******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251015_204358 produced at 2025-10-15 21:39:40.972177 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.05 0.00 -0.79 0.0 0.00 0.00 0.00 0.00 -17.35 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -2.14 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.28 -0.20 0.0 999.00 -999.00 -0.28 -0.28 -18.63 999999999.0 -26 -26 caleb_strategy_v3 CAD False False 0.04 -0.18 -0.15 0.0 1.04 -1.04 -0.18 -0.18 -4.13 29.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.09 0.0 0.00 -0.06 -0.06 -0.06 -19.31 26.0 -14 -14 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -12.30 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.07 0.0 1.04 -1.04 -0.16 -0.16 -0.84 13.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.18 -0.18 -0.08 -0.08 -4.38 11.0 -5 -5 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.75 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 -6.84 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.04 0.0 0.78 -0.78 -0.09 -0.09 -3.03 66.0 -8 -8 caleb_strategy_v3 JPY False False 0.04 0.00 -0.04 0.0 0.71 -0.71 0.00 0.00 -1.00 17.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.04 0.0 0.81 -0.81 -0.05 -0.07 -2.32 48.0 -3 -4 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.22 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -1.91 9.0 -4 -4 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.03 0.0 1.03 -1.03 -0.07 -0.07 -0.37 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 -3.71 18.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.03 0.0 0.14 -0.14 -0.03 -0.03 -2.46 12.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.06 8.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -2.05 9.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.05 -0.03 0.0 0.58 -0.58 -0.05 -0.05 -1.05 23.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.03 0.0 0.14 -0.14 -0.05 -0.05 -0.57 3.0 -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 -0.78 5.0 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 0.78 -0.78 -0.03 -0.03 -0.66 26.0 -1 -1 caleb_strategy_v3 NZD False False 0.03 0.00 -0.01 0.0 0.61 -0.61 0.00 0.00 -0.25 21.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.16 -0.16 -0.02 -0.02 -0.44 10.0 -1 -1 caleb_strategy_v3 OJ False False 0.02 -0.02 -0.01 0.0 0.05 -0.05 -0.02 -0.02 -0.89 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.01 0.0 0.19 -0.19 -0.03 -0.03 -0.38 7.0 -1 -1 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.01 0.0 1.38 -1.38 -0.06 -0.06 -0.14 25.0 -1 -1 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 US10 False False 0.06 0.00 -0.00 0.0 0.97 -0.97 0.00 0.00 -0.01 17.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.28 -0.28 0.00 0.00 0.04 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.00 0.0 0.23 -0.23 0.01 0.01 0.38 51.0 2 3 caleb_strategy_v3 COPPER False False 0.06 0.06 0.00 0.0 999.00 -999.00 0.06 0.06 0.05 999999999.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 2.09 68.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.52 -0.52 0.02 0.02 0.26 23.0 1 1 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.01 0.0 0.93 -0.93 0.04 0.04 0.32 22.0 1 1 caleb_strategy_v3 US2 False True 0.11 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.08 13.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.03 -0.03 0.00 0.00 0.59 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.76 -0.76 0.00 0.00 0.15 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.42 -0.42 0.00 0.00 0.14 6.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.38 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.82 -0.82 0.00 0.00 2.13 58.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.19 -1.19 0.00 0.00 1.34 56.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.03 0.0 0.16 -0.16 0.00 0.00 0.34 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.13 -0.13 0.03 0.03 0.90 4.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.43 -0.43 0.00 0.00 0.90 10.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.05 0.0 0.76 -0.76 0.00 0.00 0.66 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.07 0.13 0.05 0.0 999.00 -999.00 0.13 0.13 0.71 999999999.0 2 2 caleb_strategy_v3 DX False False 0.05 0.05 0.06 0.0 999.00 -999.00 0.05 0.05 1.14 999999999.0 1 1 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.06 0.0 0.00 0.00 0.00 0.00 0.96 24.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.62 -0.62 0.00 0.00 2.04 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.07 0.0 0.66 -0.66 0.13 0.13 2.06 20.0 4 4 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.45 12.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.08 0.0 0.22 -0.22 0.10 0.10 4.63 13.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.10 0.29 0.10 0.0 0.76 -0.76 0.29 0.29 1.05 8.0 3 3 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.11 0.0 0.85 -0.85 0.00 0.00 2.24 17.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.12 0.0 1.32 -1.32 0.00 0.00 1.76 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.52 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.71 -0.71 0.00 0.00 2.21 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.18 0.0 0.72 -0.72 0.36 0.36 2.55 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.24 0.21 0.0 0.58 -0.58 0.24 0.24 12.80 36.0 15 15 caleb_strategy_v3 MXP False False 0.01 0.39 0.44 0.0 0.81 -0.81 0.39 0.38 32.09 60.0 29 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.34 0.0 1.44 -1.44 0.00 0.00 16.27 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.7 Shocked risk 46.2 Sum abs risk 54.1 Leverage 6.79 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1981378.6099999999, 'annual_cash_vol_target': 495344.6525, 'daily_cash_vol_target': 30959.04078125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6511 0.5637 9.0200 BITCOIN 2176.8997 111690.0000 1.9491 31.1849 BOBL 0.1790 118.6200 0.1509 2.4143 BTP 0.4307 121.4300 0.3547 5.6754 BUND 0.3672 130.0000 0.2825 4.5199 BUXL 0.9161 117.5400 0.7794 12.4699 CAC 65.4768 8059.5000 0.8124 12.9987 CAD 0.0023 0.7136 0.3219 5.1509 CANOLA 7.3592 633.0000 1.1626 18.6015 CHF 0.0059 1.2627 0.4640 7.4239 COCOA 124.0630 5913.0000 2.0981 33.5702 COFFEE 7.5860 369.2500 2.0544 32.8708 COPPER 0.0922 4.9810 1.8500 29.6007 CORN 3.9875 454.5000 0.8773 14.0374 COTTON2 0.6886 63.8300 1.0788 17.2600 CRUDE_W 0.9408 58.8100 1.5998 25.5960 DAX 175.0421 24244.0000 0.7220 11.5520 DOW 324.5563 46543.0000 0.6973 11.1572 DX 0.3890 98.5500 0.3948 6.3160 EUR 0.0051 1.1672 0.4366 6.9848 EURIBOR-ICE 0.0317 97.9100 0.0324 0.5188 EUROSTX 45.3760 5604.0000 0.8097 12.9553 FEEDCOW 3.1836 378.0000 0.8422 13.4755 GASOIL 10.6618 629.2500 1.6944 27.1099 GASOLINE 0.0304 1.7690 1.7211 27.5374 GAS_US_mini 0.0922 3.6700 2.5133 40.2129 GBP 0.0060 1.3385 0.4515 7.2232 GOLD_micro 32.8735 4219.2000 0.7791 12.4662 HEATOIL 0.0353 2.1612 1.6347 26.1557 JGB-SGX-mini 0.2341 136.2400 0.1718 2.7495 JPY 0.0000 0.0066 0.6717 10.7472 LEANHOG 1.1126 85.5500 1.3005 20.8080 LIVECOW 1.6887 246.6500 0.6846 10.9544 LUMBER-new 7.9771 655.5000 1.2169 19.4711 MXP 0.0003 0.0538 0.5579 8.9257 NASDAQ_micro 222.3377 24935.5000 0.8917 14.2664 NIKKEI 583.8084 48000.0000 1.2163 19.4603 NZD 0.0033 0.5732 0.5797 9.2754 OAT 0.4056 123.2500 0.3291 5.2654 OATIES 4.4102 314.5000 1.4023 22.4365 OJ 6.0477 200.4500 3.0171 48.2731 PALLAD 31.4950 1590.0000 1.9808 31.6931 PLAT 25.7348 1689.0000 1.5237 24.3787 REDWHEAT 6.8500 508.5000 1.3471 21.5537 RICE 0.1383 10.8650 1.2730 20.3687 ROBUSTA 92.7280 4448.0000 2.0847 33.3554 RUSSELL 31.0093 2531.5000 1.2249 19.5990 SHATZ 0.0490 107.1900 0.0457 0.7320 SILVER-mini 0.8359 52.5125 1.5918 25.4681 SMI 84.7375 12510.0000 0.6774 10.8377 SOFR 0.0485 96.8100 0.0501 0.8013 SOYBEAN 7.9619 1056.0000 0.7540 12.0634 SOYMEAL 2.8110 285.1000 0.9860 15.7756 SOYOIL 0.6501 51.5700 1.2606 20.1696 SP400 34.9817 3274.0000 1.0685 17.0955 SP500_micro 53.7211 6711.7500 0.8004 12.8065 SUGAR11 0.2443 15.1700 1.6105 25.7674 US10 0.3151 113.2812 0.2782 4.4505 US10U 0.4318 116.0469 0.3721 5.9535 US2 0.0820 104.3750 0.0786 1.2569 US20 0.6344 118.0312 0.5375 8.5995 US30 0.9313 122.0312 0.7632 12.2105 US5 0.2100 109.6562 0.1915 3.0634 VIX 0.4781 21.5500 2.2187 35.4997 WHEAT 6.4704 572.0000 1.1312 18.0991 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.10 0.56 367.06 1.00 367.06 30959.04 84.34 9.29 78.40 BITCOIN 111.69 1.95 217.69 1.00 217.69 30959.04 142.22 -7.97 -113.41 BOBL 1186.20 0.15 178.99 1.16 207.35 30959.04 149.31 11.61 173.34 BTP 1214.30 0.35 430.72 1.16 498.96 30959.04 62.05 10.43 64.73 BUND 1300.00 0.28 367.24 1.16 425.42 30959.04 72.77 8.89 64.69 BUXL 1175.40 0.78 916.07 1.16 1061.19 30959.04 29.17 1.49 4.36 CAC 805.95 0.81 654.77 1.16 758.49 30959.04 40.82 10.38 42.39 CAD 713.65 0.32 229.74 1.00 229.74 30959.04 134.75 -11.80 -159.03 CANOLA 126.60 1.16 147.18 0.71 104.74 30959.04 295.58 0.52 15.39 CHF 1578.38 0.46 732.35 1.00 732.35 30959.04 42.27 -7.67 -32.44 COCOA 591.30 2.10 1240.63 1.00 1240.63 30959.04 24.95 -10.89 -27.19 COFFEE 1384.69 2.05 2844.74 1.00 2844.74 30959.04 10.88 9.85 10.72 COPPER 1245.25 1.85 2303.77 1.00 2303.77 30959.04 13.44 0.36 0.48 CORN 227.25 0.88 199.38 1.00 199.38 30959.04 155.28 -6.50 -100.87 COTTON2 319.15 1.08 344.28 1.00 344.28 30959.04 89.92 -20.00 -179.85 CRUDE_W 588.10 1.60 940.81 1.00 940.81 30959.04 32.91 -2.18 -7.19 DAX 242.44 0.72 175.04 1.16 202.77 30959.04 152.68 4.09 62.39 DOW 232.72 0.70 162.28 1.00 162.28 30959.04 190.78 -6.82 -130.03 DX 985.50 0.39 389.03 1.00 389.03 30959.04 79.58 5.50 43.73 EUR 1459.06 0.44 636.95 1.00 636.95 30959.04 48.60 -2.94 -14.28 EURIBOR-ICE 2447.75 0.03 79.37 1.16 91.95 30959.04 336.70 14.14 476.21 EUROSTX 560.40 0.81 453.76 1.16 525.64 30959.04 58.90 10.26 60.40 FEEDCOW 1890.00 0.84 1591.79 1.00 1591.79 30959.04 19.45 16.31 31.71 GASOIL 629.25 1.69 1066.18 1.00 1066.18 30959.04 29.04 7.14 20.72 GASOLINE 742.98 1.72 1278.73 1.00 1278.73 30959.04 24.21 0.37 0.90 GAS_US_mini 91.75 2.51 230.60 1.00 230.60 30959.04 134.26 -13.26 -178.03 GBP 836.56 0.45 377.67 1.00 377.67 30959.04 81.97 1.51 12.36 GOLD_micro 421.92 0.78 328.73 1.00 328.73 30959.04 94.18 4.17 39.26 HEATOIL 907.70 1.63 1483.85 1.00 1483.85 30959.04 20.86 -6.24 -13.03 JGB-SGX-mini 136240.00 0.17 23412.34 0.01 154.30 30959.04 200.64 -7.97 -159.97 JPY 831.19 0.67 558.31 1.00 558.31 30959.04 55.45 -6.97 -38.63 LEANHOG 342.20 1.30 445.03 1.00 445.03 30959.04 69.57 10.93 76.03 LIVECOW 986.60 0.68 675.47 1.00 675.47 30959.04 45.83 14.72 67.48 LUMBER-new 180.26 1.22 219.37 1.00 219.37 30959.04 141.13 1.72 24.22 MXP 268.90 0.56 150.01 1.00 150.01 30959.04 206.38 10.58 218.36 NASDAQ_micro 498.71 0.89 444.68 1.00 444.68 30959.04 69.62 -6.51 -45.30 NIKKEI 48000.00 1.22 58380.84 0.01 384.76 30959.04 80.46 14.66 117.99 NZD 573.25 0.58 332.32 1.00 332.32 30959.04 93.16 -1.02 -9.52 OAT 1232.50 0.33 405.60 1.16 469.86 30959.04 65.89 11.31 74.55 OATIES 157.25 1.40 220.51 1.00 220.51 30959.04 140.40 -20.00 -280.80 OJ 300.68 3.02 907.16 1.00 907.16 30959.04 34.13 -10.68 -36.46 PALLAD 1590.00 1.98 3149.50 1.00 3149.50 30959.04 9.83 10.05 9.88 PLAT 844.50 1.52 1286.74 1.00 1286.74 30959.04 24.06 10.92 26.28 REDWHEAT 254.25 1.35 342.50 1.00 342.50 30959.04 90.39 -17.15 -155.06 RICE 217.30 1.27 276.63 1.00 276.63 30959.04 111.91 -17.43 -195.02 ROBUSTA 444.80 2.08 927.28 1.00 927.28 30959.04 33.39 5.85 19.52 RUSSELL 126.58 1.22 155.05 1.00 155.05 30959.04 199.68 3.16 63.12 SHATZ 1071.90 0.05 49.04 1.16 56.81 30959.04 545.00 1.74 94.96 SILVER-mini 1312.81 1.59 2089.68 1.00 2089.68 30959.04 14.82 14.00 20.74 SMI 1251.00 0.68 847.38 1.25 1056.21 30959.04 29.31 15.15 44.41 SOFR 2420.25 0.05 121.21 1.00 121.21 30959.04 255.41 -1.38 -35.20 SOYBEAN 528.00 0.75 398.09 1.00 398.09 30959.04 77.77 -5.24 -40.78 SOYMEAL 285.10 0.99 281.10 1.00 281.10 30959.04 110.13 -20.00 -220.27 SOYOIL 309.42 1.26 390.05 1.00 390.05 30959.04 79.37 -5.95 -47.19 SP400 3274.00 1.07 3498.17 1.00 3498.17 30959.04 8.85 -7.48 -6.62 SP500_micro 335.59 0.80 268.61 1.00 268.61 30959.04 115.26 -8.66 -99.79 SUGAR11 169.90 1.61 273.62 1.00 273.62 30959.04 113.14 -13.44 -152.08 US10 1132.81 0.28 315.10 1.00 315.10 30959.04 98.25 -0.06 -0.61 US10U 1160.47 0.37 431.80 1.00 431.80 30959.04 71.70 1.62 11.62 US2 2087.50 0.08 163.99 1.00 163.99 30959.04 188.79 0.34 6.35 US20 1180.31 0.54 634.38 1.00 634.38 30959.04 48.80 6.19 30.23 US30 1220.31 0.76 931.29 1.00 931.29 30959.04 33.24 3.64 12.10 US5 1096.56 0.19 209.95 1.00 209.95 30959.04 147.46 -0.74 -10.98 VIX 215.50 2.22 478.14 1.00 478.14 30959.04 64.75 -11.64 -75.37 WHEAT 286.00 1.13 323.52 1.00 323.52 30959.04 95.69 -14.99 -143.47 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 78.398 0.010 2.5 2.037 BITCOIN -113.414 0.043 2.5 -12.299 BOBL 173.339 0.004 2.5 1.760 BTP 64.726 0.014 2.5 2.211 BUND 64.692 0.004 2.5 0.657 BUXL 4.360 0.004 2.5 0.044 CAC 42.386 0.014 2.5 1.448 CAD -159.035 0.010 2.5 -4.132 CANOLA 15.394 0.010 2.5 0.375 CHF -32.441 0.010 2.5 -0.843 COCOA -27.185 0.010 2.5 -0.662 COFFEE 10.716 0.005 2.5 0.142 COPPER 0.484 0.043 2.5 0.052 CORN -100.871 0.010 2.5 -2.458 COTTON2 -179.846 0.010 2.5 -4.382 CRUDE_W -7.188 0.043 2.5 -0.779 DAX 62.390 0.014 2.5 2.131 DOW -130.026 0.009 2.5 -3.026 DX 43.733 0.010 2.5 1.136 EUR -14.278 0.010 2.5 -0.371 EURIBOR-ICE 476.211 0.014 2.5 16.266 EUROSTX 60.403 0.014 2.5 2.063 FEEDCOW 31.713 0.013 2.5 1.052 GASOIL 20.723 0.017 2.5 0.900 GASOLINE 0.897 0.017 2.5 0.039 GAS_US_mini -178.032 0.043 2.5 -19.306 GBP 12.365 0.010 2.5 0.321 GOLD_micro 39.263 0.014 2.5 1.341 HEATOIL -13.026 0.017 2.5 -0.565 JGB-SGX-mini -159.965 0.043 2.5 -17.347 JPY -38.633 0.010 2.5 -1.004 LEANHOG 76.035 0.024 2.5 4.627 LIVECOW 67.484 0.013 2.5 2.239 LUMBER-new 24.218 0.010 2.5 0.590 MXP 218.356 0.059 2.5 32.094 NASDAQ_micro -45.297 0.009 2.5 -1.054 NIKKEI 117.993 0.043 2.5 12.795 NZD -9.520 0.010 2.5 -0.247 OAT 74.553 0.014 2.5 2.546 OATIES -280.797 0.010 2.5 -6.841 OJ -36.456 0.010 2.5 -0.888 PALLAD 9.882 0.014 2.5 0.338 PLAT 26.276 0.014 2.5 0.897 REDWHEAT -155.063 0.005 2.5 -2.060 RICE -195.016 0.010 2.5 -4.751 ROBUSTA 19.524 0.005 2.5 0.259 RUSSELL 63.123 0.013 2.5 2.095 SHATZ 94.958 0.004 2.5 0.964 SILVER-mini 20.743 0.014 2.5 0.708 SMI 44.412 0.014 2.5 1.517 SOFR -35.205 0.024 2.5 -2.143 SOYBEAN -40.781 0.004 2.5 -0.380 SOYMEAL -220.270 0.004 2.5 -2.052 SOYOIL -47.194 0.004 2.5 -0.440 SP400 -6.619 0.013 2.5 -0.220 SP500_micro -99.785 0.009 2.5 -2.322 SUGAR11 -152.081 0.010 2.5 -3.705 US10 -0.611 0.005 2.5 -0.008 US10U 11.622 0.005 2.5 0.147 US2 6.353 0.005 2.5 0.081 US20 30.232 0.005 2.5 0.384 US30 12.098 0.005 2.5 0.154 US5 -10.980 0.005 2.5 -0.139 VIX -75.371 0.099 2.5 -18.631 WHEAT -143.467 0.005 2.5 -1.906 ===================== Position diags ===================== AUD 2.19 BITCOIN 15.42 BOBL 1.52 BTP 2.12 BUND 0.74 BUXL 0.30 CAC 1.39 CAD 3.50 CANOLA 7.20 CHF 1.10 COCOA 0.61 COFFEE 0.14 COPPER 1.46 CORN 3.78 COTTON2 2.19 CRUDE_W 3.57 DAX 5.21 DOW 4.44 DX 2.07 EUR 1.26 EURIBOR-ICE 11.50 EUROSTX 2.01 FEEDCOW 0.65 GASOIL 1.26 GASOLINE 1.05 GAS_US_mini 14.56 GBP 2.13 GOLD_micro 3.22 HEATOIL 0.91 JGB-SGX-mini 21.76 JPY 1.44 LEANHOG 4.23 LIVECOW 1.52 LUMBER-new 3.44 MXP 30.33 NASDAQ_micro 1.62 NIKKEI 8.73 NZD 2.42 OAT 2.25 OATIES 3.42 OJ 0.83 PALLAD 0.34 PLAT 0.82 REDWHEAT 1.20 RICE 2.73 ROBUSTA 0.44 RUSSELL 6.63 SHATZ 5.53 SILVER-mini 0.51 SMI 1.00 SOFR 15.54 SOYBEAN 0.72 SOYMEAL 1.03 SOYOIL 0.74 SP400 0.29 SP500_micro 2.68 SUGAR11 2.76 US10 1.25 US10U 0.91 US2 2.40 US20 0.62 US30 0.42 US5 1.87 VIX 16.01 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.0 1.8 2.3 0.0 0 BITCOIN -12.3 -13.8 -10.8 0.0 0 BOBL 1.8 1.6 1.9 0.0 0 BTP 2.2 2.0 2.4 0.0 0 BUND 0.7 0.6 0.7 0.0 0 BUXL 0.0 0.0 0.1 0.0 0 CAC 1.4 1.3 1.6 0.0 0 CAD -4.1 -4.5 -3.8 -5.0 -5 CANOLA 0.4 -0.3 1.1 2.0 2 CHF -0.8 -1.0 -0.7 -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 -0.1 0.2 1.0 1 CORN -2.5 -2.8 -2.1 -3.0 -3 COTTON2 -4.4 -4.6 -4.2 -5.0 -5 CRUDE_W -0.8 -1.1 -0.4 0.0 0 DAX 2.1 1.6 2.7 0.0 0 DOW -3.0 -3.5 -2.6 -8.0 -8 DX 1.1 0.9 1.3 1.0 1 EUR -0.4 -0.5 -0.2 -1.0 -1 EURIBOR-ICE 16.3 15.1 17.4 0.0 0 EUROSTX 2.1 1.9 2.3 4.0 4 FEEDCOW 1.1 1.0 1.1 3.0 3 GASOIL 0.9 0.8 1.0 1.0 1 GASOLINE 0.0 -0.1 0.1 0.0 0 GAS_US_mini -19.3 -20.8 -17.8 -14.0 -14 GBP 0.3 0.1 0.5 1.0 1 GOLD_micro 1.3 1.0 1.7 0.0 0 HEATOIL -0.6 -0.7 -0.5 -1.0 -1 JGB-SGX-mini -17.3 -19.5 -15.2 0.0 0 JPY -1.0 -1.1 -0.9 0.0 0 LEANHOG 4.6 4.2 5.1 6.0 6 LIVECOW 2.2 2.1 2.4 0.0 0 LUMBER-new 0.6 0.2 0.9 0.0 0 MXP 32.1 29.1 35.1 29.0 29 NASDAQ_micro -1.1 -1.2 -0.9 -2.0 -2 NIKKEI 12.8 11.9 13.7 15.0 15 NZD -0.2 -0.5 -0.0 0.0 0 OAT 2.5 2.3 2.8 5.0 5 OATIES -6.8 -7.2 -6.5 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 -2.2 -1.9 0.0 0 RICE -4.8 -5.0 -4.5 -3.0 -3 ROBUSTA 0.3 0.2 0.3 1.0 1 RUSSELL 2.1 1.4 2.8 0.0 0 SHATZ 1.0 0.4 1.5 NaN 0 SILVER-mini 0.7 0.7 0.8 2.0 2 SMI 1.5 1.4 1.6 0.0 0 SOFR -2.1 -3.7 -0.6 NaN 0 SOYBEAN -0.4 -0.5 -0.3 -1.0 -1 SOYMEAL -2.1 -2.2 -1.9 -3.0 -3 SOYOIL -0.4 -0.5 -0.4 -1.0 -1 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -2.3 -2.6 -2.1 -3.0 -3 SUGAR11 -3.7 -4.0 -3.4 -6.0 -6 US10 -0.0 -0.1 0.1 0.0 0 US10U 0.1 0.1 0.2 0.0 0 US2 0.1 -0.2 0.3 NaN 0 US20 0.4 0.3 0.4 0.0 0 US30 0.2 0.1 0.2 0.0 0 US5 -0.1 -0.3 0.0 -1.0 -1 VIX -18.6 -20.2 -17.0 -26.0 -26 WHEAT -1.9 -2.0 -1.8 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 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 2.0 0.0 -0.1 0.1 -0.1 0.0 -0.1 0.2 -0.3 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 -0.1 0.7 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.2 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 0.3 0.0 -0.1 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.1 0.2 -0.1 0.1 -0.0 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 0.2 -0.0 0.1 0.1 0.4 0.4 0.1 -0.2 0.6 0.7 0.7 0.7 BTP 0.2 0.1 -0.1 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.5 0.2 0.6 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.3 0.2 -2.7 0.1 0.2 0.1 0.2 0.2 0.1 0.6 0.3 0.3 0.1 0.1 0.4 0.7 0.4 0.7 BUND 0.3 0.2 0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.1 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 0.3 0.3 0.1 -0.2 0.5 0.7 0.6 0.7 BUXL 0.4 0.2 -0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.4 0.2 -0.6 0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 0.2 -0.4 0.1 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 0.2 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 0.0 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 0.1 -0.0 0.1 0.4 0.2 0.1 -0.4 -0.5 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 -0.2 -0.3 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.0 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 0.3 0.0 0.1 -0.2 0.6 0.7 0.7 0.7 CHF -0.4 -0.2 -0.2 -0.0 -0.0 0.0 -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 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -1.1 0.2 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 -0.1 0.4 0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.2 0.1 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 0.2 0.0 1.1 0.3 0.3 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 -0.4 -0.4 -0.4 -0.3 0.5 0.2 0.6 0.3 CORN -0.2 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -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 -0.1 0.1 0.6 0.6 -0.3 -0.0 0.0 0.0 COTTON2 -0.4 -0.2 0.0 -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 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -2.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.6 -0.4 -0.5 0.5 0.6 -0.4 -0.6 -0.3 -0.5 CRUDE_W -0.3 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.2 -0.1 0.5 -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 0.5 -0.4 -0.4 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.1 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.5 0.1 -1.5 0.0 -0.0 0.0 0.0 0.2 0.0 -0.0 0.1 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 -1.8 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.2 -0.5 -0.6 0.0 0.3 -0.7 -0.7 -0.7 -0.7 DX 0.5 0.3 0.3 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.0 -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 0.2 -0.0 0.7 0.5 0.7 0.6 EUR -0.5 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.4 -0.1 0.5 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.1 0.4 -0.1 1.7 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.4 -0.0 0.1 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 EURIBOR-ICE 0.2 -0.0 -0.2 0.0 0.1 0.0 0.1 -0.1 0.0 0.1 0.2 0.1 0.4 0.1 -0.0 0.3 0.2 0.3 0.2 0.0 0.0 0.2 0.1 0.1 0.8 0.0 0.1 0.0 0.1 0.1 0.1 0.8 0.4 0.3 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 0.0 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 -0.1 0.4 -0.2 -0.5 0.7 0.7 0.7 0.6 FEEDCOW 0.5 -0.2 0.5 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.4 0.2 0.6 0.2 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 -0.4 -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 0.1 -0.1 -0.3 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.1 -0.6 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.5 -0.2 -0.6 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.1 2.7 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -1.1 -0.1 0.3 -0.0 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -0.3 -0.2 -0.0 -0.0 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 -0.1 0.4 -0.1 0.1 -0.0 -0.0 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 0.6 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 0.1 0.1 -0.5 0.5 0.6 0.6 0.4 -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 0.0 -0.2 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 -0.0 -0.1 -0.2 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.3 -0.1 -0.1 0.0 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 0.1 -0.2 -0.3 -0.4 -0.7 -0.6 -0.5 -0.7 JPY -0.4 -0.2 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.7 -0.4 -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 -0.0 -0.2 -0.1 -0.2 0.5 -0.2 0.7 -0.1 0.1 0.4 0.4 0.4 0.4 0.0 0.2 -0.2 0.5 -0.2 -0.0 0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.1 0.6 0.6 0.7 0.5 0.7 0.7 LIVECOW 0.2 -0.1 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.4 0.2 -0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 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 0.2 -0.3 0.1 NaN -0.0 0.1 -0.1 0.1 -0.1 0.0 -1.2 0.6 0.7 0.4 0.7 0.8 0.8 0.8 0.8 MXP -0.3 -0.0 0.3 -0.0 -0.0 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 0.2 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 0.2 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 -0.4 -0.1 0.2 0.5 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.3 0.1 0.5 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.4 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 -0.0 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 -0.2 -0.1 -0.2 -0.1 -0.2 1.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.4 -0.5 -0.4 0.7 0.6 0.7 0.7 OAT 0.3 0.1 -0.1 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 0.0 0.2 -0.2 0.1 0.0 0.3 0.2 0.3 0.3 0.0 -0.0 0.2 -0.1 0.1 0.2 0.0 0.2 -0.0 0.1 -0.1 0.1 0.8 0.4 0.3 -0.0 -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 -1.9 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.3 -0.3 -0.0 -0.0 -0.7 -0.4 -0.7 -0.3 OJ -0.6 -0.4 -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 0.0 -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 0.1 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 0.5 0.0 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 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 0.2 0.1 0.0 0.1 0.0 0.2 0.1 0.3 -0.4 0.3 -0.1 0.1 0.7 0.3 -0.3 -0.2 REDWHEAT -0.2 -0.1 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 1.0 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.9 -0.0 -0.3 0.5 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 -0.4 -0.4 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA -0.0 0.5 0.3 -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 0.2 0.1 0.6 0.5 -0.0 0.6 0.2 0.7 RUSSELL -0.4 0.2 0.6 0.0 -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 -0.1 0.3 0.4 -0.7 -0.7 -0.7 -0.7 SHATZ 0.3 -0.2 -0.4 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 -0.2 0.2 0.0 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.2 -0.1 0.1 0.9 -0.0 0.1 -0.1 0.1 -0.1 0.0 -1.1 0.3 0.4 -0.3 -0.5 0.6 0.7 0.7 0.7 SILVER-mini 0.1 0.4 0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.5 0.2 0.6 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.3 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 0.0 0.0 0.1 0.8 0.4 0.3 -0.0 -0.4 0.7 0.7 0.7 0.7 SOFR -0.4 -0.1 0.3 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.4 0.1 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 -0.2 -0.5 0.1 0.6 0.1 -0.5 -0.4 -0.7 SOYBEAN -0.2 -0.1 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 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 0.2 0.0 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL -0.2 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 -2.5 -0.1 -0.0 -0.2 -0.1 -0.4 -0.1 -0.9 0.4 -0.1 0.5 0.6 -0.7 -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 0.2 -0.0 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.2 -0.1 -1.9 -0.0 0.0 0.0 0.0 0.1 -0.0 0.4 0.4 0.2 0.5 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 0.1 0.3 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 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 -0.4 -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 0.6 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 -0.1 0.2 0.0 -0.4 -0.5 -0.6 0.1 0.5 -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 -0.1 -0.1 -0.2 -0.1 1.0 -0.2 -0.0 0.3 0.3 -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 0.1 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 0.1 0.1 0.1 0.1 0.1 0.0 -0.3 -0.1 -0.2 0.3 0.5 -0.4 -0.7 -0.5 -0.7 US10U -0.2 0.3 0.4 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.4 0.2 -0.0 0.1 0.2 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.1 -1.5 0.1 0.1 0.2 0.1 0.1 0.1 -0.4 -0.1 -0.1 0.6 0.6 0.1 -0.4 -0.5 -0.7 US2 -0.1 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 0.1 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 0.1 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 0.1 0.1 0.2 0.1 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -1.1 0.1 0.0 0.1 0.1 0.1 0.0 0.0 -0.1 0.0 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.0 0.4 0.4 0.0 0.1 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 0.0 0.5 0.5 0.7 0.3 0.0 -0.5 US5 -0.2 0.1 0.3 0.0 0.1 0.0 0.1 -0.1 0.1 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 0.1 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 0.6 -0.2 -0.7 -0.1 0.2 -0.2 0.2 -0.0 0.0 0.2 -0.8 0.2 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 0.2 -0.2 0.0 NaN -0.1 0.2 -0.2 0.2 -0.1 0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.1 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 1.8 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.9 -0.2 -0.1 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 -12.4 1.8 3.9 -1.4 -4.8 2.7 -8.2 3.7 -6.2 -14.5 16.8 -16.2 3.7 -3.3 1.2 -0.9 -1.4 -1.2 -1.3 0.5 5.4 -16.9 3.3 -8.7 15.3 0.9 -9.8 3.1 -10.6 0.7 -5.2 3.0 -10.8 2.4 6.5 8.5 20.0 20.0 20.0 20.0 BITCOIN 2.3 -4.4 -4.3 8.1 6.4 6.6 8.6 4.9 9.2 -20.0 17.5 -7.7 20.0 -1.8 2.5 -6.6 -7.4 -7.2 -7.3 5.3 11.9 -19.9 20.0 -1.4 -20.0 0.3 -19.5 3.7 -9.4 8.6 -2.0 -2.2 -20.0 -20.0 -20.0 -20.0 12.3 -3.8 -14.1 -8.7 BOBL 8.9 1.2 -3.1 2.1 13.0 0.2 10.8 -1.9 5.5 16.9 3.6 16.3 -1.6 7.9 -2.8 20.0 1.8 16.8 7.9 1.8 -2.0 20.0 -3.0 11.1 2.9 1.5 18.4 -1.0 14.5 -1.3 7.3 1.7 16.8 11.9 1.6 -6.6 17.7 20.0 20.0 20.0 BTP 4.9 1.7 -1.8 2.6 16.5 0.2 13.7 -2.4 6.9 20.0 20.0 20.0 16.6 19.2 14.4 7.9 9.0 9.6 9.8 7.9 7.3 20.0 10.1 14.2 -20.0 5.4 20.0 4.5 17.5 6.1 10.1 10.5 12.6 9.1 2.7 2.6 10.5 20.0 11.3 20.0 BUND 8.4 4.9 1.3 2.2 13.9 0.2 11.5 -2.0 5.8 18.0 2.1 17.3 -8.3 12.4 0.5 -5.4 4.5 0.9 4.4 3.7 -2.3 20.0 -6.9 12.2 -0.9 2.8 19.3 -0.7 15.1 -2.4 8.4 2.6 13.0 10.0 4.2 -6.3 16.3 20.0 19.1 20.0 BUXL 12.1 7.5 -0.6 2.1 13.0 0.2 10.8 -1.9 5.5 16.9 -13.5 16.0 -16.7 13.1 -5.1 4.0 2.6 3.7 3.4 -0.2 -9.8 18.7 -16.4 10.2 -2.5 0.7 15.4 -4.2 12.2 -6.3 6.8 -0.5 9.6 8.2 0.8 -14.4 9.8 13.4 -3.8 3.2 CAC 9.1 4.4 2.7 5.9 -0.3 5.1 1.3 3.7 4.5 10.6 14.7 11.0 11.4 13.0 12.5 -4.6 -1.4 -2.9 -1.8 10.1 7.1 11.0 5.3 12.2 1.9 4.8 5.5 1.5 5.3 -0.6 6.4 7.2 9.2 3.2 -13.7 -16.9 20.0 20.0 20.0 20.0 CAD -16.1 -13.8 -9.1 -1.6 -5.6 3.1 -9.6 4.4 -7.2 -20.0 0.8 -20.0 -2.7 -20.0 -20.0 -7.9 -7.0 -7.7 -7.4 -20.0 -10.9 -20.0 -5.4 -20.0 20.0 -7.3 -9.7 -2.4 -11.5 -0.5 -10.7 -7.1 -7.9 -8.9 -20.0 -16.8 -20.0 -20.0 -20.0 -20.0 CANOLA 0.7 -18.6 -16.3 -3.6 -1.3 -3.4 -2.1 -2.5 -2.9 8.7 -1.4 0.6 0.7 -8.3 -10.6 -18.0 -8.5 -14.6 -10.0 -10.4 -7.1 0.9 -1.4 -5.5 3.8 -3.7 0.0 -2.6 -0.8 -0.8 -2.4 -0.6 10.5 0.8 1.7 -4.9 18.9 20.0 20.0 20.0 CHF -11.9 -7.1 -5.0 -1.0 -3.3 1.8 -5.7 2.6 -4.3 2.5 10.9 -6.7 10.7 -7.0 -3.4 -15.0 -15.5 -15.2 -15.0 -0.5 6.4 -4.7 10.0 -4.9 -0.6 1.0 1.3 4.5 -2.7 5.8 -2.1 -20.0 7.5 6.8 5.1 4.8 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -15.3 -3.2 -1.1 -3.0 -1.9 -2.2 -2.6 -8.0 -8.1 -9.6 0.7 -10.2 -9.0 -1.7 12.3 3.1 7.7 -18.6 -10.8 -19.9 1.1 -20.0 -20.0 -3.1 -2.1 -1.4 -3.8 1.1 -4.2 20.0 -20.0 -20.0 -10.7 3.0 -3.4 3.0 2.0 6.7 COFFEE -2.1 12.8 5.3 -4.2 -1.5 -4.0 -2.5 -3.0 -3.4 3.9 6.3 5.3 8.2 3.3 8.0 15.6 9.8 13.4 11.4 11.4 10.5 5.7 10.3 7.6 -20.0 3.8 1.2 4.1 1.2 4.3 2.2 20.0 13.0 8.1 20.0 20.0 8.6 14.9 17.3 20.0 COPPER 20.0 7.5 -10.5 2.6 2.1 2.1 2.8 1.6 3.0 -1.3 -2.4 4.9 -1.4 6.0 -3.0 -5.4 -5.4 -5.1 -5.2 2.7 0.2 3.5 0.7 5.5 -4.7 1.4 -0.6 1.3 1.2 2.0 2.1 1.2 -15.3 -12.8 -11.9 -10.4 16.1 7.5 17.0 9.0 CORN -5.1 8.6 -4.4 -7.2 -2.6 -6.7 -4.2 -5.1 -5.8 -14.9 -11.0 -18.3 -14.7 1.1 -1.0 -18.8 -18.9 -20.0 -20.0 -3.3 -8.9 -12.3 -16.3 -6.2 10.2 -1.8 -7.1 -3.0 -10.1 -8.1 -5.7 -20.0 -5.3 2.6 20.0 20.0 -8.9 -0.8 0.3 1.4 COTTON2 -10.9 -5.8 0.3 -7.8 -2.8 -7.3 -4.6 -5.6 -6.4 -16.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.1 -14.1 -17.1 -15.7 -17.4 -16.3 -20.0 -20.0 -20.0 -15.4 -7.6 -7.9 -6.0 -12.1 -7.8 -11.0 -11.2 -16.3 -14.8 15.0 20.0 -12.5 -18.5 -9.9 -15.9 CRUDE_W -8.3 -3.6 0.6 -1.9 -10.1 1.0 -10.0 0.9 -6.4 -16.1 -3.4 -17.3 -9.6 -15.7 -14.8 2.1 7.0 5.2 6.0 -7.3 -4.5 -16.6 -5.9 -12.7 3.4 -5.4 -8.4 -3.8 -9.1 -3.8 -7.6 -3.3 4.9 -0.7 -11.0 -13.1 20.0 14.2 -1.1 17.0 DAX 16.5 -11.3 -11.2 5.8 -0.3 5.0 1.3 3.6 4.4 -13.2 16.6 8.9 17.9 9.9 6.5 -6.5 -6.5 -6.0 -5.7 6.4 9.2 5.1 19.7 10.0 -11.4 1.7 -4.9 1.3 2.2 5.6 4.3 -0.7 2.5 9.5 -20.0 -20.0 16.7 20.0 20.0 20.0 DOW -12.9 0.9 12.3 5.2 -0.3 4.5 1.2 3.3 3.9 4.5 17.5 3.5 14.2 8.7 15.4 -9.2 -8.4 -8.8 -8.1 11.5 14.3 -2.0 12.4 3.8 -13.4 4.5 -3.1 5.3 -3.7 4.2 0.4 -4.2 -20.0 -18.8 0.9 7.9 -20.0 -20.0 -20.0 -20.0 DX 15.9 9.4 7.7 -0.9 -3.2 1.8 -5.5 2.5 -4.2 5.0 -10.4 10.0 -11.6 10.2 3.6 5.4 6.1 5.8 5.9 4.1 -4.8 10.8 -10.0 10.2 -20.0 2.4 1.9 -1.7 6.0 -3.9 5.5 15.5 20.0 20.0 4.9 -0.4 20.0 15.1 20.0 17.1 EUR -15.1 -6.9 -4.2 -1.1 -3.8 2.1 -6.5 3.0 -4.9 -6.2 13.6 -12.2 13.9 -11.6 0.6 -7.0 -7.5 -7.3 -7.4 -1.8 8.6 -11.1 13.8 -9.4 12.8 -0.6 -2.0 4.7 -6.7 6.9 -5.3 -7.5 -1.7 4.6 -2.1 3.3 -17.4 -20.0 -20.0 -20.0 EURIBOR-ICE 6.6 -0.8 -6.4 1.7 10.8 0.1 9.0 -1.6 4.5 14.1 8.9 13.3 10.6 4.9 -0.2 12.7 10.3 13.0 12.5 2.5 1.8 20.0 5.4 9.5 6.1 1.6 16.2 0.4 12.3 1.5 5.9 14.1 17.7 10.0 0.9 -3.1 11.5 20.0 13.6 20.0 EUROSTX 12.0 5.4 0.7 5.9 -0.3 5.1 1.3 3.7 4.4 2.4 18.6 10.3 17.0 14.6 16.0 -3.4 -1.1 -2.6 -1.8 14.8 12.2 7.2 12.6 14.7 -6.2 5.3 -0.4 2.9 2.3 2.1 5.7 7.4 -2.4 12.1 -6.8 -14.7 20.0 20.0 20.0 19.1 FEEDCOW 14.8 -6.3 16.6 -4.8 -1.7 -4.5 -2.9 -3.4 -3.9 13.4 15.1 14.8 15.3 13.9 14.5 15.5 7.0 16.1 12.6 20.0 20.0 20.0 20.0 20.0 -20.0 5.5 6.7 6.7 7.3 7.1 5.9 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 -10.5 1.2 -9.0 0.9 -5.3 -15.3 5.9 -15.7 2.0 -3.9 -0.3 19.3 13.1 19.2 15.9 2.3 5.8 -14.6 3.5 -6.1 -0.4 1.7 -10.5 3.9 -8.3 2.4 -3.3 9.8 -4.7 4.2 9.2 6.9 17.9 11.1 11.1 10.1 GASOLINE -11.3 -3.1 1.8 -1.9 -9.9 0.9 -9.8 0.9 -6.3 -13.0 3.3 -15.4 -0.7 -12.7 -10.1 18.0 20.0 20.0 20.0 -4.5 -0.2 -14.9 0.0 -11.2 -20.0 -5.0 -7.4 -2.3 -9.0 -0.9 -7.7 20.0 5.8 -3.8 -9.2 -10.8 20.0 20.0 20.0 20.0 GAS_US_mini 6.4 3.7 -17.1 -2.5 -12.9 1.2 -12.8 1.2 -8.2 -20.0 -20.0 -17.6 -17.9 -10.6 -20.0 -20.0 -20.0 -20.0 -20.0 -14.6 -20.0 -20.0 -17.4 -12.3 20.0 -5.8 -17.5 -7.2 -12.3 -5.4 -6.0 -20.0 -4.2 8.3 -1.2 -20.0 -1.8 -20.0 -20.0 -20.0 GBP -12.7 -7.9 -7.6 -1.6 -5.4 3.0 -9.2 4.2 -6.9 -7.3 13.4 -15.8 17.1 -15.0 -6.5 0.7 -0.2 0.2 -0.1 -5.3 5.4 -12.5 14.1 -11.9 1.0 -1.1 -2.1 4.8 -8.1 8.9 -6.6 5.1 4.5 1.3 -1.8 -2.8 9.0 -2.9 6.4 -1.1 GOLD_micro 14.7 20.0 3.4 5.7 4.5 4.7 6.1 3.5 6.5 16.1 18.6 17.3 18.0 18.4 18.5 -12.3 -11.7 -12.1 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.3 7.4 4.7 7.8 4.0 7.6 -9.2 20.0 20.0 20.0 12.5 -18.3 1.3 -20.0 -6.1 HEATOIL -10.5 -3.8 4.7 -1.9 -10.0 1.0 -9.9 0.9 -6.4 -16.6 8.4 -16.8 4.2 -11.6 -3.7 7.1 8.5 8.5 8.4 -2.2 4.1 -17.3 4.2 -10.7 -20.0 -3.7 -11.1 0.5 -10.2 2.4 -7.5 0.6 -2.0 -0.9 -7.5 -3.4 14.2 6.0 -8.7 -6.4 JGB-SGX-mini -0.1 -3.5 -6.5 1.2 7.5 0.1 6.2 -1.1 3.1 5.3 -9.2 0.6 -8.7 -6.0 -9.0 2.3 12.6 8.0 10.6 -6.7 -8.4 4.1 -9.2 -2.2 -6.0 -2.7 3.7 -3.3 2.7 -3.8 -0.5 14.6 2.2 -7.7 -9.9 -11.9 -20.0 -17.9 -16.4 -20.0 JPY -11.1 -7.0 -9.9 -0.8 -2.6 1.5 -4.5 2.1 -3.4 -5.6 -8.4 -7.7 -5.7 -7.6 -9.6 -9.4 -11.0 -10.0 -10.1 -9.6 -6.7 -10.7 -4.7 -11.9 20.0 -3.3 -1.3 -2.0 -4.6 -1.3 -4.7 -12.7 -14.9 -4.8 -10.3 -11.7 -5.3 -10.6 -8.6 -10.5 LEANHOG -20.0 -3.8 4.1 -7.3 -2.6 -6.9 -4.3 -5.2 -6.0 -19.3 18.4 -20.0 18.9 -9.0 5.2 20.0 20.0 20.0 20.0 2.0 14.0 -20.0 17.7 -14.0 -0.4 0.3 -11.8 4.6 -12.0 6.4 -6.5 20.0 -20.0 -2.5 20.0 20.0 19.7 14.8 20.0 20.0 LIVECOW 6.3 -1.9 16.3 -6.4 -2.3 -6.0 -3.8 -4.5 -5.2 18.3 19.6 18.4 20.0 15.4 18.0 -19.1 11.5 -4.3 6.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.8 12.6 9.2 11.4 10.9 7.6 20.0 20.0 20.0 20.0 20.0 20.0 14.2 20.0 20.0 LUMBER-new 20.0 -11.2 -11.1 -5.5 -1.9 -5.1 -3.2 -3.9 -4.4 15.6 -10.9 16.8 -8.6 2.3 -9.0 -20.0 -20.0 -20.0 -20.0 -6.6 -12.2 16.7 -9.7 7.8 NaN -1.3 5.3 -2.4 5.1 -1.3 2.6 -20.0 20.0 20.0 11.3 17.5 20.0 20.0 20.0 20.0 MXP -9.8 -1.5 7.9 -1.6 -5.5 3.1 -9.5 4.3 -7.1 -1.7 20.0 -1.1 17.8 15.3 20.0 12.9 12.7 12.9 12.5 16.2 20.0 -3.8 20.0 5.1 -20.0 8.1 -3.0 12.0 -2.6 11.0 2.4 20.0 10.4 20.0 20.0 20.0 5.6 7.4 0.9 9.8 NASDAQ_micro -16.1 -2.5 7.3 5.0 -0.2 4.3 1.1 3.1 3.7 0.3 17.5 1.2 16.2 11.2 15.0 -10.3 -8.9 -10.1 -9.2 16.5 20.0 0.7 19.1 9.0 -20.0 5.5 -2.9 6.0 -1.3 5.2 2.6 -5.7 -14.7 -3.0 5.8 16.0 -20.0 -20.0 -20.0 -20.0 NIKKEI -8.8 4.6 16.4 4.0 -0.2 3.4 0.9 2.5 3.0 5.5 13.8 7.0 11.9 10.9 12.8 1.0 8.5 5.3 7.4 20.0 18.6 13.5 13.1 19.2 -11.0 5.0 1.7 4.1 3.4 2.3 4.6 20.0 20.0 20.0 20.0 20.0 5.2 13.0 20.0 20.0 NZD -15.9 -10.7 -9.9 -1.1 -3.8 2.1 -6.5 3.0 -4.9 -15.1 0.1 -16.5 -4.4 -15.7 -15.2 -4.0 -2.8 -3.7 -3.4 -14.4 -8.1 -18.3 -4.1 -17.9 11.9 -4.8 -5.9 -2.4 -7.4 -1.4 -6.7 0.0 -4.4 -12.1 -15.3 -12.9 20.0 19.3 20.0 20.0 OAT 9.6 3.4 -1.8 1.9 11.9 0.1 9.8 -1.7 5.0 15.4 1.8 14.3 -5.3 10.7 0.6 16.6 10.2 16.2 14.1 1.6 -2.8 20.0 -4.7 10.5 1.4 1.2 18.7 -1.1 13.0 -1.6 6.3 14.8 15.4 8.6 -1.5 -8.3 12.6 20.0 12.4 20.0 OATIES -0.1 -15.6 -19.5 -6.9 -2.5 -6.5 -4.1 -4.9 -5.7 -3.5 -19.8 -10.6 -11.8 -17.4 -20.0 -20.0 -7.2 -20.0 -14.0 -20.0 -20.0 -11.4 -14.3 -20.0 -14.6 -7.7 -2.7 -6.4 -4.5 -4.3 -6.9 -2.2 -13.0 -9.2 -0.2 -1.4 -20.0 -10.7 -20.0 -10.2 OJ -20.0 -11.3 -2.8 -2.4 -0.8 -2.2 -1.4 -1.7 -1.9 -6.8 -3.8 -7.5 -5.1 -7.1 -4.1 -2.4 5.7 0.3 2.5 -7.4 -6.0 -12.6 -6.2 -11.1 -20.0 -2.0 -3.2 -1.6 -3.8 -1.6 -3.2 20.0 -13.3 -10.7 4.4 7.8 -8.7 -13.3 -3.8 -11.4 PALLAD 20.0 13.5 10.8 4.4 3.4 3.5 4.7 2.6 5.0 12.4 9.2 13.4 6.4 13.2 10.5 -3.1 -2.9 -3.1 -3.0 20.0 13.2 20.0 8.0 20.0 20.0 4.3 7.1 3.2 7.8 2.4 6.4 5.3 20.0 15.5 0.4 0.8 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 10.2 15.7 4.9 3.9 4.0 5.3 3.0 5.6 11.1 14.2 13.9 11.9 14.4 14.5 -3.8 -3.5 -3.3 -3.2 20.0 20.0 20.0 20.0 20.0 1.3 5.3 2.5 5.3 4.2 4.8 5.4 4.7 -15.1 10.8 -2.1 2.0 20.0 7.8 -8.0 -6.6 REDWHEAT -5.7 -4.5 -13.7 -7.6 -2.7 -7.1 -4.5 -5.4 -6.2 -9.3 -20.0 -19.4 -20.0 -20.0 -20.0 -20.0 -16.7 -20.0 -18.9 -20.0 -20.0 -16.4 -20.0 -20.0 7.7 -8.4 -4.0 -7.9 -8.3 -9.1 -9.2 -16.2 -1.7 -8.2 14.5 13.0 -20.0 -20.0 -20.0 -20.0 RICE -10.6 -20.0 -20.0 -3.7 -1.3 -3.5 -2.2 -2.6 -3.0 -9.6 -12.3 -10.9 -11.8 -11.9 -12.3 -19.3 -9.7 -18.0 -15.9 -20.0 -20.0 -14.9 -19.8 -18.9 -1.7 -4.4 -2.9 -4.4 -3.6 -4.6 -4.1 -8.2 -11.0 -12.1 -12.0 -9.5 -9.1 -8.4 -3.1 -7.9 ROBUSTA -0.9 14.0 8.8 -2.6 -0.9 -2.4 -1.5 -1.8 -2.1 1.7 -0.6 2.9 -0.6 0.7 4.0 8.9 14.7 13.8 14.1 4.2 1.2 2.5 -0.1 3.5 -20.0 1.3 0.3 0.4 0.6 0.1 1.0 20.0 9.4 3.6 20.0 16.5 -0.7 17.6 4.6 20.0 RUSSELL -12.5 5.2 17.6 4.6 -0.2 4.0 1.1 2.9 3.5 12.9 15.3 10.6 9.2 13.1 14.9 -5.5 -5.5 -5.4 -5.3 13.5 13.5 8.7 8.5 9.5 7.3 5.2 2.8 5.1 1.3 3.0 2.8 0.5 5.1 -4.1 10.4 13.5 -20.0 -20.0 -20.0 -20.0 SHATZ 10.3 -6.1 -13.0 2.0 12.4 0.2 10.3 -1.8 5.2 16.2 -5.8 15.8 0.5 1.6 -11.6 -18.4 -19.2 -20.0 -18.7 -5.9 -8.9 18.9 -5.2 6.1 7.1 -1.9 13.5 -3.6 10.8 -2.1 4.1 -20.0 13.7 11.0 -8.4 -14.2 16.6 20.0 20.0 20.0 SILVER-mini 4.5 12.7 8.5 6.0 4.7 4.8 6.4 3.6 6.8 16.0 19.1 17.5 17.9 18.5 19.1 -7.0 -6.8 -7.2 -6.9 20.0 20.0 20.0 19.0 20.0 -9.4 6.8 7.6 5.4 7.3 3.9 7.3 -1.2 13.4 20.0 20.0 20.0 20.0 20.0 9.1 4.3 SMI 13.9 9.3 3.2 4.7 -0.2 4.1 1.1 3.0 3.6 -1.0 7.1 10.9 5.8 11.3 10.3 5.1 2.9 3.1 2.6 11.6 6.4 12.9 4.8 15.9 8.4 4.0 1.2 1.7 4.4 0.8 5.5 14.4 17.4 9.9 -0.1 -11.8 20.0 20.0 20.0 20.0 SOFR -12.0 -2.4 8.9 2.4 14.9 0.2 12.3 -2.1 6.2 16.9 16.4 8.8 13.7 -3.5 8.5 6.9 5.1 7.0 6.5 6.5 13.9 7.7 14.6 2.4 -20.0 3.6 7.3 6.7 4.8 6.5 1.7 4.3 -9.4 -14.0 4.6 17.5 3.2 -14.6 -12.9 -20.0 SOYBEAN -7.2 -2.2 2.4 -7.2 -2.6 -6.7 -4.3 -5.1 -5.9 -16.8 2.4 -15.9 -10.8 -13.0 0.7 -5.4 -7.3 -8.6 -9.1 -3.2 -1.5 -10.0 -7.6 -7.2 -4.3 1.4 -7.3 3.6 -6.5 -1.7 -3.4 -0.1 6.3 0.1 20.0 20.0 -13.4 -3.2 -11.2 1.2 SOYMEAL -6.7 -6.3 -1.6 -7.3 -2.6 -6.9 -4.3 -5.2 -6.0 -13.4 -20.0 -15.6 -20.0 -18.4 -18.3 -20.0 -16.5 -20.0 -19.8 -16.3 -20.0 -9.3 -20.0 -13.3 -18.5 -6.0 -3.5 -7.6 -5.3 -11.9 -6.2 -17.0 16.2 -4.0 16.9 18.4 -19.6 -20.0 -14.0 -20.0 SOYOIL -2.0 -15.1 -3.4 -5.8 -2.1 -5.4 -3.4 -4.1 -4.7 2.7 5.6 -1.2 9.0 -12.1 -10.5 -7.5 -3.6 -6.2 -4.8 -7.3 0.7 0.6 7.8 -5.3 -14.1 -3.1 1.9 0.3 0.5 2.6 -2.2 7.3 17.2 5.6 14.6 20.0 -20.0 -12.0 -20.0 -12.9 SP400 -14.5 -3.2 9.2 4.4 -0.2 3.8 1.0 2.8 3.3 5.6 12.8 0.2 6.2 1.8 7.6 -6.6 -6.0 -6.2 -5.9 2.9 5.8 -3.5 4.6 -2.2 -1.1 1.4 -2.4 2.7 -5.0 1.5 -2.7 -0.5 -18.0 -20.0 -10.0 -3.7 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -7.8 8.5 5.4 -0.3 4.6 1.2 3.4 4.1 3.1 19.2 3.5 18.0 10.7 16.4 -10.9 -9.8 -10.7 -9.8 14.6 19.2 -2.2 18.2 5.6 -19.9 4.9 -5.8 5.9 -4.7 5.0 0.4 -6.9 -20.0 -18.9 2.3 16.8 -20.0 -20.0 -20.0 -20.0 SUGAR11 3.0 -2.2 -6.2 -5.1 -1.8 -4.7 -3.0 -3.6 -4.1 -12.4 -14.6 -10.4 -14.3 -11.3 -11.3 9.7 6.3 -0.8 -0.6 -10.2 -11.8 -14.8 -12.5 -10.7 -20.0 -4.9 -10.4 -5.4 -8.5 -5.3 -5.7 19.3 -10.0 -0.5 8.8 10.7 -20.0 -20.0 -20.0 -20.0 US10 -6.6 5.7 11.5 1.9 12.0 0.2 10.0 -1.7 5.0 14.4 12.8 9.3 3.1 7.6 11.4 2.7 -0.3 2.0 1.2 8.5 9.9 9.8 6.3 6.6 -5.4 4.7 6.7 5.4 5.3 3.9 3.7 -4.9 -3.6 -5.0 10.6 16.4 -12.2 -20.0 -16.4 -20.0 US10U -4.9 8.7 12.5 2.5 15.9 0.2 13.1 -2.3 6.6 18.4 15.3 14.2 -0.2 13.1 16.1 2.5 -1.7 -0.1 -1.0 13.0 12.2 13.1 5.4 10.9 -10.9 6.9 7.0 6.7 6.3 4.0 5.6 -8.2 -4.1 -4.4 20.0 20.0 3.9 -13.0 -13.7 -20.0 US2 -4.4 3.9 6.8 1.7 10.9 0.1 9.1 -1.6 4.6 11.0 4.9 8.7 -2.5 2.9 7.1 -10.1 -15.6 -11.8 -13.0 4.4 4.7 8.0 2.2 4.5 18.2 3.4 6.1 3.8 5.3 3.2 3.3 -20.0 -5.6 -4.2 4.4 8.8 -10.0 -10.1 -12.9 -20.0 US20 0.0 13.3 13.3 1.8 11.2 0.1 9.3 -1.6 4.7 13.3 5.7 11.8 -5.9 13.1 13.5 4.7 2.8 4.5 3.9 10.8 7.6 10.7 0.7 10.3 -8.2 5.2 4.6 4.1 4.7 1.6 4.6 0.3 -2.3 1.1 16.2 17.6 20.0 12.1 -1.8 -12.8 US30 1.1 13.6 11.6 2.0 12.9 0.2 10.7 -1.9 5.4 15.6 1.6 13.5 -10.3 15.2 14.6 -3.4 -3.4 -4.1 -3.6 10.1 5.2 11.6 -3.2 10.7 -5.1 5.7 5.8 3.9 5.9 0.4 5.6 -11.6 -2.7 1.3 15.1 15.8 20.0 7.7 0.6 -13.7 US5 -7.4 2.1 8.7 1.9 12.2 0.2 10.1 -1.8 5.1 13.0 12.2 8.6 3.8 3.0 8.7 -1.0 -3.7 -1.9 -2.4 6.0 8.4 8.7 6.4 4.7 0.2 4.0 7.1 5.3 5.7 4.7 3.3 -10.8 -5.0 -5.9 6.4 13.1 -13.5 -15.6 -14.2 -20.0 VIX 11.5 -4.7 -12.9 -4.6 11.4 -4.7 8.9 -0.8 1.8 15.5 -19.5 10.7 -9.9 -8.4 -20.0 -20.0 -20.0 -20.0 -20.0 -9.1 -10.9 14.2 -5.1 2.6 NaN -5.0 13.2 -5.4 10.3 -1.2 2.4 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.0 -2.1 -13.8 -7.8 -2.8 -7.3 -4.6 -5.5 -6.3 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -18.4 -18.8 -18.5 -19.3 -20.0 -19.1 -20.0 -17.6 13.7 -7.7 -10.0 -6.8 -11.7 -8.2 -9.6 -17.2 -8.0 -3.7 20.0 17.2 -20.0 -19.9 -20.0 -20.0 End of report for caleb_strategy_v3