******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251010_204412 produced at 2025-10-10 21:39:27.297160 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.99 0.0 0.00 0.00 0.00 0.00 -22.92 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.56 0.0 0.00 0.00 0.00 0.00 -4.74 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.22 0.0 999.00 -999.00 -0.27 -0.27 -21.16 999999999.0 -26 -26 caleb_strategy_v3 CAD False False 0.03 -0.17 -0.12 0.0 1.01 -1.01 -0.17 -0.17 -3.58 29.0 -5 -5 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.17 -0.17 -0.08 -0.08 -4.48 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.07 -0.07 0.0 0.12 -0.12 -0.07 -0.07 -14.37 26.0 -15 -15 caleb_strategy_v3 CHF False False 0.08 -0.30 -0.07 0.0 0.99 -0.99 -0.30 -0.15 -0.93 13.0 -4 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.90 2.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.82 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.77 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.04 0.0 0.68 -0.68 -0.04 0.00 -1.06 17.0 -1 0 caleb_strategy_v3 SP400 False False 0.15 0.00 -0.04 0.0 0.31 -0.31 0.00 0.00 -0.26 2.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.67 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 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.07 9.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.03 0.0 0.73 -0.73 -0.01 -0.13 -2.61 66.0 -1 -12 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 0.99 -0.99 0.00 -0.07 -0.37 14.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.15 -0.15 -0.04 -0.05 -3.68 18.0 -5 -6 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -0.45 3.0 -1 -1 caleb_strategy_v3 US2 False True 0.10 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.16 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.80 9.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.77 -0.77 0.00 -0.06 -1.41 48.0 0 -4 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.89 12.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.74 -0.74 -0.03 -0.03 -0.62 26.0 -1 -1 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.02 0.0 1.33 -1.33 -0.11 -0.11 -0.41 25.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -0.75 5.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.01 0.0 0.93 -0.93 0.00 0.00 -0.19 17.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.77 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.01 0.0 0.18 -0.18 -0.03 -0.03 -0.23 7.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.26 -0.01 0.0 0.55 -0.55 0.26 0.00 -0.45 23.0 11 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.15 -0.15 -0.01 -0.01 -0.50 10.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.00 0.0 0.03 -0.03 0.00 0.00 0.08 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.07 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 -0.00 0.0 0.58 -0.58 0.00 0.00 -0.02 21.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.26 -0.26 0.00 0.00 -0.04 4.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.00 0.0 0.73 -0.73 0.00 0.00 -0.00 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.22 -0.22 0.00 0.00 -0.32 51.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.36 -0.36 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.12 0.01 0.0 999.00 -999.00 0.12 0.12 0.12 999999999.0 2 2 caleb_strategy_v3 COFFEE False False 0.06 0.06 0.01 0.0 0.39 -0.39 0.06 0.00 0.13 6.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.49 -0.49 0.00 0.02 0.24 23.0 0 1 caleb_strategy_v3 GBP False False 0.04 0.00 0.02 0.0 0.89 -0.89 0.00 0.00 0.40 22.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.33 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.02 0.0 0.14 -0.14 0.00 0.00 0.29 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 3.93 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.03 0.0 0.12 -0.12 0.00 0.03 1.01 4.0 0 1 caleb_strategy_v3 BUND False False 0.07 0.00 0.03 0.0 0.73 -0.73 0.00 0.00 0.43 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 1.00 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.79 -0.79 0.00 0.00 2.82 58.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.09 -1.09 0.00 0.00 1.89 56.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 1.01 999999999.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.24 12.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.23 0.06 0.0 999.00 -999.00 0.23 0.17 0.96 999999999.0 4 3 caleb_strategy_v3 EUROSTX False False 0.03 0.19 0.06 0.0 0.62 -0.62 0.19 0.12 2.09 20.0 6 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.60 -0.60 0.00 0.00 2.56 19.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.08 0.0 1.26 -1.26 0.00 0.00 1.22 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.09 0.0 0.22 -0.22 0.10 0.10 5.45 13.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.09 0.0 0.72 -0.72 0.27 0.27 0.98 8.0 3 3 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.80 -0.80 0.00 0.00 2.05 17.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.11 0.0 0.68 -0.68 0.00 0.00 1.65 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.40 9.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.21 0.12 0.0 0.69 -0.69 0.21 0.27 1.78 10.0 3 4 caleb_strategy_v3 NIKKEI False False 0.01 0.28 0.15 0.0 0.53 -0.53 0.28 0.16 10.20 36.0 19 11 caleb_strategy_v3 MXP False False 0.01 0.47 0.44 0.0 0.78 -0.78 0.47 0.39 34.01 60.0 36 30 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.76 0.0 1.37 -1.37 0.00 0.00 12.80 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.2 Shocked risk 47.7 Sum abs risk 51.3 Leverage 6.38 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2061790.3399999999, 'annual_cash_vol_target': 515447.585, 'daily_cash_vol_target': 32215.4740625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6490 0.5684 9.0940 BITCOIN 2212.5528 117675.0000 1.8802 30.0836 BOBL 0.1867 118.2900 0.1578 2.5247 BTP 0.4360 120.5000 0.3618 5.7890 BUND 0.3818 129.3900 0.2951 4.7214 BUXL 0.9448 116.2400 0.8128 13.0050 CAC 65.2387 7885.0000 0.8274 13.2380 CAD 0.0024 0.7165 0.3310 5.2955 CANOLA 7.4105 623.4000 1.1887 19.0197 CHF 0.0057 1.2576 0.4500 7.2005 COCOA 130.4275 5880.0000 2.2182 35.4905 COFFEE 7.6105 357.2000 2.1306 34.0897 COPPER 0.0857 4.8995 1.7488 27.9804 CORN 4.1238 453.2500 0.9098 14.5572 COTTON2 0.7008 63.7700 1.0990 17.5836 CRUDE_W 0.9726 58.6300 1.6589 26.5431 DAX 177.1712 24311.0000 0.7288 11.6603 DOW 261.0515 45909.0000 0.5686 9.0981 DX 0.4088 98.7000 0.4142 6.6270 EUR 0.0052 1.1650 0.4477 7.1635 EURIBOR-ICE 0.0326 97.8350 0.0334 0.5336 EUROSTX 45.8570 5520.0000 0.8307 13.2919 FEEDCOW 3.3259 372.8500 0.8920 14.2725 GASOIL 11.3068 630.2500 1.7940 28.7042 GASOLINE 0.0311 1.7557 1.7699 28.3191 GAS_US_mini 0.0952 3.8050 2.5014 40.0231 GBP 0.0061 1.3344 0.4595 7.3521 GOLD_micro 28.1863 4015.7000 0.7019 11.2304 HEATOIL 0.0356 2.1746 1.6388 26.2203 JGB-SGX-mini 0.2361 136.3600 0.1732 2.7707 JPY 0.0000 0.0066 0.6951 11.1215 LEANHOG 1.1193 86.2250 1.2981 20.7696 LIVECOW 1.7601 242.6000 0.7255 11.6084 LUMBER-new 8.3419 645.0000 1.2933 20.6931 MXP 0.0003 0.0534 0.5566 8.9048 NASDAQ_micro 191.0240 24609.7500 0.7762 12.4194 NIKKEI 713.0490 46100.0000 1.5467 24.7479 NZD 0.0035 0.5738 0.6042 9.6675 OAT 0.3987 122.0800 0.3266 5.2258 OATIES 4.5482 318.7500 1.4269 22.8301 OJ 6.4204 206.0500 3.1159 49.8548 PALLAD 30.2006 1464.5000 2.0622 32.9949 PLAT 24.7923 1629.3000 1.5217 24.3465 REDWHEAT 6.9462 505.2500 1.3748 21.9969 RICE 0.1418 10.9550 1.2946 20.7138 ROBUSTA 98.9040 4393.0000 2.2514 36.0224 RUSSELL 24.0119 2424.5000 0.9904 15.8462 SHATZ 0.0507 107.1150 0.0474 0.7578 SILVER-mini 0.6324 47.5125 1.3311 21.2979 SMI 89.1459 12471.0000 0.7148 11.4372 SOFR 0.0499 96.7900 0.0516 0.8251 SOYBEAN 8.2867 1057.0000 0.7840 12.5438 SOYMEAL 2.8996 285.5000 1.0156 16.2501 SOYOIL 0.6745 50.6800 1.3309 21.2947 SP400 28.4571 3194.8000 0.8907 14.2517 SP500_micro 40.4248 6636.7500 0.6091 9.7457 SUGAR11 0.2301 15.6200 1.4730 23.5684 US10 0.3287 113.1250 0.2905 4.6484 US10U 0.4313 115.8906 0.3721 5.9540 US2 0.0832 104.3320 0.0797 1.2755 US20 0.6578 118.0000 0.5574 8.9189 US30 0.9651 122.0312 0.7908 12.6533 US5 0.2095 109.5234 0.1913 3.0603 VIX 0.4893 21.2500 2.3025 36.8401 WHEAT 6.6575 572.0000 1.1639 18.6225 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.95 0.57 368.85 1.00 368.85 32215.47 87.34 11.26 98.38 BITCOIN 117.68 1.88 221.26 1.00 221.26 32215.47 145.60 -4.23 -61.55 BOBL 1182.90 0.16 186.65 1.16 217.19 32215.47 148.33 8.09 120.06 BTP 1205.00 0.36 435.99 1.16 507.32 32215.47 63.50 7.60 48.28 BUND 1293.90 0.30 381.81 1.16 444.29 32215.47 72.51 5.90 42.78 BUXL 1162.40 0.81 944.81 1.16 1099.40 32215.47 29.30 -1.28 -3.76 CAC 788.50 0.83 652.39 1.16 759.13 32215.47 42.44 8.53 36.21 CAD 716.50 0.33 237.14 1.00 237.14 32215.47 135.85 -10.15 -137.95 CANOLA 124.68 1.19 148.21 0.72 106.30 32215.47 303.06 -0.43 -13.08 CHF 1572.06 0.45 707.48 1.00 707.48 32215.47 45.54 -7.87 -35.86 COCOA 588.00 2.22 1304.28 1.00 1304.28 32215.47 24.70 -10.23 -25.26 COFFEE 1339.50 2.13 2853.94 1.00 2853.94 32215.47 11.29 8.50 9.60 COPPER 1224.88 1.75 2142.03 1.00 2142.03 32215.47 15.04 0.72 1.09 CORN 226.62 0.91 206.19 1.00 206.19 32215.47 156.24 -4.97 -77.72 COTTON2 318.85 1.10 350.41 1.00 350.41 32215.47 91.94 -20.00 -183.87 CRUDE_W 586.30 1.66 972.64 1.00 972.64 32215.47 33.12 -2.09 -6.92 DAX 243.11 0.73 177.17 1.16 206.16 32215.47 156.26 5.28 82.50 DOW 229.54 0.57 130.53 1.00 130.53 32215.47 246.81 -4.54 -111.97 DX 987.00 0.41 408.81 1.00 408.81 32215.47 78.80 4.95 38.98 EUR 1456.25 0.45 651.99 1.00 651.99 32215.47 49.41 -2.85 -14.07 EURIBOR-ICE 2445.87 0.03 81.58 1.16 94.92 32215.47 339.39 11.04 374.68 EUROSTX 552.00 0.83 458.57 1.16 533.60 32215.47 60.37 10.13 61.19 FEEDCOW 1864.25 0.89 1662.97 1.00 1662.97 32215.47 19.37 15.18 29.41 GASOIL 630.25 1.79 1130.68 1.00 1130.68 32215.47 28.49 8.19 23.32 GASOLINE 737.39 1.77 1305.15 1.00 1305.15 32215.47 24.68 0.68 1.68 GAS_US_mini 95.12 2.50 237.95 1.00 237.95 32215.47 135.39 -9.79 -132.50 GBP 834.00 0.46 383.23 1.00 383.23 32215.47 84.06 1.82 15.32 GOLD_micro 401.57 0.70 281.86 1.00 281.86 32215.47 114.29 4.85 55.45 HEATOIL 913.33 1.64 1496.74 1.00 1496.74 32215.47 21.52 -4.85 -10.44 JGB-SGX-mini 136360.00 0.17 23612.96 0.01 154.64 32215.47 208.32 -10.14 -211.32 JPY 828.75 0.70 576.06 1.00 576.06 32215.47 55.92 -7.30 -40.85 LEANHOG 344.90 1.30 447.71 1.00 447.71 32215.47 71.96 12.45 89.55 LIVECOW 970.40 0.73 704.05 1.00 704.05 32215.47 45.76 13.53 61.90 LUMBER-new 177.38 1.29 229.40 1.00 229.40 32215.47 140.43 0.22 3.15 MXP 267.10 0.56 148.65 1.00 148.65 32215.47 216.71 10.68 231.38 NASDAQ_micro 492.20 0.78 382.05 1.00 382.05 32215.47 84.32 -2.29 -19.30 NIKKEI 46100.00 1.55 71304.90 0.01 466.99 32215.47 68.99 13.64 94.10 NZD 573.75 0.60 346.67 1.00 346.67 32215.47 92.93 -0.09 -0.80 OAT 1220.80 0.33 398.73 1.16 463.97 32215.47 69.43 7.49 52.00 OATIES 159.38 1.43 227.41 1.00 227.41 32215.47 141.66 -20.00 -283.33 OJ 309.08 3.12 963.06 1.00 963.06 32215.47 33.45 -9.39 -31.40 PALLAD 1464.50 2.06 3020.06 1.00 3020.06 32215.47 10.67 7.96 8.49 PLAT 814.65 1.52 1239.62 1.00 1239.62 32215.47 25.99 11.23 29.19 REDWHEAT 252.62 1.37 347.31 1.00 347.31 32215.47 92.76 -17.72 -164.37 RICE 219.10 1.29 283.65 1.00 283.65 32215.47 113.57 -17.26 -195.98 ROBUSTA 439.30 2.25 989.04 1.00 989.04 32215.47 32.57 5.45 17.74 RUSSELL 121.22 0.99 120.06 1.00 120.06 32215.47 268.33 4.41 118.37 SHATZ 1071.15 0.05 50.73 1.16 59.03 32215.47 545.71 -1.48 -80.67 SILVER-mini 1187.81 1.33 1581.12 1.00 1581.12 32215.47 20.38 13.80 28.12 SMI 1247.10 0.71 891.46 1.25 1112.84 32215.47 28.95 14.17 41.01 SOFR 2419.75 0.05 124.79 1.00 124.79 32215.47 258.16 -3.02 -77.92 SOYBEAN 528.50 0.78 414.34 1.00 414.34 32215.47 77.75 -3.24 -25.22 SOYMEAL 285.50 1.02 289.96 1.00 289.96 32215.47 111.10 -20.00 -222.20 SOYOIL 304.08 1.33 404.71 1.00 404.71 32215.47 79.60 -6.69 -53.23 SP400 3194.80 0.89 2845.71 1.00 2845.71 32215.47 11.32 -7.02 -7.94 SP500_micro 331.84 0.61 202.12 1.00 202.12 32215.47 159.38 -3.81 -60.77 SUGAR11 174.94 1.47 257.70 1.00 257.70 32215.47 125.01 -12.09 -151.14 US10 1131.25 0.29 328.66 1.00 328.66 32215.47 98.02 -1.57 -15.36 US10U 1158.91 0.37 431.26 1.00 431.26 32215.47 74.70 -0.02 -0.13 US2 2086.64 0.08 166.34 1.00 166.34 32215.47 193.67 -0.64 -12.47 US20 1180.00 0.56 657.77 1.00 657.77 32215.47 48.98 5.25 25.72 US30 1220.31 0.79 965.06 1.00 965.06 32215.47 33.38 2.43 8.12 US5 1095.23 0.19 209.48 1.00 209.48 32215.47 153.79 -2.08 -32.02 VIX 212.50 2.30 489.28 1.00 489.28 32215.47 65.84 -13.00 -85.60 WHEAT 286.00 1.16 332.88 1.00 332.88 32215.47 96.78 -13.98 -135.32 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 98.377 0.010 2.5 2.556 BITCOIN -61.551 0.043 2.5 -6.675 BOBL 120.062 0.004 2.5 1.219 BTP 48.280 0.014 2.5 1.649 BUND 42.783 0.004 2.5 0.434 BUXL -3.756 0.004 2.5 -0.038 CAC 36.215 0.014 2.5 1.237 CAD -137.953 0.010 2.5 -3.584 CANOLA -13.083 0.010 2.5 -0.319 CHF -35.855 0.010 2.5 -0.932 COCOA -25.264 0.010 2.5 -0.615 COFFEE 9.598 0.005 2.5 0.128 COPPER 1.090 0.043 2.5 0.118 CORN -77.721 0.010 2.5 -1.894 COTTON2 -183.874 0.010 2.5 -4.480 CRUDE_W -6.923 0.043 2.5 -0.751 DAX 82.503 0.014 2.5 2.818 DOW -111.969 0.009 2.5 -2.606 DX 38.982 0.010 2.5 1.013 EUR -14.067 0.010 2.5 -0.366 EURIBOR-ICE 374.677 0.014 2.5 12.798 EUROSTX 61.186 0.014 2.5 2.090 FEEDCOW 29.412 0.013 2.5 0.976 GASOIL 23.321 0.017 2.5 1.012 GASOLINE 1.683 0.017 2.5 0.073 GAS_US_mini -132.498 0.043 2.5 -14.368 GBP 15.320 0.010 2.5 0.398 GOLD_micro 55.446 0.014 2.5 1.894 HEATOIL -10.445 0.017 2.5 -0.453 JGB-SGX-mini -211.318 0.043 2.5 -22.915 JPY -40.850 0.010 2.5 -1.061 LEANHOG 89.550 0.024 2.5 5.450 LIVECOW 61.896 0.013 2.5 2.054 LUMBER-new 3.148 0.010 2.5 0.077 MXP 231.378 0.059 2.5 34.008 NASDAQ_micro -19.296 0.009 2.5 -0.449 NIKKEI 94.096 0.043 2.5 10.204 NZD -0.803 0.010 2.5 -0.021 OAT 52.000 0.014 2.5 1.776 OATIES -283.326 0.010 2.5 -6.903 OJ -31.401 0.010 2.5 -0.765 PALLAD 8.488 0.014 2.5 0.290 PLAT 29.193 0.014 2.5 0.997 REDWHEAT -164.367 0.005 2.5 -2.183 RICE -195.983 0.010 2.5 -4.775 ROBUSTA 17.741 0.005 2.5 0.236 RUSSELL 118.371 0.013 2.5 3.928 SHATZ -80.671 0.004 2.5 -0.819 SILVER-mini 28.117 0.014 2.5 0.960 SMI 41.012 0.014 2.5 1.401 SOFR -77.918 0.024 2.5 -4.742 SOYBEAN -25.220 0.004 2.5 -0.235 SOYMEAL -222.204 0.004 2.5 -2.070 SOYOIL -53.229 0.004 2.5 -0.496 SP400 -7.944 0.013 2.5 -0.264 SP500_micro -60.770 0.009 2.5 -1.414 SUGAR11 -151.140 0.010 2.5 -3.682 US10 -15.361 0.005 2.5 -0.195 US10U -0.127 0.005 2.5 -0.002 US2 -12.473 0.005 2.5 -0.158 US20 25.716 0.005 2.5 0.326 US30 8.120 0.005 2.5 0.103 US5 -32.021 0.005 2.5 -0.406 VIX -85.597 0.099 2.5 -21.159 WHEAT -135.315 0.005 2.5 -1.798 ===================== Position diags ===================== AUD 2.27 BITCOIN 15.79 BOBL 1.51 BTP 2.17 BUND 0.74 BUXL 0.30 CAC 1.45 CAD 3.53 CANOLA 7.38 CHF 1.18 COCOA 0.60 COFFEE 0.15 COPPER 1.63 CORN 3.81 COTTON2 2.24 CRUDE_W 3.59 DAX 5.34 DOW 5.74 DX 2.05 EUR 1.28 EURIBOR-ICE 11.59 EUROSTX 2.06 FEEDCOW 0.64 GASOIL 1.24 GASOLINE 1.07 GAS_US_mini 14.68 GBP 2.18 GOLD_micro 3.90 HEATOIL 0.93 JGB-SGX-mini 22.59 JPY 1.45 LEANHOG 4.38 LIVECOW 1.52 LUMBER-new 3.42 MXP 31.85 NASDAQ_micro 1.96 NIKKEI 7.48 NZD 2.41 OAT 2.37 OATIES 3.45 OJ 0.81 PALLAD 0.36 PLAT 0.89 REDWHEAT 1.23 RICE 2.77 ROBUSTA 0.43 RUSSELL 8.90 SHATZ 5.54 SILVER-mini 0.70 SMI 0.99 SOFR 15.71 SOYBEAN 0.72 SOYMEAL 1.03 SOYOIL 0.74 SP400 0.38 SP500_micro 3.71 SUGAR11 3.05 US10 1.24 US10U 0.95 US2 2.46 US20 0.62 US30 0.42 US5 1.95 VIX 16.28 WHEAT 1.29 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.6 2.3 2.8 0.0 0 BITCOIN -6.7 -8.3 -5.1 0.0 0 BOBL 1.2 1.1 1.4 0.0 0 BTP 1.6 1.4 1.9 0.0 0 BUND 0.4 0.4 0.5 0.0 0 BUXL -0.0 -0.1 -0.0 0.0 0 CAC 1.2 1.1 1.4 0.0 0 CAD -3.6 -3.9 -3.2 -5.0 -5 CANOLA -0.3 -1.1 0.4 0.0 0 CHF -0.9 -1.0 -0.8 -4.0 -4 COCOA -0.6 -0.7 -0.6 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 0.1 -0.0 0.3 2.0 2 CORN -1.9 -2.3 -1.5 -3.0 -3 COTTON2 -4.5 -4.7 -4.3 -5.0 -5 CRUDE_W -0.8 -1.1 -0.4 0.0 0 DAX 2.8 2.3 3.4 0.0 0 DOW -2.6 -3.2 -2.0 -1.0 -1 DX 1.0 0.8 1.2 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 12.8 11.6 14.0 0.0 0 EUROSTX 2.1 1.9 2.3 6.0 6 FEEDCOW 1.0 0.9 1.0 3.0 3 GASOIL 1.0 0.9 1.1 0.0 0 GASOLINE 0.1 -0.0 0.2 0.0 0 GAS_US_mini -14.4 -15.8 -12.9 -15.0 -15 GBP 0.4 0.2 0.6 0.0 0 GOLD_micro 1.9 1.5 2.3 0.0 0 HEATOIL -0.5 -0.5 -0.4 -1.0 -1 JGB-SGX-mini -22.9 -25.2 -20.7 0.0 0 JPY -1.1 -1.2 -0.9 -1.0 -1 LEANHOG 5.5 5.0 5.9 6.0 6 LIVECOW 2.1 1.9 2.2 0.0 0 LUMBER-new 0.1 -0.3 0.4 0.0 0 MXP 34.0 30.8 37.2 36.0 36 NASDAQ_micro -0.4 -0.6 -0.3 11.0 11 NIKKEI 10.2 9.5 11.0 19.0 19 NZD -0.0 -0.3 0.2 0.0 0 OAT 1.8 1.5 2.0 3.0 3 OATIES -6.9 -7.2 -6.6 NaN 0 OJ -0.8 -0.8 -0.7 -1.0 -1 PALLAD 0.3 0.3 0.3 0.0 0 PLAT 1.0 0.9 1.1 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -4.8 -5.1 -4.5 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 3.9 3.0 4.8 0.0 0 SHATZ -0.8 -1.4 -0.3 NaN 0 SILVER-mini 1.0 0.9 1.0 4.0 4 SMI 1.4 1.3 1.5 0.0 0 SOFR -4.7 -6.3 -3.2 NaN 0 SOYBEAN -0.2 -0.3 -0.2 -1.0 -1 SOYMEAL -2.1 -2.2 -2.0 -3.0 -3 SOYOIL -0.5 -0.6 -0.4 -1.0 -1 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.4 -1.8 -1.0 0.0 0 SUGAR11 -3.7 -4.0 -3.4 -5.0 -5 US10 -0.2 -0.3 -0.1 0.0 0 US10U -0.0 -0.1 0.1 0.0 0 US2 -0.2 -0.4 0.1 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 -0.4 -0.6 -0.2 -2.0 -2 VIX -21.2 -22.8 -19.5 -26.0 -26 WHEAT -1.8 -1.9 -1.7 -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 0.1 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.2 0.5 -0.2 0.1 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.1 -0.0 2.1 0.0 -0.2 0.1 -0.1 0.0 -0.0 0.2 0.0 0.2 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN 0.2 -0.1 -0.1 0.1 0.0 0.2 0.1 0.2 0.1 -0.0 0.5 0.1 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.5 0.2 -2.7 0.0 -0.1 0.1 0.0 0.3 0.1 -0.1 -0.1 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL 0.0 -0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.4 0.0 0.3 0.1 -0.0 -0.0 0.1 -0.1 0.0 0.4 -0.0 0.2 -0.1 0.1 -0.1 0.0 0.1 0.2 0.2 -0.0 -0.3 0.7 0.7 0.7 0.7 BTP -0.0 -0.0 -0.1 -0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.5 0.1 0.6 0.2 0.1 0.2 0.2 0.2 0.2 0.0 0.1 0.1 0.3 0.1 -2.7 0.0 0.1 0.1 0.1 0.3 0.1 0.6 0.1 0.2 0.0 0.1 0.4 0.7 0.4 0.7 BUND 0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 0.1 -0.3 0.1 -0.1 -0.1 0.1 0.0 0.1 -0.0 -0.0 0.1 -0.2 0.0 -0.1 0.0 0.1 -0.1 0.1 -0.1 0.0 0.2 0.1 0.2 0.1 -0.2 0.6 0.7 0.7 0.7 BUXL 0.2 0.1 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.4 0.1 -0.6 0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 0.1 -0.4 0.0 -0.3 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 0.1 0.3 -0.1 -0.5 0.4 0.4 -0.1 0.1 CAC 0.3 0.1 0.1 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.4 0.1 0.4 0.1 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.0 0.0 -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 -0.4 -0.2 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 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 -0.6 -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 0.5 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.0 -0.1 0.7 0.7 0.7 0.7 CHF -0.3 -0.2 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.1 -0.0 -0.3 -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 -0.1 0.3 0.2 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.6 -0.5 -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 0.0 -0.0 1.1 -0.5 -0.6 -0.3 0.2 -0.1 0.1 0.1 0.2 COFFEE -0.3 0.5 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.3 0.0 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.2 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.6 0.2 -0.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -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 -0.1 0.4 -0.1 -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 0.1 0.3 0.6 0.6 -0.3 -0.0 -0.0 0.1 COTTON2 -0.3 -0.1 0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -2.1 -0.1 -0.1 -0.2 -0.2 -0.3 -0.1 -0.6 -0.5 -0.2 0.6 0.6 -0.4 -0.6 -0.3 -0.6 CRUDE_W -0.2 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 -0.3 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.4 -0.5 0.7 0.5 -0.1 0.5 DAX 0.5 -0.4 -0.3 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 0.5 0.2 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.5 0.2 -1.6 0.0 -0.0 0.0 0.1 0.2 0.1 -0.0 0.5 0.0 -0.6 -0.6 0.6 0.7 0.7 0.6 DOW -0.1 0.3 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.0 0.6 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -2.2 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 -0.5 -0.6 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 0.1 -0.1 0.7 0.5 0.7 0.6 EUR -0.4 -0.2 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.5 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 0.0 0.1 -0.1 0.4 -0.1 1.7 0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.4 -0.1 0.2 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 EURIBOR-ICE -0.1 -0.1 -0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 0.2 0.1 0.4 -0.0 -0.1 0.3 0.2 0.3 0.2 -0.0 0.0 0.1 0.1 0.0 0.8 -0.0 0.1 -0.0 0.1 0.1 0.0 0.8 0.2 0.1 0.0 -0.1 0.4 0.7 0.5 0.7 EUROSTX 0.5 0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.6 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.2 0.1 0.1 0.3 0.2 -0.9 0.1 -0.1 0.1 0.0 0.1 0.1 0.4 0.0 0.3 -0.2 -0.6 0.7 0.7 0.7 0.6 FEEDCOW 0.2 -0.3 0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.1 0.5 0.1 0.1 0.3 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 -0.2 0.1 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 0.1 0.0 0.0 0.4 0.3 0.4 0.3 0.0 0.1 -0.1 0.1 -0.0 -0.0 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.5 -0.0 0.1 0.3 0.2 0.7 0.3 0.4 0.3 GASOLINE -0.3 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.0 -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 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 0.0 -0.2 -0.3 -0.4 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.2 -0.5 -0.0 -0.2 0.1 -0.1 0.1 -0.1 -0.2 -0.5 -0.0 -0.6 0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.4 -0.0 2.7 -0.0 -0.1 -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 -0.1 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 0.6 0.6 0.3 0.1 0.0 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 0.3 -0.6 0.0 -0.7 -0.2 HEATOIL -0.3 -0.1 0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.3 -0.2 0.2 -0.1 0.0 0.2 0.2 0.2 0.2 0.0 0.1 -0.1 0.1 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.1 -0.2 -0.1 0.5 0.2 -0.3 -0.2 JGB-SGX-mini -0.3 -0.2 -0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.3 -0.1 -0.9 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 -0.1 -0.3 -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 -0.2 -0.3 -0.3 -0.4 -0.2 -0.4 -0.3 -0.3 LEANHOG -0.5 0.0 0.1 -0.1 -0.0 -0.2 -0.1 -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 -0.1 -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 -0.0 -0.2 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.2 0.5 0.1 0.7 0.1 0.2 -0.3 0.3 -0.0 0.2 0.2 0.2 0.2 0.5 0.1 -2.7 0.1 0.1 0.3 0.1 0.4 0.0 1.1 0.5 0.6 0.6 0.6 0.7 0.5 0.7 0.6 LUMBER-new 0.7 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.3 0.2 -0.3 -0.0 -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 -0.0 0.6 0.8 0.8 0.8 0.8 MXP -0.2 0.0 0.3 0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.5 0.0 0.6 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.3 -0.0 0.4 0.0 1.1 0.1 0.6 0.6 0.6 0.2 0.2 0.0 0.3 NASDAQ_micro -0.1 0.1 0.5 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 -0.3 -0.1 0.4 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.5 -0.1 0.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.2 0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.3 0.2 -1.6 0.1 0.0 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 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 1.5 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.0 -0.3 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 0.1 -0.2 0.1 -0.0 0.3 0.2 0.3 0.3 -0.0 -0.1 0.1 -0.1 0.0 0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.8 0.1 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 -0.1 -0.2 -0.1 -0.0 -0.5 -0.1 -0.4 -0.2 -0.2 -0.4 -0.1 -0.4 -0.3 -0.2 -0.2 -0.1 -0.4 -0.2 -2.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.0 -0.3 -0.4 -0.2 -0.1 -0.7 -0.3 -0.7 -0.3 OJ -0.5 -0.2 0.0 -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 -0.1 -0.1 -0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.1 -0.3 -0.2 0.2 0.3 -0.3 -0.4 -0.2 -0.4 PALLAD 0.6 0.3 0.4 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 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 0.1 -0.2 -0.0 -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 -0.0 0.4 0.1 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 -0.4 0.4 -0.0 0.2 0.7 0.2 -0.3 -0.2 REDWHEAT -0.1 -0.1 -0.5 -0.1 -0.0 -0.2 -0.1 -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 -0.2 -0.5 -0.2 1.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.9 -0.3 -0.1 0.4 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -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 -0.3 -0.4 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA -0.3 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 0.1 0.6 0.4 -0.0 0.6 0.1 0.7 RUSSELL -0.1 0.4 0.6 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.5 0.0 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.4 0.1 1.2 0.1 -0.1 0.2 0.0 0.1 0.0 0.0 -0.4 -0.3 0.4 0.6 -0.7 -0.7 -0.7 -0.7 SHATZ 0.1 -0.3 -0.4 -0.0 0.1 -0.0 0.1 -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 0.1 -0.1 -0.0 0.9 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -1.1 0.1 0.1 -0.3 -0.5 0.6 0.7 0.7 0.7 SILVER-mini 0.4 0.6 0.5 0.1 0.0 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 -0.5 0.6 0.6 0.6 0.7 0.7 0.4 0.2 SMI 0.4 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.0 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 0.1 0.2 1.1 0.0 0.0 0.0 0.1 0.0 0.1 0.8 0.5 -0.1 0.0 -0.5 0.7 0.7 0.7 0.7 SOFR -0.6 -0.0 0.3 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.4 -0.1 0.5 -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 0.2 -0.1 -0.5 0.2 0.6 0.1 -0.5 -0.5 -0.7 SOYBEAN -0.3 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 0.1 -0.1 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.0 -0.5 0.0 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 0.3 0.2 0.6 0.6 -0.4 -0.1 -0.4 0.1 SOYMEAL -0.3 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 -2.4 -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 -0.2 -0.5 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 -1.8 -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 -0.4 0.1 0.4 0.1 -0.0 0.1 0.0 0.1 0.1 -0.1 0.4 -0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.2 -0.0 -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.5 -0.6 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.3 0.1 0.6 0.1 -0.0 0.2 0.0 0.1 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.4 -0.5 -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 -0.1 -0.4 -0.1 -2.7 -0.0 -0.1 -0.2 -0.0 -0.2 -0.0 1.0 0.1 0.2 0.4 0.4 -0.7 -0.7 -0.7 -0.7 US10 -0.4 0.2 0.3 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.3 -0.0 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 0.1 0.1 0.0 0.1 0.0 -0.3 -0.0 -0.2 0.4 0.6 -0.4 -0.7 -0.6 -0.7 US10U -0.3 0.3 0.4 -0.0 0.2 -0.0 0.1 -0.1 0.0 0.1 0.4 -0.0 -0.0 0.1 0.2 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.1 0.1 -1.5 0.1 0.1 0.2 0.0 0.1 0.0 -0.4 0.0 -0.1 0.6 0.6 0.2 -0.4 -0.5 -0.7 US2 -0.3 0.1 0.2 -0.0 0.1 -0.0 0.0 -0.1 0.0 0.1 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 0.1 -0.0 0.0 -0.1 0.0 0.1 0.1 0.0 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -1.1 0.1 0.1 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 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 0.0 -0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.1 -0.7 0.1 0.1 0.1 0.0 0.0 0.0 -0.6 -0.0 0.2 0.5 0.5 0.7 0.2 0.0 -0.4 US5 -0.4 0.1 0.3 -0.0 0.1 -0.0 0.1 -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 0.5 -0.3 -0.7 -0.1 0.2 -0.2 0.1 -0.0 -0.0 0.2 -0.8 0.0 -0.6 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 0.2 -0.2 -0.0 NaN -0.1 0.3 -0.2 0.1 -0.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.0 -0.0 -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 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.1 1.8 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -0.9 -0.3 0.2 0.6 0.6 -0.7 -0.6 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -9.5 4.0 4.7 0.1 -11.1 3.8 -10.0 4.4 -5.3 -16.9 18.4 -14.6 4.0 2.3 5.5 -0.9 -1.4 -1.3 -1.3 4.1 7.1 -14.8 3.8 -3.4 15.8 3.4 -19.0 4.3 -9.5 1.0 -1.9 2.9 1.6 6.7 6.2 8.8 20.0 20.0 20.0 20.0 BITCOIN 5.6 -4.5 -4.2 8.2 4.5 6.8 8.8 5.2 9.5 -4.2 18.5 10.5 20.0 8.2 7.6 -6.9 -7.5 -7.4 -7.4 10.7 13.7 11.3 20.0 14.6 -20.0 2.6 -6.3 4.6 4.6 9.1 4.9 -2.1 -5.0 -20.0 -20.0 -20.0 12.4 -3.5 -13.9 -8.4 BOBL 0.5 -0.9 -3.9 -0.2 14.0 -0.8 5.3 -2.8 1.0 14.6 2.7 9.8 -1.9 -1.5 -8.9 20.0 1.5 16.0 7.3 -2.6 -3.6 9.8 -3.4 2.1 3.0 -1.8 17.8 -2.9 9.5 -2.4 2.5 1.0 9.7 4.8 -0.2 -8.0 19.8 20.0 20.0 20.0 BTP -0.8 -0.9 -2.4 -0.2 17.6 -1.1 6.7 -3.5 1.2 17.3 19.5 13.6 15.9 14.2 10.3 7.9 9.0 9.7 9.9 3.5 5.6 9.0 9.4 4.9 -20.0 3.0 14.1 4.5 9.0 7.6 4.7 10.6 2.6 7.2 0.6 2.0 12.1 20.0 12.8 20.0 BUND 1.2 2.6 0.3 -0.2 14.6 -0.9 5.6 -2.9 1.0 15.4 0.4 10.3 -8.5 5.0 -6.0 -5.3 4.8 1.6 4.9 -0.4 -3.8 9.8 -7.2 4.0 -1.0 0.0 15.6 -2.3 8.7 -3.5 3.7 3.3 6.1 6.1 2.1 -7.2 18.6 20.0 20.0 20.0 BUXL 5.7 4.3 -1.7 -0.1 13.7 -0.8 5.2 -2.7 0.9 14.4 -15.0 8.7 -16.7 7.4 -9.3 3.8 2.6 3.6 3.4 -3.7 -11.2 9.1 -16.4 3.5 -2.6 -2.0 12.9 -6.4 7.5 -8.1 3.2 -0.5 3.9 9.2 -2.0 -15.2 11.7 13.0 -3.5 2.9 CAC 9.5 2.6 2.3 6.5 -4.6 5.1 3.0 3.6 6.1 -8.4 14.8 7.5 11.5 12.2 11.9 -4.3 -1.3 -2.6 -1.6 9.8 6.8 6.7 5.2 12.3 1.8 4.7 -6.0 1.2 3.9 -0.9 6.8 7.4 0.7 -2.8 -14.3 -20.0 20.0 20.0 20.0 19.9 CAD -12.8 -11.0 -7.6 0.1 -12.5 4.2 -11.2 4.9 -5.9 -16.4 2.9 -20.0 -1.8 -20.0 -20.0 -7.8 -6.9 -7.6 -7.4 -18.2 -8.4 -20.0 -4.1 -20.0 20.0 -6.6 -9.7 -1.6 -10.9 -0.1 -10.1 -7.1 -2.9 -1.8 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA -3.3 -20.0 -17.0 -3.4 -2.5 -3.2 -2.3 -2.4 -2.8 1.3 -1.2 -5.7 0.9 -8.8 -10.4 -17.4 -8.3 -14.0 -9.5 -10.9 -6.9 -2.0 -1.2 -7.3 3.5 -3.6 -0.5 -2.5 -0.9 -0.7 -2.5 -0.1 5.4 0.3 -1.0 -4.2 20.0 20.0 20.0 20.0 CHF -10.1 -4.9 -3.0 0.1 -8.0 2.7 -7.1 3.1 -3.8 -5.9 12.2 -12.3 11.6 -6.9 -2.1 -15.3 -15.5 -15.3 -15.0 0.3 8.0 -11.2 11.6 -6.0 -0.6 1.7 -6.3 5.2 -6.1 6.4 -2.4 -20.0 -2.3 8.1 5.0 5.8 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -14.1 -3.0 -2.2 -2.8 -2.0 -2.1 -2.5 -8.7 -7.4 -9.6 1.0 -9.9 -8.2 -1.1 12.7 3.8 8.3 -15.5 -8.5 -20.0 2.0 -20.0 -20.0 -2.9 -4.6 -1.1 -5.2 1.4 -4.4 20.0 -20.0 -20.0 -9.3 5.1 -2.7 3.4 2.1 7.1 COFFEE -9.5 16.1 3.1 -3.9 -2.9 -3.6 -2.6 -2.7 -3.2 -6.9 5.4 -2.1 7.5 3.8 7.1 14.4 9.6 12.7 11.0 10.5 9.6 0.3 9.3 5.6 -20.0 3.5 -0.7 3.6 0.1 3.8 1.8 20.0 11.7 7.2 20.0 20.0 8.5 15.2 17.4 20.0 COPPER 20.0 5.0 -8.8 2.8 1.5 2.4 3.1 1.8 3.3 -1.8 -2.9 6.1 -1.7 6.8 -3.8 -5.9 -5.5 -5.3 -5.3 2.6 -0.2 6.3 0.7 7.3 -5.2 1.4 -1.0 1.2 2.1 2.0 2.5 1.2 -9.3 -9.1 -10.5 -9.8 15.3 7.2 16.3 8.6 CORN -2.1 11.6 -4.6 -6.9 -5.1 -6.3 -4.6 -4.8 -5.7 -19.4 -10.6 -17.6 -14.4 7.3 -0.2 -18.6 -18.9 -20.0 -20.0 -0.9 -7.9 -10.3 -15.3 -2.0 10.0 0.3 -15.6 -2.4 -9.3 -8.2 -2.5 -20.0 3.3 8.6 20.0 20.0 -8.1 -0.5 -0.1 1.8 COTTON2 -8.3 -3.7 1.0 -7.7 -5.7 -7.1 -5.2 -5.4 -6.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -14.0 -17.1 -15.6 -14.3 -14.6 -20.0 -20.0 -18.0 -15.5 -7.3 -16.3 -6.3 -14.5 -9.2 -11.1 -11.0 -19.1 -6.1 18.3 20.0 -12.4 -19.4 -9.3 -16.7 CRUDE_W -5.5 -1.8 1.4 -0.3 -15.1 2.0 -9.4 1.3 -4.6 -16.1 -2.4 -15.4 -9.4 -13.5 -13.2 4.0 7.3 6.2 6.5 -4.8 -3.3 -14.6 -5.4 -9.3 3.2 -4.8 -13.5 -3.6 -9.3 -4.0 -6.8 -2.9 -3.3 -1.6 -11.5 -15.5 20.0 13.6 -2.0 16.2 DAX 15.2 -12.6 -10.5 6.3 -4.4 4.9 2.9 3.5 5.9 5.6 16.8 15.1 18.4 11.2 5.9 -6.7 -6.5 -6.0 -5.7 6.3 9.2 17.1 20.0 14.2 -11.8 1.5 -0.0 1.1 7.7 5.5 6.1 -0.7 20.0 0.8 -20.0 -20.0 19.0 20.0 20.0 19.4 DOW -2.2 9.0 17.9 6.6 -4.7 5.2 3.1 3.7 6.2 -15.2 20.0 0.5 17.2 14.6 20.0 -9.9 -8.4 -9.0 -8.2 20.0 20.0 -6.8 18.8 9.8 -16.6 7.0 -12.4 6.8 -3.1 5.0 3.4 -4.3 -20.0 -17.6 5.1 12.6 -20.0 -20.0 -20.0 -20.0 DX 13.3 7.2 9.0 0.0 -6.8 2.3 -6.1 2.7 -3.2 8.2 -10.7 11.1 -11.1 9.1 1.4 5.5 6.1 5.9 5.9 2.2 -5.4 13.9 -9.5 8.6 -20.0 1.5 8.7 -2.4 8.6 -4.3 5.2 15.4 20.0 20.0 2.1 -4.1 20.0 14.7 20.0 16.8 EUR -11.5 -4.8 -3.9 0.1 -8.3 2.8 -7.4 3.3 -3.9 -10.2 14.1 -13.7 13.8 -9.7 2.9 -7.0 -7.5 -7.3 -7.4 0.3 9.5 -14.7 13.8 -7.9 12.6 0.7 -10.5 5.5 -9.5 7.3 -4.6 -7.6 -6.2 5.9 -1.6 4.5 -20.0 -20.0 -20.0 -20.0 EURIBOR-ICE -2.6 -2.6 -7.2 -0.1 11.7 -0.7 4.4 -2.3 0.8 12.6 8.0 7.2 10.5 -3.5 -5.6 12.8 10.3 13.0 12.5 -1.5 0.4 8.0 5.0 1.1 6.4 -1.2 14.5 -0.6 7.6 1.8 1.5 14.1 9.2 1.6 0.1 -4.0 12.8 20.0 14.9 20.0 EUROSTX 15.0 4.2 -0.0 6.5 -4.6 5.1 3.0 3.6 6.1 -8.3 19.5 12.2 17.7 16.6 17.0 -3.3 -1.0 -2.5 -1.7 15.7 12.2 8.8 12.8 18.2 -6.5 5.6 -6.7 2.7 3.5 1.9 7.3 7.5 0.6 9.3 -6.2 -17.2 20.0 20.0 20.0 18.3 FEEDCOW 4.8 -10.0 15.6 -4.3 -3.2 -4.0 -2.9 -3.0 -3.6 12.5 13.4 12.7 13.8 11.2 12.6 17.4 6.9 16.7 12.7 20.0 20.0 20.0 20.0 19.9 -20.0 4.9 8.2 6.6 6.4 7.2 4.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -5.3 2.7 7.0 -0.3 -13.2 1.8 -8.3 1.2 -4.0 -14.7 6.3 -13.6 2.0 1.0 0.7 20.0 13.1 19.5 15.9 4.0 6.1 -11.4 3.5 -2.9 -0.3 2.8 -11.1 4.3 -6.8 2.4 -1.6 9.6 -2.0 4.1 9.2 7.3 19.9 10.3 13.0 9.8 GASOLINE -9.5 -1.1 2.8 -0.3 -15.1 2.0 -9.4 1.3 -4.6 -14.7 4.4 -12.7 -0.4 -9.2 -7.5 19.1 20.0 20.0 20.0 -2.1 1.1 -13.9 0.5 -8.2 -20.0 -4.4 -14.2 -1.9 -9.9 -0.7 -7.3 20.0 0.1 -4.6 -8.5 -13.3 20.0 20.0 20.0 20.0 GAS_US_mini 9.2 5.3 -16.4 -0.4 -19.3 2.6 -12.0 1.7 -5.8 -16.9 -20.0 -0.1 -17.3 2.0 -19.7 -20.0 -20.0 -20.0 -20.0 -10.8 -18.8 -5.7 -16.5 -1.5 20.0 -4.1 -14.6 -7.4 -3.1 -5.7 0.1 -20.0 20.0 13.0 -2.1 -20.0 -1.9 -20.0 -20.0 -20.0 GBP -12.7 -6.0 -6.7 0.1 -12.0 4.0 -10.7 4.7 -5.6 -13.2 14.8 -16.2 17.4 -11.6 -4.0 0.6 -0.2 0.1 -0.1 -3.2 6.8 -16.8 14.6 -10.6 1.0 0.4 -13.7 5.8 -11.1 9.3 -5.6 4.9 3.9 1.5 -0.8 -2.1 9.4 -2.8 6.4 -0.9 GOLD_micro 18.0 20.0 9.6 6.6 3.6 5.5 7.1 4.2 7.6 11.0 20.0 17.7 20.0 20.0 20.0 -12.9 -11.7 -12.2 -11.5 20.0 20.0 20.0 20.0 20.0 -20.0 7.2 4.5 5.5 7.6 5.0 8.4 -9.1 20.0 20.0 20.0 7.9 -19.3 1.4 -20.0 -5.5 HEATOIL -7.8 -1.9 6.2 -0.3 -15.3 2.1 -9.6 1.4 -4.6 -15.4 9.7 -14.2 4.5 -6.3 0.3 7.8 8.6 8.9 8.6 0.9 5.7 -13.2 4.8 -6.5 -20.0 -2.6 -13.7 1.6 -9.2 3.3 -6.1 0.6 -1.7 1.6 -7.2 -3.7 14.2 5.7 -10.0 -5.9 JGB-SGX-mini -8.0 -6.0 -7.6 -0.1 8.3 -0.5 3.2 -1.7 0.6 4.1 -9.6 -6.0 -9.0 -9.3 -10.4 2.7 12.8 8.5 11.0 -8.7 -9.3 0.1 -9.7 -6.2 -6.4 -3.5 5.2 -3.5 0.4 -3.8 -2.4 15.1 -4.7 -8.9 -12.0 -11.9 -20.0 -18.1 -18.5 -20.0 JPY -9.3 -4.9 -9.7 0.0 -6.3 2.1 -5.7 2.5 -3.0 -8.5 -8.5 -9.6 -5.6 -7.6 -9.9 -9.7 -11.0 -10.2 -10.2 -9.0 -6.2 -17.2 -4.4 -12.7 20.0 -3.2 -6.9 -1.9 -8.0 -1.3 -5.4 -12.8 -9.9 -8.0 -10.1 -12.8 -6.6 -10.5 -10.3 -10.3 LEANHOG -15.9 0.4 4.0 -7.2 -5.3 -6.6 -4.8 -5.0 -5.9 -20.0 19.3 -20.0 19.2 -0.6 9.5 20.0 20.0 20.0 20.0 6.9 16.3 -20.0 18.3 -7.8 -0.0 2.6 -14.9 5.9 -11.1 7.1 -3.6 20.0 -20.0 -0.1 20.0 20.0 20.0 14.4 20.0 20.0 LIVECOW -1.4 -4.9 15.8 -5.8 -4.3 -5.4 -3.9 -4.0 -4.8 16.7 17.7 12.4 18.2 9.6 15.2 -16.6 12.5 -1.9 8.1 18.1 20.0 19.8 20.0 12.6 -20.0 5.9 11.7 9.9 7.6 12.3 4.5 20.0 20.0 20.0 20.0 20.0 20.0 13.7 20.0 19.4 LUMBER-new 19.9 -15.7 -10.6 -5.0 -3.7 -4.6 -3.3 -3.4 -4.1 13.5 -10.7 14.3 -8.1 -2.4 -9.7 -20.0 -20.0 -20.0 -20.0 -9.2 -12.2 10.9 -8.8 3.0 NaN -2.1 3.0 -2.5 3.2 -1.2 1.1 -20.0 20.0 20.0 -1.3 15.3 20.0 20.0 20.0 20.0 MXP -5.6 0.5 9.2 0.1 -12.6 4.3 -11.3 5.0 -6.0 -13.4 20.0 1.7 17.6 18.6 20.0 13.5 12.7 13.1 12.6 19.3 20.0 -4.0 20.0 8.8 -20.0 8.9 -10.0 11.8 -2.1 10.4 4.2 20.0 3.1 20.0 20.0 20.0 6.1 7.4 0.3 9.7 NASDAQ_micro -3.3 2.3 15.2 6.1 -4.3 4.8 2.8 3.4 5.8 -7.2 20.0 7.0 19.2 16.5 19.4 -11.2 -9.0 -10.3 -9.3 20.0 20.0 5.9 20.0 18.2 -20.0 7.2 -5.4 6.9 1.9 5.7 5.6 -5.8 -5.6 10.9 5.8 20.0 -20.0 -20.0 -20.0 -20.0 NIKKEI -14.5 -2.9 11.7 4.6 -3.3 3.6 2.2 2.6 4.4 1.8 15.4 7.8 13.1 12.6 14.6 1.2 8.7 5.8 7.7 18.5 16.2 14.0 11.3 17.8 -12.1 5.6 1.3 4.4 4.7 2.4 5.5 20.0 20.0 20.0 20.0 20.0 7.2 14.0 20.0 20.0 NZD -15.2 -8.5 -8.7 0.1 -8.2 2.8 -7.3 3.2 -3.8 -14.0 1.4 -14.4 -3.7 -13.3 -13.4 -3.8 -2.7 -3.7 -3.3 -11.3 -6.1 -16.2 -3.0 -14.1 11.3 -4.1 -9.6 -2.0 -7.5 -1.2 -6.0 0.0 0.1 -10.6 -15.8 -12.1 20.0 18.6 20.0 20.0 OAT 1.6 -0.9 -3.4 -0.1 12.8 -0.8 4.9 -2.6 0.9 14.1 0.2 7.1 -5.8 4.8 -4.2 16.6 10.2 16.2 14.1 -2.8 -4.7 7.3 -5.5 1.7 1.4 -1.9 12.1 -3.0 6.1 -2.7 1.5 14.9 2.9 2.8 -5.2 -9.8 14.6 20.0 14.2 20.0 OATIES -1.0 -14.9 -17.8 -6.9 -5.1 -6.4 -4.7 -4.8 -5.7 -4.4 -20.0 -13.1 -11.3 -19.7 -20.0 -20.0 -6.4 -20.0 -12.8 -20.0 -20.0 -15.7 -13.3 -20.0 -15.4 -7.8 -1.2 -6.2 -6.2 -4.1 -7.8 -0.6 -14.0 -13.4 -4.8 -2.5 -20.0 -10.4 -20.0 -9.9 OJ -16.2 -7.4 0.3 -2.3 -1.7 -2.1 -1.6 -1.6 -1.9 -6.7 -3.5 -7.3 -4.9 -6.5 -3.2 -1.8 5.9 0.8 2.8 -5.4 -4.8 -12.4 -5.5 -8.9 -20.0 -1.7 -4.9 -1.6 -4.6 -1.7 -3.0 20.0 -12.1 -5.6 5.3 8.0 -9.6 -12.5 -5.1 -10.6 PALLAD 20.0 8.1 10.8 4.4 2.4 3.7 4.8 2.8 5.1 10.7 8.3 12.7 5.8 12.4 9.1 -3.3 -3.0 -3.1 -3.0 15.6 10.9 20.0 7.0 20.0 20.0 4.2 7.9 3.5 8.2 2.9 6.2 5.4 13.6 4.1 -5.4 -1.0 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 10.0 18.2 5.1 2.8 4.2 5.5 3.2 5.9 -0.1 14.3 13.0 11.9 14.3 14.5 -3.7 -3.5 -3.2 -3.1 20.0 20.0 20.0 20.0 20.0 1.4 5.4 0.7 5.4 4.6 4.9 5.9 4.9 -18.2 12.0 -0.4 7.0 20.0 7.4 -8.5 -6.3 REDWHEAT -3.9 -4.1 -14.2 -7.4 -5.5 -6.9 -5.0 -5.2 -6.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.6 -20.0 -18.8 -20.0 -20.0 -19.7 -20.0 -19.6 7.5 -8.2 -12.0 -8.0 -10.9 -9.6 -9.4 -16.0 -12.6 -2.6 12.3 15.1 -20.0 -20.0 -20.0 -20.0 RICE -10.7 -20.0 -20.0 -3.7 -2.7 -3.4 -2.5 -2.5 -3.0 -9.4 -12.2 -10.8 -11.7 -11.9 -12.3 -18.5 -9.3 -17.5 -15.6 -20.0 -20.0 -15.7 -18.8 -18.4 -1.8 -4.4 -3.5 -4.4 -3.9 -4.6 -4.2 -7.6 -11.1 -10.7 -13.3 -7.8 -9.6 -8.3 -4.1 -7.9 ROBUSTA -10.7 20.0 5.5 -2.4 -1.8 -2.2 -1.6 -1.7 -2.0 2.9 -0.8 -0.5 -0.6 1.6 3.6 8.9 14.9 14.3 14.4 3.7 0.8 2.7 -0.2 3.1 -20.0 1.2 0.2 0.3 0.7 0.1 0.9 20.0 14.7 4.6 20.0 13.0 -0.3 17.6 4.3 20.0 RUSSELL -3.1 13.3 20.0 6.0 -4.3 4.8 2.8 3.4 5.7 -9.0 19.0 3.1 10.9 15.6 18.6 -6.0 -5.5 -5.6 -5.3 20.0 20.0 0.5 13.2 12.9 9.2 6.8 -5.7 6.2 0.0 3.5 4.1 0.5 -15.2 -8.9 11.6 18.0 -20.0 -20.0 -20.0 -20.0 SHATZ 2.3 -8.5 -13.2 -0.1 13.2 -0.8 5.0 -2.6 0.9 15.6 -6.2 10.0 0.8 -7.4 -14.7 -20.0 -19.5 -20.0 -19.2 -10.1 -10.0 8.3 -5.3 -2.2 7.0 -4.7 10.9 -4.8 5.5 -2.4 -0.5 -20.0 5.5 4.3 -9.1 -15.3 17.3 19.6 20.0 20.0 SILVER-mini 12.7 19.7 16.4 7.3 4.0 6.1 7.9 4.7 8.5 -2.9 20.0 17.6 20.0 20.0 20.0 -7.9 -6.9 -7.5 -7.0 20.0 20.0 20.0 20.0 20.0 -11.2 8.3 0.6 6.8 5.2 5.0 8.1 -1.2 -19.7 20.0 20.0 20.0 20.0 20.0 11.6 4.7 SMI 10.9 8.6 1.7 4.9 -3.4 3.8 2.3 2.7 4.6 8.6 6.3 12.1 5.3 11.6 9.5 5.2 2.9 3.1 2.6 10.1 5.1 19.2 4.0 16.7 8.2 3.6 2.7 1.3 6.9 0.6 6.0 14.4 20.0 -3.2 1.3 -14.1 20.0 20.0 20.0 20.0 SOFR -17.1 -1.4 8.4 -0.2 16.0 -1.0 6.1 -3.2 1.1 9.7 16.7 -10.8 13.4 -8.5 7.7 6.7 5.0 7.0 6.4 4.9 13.5 -2.0 14.2 -3.5 -20.0 2.5 5.3 6.4 -0.8 6.2 -1.7 4.2 -5.6 -15.5 7.3 19.6 4.1 -14.3 -14.9 -20.0 SOYBEAN -8.6 -0.1 3.0 -7.0 -5.1 -6.4 -4.7 -4.8 -5.7 -3.4 3.3 -8.7 -10.8 -6.4 1.8 -5.2 -7.4 -8.9 -9.2 -1.3 -0.6 -4.6 -7.1 -3.6 -3.9 2.9 -6.9 4.1 -2.8 -1.6 -0.9 -0.2 13.3 6.9 20.0 20.0 -13.3 -2.9 -10.8 1.7 SOYMEAL -8.3 -5.4 -1.4 -7.0 -5.2 -6.5 -4.7 -4.8 -5.8 -2.4 -19.0 -11.4 -20.0 -15.8 -16.4 -20.0 -16.3 -20.0 -19.8 -15.0 -19.2 -6.9 -20.0 -11.9 -17.9 -5.3 -3.4 -7.2 -3.7 -11.4 -5.2 -16.8 20.0 -5.3 19.4 15.9 -19.1 -20.0 -14.8 -20.0 SOYOIL -7.2 -15.4 -1.7 -5.4 -4.0 -5.0 -3.6 -3.8 -4.5 -1.6 5.6 -7.8 8.8 -12.2 -9.1 -8.0 -3.6 -6.2 -4.7 -7.5 1.0 -1.6 7.6 -6.7 -13.2 -3.1 -2.6 0.4 -0.6 2.4 -2.7 7.4 15.1 5.8 8.9 20.0 -20.0 -11.4 -20.0 -12.3 SP400 -11.7 1.9 12.4 5.6 -4.0 4.4 2.6 3.1 5.3 -13.8 15.8 -9.7 7.6 1.8 11.5 -6.5 -6.0 -6.1 -5.9 6.2 9.8 -12.7 7.2 -2.5 -1.6 3.6 -16.6 4.2 -7.5 2.1 -1.2 -0.5 -20.0 -20.0 -10.7 -1.9 -20.0 -20.0 -20.0 -20.0 SP500_micro -8.7 3.5 19.5 7.2 -5.1 5.7 3.4 4.0 6.8 -9.5 20.0 5.5 20.0 19.1 20.0 -12.4 -9.9 -11.2 -10.0 20.0 20.0 0.2 20.0 17.6 -20.0 8.4 -10.3 8.1 -0.4 6.2 5.4 -7.1 -19.9 -2.8 8.8 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 4.0 -2.0 -7.6 -5.4 -4.0 -5.0 -3.7 -3.8 -4.5 -13.5 -15.5 -2.9 -15.4 -9.0 -10.7 6.3 5.9 -3.0 -1.7 -9.0 -12.7 -5.9 -14.0 -5.5 -20.0 -4.5 -8.1 -6.3 -3.7 -6.6 -2.8 18.3 6.1 6.7 12.8 12.1 -20.0 -20.0 -20.0 -20.0 US10 -11.5 5.6 10.2 -0.1 12.7 -0.8 4.8 -2.5 0.9 9.6 12.1 -3.8 2.7 3.2 9.9 2.7 -0.4 2.0 1.1 6.7 8.9 2.6 5.6 2.1 -5.1 4.0 5.6 5.2 1.6 3.7 1.5 -4.9 -0.7 -4.8 11.8 17.2 -11.9 -20.0 -18.1 -20.0 US10U -9.3 8.6 11.2 -0.2 17.4 -1.0 6.6 -3.5 1.2 13.8 14.5 -2.1 -0.8 8.0 14.5 2.0 -1.9 -0.5 -1.3 11.5 11.8 5.5 4.9 6.1 -11.0 6.4 7.0 6.7 2.8 3.9 3.4 -8.4 0.5 -2.9 20.0 20.0 5.4 -12.8 -15.3 -20.0 US2 -9.3 3.6 5.8 -0.1 11.7 -0.7 4.5 -2.3 0.8 9.0 4.6 -2.1 -2.7 -1.5 5.5 -10.0 -15.8 -12.0 -13.2 2.7 4.1 1.4 1.8 0.2 18.5 2.3 4.5 3.4 1.2 2.9 0.6 -20.0 0.6 -3.3 5.5 9.6 -9.2 -10.2 -12.3 -20.0 US20 -3.8 12.0 11.4 -0.1 11.9 -0.7 4.5 -2.4 0.8 10.5 4.7 3.7 -6.2 10.2 12.0 4.8 2.8 4.5 3.8 9.1 6.5 6.8 0.1 7.2 -8.0 4.8 5.7 3.9 3.2 1.4 3.5 0.3 1.4 4.6 16.4 17.9 20.0 11.6 -1.8 -12.3 US30 -2.2 12.2 9.9 -0.1 13.7 -0.8 5.2 -2.7 0.9 11.4 0.4 3.3 -10.7 11.8 12.6 -5.1 -3.6 -4.7 -3.9 8.3 4.0 7.4 -3.7 7.4 -5.1 5.2 7.7 3.6 4.1 0.1 4.2 -11.8 -0.8 5.9 15.6 16.1 20.0 7.3 0.8 -13.3 US5 -12.3 2.7 8.1 -0.1 13.5 -0.8 5.2 -2.7 0.9 9.4 12.2 -6.1 3.6 -2.1 7.5 -0.9 -3.7 -2.0 -2.5 4.5 8.3 0.6 6.3 -0.4 0.6 3.2 5.2 5.4 0.7 4.8 0.2 -10.8 -2.5 -7.1 7.9 14.7 -12.8 -15.7 -15.1 -20.0 VIX 9.4 -6.6 -12.8 -6.2 17.2 -4.9 6.3 -0.8 -1.3 15.0 -19.3 1.0 -9.7 -16.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.2 -11.8 11.1 -5.1 -2.4 NaN -6.9 19.9 -5.8 7.4 -1.1 -1.3 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 0.6 -0.5 -13.4 -7.6 -5.6 -7.0 -5.1 -5.3 -6.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.5 -18.3 -18.6 -18.4 -16.7 -20.0 -16.8 -20.0 -13.5 13.6 -7.1 -18.2 -7.1 -12.3 -9.2 -8.3 -17.1 -10.6 6.8 20.0 19.7 -20.0 -19.2 -20.0 -20.0 End of report for caleb_strategy_v3