******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251014_204348 produced at 2025-10-14 21:38:52.900153 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.85 0.0 0.00 0.00 0.00 0.00 -19.63 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.23 0.0 0.00 0.00 0.00 0.00 -2.02 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 -22.05 999999999.0 -26 -26 caleb_strategy_v3 CAD False False 0.03 -0.17 -0.14 0.0 0.99 -0.99 -0.17 -0.17 -4.07 29.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.07 -0.08 0.0 0.00 -0.07 -0.07 -0.06 -17.88 26.0 -15 -14 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.17 -0.17 -0.08 -0.08 -4.64 11.0 -5 -5 caleb_strategy_v3 CHF False False 0.08 -0.15 -0.07 0.0 0.98 -0.98 -0.15 -0.15 -0.95 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -11.09 59.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -7.21 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.91 4.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.06 -0.04 0.0 0.77 -0.77 -0.06 -0.05 -2.22 48.0 -4 -3 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 0.68 -0.68 0.00 0.00 -1.06 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.06 -1.89 9.0 -3 -4 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.15 8.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.84 18.0 -6 -6 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.03 0.0 0.98 -0.98 -0.07 -0.07 -0.44 14.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.14 9.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.13 -0.03 0.0 0.74 -0.74 -0.13 -0.09 -2.94 66.0 -12 -8 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.55 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 -0.67 26.0 -1 -1 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -0.52 3.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 0.00 -0.02 0.0 0.55 -0.55 0.00 -0.05 -0.98 23.0 0 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -0.70 5.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.01 0.0 0.18 -0.18 -0.03 -0.03 -0.34 7.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.89 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.15 -0.15 -0.01 -0.01 -0.49 10.0 -1 -1 caleb_strategy_v3 US5 False False 0.05 -0.11 -0.01 0.0 1.32 -1.32 -0.11 -0.05 -0.11 25.0 -2 -1 caleb_strategy_v3 BUXL False False 0.06 0.00 0.00 0.0 0.26 -0.26 0.00 0.00 0.00 4.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.00 0.0 0.92 -0.92 0.00 0.00 -0.01 17.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 -0.00 0.0 0.58 -0.58 0.00 0.00 -0.16 21.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.00 0.0 0.03 -0.03 0.00 0.00 0.42 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 0.04 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.22 -0.22 0.00 0.01 0.07 51.0 0 2 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.35 -0.35 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.49 -0.49 0.02 0.02 0.26 23.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 1.74 68.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.01 0.0 0.88 -0.88 0.00 0.04 0.24 22.0 0 1 caleb_strategy_v3 COPPER False False 0.06 0.12 0.01 0.0 999.00 -999.00 0.12 0.06 0.11 999999999.0 2 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.72 -0.72 0.00 0.00 0.15 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.32 2.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.18 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.37 24.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.40 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.12 -1.12 0.00 0.00 1.39 56.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.12 -0.12 0.03 0.03 0.96 4.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 0.93 10.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.04 0.0 0.72 -0.72 0.00 0.00 0.59 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 2.97 58.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.18 0.05 0.0 999.00 -999.00 0.18 0.12 0.75 999999999.0 3 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.36 12.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.06 0.0 999.00 -999.00 0.05 0.05 1.18 999999999.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.59 -0.59 0.00 0.00 2.21 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.12 0.07 0.0 0.62 -0.62 0.12 0.12 2.15 20.0 4 4 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.08 0.0 0.21 -0.21 0.10 0.10 4.97 13.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.10 0.0 0.73 -0.73 0.27 0.27 1.07 8.0 3 3 caleb_strategy_v3 BOBL False False 0.07 0.00 0.11 0.0 1.25 -1.25 0.00 0.00 1.63 19.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.11 0.0 0.80 -0.80 0.00 0.00 2.26 17.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.56 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.14 0.0 0.67 -0.67 0.00 0.00 2.07 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.27 0.16 0.0 0.68 -0.68 0.27 0.34 2.30 10.0 4 5 caleb_strategy_v3 NIKKEI False False 0.01 0.18 0.22 0.0 0.54 -0.54 0.18 0.22 15.05 36.0 12 15 caleb_strategy_v3 MXP False False 0.01 0.39 0.42 0.0 0.77 -0.77 0.39 0.37 32.61 60.0 30 29 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.12 0.0 1.36 -1.36 0.00 0.00 15.62 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.7 Shocked risk 48.8 Sum abs risk 53.8 Leverage 6.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2084846.44, 'annual_cash_vol_target': 521211.61, 'daily_cash_vol_target': 32575.725625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6497 0.5655 9.0477 BITCOIN 2213.4934 113385.0000 1.9522 31.2351 BOBL 0.1801 118.4700 0.1520 2.4326 BTP 0.4357 121.2200 0.3594 5.7511 BUND 0.3695 129.7200 0.2849 4.5579 BUXL 0.9196 116.7800 0.7875 12.5992 CAC 67.2828 8055.0000 0.8353 13.3647 CAD 0.0023 0.7146 0.3266 5.2249 CANOLA 7.4436 628.6000 1.1842 18.9466 CHF 0.0059 1.2574 0.4672 7.4747 COCOA 126.8835 5955.0000 2.1307 34.0913 COFFEE 7.5909 377.4500 2.0111 32.1775 COPPER 0.0932 5.0250 1.8539 29.6619 CORN 4.0068 452.2500 0.8860 14.1756 COTTON2 0.6845 63.4300 1.0791 17.2657 CRUDE_W 0.9517 59.0000 1.6130 25.8086 DAX 175.1585 24441.0000 0.7167 11.4665 DOW 336.8255 46681.0000 0.7215 11.5448 DX 0.3911 98.7900 0.3959 6.3349 EUR 0.0051 1.1646 0.4418 7.0692 EURIBOR-ICE 0.0319 97.8800 0.0325 0.5207 EUROSTX 46.3594 5616.0000 0.8255 13.2078 FEEDCOW 3.2376 378.7250 0.8549 13.6780 GASOIL 10.6422 630.0000 1.6892 27.0279 GASOLINE 0.0306 1.7650 1.7325 27.7199 GAS_US_mini 0.0935 3.6900 2.5337 40.5391 GBP 0.0059 1.3330 0.4462 7.1397 GOLD_micro 33.0769 4166.5000 0.7939 12.7021 HEATOIL 0.0358 2.1724 1.6495 26.3916 JGB-SGX-mini 0.2323 136.3800 0.1703 2.7254 JPY 0.0000 0.0066 0.6816 10.9056 LEANHOG 1.1311 85.4000 1.3245 21.1913 LIVECOW 1.7239 246.6000 0.6991 11.1848 LUMBER-new 8.0753 650.0000 1.2424 19.8776 MXP 0.0003 0.0537 0.5651 9.0410 NASDAQ_micro 223.8735 24916.7500 0.8985 14.3758 NIKKEI 548.8230 47220.0000 1.1623 18.5963 NZD 0.0034 0.5732 0.5872 9.3953 OAT 0.4078 122.8700 0.3319 5.3110 OATIES 4.4054 319.0000 1.3810 22.0960 OJ 6.1490 205.9000 2.9864 47.7826 PALLAD 32.2477 1585.0000 2.0346 32.5529 PLAT 25.8082 1681.2000 1.5351 24.5617 REDWHEAT 6.9445 509.0000 1.3643 21.8293 RICE 0.1386 11.0300 1.2562 20.0988 ROBUSTA 95.0092 4426.0000 2.1466 34.3458 RUSSELL 32.0852 2522.4000 1.2720 20.3521 SHATZ 0.0495 107.1650 0.0462 0.7397 SILVER-mini 0.8264 50.8625 1.6248 25.9966 SMI 86.3638 12528.0000 0.6894 11.0299 SOFR 0.0492 96.8300 0.0508 0.8131 SOYBEAN 8.0677 1054.5000 0.7651 12.2412 SOYMEAL 2.8289 284.0000 0.9961 15.9375 SOYOIL 0.6596 51.2800 1.2863 20.5816 SP400 36.3067 3286.0000 1.1049 17.6783 SP500_micro 54.9163 6713.2500 0.8180 13.0885 SUGAR11 0.2467 15.3600 1.6060 25.6968 US10 0.3218 113.4375 0.2836 4.5383 US10U 0.4399 116.2188 0.3785 6.0563 US2 0.0832 104.4258 0.0797 1.2750 US20 0.6455 118.3438 0.5454 8.7268 US30 0.9452 122.4062 0.7722 12.3549 US5 0.2134 109.7656 0.1944 3.1103 VIX 0.4790 21.2500 2.2542 36.0675 WHEAT 6.5563 574.2500 1.1417 18.2675 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.70 0.57 367.39 1.00 367.39 32575.73 88.67 9.58 84.99 BITCOIN 113.38 1.95 221.35 1.00 221.35 32575.73 147.17 -6.95 -102.23 BOBL 1184.70 0.15 180.12 1.16 209.23 32575.73 155.69 10.31 160.58 BTP 1212.20 0.36 435.72 1.16 506.14 32575.73 64.36 9.44 60.74 BUND 1297.20 0.28 369.53 1.16 429.26 32575.73 75.89 7.68 58.29 BUXL 1167.80 0.79 919.59 1.16 1068.22 32575.73 30.50 0.11 0.35 CAC 805.50 0.84 672.83 1.16 781.57 32575.73 41.68 9.57 39.91 CAD 714.65 0.33 233.37 1.00 233.37 32575.73 139.59 -11.22 -156.66 CANOLA 125.72 1.18 148.87 0.71 106.36 32575.73 306.27 0.10 3.05 CHF 1571.69 0.47 734.24 1.00 734.24 32575.73 44.37 -8.25 -36.60 COCOA 595.50 2.13 1268.83 1.00 1268.83 32575.73 25.67 -10.70 -27.46 COFFEE 1415.44 2.01 2846.57 1.00 2846.57 32575.73 11.44 9.61 10.99 COPPER 1256.25 1.85 2328.92 1.00 2328.92 32575.73 13.99 0.74 1.04 CORN 226.12 0.89 200.34 1.00 200.34 32575.73 162.60 -6.43 -104.47 COTTON2 317.15 1.08 342.24 1.00 342.24 32575.73 95.18 -20.00 -190.37 CRUDE_W 590.00 1.61 951.69 1.00 951.69 32575.73 34.23 -1.89 -6.45 DAX 244.41 0.72 175.16 1.16 203.47 32575.73 160.10 5.42 86.81 DOW 233.40 0.72 168.41 1.00 168.41 32575.73 193.43 -6.52 -126.16 DX 987.90 0.40 391.14 1.00 391.14 32575.73 83.28 5.44 45.32 EUR 1455.69 0.44 643.16 1.00 643.16 32575.73 50.65 -3.37 -17.05 EURIBOR-ICE 2447.00 0.03 79.63 1.16 92.50 32575.73 352.16 12.98 457.25 EUROSTX 561.60 0.83 463.59 1.16 538.52 32575.73 60.49 10.40 62.88 FEEDCOW 1893.62 0.85 1618.82 1.00 1618.82 32575.73 20.12 16.05 32.30 GASOIL 630.00 1.69 1064.22 1.00 1064.22 32575.73 30.61 7.22 22.11 GASOLINE 741.30 1.73 1284.30 1.00 1284.30 32575.73 25.36 0.33 0.84 GAS_US_mini 92.25 2.53 233.73 1.00 233.73 32575.73 139.37 -11.83 -164.93 GBP 833.12 0.45 371.76 1.00 371.76 32575.73 87.62 1.05 9.24 GOLD_micro 416.65 0.79 330.77 1.00 330.77 32575.73 98.48 4.14 40.76 HEATOIL 912.41 1.65 1505.00 1.00 1505.00 32575.73 21.65 -5.51 -11.94 JGB-SGX-mini 136380.00 0.17 23230.91 0.01 152.95 32575.73 212.98 -8.50 -180.99 JPY 828.94 0.68 565.00 1.00 565.00 32575.73 57.66 -7.05 -40.67 LEANHOG 341.60 1.32 452.43 1.00 452.43 32575.73 72.00 11.34 81.64 LIVECOW 986.40 0.70 689.55 1.00 689.55 32575.73 47.24 14.44 68.22 LUMBER-new 178.75 1.24 222.07 1.00 222.07 32575.73 146.69 1.17 17.15 MXP 268.45 0.57 151.69 1.00 151.69 32575.73 214.75 10.33 221.88 NASDAQ_micro 498.34 0.90 447.75 1.00 447.75 32575.73 72.75 -5.79 -42.12 NIKKEI 47220.00 1.16 54882.30 0.01 361.35 32575.73 90.15 15.39 138.78 NZD 573.25 0.59 336.62 1.00 336.62 32575.73 96.77 -0.62 -6.03 OAT 1228.70 0.33 407.85 1.16 473.77 32575.73 68.76 9.79 67.32 OATIES 159.50 1.38 220.27 1.00 220.27 32575.73 147.89 -20.00 -295.78 OJ 308.85 2.99 922.35 1.00 922.35 32575.73 35.32 -10.34 -36.52 PALLAD 1585.00 2.03 3224.77 1.00 3224.77 32575.73 10.10 9.36 9.46 PLAT 840.60 1.54 1290.41 1.00 1290.41 32575.73 25.24 10.82 27.31 REDWHEAT 254.50 1.36 347.22 1.00 347.22 32575.73 93.82 -17.24 -161.75 RICE 220.60 1.26 277.11 1.00 277.11 32575.73 117.55 -17.15 -201.64 ROBUSTA 442.60 2.15 950.09 1.00 950.09 32575.73 34.29 5.76 19.74 RUSSELL 126.12 1.27 160.43 1.00 160.43 32575.73 203.06 2.59 52.53 SHATZ 1071.65 0.05 49.54 1.16 57.55 32575.73 566.03 0.65 36.55 SILVER-mini 1271.56 1.62 2066.02 1.00 2066.02 32575.73 15.77 13.93 21.96 SMI 1252.80 0.69 863.64 1.25 1077.82 32575.73 30.22 15.10 45.63 SOFR 2420.75 0.05 123.02 1.00 123.02 32575.73 264.80 -1.25 -33.11 SOYBEAN 527.25 0.77 403.39 1.00 403.39 32575.73 80.76 -4.50 -36.37 SOYMEAL 284.00 1.00 282.89 1.00 282.89 32575.73 115.15 -20.00 -230.31 SOYOIL 307.68 1.29 395.78 1.00 395.78 32575.73 82.31 -6.34 -52.15 SP400 3286.00 1.10 3630.67 1.00 3630.67 32575.73 8.97 -7.59 -6.81 SP500_micro 335.66 0.82 274.58 1.00 274.58 32575.73 118.64 -8.03 -95.29 SUGAR11 172.03 1.61 276.29 1.00 276.29 32575.73 117.90 -13.36 -157.52 US10 1134.38 0.28 321.76 1.00 321.76 32575.73 101.24 -0.10 -0.99 US10U 1162.19 0.38 439.91 1.00 439.91 32575.73 74.05 1.57 11.60 US2 2088.52 0.08 166.43 1.00 166.43 32575.73 195.73 0.71 13.80 US20 1183.44 0.55 645.47 1.00 645.47 32575.73 50.47 6.20 31.31 US30 1224.06 0.77 945.20 1.00 945.20 32575.73 34.46 3.55 12.23 US5 1097.66 0.19 213.38 1.00 213.38 32575.73 152.67 -0.54 -8.31 VIX 212.50 2.25 479.02 1.00 479.02 32575.73 68.00 -13.11 -89.19 WHEAT 287.12 1.14 327.82 1.00 327.82 32575.73 99.37 -14.35 -142.60 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 84.987 0.010 2.5 2.208 BITCOIN -102.232 0.043 2.5 -11.086 BOBL 160.578 0.004 2.5 1.631 BTP 60.737 0.014 2.5 2.075 BUND 58.293 0.004 2.5 0.592 BUXL 0.346 0.004 2.5 0.004 CAC 39.907 0.014 2.5 1.363 CAD -156.664 0.010 2.5 -4.071 CANOLA 3.049 0.010 2.5 0.074 CHF -36.605 0.010 2.5 -0.951 COCOA -27.463 0.010 2.5 -0.669 COFFEE 10.993 0.005 2.5 0.146 COPPER 1.038 0.043 2.5 0.113 CORN -104.472 0.010 2.5 -2.545 COTTON2 -190.368 0.010 2.5 -4.638 CRUDE_W -6.453 0.043 2.5 -0.700 DAX 86.811 0.014 2.5 2.965 DOW -126.156 0.009 2.5 -2.936 DX 45.318 0.010 2.5 1.177 EUR -17.051 0.010 2.5 -0.443 EURIBOR-ICE 457.253 0.014 2.5 15.618 EUROSTX 62.883 0.014 2.5 2.148 FEEDCOW 32.301 0.013 2.5 1.072 GASOIL 22.108 0.017 2.5 0.960 GASOLINE 0.839 0.017 2.5 0.036 GAS_US_mini -164.929 0.043 2.5 -17.885 GBP 9.240 0.010 2.5 0.240 GOLD_micro 40.761 0.014 2.5 1.392 HEATOIL -11.936 0.017 2.5 -0.518 JGB-SGX-mini -180.993 0.043 2.5 -19.627 JPY -40.670 0.010 2.5 -1.057 LEANHOG 81.635 0.024 2.5 4.968 LIVECOW 68.221 0.013 2.5 2.264 LUMBER-new 17.154 0.010 2.5 0.418 MXP 221.879 0.059 2.5 32.612 NASDAQ_micro -42.122 0.009 2.5 -0.980 NIKKEI 138.779 0.043 2.5 15.049 NZD -6.027 0.010 2.5 -0.157 OAT 67.322 0.014 2.5 2.299 OATIES -295.781 0.010 2.5 -7.206 OJ -36.516 0.010 2.5 -0.890 PALLAD 9.457 0.014 2.5 0.323 PLAT 27.307 0.014 2.5 0.933 REDWHEAT -161.753 0.005 2.5 -2.149 RICE -201.644 0.010 2.5 -4.913 ROBUSTA 19.740 0.005 2.5 0.262 RUSSELL 52.533 0.013 2.5 1.743 SHATZ 36.553 0.004 2.5 0.371 SILVER-mini 21.960 0.014 2.5 0.750 SMI 45.627 0.014 2.5 1.558 SOFR -33.111 0.024 2.5 -2.015 SOYBEAN -36.368 0.004 2.5 -0.339 SOYMEAL -230.306 0.004 2.5 -2.145 SOYOIL -52.152 0.004 2.5 -0.486 SP400 -6.808 0.013 2.5 -0.226 SP500_micro -95.288 0.009 2.5 -2.218 SUGAR11 -157.521 0.010 2.5 -3.838 US10 -0.992 0.005 2.5 -0.013 US10U 11.596 0.005 2.5 0.147 US2 13.800 0.005 2.5 0.175 US20 31.311 0.005 2.5 0.397 US30 12.233 0.005 2.5 0.155 US5 -8.314 0.005 2.5 -0.106 VIX -89.187 0.099 2.5 -22.046 WHEAT -142.596 0.005 2.5 -1.894 ===================== Position diags ===================== AUD 2.30 BITCOIN 15.96 BOBL 1.58 BTP 2.20 BUND 0.77 BUXL 0.31 CAC 1.42 CAD 3.63 CANOLA 7.46 CHF 1.15 COCOA 0.63 COFFEE 0.15 COPPER 1.52 CORN 3.96 COTTON2 2.32 CRUDE_W 3.71 DAX 5.47 DOW 4.50 DX 2.16 EUR 1.32 EURIBOR-ICE 12.03 EUROSTX 2.07 FEEDCOW 0.67 GASOIL 1.33 GASOLINE 1.10 GAS_US_mini 15.11 GBP 2.28 GOLD_micro 3.36 HEATOIL 0.94 JGB-SGX-mini 23.10 JPY 1.50 LEANHOG 4.38 LIVECOW 1.57 LUMBER-new 3.57 MXP 31.56 NASDAQ_micro 1.69 NIKKEI 9.78 NZD 2.51 OAT 2.35 OATIES 3.60 OJ 0.86 PALLAD 0.35 PLAT 0.86 REDWHEAT 1.25 RICE 2.86 ROBUSTA 0.46 RUSSELL 6.74 SHATZ 5.75 SILVER-mini 0.54 SMI 1.03 SOFR 16.12 SOYBEAN 0.75 SOYMEAL 1.07 SOYOIL 0.77 SP400 0.30 SP500_micro 2.76 SUGAR11 2.87 US10 1.28 US10U 0.94 US2 2.48 US20 0.64 US30 0.44 US5 1.94 VIX 16.81 WHEAT 1.32 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.2 2.0 2.4 0.0 0 BITCOIN -11.1 -12.7 -9.5 0.0 0 BOBL 1.6 1.5 1.8 0.0 0 BTP 2.1 1.9 2.3 0.0 0 BUND 0.6 0.5 0.7 0.0 0 BUXL 0.0 -0.0 0.0 0.0 0 CAC 1.4 1.2 1.5 0.0 0 CAD -4.1 -4.4 -3.7 -5.0 -5 CANOLA 0.1 -0.7 0.8 0.0 0 CHF -1.0 -1.1 -0.8 -2.0 -2 COCOA -0.7 -0.7 -0.6 -1.0 -1 COFFEE 0.1 0.1 0.2 0.0 0 COPPER 0.1 -0.0 0.3 2.0 2 CORN -2.5 -2.9 -2.1 -3.0 -3 COTTON2 -4.6 -4.9 -4.4 -5.0 -5 CRUDE_W -0.7 -1.1 -0.3 0.0 0 DAX 3.0 2.4 3.5 0.0 0 DOW -2.9 -3.4 -2.5 -12.0 -12 DX 1.2 1.0 1.4 1.0 1 EUR -0.4 -0.6 -0.3 -1.0 -1 EURIBOR-ICE 15.6 14.4 16.8 0.0 0 EUROSTX 2.1 1.9 2.4 4.0 4 FEEDCOW 1.1 1.0 1.1 3.0 3 GASOIL 1.0 0.8 1.1 1.0 1 GASOLINE 0.0 -0.1 0.1 0.0 0 GAS_US_mini -17.9 -19.4 -16.4 -15.0 -15 GBP 0.2 0.0 0.5 0.0 0 GOLD_micro 1.4 1.1 1.7 0.0 0 HEATOIL -0.5 -0.6 -0.4 -1.0 -1 JGB-SGX-mini -19.6 -21.9 -17.3 0.0 0 JPY -1.1 -1.2 -0.9 0.0 0 LEANHOG 5.0 4.5 5.4 6.0 6 LIVECOW 2.3 2.1 2.4 0.0 0 LUMBER-new 0.4 0.1 0.8 0.0 0 MXP 32.6 29.5 35.8 30.0 30 NASDAQ_micro -1.0 -1.1 -0.8 0.0 0 NIKKEI 15.0 14.1 16.0 12.0 12 NZD -0.2 -0.4 0.1 0.0 0 OAT 2.3 2.1 2.5 4.0 4 OATIES -7.2 -7.6 -6.8 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.3 0.3 0.4 0.0 0 PLAT 0.9 0.8 1.0 0.0 0 REDWHEAT -2.1 -2.3 -2.0 0.0 0 RICE -4.9 -5.2 -4.6 -3.0 -3 ROBUSTA 0.3 0.2 0.3 1.0 1 RUSSELL 1.7 1.1 2.4 0.0 0 SHATZ 0.4 -0.2 0.9 NaN 0 SILVER-mini 0.8 0.7 0.8 3.0 3 SMI 1.6 1.5 1.7 0.0 0 SOFR -2.0 -3.6 -0.4 NaN 0 SOYBEAN -0.3 -0.4 -0.3 -1.0 -1 SOYMEAL -2.1 -2.3 -2.0 -3.0 -3 SOYOIL -0.5 -0.6 -0.4 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.2 -2.5 -1.9 -4.0 -4 SUGAR11 -3.8 -4.1 -3.6 -6.0 -6 US10 -0.0 -0.1 0.1 0.0 0 US10U 0.1 0.1 0.2 0.0 0 US2 0.2 -0.1 0.4 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.2 0.1 0.2 0.0 0 US5 -0.1 -0.3 0.1 -2.0 -2 VIX -22.0 -23.7 -20.4 -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 -0.4 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 -0.2 0.1 -0.1 2.1 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.2 -0.2 0.1 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN 0.1 -0.1 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 -0.2 0.5 -0.0 0.7 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.5 0.0 -2.7 0.0 -0.2 0.1 -0.1 0.3 0.0 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL 0.2 0.0 -0.1 0.0 0.2 -0.0 0.1 -0.1 0.1 0.2 0.1 0.2 -0.1 0.1 -0.1 0.4 0.0 0.3 0.2 0.0 -0.0 0.2 -0.1 0.1 0.4 0.0 0.2 -0.0 0.1 -0.1 0.1 0.1 0.2 0.3 0.0 -0.2 0.6 0.7 0.7 0.7 BTP 0.1 0.0 -0.1 0.0 0.2 -0.0 0.2 -0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.3 0.1 -2.7 0.1 0.2 0.1 0.2 0.2 0.1 0.6 0.1 0.2 0.0 0.1 0.4 0.7 0.4 0.7 BUND 0.2 0.1 0.0 0.0 0.2 -0.0 0.1 -0.1 0.1 0.2 0.0 0.2 -0.3 0.1 -0.0 -0.1 0.1 0.0 0.1 0.0 -0.0 0.2 -0.2 0.1 -0.1 0.0 0.2 -0.0 0.2 -0.1 0.1 0.1 0.1 0.3 0.1 -0.2 0.6 0.7 0.7 0.7 BUXL 0.3 0.2 -0.0 0.0 0.2 -0.0 0.1 -0.1 0.1 0.1 -0.4 0.2 -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 -0.1 0.1 -0.3 0.1 -0.0 -0.0 0.3 -0.0 -0.5 0.3 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 0.0 0.0 0.0 -0.0 0.1 0.4 0.2 -0.0 -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 0.0 -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 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.2 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.4 -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 0.2 -0.0 0.0 -0.2 0.6 0.7 0.7 0.7 CHF -0.4 -0.2 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 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 -0.0 0.1 -0.1 0.2 -0.0 -1.1 0.1 0.2 0.2 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.6 -0.5 -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 0.2 0.1 0.2 -0.2 -0.1 -0.2 0.0 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 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 0.4 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.0 0.3 0.0 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 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 0.0 0.0 0.1 -0.6 0.0 0.0 0.0 0.0 0.1 0.0 0.1 -0.3 -0.4 -0.4 -0.3 0.5 0.2 0.6 0.3 CORN -0.1 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.3 -0.2 -0.5 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.1 -0.4 -0.1 1.4 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -1.1 -0.0 0.1 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 -0.5 -0.4 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 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.0 -0.4 -0.4 0.7 0.5 -0.0 0.6 DAX 0.6 -0.4 -0.4 0.1 -0.0 0.1 0.0 0.1 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 0.1 -1.5 0.0 -0.0 0.0 0.1 0.2 0.1 -0.0 0.4 0.3 -0.6 -0.6 0.6 0.7 0.7 0.7 DOW -0.4 0.0 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.5 0.0 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.3 0.0 -1.9 0.1 -0.0 0.1 -0.0 0.2 0.0 -0.2 -0.5 -0.5 0.1 0.3 -0.7 -0.7 -0.7 -0.7 DX 0.5 0.3 0.2 -0.0 -0.0 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 0.0 -0.0 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 -0.5 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -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 -0.1 0.1 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 EURIBOR-ICE 0.1 -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 0.1 0.8 0.0 0.2 0.0 0.1 0.1 0.1 0.8 0.3 0.2 0.0 -0.1 0.4 0.7 0.5 0.7 EUROSTX 0.4 0.2 -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 0.4 -0.2 -0.5 0.7 0.7 0.7 0.6 FEEDCOW 0.4 -0.3 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.2 0.5 0.1 0.2 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 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.5 -0.1 0.1 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 -0.2 -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 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 0.0 -0.1 -0.3 -0.4 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.1 -0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.5 -0.1 -0.6 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.2 -0.5 -0.1 2.7 -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -1.1 0.4 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 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 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 -0.1 -0.1 0.3 -0.1 0.2 -0.0 GOLD_micro 0.5 0.6 0.1 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -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 0.2 -0.2 0.2 -0.1 -0.0 0.1 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 -0.0 -0.2 -0.1 0.5 0.2 -0.3 -0.2 JGB-SGX-mini -0.1 -0.1 -0.2 0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.3 -0.0 -0.3 -0.1 -0.1 0.0 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 -0.2 -0.4 -0.4 -0.7 -0.6 -0.6 -0.7 JPY -0.3 -0.2 -0.3 -0.0 -0.0 0.0 -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 -0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.5 -0.2 0.7 -0.1 0.1 0.4 0.4 0.4 0.4 0.0 0.2 -0.2 0.5 -0.1 -0.0 0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.0 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW 0.1 -0.1 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.5 0.2 0.7 0.1 0.2 -0.4 0.2 -0.1 0.1 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 -0.4 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 -0.3 0.2 -0.4 0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.1 -0.3 0.1 NaN -0.0 0.0 -0.1 0.1 -0.1 0.0 -1.2 0.6 0.7 0.3 0.6 0.8 0.8 0.8 0.8 MXP -0.3 -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 -0.5 -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 -0.0 0.2 -0.0 0.2 0.0 -0.3 -0.3 -0.0 0.2 0.6 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.1 0.2 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.1 0.0 0.2 0.1 0.1 0.2 0.2 0.1 0.4 0.2 -1.5 0.1 0.0 0.1 0.0 0.1 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.4 0.7 0.7 NZD -0.5 -0.3 -0.3 -0.0 -0.1 0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 1.6 -0.0 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 0.0 -0.4 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.2 0.1 -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 0.1 0.2 0.0 0.2 -0.0 0.1 -0.1 0.1 0.8 0.2 0.2 -0.1 -0.3 0.4 0.7 0.4 0.7 OATIES -0.0 -0.5 -0.6 -0.1 -0.0 -0.2 -0.0 -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 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.1 -0.7 -0.4 -0.7 -0.3 OJ -0.6 -0.3 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 1.1 -0.3 -0.3 0.2 0.3 -0.3 -0.4 -0.1 -0.4 PALLAD 0.6 0.4 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 0.4 -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 0.0 0.2 0.1 0.3 -0.5 0.3 -0.0 0.1 0.7 0.3 -0.3 -0.2 REDWHEAT -0.1 -0.1 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -0.1 -0.2 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 -0.2 -0.3 -0.4 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA -0.1 0.5 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 0.3 0.1 0.6 0.5 -0.0 0.6 0.1 0.7 RUSSELL -0.4 0.1 0.6 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.3 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 1.0 0.1 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.2 0.3 0.5 -0.7 -0.7 -0.7 -0.7 SHATZ 0.2 -0.2 -0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 -0.2 0.2 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 0.3 -0.3 -0.5 0.6 0.7 0.7 0.7 SILVER-mini 0.2 0.4 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.3 0.1 0.1 0.2 0.1 0.1 0.1 -0.1 0.2 0.6 0.6 0.6 0.7 0.7 0.3 0.1 SMI 0.4 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 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 0.2 0.0 -0.4 0.7 0.7 0.7 0.7 SOFR -0.4 -0.1 0.3 0.0 0.2 -0.0 0.1 -0.1 0.1 0.2 0.4 0.0 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 0.0 -2.7 0.0 0.1 0.2 0.1 0.2 0.0 0.2 -0.0 -0.5 0.2 0.6 0.1 -0.5 -0.5 -0.7 SOYBEAN -0.2 -0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.1 -0.2 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.6 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 0.3 0.1 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL -0.3 -0.2 -0.1 -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 -0.1 -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 0.6 -0.6 -0.7 -0.5 -0.7 SOYOIL -0.1 -0.5 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -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 0.1 0.4 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.5 -0.1 0.3 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.0 -0.2 0.0 -0.0 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 0.0 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 -0.5 0.1 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 -0.1 -0.5 -0.1 -0.1 0.2 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 -0.3 0.0 0.3 0.4 -0.7 -0.7 -0.7 -0.7 US10 -0.2 0.2 0.4 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.3 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.1 -0.7 0.0 0.1 0.1 0.1 0.1 0.0 -0.3 0.0 -0.2 0.4 0.5 -0.4 -0.7 -0.6 -0.7 US10U -0.2 0.3 0.4 0.0 0.2 -0.0 0.1 -0.1 0.1 0.2 0.4 0.1 -0.0 0.1 0.2 0.1 -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 0.1 -0.4 0.0 -0.2 0.6 0.6 0.1 -0.4 -0.5 -0.7 US2 -0.2 0.1 0.2 0.0 0.1 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 -0.1 0.0 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.0 0.1 0.1 0.0 2.4 0.0 0.1 0.1 0.1 0.1 0.0 -1.1 0.1 -0.1 0.2 0.3 -0.3 -0.3 -0.4 -0.7 US20 -0.0 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 0.1 0.1 0.0 0.0 0.0 0.0 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.0 0.4 0.4 0.0 0.2 -0.0 0.1 -0.1 0.1 0.1 0.0 0.1 -0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 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 0.3 0.0 -0.5 US5 -0.3 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 0.1 0.1 0.1 0.2 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.0 -0.6 0.1 -0.2 0.2 0.4 -0.4 -0.5 -0.5 -0.7 VIX 0.5 -0.3 -0.7 -0.1 0.1 -0.2 0.1 -0.1 0.0 0.1 -0.8 0.1 -0.6 -0.2 -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 -0.1 -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 -0.1 -0.2 -0.1 -0.3 -0.1 -0.9 -0.1 0.0 0.6 0.6 -0.7 -0.7 -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 -11.5 2.4 4.1 -1.0 -8.1 2.9 -9.5 3.9 -6.2 -16.0 17.2 -16.5 3.8 -1.8 2.5 -0.9 -1.4 -1.2 -1.3 1.5 5.9 -17.9 3.4 -7.6 15.4 1.6 -14.0 3.5 -11.3 0.8 -4.6 3.0 -7.7 3.0 6.0 8.6 20.0 20.0 20.0 20.0 BITCOIN 3.2 -3.8 -3.5 8.1 7.2 6.6 9.1 4.9 9.4 -20.0 17.9 -1.7 20.0 2.0 4.6 -6.7 -7.4 -7.3 -7.3 7.3 12.5 -10.7 20.0 4.1 -20.0 1.2 -17.3 4.1 -5.5 8.9 0.4 -2.2 -20.0 -20.0 -20.0 -20.0 12.4 -3.7 -13.9 -8.6 BOBL 5.7 0.2 -3.4 1.6 17.5 -0.1 11.2 -2.1 4.7 16.8 3.2 14.9 -1.7 5.3 -5.2 20.0 1.8 16.8 7.9 0.0 -2.7 18.3 -3.2 7.8 2.9 0.5 19.1 -1.6 13.8 -1.7 6.2 1.7 9.2 8.6 0.6 -7.5 18.3 20.0 20.0 20.0 BTP 2.7 0.5 -2.1 2.0 20.0 -0.1 14.1 -2.6 6.0 20.0 20.0 19.4 16.3 17.8 13.2 7.8 9.0 9.6 9.8 6.1 6.6 19.6 9.7 10.8 -20.0 4.9 20.0 4.7 16.7 6.9 9.1 10.5 4.3 7.3 1.3 2.0 11.0 20.0 11.8 20.0 BUND 5.7 3.8 0.9 1.7 18.5 -0.1 11.8 -2.2 5.0 17.8 1.4 15.8 -8.4 10.3 -1.7 -5.2 4.6 1.2 4.6 2.1 -2.9 17.5 -7.1 9.0 -0.9 2.0 19.7 -1.4 14.3 -3.0 7.4 2.8 3.7 7.9 3.1 -7.1 17.0 20.0 19.9 20.0 BUXL 9.6 6.2 -1.2 1.6 17.3 -0.1 11.1 -2.1 4.7 16.6 -14.1 14.4 -16.7 11.5 -6.9 4.0 2.6 3.7 3.4 -1.7 -10.5 14.7 -16.5 7.4 -2.5 -0.3 14.1 -5.1 10.8 -7.2 5.6 -0.5 -1.5 8.2 -0.5 -15.2 10.4 13.3 -3.7 3.1 CAC 8.8 3.4 2.3 6.0 -0.9 5.1 1.5 3.6 4.8 5.7 14.6 8.6 11.3 12.1 12.0 -4.6 -1.3 -2.8 -1.8 9.4 6.7 8.5 5.1 11.2 1.8 4.6 3.7 1.4 4.4 -0.7 6.2 7.3 7.7 -0.4 -13.6 -18.0 20.0 20.0 20.0 20.0 CAD -15.2 -12.8 -8.7 -1.2 -9.4 3.4 -11.0 4.5 -7.2 -20.0 1.5 -20.0 -2.4 -20.0 -20.0 -7.8 -6.9 -7.7 -7.4 -20.0 -10.0 -20.0 -4.9 -20.0 20.0 -7.1 -9.8 -2.1 -11.4 -0.4 -10.5 -7.1 -4.6 -5.6 -20.0 -16.8 -20.0 -20.0 -20.0 -20.0 CANOLA -0.3 -18.6 -17.1 -3.5 -1.7 -3.3 -2.3 -2.5 -2.9 4.8 -1.3 -3.7 0.8 -8.7 -10.6 -17.8 -8.4 -14.3 -9.8 -10.7 -7.0 -1.1 -1.3 -6.6 3.7 -3.6 -0.7 -2.5 -1.0 -0.7 -2.5 -0.3 9.0 -0.1 0.8 -4.6 19.2 20.0 20.0 20.0 CHF -11.5 -6.9 -4.9 -0.7 -5.6 2.0 -6.6 2.7 -4.3 -3.7 11.1 -10.1 10.9 -7.7 -3.4 -15.0 -15.5 -15.2 -15.0 -0.6 6.6 -8.6 10.2 -6.1 -0.6 1.0 -3.1 4.6 -4.9 5.9 -2.7 -20.0 2.8 6.7 5.1 4.9 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -15.3 -3.1 -1.5 -2.9 -2.0 -2.2 -2.6 -7.8 -7.8 -9.5 0.8 -10.0 -8.7 -1.5 12.4 3.3 7.9 -17.5 -9.9 -20.0 1.4 -20.0 -20.0 -3.0 -2.4 -1.3 -4.2 1.2 -4.3 20.0 -20.0 -20.0 -10.7 3.7 -3.2 3.1 2.1 6.9 COFFEE -4.9 12.7 5.0 -4.1 -2.0 -3.9 -2.7 -2.9 -3.4 7.0 6.1 3.8 8.1 3.7 7.8 15.0 9.7 13.1 11.2 11.3 10.3 6.1 10.0 7.5 -20.0 3.7 2.1 3.9 1.2 4.1 2.1 20.0 20.0 3.0 20.0 20.0 8.6 15.0 17.3 20.0 COPPER 20.0 7.2 -10.0 2.7 2.4 2.2 3.0 1.6 3.1 1.7 -2.5 6.0 -1.5 6.6 -3.1 -5.5 -5.4 -5.2 -5.3 2.8 0.2 5.4 0.7 6.4 -4.9 1.5 0.3 1.3 1.9 2.0 2.3 1.2 -12.7 -11.0 -11.4 -10.2 15.8 7.4 16.8 8.8 CORN -4.4 8.8 -4.6 -7.1 -3.4 -6.6 -4.6 -4.9 -5.9 -19.7 -11.0 -20.0 -14.6 2.6 -1.0 -18.8 -18.9 -20.0 -20.0 -2.8 -8.7 -14.7 -16.1 -6.0 10.2 -1.4 -14.0 -2.8 -12.1 -8.0 -5.5 -20.0 -2.0 4.2 20.0 20.0 -8.6 -0.7 0.2 1.5 COTTON2 -10.3 -5.5 0.2 -7.8 -3.8 -7.3 -5.1 -5.5 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.3 -14.1 -17.1 -15.6 -17.0 -16.0 -20.0 -20.0 -20.0 -15.4 -7.5 -13.7 -5.9 -14.2 -7.9 -11.4 -11.1 -19.1 -12.5 15.5 20.0 -12.5 -18.8 -9.8 -16.1 CRUDE_W -6.5 -3.0 1.0 -1.4 -11.5 1.3 -10.0 1.1 -5.9 -12.5 -3.0 -15.8 -9.5 -14.5 -14.1 2.8 7.1 5.6 6.2 -6.3 -4.0 -15.5 -5.7 -11.4 3.3 -5.2 -9.1 -3.7 -9.0 -3.9 -7.3 -3.2 3.2 -0.7 -11.0 -13.8 20.0 14.0 -1.4 16.6 DAX 17.1 -11.4 -11.6 5.9 -0.9 5.0 1.5 3.6 4.7 -1.8 16.7 13.0 18.1 11.4 6.9 -6.6 -6.5 -6.0 -5.7 7.0 9.4 11.9 20.0 12.9 -11.5 1.9 -0.3 1.3 5.2 5.6 5.5 -0.6 15.5 9.5 -20.0 -20.0 17.4 20.0 20.0 20.0 DOW -11.9 0.4 12.1 5.4 -0.8 4.6 1.4 3.3 4.3 4.7 18.2 3.7 14.7 9.9 16.5 -9.4 -8.4 -8.8 -8.1 12.1 14.6 -2.4 12.4 4.4 -14.0 5.0 -4.0 5.5 -3.9 4.3 0.9 -4.2 -20.0 -16.9 2.0 9.1 -20.0 -20.0 -20.0 -20.0 DX 15.2 8.6 7.6 -0.7 -5.3 1.9 -6.2 2.5 -4.0 8.0 -10.5 11.2 -11.4 10.3 3.1 5.4 6.1 5.9 5.9 3.8 -5.0 13.5 -10.0 10.5 -20.0 2.2 5.2 -1.8 7.4 -3.9 5.7 15.4 20.0 20.0 4.6 -1.7 20.0 15.0 20.0 17.0 EUR -14.0 -6.5 -4.2 -0.8 -6.3 2.3 -7.4 3.0 -4.8 -10.2 13.7 -13.9 13.8 -11.6 1.0 -7.0 -7.5 -7.3 -7.4 -1.4 8.7 -14.3 13.7 -9.9 12.7 -0.4 -6.3 4.7 -8.7 6.8 -5.6 -7.5 -4.3 4.3 -2.2 3.6 -18.3 -20.0 -20.0 -20.0 EURIBOR-ICE 3.0 -1.8 -6.5 1.3 14.5 -0.1 9.3 -1.7 4.0 14.0 8.5 12.0 10.5 2.3 -2.1 12.8 10.3 13.0 12.5 0.9 1.2 16.1 5.3 6.4 6.2 0.8 16.7 0.1 11.5 1.6 4.8 14.1 11.8 6.2 0.2 -3.7 11.9 20.0 14.0 20.0 EUROSTX 12.9 4.8 -0.1 6.0 -0.9 5.0 1.5 3.6 4.8 2.7 18.7 11.5 17.1 15.1 16.2 -3.4 -1.1 -2.6 -1.8 14.8 11.9 8.0 12.3 15.5 -6.2 5.4 -0.5 2.8 2.7 2.0 6.1 7.5 1.5 11.1 -6.1 -15.2 20.0 20.0 20.0 18.8 FEEDCOW 13.5 -8.2 16.4 -4.7 -2.3 -4.3 -3.0 -3.3 -3.9 13.4 14.5 14.3 14.8 13.2 13.9 16.1 7.0 16.3 12.6 20.0 20.0 20.0 20.0 20.0 -20.0 5.3 8.0 6.6 7.4 7.1 5.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -7.4 2.0 6.8 -1.3 -10.2 1.2 -8.9 0.9 -5.3 -15.3 6.0 -15.7 2.0 -3.9 -0.2 19.3 13.1 19.2 15.9 2.3 5.8 -14.4 3.5 -6.0 -0.4 1.7 -10.3 3.9 -8.2 2.4 -3.3 9.7 -4.7 4.2 9.2 7.0 18.6 10.9 11.7 10.1 GASOLINE -10.2 -2.5 2.2 -1.4 -11.3 1.3 -9.9 1.0 -5.8 -12.9 3.7 -14.4 -0.6 -11.5 -9.2 18.2 20.0 20.0 20.0 -3.7 0.3 -15.0 0.2 -10.4 -20.0 -4.8 -9.7 -2.2 -9.6 -0.8 -7.7 20.0 0.8 -4.4 -9.1 -11.5 20.0 20.0 20.0 20.0 GAS_US_mini 7.5 4.4 -16.8 -1.8 -14.7 1.7 -12.8 1.4 -7.6 -20.0 -20.0 -13.7 -17.6 -7.2 -20.0 -20.0 -20.0 -20.0 -20.0 -13.2 -19.6 -18.9 -17.0 -9.0 20.0 -5.3 -19.1 -7.3 -10.7 -5.6 -4.3 -20.0 15.3 9.7 -2.2 -20.0 -1.8 -20.0 -20.0 -20.0 GBP -12.8 -7.4 -6.9 -1.2 -9.0 3.2 -10.5 4.3 -6.9 -15.4 13.8 -18.7 17.2 -14.9 -6.0 0.6 -0.2 0.1 -0.1 -5.2 5.9 -17.4 14.5 -13.1 1.0 -0.9 -9.7 5.0 -11.0 8.9 -7.0 5.0 4.2 1.0 -2.3 -2.5 9.1 -2.9 6.4 -1.0 GOLD_micro 14.3 20.0 2.9 5.9 5.3 4.8 6.7 3.6 6.9 15.9 19.1 17.3 18.5 18.8 18.9 -12.4 -11.7 -12.1 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 7.5 4.9 7.8 4.2 7.8 -9.1 20.0 20.0 20.0 10.6 -18.7 1.3 -20.0 -5.9 HEATOIL -8.9 -3.1 5.2 -1.4 -11.5 1.3 -10.1 1.1 -5.9 -14.7 8.9 -15.5 4.3 -9.8 -2.1 7.5 8.5 8.7 8.5 -1.0 4.7 -15.0 4.4 -8.8 -20.0 -3.3 -11.3 0.9 -9.7 2.7 -7.0 0.6 -0.2 -0.1 -7.1 -3.3 14.3 5.9 -9.1 -6.2 JGB-SGX-mini -2.9 -4.5 -6.9 0.9 10.1 -0.0 6.5 -1.2 2.8 8.3 -9.3 -1.1 -8.8 -6.8 -9.4 2.3 12.6 8.0 10.6 -7.3 -8.8 4.2 -9.5 -3.1 -6.1 -2.9 5.6 -3.4 2.6 -3.8 -0.9 14.6 -0.1 -7.7 -10.8 -11.8 -20.0 -18.0 -17.1 -20.0 JPY -10.7 -6.4 -9.9 -0.6 -4.5 1.6 -5.3 2.2 -3.4 -7.1 -8.4 -8.7 -5.7 -7.8 -9.7 -9.5 -11.0 -10.1 -10.1 -9.5 -6.6 -13.4 -4.6 -12.5 20.0 -3.3 -3.1 -1.9 -5.7 -1.3 -5.0 -12.7 -11.4 -5.6 -10.1 -12.0 -5.7 -10.6 -9.2 -10.4 LEANHOG -19.1 -3.1 3.3 -7.3 -3.5 -6.8 -4.7 -5.1 -6.0 -19.3 18.7 -20.0 19.0 -6.2 6.7 20.0 20.0 20.0 20.0 3.6 14.6 -20.0 17.6 -11.9 -0.3 1.0 -13.5 5.0 -12.0 6.7 -5.7 20.0 -20.0 -0.9 20.0 20.0 20.0 14.7 20.0 20.0 LIVECOW 4.2 -3.6 16.0 -6.2 -3.0 -5.8 -4.0 -4.4 -5.2 17.8 19.0 16.9 19.4 13.7 17.1 -18.2 11.9 -3.4 7.0 20.0 20.0 20.0 20.0 20.0 -20.0 6.5 14.6 9.3 11.2 11.2 6.9 20.0 20.0 20.0 20.0 20.0 20.0 14.1 20.0 19.9 LUMBER-new 20.0 -12.0 -11.0 -5.3 -2.6 -4.9 -3.4 -3.7 -4.4 15.1 -10.9 16.1 -8.4 0.4 -9.4 -20.0 -20.0 -20.0 -20.0 -7.8 -12.4 13.6 -9.4 5.6 NaN -1.7 4.0 -2.5 4.2 -1.3 1.9 -20.0 20.0 20.0 6.9 16.9 20.0 20.0 20.0 20.0 MXP -8.6 -1.4 8.0 -1.2 -9.3 3.4 -10.9 4.5 -7.1 -4.9 20.0 -1.3 17.7 16.1 20.0 13.0 12.7 12.9 12.5 16.8 20.0 -4.7 20.0 5.8 -20.0 8.3 -5.4 11.9 -3.0 10.7 2.8 20.0 6.9 20.0 20.0 20.0 5.7 7.4 0.6 9.8 NASDAQ_micro -15.1 -2.3 8.0 5.2 -0.8 4.4 1.3 3.2 4.1 0.4 18.3 2.8 17.0 12.6 16.2 -10.5 -9.0 -10.1 -9.2 17.9 20.0 1.6 19.8 10.6 -20.0 5.9 -4.0 6.2 -0.9 5.3 3.3 -5.7 -13.9 -0.1 5.2 17.8 -20.0 -20.0 -20.0 -20.0 NIKKEI -4.3 6.2 18.0 4.2 -0.6 3.5 1.1 2.6 3.4 4.4 14.6 7.5 12.6 11.8 13.8 1.0 8.5 5.4 7.5 20.0 20.0 15.8 14.5 20.0 -11.6 5.3 1.2 4.3 3.9 2.4 5.1 20.0 20.0 20.0 20.0 20.0 5.7 13.3 20.0 20.0 NZD -15.7 -9.9 -9.5 -0.8 -6.3 2.3 -7.3 3.0 -4.8 -15.1 0.5 -16.0 -4.2 -15.0 -14.6 -3.9 -2.8 -3.7 -3.3 -13.4 -7.4 -18.3 -3.7 -16.9 11.7 -4.6 -7.2 -2.3 -7.7 -1.3 -6.5 0.0 1.4 -11.4 -16.3 -12.4 20.0 19.0 20.0 20.0 OAT 6.4 1.6 -2.3 1.4 15.9 -0.1 10.2 -1.9 4.3 15.4 1.1 12.8 -5.5 9.1 -1.3 16.6 10.2 16.2 14.1 -0.2 -3.6 16.3 -5.0 6.9 1.4 0.2 18.6 -1.8 11.6 -2.0 5.0 14.8 6.4 5.1 -3.4 -9.2 13.2 20.0 13.0 20.0 OATIES -1.1 -15.3 -19.1 -7.0 -3.4 -6.5 -4.5 -4.9 -5.8 2.7 -19.9 -8.8 -11.6 -17.3 -20.0 -20.0 -6.9 -20.0 -13.6 -20.0 -20.0 -9.4 -14.1 -20.0 -14.9 -7.7 0.3 -6.3 -3.9 -4.3 -6.9 -1.6 -9.8 -6.7 -1.3 -1.7 -20.0 -10.6 -20.0 -10.1 OJ -19.2 -9.9 -1.8 -2.4 -1.1 -2.2 -1.5 -1.6 -2.0 -6.7 -3.7 -7.4 -5.0 -7.0 -3.7 -2.4 5.8 0.4 2.6 -6.7 -5.6 -12.2 -5.9 -10.3 -20.0 -1.9 -3.0 -1.6 -3.9 -1.6 -3.1 20.0 -14.4 -9.5 4.9 8.1 -9.0 -13.0 -4.2 -11.1 PALLAD 20.0 11.1 10.3 4.3 3.9 3.5 4.9 2.6 5.0 12.1 8.8 13.1 6.2 12.9 10.0 -3.3 -3.0 -3.1 -3.0 18.1 11.9 20.0 7.3 20.0 20.0 4.2 8.5 3.2 8.2 2.5 6.3 5.3 20.0 12.1 -1.6 0.0 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 9.6 15.9 5.0 4.4 4.1 5.6 3.0 5.8 9.9 14.2 13.8 11.9 14.5 14.5 -3.8 -3.5 -3.3 -3.2 20.0 20.0 20.0 20.0 20.0 1.3 5.3 2.6 5.3 4.5 4.8 5.6 4.8 -20.0 10.6 -1.4 3.7 20.0 7.7 -8.1 -6.5 REDWHEAT -4.1 -4.0 -13.5 -7.6 -3.6 -7.0 -4.9 -5.3 -6.3 -11.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.7 -20.0 -18.9 -20.0 -20.0 -18.5 -20.0 -20.0 7.6 -8.3 -6.1 -7.8 -9.6 -9.1 -9.4 -16.1 -4.7 -6.3 13.5 13.3 -20.0 -20.0 -20.0 -20.0 RICE -10.7 -20.0 -20.0 -3.7 -1.8 -3.4 -2.4 -2.6 -3.1 -7.5 -12.3 -10.5 -11.8 -11.8 -12.3 -19.0 -9.5 -17.9 -15.8 -20.0 -20.0 -13.8 -19.6 -18.4 -1.7 -4.4 -2.0 -4.5 -3.3 -4.6 -4.1 -7.9 -9.1 -10.2 -13.5 -8.9 -9.2 -8.4 -3.4 -7.9 ROBUSTA -3.6 16.5 7.6 -2.5 -1.2 -2.3 -1.6 -1.8 -2.1 1.5 -0.7 1.6 -0.6 0.9 3.9 9.0 14.8 14.0 14.2 4.0 1.0 2.5 -0.1 3.3 -20.0 1.3 0.2 0.4 0.6 0.1 1.0 20.0 14.4 1.7 20.0 15.1 -0.6 17.6 4.5 20.0 RUSSELL -12.8 4.2 17.4 4.9 -0.7 4.1 1.2 3.0 3.9 10.7 15.9 8.3 9.4 12.9 15.3 -5.6 -5.5 -5.5 -5.3 13.3 13.5 5.6 8.4 8.4 7.7 5.4 1.2 5.2 0.3 3.0 2.8 0.5 -2.7 -5.6 9.9 14.2 -20.0 -20.0 -20.0 -20.0 SHATZ 7.5 -7.1 -13.0 1.5 16.6 -0.1 10.6 -2.0 4.5 16.1 -5.9 14.5 0.6 -1.5 -12.7 -19.8 -19.3 -20.0 -18.9 -7.4 -9.3 16.1 -5.3 3.4 7.1 -2.9 13.7 -4.1 9.7 -2.2 2.8 -20.0 8.3 8.6 -8.8 -14.8 16.8 19.9 20.0 20.0 SILVER-mini 4.9 11.6 8.8 6.3 5.6 5.1 7.1 3.8 7.3 14.8 20.0 17.6 18.8 19.2 20.0 -7.1 -6.8 -7.2 -6.9 20.0 20.0 20.0 19.6 20.0 -9.8 7.1 6.9 5.7 6.9 4.2 7.5 -1.2 7.9 20.0 20.0 20.0 20.0 20.0 9.9 4.4 SMI 13.1 8.9 2.7 4.7 -0.7 4.0 1.2 2.9 3.7 4.3 6.8 11.3 5.6 11.4 10.0 5.1 2.9 3.1 2.6 11.2 5.9 15.0 4.5 16.3 8.3 3.9 1.9 1.6 5.2 0.7 5.7 14.4 20.0 7.1 1.4 -12.4 20.0 20.0 20.0 20.0 SOFR -13.1 -2.5 8.8 1.8 19.9 -0.1 12.7 -2.4 5.4 18.3 16.5 3.9 13.5 -4.3 8.4 6.8 5.1 7.0 6.5 6.3 13.7 8.0 14.3 1.7 -20.0 3.4 10.7 6.5 4.9 6.4 1.2 4.2 -1.4 -16.6 5.5 18.2 3.5 -14.5 -13.5 -20.0 SOYBEAN -7.6 -1.9 2.5 -7.1 -3.4 -6.6 -4.6 -5.0 -5.9 -16.3 2.7 -14.6 -10.8 -11.2 1.0 -5.4 -7.3 -8.7 -9.1 -2.6 -1.2 -9.6 -7.4 -6.3 -4.2 1.8 -9.4 3.7 -6.3 -1.7 -2.9 -0.1 14.5 3.0 20.0 20.0 -13.4 -3.1 -11.1 1.3 SOYMEAL -8.2 -6.1 -2.1 -7.2 -3.5 -6.7 -4.7 -5.1 -6.0 -17.4 -19.9 -15.7 -20.0 -18.0 -17.8 -20.0 -16.4 -20.0 -19.8 -16.1 -20.0 -10.6 -20.0 -13.5 -18.3 -5.8 -6.6 -7.4 -6.0 -11.6 -6.2 -16.9 16.4 -3.2 18.0 17.4 -19.4 -20.0 -14.2 -20.0 SOYOIL -3.9 -15.0 -3.2 -5.6 -2.7 -5.2 -3.7 -3.9 -4.7 -1.3 5.5 -5.9 8.9 -12.3 -10.1 -7.6 -3.6 -6.2 -4.8 -7.5 0.7 -1.1 7.6 -6.1 -13.8 -3.2 -0.2 0.3 -0.4 2.5 -2.6 7.4 20.0 4.1 12.0 20.0 -20.0 -11.8 -20.0 -12.7 SP400 -14.5 -3.3 9.3 4.6 -0.7 3.9 1.2 2.8 3.7 5.1 13.4 -1.4 6.5 1.9 8.5 -6.8 -6.0 -6.3 -5.9 3.1 6.0 -5.0 4.7 -2.4 -1.2 1.7 -3.9 2.9 -5.9 1.6 -2.5 -0.5 -20.0 -20.0 -10.2 -3.3 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.0 8.8 5.7 -0.8 4.8 1.4 3.5 4.6 2.9 20.0 4.4 19.1 12.3 17.9 -11.3 -9.8 -10.8 -9.9 15.9 20.0 -2.6 18.8 6.8 -20.0 5.5 -7.9 6.3 -4.8 5.1 1.2 -6.9 -20.0 -16.8 3.1 19.1 -20.0 -20.0 -20.0 -20.0 SUGAR11 4.5 -1.6 -6.0 -5.2 -2.5 -4.8 -3.3 -3.6 -4.3 -10.7 -14.8 -8.3 -14.6 -10.5 -11.0 8.5 6.1 -1.5 -1.0 -9.5 -11.7 -13.1 -12.5 -9.2 -20.0 -4.9 -11.0 -5.7 -8.1 -5.7 -5.2 19.0 -14.5 0.3 10.6 11.4 -20.0 -20.0 -20.0 -20.0 US10 -7.7 5.3 11.0 1.4 15.9 -0.1 10.2 -1.9 4.3 14.8 12.5 5.9 3.0 6.7 11.0 2.7 -0.3 2.0 1.2 8.0 9.5 10.0 6.0 5.9 -5.3 4.5 9.3 5.2 5.4 3.8 3.4 -4.9 1.7 -6.3 10.9 16.7 -12.1 -20.0 -16.9 -20.0 US10U -5.9 8.2 12.0 1.9 20.0 -0.1 13.5 -2.5 5.8 18.6 15.0 11.0 -0.4 12.2 15.7 2.5 -1.8 -0.1 -1.1 12.5 11.8 13.8 5.1 10.3 -10.8 6.7 9.8 6.6 6.7 3.9 5.3 -8.2 0.3 -5.2 20.0 20.0 4.4 -13.0 -14.2 -20.0 US2 -5.5 3.6 6.5 1.3 14.5 -0.1 9.3 -1.7 3.9 13.6 4.9 6.9 -2.5 2.2 6.8 -9.9 -15.7 -11.9 -13.1 4.1 4.5 8.6 2.0 4.0 18.2 3.2 9.7 3.7 5.8 3.1 3.1 -20.0 2.7 -4.3 4.7 9.1 -9.8 -10.2 -12.7 -20.0 US20 -0.7 12.8 12.7 1.3 14.8 -0.1 9.5 -1.8 4.0 13.7 5.4 10.3 -5.9 12.3 13.0 4.8 2.8 4.5 3.9 10.4 7.2 11.6 0.5 10.0 -8.1 5.0 6.8 4.0 5.2 1.5 4.5 0.3 0.1 1.2 16.3 17.6 20.0 12.0 -1.8 -12.6 US30 0.6 13.1 11.0 1.5 17.1 -0.1 10.9 -2.0 4.7 15.8 1.3 11.5 -10.4 14.2 13.9 -3.8 -3.5 -4.3 -3.6 9.7 4.9 12.6 -3.3 10.4 -5.1 5.6 8.5 3.7 6.5 0.3 5.5 -11.6 -2.1 1.5 15.3 15.9 20.0 7.6 0.6 -13.6 US5 -8.5 1.8 8.5 1.5 16.3 -0.1 10.4 -1.9 4.4 14.9 12.1 5.8 3.7 2.1 8.4 -0.8 -3.7 -1.9 -2.4 5.7 8.2 9.0 6.2 4.0 0.3 3.8 10.4 5.2 5.9 4.6 2.9 -10.8 2.2 -7.2 6.8 13.5 -13.3 -15.6 -14.5 -20.0 VIX 10.6 -5.3 -13.0 -5.5 9.5 -4.9 6.8 -0.9 0.2 5.5 -19.6 3.2 -9.9 -12.9 -20.0 -20.0 -20.0 -20.0 -20.0 -10.8 -11.5 9.9 -5.2 -0.4 NaN -6.1 11.0 -5.8 7.9 -1.3 0.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -1.2 -1.5 -13.5 -7.7 -3.7 -7.2 -5.0 -5.4 -6.4 -16.3 -20.0 -20.0 -20.0 -20.0 -20.0 -18.8 -18.3 -18.7 -18.5 -18.5 -20.0 -19.0 -20.0 -16.6 13.7 -7.5 -11.3 -6.8 -12.3 -8.4 -9.4 -17.1 -4.7 0.4 20.0 17.7 -20.0 -19.6 -20.0 -20.0 End of report for caleb_strategy_v3