14.0 -17.0 -15.5 -12.4 -13.8 -16.2 -20.0 -14.6 -15.7 -7.1 -10.3 -6.9 -13.0 -10.9 -10.5 -11.5 -16.1 -3.8 20.0 20.0 -12.5 -20.0 -9.1 -17.2 CRUDE_W -2.8 -0.9 1.8 1.2 -0.8 2.8 -3.9 1.7 -1.9 -9.7 -1.7 -11.6 -9.4 -10.8 -11.6 5.1 7.4 6.7 6.8 -3.1 -2.7 -7.4 -5.4 -6.0 3.0 -4.3 -1.5 -3.6 -5.0 -4.4 -5.3 -2.7 -7.1 -2.0 -11.7 -17.4 20.0 13.2 -2.5 15.8 DAX 12.6 -12.6 -7.7 6.5 7.0 4.9 7.8 3.4 7.4 18.0 16.6 18.8 18.4 10.1 4.0 -6.6 -6.5 -5.9 -5.6 5.3 9.5 20.0 20.0 16.0 -11.8 0.7 12.5 0.8 12.2 5.7 6.3 -0.6 16.9 -9.3 -20.0 -20.0 20.0 20.0 20.0 18.7 DOW 8.1 16.8 20.0 7.0 7.4 5.2 8.3 3.6 7.9 12.0 20.0 17.3 17.4 20.0 20.0 -10.0 -8.4 -8.9 -8.1 20.0 20.0 14.9 20.0 20.0 -17.0 8.1 2.1 6.9 4.4 4.9 6.5 -4.3 -20.0 -9.9 8.8 14.9 -20.0 -20.0 -20.0 -20.0 DX 8.6 5.0 7.2 1.0 -5.4 2.8 -4.0 2.9 -1.7 11.4 -10.9 10.4 -11.0 7.5 -0.7 5.5 6.1 5.9 5.9 0.2 -6.4 10.4 -10.0 5.3 -20.0 0.3 10.6 -3.2 7.0 -4.9 3.4 15.4 20.0 14.4 -2.5 -6.0 20.0 14.4 20.0 16.6 EUR -7.2 -2.8 -1.9 1.2 -6.6 3.5 -5.0 3.6 -2.1 -14.1 14.4 -12.9 13.8 -7.0 5.1 -6.9 -7.5 -7.3 -7.4 2.5 10.7 -10.5 14.2 -4.2 12.6 2.4 -11.8 6.8 -7.3 8.2 -2.3 -7.6 -6.8 5.2 -0.3 5.2 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -6.4 -2.9 -7.0 -0.9 -0.4 -1.0 -1.2 -2.4 -1.5 13.7 7.9 -0.7 10.6 -6.9 -7.4 12.8 10.2 13.0 12.4 -3.0 0.1 2.6 5.4 -2.3 6.6 -2.5 7.9 -1.0 2.7 1.9 -1.6 14.1 7.2 -4.2 -0.1 -4.2 13.8 20.0 15.8 20.0 EUROSTX 19.1 5.8 1.9 6.8 7.3 5.1 8.1 3.6 7.7 16.4 19.9 19.3 18.0 19.9 18.0 -3.2 -1.0 -2.4 -1.6 18.9 13.9 20.0 14.6 20.0 -6.7 5.9 6.7 2.5 10.3 1.9 9.5 7.6 6.8 8.2 -5.3 -18.3 20.0 20.0 20.0 17.8 FEEDCOW -5.5 -7.8 11.0 -4.0 -1.3 -3.7 -1.9 -2.8 -3.1 11.3 12.6 10.4 13.0 9.0 11.4 18.1 6.8 16.9 12.7 16.6 20.0 16.0 20.0 12.2 -20.0 4.4 6.1 6.8 4.1 7.5 3.1 20.0 20.0 17.7 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -0.8 4.4 8.0 1.0 -0.7 2.5 -3.4 1.5 -1.7 -11.9 6.6 -10.5 1.9 4.3 2.0 20.0 13.0 19.8 16.0 6.2 7.3 -6.1 3.8 0.6 -0.3 4.0 -2.7 4.7 -3.4 2.5 0.5 9.5 -2.8 4.0 8.5 7.7 20.0 9.8 14.3 9.3 GASOLINE -6.3 0.2 3.5 1.2 -0.8 2.9 -3.9 1.7 -1.9 -4.5 5.2 -7.9 -0.3 -5.4 -5.3 20.0 20.0 20.0 20.0 -0.2 2.1 -6.4 0.8 -5.0 -20.0 -3.8 0.6 -1.6 -5.4 -0.5 -6.0 20.0 -3.5 -4.0 -8.0 -15.5 20.0 20.0 20.0 20.0 GAS_US_mini 11.1 4.2 -16.8 1.5 -1.1 3.6 -4.9 2.1 -2.4 7.7 -20.0 15.3 -17.0 9.2 -19.2 -20.0 -20.0 -20.0 -20.0 -9.8 -19.0 11.5 -16.5 4.6 20.0 -3.2 3.2 -7.1 7.7 -5.5 4.0 -20.0 20.0 11.3 -2.7 -20.0 -2.2 -20.0 -20.0 -20.0 GBP -9.8 -4.1 -6.3 1.8 -9.8 5.1 -7.3 5.3 -3.1 -3.9 15.8 -10.8 17.8 -6.8 -1.5 0.5 -0.2 -0.0 -0.2 -0.8 8.5 -9.0 15.8 -6.1 1.0 2.4 -9.2 7.2 -6.1 10.4 -2.5 4.8 5.3 2.6 2.7 -2.3 10.0 -2.8 6.5 -0.7 GOLD_micro 20.0 20.0 13.3 6.9 11.0 5.8 10.2 4.5 8.6 19.8 20.0 20.0 20.0 20.0 20.0 -13.1 -11.7 -12.2 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 7.6 10.9 5.7 10.5 5.2 9.4 -9.2 20.0 20.0 20.0 6.0 -19.6 1.4 -20.0 -5.1 HEATOIL -4.5 -0.7 7.6 1.2 -0.9 2.9 -3.9 1.7 -2.0 -8.4 10.2 -10.7 4.5 -2.2 2.9 8.3 8.6 9.1 8.7 2.9 7.0 -6.8 5.3 -3.2 -20.0 -1.6 -1.1 2.4 -5.0 3.9 -4.5 0.6 -2.6 -0.7 -8.0 -4.2 14.1 5.3 -11.1 -5.7 JGB-SGX-mini -12.9 -10.6 -10.8 -0.7 -0.3 -0.7 -0.9 -1.7 -1.1 -9.2 -9.5 -10.7 -8.9 -10.9 -10.7 3.0 13.0 9.0 11.3 -10.8 -10.6 -7.5 -10.9 -10.2 -6.5 -3.8 -1.8 -3.5 -2.9 -3.7 -3.7 15.6 -6.8 -11.0 -13.4 -11.0 -20.0 -18.3 -19.9 -20.0 JPY -5.9 -3.5 -9.6 1.0 -5.6 2.9 -4.2 3.0 -1.7 -11.9 -8.7 -9.5 -5.7 -6.4 -10.1 -10.0 -11.1 -10.3 -10.3 -7.9 -5.9 -18.4 -4.4 -11.0 20.0 -3.0 -15.6 -1.9 -10.1 -1.5 -5.4 -12.9 -16.7 -10.1 -9.3 -13.8 -7.6 -10.5 -11.5 -10.2 LEANHOG -12.3 3.1 2.0 -7.0 -2.3 -6.5 -3.3 -4.9 -5.4 -20.0 19.7 -19.2 19.3 6.8 12.6 20.0 20.0 20.0 20.0 10.6 17.6 -13.0 18.5 -0.8 0.2 4.6 -8.8 6.7 -6.3 7.4 -0.1 20.0 -13.5 6.3 20.0 20.0 20.0 14.2 20.0 20.0 LIVECOW -6.3 -2.5 13.8 -5.4 -1.7 -5.0 -2.6 -3.7 -4.2 13.9 16.4 4.8 17.0 5.4 13.4 -14.9 13.1 -0.2 9.3 15.1 20.0 8.9 20.0 6.3 -20.0 5.1 7.0 9.7 3.7 12.2 2.3 20.0 10.6 14.6 20.0 20.0 20.0 13.4 20.0 19.1 LUMBER-new 15.1 -19.5 -10.0 -4.7 -1.5 -4.3 -2.2 -3.2 -3.6 8.0 -10.5 12.1 -7.7 -4.8 -10.0 -20.0 -20.0 -20.0 -20.0 -10.6 -12.2 8.7 -8.4 0.9 NaN -2.4 1.0 -2.5 2.5 -1.1 0.5 -20.0 20.0 19.5 -7.8 13.9 20.0 20.0 20.0 20.0 MXP 0.8 5.3 13.1 1.9 -10.3 5.4 -7.7 5.6 -3.2 14.6 20.0 18.0 17.4 20.0 20.0 13.2 12.6 12.9 12.5 20.0 20.0 8.4 20.0 15.7 -20.0 9.7 2.3 11.7 3.4 10.0 6.5 20.0 20.0 20.0 20.0 20.0 6.8 7.4 0.6 9.7 NASDAQ_micro 13.0 16.8 20.0 6.7 7.1 5.0 7.9 3.5 7.5 16.9 20.0 19.3 20.0 20.0 20.0 -11.5 -9.0 -10.3 -9.3 20.0 20.0 20.0 20.0 20.0 -20.0 7.9 5.7 7.2 6.4 5.9 7.4 -5.7 -4.0 13.8 5.0 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 1.2 7.5 19.5 5.6 5.9 4.2 6.6 2.9 6.3 14.4 18.2 15.9 15.3 16.9 17.8 1.4 8.8 6.2 8.0 20.0 20.0 20.0 17.7 20.0 -14.0 6.5 8.9 5.1 7.9 2.8 6.8 20.0 20.0 20.0 20.0 20.0 8.1 14.6 20.0 20.0 NZD -12.6 -8.0 -7.9 1.2 -6.6 3.5 -4.9 3.6 -2.1 -5.9 2.3 -11.5 -3.3 -11.2 -12.3 -3.9 -2.7 -3.6 -3.3 -9.5 -5.1 -8.6 -2.6 -10.6 11.2 -3.6 -4.4 -1.7 -4.3 -1.2 -4.7 0.0 4.3 -7.4 -16.0 -12.0 20.0 18.2 20.0 20.0 OAT -0.1 -3.0 -4.4 -1.0 -0.4 -1.1 -1.4 -2.7 -1.7 9.7 -0.1 -2.1 -5.9 0.6 -5.7 16.6 10.2 16.2 14.1 -4.3 -5.3 0.9 -5.8 -1.5 1.4 -3.0 3.4 -3.4 0.7 -2.8 -1.1 15.0 6.6 3.5 -6.5 -10.1 16.0 20.0 15.5 20.0 OATIES -3.2 -16.8 -17.7 -7.1 -2.3 -6.6 -3.4 -4.9 -5.5 -20.0 -20.0 -20.0 -11.2 -20.0 -20.0 -20.0 -5.9 -20.0 -12.1 -20.0 -20.0 -20.0 -14.0 -20.0 -16.5 -8.1 -11.4 -6.2 -10.8 -4.1 -9.1 -0.2 -20.0 -20.0 -8.6 -3.0 -20.0 -10.2 -20.0 -9.7 OJ -11.3 -3.6 7.6 -2.3 -0.7 -2.1 -1.1 -1.6 -1.8 -6.7 -3.3 -7.0 -4.8 -5.9 -2.5 -1.1 6.1 1.2 3.1 -4.0 -4.1 -9.8 -5.1 -6.5 -20.0 -1.5 -5.8 -1.7 -4.4 -2.0 -2.6 20.0 -12.3 -4.5 6.6 7.8 -10.2 -12.0 -5.9 -10.1 PALLAD 14.4 3.4 9.8 4.4 7.1 3.7 6.6 2.9 5.5 12.5 7.8 13.2 5.4 12.2 8.2 -3.3 -2.9 -3.1 -3.0 12.3 9.2 20.0 6.2 18.9 20.0 4.1 13.5 3.7 9.3 3.2 6.1 5.3 8.8 -0.8 -9.8 -2.2 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 10.0 18.4 5.0 8.0 4.2 7.5 3.3 6.3 14.4 14.1 15.4 11.7 15.1 14.7 -3.5 -3.5 -3.1 -3.1 20.0 20.0 20.0 20.0 20.0 1.5 5.3 6.2 5.3 7.1 4.8 6.6 4.8 3.8 11.9 0.9 9.6 20.0 7.0 -8.5 -6.0 REDWHEAT -1.4 -4.4 -14.1 -7.3 -2.3 -6.7 -3.5 -5.0 -5.6 -18.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.5 -20.0 -18.7 -20.0 -20.0 -15.4 -20.0 -17.1 7.4 -8.0 -7.3 -8.3 -9.2 -10.3 -8.6 -16.4 -14.4 -2.1 11.0 17.8 -20.0 -20.0 -20.0 -20.0 RICE -12.0 -20.0 -20.0 -3.6 -1.2 -3.4 -1.7 -2.5 -2.8 -10.4 -12.3 -11.3 -11.8 -12.1 -12.4 -18.1 -9.1 -17.3 -15.4 -20.0 -20.0 -16.7 -19.2 -18.7 -1.8 -4.4 -4.4 -4.5 -4.1 -4.8 -4.2 -7.9 -19.4 -13.2 -12.4 -7.1 -10.1 -8.3 -4.8 -7.9 ROBUSTA -17.2 20.0 4.3 -2.3 -0.7 -2.1 -1.1 -1.6 -1.8 4.7 -0.9 -0.6 -0.7 2.1 3.3 8.9 14.9 14.7 14.6 3.4 0.6 3.5 -0.3 2.9 -20.0 1.1 1.1 0.2 0.9 0.0 0.9 20.0 11.8 4.3 20.0 10.5 -0.2 17.6 4.0 20.0 RUSSELL 3.1 19.7 20.0 6.4 6.8 4.8 7.6 3.3 7.2 11.4 19.4 14.2 10.8 18.1 19.6 -6.0 -5.5 -5.6 -5.3 20.0 20.0 14.1 15.0 20.0 9.4 7.3 2.6 6.2 3.8 3.4 5.5 0.4 -20.0 -8.8 12.7 19.8 -20.0 -20.0 -20.0 -20.0 SHATZ -2.5 -9.8 -13.9 -1.0 -0.4 -1.1 -1.4 -2.7 -1.7 15.8 -6.1 0.9 1.1 -11.0 -15.8 -20.0 -19.5 -20.0 -19.4 -12.3 -10.8 2.0 -5.4 -6.4 6.9 -5.6 4.7 -4.9 1.5 -2.3 -2.8 -20.0 6.8 -3.7 -9.3 -15.5 17.9 19.3 20.0 20.0 SILVER-mini 9.7 20.0 14.2 7.6 12.2 6.4 11.3 4.9 9.5 19.5 20.0 20.0 20.0 20.0 20.0 -7.2 -6.8 -7.2 -6.9 20.0 20.0 20.0 20.0 20.0 -11.7 8.7 6.4 6.9 8.6 5.0 9.6 -1.2 10.5 20.0 20.0 20.0 20.0 20.0 13.3 4.8 SMI 6.4 8.3 0.4 5.1 5.4 3.8 6.0 2.7 5.7 14.4 5.9 13.9 5.1 11.7 8.7 5.1 2.9 2.9 2.5 9.0 4.4 20.0 3.8 17.1 8.2 3.3 10.5 1.0 10.0 0.5 6.3 14.3 20.0 -12.1 -0.9 -15.7 20.0 20.0 20.0 20.0 SOFR -20.0 1.3 9.9 -1.3 -0.5 -1.3 -1.7 -3.3 -2.1 -4.8 17.2 -14.3 13.3 -8.8 8.4 6.7 5.0 7.0 6.4 5.6 14.8 -8.3 15.1 -5.4 -20.0 2.6 -2.5 6.3 -4.1 6.0 -2.6 4.3 -12.8 -14.6 10.0 20.0 4.9 -14.0 -16.4 -20.0 SOYBEAN -7.3 1.3 2.2 -6.8 -2.2 -6.2 -3.2 -4.7 -5.2 18.6 3.5 -4.2 -10.9 -2.4 2.0 -5.2 -7.4 -9.1 -9.4 -0.5 -0.3 1.4 -7.1 -2.1 -3.7 3.5 5.3 4.3 1.4 -1.6 0.5 -0.9 16.2 7.6 20.0 20.0 -13.3 -2.6 -10.5 2.1 SOYMEAL -8.2 -3.8 -2.0 -6.7 -2.2 -6.2 -3.2 -4.7 -5.2 10.5 -18.3 -9.5 -20.0 -14.6 -15.6 -20.0 -16.3 -20.0 -19.8 -14.4 -18.4 -4.8 -20.0 -11.6 -17.5 -4.9 1.2 -6.8 -2.2 -10.9 -4.9 -17.4 10.0 -6.2 20.0 13.8 -18.9 -20.0 -15.4 -20.0 SOYOIL -8.4 -15.6 0.0 -5.2 -1.7 -4.8 -2.5 -3.6 -4.0 14.2 5.7 -5.6 8.7 -11.7 -7.7 -8.4 -3.5 -6.2 -4.7 -7.4 1.3 2.8 7.7 -6.5 -12.7 -3.0 6.1 0.5 1.8 2.4 -2.5 6.8 19.8 6.0 5.6 20.0 -20.0 -11.1 -20.0 -11.9 SP400 -6.2 7.2 15.4 6.1 6.5 4.6 7.2 3.2 6.9 7.4 16.7 -2.6 8.0 8.3 14.2 -6.5 -6.0 -6.1 -5.8 10.7 13.1 1.1 9.0 4.1 -1.9 5.3 0.4 5.0 0.6 2.3 2.4 -0.4 -20.0 -20.0 -9.5 0.5 -20.0 -20.0 -20.0 -20.0 SP500_micro 9.0 20.0 20.0 7.8 8.3 5.8 9.3 4.1 8.8 20.0 20.0 20.0 20.0 20.0 20.0 -12.5 -9.8 -11.1 -9.9 20.0 20.0 20.0 20.0 20.0 -20.0 9.4 5.3 8.4 6.5 6.2 8.1 -7.0 -8.8 6.3 11.0 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.4 -1.4 -7.4 -5.5 -1.8 -5.1 -2.6 -3.8 -4.2 -2.7 -15.6 4.8 -15.6 -7.3 -10.2 3.0 5.6 -4.8 -2.5 -8.5 -12.6 1.0 -14.0 -3.0 -20.0 -4.1 -1.9 -6.4 0.8 -6.7 -1.2 16.8 15.1 7.2 13.5 11.0 -20.0 -20.0 -20.0 -20.0 US10 -13.0 7.2 10.4 -1.0 -0.4 -1.0 -1.3 -2.6 -1.7 0.3 12.0 -8.1 2.5 2.1 9.7 2.5 -0.5 1.9 1.1 6.9 9.4 -2.3 5.8 0.6 -4.9 3.8 -0.5 5.0 -1.0 3.5 0.6 -5.0 -3.3 -2.6 13.0 17.7 -11.4 -20.0 -19.4 -20.0 US10U -10.0 9.9 11.0 -1.4 -0.6 -1.4 -1.8 -3.6 -2.3 2.5 14.1 -8.4 -1.1 6.5 14.2 1.3 -2.0 -0.9 -1.5 12.0 12.2 -0.6 4.8 4.6 -10.9 6.3 -0.1 6.5 -0.1 3.7 2.6 -8.6 -1.0 3.0 20.0 20.0 6.6 -12.8 -16.6 -20.0 US2 -10.0 4.7 5.5 -0.9 -0.4 -0.9 -1.2 -2.4 -1.5 2.7 4.8 -4.3 -2.7 -1.9 5.5 -10.0 -15.8 -12.1 -13.2 2.7 4.2 -1.5 1.8 -0.7 18.5 2.3 -0.4 3.4 -0.6 2.9 0.1 -20.0 -0.7 -1.7 7.4 9.9 -8.5 -10.3 -12.0 -20.0 US20 -4.1 12.1 10.9 -0.9 -0.4 -1.0 -1.2 -2.4 -1.5 1.9 4.1 -2.8 -6.4 8.4 11.3 4.8 2.7 4.4 3.8 9.0 6.4 1.8 -0.2 5.8 -7.9 4.6 0.4 3.7 0.8 1.2 2.7 0.3 2.0 8.4 16.2 17.8 20.0 11.2 -1.9 -12.0 US30 -2.4 11.7 9.2 -1.1 -0.5 -1.1 -1.4 -2.8 -1.8 -0.8 -0.1 -4.7 -10.8 9.7 11.6 -6.8 -3.7 -5.3 -4.1 8.0 3.8 1.5 -4.3 5.7 -5.0 4.9 0.1 3.4 0.7 -0.1 3.1 -12.0 1.5 10.8 15.4 16.1 20.0 7.0 0.8 -13.0 US5 -14.0 4.5 8.4 -1.1 -0.4 -1.1 -1.4 -2.8 -1.8 0.0 12.5 -9.1 3.5 -2.6 7.6 -1.1 -3.8 -2.2 -2.6 4.8 8.8 -3.5 6.5 -1.6 0.8 3.1 -1.0 5.2 -1.8 4.6 -0.5 -10.9 -4.4 -5.8 10.0 15.3 -12.2 -15.7 -15.8 -20.0 VIX 2.4 -12.0 -14.3 -7.6 0.9 -5.3 -1.0 -0.8 -4.6 2.1 -19.1 -7.0 -9.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -16.1 -2.1 -6.5 -10.5 NaN -8.6 1.1 -6.3 -0.9 -1.1 -5.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 3.3 -0.6 -13.7 -7.5 -2.4 -6.9 -3.5 -5.2 -5.8 -17.9 -20.0 -17.8 -20.0 -17.1 -20.0 -18.4 -18.3 -18.6 -18.4 -15.5 -20.0 -8.7 -20.0 -9.7 13.6 -6.5 -7.8 -7.5 -6.9 -10.3 -5.9 -17.7 -4.4 8.6 20.0 20.0 -20.0 -18.8 -20.0 -20.0 End of report for caleb_strategy_v3