******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251013_204355 produced at 2025-10-13 21:39:28.299001 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.90 0.0 0.00 0.00 0.00 0.00 -20.27 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -2.82 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.23 0.0 999.00 -999.00 -0.27 -0.27 -22.26 999999999.0 -26 -26 caleb_strategy_v3 CAD False False 0.04 -0.18 -0.14 0.0 1.02 -1.02 -0.18 -0.18 -3.86 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 -4.47 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.07 -0.07 0.0 0.00 -0.07 -0.07 -0.07 -15.86 26.0 -15 -15 caleb_strategy_v3 CHF False False 0.08 -0.15 -0.07 0.0 1.00 -1.00 -0.15 -0.15 -0.93 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -9.43 59.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.73 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.91 2.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.32 -0.32 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.04 0.0 0.69 -0.69 0.00 0.00 -1.05 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.14 -0.04 0.0 0.75 -0.75 -0.14 -0.14 -3.09 66.0 -12 -12 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.03 0.0 1.00 -1.00 -0.07 -0.07 -0.45 14.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.79 18.0 -6 -6 caleb_strategy_v3 SP500_micro False False 0.02 -0.07 -0.03 0.0 0.79 -0.79 -0.07 -0.07 -2.02 48.0 -4 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -1.89 9.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -2.06 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.23 8.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.20 12.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 -0.02 0.0 0.56 -0.56 0.00 0.00 -0.82 23.0 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 COCOA False False 0.03 -0.03 -0.02 0.0 0.75 -0.75 -0.03 -0.03 -0.63 26.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.64 5.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.02 0.0 0.14 -0.14 -0.05 -0.05 -0.41 3.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.80 3.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.95 -0.95 0.00 0.00 -0.11 17.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 24.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.01 0.0 0.18 -0.18 -0.03 -0.03 -0.27 7.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.47 10.0 -1 -1 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.01 0.0 1.35 -1.35 -0.11 -0.11 -0.23 25.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.06 999999999.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.00 0.0 0.74 -0.74 0.00 0.00 0.07 13.0 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 0.20 3.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.03 4.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 -0.00 0.0 0.59 -0.59 0.00 0.00 -0.05 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 -0.35 51.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.05 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.36 -0.36 0.00 0.00 0.12 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 1.31 68.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.02 0.25 23.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.13 0.01 0.0 999.00 -999.00 0.13 0.13 0.15 999999999.0 2 2 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 0.13 6.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.01 0.0 0.90 -0.90 0.00 0.00 0.32 22.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.29 2.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.34 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.13 -0.13 0.03 0.03 1.04 4.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.14 -1.14 0.00 0.00 1.33 56.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.81 -0.81 0.00 0.00 2.91 58.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.04 0.0 0.74 -0.74 0.00 0.00 0.49 10.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.41 -0.41 0.00 0.00 0.89 10.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.18 12.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 1.12 999999999.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.19 0.05 0.0 999.00 -999.00 0.19 0.19 0.73 999999999.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.06 0.0 0.64 -0.64 0.13 0.13 1.99 20.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.61 -0.61 0.00 0.00 2.39 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 5.33 13.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.09 0.28 0.09 0.0 0.74 -0.74 0.28 0.28 1.02 8.0 3 3 caleb_strategy_v3 BOBL False False 0.07 0.00 0.10 0.0 1.29 -1.29 0.00 0.00 1.43 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.10 0.0 0.82 -0.82 0.00 0.00 2.13 17.0 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 BTP False False 0.07 0.00 0.13 0.0 0.69 -0.69 0.00 0.00 1.86 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.28 0.14 0.0 0.70 -0.70 0.28 0.28 1.94 10.0 4 4 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.21 0.0 0.55 -0.55 0.17 0.18 14.11 36.0 11 12 caleb_strategy_v3 MXP False False 0.01 0.40 0.43 0.0 0.79 -0.79 0.40 0.40 32.34 60.0 30 30 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.97 0.0 1.40 -1.40 0.00 0.00 14.11 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.0 Shocked risk 48.9 Sum abs risk 53.4 Leverage 6.36 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2031323.65, 'annual_cash_vol_target': 507830.9125, 'daily_cash_vol_target': 31739.43203125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6522 0.5714 9.1431 BITCOIN 2217.4501 115540.0000 1.9192 30.7073 BOBL 0.1819 118.3500 0.1537 2.4586 BTP 0.4329 120.7700 0.3585 5.7353 BUND 0.3718 129.4100 0.2873 4.5964 BUXL 0.9278 116.0400 0.7996 12.7934 CAC 64.7937 7927.0000 0.8174 13.0781 CAD 0.0024 0.7144 0.3305 5.2877 CANOLA 7.4434 622.6000 1.1955 19.1287 CHF 0.0059 1.2526 0.4708 7.5331 COCOA 128.1963 5897.0000 2.1739 34.7828 COFFEE 7.5339 365.2500 2.0627 33.0025 COPPER 0.0926 5.1240 1.8074 28.9190 CORN 4.0654 452.0000 0.8994 14.3908 COTTON2 0.6927 63.5400 1.0902 17.4436 CRUDE_W 0.9641 59.4600 1.6214 25.9422 DAX 176.9948 24508.0000 0.7222 11.5551 DOW 330.8451 46205.0000 0.7160 11.4566 DX 0.3991 99.0150 0.4031 6.4495 EUR 0.0052 1.1608 0.4460 7.1355 EURIBOR-ICE 0.0321 97.8550 0.0328 0.5244 EUROSTX 46.8136 5581.0000 0.8388 13.4208 FEEDCOW 3.2484 373.4750 0.8698 13.9163 GASOIL 10.7977 641.7500 1.6825 26.9207 GASOLINE 0.0309 1.7766 1.7380 27.8077 GAS_US_mini 0.0944 3.7500 2.5172 40.2757 GBP 0.0060 1.3335 0.4532 7.2509 GOLD_micro 32.8912 4120.7000 0.7982 12.7711 HEATOIL 0.0357 2.2127 1.6144 25.8307 JGB-SGX-mini 0.2336 136.3800 0.1713 2.7403 JPY 0.0000 0.0066 0.6889 11.0230 LEANHOG 1.1142 87.0000 1.2806 20.4902 LIVECOW 1.7414 244.5500 0.7121 11.3932 LUMBER-new 8.1852 644.5000 1.2700 20.3200 MXP 0.0003 0.0538 0.5778 9.2447 NASDAQ_micro 228.4353 24892.7500 0.9177 14.6829 NIKKEI 569.9142 46975.0000 1.2132 19.4117 NZD 0.0034 0.5745 0.5962 9.5386 OAT 0.3911 122.1300 0.3202 5.1231 OATIES 4.4749 318.7500 1.4039 22.4623 OJ 6.2836 206.0500 3.0496 48.7929 PALLAD 31.8396 1528.0000 2.0837 33.3399 PLAT 26.3293 1683.2000 1.5642 25.0278 REDWHEAT 6.8527 503.2500 1.3617 21.7869 RICE 0.1406 11.0100 1.2771 20.4334 ROBUSTA 97.0771 4464.0000 2.1747 34.7947 RUSSELL 31.6254 2470.6000 1.2801 20.4811 SHATZ 0.0501 107.1450 0.0468 0.7487 SILVER-mini 0.8046 50.6500 1.5885 25.4167 SMI 87.9770 12498.0000 0.7039 11.2629 SOFR 0.0500 96.8200 0.0516 0.8264 SOYBEAN 8.1659 1057.7500 0.7720 12.3522 SOYMEAL 2.8661 284.5000 1.0074 16.1189 SOYOIL 0.6723 51.2400 1.3121 20.9943 SP400 36.4252 3242.5000 1.1234 17.9739 SP500_micro 56.0136 6688.7500 0.8374 13.3989 SUGAR11 0.2446 15.1300 1.6169 25.8703 US10 0.3244 113.1719 0.2866 4.5863 US10U 0.4460 115.9062 0.3848 6.1563 US2 0.0844 104.3789 0.0808 1.2934 US20 0.6543 117.9062 0.5550 8.8795 US30 0.9582 121.9375 0.7858 12.5735 US5 0.2160 109.6172 0.1970 3.1521 VIX 0.4803 21.0500 2.2819 36.5102 WHEAT 6.5618 570.5000 1.1502 18.4029 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 652.20 0.57 372.70 1.00 372.70 31739.43 85.16 10.78 91.84 BITCOIN 115.54 1.92 221.75 1.00 221.75 31739.43 143.13 -6.08 -86.97 BOBL 1183.50 0.15 181.86 1.16 210.41 31739.43 150.85 9.32 140.53 BTP 1207.70 0.36 432.91 1.16 500.88 31739.43 63.37 8.57 54.32 BUND 1294.10 0.29 371.76 1.16 430.13 31739.43 73.79 6.59 48.63 BUXL 1160.40 0.80 927.84 1.16 1073.51 31739.43 29.57 -0.92 -2.72 CAC 792.70 0.82 647.94 1.16 749.66 31739.43 42.34 8.14 34.46 CAD 714.45 0.33 236.11 1.00 236.11 31739.43 134.42 -11.06 -148.65 CANOLA 124.52 1.20 148.87 0.71 106.77 31739.43 297.26 -0.48 -14.34 CHF 1565.75 0.47 737.18 1.00 737.18 31739.43 43.06 -8.28 -35.63 COCOA 589.70 2.17 1281.96 1.00 1281.96 31739.43 24.76 -10.47 -25.92 COFFEE 1369.69 2.06 2825.20 1.00 2825.20 31739.43 11.23 8.73 9.81 COPPER 1281.00 1.81 2315.32 1.00 2315.32 31739.43 13.71 1.04 1.42 CORN 226.00 0.90 203.27 1.00 203.27 31739.43 156.14 -5.79 -90.34 COTTON2 317.70 1.09 346.36 1.00 346.36 31739.43 91.64 -20.00 -183.27 CRUDE_W 594.60 1.62 964.08 1.00 964.08 31739.43 32.92 -1.80 -5.92 DAX 245.08 0.72 176.99 1.16 204.78 31739.43 154.99 5.49 85.17 DOW 231.02 0.72 165.42 1.00 165.42 31739.43 191.87 -6.93 -132.97 DX 990.15 0.40 399.12 1.00 399.12 31739.43 79.52 5.40 42.93 EUR 1451.00 0.45 647.10 1.00 647.10 31739.43 49.05 -3.54 -17.36 EURIBOR-ICE 2446.38 0.03 80.18 1.16 92.77 31739.43 342.14 12.08 413.24 EUROSTX 558.10 0.84 468.14 1.16 541.63 31739.43 58.60 9.92 58.15 FEEDCOW 1867.38 0.87 1624.18 1.00 1624.18 31739.43 19.54 15.67 30.61 GASOIL 641.75 1.68 1079.77 1.00 1079.77 31739.43 29.39 8.14 23.94 GASOLINE 746.17 1.74 1296.83 1.00 1296.83 31739.43 24.47 0.55 1.35 GAS_US_mini 93.75 2.52 235.99 1.00 235.99 31739.43 134.49 -10.87 -146.22 GBP 833.44 0.45 377.70 1.00 377.70 31739.43 84.03 1.44 12.14 GOLD_micro 412.07 0.80 328.91 1.00 328.91 31739.43 96.50 4.03 38.85 HEATOIL 929.33 1.61 1500.34 1.00 1500.34 31739.43 21.15 -4.52 -9.55 JGB-SGX-mini 136380.00 0.17 23357.79 0.01 152.78 31739.43 207.75 -9.00 -186.91 JPY 826.00 0.69 569.06 1.00 569.06 31739.43 55.77 -7.28 -40.59 LEANHOG 348.00 1.28 445.66 1.00 445.66 31739.43 71.22 12.30 87.59 LIVECOW 978.20 0.71 696.55 1.00 696.55 31739.43 45.57 14.08 64.16 LUMBER-new 177.24 1.27 225.09 1.00 225.09 31739.43 141.01 0.58 8.13 MXP 269.15 0.58 155.51 1.00 155.51 31739.43 204.09 10.78 220.05 NASDAQ_micro 497.86 0.92 456.87 1.00 456.87 31739.43 69.47 -5.07 -35.23 NIKKEI 46975.00 1.21 56991.42 0.01 372.77 31739.43 85.15 15.29 130.16 NZD 574.50 0.60 342.50 1.00 342.50 31739.43 92.67 -0.19 -1.81 OAT 1221.30 0.32 391.06 1.16 452.45 31739.43 70.15 8.08 56.71 OATIES 159.38 1.40 223.75 1.00 223.75 31739.43 141.85 -20.00 -283.71 OJ 309.08 3.05 942.54 1.00 942.54 31739.43 33.67 -9.81 -33.03 PALLAD 1528.00 2.08 3183.96 1.00 3183.96 31739.43 9.97 8.58 8.55 PLAT 841.60 1.56 1316.46 1.00 1316.46 31739.43 24.11 10.81 26.07 REDWHEAT 251.62 1.36 342.63 1.00 342.63 31739.43 92.63 -18.16 -168.24 RICE 220.20 1.28 281.22 1.00 281.22 31739.43 112.87 -17.21 -194.24 ROBUSTA 446.40 2.17 970.77 1.00 970.77 31739.43 32.70 5.83 19.05 RUSSELL 123.53 1.28 158.13 1.00 158.13 31739.43 200.72 1.97 39.63 SHATZ 1071.45 0.05 50.14 1.16 58.01 31739.43 547.13 -0.21 -11.62 SILVER-mini 1266.25 1.59 2011.49 1.00 2011.49 31739.43 15.78 13.57 21.41 SMI 1249.80 0.70 879.77 1.24 1091.64 31739.43 29.07 14.60 42.46 SOFR 2420.50 0.05 125.02 1.00 125.02 31739.43 253.88 -1.83 -46.34 SOYBEAN 528.88 0.77 408.30 1.00 408.30 31739.43 77.74 -3.76 -29.19 SOYMEAL 284.50 1.01 286.61 1.00 286.61 31739.43 110.74 -20.00 -221.48 SOYOIL 307.44 1.31 403.41 1.00 403.41 31739.43 78.68 -6.36 -50.03 SP400 3242.50 1.12 3642.52 1.00 3642.52 31739.43 8.71 -8.04 -7.01 SP500_micro 334.44 0.84 280.07 1.00 280.07 31739.43 113.33 -7.65 -86.66 SUGAR11 169.46 1.62 273.99 1.00 273.99 31739.43 115.84 -13.42 -155.48 US10 1131.72 0.29 324.40 1.00 324.40 31739.43 97.84 -0.92 -9.00 US10U 1159.06 0.38 445.97 1.00 445.97 31739.43 71.17 0.74 5.24 US2 2087.58 0.08 168.76 1.00 168.76 31739.43 188.08 0.22 4.14 US20 1179.06 0.55 654.34 1.00 654.34 31739.43 48.51 5.57 27.04 US30 1219.38 0.79 958.24 1.00 958.24 31739.43 33.12 2.89 9.57 US5 1096.17 0.20 215.95 1.00 215.95 31739.43 146.97 -1.22 -17.98 VIX 210.50 2.28 480.34 1.00 480.34 31739.43 66.08 -13.63 -90.06 WHEAT 285.25 1.15 328.09 1.00 328.09 31739.43 96.74 -14.70 -142.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 91.836 0.010 2.5 2.386 BITCOIN -86.969 0.043 2.5 -9.431 BOBL 140.533 0.004 2.5 1.427 BTP 54.318 0.014 2.5 1.855 BUND 48.630 0.004 2.5 0.494 BUXL -2.721 0.004 2.5 -0.028 CAC 34.465 0.014 2.5 1.177 CAD -148.651 0.010 2.5 -3.862 CANOLA -14.337 0.010 2.5 -0.349 CHF -35.630 0.010 2.5 -0.926 COCOA -25.918 0.010 2.5 -0.631 COFFEE 9.809 0.005 2.5 0.130 COPPER 1.424 0.043 2.5 0.154 CORN -90.342 0.010 2.5 -2.201 COTTON2 -183.272 0.010 2.5 -4.465 CRUDE_W -5.924 0.043 2.5 -0.642 DAX 85.165 0.014 2.5 2.909 DOW -132.971 0.009 2.5 -3.095 DX 42.928 0.010 2.5 1.115 EUR -17.360 0.010 2.5 -0.451 EURIBOR-ICE 413.241 0.014 2.5 14.115 EUROSTX 58.152 0.014 2.5 1.986 FEEDCOW 30.615 0.013 2.5 1.016 GASOIL 23.936 0.017 2.5 1.039 GASOLINE 1.351 0.017 2.5 0.059 GAS_US_mini -146.216 0.043 2.5 -15.856 GBP 12.135 0.010 2.5 0.315 GOLD_micro 38.847 0.014 2.5 1.327 HEATOIL -9.555 0.017 2.5 -0.415 JGB-SGX-mini -186.907 0.043 2.5 -20.268 JPY -40.588 0.010 2.5 -1.055 LEANHOG 87.591 0.024 2.5 5.331 LIVECOW 64.162 0.013 2.5 2.129 LUMBER-new 8.130 0.010 2.5 0.198 MXP 220.052 0.059 2.5 32.343 NASDAQ_micro -35.235 0.009 2.5 -0.820 NIKKEI 130.164 0.043 2.5 14.115 NZD -1.806 0.010 2.5 -0.047 OAT 56.713 0.014 2.5 1.937 OATIES -283.710 0.010 2.5 -6.912 OJ -33.034 0.010 2.5 -0.805 PALLAD 8.554 0.014 2.5 0.292 PLAT 26.066 0.014 2.5 0.890 REDWHEAT -168.242 0.005 2.5 -2.235 RICE -194.244 0.010 2.5 -4.732 ROBUSTA 19.052 0.005 2.5 0.253 RUSSELL 39.627 0.013 2.5 1.315 SHATZ -11.624 0.004 2.5 -0.118 SILVER-mini 21.414 0.014 2.5 0.731 SMI 42.460 0.014 2.5 1.450 SOFR -46.341 0.024 2.5 -2.820 SOYBEAN -29.194 0.004 2.5 -0.272 SOYMEAL -221.479 0.004 2.5 -2.063 SOYOIL -50.033 0.004 2.5 -0.466 SP400 -7.006 0.013 2.5 -0.232 SP500_micro -86.662 0.009 2.5 -2.017 SUGAR11 -155.477 0.010 2.5 -3.788 US10 -9.004 0.005 2.5 -0.114 US10U 5.236 0.005 2.5 0.066 US2 4.144 0.005 2.5 0.053 US20 27.038 0.005 2.5 0.343 US30 9.565 0.005 2.5 0.121 US5 -17.980 0.005 2.5 -0.228 VIX -90.055 0.099 2.5 -22.261 WHEAT -142.195 0.005 2.5 -1.889 ===================== Position diags ===================== AUD 2.21 BITCOIN 15.52 BOBL 1.53 BTP 2.16 BUND 0.75 BUXL 0.30 CAC 1.45 CAD 3.49 CANOLA 7.24 CHF 1.12 COCOA 0.60 COFFEE 0.15 COPPER 1.49 CORN 3.80 COTTON2 2.23 CRUDE_W 3.57 DAX 5.29 DOW 4.47 DX 2.07 EUR 1.27 EURIBOR-ICE 11.69 EUROSTX 2.00 FEEDCOW 0.65 GASOIL 1.28 GASOLINE 1.06 GAS_US_mini 14.58 GBP 2.18 GOLD_micro 3.30 HEATOIL 0.92 JGB-SGX-mini 22.53 JPY 1.45 LEANHOG 4.33 LIVECOW 1.51 LUMBER-new 3.44 MXP 30.00 NASDAQ_micro 1.62 NIKKEI 9.23 NZD 2.41 OAT 2.40 OATIES 3.46 OJ 0.82 PALLAD 0.34 PLAT 0.82 REDWHEAT 1.23 RICE 2.75 ROBUSTA 0.43 RUSSELL 6.66 SHATZ 5.56 SILVER-mini 0.54 SMI 0.99 SOFR 15.45 SOYBEAN 0.72 SOYMEAL 1.03 SOYOIL 0.73 SP400 0.29 SP500_micro 2.64 SUGAR11 2.82 US10 1.24 US10U 0.90 US2 2.39 US20 0.62 US30 0.42 US5 1.87 VIX 16.33 WHEAT 1.29 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.4 2.2 2.6 0.0 0 BITCOIN -9.4 -11.0 -7.9 0.0 0 BOBL 1.4 1.3 1.6 0.0 0 BTP 1.9 1.6 2.1 0.0 0 BUND 0.5 0.4 0.6 0.0 0 BUXL -0.0 -0.1 0.0 0.0 0 CAC 1.2 1.0 1.3 0.0 0 CAD -3.9 -4.2 -3.5 -5.0 -5 CANOLA -0.3 -1.1 0.4 0.0 0 CHF -0.9 -1.0 -0.8 -2.0 -2 COCOA -0.6 -0.7 -0.6 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 0.2 0.0 0.3 2.0 2 CORN -2.2 -2.6 -1.8 -3.0 -3 COTTON2 -4.5 -4.7 -4.2 -5.0 -5 CRUDE_W -0.6 -1.0 -0.3 0.0 0 DAX 2.9 2.4 3.4 0.0 0 DOW -3.1 -3.5 -2.6 -12.0 -12 DX 1.1 0.9 1.3 1.0 1 EUR -0.5 -0.6 -0.3 -1.0 -1 EURIBOR-ICE 14.1 12.9 15.3 0.0 0 EUROSTX 2.0 1.8 2.2 4.0 4 FEEDCOW 1.0 1.0 1.1 3.0 3 GASOIL 1.0 0.9 1.2 1.0 1 GASOLINE 0.1 -0.0 0.2 0.0 0 GAS_US_mini -15.9 -17.3 -14.4 -15.0 -15 GBP 0.3 0.1 0.5 0.0 0 GOLD_micro 1.3 1.0 1.7 0.0 0 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -20.3 -22.5 -18.0 0.0 0 JPY -1.1 -1.2 -0.9 0.0 0 LEANHOG 5.3 4.9 5.8 6.0 6 LIVECOW 2.1 2.0 2.3 0.0 0 LUMBER-new 0.2 -0.1 0.5 0.0 0 MXP 32.3 29.3 35.3 30.0 30 NASDAQ_micro -0.8 -1.0 -0.7 0.0 0 NIKKEI 14.1 13.2 15.0 11.0 11 NZD -0.0 -0.3 0.2 0.0 0 OAT 1.9 1.7 2.2 4.0 4 OATIES -6.9 -7.3 -6.6 NaN 0 OJ -0.8 -0.9 -0.7 -1.0 -1 PALLAD 0.3 0.3 0.3 0.0 0 PLAT 0.9 0.8 1.0 0.0 0 REDWHEAT -2.2 -2.4 -2.1 0.0 0 RICE -4.7 -5.0 -4.5 -3.0 -3 ROBUSTA 0.3 0.2 0.3 1.0 1 RUSSELL 1.3 0.6 2.0 0.0 0 SHATZ -0.1 -0.7 0.4 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 1.5 1.4 1.5 0.0 0 SOFR -2.8 -4.4 -1.3 NaN 0 SOYBEAN -0.3 -0.3 -0.2 -1.0 -1 SOYMEAL -2.1 -2.2 -2.0 -3.0 -3 SOYOIL -0.5 -0.5 -0.4 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.0 -2.3 -1.8 -4.0 -4 SUGAR11 -3.8 -4.1 -3.5 -6.0 -6 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.1 -0.0 0.2 0.0 0 US2 0.1 -0.2 0.3 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 0.0 0 US5 -0.2 -0.4 -0.0 -2.0 -2 VIX -22.3 -23.9 -20.6 -26.0 -26 WHEAT -1.9 -2.0 -1.8 -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 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.5 -0.2 0.1 0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.1 -0.1 2.1 0.0 -0.1 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 0.1 -0.2 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 -0.2 0.5 0.0 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.5 0.1 -2.7 0.0 -0.1 0.1 -0.0 0.3 0.0 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL 0.1 -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 0.2 -0.0 -0.0 0.1 -0.1 0.1 0.4 -0.0 0.2 -0.1 0.1 -0.1 0.0 0.1 0.2 0.2 0.0 -0.3 0.6 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 0.2 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 0.2 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 0.1 0.1 0.0 0.0 0.2 -0.0 0.1 -0.1 0.0 0.2 0.0 0.1 -0.3 0.1 -0.0 -0.1 0.1 0.0 0.1 0.0 -0.0 0.1 -0.2 0.1 -0.1 0.0 0.2 -0.1 0.1 -0.1 0.1 0.2 0.1 0.2 0.1 -0.2 0.6 0.7 0.7 0.7 BUXL 0.2 0.2 -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 0.1 -0.3 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.0 0.3 -0.0 -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 0.0 0.4 0.1 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.1 0.1 0.2 0.0 -0.1 0.0 0.0 -0.0 0.1 0.4 0.0 -0.1 -0.4 -0.6 0.7 0.7 0.7 0.7 CAD -0.5 -0.4 -0.3 -0.0 -0.1 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 -0.2 -0.1 -0.6 -0.6 -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 -0.0 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 0.0 -0.2 -2.7 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 1.1 -0.5 -0.6 -0.3 0.1 -0.1 0.1 0.1 0.2 COFFEE -0.2 0.5 0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.2 -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 0.4 0.1 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 0.6 0.3 CORN -0.1 0.4 -0.1 -0.1 -0.0 -0.2 -0.1 -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 -0.2 -0.1 -0.1 -0.3 -0.0 -1.1 -0.0 0.2 0.6 0.6 -0.3 -0.0 0.0 0.1 COTTON2 -0.3 -0.2 0.0 -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 -0.3 -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 -0.3 -0.2 0.5 0.6 -0.4 -0.6 -0.3 -0.5 CRUDE_W -0.2 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.3 -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 0.0 -0.0 -0.4 -0.5 0.7 0.5 -0.1 0.5 DAX 0.5 -0.4 -0.4 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 0.1 0.5 0.1 -1.6 0.0 0.0 0.0 0.1 0.2 0.1 -0.0 0.5 0.2 -0.6 -0.6 0.6 0.7 0.7 0.7 DOW -0.3 0.0 0.4 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.5 -0.0 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.4 0.0 -2.0 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.2 -0.5 -0.6 0.1 0.3 -0.7 -0.7 -0.7 -0.7 DX 0.5 0.3 0.2 -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 -0.1 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 -0.2 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 0.1 -0.1 0.2 -0.1 -0.4 -0.2 0.2 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 EURIBOR-ICE 0.0 -0.1 -0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.2 0.1 0.4 -0.0 -0.0 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 0.3 0.1 0.0 -0.1 0.4 0.7 0.5 0.7 EUROSTX 0.4 0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.5 0.1 0.6 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.1 0.1 0.3 0.2 -0.8 0.1 -0.0 0.1 0.0 0.1 0.1 0.4 0.0 0.3 -0.2 -0.5 0.7 0.7 0.7 0.6 FEEDCOW 0.3 -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 0.1 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 -0.1 -0.1 0.2 -0.2 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 -0.2 0.2 0.3 0.2 0.6 0.4 0.4 0.3 GASOLINE -0.3 -0.1 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -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 -0.1 0.1 -0.1 0.1 -0.1 -0.2 -0.5 -0.1 -0.6 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 2.7 -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -1.1 0.5 0.3 -0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -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 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 0.4 -0.1 0.1 -0.0 -0.1 0.1 -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 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.3 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 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 0.0 -0.1 0.0 -0.1 -0.1 0.3 -0.1 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 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.3 -0.0 -0.3 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.3 -0.0 -0.8 -0.0 0.1 -0.1 0.0 -0.1 -0.0 0.8 -0.0 -0.3 -0.4 -0.4 -0.7 -0.6 -0.6 -0.7 JPY -0.3 -0.2 -0.3 -0.0 -0.0 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 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.1 -0.1 -0.0 -0.1 -0.7 -0.3 -0.2 -0.3 -0.4 -0.2 -0.4 -0.3 -0.3 LEANHOG -0.6 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 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 -0.1 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.5 0.2 0.7 0.1 0.2 -0.3 0.2 -0.1 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.4 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.7 -0.5 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.2 -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 -0.1 0.0 -1.2 0.6 0.7 0.1 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 -0.0 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 -0.0 0.3 -0.0 0.4 0.0 1.1 0.2 0.6 0.6 0.6 0.2 0.2 0.0 0.3 NASDAQ_micro -0.4 -0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 0.5 0.0 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.3 -0.3 0.1 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.2 0.1 0.5 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 0.2 0.4 0.2 -1.6 0.1 0.0 0.1 0.0 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 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 1.5 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.1 -0.4 -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 -0.0 0.1 -0.1 0.0 0.2 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.8 0.0 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 -2.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.3 -0.3 -0.1 -0.1 -0.7 -0.3 -0.7 -0.3 OJ -0.6 -0.3 -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 -0.2 -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 0.3 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 0.2 0.1 0.2 0.2 0.2 2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.5 0.2 -0.1 -0.0 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.3 0.5 0.1 0.0 0.1 0.1 0.1 0.1 0.1 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 -0.5 0.4 -0.0 0.2 0.7 0.3 -0.3 -0.2 REDWHEAT -0.2 -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 -0.4 -0.1 0.4 0.4 -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 -0.2 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 0.5 -0.0 0.6 0.1 0.7 RUSSELL -0.4 0.2 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.5 0.0 0.4 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 -0.0 0.2 0.1 1.1 0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.3 -0.3 0.3 0.5 -0.7 -0.7 -0.7 -0.7 SHATZ 0.2 -0.3 -0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.2 0.1 0.0 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.1 0.0 0.9 -0.0 0.1 -0.1 0.1 -0.1 0.0 -1.1 0.2 0.2 -0.3 -0.5 0.6 0.7 0.7 0.7 SILVER-mini 0.2 0.4 0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.1 -0.1 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 0.1 0.1 0.2 1.1 0.0 0.0 0.0 0.1 0.0 0.1 0.8 0.5 0.1 0.1 -0.4 0.7 0.7 0.7 0.7 SOFR -0.5 -0.1 0.3 0.0 0.2 -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 0.1 0.2 0.0 0.2 -0.0 0.2 0.0 -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 -0.1 0.1 -0.1 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -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 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 -2.4 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.9 0.4 -0.1 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 0.1 -0.1 0.3 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.1 -1.8 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.4 0.5 0.2 0.3 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.5 -0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.0 -0.0 0.4 -0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.1 -0.0 -0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.5 -0.6 -0.3 -0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.6 -0.3 0.3 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.5 0.0 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.4 -0.5 -0.4 0.1 0.6 -0.7 -0.7 -0.7 -0.7 SUGAR11 0.1 -0.0 -0.2 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -2.7 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 1.0 -0.2 0.0 0.4 0.4 -0.7 -0.7 -0.7 -0.7 US10 -0.3 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 0.1 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 0.5 -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 0.1 0.1 0.1 -1.4 0.1 0.1 0.2 0.1 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 0.1 -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 0.1 0.1 0.0 2.4 0.0 0.1 0.1 0.0 0.1 0.0 -1.1 0.1 -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 0.1 -0.1 0.0 0.1 0.1 0.1 -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 0.1 0.0 0.0 -0.0 0.1 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 -0.0 0.4 0.3 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.0 0.1 -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 0.1 0.0 0.1 -0.6 -0.1 0.1 0.5 0.5 0.7 0.2 0.0 -0.4 US5 -0.3 0.1 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 -0.0 -0.1 -0.0 -0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.0 0.1 0.1 0.0 0.2 0.0 -0.6 0.0 -0.2 0.2 0.5 -0.4 -0.5 -0.5 -0.7 VIX 0.5 -0.3 -0.7 -0.1 0.1 -0.2 0.1 -0.0 -0.0 0.1 -0.8 0.0 -0.6 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 0.1 -0.2 -0.0 NaN -0.1 0.2 -0.3 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 -0.0 -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 -0.2 1.8 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -0.9 -0.3 0.1 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 -10.2 3.2 4.4 -0.5 -9.7 3.3 -9.9 4.1 -5.8 -12.4 17.8 -14.6 3.9 0.5 4.1 -0.9 -1.4 -1.2 -1.3 2.9 6.5 -15.2 3.6 -5.1 15.5 2.5 -14.1 3.9 -10.1 0.9 -3.2 3.0 1.2 4.8 6.0 8.8 20.0 20.0 20.0 20.0 BITCOIN 4.0 -4.8 -3.0 8.1 7.6 6.7 9.3 5.0 9.5 -17.4 18.2 3.9 20.0 5.1 6.2 -6.8 -7.4 -7.3 -7.3 9.0 13.1 -1.3 20.0 9.1 -20.0 2.0 -13.3 4.4 -1.1 9.1 2.6 -2.2 -20.0 -20.0 -20.0 -20.0 12.5 -3.6 -13.9 -8.5 BOBL 3.1 -0.5 -3.7 0.7 16.5 -0.5 8.9 -2.5 3.0 16.2 2.9 12.9 -1.9 1.9 -7.2 20.0 1.8 16.8 7.9 -1.5 -3.3 14.0 -3.4 4.8 2.9 -0.6 19.5 -2.4 12.3 -2.1 4.5 1.7 9.9 6.8 0.2 -7.9 19.0 20.0 20.0 20.0 BTP 0.8 -0.4 -2.1 0.9 20.0 -0.6 11.2 -3.2 3.8 20.0 19.8 17.1 16.0 16.1 11.8 7.9 9.0 9.6 9.9 4.6 6.0 13.5 9.6 7.4 -20.0 4.1 20.0 4.9 13.4 7.8 7.1 10.6 3.0 6.2 0.7 2.0 11.6 20.0 12.3 20.0 BUND 3.3 3.0 0.4 0.8 17.3 -0.5 9.3 -2.7 3.2 17.1 0.8 13.6 -8.5 7.9 -4.3 -5.2 4.7 1.4 4.7 0.6 -3.5 12.9 -7.2 6.1 -0.9 0.9 16.8 -1.9 11.2 -3.4 5.4 3.0 3.2 6.5 2.5 -7.4 17.8 20.0 20.0 20.0 BUXL 7.3 5.0 -1.9 0.7 16.2 -0.5 8.7 -2.5 3.0 14.5 -14.6 11.5 -16.7 9.4 -8.4 3.8 2.6 3.6 3.4 -2.9 -10.9 11.0 -16.6 5.1 -2.6 -1.3 12.1 -5.9 8.8 -7.8 4.3 -0.5 -1.5 8.4 -1.3 -15.5 11.0 13.1 -3.6 3.0 CAC 8.5 2.8 2.3 6.1 -4.1 5.1 1.1 3.6 5.0 -9.9 14.6 4.5 11.4 10.7 11.3 -4.5 -1.3 -2.7 -1.7 9.2 6.7 3.2 5.2 10.2 1.8 4.5 -5.6 1.2 1.8 -0.9 5.7 7.4 1.1 -3.7 -13.7 -19.4 20.0 20.0 20.0 20.0 CAD -14.4 -11.9 -8.1 -0.6 -11.0 3.8 -11.3 4.7 -6.6 -20.0 2.2 -20.0 -2.1 -20.0 -20.0 -7.9 -6.9 -7.7 -7.4 -19.5 -9.2 -20.0 -4.5 -20.0 20.0 -6.9 -11.7 -1.8 -11.8 -0.2 -10.5 -7.1 -7.9 -4.4 -20.0 -17.1 -20.0 -20.0 -20.0 -20.0 CANOLA -3.3 -20.0 -17.0 -3.4 -2.5 -3.1 -2.3 -2.4 -2.8 0.5 -1.2 -5.9 0.9 -8.9 -10.4 -17.4 -8.3 -14.0 -9.5 -10.9 -6.9 -2.2 -1.2 -7.3 3.5 -3.6 -0.7 -2.5 -1.0 -0.7 -2.5 -0.1 5.1 0.1 -1.1 -4.2 20.0 20.0 20.0 20.0 CHF -10.7 -6.2 -4.1 -0.4 -6.8 2.3 -6.9 2.9 -4.1 -7.0 11.5 -11.6 11.1 -7.5 -2.9 -15.1 -15.5 -15.3 -15.0 -0.3 7.0 -10.7 10.5 -6.3 -0.6 1.2 -6.4 4.8 -6.0 6.1 -2.7 -20.0 -1.0 8.3 4.9 5.3 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -14.6 -3.0 -2.0 -2.8 -2.1 -2.1 -2.5 -8.5 -7.6 -9.6 0.9 -9.9 -8.4 -1.3 12.6 3.6 8.1 -16.6 -9.2 -20.0 1.7 -20.0 -20.0 -2.9 -3.6 -1.2 -4.8 1.2 -4.4 20.0 -20.0 -20.0 -10.0 4.5 -2.9 3.3 2.1 7.0 COFFEE -6.7 14.6 3.9 -4.0 -2.6 -3.7 -2.8 -2.8 -3.4 -2.7 5.7 -0.9 7.7 3.3 7.3 14.6 9.6 12.9 11.1 10.7 9.9 1.6 9.7 5.9 -20.0 3.6 0.2 3.8 0.4 4.0 1.8 20.0 15.8 2.3 20.0 20.0 8.5 15.1 17.3 20.0 COPPER 20.0 6.4 -9.4 2.8 2.6 2.3 3.2 1.7 3.2 3.9 -2.7 6.7 -1.6 7.0 -3.4 -5.5 -5.4 -5.1 -5.2 2.8 0.0 6.9 0.7 7.0 -5.0 1.5 1.1 1.3 2.3 2.0 2.5 1.3 -9.6 -9.6 -10.7 -9.9 15.6 7.3 16.5 8.7 CORN -3.5 10.8 -4.4 -7.0 -4.5 -6.4 -4.8 -4.8 -5.8 -19.9 -10.8 -19.3 -14.5 4.8 -0.6 -18.7 -18.9 -20.0 -20.0 -1.9 -8.3 -13.6 -15.7 -4.3 10.1 -0.6 -16.8 -2.6 -11.6 -8.0 -4.3 -20.0 -1.0 7.5 20.0 20.0 -8.4 -0.6 0.0 1.7 COTTON2 -9.4 -4.7 0.5 -7.8 -5.0 -7.2 -5.4 -5.4 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.4 -14.1 -17.1 -15.6 -15.7 -15.3 -20.0 -20.0 -20.0 -15.5 -7.4 -15.9 -6.1 -14.8 -8.4 -11.3 -11.1 -14.1 -7.6 16.9 20.0 -12.4 -19.1 -9.5 -16.4 CRUDE_W -5.8 -2.3 1.2 -0.8 -11.3 1.7 -9.5 1.2 -5.2 -10.6 -2.6 -15.0 -9.4 -13.7 -13.6 3.2 7.2 5.8 6.3 -5.4 -3.6 -14.4 -5.5 -10.1 3.3 -5.0 -9.5 -3.7 -8.9 -4.0 -7.0 -3.1 0.3 -1.2 -11.3 -14.6 20.0 13.8 -1.7 16.3 DAX 16.0 -12.3 -11.1 6.0 -4.0 4.9 1.1 3.5 4.9 6.1 16.8 14.2 18.2 11.5 6.5 -6.6 -6.5 -6.0 -5.7 6.7 9.3 14.8 20.0 13.7 -11.6 1.7 0.9 1.2 6.5 5.5 5.9 -0.6 20.0 5.3 -20.0 -20.0 18.2 20.0 20.0 19.7 DOW -10.4 1.5 12.7 5.8 -3.8 4.8 1.1 3.4 4.7 -5.4 19.3 -0.2 15.5 9.7 17.5 -9.6 -8.4 -8.9 -8.1 13.0 15.7 -8.9 13.3 3.6 -14.9 5.4 -11.2 5.8 -5.8 4.4 1.0 -4.2 -20.0 -19.0 2.5 10.2 -20.0 -20.0 -20.0 -20.0 DX 14.7 8.0 7.4 -0.3 -6.1 2.1 -6.3 2.6 -3.7 10.2 -10.6 12.0 -11.2 10.2 2.5 5.5 6.1 5.9 5.9 3.3 -5.1 15.5 -9.7 10.3 -20.0 2.0 8.5 -2.0 8.7 -3.9 5.7 15.5 20.0 20.0 3.9 -3.0 20.0 14.8 20.0 16.9 EUR -12.8 -5.7 -3.7 -0.4 -7.3 2.5 -7.5 3.1 -4.4 -13.3 13.9 -14.8 13.8 -11.2 1.7 -7.0 -7.5 -7.3 -7.4 -0.8 9.0 -16.4 13.7 -9.6 12.6 0.0 -10.8 4.9 -10.0 6.8 -5.4 -7.5 -8.9 5.3 -2.3 3.9 -19.3 -20.0 -20.0 -20.0 EURIBOR-ICE 0.2 -2.3 -6.9 0.6 13.7 -0.4 7.4 -2.1 2.5 13.7 8.2 10.1 10.5 -0.9 -4.0 12.8 10.3 13.0 12.5 -0.4 0.8 12.1 5.1 3.6 6.3 -0.2 16.5 -0.3 10.0 1.8 3.3 14.1 11.0 4.2 0.1 -3.9 12.3 20.0 14.4 20.0 EUROSTX 13.1 4.0 -0.5 6.1 -4.0 5.0 1.1 3.6 5.0 -4.5 18.9 10.6 17.3 15.2 16.3 -3.3 -1.0 -2.5 -1.7 14.7 11.7 6.3 12.2 15.7 -6.3 5.4 -4.3 2.7 2.3 2.0 6.4 7.5 2.0 9.2 -5.4 -15.9 20.0 20.0 20.0 18.5 FEEDCOW 8.9 -8.3 16.5 -4.5 -2.9 -4.2 -3.1 -3.1 -3.8 12.9 14.0 13.6 14.3 12.2 13.2 16.7 7.0 16.5 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 5.1 7.4 6.7 6.8 7.2 5.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -5.6 2.7 7.1 -0.8 -10.1 1.5 -8.4 1.1 -4.6 -11.6 6.3 -13.9 2.1 -0.3 0.7 19.8 13.1 19.3 15.9 3.7 6.3 -10.6 3.6 -3.5 -0.4 2.6 -7.3 4.3 -6.3 2.5 -1.9 9.7 -7.8 6.4 10.2 7.0 19.3 10.6 12.3 9.9 GASOLINE -9.5 -1.9 2.5 -0.8 -11.2 1.7 -9.4 1.2 -5.2 -11.6 4.1 -13.3 -0.5 -10.2 -8.3 18.6 20.0 20.0 20.0 -2.9 0.7 -14.2 0.3 -9.2 -20.0 -4.6 -10.7 -2.1 -9.7 -0.7 -7.5 20.0 -0.6 -4.9 -9.0 -12.4 20.0 20.0 20.0 20.0 GAS_US_mini 8.3 4.8 -16.5 -1.1 -14.5 2.2 -12.1 1.6 -6.7 -20.0 -20.0 -8.4 -17.4 -3.1 -20.0 -20.0 -20.0 -20.0 -20.0 -11.9 -19.1 -13.2 -16.7 -5.4 20.0 -4.7 -17.9 -7.4 -7.7 -5.7 -2.3 -20.0 20.0 10.3 -2.8 -20.0 -1.9 -20.0 -20.0 -20.0 GBP -12.3 -6.7 -6.8 -0.6 -10.6 3.6 -10.8 4.5 -6.4 -14.0 14.3 -17.4 17.3 -13.3 -5.0 0.6 -0.2 0.1 -0.1 -4.2 6.3 -17.2 14.5 -11.9 1.0 -0.2 -11.4 5.4 -11.2 9.1 -6.4 5.0 3.7 1.2 -1.5 -2.2 9.3 -2.8 6.5 -0.9 GOLD_micro 10.8 20.0 2.5 6.2 5.8 5.1 7.1 3.9 7.3 14.7 20.0 17.4 19.5 19.6 19.8 -12.7 -11.7 -12.2 -11.5 20.0 20.0 20.0 20.0 20.0 -20.0 6.8 7.0 5.2 7.8 4.6 8.0 -9.1 20.0 20.0 20.0 8.9 -19.0 1.4 -20.0 -5.7 HEATOIL -8.0 -2.5 5.8 -0.9 -11.5 1.7 -9.6 1.2 -5.3 -8.7 9.4 -13.5 4.4 -7.5 -0.6 7.7 8.6 8.8 8.6 0.2 5.3 -12.1 4.6 -7.0 -20.0 -2.9 -8.7 1.3 -8.5 3.1 -6.4 0.6 2.1 2.0 -6.7 -3.3 14.3 5.8 -9.5 -6.0 JGB-SGX-mini -5.6 -5.1 -7.3 0.4 9.6 -0.3 5.2 -1.5 1.8 8.0 -9.4 -2.5 -8.8 -7.7 -9.8 2.7 12.8 8.5 11.0 -7.9 -9.0 3.3 -9.6 -4.2 -6.2 -3.1 6.3 -3.4 2.1 -3.8 -1.5 15.1 -0.5 -7.8 -11.4 -11.8 -20.0 -18.0 -17.7 -20.0 JPY -10.2 -5.8 -9.8 -0.3 -5.4 1.9 -5.6 2.3 -3.3 -8.4 -8.5 -9.5 -5.6 -7.9 -9.8 -9.6 -11.0 -10.1 -10.2 -9.4 -6.4 -15.9 -4.5 -12.9 20.0 -3.2 -5.4 -1.9 -7.0 -1.3 -5.3 -12.8 -11.4 -6.7 -10.1 -12.4 -6.2 -10.6 -9.7 -10.4 LEANHOG -17.0 -1.0 3.7 -7.3 -4.7 -6.7 -5.0 -5.0 -6.1 -16.2 19.1 -20.0 19.2 -2.7 8.4 20.0 20.0 20.0 20.0 5.7 15.8 -20.0 18.3 -9.0 -0.1 2.1 -9.8 5.7 -10.3 7.1 -4.3 20.0 -20.0 0.7 20.0 20.0 20.0 14.6 20.0 20.0 LIVECOW 1.1 -3.8 16.3 -6.0 -3.9 -5.6 -4.2 -4.2 -5.0 17.3 18.3 15.0 18.8 11.8 16.2 -17.4 12.2 -2.6 7.5 20.0 20.0 20.0 20.0 17.1 -20.0 6.3 13.6 9.7 9.6 11.9 5.8 20.0 20.0 20.0 20.0 20.0 20.0 13.9 20.0 19.6 LUMBER-new 20.0 -14.2 -10.9 -5.1 -3.3 -4.7 -3.5 -3.5 -4.3 14.5 -10.8 15.3 -8.3 -1.3 -9.7 -20.0 -20.0 -20.0 -20.0 -8.8 -12.4 11.0 -9.2 3.7 NaN -2.0 2.8 -2.5 3.3 -1.3 1.3 -20.0 20.0 20.0 2.5 16.0 20.0 20.0 20.0 20.0 MXP -7.4 -1.4 7.7 -0.6 -11.0 3.8 -11.3 4.7 -6.6 -2.2 20.0 2.1 17.6 17.8 20.0 13.3 12.7 13.0 12.5 17.5 20.0 -3.0 20.0 7.4 -20.0 8.6 -5.2 11.8 -2.0 10.5 3.6 20.0 9.4 20.0 20.0 20.0 5.8 7.4 0.3 9.8 NASDAQ_micro -12.3 -4.4 8.4 5.5 -3.6 4.5 1.0 3.2 4.5 -1.8 19.3 3.5 17.8 13.8 17.4 -10.8 -9.0 -10.2 -9.2 18.9 20.0 1.3 20.0 11.8 -20.0 6.3 -5.8 6.4 -0.6 5.4 4.0 -5.7 -11.1 4.6 4.7 19.6 -20.0 -20.0 -20.0 -20.0 NIKKEI -4.8 4.6 17.0 4.4 -2.9 3.6 0.8 2.6 3.6 4.0 15.1 8.2 12.9 12.5 14.3 1.1 8.6 5.6 7.6 20.0 20.0 17.5 14.2 20.0 -11.9 5.5 1.6 4.3 4.5 2.4 5.4 20.0 20.0 20.0 20.0 20.0 6.2 13.6 20.0 20.0 NZD -15.1 -9.1 -9.1 -0.4 -7.3 2.5 -7.4 3.1 -4.4 -13.6 1.0 -15.0 -3.9 -14.0 -13.9 -3.9 -2.8 -3.7 -3.4 -12.2 -6.7 -17.0 -3.3 -15.3 11.4 -4.3 -7.7 -2.1 -7.5 -1.3 -6.2 0.0 2.9 -11.0 -16.1 -12.2 20.0 18.8 20.0 20.0 OAT 3.4 -0.1 -3.2 0.7 15.2 -0.5 8.2 -2.3 2.8 15.2 0.5 10.6 -5.7 7.2 -3.2 16.6 10.2 16.2 14.1 -1.9 -4.4 10.0 -5.5 3.5 1.4 -1.2 12.9 -2.7 8.1 -2.6 2.9 14.9 0.9 2.4 -4.8 -9.8 13.9 20.0 13.6 20.0 OATIES -0.9 -14.8 -18.5 -6.9 -4.5 -6.4 -4.8 -4.8 -5.8 -1.2 -19.9 -10.6 -11.4 -18.4 -20.0 -20.0 -6.7 -20.0 -13.2 -20.0 -20.0 -12.1 -13.7 -20.0 -15.1 -7.7 -0.2 -6.2 -4.9 -4.1 -7.3 -1.1 -11.4 -9.7 -3.7 -2.3 -20.0 -10.5 -20.0 -10.0 OJ -18.0 -8.9 -0.7 -2.3 -1.5 -2.2 -1.6 -1.6 -2.0 -6.7 -3.6 -7.3 -4.9 -6.8 -3.5 -2.1 5.8 0.6 2.7 -6.1 -5.2 -12.5 -5.7 -9.7 -20.0 -1.8 -3.9 -1.6 -4.3 -1.7 -3.1 20.0 -11.6 -7.3 5.2 8.0 -9.3 -12.7 -4.7 -10.9 PALLAD 20.0 9.1 10.2 4.3 4.1 3.6 5.0 2.7 5.1 11.5 8.5 12.8 5.9 12.5 9.5 -3.4 -3.0 -3.1 -3.0 16.2 11.1 20.0 7.0 20.0 20.0 4.2 8.1 3.4 8.1 2.7 6.3 5.4 19.4 6.6 -3.7 -0.7 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 8.4 15.7 5.0 4.7 4.1 5.7 3.1 5.8 7.4 14.1 13.4 11.8 14.3 14.4 -3.7 -3.5 -3.3 -3.1 20.0 20.0 20.0 19.5 20.0 1.3 5.3 2.5 5.3 4.6 4.8 5.8 4.8 -20.0 10.9 -1.0 5.4 20.0 7.5 -8.3 -6.4 REDWHEAT -4.9 -4.5 -14.4 -7.5 -4.9 -6.9 -5.2 -5.2 -6.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.7 -20.0 -18.8 -20.0 -20.0 -20.0 -20.0 -20.0 7.6 -8.3 -12.3 -7.8 -11.6 -9.1 -9.8 -16.1 -16.4 -4.3 12.3 13.9 -20.0 -20.0 -20.0 -20.0 RICE -10.7 -20.0 -20.0 -3.7 -2.4 -3.4 -2.5 -2.5 -3.1 -8.6 -12.2 -10.7 -11.7 -11.8 -12.3 -18.7 -9.4 -17.7 -15.7 -20.0 -20.0 -15.0 -19.1 -18.5 -1.7 -4.4 -2.7 -4.4 -3.7 -4.6 -4.2 -7.8 -12.1 -9.3 -13.4 -8.1 -9.4 -8.3 -3.7 -7.9 ROBUSTA -5.4 18.8 6.6 -2.5 -1.6 -2.3 -1.7 -1.7 -2.1 4.1 -0.7 0.1 -0.6 1.3 3.8 9.0 14.8 14.2 14.3 3.9 0.9 3.0 -0.2 3.4 -20.0 1.3 0.6 0.3 0.7 0.1 1.0 20.0 16.0 2.7 20.0 14.0 -0.5 17.6 4.4 20.0 RUSSELL -11.7 4.9 17.6 5.2 -3.4 4.3 1.0 3.1 4.3 2.2 16.8 4.3 9.8 12.6 16.0 -5.7 -5.5 -5.5 -5.3 13.9 14.3 -0.8 8.9 7.1 8.2 5.7 -4.1 5.5 -1.4 3.2 2.6 0.5 -11.6 -8.1 9.4 15.3 -20.0 -20.0 -20.0 -20.0 SHATZ 5.0 -7.9 -13.1 0.7 15.5 -0.5 8.4 -2.4 2.9 16.0 -6.1 12.7 0.7 -4.5 -13.7 -20.0 -19.4 -20.0 -19.1 -8.8 -9.7 12.7 -5.3 0.6 7.0 -3.8 13.4 -4.5 8.0 -2.3 1.3 -20.0 8.9 7.4 -8.9 -15.1 17.0 19.8 20.0 20.0 SILVER-mini 5.2 11.2 9.5 6.8 6.4 5.6 7.8 4.2 7.9 11.8 20.0 18.0 20.0 20.0 20.0 -7.6 -6.8 -7.4 -7.0 20.0 20.0 20.0 20.0 20.0 -10.5 7.7 6.6 6.3 6.6 4.6 7.9 -1.3 -2.7 20.0 20.0 20.0 20.0 20.0 10.8 4.6 SMI 11.9 8.7 2.2 4.7 -3.1 3.8 0.9 2.8 3.8 7.2 6.5 11.3 5.4 11.2 9.6 5.1 2.9 3.1 2.6 10.5 5.4 16.0 4.2 16.1 8.2 3.7 1.6 1.4 5.7 0.6 5.7 14.4 20.0 2.5 2.4 -13.0 20.0 20.0 20.0 20.0 SOFR -15.3 -2.2 8.5 0.8 18.7 -0.6 10.1 -2.9 3.4 16.1 16.5 -5.0 13.4 -6.2 8.0 6.8 5.1 7.0 6.4 5.6 13.4 4.4 14.0 -0.6 -20.0 3.0 10.1 6.4 2.9 6.3 -0.0 4.2 0.7 -15.2 6.6 18.9 3.8 -14.4 -14.2 -20.0 SOYBEAN -8.3 -0.9 3.2 -7.0 -4.6 -6.5 -4.9 -4.9 -5.9 -8.0 3.0 -11.4 -10.8 -8.7 1.5 -5.3 -7.4 -8.8 -9.2 -1.9 -0.9 -7.0 -7.2 -4.8 -4.1 2.4 -7.7 3.9 -4.5 -1.6 -1.8 -0.1 12.9 6.3 20.0 20.0 -13.3 -3.0 -10.9 1.5 SOYMEAL -8.5 -5.7 -1.0 -7.1 -4.6 -6.6 -4.9 -4.9 -6.0 -10.7 -19.4 -13.5 -20.0 -16.9 -17.1 -20.0 -16.4 -20.0 -19.8 -15.5 -19.8 -9.0 -20.0 -12.7 -18.1 -5.5 -5.7 -7.3 -5.0 -11.5 -5.7 -16.9 18.1 -3.6 19.5 16.8 -19.3 -20.0 -14.5 -20.0 SOYOIL -5.8 -15.2 -2.5 -5.5 -3.6 -5.1 -3.8 -3.8 -4.6 0.6 5.5 -7.9 8.8 -12.2 -9.6 -7.7 -3.6 -6.2 -4.7 -7.4 0.8 -1.5 7.5 -6.3 -13.5 -3.2 -1.0 0.3 -0.5 2.5 -2.7 7.4 20.0 6.2 9.9 20.0 -20.0 -11.6 -20.0 -12.5 SP400 -14.6 -2.7 9.5 4.9 -3.3 4.0 0.9 2.9 4.0 -3.0 14.1 -5.9 6.8 1.1 9.1 -6.9 -6.0 -6.3 -5.9 3.3 6.5 -10.4 4.9 -3.6 -1.4 2.0 -11.5 3.1 -8.3 1.6 -2.7 -0.5 -20.0 -20.0 -10.7 -2.8 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.7 9.1 6.2 -4.1 5.1 1.2 3.7 5.1 -1.6 20.0 3.9 20.0 13.6 19.6 -11.7 -9.8 -11.0 -9.9 17.2 20.0 -5.0 19.8 7.5 -20.0 6.3 -12.0 6.7 -4.8 5.4 2.2 -7.0 -20.0 -12.8 4.2 20.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.9 -1.4 -6.4 -5.3 -3.4 -4.9 -3.6 -3.7 -4.4 -14.5 -15.1 -7.6 -14.9 -10.3 -11.1 7.4 6.0 -2.3 -1.3 -9.3 -11.9 -13.0 -12.9 -8.3 -20.0 -4.8 -15.8 -6.0 -8.3 -6.1 -4.7 18.6 -9.1 1.0 11.5 11.6 -20.0 -20.0 -20.0 -20.0 US10 -9.9 5.3 10.6 0.7 14.9 -0.4 8.0 -2.3 2.7 13.5 12.2 -0.0 2.8 4.6 10.3 2.7 -0.4 2.0 1.2 7.2 9.1 5.8 5.8 3.7 -5.2 4.2 7.1 5.2 3.4 3.8 2.3 -4.9 0.1 -5.6 11.3 16.9 -12.0 -20.0 -17.5 -20.0 US10U -7.8 8.0 11.4 0.9 20.0 -0.6 10.8 -3.1 3.7 13.5 14.6 4.5 -0.6 9.9 14.9 2.3 -1.8 -0.3 -1.1 11.6 11.4 9.7 4.8 8.0 -10.8 6.5 8.4 6.6 5.0 3.8 4.4 -8.3 0.7 -3.7 20.0 20.0 4.9 -12.9 -14.7 -20.0 US2 -7.8 3.5 6.2 0.6 13.6 -0.4 7.3 -2.1 2.5 12.4 4.7 2.4 -2.6 0.4 6.1 -10.0 -15.7 -11.9 -13.1 3.3 4.2 5.6 1.9 2.3 18.2 2.8 8.1 3.5 3.9 3.0 1.9 -20.0 4.2 -2.9 5.1 9.4 -9.5 -10.2 -12.5 -20.0 US20 -2.6 12.2 12.0 0.6 13.9 -0.4 7.5 -2.1 2.6 11.3 5.0 6.9 -6.1 11.1 12.4 4.8 2.8 4.5 3.9 9.6 6.7 8.8 0.3 8.3 -8.0 4.9 5.9 4.0 4.1 1.4 4.0 0.3 -0.6 2.6 16.3 17.7 20.0 11.8 -1.8 -12.5 US30 -1.0 12.5 10.4 0.7 16.0 -0.5 8.6 -2.5 2.9 13.4 0.8 7.6 -10.5 12.9 13.2 -4.4 -3.5 -4.5 -3.8 8.9 4.4 9.9 -3.5 8.7 -5.1 5.4 7.9 3.6 5.4 0.2 4.8 -11.7 -3.2 3.6 15.4 16.0 20.0 7.4 0.7 -13.4 US5 -10.7 2.0 8.1 0.7 15.4 -0.5 8.3 -2.4 2.8 12.4 12.0 -0.4 3.6 0.1 7.8 -0.9 -3.7 -1.9 -2.4 4.9 8.0 5.3 6.1 1.9 0.4 3.5 8.7 5.2 3.8 4.6 1.7 -10.8 1.5 -6.4 7.3 14.0 -13.1 -15.7 -14.8 -20.0 VIX 10.0 -6.1 -12.9 -6.0 10.2 -5.0 5.9 -0.9 -0.9 4.4 -19.5 1.0 -9.8 -15.3 -20.0 -20.0 -20.0 -20.0 -20.0 -11.8 -11.8 8.8 -5.2 -2.0 NaN -6.7 11.8 -5.9 6.9 -1.2 -0.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -0.8 -1.3 -13.6 -7.7 -5.0 -7.1 -5.3 -5.3 -6.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.6 -18.3 -18.7 -18.4 -18.0 -20.0 -20.0 -20.0 -16.1 13.7 -7.3 -17.8 -6.8 -13.7 -8.6 -9.3 -17.1 -14.3 4.1 20.0 18.4 -20.0 -19.4 -20.0 -20.0 End of report for caleb_strategy_v3