******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251009_204411 produced at 2025-10-09 21:39:00.508956 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.41 0.0 0.00 0.00 0.00 0.00 -32.83 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.88 0.0 0.00 0.00 0.00 0.00 -7.57 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.37 0.0 999.00 -999.00 -0.25 -0.25 -38.32 999999999.0 -26 -26 caleb_strategy_v3 CAD False False 0.03 -0.14 -0.12 0.0 1.00 -1.00 -0.14 -0.17 -3.60 29.0 -4 -5 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.84 24.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.15 -0.08 0.0 0.98 -0.98 -0.15 -0.30 -1.01 13.0 -2 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.17 -0.17 -0.08 -0.08 -4.49 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.06 0.0 0.12 -0.12 -0.07 -0.07 -12.22 26.0 -15 -15 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.68 -0.68 -0.04 -0.04 -1.19 17.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.83 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.85 4.0 -3 -3 caleb_strategy_v3 US2 False True 0.10 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.38 13.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 0.98 -0.98 0.00 0.00 -0.37 14.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.15 -0.15 -0.04 -0.04 -3.54 18.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.03 0.0 1.32 -1.32 -0.11 -0.11 -0.66 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 -2.02 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 -5.02 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 -2.18 8.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.03 0.0 0.32 -0.32 0.00 0.00 -0.20 2.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.02 0.0 0.92 -0.92 0.00 0.00 -0.37 17.0 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 WHEAT False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.77 9.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.75 -0.75 -0.03 -0.03 -0.59 26.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.58 12.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 0.00 -0.01 0.0 0.26 -0.26 0.00 0.00 -0.09 4.0 0 0 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.71 3.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.72 -0.72 0.00 0.00 -0.17 13.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.15 -0.15 -0.01 -0.01 -0.43 10.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.05 -0.33 3.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.74 -0.74 0.00 -0.01 -1.28 66.0 0 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.46 5.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.00 0.0 0.58 -0.58 0.00 0.00 0.16 21.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.22 -0.22 0.00 0.00 -0.15 51.0 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 -0.21 3.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.18 -0.18 0.00 -0.03 -0.14 7.0 0 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.24 0.01 0.0 0.56 -0.56 0.24 0.27 0.49 23.0 10 11 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.27 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.39 -0.39 0.07 0.07 0.13 6.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.00 0.24 999999999.0 1 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.43 48.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.50 -0.50 0.00 0.00 0.24 23.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.02 0.0 0.72 -0.72 0.00 0.00 0.33 10.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.02 0.0 0.88 -0.88 0.00 0.00 0.42 22.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.12 0.02 0.0 999.00 -999.00 0.12 0.12 0.26 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 0.25 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.08 -1.08 0.00 0.00 1.49 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 6.21 68.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 1.10 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.00 1.26 4.0 1 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.23 0.05 0.0 999.00 -999.00 0.23 0.23 0.95 999999999.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.81 -0.81 0.00 0.00 3.85 58.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 0.98 999999999.0 1 1 caleb_strategy_v3 BOBL False False 0.07 0.00 0.07 0.0 1.26 -1.26 0.00 0.00 1.02 19.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.69 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.08 0.0 0.71 -0.71 0.18 0.27 0.92 8.0 2 3 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.09 0.0 0.79 -0.79 0.00 0.00 1.99 17.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.09 0.0 0.22 -0.22 0.10 0.10 5.65 13.0 6 6 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.09 0.0 0.63 -0.63 0.19 0.19 2.93 20.0 6 6 caleb_strategy_v3 OAT False False 0.07 0.21 0.10 0.0 0.68 -0.68 0.21 0.21 1.53 10.0 3 3 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.68 -0.68 0.00 0.00 1.49 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.60 -0.60 0.00 0.00 3.27 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.45 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.29 0.28 0.0 0.55 -0.55 0.29 0.29 17.89 36.0 19 19 caleb_strategy_v3 MXP False False 0.01 0.47 0.61 0.0 0.78 -0.78 0.47 0.47 46.65 60.0 36 36 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.65 0.0 1.38 -1.38 0.00 0.00 11.98 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.1 Shocked risk 77.2 Sum abs risk 56.6 Leverage 7.56 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2067788.1, 'annual_cash_vol_target': 516947.025, 'daily_cash_vol_target': 32309.1890625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6547 0.5350 8.5606 BITCOIN 2146.3685 121190.0000 1.7711 28.3372 BOBL 0.1702 117.9100 0.1443 2.3093 BTP 0.4291 120.0100 0.3576 5.7211 BUND 0.3571 128.6900 0.2775 4.4404 BUXL 0.8859 114.6400 0.7727 12.3636 CAC 59.2290 8032.0000 0.7374 11.7986 CAD 0.0024 0.7150 0.3378 5.4045 CANOLA 7.4141 631.7000 1.1737 18.7788 CHF 0.0056 1.2475 0.4463 7.1401 COCOA 133.2594 5979.0000 2.2288 35.6607 COFFEE 7.7675 360.6000 2.1541 34.4649 COPPER 0.0744 5.1105 1.4562 23.2993 CORN 4.1258 456.7500 0.9033 14.4527 COTTON2 0.6945 64.4600 1.0775 17.2393 CRUDE_W 0.9173 60.4800 1.5168 24.2684 DAX 159.3714 24711.0000 0.6449 10.3191 DOW 230.5290 46536.0000 0.4954 7.9260 DX 0.4099 99.3050 0.4127 6.6039 EUR 0.0053 1.1589 0.4560 7.2958 EURIBOR-ICE 0.0307 97.7750 0.0314 0.5021 EUROSTX 40.5655 5629.0000 0.7207 11.5304 FEEDCOW 3.3835 369.2000 0.9164 14.6628 GASOIL 10.6911 651.5000 1.6410 26.2560 GASOLINE 0.0292 1.8151 1.6092 25.7471 GAS_US_mini 0.0945 3.9150 2.4128 38.6048 GBP 0.0063 1.3281 0.4757 7.6109 GOLD_micro 30.7582 3971.2000 0.7745 12.3925 HEATOIL 0.0334 2.2479 1.4840 23.7432 JGB-SGX-mini 0.2067 135.6800 0.1523 2.4369 JPY 0.0000 0.0066 0.6857 10.9714 LEANHOG 1.1384 86.7000 1.3130 21.0085 LIVECOW 1.7479 239.9000 0.7286 11.6578 LUMBER-new 8.3549 638.0000 1.3095 20.9528 MXP 0.0003 0.0540 0.5018 8.0287 NASDAQ_micro 145.9224 25235.0000 0.5783 9.2521 NIKKEI 514.8509 48580.0000 1.0598 16.9568 NZD 0.0035 0.5755 0.6137 9.8193 OAT 0.3889 121.5000 0.3200 5.1207 OATIES 4.6071 317.5000 1.4511 23.2170 OJ 6.5696 208.3500 3.1532 50.4506 PALLAD 31.1016 1454.0000 2.1390 34.2246 PLAT 24.5412 1656.8000 1.4812 23.6999 REDWHEAT 6.9303 511.7500 1.3542 21.6679 RICE 0.1408 11.1550 1.2626 20.2016 ROBUSTA 100.2409 4474.0000 2.2405 35.8483 RUSSELL 21.5831 2476.2000 0.8716 13.9459 SHATZ 0.0483 107.0300 0.0451 0.7214 SILVER-mini 0.6609 47.4375 1.3932 22.2914 SMI 86.4667 12601.0000 0.6862 10.9790 SOFR 0.0469 96.6950 0.0485 0.7757 SOYBEAN 8.1036 1067.2500 0.7593 12.1487 SOYMEAL 2.9301 286.7000 1.0220 16.3522 SOYOIL 0.6620 51.6700 1.2813 20.5003 SP400 25.5266 3267.9000 0.7811 12.4981 SP500_micro 30.5477 6768.2500 0.4513 7.2214 SUGAR11 0.2319 15.7900 1.4684 23.4941 US10 0.3109 112.4844 0.2764 4.4229 US10U 0.4072 115.0781 0.3539 5.6619 US2 0.0799 104.1953 0.0767 1.2273 US20 0.6228 116.6562 0.5339 8.5420 US30 0.9053 120.1562 0.7534 12.0547 US5 0.1992 109.1484 0.1825 2.9198 VIX 0.3777 19.8500 1.9025 30.4403 WHEAT 6.5253 580.5000 1.1241 17.9852 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.70 0.54 350.29 1.00 350.29 32309.19 92.24 13.66 125.97 BITCOIN 121.19 1.77 214.64 1.00 214.64 32309.19 150.53 -3.08 -46.32 BOBL 1179.10 0.14 170.18 1.16 197.72 32309.19 163.41 6.14 100.28 BTP 1200.10 0.36 429.12 1.16 498.56 32309.19 64.80 6.75 43.71 BUND 1286.90 0.28 357.15 1.16 414.94 32309.19 77.86 4.23 32.96 BUXL 1146.40 0.77 885.85 1.16 1029.21 32309.19 31.39 -2.88 -9.03 CAC 803.20 0.74 592.29 1.16 688.14 32309.19 46.95 10.52 49.40 CAD 714.95 0.34 241.50 1.00 241.50 32309.19 133.79 -10.36 -138.58 CANOLA 126.34 1.17 148.28 0.72 106.16 32309.19 304.35 -0.20 -6.04 CHF 1559.38 0.45 695.88 1.00 695.88 32309.19 46.43 -8.41 -39.06 COCOA 597.90 2.23 1332.59 1.00 1332.59 32309.19 24.25 -9.91 -24.04 COFFEE 1352.25 2.15 2912.82 1.00 2912.82 32309.19 11.09 8.89 9.86 COPPER 1277.62 1.46 1860.48 1.00 1860.48 32309.19 17.37 1.40 2.42 CORN 228.38 0.90 206.29 1.00 206.29 32309.19 156.62 -4.13 -64.72 COTTON2 322.30 1.08 347.26 1.00 347.26 32309.19 93.04 -19.83 -184.48 CRUDE_W 604.80 1.52 917.35 1.00 917.35 32309.19 35.22 -1.19 -4.21 DAX 247.11 0.64 159.37 1.16 185.16 32309.19 174.49 6.46 112.78 DOW 232.68 0.50 115.26 1.00 115.26 32309.19 280.30 -1.97 -55.18 DX 993.05 0.41 409.88 1.00 409.88 32309.19 78.83 4.79 37.78 EUR 1448.62 0.46 660.56 1.00 660.56 32309.19 48.91 -2.93 -14.35 EURIBOR-ICE 2444.38 0.03 76.71 1.16 89.12 32309.19 362.52 9.68 350.80 EUROSTX 562.90 0.72 405.66 1.16 471.30 32309.19 68.55 12.50 85.72 FEEDCOW 1846.00 0.92 1691.73 1.00 1691.73 32309.19 19.10 14.45 27.59 GASOIL 651.50 1.64 1069.11 1.00 1069.11 32309.19 30.22 9.60 29.02 GASOLINE 762.34 1.61 1226.75 1.00 1226.75 32309.19 26.34 2.13 5.60 GAS_US_mini 97.88 2.41 236.15 1.00 236.15 32309.19 136.81 -8.24 -112.67 GBP 830.06 0.48 394.84 1.00 394.84 32309.19 81.83 1.96 16.05 GOLD_micro 397.12 0.77 307.58 1.00 307.58 32309.19 105.04 4.15 43.63 HEATOIL 944.12 1.48 1401.03 1.00 1401.03 32309.19 23.06 -3.28 -7.56 JGB-SGX-mini 135680.00 0.15 20665.07 0.01 135.65 32309.19 238.17 -12.71 -302.73 JPY 821.12 0.69 563.05 1.00 563.05 32309.19 57.38 -8.01 -45.96 LEANHOG 346.80 1.31 455.36 1.00 455.36 32309.19 70.95 13.08 92.78 LIVECOW 959.60 0.73 699.18 1.00 699.18 32309.19 46.21 12.98 59.98 LUMBER-new 175.45 1.31 229.76 1.00 229.76 32309.19 140.62 -0.62 -8.73 MXP 269.75 0.50 135.36 1.00 135.36 32309.19 238.69 13.30 317.42 NASDAQ_micro 504.70 0.58 291.84 1.00 291.84 32309.19 110.71 1.90 21.07 NIKKEI 48580.00 1.06 51485.09 0.01 337.97 32309.19 95.60 17.26 164.99 NZD 575.50 0.61 353.19 1.00 353.19 32309.19 91.48 0.69 6.31 OAT 1215.00 0.32 388.85 1.16 451.78 32309.19 71.52 6.28 44.91 OATIES 158.75 1.45 230.36 1.00 230.36 32309.19 140.26 -20.00 -280.52 OJ 312.53 3.15 985.44 1.00 985.44 32309.19 32.79 -8.87 -29.08 PALLAD 1454.00 2.14 3110.16 1.00 3110.16 32309.19 10.39 7.06 7.33 PLAT 828.40 1.48 1227.06 1.00 1227.06 32309.19 26.33 12.23 32.20 REDWHEAT 255.88 1.35 346.52 1.00 346.52 32309.19 93.24 -17.61 -164.16 RICE 223.10 1.26 281.69 1.00 281.69 32309.19 114.70 -17.35 -199.06 ROBUSTA 447.40 2.24 1002.41 1.00 1002.41 32309.19 32.23 5.54 17.86 RUSSELL 123.81 0.87 107.92 1.00 107.92 32309.19 299.39 6.25 187.22 SHATZ 1070.30 0.05 48.26 1.16 56.07 32309.19 576.26 -3.15 -181.51 SILVER-mini 1185.94 1.39 1652.26 1.00 1652.26 32309.19 19.55 14.20 27.77 SMI 1260.10 0.69 864.67 1.25 1079.59 32309.19 29.93 14.16 42.39 SOFR 2417.37 0.05 117.20 1.00 117.20 32309.19 275.67 -4.51 -124.38 SOYBEAN 533.62 0.76 405.18 1.00 405.18 32309.19 79.74 -1.91 -15.21 SOYMEAL 286.70 1.02 293.01 1.00 293.01 32309.19 110.27 -19.64 -216.60 SOYOIL 310.02 1.28 397.22 1.00 397.22 32309.19 81.34 -5.71 -46.46 SP400 3267.90 0.78 2552.66 1.00 2552.66 32309.19 12.66 -4.84 -6.12 SP500_micro 338.41 0.45 152.74 1.00 152.74 32309.19 211.53 0.86 18.27 SUGAR11 176.85 1.47 259.68 1.00 259.68 32309.19 124.42 -11.69 -145.48 US10 1124.84 0.28 310.94 1.00 310.94 32309.19 103.91 -2.79 -29.02 US10U 1150.78 0.35 407.23 1.00 407.23 32309.19 79.34 -1.69 -13.40 US2 2083.91 0.08 159.85 1.00 159.85 32309.19 202.13 -1.47 -29.68 US20 1166.56 0.53 622.80 1.00 622.80 32309.19 51.88 4.03 20.88 US30 1201.56 0.75 905.28 1.00 905.28 32309.19 35.69 0.93 3.31 US5 1091.48 0.18 199.18 1.00 199.18 32309.19 162.21 -3.22 -52.23 VIX 198.50 1.90 377.65 1.00 377.65 32309.19 85.55 -18.12 -155.01 WHEAT 290.25 1.12 326.26 1.00 326.26 32309.19 99.03 -13.47 -133.36 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 125.973 0.010 2.5 3.273 BITCOIN -46.324 0.043 2.5 -5.023 BOBL 100.280 0.004 2.5 1.018 BTP 43.711 0.014 2.5 1.493 BUND 32.960 0.004 2.5 0.335 BUXL -9.026 0.004 2.5 -0.092 CAC 49.396 0.014 2.5 1.687 CAD -138.580 0.010 2.5 -3.601 CANOLA -6.041 0.010 2.5 -0.147 CHF -39.059 0.010 2.5 -1.015 COCOA -24.036 0.010 2.5 -0.586 COFFEE 9.857 0.005 2.5 0.131 COPPER 2.423 0.043 2.5 0.263 CORN -64.724 0.010 2.5 -1.577 COTTON2 -184.480 0.010 2.5 -4.494 CRUDE_W -4.208 0.043 2.5 -0.456 DAX 112.783 0.014 2.5 3.852 DOW -55.181 0.009 2.5 -1.284 DX 37.777 0.010 2.5 0.982 EUR -14.353 0.010 2.5 -0.373 EURIBOR-ICE 350.804 0.014 2.5 11.982 EUROSTX 85.720 0.014 2.5 2.928 FEEDCOW 27.591 0.013 2.5 0.916 GASOIL 29.017 0.017 2.5 1.260 GASOLINE 5.599 0.017 2.5 0.243 GAS_US_mini -112.671 0.043 2.5 -12.218 GBP 16.050 0.010 2.5 0.417 GOLD_micro 43.634 0.014 2.5 1.490 HEATOIL -7.563 0.017 2.5 -0.328 JGB-SGX-mini -302.735 0.043 2.5 -32.829 JPY -45.959 0.010 2.5 -1.194 LEANHOG 92.776 0.024 2.5 5.646 LIVECOW 59.978 0.013 2.5 1.990 LUMBER-new -8.734 0.010 2.5 -0.213 MXP 317.416 0.059 2.5 46.654 NASDAQ_micro 21.071 0.009 2.5 0.490 NIKKEI 164.991 0.043 2.5 17.892 NZD 6.313 0.010 2.5 0.164 OAT 44.913 0.014 2.5 1.534 OATIES -280.516 0.010 2.5 -6.834 OJ -29.075 0.010 2.5 -0.708 PALLAD 7.333 0.014 2.5 0.250 PLAT 32.196 0.014 2.5 1.100 REDWHEAT -164.156 0.005 2.5 -2.181 RICE -199.060 0.010 2.5 -4.850 ROBUSTA 17.861 0.005 2.5 0.237 RUSSELL 187.219 0.013 2.5 6.213 SHATZ -181.510 0.004 2.5 -1.843 SILVER-mini 27.768 0.014 2.5 0.948 SMI 42.386 0.014 2.5 1.448 SOFR -124.380 0.024 2.5 -7.570 SOYBEAN -15.212 0.004 2.5 -0.142 SOYMEAL -216.598 0.004 2.5 -2.017 SOYOIL -46.463 0.004 2.5 -0.433 SP400 -6.121 0.013 2.5 -0.203 SP500_micro 18.272 0.009 2.5 0.425 SUGAR11 -145.482 0.010 2.5 -3.544 US10 -29.022 0.005 2.5 -0.368 US10U -13.395 0.005 2.5 -0.170 US2 -29.683 0.005 2.5 -0.377 US20 20.884 0.005 2.5 0.265 US30 3.310 0.005 2.5 0.042 US5 -52.228 0.005 2.5 -0.663 VIX -155.010 0.099 2.5 -38.317 WHEAT -133.360 0.005 2.5 -1.772 ===================== Position diags ===================== AUD 2.40 BITCOIN 16.32 BOBL 1.66 BTP 2.21 BUND 0.79 BUXL 0.32 CAC 1.60 CAD 3.48 CANOLA 7.41 CHF 1.21 COCOA 0.59 COFFEE 0.15 COPPER 1.88 CORN 3.82 COTTON2 2.27 CRUDE_W 3.82 DAX 5.96 DOW 6.52 DX 2.05 EUR 1.27 EURIBOR-ICE 12.38 EUROSTX 2.34 FEEDCOW 0.63 GASOIL 1.31 GASOLINE 1.14 GAS_US_mini 14.84 GBP 2.13 GOLD_micro 3.59 HEATOIL 1.00 JGB-SGX-mini 25.83 JPY 1.49 LEANHOG 4.32 LIVECOW 1.53 LUMBER-new 3.43 MXP 35.08 NASDAQ_micro 2.58 NIKKEI 10.37 NZD 2.38 OAT 2.44 OATIES 3.42 OJ 0.80 PALLAD 0.35 PLAT 0.90 REDWHEAT 1.24 RICE 2.79 ROBUSTA 0.43 RUSSELL 9.94 SHATZ 5.85 SILVER-mini 0.67 SMI 1.02 SOFR 16.78 SOYBEAN 0.74 SOYMEAL 1.03 SOYOIL 0.76 SP400 0.42 SP500_micro 4.92 SUGAR11 3.03 US10 1.32 US10U 1.01 US2 2.56 US20 0.66 US30 0.45 US5 2.06 VIX 21.15 WHEAT 1.32 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.3 3.0 3.5 0.0 0 BITCOIN -5.0 -6.7 -3.4 0.0 0 BOBL 1.0 0.9 1.2 0.0 0 BTP 1.5 1.3 1.7 0.0 0 BUND 0.3 0.3 0.4 0.0 0 BUXL -0.1 -0.1 -0.1 0.0 0 CAC 1.7 1.5 1.8 0.0 0 CAD -3.6 -3.9 -3.3 -4.0 -4 CANOLA -0.1 -0.9 0.6 0.0 0 CHF -1.0 -1.1 -0.9 -2.0 -2 COCOA -0.6 -0.6 -0.5 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 0.3 0.1 0.5 2.0 2 CORN -1.6 -2.0 -1.2 -3.0 -3 COTTON2 -4.5 -4.7 -4.3 -5.0 -5 CRUDE_W -0.5 -0.8 -0.1 0.0 0 DAX 3.9 3.3 4.4 0.0 0 DOW -1.3 -1.9 -0.6 0.0 0 DX 1.0 0.8 1.2 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 12.0 10.7 13.2 0.0 0 EUROSTX 2.9 2.7 3.2 6.0 6 FEEDCOW 0.9 0.9 1.0 2.0 2 GASOIL 1.3 1.1 1.4 1.0 1 GASOLINE 0.2 0.1 0.4 1.0 1 GAS_US_mini -12.2 -13.7 -10.7 -15.0 -15 GBP 0.4 0.2 0.6 0.0 0 GOLD_micro 1.5 1.1 1.8 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -32.8 -35.4 -30.2 0.0 0 JPY -1.2 -1.3 -1.0 -1.0 -1 LEANHOG 5.6 5.2 6.1 6.0 6 LIVECOW 2.0 1.8 2.1 0.0 0 LUMBER-new -0.2 -0.6 0.1 0.0 0 MXP 46.7 43.1 50.2 36.0 36 NASDAQ_micro 0.5 0.2 0.7 10.0 10 NIKKEI 17.9 16.9 18.9 19.0 19 NZD 0.2 -0.1 0.4 0.0 0 OAT 1.5 1.3 1.8 3.0 3 OATIES -6.8 -7.2 -6.5 NaN 0 OJ -0.7 -0.8 -0.6 -1.0 -1 PALLAD 0.3 0.2 0.3 0.0 0 PLAT 1.1 1.0 1.2 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -4.8 -5.1 -4.6 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 6.2 5.2 7.2 0.0 0 SHATZ -1.8 -2.4 -1.3 NaN 0 SILVER-mini 0.9 0.9 1.0 4.0 4 SMI 1.4 1.3 1.5 0.0 0 SOFR -7.6 -9.2 -5.9 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 -0.4 -1.0 -1 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro 0.4 -0.1 0.9 0.0 0 SUGAR11 -3.5 -3.8 -3.2 -5.0 -5 US10 -0.4 -0.5 -0.2 0.0 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -0.4 -0.6 -0.1 NaN 0 US20 0.3 0.2 0.3 0.0 0 US30 0.0 -0.0 0.1 0.0 0 US5 -0.7 -0.9 -0.5 -2.0 -2 VIX -38.3 -40.4 -36.2 -26.0 -26 WHEAT -1.8 -1.9 -1.6 -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 -0.3 0.2 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.5 -0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.1 0.0 2.1 0.1 -0.1 0.1 -0.0 0.0 0.0 0.2 0.4 0.4 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN 0.2 -0.1 -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 0.2 0.2 0.5 0.2 -2.7 0.0 0.0 0.1 0.1 0.3 0.1 -0.1 -0.2 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL -0.1 -0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 0.4 0.0 0.3 0.1 -0.0 -0.0 0.0 -0.1 -0.0 0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 0.3 0.1 -0.0 -0.3 0.7 0.7 0.7 0.7 BTP -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 0.5 0.1 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 0.1 0.1 0.1 0.3 0.0 0.6 0.3 0.3 0.0 0.1 0.4 0.7 0.4 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 0.1 -0.3 0.0 -0.1 -0.1 0.1 0.0 0.1 -0.0 -0.0 0.0 -0.2 0.0 -0.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 0.2 0.2 0.2 0.0 -0.2 0.7 0.7 0.7 0.7 BUXL 0.1 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 0.1 -0.4 0.0 -0.6 0.1 -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 -0.1 -0.5 0.4 0.4 -0.1 0.1 CAC 0.4 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.4 0.2 0.4 0.2 0.1 -0.1 -0.0 -0.1 -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 -0.4 -0.3 -0.2 0.0 -0.2 0.1 -0.1 0.2 -0.1 -0.2 0.1 -0.2 -0.1 -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 -0.1 -0.0 -0.1 0.0 -0.1 -0.4 -0.1 -0.1 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA -0.1 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 0.5 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.1 -0.1 0.7 0.7 0.7 0.7 CHF -0.3 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.2 0.4 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 -0.1 0.3 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -1.1 -0.2 0.2 0.1 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.6 -0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 0.0 -0.1 -0.1 -0.0 0.3 0.1 0.2 -0.2 -0.1 -0.2 0.1 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 1.1 -0.5 -0.6 -0.3 0.2 -0.1 0.1 0.1 0.2 COFFEE -0.3 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 0.3 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 -0.2 -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 -0.2 -0.3 -0.2 -0.5 0.1 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 -0.1 -0.4 0.0 1.3 0.0 -0.1 -0.1 -0.1 -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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.2 -0.2 -0.5 -0.2 -2.1 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.6 -0.4 -0.2 0.6 0.6 -0.4 -0.7 -0.3 -0.6 CRUDE_W -0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.1 0.4 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.4 -0.5 0.7 0.4 -0.1 0.5 DAX 0.5 -0.4 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.2 0.5 0.2 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.5 0.2 -1.6 0.0 0.1 0.0 0.1 0.2 0.1 -0.0 0.5 -0.1 -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 0.1 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 -0.5 0.2 0.4 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.2 0.3 0.0 -0.1 0.1 -0.1 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 0.1 0.8 0.5 0.6 0.0 -0.2 0.7 0.5 0.7 0.6 EUR -0.3 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.2 0.5 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.1 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 -0.0 0.0 -0.1 0.4 0.7 0.5 0.7 EUROSTX 0.6 0.2 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.2 0.2 0.2 0.4 0.2 -0.9 0.1 0.0 0.1 0.1 0.1 0.1 0.4 0.1 0.3 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW -0.0 -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 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.1 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.1 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.1 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 -0.0 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 -0.1 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 0.0 -0.1 -0.3 -0.5 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.2 -0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.5 0.1 -0.6 0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.4 0.0 2.7 -0.0 -0.1 -0.2 0.0 -0.2 0.0 -1.1 0.5 0.4 -0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -0.2 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.4 -0.2 0.6 -0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 0.4 -0.1 0.1 0.0 -0.2 0.2 -0.1 0.3 -0.1 0.3 0.1 0.0 0.0 -0.1 0.3 -0.1 0.2 -0.0 GOLD_micro 0.4 0.6 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 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 0.1 0.1 0.2 0.1 -0.5 0.5 0.6 0.6 0.2 -0.6 0.0 -0.7 -0.2 HEATOIL -0.2 -0.0 0.2 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 -0.2 -0.1 0.5 0.2 -0.4 -0.2 JGB-SGX-mini -0.4 -0.3 -0.4 -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 -0.6 -0.7 JPY -0.3 -0.2 -0.3 0.0 -0.1 0.1 -0.1 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 -0.0 -0.1 -0.7 -0.3 -0.3 -0.3 -0.4 -0.2 -0.3 -0.4 -0.3 LEANHOG -0.5 0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.5 -0.2 0.7 0.0 0.1 0.4 0.4 0.4 0.4 0.1 0.2 -0.2 0.5 -0.0 0.0 0.0 -0.1 0.2 -0.1 0.3 -0.0 1.1 -0.5 0.0 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW -0.1 -0.1 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.5 0.1 0.6 0.1 0.2 -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 0.1 0.5 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.5 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 -0.2 0.5 0.8 0.8 0.8 0.8 MXP -0.0 0.1 0.4 0.0 -0.2 0.1 -0.1 0.2 -0.1 0.0 0.5 0.2 0.6 0.2 0.2 0.3 0.3 0.3 0.3 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 0.3 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 0.0 0.5 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.0 0.3 0.6 0.1 0.0 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 -1.8 0.1 0.1 0.1 0.1 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.5 0.7 0.7 NZD -0.5 -0.3 -0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.5 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 0.1 -0.3 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT -0.0 -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 -0.0 -0.5 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.4 -0.2 -0.2 -0.4 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.4 -0.2 -2.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.5 -0.6 -0.2 -0.1 -0.7 -0.3 -0.7 -0.3 OJ -0.5 -0.2 0.1 -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 -0.1 -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 -0.2 0.2 0.3 -0.3 -0.4 -0.2 -0.3 PALLAD 0.6 0.2 0.3 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 0.3 0.0 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.3 0.6 0.1 0.0 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 -0.2 0.4 0.0 0.3 0.7 0.2 -0.3 -0.2 REDWHEAT -0.1 -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 -0.4 -0.1 0.4 0.5 -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 -0.3 -0.4 -0.4 -0.2 -0.3 -0.3 -0.1 -0.3 ROBUSTA -0.4 0.6 0.2 -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 0.4 0.2 0.6 0.4 -0.0 0.6 0.1 0.7 RUSSELL 0.0 0.6 0.6 0.1 0.0 0.1 0.1 0.1 0.1 0.0 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 1.3 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 -0.0 -0.3 -0.4 -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 -0.2 -0.1 0.9 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -1.1 0.2 0.0 -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 0.0 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.5 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 0.4 0.2 SMI 0.3 0.3 0.0 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 1.1 0.0 0.1 0.0 0.1 0.0 0.1 0.8 0.5 -0.3 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 -0.1 0.5 -0.2 0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.2 -0.1 0.2 -0.0 0.2 -0.3 -0.5 0.3 0.6 0.1 -0.5 -0.5 -0.7 SOYBEAN -0.3 0.0 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.1 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 0.3 0.6 0.6 -0.4 -0.1 -0.4 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 -2.4 -0.1 -0.0 -0.2 -0.0 -0.4 -0.1 -0.9 0.5 -0.2 0.6 0.5 -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 0.0 0.0 0.0 0.1 -0.0 0.4 0.4 0.2 0.3 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 -0.1 0.4 -0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 -0.2 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 0.2 0.6 0.6 0.1 0.0 0.2 0.1 0.1 0.1 0.1 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 0.1 0.3 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 0.1 -0.1 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 0.0 -0.6 -0.1 -0.1 0.1 0.1 -0.1 -0.0 -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 0.2 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 0.1 -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 -0.4 -0.1 -0.0 0.6 0.6 0.2 -0.4 -0.5 -0.7 US2 -0.3 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 -0.1 -0.0 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.0 -0.0 0.0 -0.0 2.5 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 0.2 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 -0.4 0.1 0.3 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.0 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 -0.8 -0.1 -0.0 -0.2 -0.0 -0.0 -0.1 -0.0 -0.8 -0.2 -0.6 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -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 -0.5 -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 -0.4 -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 -0.3 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 -7.8 5.3 5.3 0.7 -15.3 4.1 -10.2 4.6 -4.7 -12.4 19.0 -11.9 4.2 5.5 7.4 -0.9 -1.4 -1.3 -1.4 6.3 8.3 -6.8 4.2 0.7 16.0 4.8 -10.1 5.0 -4.4 1.1 0.7 2.9 15.9 13.3 7.6 9.1 20.0 20.0 20.0 20.0 BITCOIN 7.6 -4.1 -2.5 8.2 7.9 6.8 10.4 5.2 9.9 11.4 18.5 15.6 20.0 9.7 7.9 -6.9 -7.5 -7.4 -7.4 11.7 14.3 20.0 20.0 18.8 -20.0 2.8 3.8 4.6 9.8 8.9 6.4 -2.2 -9.1 -20.0 -20.0 -20.0 12.4 -3.4 -13.7 -8.3 BOBL -2.2 -1.7 -4.7 -1.1 -1.9 -1.2 -1.7 -3.0 -1.8 10.4 2.4 5.4 -2.0 -5.2 -10.6 20.0 1.5 16.0 7.3 -4.3 -4.5 3.8 -4.0 -1.0 3.0 -3.0 4.6 -3.3 3.4 -2.5 -0.3 1.1 10.8 1.9 -0.8 -8.2 20.0 20.0 20.0 20.0 BTP -1.8 -1.2 -2.3 -1.4 -2.4 -1.5 -2.1 -3.7 -2.3 9.1 19.2 8.5 15.8 11.8 8.9 7.9 9.0 9.8 9.9 2.7 5.5 5.1 9.5 3.0 -20.0 2.2 6.1 4.2 5.1 7.5 2.7 10.7 11.1 9.3 0.7 2.3 12.8 20.0 13.4 20.0 BUND -0.7 1.8 -0.9 -1.2 -2.0 -1.2 -1.7 -3.1 -1.9 10.5 -0.1 5.5 -8.7 1.5 -7.6 -5.2 4.9 1.9 5.1 -1.7 -4.6 3.9 -7.9 1.4 -1.0 -1.0 3.6 -2.6 3.2 -3.6 1.2 3.5 9.3 4.9 1.2 -7.2 19.5 20.0 20.0 20.0 BUXL 4.4 2.2 -4.1 -1.1 -1.9 -1.1 -1.6 -2.9 -1.8 11.0 -15.5 4.0 -16.8 4.9 -10.2 3.8 2.6 3.6 3.4 -5.2 -12.5 4.0 -17.8 1.2 -2.7 -3.0 2.9 -6.8 3.1 -8.2 1.2 -0.4 7.0 10.2 -3.1 -15.1 12.4 12.8 -3.4 2.8 CAC 12.4 3.3 3.1 6.9 4.7 5.2 7.3 3.6 7.6 11.1 15.1 14.9 11.7 14.9 12.8 -4.2 -1.2 -2.5 -1.6 12.0 7.8 19.0 5.9 17.8 1.7 5.1 6.2 1.2 9.4 -1.0 8.7 7.5 1.8 -3.4 -14.0 -20.0 20.0 20.0 20.0 19.7 CAD -11.8 -10.4 -7.1 0.7 -16.8 4.5 -11.3 5.0 -5.1 -20.0 3.4 -20.0 -1.6 -20.0 -20.0 -7.8 -6.9 -7.6 -7.3 -17.3 -7.7 -20.0 -3.7 -20.0 20.0 -6.4 -13.4 -1.3 -11.7 0.1 -10.1 -7.1 -5.9 -4.2 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA -4.1 -20.0 -16.4 -3.3 -1.5 -3.1 -1.8 -2.3 -2.6 8.2 -1.0 -4.7 1.0 -8.5 -10.3 -17.0 -8.1 -13.7 -9.2 -10.9 -6.7 -0.6 -1.0 -7.2 3.4 -3.5 1.3 -2.4 -0.4 -0.7 -2.4 -0.1 3.4 1.0 -2.0 -3.5 20.0 20.0 20.0 20.0 CHF -9.4 -4.1 -1.9 0.5 -10.8 2.9 -7.2 3.2 -3.3 -14.3 12.3 -14.0 11.7 -6.4 -1.5 -15.2 -15.5 -15.3 -15.0 0.7 8.4 -14.4 11.9 -6.2 -0.6 1.9 -13.6 5.4 -7.7 6.4 -2.4 -20.0 -7.6 6.3 4.4 5.7 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -13.1 -3.0 -1.3 -2.8 -1.6 -2.1 -2.4 -8.8 -7.3 -9.6 1.1 -9.9 -8.0 -1.0 12.8 4.0 8.4 -14.3 -7.8 -20.0 2.3 -19.9 -20.0 -2.8 -5.0 -1.1 -5.4 1.6 -4.5 20.0 -20.0 -20.0 -8.3 5.5 -2.4 3.5 2.2 7.2 COFFEE -9.3 18.4 -0.3 -3.8 -1.7 -3.5 -2.0 -2.7 -3.0 -2.1 5.3 -1.2 7.4 4.6 7.1 14.3 9.5 12.6 10.9 10.7 9.4 2.3 9.0 6.5 -20.0 3.5 -0.2 3.5 0.5 3.6 2.0 20.0 14.2 9.5 20.0 20.0 8.5 15.3 17.4 20.0 COPPER 20.0 3.9 -8.0 2.9 2.8 2.4 3.7 1.9 3.5 8.1 -3.1 8.9 -1.7 7.9 -3.9 -5.4 -5.4 -5.1 -5.2 3.1 -0.4 12.6 0.8 10.1 -5.4 1.5 2.9 1.2 3.8 2.0 3.0 1.3 -7.6 -8.0 -10.1 -9.7 15.0 7.2 16.0 8.5 CORN -0.6 11.7 -4.6 -6.8 -3.0 -6.3 -3.6 -4.7 -5.3 -18.1 -10.5 -15.1 -14.3 9.9 0.0 -18.5 -18.9 -20.0 -20.0 0.1 -7.7 -5.9 -15.2 0.5 10.0 1.2 -9.7 -2.2 -5.6 -8.4 -0.4 -20.0 0.7 12.5 20.0 20.0 -7.9 -0.4 -0.3 1.9 COTTON2 -7.0 -3.5 1.3 -7.7 -3.4 -7.2 -4.1 -5.4 -6.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -14.0 -17.1 -15.5 -13.2 -14.3 -17.6 -20.0 -15.9 -15.7 -7.2 -12.0 -6.7 -13.2 -10.2 -10.7 -11.3 -16.9 -4.8 18.9 20.0 -12.4 -19.7 -9.2 -16.9 CRUDE_W -4.0 -1.3 1.3 0.7 -4.6 2.7 -5.0 1.6 -2.6 -13.2 -1.9 -13.5 -9.5 -12.2 -12.6 4.5 7.3 6.4 6.6 -3.7 -3.0 -8.7 -5.6 -6.9 3.1 -4.6 -4.3 -3.7 -5.8 -4.4 -5.7 -2.8 -4.2 -1.8 -11.8 -16.5 20.0 13.4 -2.2 16.0 DAX 16.3 -11.8 -6.8 6.6 4.5 5.0 6.9 3.5 7.3 17.8 17.1 19.4 18.7 12.2 5.8 -6.7 -6.5 -5.9 -5.7 7.1 10.3 20.0 20.0 18.5 -12.0 1.5 11.1 1.0 12.1 5.6 7.1 -0.6 20.0 -3.5 -20.0 -20.0 19.9 20.0 20.0 19.1 DOW 4.9 14.5 20.0 7.0 4.8 5.3 7.4 3.7 7.7 -9.3 20.0 10.8 17.6 19.1 20.0 -10.0 -8.4 -9.0 -8.2 20.0 20.0 6.8 20.0 17.8 -17.0 7.9 -3.1 7.0 1.9 5.0 5.6 -4.3 -20.0 -16.4 6.6 13.7 -20.0 -20.0 -20.0 -20.0 DX 12.3 6.5 8.2 0.4 -9.1 2.5 -6.1 2.7 -2.8 12.1 -10.7 11.6 -11.0 8.8 0.7 5.5 6.1 5.9 5.9 1.6 -5.7 15.7 -9.6 8.2 -20.0 1.2 14.9 -2.6 9.8 -4.3 5.0 15.4 20.0 20.0 0.4 -4.7 20.0 14.5 20.0 16.7 EUR -10.2 -4.3 -3.5 0.5 -11.0 3.0 -7.4 3.3 -3.4 -14.7 14.1 -14.2 13.7 -8.9 3.6 -6.9 -7.5 -7.3 -7.4 1.0 9.7 -15.8 13.6 -7.1 12.5 1.2 -16.4 5.7 -10.3 7.3 -4.1 -7.6 -7.4 5.1 -1.0 4.9 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -5.2 -2.8 -6.8 -0.9 -1.6 -1.0 -1.4 -2.5 -1.5 9.4 7.9 2.9 10.6 -6.2 -7.0 12.8 10.3 13.0 12.5 -2.7 0.2 3.1 5.3 -1.5 6.5 -2.3 5.7 -1.0 3.2 1.9 -0.9 14.1 9.1 -1.0 0.0 -4.1 13.3 20.0 15.3 20.0 EUROSTX 19.8 6.5 2.4 6.9 4.7 5.2 7.2 3.6 7.6 12.4 20.0 18.5 18.2 19.7 18.3 -3.4 -1.0 -2.5 -1.7 19.4 14.3 20.0 14.8 20.0 -6.7 6.0 3.5 2.7 8.6 1.9 9.2 7.5 4.2 9.1 -5.6 -18.0 20.0 20.0 20.0 18.0 FEEDCOW -0.0 -9.4 11.1 -4.2 -1.9 -3.9 -2.2 -2.9 -3.3 12.0 13.0 11.7 13.4 10.2 12.0 17.8 6.9 16.9 12.7 18.3 20.0 20.0 20.0 15.8 -20.0 4.6 7.7 6.7 5.4 7.4 3.8 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -2.4 4.2 7.8 0.7 -4.1 2.4 -4.4 1.4 -2.3 -13.4 6.6 -12.2 2.0 3.6 1.6 20.0 13.1 19.7 16.0 5.7 7.1 -6.1 3.9 -0.1 -0.3 3.8 -3.4 4.8 -3.5 2.6 0.1 9.5 -1.2 4.5 9.0 7.6 20.0 10.1 13.6 9.6 GASOLINE -7.5 -0.1 3.2 0.7 -4.6 2.7 -5.1 1.6 -2.7 -8.5 5.0 -9.3 -0.3 -6.8 -6.2 19.7 20.0 20.0 20.0 -0.7 1.8 -7.6 0.7 -5.7 -20.0 -4.1 -3.6 -1.8 -6.1 -0.6 -6.3 20.0 1.4 -4.2 -8.5 -14.4 20.0 20.0 20.0 20.0 GAS_US_mini 10.3 5.1 -16.5 0.9 -5.8 3.4 -6.3 2.1 -3.3 -3.8 -20.0 8.9 -17.1 6.8 -19.3 -20.0 -20.0 -20.0 -20.0 -10.0 -18.9 3.9 -16.5 2.4 20.0 -3.5 -5.7 -7.3 3.1 -5.7 2.6 -20.0 20.0 10.9 -2.0 -20.0 -2.0 -20.0 -20.0 -20.0 GBP -12.4 -5.6 -7.1 0.7 -16.1 4.3 -10.8 4.8 -4.9 -14.9 15.1 -14.8 17.4 -9.8 -3.2 0.5 -0.2 0.0 -0.2 -2.4 7.1 -17.0 14.4 -9.5 1.0 1.0 -19.8 6.0 -11.4 9.3 -4.9 4.9 4.5 1.2 0.5 -2.2 9.7 -2.8 6.5 -0.8 GOLD_micro 11.1 20.0 5.0 6.6 6.4 5.5 8.4 4.2 8.0 10.6 20.0 17.7 20.0 20.0 20.0 -12.9 -11.7 -12.2 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 4.7 5.5 8.0 5.0 8.5 -9.1 20.0 20.0 20.0 6.5 -19.4 1.4 -20.0 -5.3 HEATOIL -5.4 -0.5 7.2 0.8 -4.7 2.7 -5.1 1.7 -2.7 -9.9 10.2 -11.3 4.6 -3.0 2.1 8.1 8.6 9.1 8.7 2.5 6.9 -6.8 5.4 -3.6 -20.0 -1.9 -2.4 2.3 -5.0 3.9 -4.7 0.6 -1.4 1.0 -7.4 -3.8 14.2 5.5 -10.6 -5.8 JGB-SGX-mini -13.4 -10.4 -11.4 -0.7 -1.2 -0.7 -1.0 -1.8 -1.1 -9.1 -9.9 -10.9 -9.1 -11.2 -11.0 2.7 12.8 8.5 11.0 -11.2 -11.1 -7.3 -11.3 -10.2 -6.6 -3.9 -1.9 -3.6 -2.8 -3.8 -3.7 15.1 -7.0 -10.8 -13.5 -11.8 -20.0 -18.2 -19.2 -20.0 JPY -9.0 -4.7 -9.9 0.4 -8.9 2.4 -6.0 2.7 -2.7 -11.9 -8.7 -10.6 -5.7 -7.6 -10.2 -9.9 -11.1 -10.2 -10.2 -9.0 -6.3 -20.0 -4.6 -13.2 20.0 -3.1 -12.7 -1.9 -9.8 -1.3 -5.7 -12.9 -14.1 -9.8 -10.0 -13.4 -7.1 -10.5 -10.9 -10.3 LEANHOG -14.1 1.7 1.8 -7.1 -3.2 -6.6 -3.8 -4.9 -5.6 -20.0 19.5 -20.0 19.3 3.0 11.1 20.0 20.0 20.0 20.0 8.7 16.8 -18.4 18.2 -4.4 0.1 3.6 -13.8 6.3 -9.2 7.3 -2.0 20.0 -20.0 0.8 20.0 20.0 20.0 14.3 20.0 20.0 LIVECOW -3.6 -3.2 14.6 -5.6 -2.5 -5.2 -3.0 -3.9 -4.4 15.8 17.1 9.0 17.7 7.2 14.3 -16.1 12.8 -1.2 8.6 16.5 20.0 13.1 20.0 8.9 -20.0 5.5 8.2 10.0 5.2 12.5 3.2 20.0 20.0 20.0 20.0 20.0 20.0 13.6 20.0 19.2 LUMBER-new 17.2 -18.2 -10.5 -4.8 -2.2 -4.5 -2.6 -3.3 -3.8 7.6 -10.7 12.1 -7.9 -4.2 -10.0 -20.0 -20.0 -20.0 -20.0 -10.3 -12.4 8.0 -8.7 1.1 NaN -2.4 1.2 -2.5 2.3 -1.2 0.5 -20.0 20.0 20.0 -5.4 14.5 20.0 20.0 20.0 20.0 MXP -1.3 4.3 12.2 0.7 -17.2 4.7 -11.5 5.2 -5.2 1.9 20.0 14.1 17.6 20.0 20.0 13.4 12.7 13.0 12.5 20.0 20.0 6.3 20.0 14.4 -20.0 9.6 -0.1 11.9 2.6 10.2 6.1 20.0 20.0 20.0 20.0 20.0 6.4 7.4 0.4 9.7 NASDAQ_micro 10.8 15.1 20.0 6.6 4.5 5.0 7.0 3.5 7.3 13.4 20.0 18.2 20.0 19.9 20.0 -11.5 -9.0 -10.4 -9.3 20.0 20.0 20.0 20.0 20.0 -20.0 7.9 4.9 7.1 6.4 5.8 7.4 -5.8 0.5 15.8 6.3 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI 0.6 8.6 19.6 5.3 3.6 4.0 5.6 2.8 5.9 14.3 17.4 15.3 14.7 16.2 17.1 1.3 8.8 6.0 7.9 20.0 20.0 20.0 17.3 20.0 -13.4 6.2 7.8 4.8 7.5 2.6 6.6 20.0 20.0 20.0 20.0 20.0 7.4 14.3 20.0 20.0 NZD -14.3 -8.1 -8.3 0.5 -11.0 3.0 -7.3 3.3 -3.3 -11.7 1.9 -13.1 -3.5 -12.2 -12.8 -3.8 -2.7 -3.6 -3.3 -10.2 -5.5 -12.7 -2.7 -12.1 11.2 -3.9 -8.5 -1.8 -6.3 -1.2 -5.4 0.0 4.6 -8.5 -15.5 -11.8 20.0 18.4 20.0 20.0 OAT -0.1 -2.2 -4.1 -1.0 -1.8 -1.1 -1.5 -2.7 -1.7 10.0 -0.1 1.5 -5.9 1.9 -5.3 16.6 10.2 16.2 14.1 -3.9 -5.2 2.2 -5.8 -0.7 1.4 -2.7 4.1 -3.3 1.8 -2.7 -0.5 14.9 7.8 3.2 -6.0 -9.8 15.3 20.0 14.9 20.0 OATIES -0.9 -15.0 -17.3 -7.0 -3.1 -6.5 -3.7 -4.9 -5.5 -9.9 -20.0 -16.9 -11.2 -20.0 -20.0 -20.0 -6.2 -20.0 -12.5 -20.0 -20.0 -20.0 -13.2 -20.0 -15.9 -7.9 -4.4 -6.1 -8.2 -4.0 -8.5 -0.4 -20.0 -19.6 -6.7 -2.7 -20.0 -10.3 -20.0 -9.8 OJ -14.4 -5.6 3.5 -2.3 -1.0 -2.1 -1.2 -1.6 -1.8 -6.7 -3.4 -7.2 -4.9 -6.2 -2.8 -1.5 6.0 1.0 2.9 -4.7 -4.4 -11.5 -5.2 -7.8 -20.0 -1.6 -5.6 -1.6 -4.6 -1.8 -2.9 20.0 -13.4 -5.2 5.7 7.9 -9.9 -12.2 -5.5 -10.4 PALLAD 17.8 5.6 10.1 4.4 4.3 3.7 5.6 2.8 5.3 10.3 8.0 12.6 5.6 12.1 8.6 -3.3 -2.9 -3.1 -3.0 13.8 9.9 20.0 6.5 20.0 20.0 4.2 10.0 3.6 8.8 3.0 6.2 5.4 10.5 0.9 -8.0 -1.6 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 10.1 17.7 5.1 4.9 4.2 6.5 3.3 6.1 7.4 14.2 14.5 11.9 14.9 14.7 -3.5 -3.5 -3.2 -3.1 20.0 20.0 20.0 20.0 20.0 1.4 5.4 3.3 5.3 6.0 4.9 6.3 4.8 -6.4 12.7 0.2 8.4 20.0 7.2 -8.5 -6.2 REDWHEAT -2.8 -4.4 -14.6 -7.4 -3.3 -6.8 -3.9 -5.1 -5.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.6 -20.0 -18.7 -20.0 -20.0 -16.1 -20.0 -17.9 7.5 -8.2 -8.0 -8.3 -9.3 -10.1 -8.8 -16.2 -17.5 -1.6 11.6 16.6 -20.0 -20.0 -20.0 -20.0 RICE -10.9 -20.0 -20.0 -3.7 -1.6 -3.4 -1.9 -2.5 -2.9 -7.0 -12.3 -10.3 -11.8 -11.9 -12.3 -18.3 -9.2 -17.4 -15.4 -20.0 -20.0 -14.5 -18.9 -18.0 -1.8 -4.4 -2.6 -4.5 -3.7 -4.8 -4.1 -7.7 -13.6 -12.0 -13.1 -7.3 -9.8 -8.3 -4.5 -7.9 ROBUSTA -11.1 20.0 5.9 -2.4 -1.1 -2.2 -1.3 -1.6 -1.9 5.0 -0.9 -0.1 -0.6 2.0 3.5 8.9 14.9 14.5 14.5 3.7 0.8 3.9 -0.3 3.3 -20.0 1.2 1.0 0.3 0.9 0.0 1.0 20.0 15.4 4.9 20.0 11.7 -0.2 17.6 4.2 20.0 RUSSELL 1.2 18.2 20.0 6.4 4.4 4.8 6.8 3.4 7.1 5.1 19.5 13.0 11.1 18.0 19.7 -6.0 -5.5 -5.6 -5.3 20.0 20.0 11.3 15.0 19.1 9.5 7.3 0.8 6.4 3.1 3.5 5.3 0.4 -19.9 -10.4 12.0 19.0 -20.0 -20.0 -20.0 -20.0 SHATZ -1.2 -9.8 -13.9 -1.1 -1.8 -1.1 -1.5 -2.7 -1.7 13.4 -6.3 5.4 0.9 -10.3 -15.6 -20.0 -19.5 -20.0 -19.3 -12.0 -11.0 2.7 -5.6 -5.5 7.0 -5.4 3.8 -5.0 1.9 -2.4 -2.3 -20.0 6.9 1.3 -9.1 -15.5 17.6 19.5 20.0 20.0 SILVER-mini 11.2 17.8 14.5 7.4 7.2 6.2 9.5 4.7 8.9 2.6 20.0 19.0 20.0 20.0 20.0 -7.6 -6.8 -7.3 -7.0 20.0 20.0 20.0 20.0 20.0 -11.3 8.4 1.6 6.8 6.3 5.0 8.6 -1.3 -10.9 20.0 20.0 20.0 20.0 20.0 12.4 4.7 SMI 10.0 8.9 1.5 5.1 3.5 3.8 5.4 2.7 5.6 13.5 6.2 14.2 5.3 12.4 9.5 5.1 2.9 3.0 2.5 10.3 5.0 20.0 4.1 18.7 8.3 3.6 8.0 1.2 9.2 0.5 6.5 14.3 20.0 -9.2 0.4 -15.2 20.0 20.0 20.0 20.0 SOFR -18.2 0.5 9.7 -1.3 -2.2 -1.3 -1.9 -3.4 -2.1 -11.5 16.9 -16.1 13.5 -10.2 7.7 6.8 5.0 7.0 6.4 4.8 14.6 -9.8 15.2 -6.4 -20.0 2.2 -4.7 6.3 -5.0 6.1 -3.1 4.2 -10.7 -15.0 8.8 20.0 4.5 -14.2 -15.6 -20.0 SOYBEAN -7.8 0.7 2.5 -6.9 -3.1 -6.4 -3.7 -4.8 -5.4 13.4 3.5 -4.2 -10.8 -3.5 2.2 -5.3 -7.4 -9.0 -9.3 -0.5 -0.3 0.8 -7.2 -1.9 -3.8 3.5 2.1 4.3 0.9 -1.6 0.5 -0.6 17.6 8.6 20.0 20.0 -13.3 -2.8 -10.6 1.9 SOYMEAL -8.2 -4.5 -1.6 -6.9 -3.1 -6.4 -3.7 -4.8 -5.4 5.7 -18.7 -10.1 -20.0 -15.0 -16.0 -20.0 -16.3 -20.0 -19.8 -14.6 -18.8 -5.2 -20.0 -11.5 -17.7 -5.0 -0.6 -7.0 -2.5 -11.2 -4.9 -17.1 19.5 -6.1 19.5 15.0 -19.0 -20.0 -15.1 -20.0 SOYOIL -7.8 -15.0 -0.6 -5.3 -2.4 -5.0 -2.8 -3.7 -4.2 10.8 5.8 -5.1 8.9 -11.4 -8.2 -8.2 -3.6 -6.2 -4.7 -7.3 1.3 3.1 7.9 -5.7 -13.1 -2.9 4.0 0.5 1.9 2.5 -2.1 7.1 18.3 7.4 8.1 20.0 -20.0 -11.3 -20.0 -12.1 SP400 -7.7 5.4 14.3 6.0 4.1 4.5 6.4 3.2 6.7 -8.2 16.6 -5.9 7.9 6.6 13.6 -6.5 -6.0 -6.1 -5.8 9.4 12.1 -2.7 8.5 2.3 -1.8 4.9 -4.6 4.8 -1.4 2.3 1.5 -0.4 -20.0 -20.0 -10.4 -0.8 -20.0 -20.0 -20.0 -20.0 SP500_micro 6.2 17.8 20.0 7.8 5.3 5.9 8.2 4.1 8.6 11.9 20.0 20.0 20.0 20.0 20.0 -12.6 -9.9 -11.2 -10.0 20.0 20.0 20.0 20.0 20.0 -20.0 9.4 2.5 8.5 5.5 6.4 7.8 -7.1 -8.7 3.2 10.6 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.4 -1.6 -7.6 -5.4 -2.4 -5.1 -2.9 -3.8 -4.3 -8.9 -15.5 1.4 -15.5 -7.8 -10.2 4.7 5.7 -3.9 -2.1 -8.6 -12.6 -2.2 -14.0 -4.0 -20.0 -4.2 -4.8 -6.3 -1.3 -6.6 -1.8 17.5 9.5 6.8 12.6 11.7 -20.0 -20.0 -20.0 -20.0 US10 -12.2 6.7 10.5 -1.0 -1.7 -1.1 -1.5 -2.7 -1.6 -3.7 12.0 -9.2 2.6 1.6 9.5 2.6 -0.4 1.9 1.1 6.6 9.4 -3.3 5.9 0.1 -5.1 3.8 -2.0 5.1 -1.6 3.7 0.3 -5.0 -3.6 -4.2 12.6 17.6 -11.7 -20.0 -18.8 -20.0 US10U -9.9 9.5 11.1 -1.4 -2.4 -1.5 -2.1 -3.6 -2.2 -2.7 14.2 -10.2 -1.0 5.9 14.0 1.9 -1.9 -0.5 -1.3 11.5 12.2 -2.3 5.0 3.7 -11.0 6.2 -1.8 6.6 -0.9 3.8 2.2 -8.4 -3.5 -1.0 20.0 20.0 6.0 -12.8 -15.9 -20.0 US2 -10.1 4.2 5.7 -0.9 -1.6 -1.0 -1.4 -2.4 -1.5 -1.5 4.6 -5.5 -2.8 -2.7 5.2 -10.0 -15.8 -12.0 -13.2 2.4 4.2 -2.9 1.8 -1.3 18.6 2.1 -2.2 3.3 -1.5 2.9 -0.3 -20.0 0.8 -2.0 6.6 9.8 -8.9 -10.3 -12.2 -20.0 US20 -4.3 12.1 10.8 -1.0 -1.6 -1.0 -1.4 -2.5 -1.5 0.4 4.4 -3.4 -6.4 8.6 11.4 4.8 2.7 4.5 3.8 9.0 6.5 1.4 -0.1 5.6 -8.0 4.6 -0.4 3.9 0.6 1.3 2.7 0.3 -0.6 6.1 16.3 18.0 20.0 11.5 -1.8 -12.1 US30 -2.8 11.9 8.8 -1.1 -1.9 -1.1 -1.6 -2.9 -1.8 -1.6 0.0 -5.2 -10.9 9.9 11.8 -6.0 -3.6 -5.0 -4.0 8.0 3.9 1.3 -4.3 5.5 -5.1 5.0 -0.3 3.5 0.6 -0.0 3.1 -11.9 -2.0 8.2 15.6 16.2 20.0 7.1 0.8 -13.1 US5 -13.2 3.8 8.5 -1.1 -1.9 -1.1 -1.6 -2.8 -1.7 -5.9 12.3 -10.8 3.6 -3.6 7.2 -0.7 -3.7 -2.0 -2.5 4.3 8.7 -5.1 6.6 -2.4 0.7 2.9 -3.4 5.3 -2.8 4.7 -1.0 -10.8 -4.1 -6.5 9.2 15.1 -12.6 -15.7 -15.5 -20.0 VIX 2.7 -11.5 -14.5 -7.6 -0.7 -5.4 -1.7 -0.9 -4.8 -2.9 -19.5 -12.0 -9.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -16.3 -3.7 -6.8 -10.8 NaN -8.7 -0.8 -6.4 -1.8 -1.3 -5.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 1.8 -0.7 -14.1 -7.6 -3.4 -7.0 -4.0 -5.3 -5.9 -20.0 -20.0 -20.0 -20.0 -18.8 -20.0 -18.5 -18.3 -18.6 -18.4 -16.0 -20.0 -10.9 -20.0 -10.9 13.7 -6.9 -10.3 -7.6 -8.5 -10.2 -6.8 -17.4 -11.4 8.3 20.0 20.0 -20.0 -19.0 -20.0 -20.0 End of report for caleb_strategy_v3