******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251016_204414 produced at 2025-10-16 21:39:20.871624 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.80 0.0 0.00 0.00 0.00 0.00 -18.48 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.28 -0.16 0.0 999.00 -999.00 -0.28 -0.24 -15.17 999999999.0 -26 -22 caleb_strategy_v3 CAD False False 0.03 -0.17 -0.15 0.0 1.00 -1.00 -0.17 -0.17 -4.50 29.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.10 0.0 0.00 -0.06 -0.06 -0.06 -21.87 26.0 -14 -13 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -14.62 59.0 0 0 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 -0.06 0.0 0.99 -0.99 -0.15 -0.08 -0.76 13.0 -2 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.85 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -7.16 2.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.43 11.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.04 0.0 0.69 -0.69 0.00 0.00 -0.95 17.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.31 -0.31 0.00 0.00 -0.24 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.06 -0.04 0.0 0.77 -0.77 -0.06 -0.06 -2.60 48.0 -4 -4 caleb_strategy_v3 DOW False False 0.01 -0.09 -0.04 0.0 0.73 -0.73 -0.09 -0.04 -3.53 66.0 -8 -4 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.03 -2.16 9.0 -3 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.18 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.55 -0.55 -0.05 -0.07 -1.23 23.0 -2 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.87 18.0 -6 -6 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -0.66 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.12 -0.12 -0.06 -0.06 -2.07 9.0 -4 -4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -1.04 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.31 12.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.02 0.0 0.99 -0.99 -0.07 0.00 -0.24 14.0 -1 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 0.76 -0.76 -0.03 -0.03 -0.67 26.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.01 0.0 0.18 -0.18 -0.03 -0.03 -0.42 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 -0.98 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 -0.45 10.0 -1 -1 caleb_strategy_v3 NZD False False 0.03 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.27 21.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.07 4.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 0.00 0.0 0.22 -0.22 0.01 0.01 0.27 51.0 3 3 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.00 0.0 1.33 -1.33 -0.05 0.00 -0.01 25.0 -1 0 caleb_strategy_v3 US10 False False 0.05 0.00 0.00 0.0 0.93 -0.93 0.00 0.00 0.08 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 -0.00 0.0 999.00 -999.00 0.06 0.00 -0.02 999999999.0 1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 1.25 68.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.50 -0.50 0.02 0.02 0.30 23.0 1 1 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.36 -0.36 0.00 0.06 0.19 6.0 0 1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.03 -0.03 0.00 0.00 0.79 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.73 -0.73 0.00 0.00 0.23 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.43 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.74 4.0 1 1 caleb_strategy_v3 US2 False True 0.10 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.24 13.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.16 -1.16 0.00 0.00 1.42 56.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.03 0.0 0.89 -0.89 0.04 0.08 0.67 22.0 1 2 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.03 0.0 0.16 -0.16 0.00 0.08 0.38 2.0 0 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.79 -0.79 0.00 0.05 2.01 58.0 0 4 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.42 -0.42 0.00 0.00 0.94 10.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 1.04 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.00 0.05 0.0 0.73 -0.73 0.00 0.07 0.75 10.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.13 0.05 0.0 999.00 -999.00 0.13 0.13 0.77 999999999.0 2 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.59 -0.59 0.00 0.00 1.93 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.07 0.0 0.63 -0.63 0.13 0.13 2.35 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 4.84 13.0 6 6 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.77 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.65 24.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.11 0.0 0.73 -0.73 0.27 0.27 1.16 8.0 3 3 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.12 0.0 0.81 -0.81 0.00 0.00 2.45 17.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.13 0.0 1.27 -1.27 0.00 0.00 1.99 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.69 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.68 -0.68 0.00 0.00 2.43 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.35 0.20 0.0 0.69 -0.69 0.35 0.42 2.91 10.0 5 6 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.21 0.0 0.55 -0.55 0.23 0.17 13.95 36.0 15 11 caleb_strategy_v3 MXP False False 0.01 0.36 0.47 0.0 0.78 -0.78 0.36 0.36 36.15 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.42 0.0 1.38 -1.38 0.00 0.00 17.58 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.8 Shocked risk 43.7 Sum abs risk 54.1 Leverage 6.83 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2074987.81, 'annual_cash_vol_target': 518746.9525, 'daily_cash_vol_target': 32421.68453125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6490 0.5660 9.0554 BITCOIN 2171.8684 108740.0000 1.9973 31.9569 BOBL 0.1806 118.8500 0.1520 2.4315 BTP 0.4273 121.7200 0.3511 5.6168 BUND 0.3676 130.3700 0.2819 4.5110 BUXL 0.9067 118.0800 0.7678 12.2853 CAC 66.8289 8198.5000 0.8151 13.0422 CAD 0.0023 0.7138 0.3183 5.0922 CANOLA 7.1927 631.5000 1.1390 18.2237 CHF 0.0059 1.2694 0.4631 7.4097 COCOA 125.2212 6042.0000 2.0725 33.1602 COFFEE 7.4079 371.7000 1.9930 31.8875 COPPER 0.0901 4.9715 1.8121 28.9929 CORN 3.9990 457.7500 0.8736 13.9780 COTTON2 0.6805 63.7800 1.0670 17.0723 CRUDE_W 0.9395 57.9500 1.6212 25.9399 DAX 171.0625 24233.0000 0.7059 11.2945 DOW 323.1259 46159.0000 0.7000 11.2004 DX 0.3922 98.1150 0.3997 6.3955 EUR 0.0051 1.1730 0.4371 6.9932 EURIBOR-ICE 0.0328 97.9650 0.0334 0.5351 EUROSTX 44.7427 5642.0000 0.7930 12.6885 FEEDCOW 3.1111 378.6000 0.8217 13.1478 GASOIL 10.5218 617.0000 1.7053 27.2852 GASOLINE 0.0304 1.7410 1.7437 27.8990 GAS_US_mini 0.0914 3.6200 2.5255 40.4076 GBP 0.0061 1.3434 0.4531 7.2493 GOLD_micro 33.7702 4307.3000 0.7840 12.5443 HEATOIL 0.0354 2.1330 1.6594 26.5511 JGB-SGX-mini 0.2292 136.2900 0.1682 2.6910 JPY 0.0000 0.0067 0.6680 10.6875 LEANHOG 1.1126 85.5500 1.3005 20.8080 LIVECOW 1.6544 247.7500 0.6678 10.6843 LUMBER-new 7.8548 656.5000 1.1965 19.1435 MXP 0.0003 0.0539 0.5503 8.8047 NASDAQ_micro 219.7473 24773.5000 0.8870 14.1924 NIKKEI 560.6061 48005.0000 1.1678 18.6849 NZD 0.0033 0.5739 0.5727 9.1633 OAT 0.4015 123.5300 0.3250 5.2004 OATIES 4.4102 314.5000 1.4023 22.4365 OJ 6.0348 191.6500 3.1489 50.3820 PALLAD 31.5618 1655.0000 1.9071 30.5129 PLAT 25.9063 1736.6000 1.4918 23.8685 REDWHEAT 6.7715 509.5000 1.3290 21.2646 RICE 0.1387 10.9650 1.2649 20.2386 ROBUSTA 91.2749 4528.0000 2.0158 32.2526 RUSSELL 32.1010 2481.3000 1.2937 20.6995 SHATZ 0.0503 107.2600 0.0469 0.7498 SILVER-mini 0.8262 53.4250 1.5465 24.7448 SMI 86.4970 12647.0000 0.6839 10.9429 SOFR 0.0493 96.8900 0.0509 0.8138 SOYBEAN 7.8728 1058.5000 0.7438 11.9003 SOYMEAL 2.7944 286.3000 0.9761 15.6169 SOYOIL 0.6381 51.6300 1.2358 19.7731 SP400 35.1858 3227.3000 1.0903 17.4441 SP500_micro 53.3032 6663.5000 0.7999 12.7988 SUGAR11 0.2425 15.3000 1.5851 25.3613 US10 0.3196 113.7500 0.2810 4.4959 US10U 0.4351 116.6406 0.3731 5.9690 US2 0.0844 104.5156 0.0807 1.2917 US20 0.6342 118.8125 0.5338 8.5403 US30 0.9286 123.0625 0.7546 12.0736 US5 0.2135 109.9766 0.1942 3.1065 VIX 0.4976 22.3500 2.2263 35.6213 WHEAT 6.4074 573.7500 1.1168 17.8680 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.95 0.57 367.28 1.00 367.28 32421.68 88.27 8.41 74.24 BITCOIN 108.74 2.00 217.19 1.00 217.19 32421.68 149.28 -9.03 -134.81 BOBL 1188.50 0.15 180.61 1.16 209.93 32421.68 154.44 12.68 195.89 BTP 1217.20 0.35 427.30 1.16 496.65 32421.68 65.28 10.88 71.00 BUND 1303.70 0.28 367.56 1.16 427.22 32421.68 75.89 9.68 73.47 BUXL 1180.80 0.77 906.66 1.16 1053.81 32421.68 30.77 2.15 6.61 CAC 819.85 0.82 668.29 1.16 776.76 32421.68 41.74 12.43 51.89 CAD 713.80 0.32 227.17 1.00 227.17 32421.68 142.72 -12.13 -173.07 CANOLA 126.30 1.14 143.85 0.71 102.50 32421.68 316.31 0.35 11.21 CHF 1586.69 0.46 734.80 1.00 734.80 32421.68 44.12 -6.60 -29.12 COCOA 604.20 2.07 1252.21 1.00 1252.21 32421.68 25.89 -10.58 -27.40 COFFEE 1393.88 1.99 2777.95 1.00 2777.95 32421.68 11.67 10.36 12.09 COPPER 1242.88 1.81 2252.16 1.00 2252.16 32421.68 14.40 -0.16 -0.23 CORN 228.88 0.87 199.95 1.00 199.95 32421.68 162.15 -5.85 -94.81 COTTON2 318.90 1.07 340.27 1.00 340.27 32421.68 95.28 -20.00 -190.56 CRUDE_W 579.50 1.62 939.51 1.00 939.51 32421.68 34.51 -2.78 -9.60 DAX 242.33 0.71 171.06 1.16 198.83 32421.68 163.06 3.61 58.94 DOW 230.80 0.70 161.56 1.00 161.56 32421.68 200.68 -7.55 -151.54 DX 981.15 0.40 392.18 1.00 392.18 32421.68 82.67 4.85 40.06 EUR 1466.25 0.44 640.86 1.00 640.86 32421.68 50.59 -1.82 -9.22 EURIBOR-ICE 2449.12 0.03 81.90 1.16 95.20 32421.68 340.57 15.11 514.59 EUROSTX 564.20 0.79 447.43 1.16 520.05 32421.68 62.34 11.03 68.74 FEEDCOW 1893.00 0.82 1555.54 1.00 1555.54 32421.68 20.84 16.74 34.88 GASOIL 617.00 1.71 1052.18 1.00 1052.18 32421.68 30.81 5.56 17.12 GASOLINE 731.22 1.74 1275.02 1.00 1275.02 32421.68 25.43 -0.12 -0.31 GAS_US_mini 90.50 2.53 228.56 1.00 228.56 32421.68 141.85 -14.22 -201.65 GBP 839.62 0.45 380.42 1.00 380.42 32421.68 85.23 3.04 25.93 GOLD_micro 430.73 0.78 337.70 1.00 337.70 32421.68 96.01 4.34 41.65 HEATOIL 895.86 1.66 1486.63 1.00 1486.63 32421.68 21.81 -6.92 -15.09 JGB-SGX-mini 136290.00 0.17 22922.22 0.01 151.71 32421.68 213.71 -7.98 -170.45 JPY 836.12 0.67 558.50 1.00 558.50 32421.68 58.05 -6.27 -36.41 LEANHOG 342.20 1.30 445.03 1.00 445.03 32421.68 72.85 10.90 79.45 LIVECOW 991.00 0.67 661.76 1.00 661.76 32421.68 48.99 15.04 73.70 LUMBER-new 180.54 1.20 216.01 1.00 216.01 32421.68 150.10 2.17 32.56 MXP 269.50 0.55 148.30 1.00 148.30 32421.68 218.62 11.25 245.96 NASDAQ_micro 495.47 0.89 439.49 1.00 439.49 32421.68 73.77 -7.14 -52.69 NIKKEI 48005.00 1.17 56060.61 0.01 371.03 32421.68 87.38 14.73 128.67 NZD 573.90 0.57 328.68 1.00 328.68 32421.68 98.64 -1.05 -10.36 OAT 1235.30 0.33 401.50 1.16 466.67 32421.68 69.47 12.24 85.07 OATIES 157.25 1.40 220.51 1.00 220.51 32421.68 147.03 -20.00 -294.06 OJ 287.48 3.15 905.22 1.00 905.22 32421.68 35.82 -11.24 -40.24 PALLAD 1655.00 1.91 3156.18 1.00 3156.18 32421.68 10.27 10.78 11.07 PLAT 868.30 1.49 1295.32 1.00 1295.32 32421.68 25.03 11.05 27.65 REDWHEAT 254.75 1.33 338.57 1.00 338.57 32421.68 95.76 -17.16 -164.28 RICE 219.30 1.26 277.40 1.00 277.40 32421.68 116.88 -17.03 -199.10 ROBUSTA 452.80 2.02 912.75 1.00 912.75 32421.68 35.52 6.40 22.75 RUSSELL 124.06 1.29 160.51 1.00 160.51 32421.68 202.00 1.87 37.80 SHATZ 1072.60 0.05 50.27 1.16 58.43 32421.68 554.91 2.93 162.70 SILVER-mini 1335.62 1.55 2065.61 1.00 2065.61 32421.68 15.70 14.29 22.43 SMI 1264.70 0.68 864.97 1.25 1081.46 32421.68 29.98 16.47 49.39 SOFR 2422.25 0.05 123.21 1.00 123.21 32421.68 263.15 -0.27 -7.10 SOYBEAN 529.25 0.74 393.64 1.00 393.64 32421.68 82.36 -5.50 -45.33 SOYMEAL 286.30 0.98 279.44 1.00 279.44 32421.68 116.02 -20.00 -232.04 SOYOIL 309.78 1.24 382.83 1.00 382.83 32421.68 84.69 -5.75 -48.68 SP400 3227.30 1.09 3518.58 1.00 3518.58 32421.68 9.21 -7.96 -7.33 SP500_micro 333.18 0.80 266.52 1.00 266.52 32421.68 121.65 -9.18 -111.69 SUGAR11 171.36 1.59 271.62 1.00 271.62 32421.68 119.36 -13.30 -158.73 US10 1137.50 0.28 319.63 1.00 319.63 32421.68 101.43 0.65 6.63 US10U 1166.41 0.37 435.15 1.00 435.15 32421.68 74.51 2.40 17.88 US2 2090.31 0.08 168.75 1.00 168.75 32421.68 192.13 0.99 19.10 US20 1188.12 0.53 634.18 1.00 634.18 32421.68 51.12 6.70 34.26 US30 1230.62 0.75 928.63 1.00 928.63 32421.68 34.91 4.21 14.70 US5 1099.77 0.19 213.52 1.00 213.52 32421.68 151.84 -0.06 -0.89 VIX 223.50 2.23 497.59 1.00 497.59 32421.68 65.16 -9.42 -61.36 WHEAT 286.88 1.12 320.37 1.00 320.37 32421.68 101.20 -15.37 -155.57 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 74.240 0.010 2.5 1.929 BITCOIN -134.810 0.043 2.5 -14.619 BOBL 195.889 0.004 2.5 1.989 BTP 71.004 0.014 2.5 2.425 BUND 73.470 0.004 2.5 0.746 BUXL 6.605 0.004 2.5 0.067 CAC 51.885 0.014 2.5 1.772 CAD -173.071 0.010 2.5 -4.497 CANOLA 11.208 0.010 2.5 0.273 CHF -29.120 0.010 2.5 -0.757 COCOA -27.399 0.010 2.5 -0.668 COFFEE 12.088 0.005 2.5 0.161 COPPER -0.227 0.043 2.5 -0.025 CORN -94.808 0.010 2.5 -2.310 COTTON2 -190.563 0.010 2.5 -4.643 CRUDE_W -9.595 0.043 2.5 -1.041 DAX 58.936 0.014 2.5 2.013 DOW -151.544 0.009 2.5 -3.527 DX 40.059 0.010 2.5 1.041 EUR -9.220 0.010 2.5 -0.240 EURIBOR-ICE 514.594 0.014 2.5 17.577 EUROSTX 68.740 0.014 2.5 2.348 FEEDCOW 34.882 0.013 2.5 1.158 GASOIL 17.121 0.017 2.5 0.743 GASOLINE -0.312 0.017 2.5 -0.014 GAS_US_mini -201.653 0.043 2.5 -21.867 GBP 25.925 0.010 2.5 0.674 GOLD_micro 41.654 0.014 2.5 1.423 HEATOIL -15.094 0.017 2.5 -0.655 JGB-SGX-mini -170.454 0.043 2.5 -18.484 JPY -36.414 0.010 2.5 -0.946 LEANHOG 79.446 0.024 2.5 4.835 LIVECOW 73.703 0.013 2.5 2.446 LUMBER-new 32.561 0.010 2.5 0.793 MXP 245.961 0.059 2.5 36.151 NASDAQ_micro -52.694 0.009 2.5 -1.226 NIKKEI 128.674 0.043 2.5 13.953 NZD -10.361 0.010 2.5 -0.269 OAT 85.070 0.014 2.5 2.906 OATIES -294.063 0.010 2.5 -7.164 OJ -40.244 0.010 2.5 -0.980 PALLAD 11.070 0.014 2.5 0.378 PLAT 27.650 0.014 2.5 0.944 REDWHEAT -164.277 0.005 2.5 -2.182 RICE -199.099 0.010 2.5 -4.851 ROBUSTA 22.747 0.005 2.5 0.302 RUSSELL 37.797 0.013 2.5 1.254 SHATZ 162.703 0.004 2.5 1.652 SILVER-mini 22.433 0.014 2.5 0.766 SMI 49.387 0.014 2.5 1.687 SOFR -7.095 0.024 2.5 -0.432 SOYBEAN -45.329 0.004 2.5 -0.422 SOYMEAL -232.044 0.004 2.5 -2.161 SOYOIL -48.682 0.004 2.5 -0.454 SP400 -7.334 0.013 2.5 -0.243 SP500_micro -111.693 0.009 2.5 -2.599 SUGAR11 -158.732 0.010 2.5 -3.867 US10 6.633 0.005 2.5 0.084 US10U 17.885 0.005 2.5 0.227 US2 19.096 0.005 2.5 0.242 US20 34.257 0.005 2.5 0.435 US30 14.701 0.005 2.5 0.187 US5 -0.889 0.005 2.5 -0.011 VIX -61.357 0.099 2.5 -15.167 WHEAT -155.565 0.005 2.5 -2.067 ===================== Position diags ===================== AUD 2.29 BITCOIN 16.19 BOBL 1.57 BTP 2.23 BUND 0.77 BUXL 0.31 CAC 1.43 CAD 3.71 CANOLA 7.71 CHF 1.15 COCOA 0.63 COFFEE 0.16 COPPER 1.56 CORN 3.95 COTTON2 2.32 CRUDE_W 3.74 DAX 5.57 DOW 4.67 DX 2.15 EUR 1.31 EURIBOR-ICE 11.63 EUROSTX 2.13 FEEDCOW 0.69 GASOIL 1.34 GASOLINE 1.10 GAS_US_mini 15.38 GBP 2.21 GOLD_micro 3.28 HEATOIL 0.95 JGB-SGX-mini 23.17 JPY 1.51 LEANHOG 4.43 LIVECOW 1.63 LUMBER-new 3.66 MXP 32.13 NASDAQ_micro 1.72 NIKKEI 9.48 NZD 2.56 OAT 2.37 OATIES 3.58 OJ 0.87 PALLAD 0.35 PLAT 0.85 REDWHEAT 1.27 RICE 2.85 ROBUSTA 0.47 RUSSELL 6.70 SHATZ 5.64 SILVER-mini 0.54 SMI 1.02 SOFR 16.01 SOYBEAN 0.77 SOYMEAL 1.08 SOYOIL 0.79 SP400 0.31 SP500_micro 2.83 SUGAR11 2.91 US10 1.29 US10U 0.95 US2 2.44 US20 0.65 US30 0.44 US5 1.93 VIX 16.11 WHEAT 1.34 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.9 1.7 2.2 0.0 0 BITCOIN -14.6 -16.2 -13.0 0.0 0 BOBL 2.0 1.8 2.1 0.0 0 BTP 2.4 2.2 2.6 0.0 0 BUND 0.7 0.7 0.8 0.0 0 BUXL 0.1 0.0 0.1 0.0 0 CAC 1.8 1.6 1.9 0.0 0 CAD -4.5 -4.9 -4.1 -5.0 -5 CANOLA 0.3 -0.5 1.0 3.0 3 CHF -0.8 -0.9 -0.6 -2.0 -2 COCOA -0.7 -0.7 -0.6 -1.0 -1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER -0.0 -0.2 0.1 1.0 1 CORN -2.3 -2.7 -1.9 -3.0 -3 COTTON2 -4.6 -4.9 -4.4 -5.0 -5 CRUDE_W -1.0 -1.4 -0.7 0.0 0 DAX 2.0 1.5 2.6 0.0 0 DOW -3.5 -4.0 -3.1 -8.0 -8 DX 1.0 0.8 1.3 1.0 1 EUR -0.2 -0.4 -0.1 -1.0 -1 EURIBOR-ICE 17.6 16.4 18.7 0.0 0 EUROSTX 2.3 2.1 2.6 4.0 4 FEEDCOW 1.2 1.1 1.2 3.0 3 GASOIL 0.7 0.6 0.9 1.0 1 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini -21.9 -23.4 -20.3 -14.0 -14 GBP 0.7 0.5 0.9 1.0 1 GOLD_micro 1.4 1.1 1.8 0.0 0 HEATOIL -0.7 -0.7 -0.6 -1.0 -1 JGB-SGX-mini -18.5 -20.8 -16.2 0.0 0 JPY -0.9 -1.1 -0.8 0.0 0 LEANHOG 4.8 4.4 5.3 6.0 6 LIVECOW 2.4 2.3 2.6 0.0 0 LUMBER-new 0.8 0.4 1.2 0.0 0 MXP 36.2 32.9 39.4 28.0 28 NASDAQ_micro -1.2 -1.4 -1.1 -2.0 -2 NIKKEI 14.0 13.0 14.9 15.0 15 NZD -0.3 -0.5 -0.0 0.0 0 OAT 2.9 2.7 3.1 5.0 5 OATIES -7.2 -7.5 -6.8 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.4 0.3 0.4 0.0 0 PLAT 0.9 0.9 1.0 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -4.9 -5.1 -4.6 -3.0 -3 ROBUSTA 0.3 0.3 0.3 1.0 1 RUSSELL 1.3 0.6 1.9 0.0 0 SHATZ 1.7 1.1 2.2 NaN 0 SILVER-mini 0.8 0.7 0.8 2.0 2 SMI 1.7 1.6 1.8 0.0 0 SOFR -0.4 -2.0 1.2 NaN 0 SOYBEAN -0.4 -0.5 -0.3 -1.0 -1 SOYMEAL -2.2 -2.3 -2.1 -3.0 -3 SOYOIL -0.5 -0.5 -0.4 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.6 -2.9 -2.3 -4.0 -4 SUGAR11 -3.9 -4.2 -3.6 -6.0 -6 US10 0.1 -0.0 0.2 0.0 0 US10U 0.2 0.1 0.3 0.0 0 US2 0.2 -0.0 0.5 NaN 0 US20 0.4 0.4 0.5 0.0 0 US30 0.2 0.1 0.2 0.0 0 US5 -0.0 -0.2 0.2 -1.0 -1 VIX -15.2 -16.8 -13.6 -26.0 -26 WHEAT -2.1 -2.2 -1.9 -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 0.0 0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.1 -0.1 -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 -0.4 -0.0 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.0 -0.2 -0.2 0.1 0.1 0.2 0.1 0.2 0.1 -0.2 0.5 -0.2 0.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.5 -0.1 -2.7 -0.0 -0.2 0.1 -0.1 0.3 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL 0.4 0.1 -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 0.2 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 -0.0 0.0 0.2 0.0 0.2 -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 0.2 0.3 0.1 0.1 0.3 0.7 0.4 0.7 BUND 0.4 0.2 0.1 0.0 0.2 0.0 0.1 -0.1 0.1 0.2 0.1 0.2 -0.3 0.2 0.0 -0.1 0.1 0.0 0.1 0.1 -0.0 0.2 -0.2 0.2 -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 0.5 0.3 -0.0 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 -0.3 0.2 -0.6 0.2 -0.0 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 0.1 0.3 0.0 -0.4 0.3 0.5 -0.1 0.1 CAC 0.3 0.2 0.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.2 0.4 0.2 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.2 0.1 0.2 0.3 0.1 0.1 0.0 0.1 -0.0 0.1 0.4 0.4 0.4 -0.4 -0.5 0.7 0.7 0.7 0.7 CAD -0.5 -0.5 -0.3 -0.0 -0.0 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 -0.2 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.4 -0.2 -0.4 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 -0.1 0.1 0.0 0.1 -0.2 0.6 0.7 0.7 0.7 CHF -0.3 -0.2 -0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.4 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.0 0.3 -0.0 -0.1 0.0 0.1 0.1 0.0 0.2 -0.0 -1.1 0.3 0.3 0.2 0.2 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 0.0 -0.1 -0.1 -0.0 0.2 0.1 0.2 -0.2 -0.1 -0.1 0.0 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.4 -0.6 -0.3 0.1 -0.1 0.1 0.1 0.2 COFFEE -0.0 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 0.3 -0.4 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 -0.1 0.0 -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 -0.5 -0.5 -0.4 -0.4 0.5 0.3 0.6 0.3 CORN -0.2 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.3 -0.1 -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 0.0 -0.1 -0.1 -0.3 -0.1 -1.1 -0.2 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 -0.0 -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 -2.0 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.6 -0.3 -0.6 0.5 0.6 -0.4 -0.6 -0.3 -0.5 CRUDE_W -0.4 -0.2 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 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 -0.2 -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 0.5 0.7 0.7 0.7 DOW -0.5 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 0.1 -0.0 0.3 0.0 -1.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.2 -0.5 -0.6 -0.0 0.2 -0.7 -0.7 -0.7 -0.7 DX 0.5 0.3 0.3 -0.0 -0.0 0.0 -0.0 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 0.0 -0.3 0.1 -2.7 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.8 0.5 0.6 0.1 0.0 0.7 0.5 0.7 0.6 EUR -0.4 -0.2 -0.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.4 -0.1 0.5 -0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 0.4 -0.1 1.7 -0.0 0.0 0.1 -0.0 0.3 -0.0 -0.4 0.1 0.2 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 EURIBOR-ICE 0.3 0.0 -0.2 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.2 0.2 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 0.2 0.0 0.1 0.0 0.1 0.8 0.5 0.4 0.1 -0.1 0.4 0.7 0.4 0.7 EUROSTX 0.4 0.2 0.0 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 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 0.5 -0.2 -0.4 0.7 0.7 0.7 0.6 FEEDCOW 0.6 -0.2 0.6 -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 -0.4 0.0 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.1 -0.1 -0.0 0.4 0.3 0.4 0.3 -0.0 0.1 -0.2 0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.1 0.5 -0.1 0.1 0.3 0.2 0.6 0.4 0.4 0.3 GASOLINE -0.4 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.2 -0.0 -0.2 -0.1 0.4 0.4 0.4 0.4 -0.1 -0.0 -0.2 -0.0 -0.1 -2.7 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 1.1 0.2 -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 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.2 -0.5 -0.2 2.7 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -1.1 -0.5 0.3 0.0 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.2 -0.3 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.0 0.4 -0.1 0.6 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.4 -0.1 0.1 -0.0 0.1 0.1 -0.0 0.3 -0.1 0.3 0.2 0.1 -0.0 -0.1 0.3 -0.1 0.2 -0.0 GOLD_micro 0.6 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 0.5 -0.6 0.0 -0.7 -0.2 HEATOIL -0.4 -0.2 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.2 0.2 -0.2 0.1 -0.1 -0.1 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 -0.3 -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 0.0 -0.2 0.0 -0.3 -0.1 -0.1 0.0 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.3 -0.0 -0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.8 -0.1 -0.3 -0.3 -0.4 -0.7 -0.6 -0.5 -0.7 JPY -0.3 -0.2 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.0 -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 -0.0 -0.7 -0.4 -0.1 -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 0.6 0.5 0.7 0.7 LIVECOW 0.3 -0.0 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.4 0.2 -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 -0.3 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 -0.3 0.2 -0.4 0.1 -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 0.5 0.7 0.8 0.8 0.8 0.8 MXP -0.3 -0.0 0.2 -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 0.3 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 0.3 0.6 0.6 0.6 0.2 0.2 0.0 0.3 NASDAQ_micro -0.6 -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 -0.2 0.2 0.5 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.3 0.2 0.6 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 -1.4 0.1 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.2 0.4 0.7 0.7 NZD -0.5 -0.4 -0.3 -0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 1.6 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.4 -0.5 -0.4 0.7 0.7 0.7 0.7 OAT 0.4 0.2 -0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.2 0.1 0.0 0.3 0.2 0.3 0.3 0.0 -0.0 0.2 -0.1 0.2 0.2 0.0 0.2 -0.0 0.1 -0.0 0.1 0.8 0.3 0.3 -0.0 -0.2 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 -0.1 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 -0.4 -0.4 0.1 0.2 -0.3 -0.5 -0.1 -0.4 PALLAD 0.6 0.5 0.4 0.0 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.2 0.2 2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.3 0.5 0.6 0.1 0.0 -0.7 -0.7 -0.7 -0.7 PLAT 0.6 0.4 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 0.1 0.2 0.1 0.2 -0.3 0.3 -0.1 0.0 0.7 0.3 -0.3 -0.2 REDWHEAT -0.2 -0.1 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -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 -0.1 -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 -0.5 -0.2 -0.4 -0.3 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA 0.0 0.4 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.1 -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 0.2 0.6 0.6 -0.0 0.6 0.2 0.7 RUSSELL -0.4 0.1 0.5 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.9 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.0 -0.2 0.3 0.4 -0.7 -0.7 -0.7 -0.7 SHATZ 0.4 -0.1 -0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.1 0.2 0.0 0.1 -0.1 -0.3 -0.4 -0.4 -0.4 -0.0 -0.1 0.2 -0.1 0.1 0.9 -0.0 0.1 -0.1 0.1 -0.1 0.1 -1.1 0.4 0.4 -0.3 -0.4 0.5 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 0.6 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 0.4 0.6 0.6 0.6 0.7 0.7 0.3 0.1 SMI 0.5 0.3 0.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 1.1 0.0 0.0 0.0 0.1 0.0 0.1 0.8 0.5 0.5 -0.0 -0.3 0.7 0.7 0.7 0.7 SOFR -0.3 -0.1 0.3 0.0 0.2 0.0 0.2 -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 0.2 0.1 0.4 0.1 -2.7 0.0 0.1 0.2 0.1 0.2 0.0 0.2 -0.2 -0.4 0.1 0.5 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 -0.1 0.1 -0.2 -0.4 -0.2 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.1 -0.2 -0.1 -0.6 0.0 -0.0 0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 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 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 -2.5 -0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.9 0.1 -0.2 0.6 0.6 -0.7 -0.7 -0.5 -0.7 SOYOIL -0.0 -0.5 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 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 -0.0 -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 0.0 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 0.0 -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 0.1 0.2 -0.0 0.5 0.0 -2.5 0.0 -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 -0.3 -0.0 0.3 0.3 -0.7 -0.7 -0.7 -0.7 US10 -0.1 0.2 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.4 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 0.1 -0.3 -0.1 -0.1 0.3 0.5 -0.4 -0.7 -0.5 -0.7 US10U -0.1 0.3 0.4 0.0 0.2 0.0 0.2 -0.1 0.1 0.2 0.4 0.2 0.0 0.2 0.2 0.1 -0.0 0.0 -0.0 0.2 0.1 0.2 0.2 0.1 -1.5 0.1 0.1 0.2 0.1 0.1 0.1 -0.4 -0.2 -0.1 0.6 0.6 0.1 -0.4 -0.4 -0.7 US2 -0.1 0.1 0.2 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.1 0.1 0.1 2.4 0.0 0.1 0.1 0.1 0.1 0.0 -1.1 -0.2 -0.1 0.1 0.3 -0.3 -0.3 -0.4 -0.7 US20 0.1 0.5 0.5 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.2 0.1 -0.2 0.2 0.2 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 0.1 0.0 -0.1 0.0 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.1 0.5 0.4 0.0 0.1 0.0 0.1 -0.1 0.1 0.2 0.1 0.2 -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 -0.2 0.0 0.5 0.5 0.7 0.3 0.0 -0.5 US5 -0.1 0.1 0.3 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.3 0.1 0.1 0.1 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 -0.2 -0.2 0.2 0.4 -0.5 -0.5 -0.5 -0.7 VIX 0.7 -0.2 -0.6 -0.1 0.3 -0.2 0.2 -0.0 0.1 0.3 -0.8 0.3 -0.6 -0.0 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 0.3 -0.2 0.1 NaN -0.1 0.3 -0.2 0.2 -0.1 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.1 -0.5 -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 -0.4 -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 -0.3 -0.2 0.6 0.5 -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 -12.9 1.1 3.7 -1.4 -0.2 2.6 -5.7 3.7 -5.5 -17.2 16.3 -17.4 3.6 -6.6 -0.1 -0.8 -1.4 -1.2 -1.3 -0.5 4.8 -17.1 3.1 -9.8 15.2 0.2 -9.8 2.8 -10.5 0.6 -5.8 3.0 -18.1 -0.4 5.6 8.0 20.0 20.0 20.0 20.0 BITCOIN -0.2 -4.9 -5.0 8.0 8.0 6.5 9.2 4.7 9.3 -20.0 16.8 -13.9 20.0 -6.4 -0.3 -6.6 -7.4 -7.2 -7.3 2.3 10.7 -20.0 19.6 -8.2 -20.0 -0.9 -20.0 3.0 -13.1 7.8 -4.7 -2.2 -20.0 -20.0 -20.0 -20.0 12.1 -3.9 -14.2 -8.8 BOBL 12.4 2.8 -2.5 2.7 16.2 0.5 12.3 -1.4 6.6 17.0 4.1 17.2 -1.4 10.1 -0.5 20.0 1.8 16.8 7.9 3.8 -1.1 20.0 -2.7 14.9 2.9 2.4 18.6 -0.4 14.9 -1.0 8.1 1.7 18.0 13.0 2.2 -5.9 17.0 20.0 20.0 20.0 BTP 7.5 3.4 -1.4 3.4 20.0 0.7 15.7 -1.8 8.3 20.0 20.0 20.0 16.9 20.0 15.6 7.8 9.0 9.5 9.8 9.8 8.1 20.0 10.4 17.8 -20.0 5.8 20.0 4.4 17.7 5.4 10.8 10.5 9.5 8.4 2.9 2.8 10.0 20.0 10.8 20.0 BUND 11.4 6.4 1.9 2.9 17.4 0.6 13.2 -1.5 7.0 18.2 3.0 18.4 -8.2 14.0 2.5 -5.6 4.4 0.6 4.2 5.6 -1.4 20.0 -6.5 15.7 -0.9 3.4 19.1 -0.1 15.5 -1.9 9.1 2.3 11.6 10.7 4.5 -5.6 15.6 20.0 18.3 20.0 BUXL 14.7 9.1 -0.2 2.7 16.4 0.5 12.4 -1.4 6.6 17.1 -12.9 17.2 -16.7 14.4 -3.3 4.2 2.6 3.7 3.4 1.4 -9.2 20.0 -16.4 13.0 -2.4 1.5 15.1 -3.4 12.9 -5.6 7.7 -0.5 4.7 8.1 0.9 -13.8 9.2 13.6 -3.9 3.3 CAC 10.8 5.7 2.7 5.8 -1.1 5.2 0.9 3.8 4.1 16.1 14.9 14.4 11.6 14.6 13.4 -4.0 -1.3 -2.7 -1.7 11.4 7.6 18.6 5.4 15.3 1.9 5.0 11.8 1.7 8.4 -0.4 7.3 7.2 18.3 11.2 -11.9 -15.0 20.0 20.0 20.0 20.0 CAD -15.8 -14.4 -9.6 -1.7 -0.3 3.1 -6.7 4.4 -6.5 -20.0 0.2 -20.0 -3.0 -20.0 -20.0 -7.9 -7.0 -7.7 -7.4 -20.0 -11.7 -20.0 -5.8 -20.0 20.0 -7.5 -7.5 -2.6 -10.4 -0.7 -10.5 -7.1 -9.4 -13.7 -20.0 -17.3 -20.0 -20.0 -20.0 -20.0 CANOLA 1.7 -17.8 -17.0 -3.6 -0.5 -3.5 -1.7 -2.6 -2.8 8.5 -1.5 3.8 0.7 -8.1 -10.7 -18.2 -8.7 -14.8 -10.3 -10.4 -7.4 1.2 -1.6 -5.0 4.0 -3.8 -0.3 -2.8 -0.9 -0.9 -2.4 -1.0 6.1 0.8 1.7 -5.2 18.5 20.0 20.0 20.0 CHF -10.2 -6.5 -5.4 -1.0 -0.2 1.8 -3.9 2.6 -3.8 10.3 10.8 -1.5 10.6 -5.2 -2.9 -14.9 -15.5 -15.2 -15.0 0.1 6.4 1.0 9.8 -2.5 -0.6 1.2 6.2 4.4 0.5 5.7 -0.9 -20.0 11.4 7.7 5.7 4.7 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -15.0 -3.2 -0.4 -3.1 -1.5 -2.3 -2.5 -4.1 -8.4 -9.2 0.6 -10.2 -9.3 -1.7 12.2 2.9 7.5 -18.9 -11.3 -16.3 0.9 -20.0 -20.0 -3.2 -0.7 -1.5 -3.1 1.1 -4.0 20.0 -15.1 -20.0 -10.0 2.2 -3.6 2.9 2.0 6.6 COFFEE -0.1 12.1 6.2 -4.3 -0.6 -4.1 -2.1 -3.1 -3.4 4.9 6.6 7.0 8.5 3.2 8.3 15.9 9.9 13.6 11.6 12.0 11.1 6.2 10.9 8.2 -20.0 3.9 1.2 4.3 1.3 4.5 2.3 20.0 13.3 10.2 20.0 20.0 8.6 14.8 17.3 20.0 COPPER 19.4 7.9 -11.1 2.6 2.6 2.1 3.0 1.5 3.0 -2.4 -2.4 4.1 -1.4 5.6 -3.0 -5.4 -5.4 -5.2 -5.2 2.7 0.3 2.3 0.8 5.0 -4.5 1.4 -0.8 1.3 0.8 2.0 1.8 1.2 -20.0 -15.2 -13.0 -11.0 16.3 7.6 17.3 9.1 CORN -4.9 7.9 -4.5 -7.2 -0.9 -6.9 -3.4 -5.2 -5.6 -3.3 -11.0 -13.0 -14.7 1.1 -0.7 -18.8 -19.0 -20.0 -20.0 -3.1 -8.8 -7.0 -16.2 -4.9 10.3 -1.7 2.4 -3.1 -5.8 -8.4 -4.7 -20.0 -6.7 3.3 20.0 20.0 -9.0 -1.0 0.5 1.2 COTTON2 -11.2 -6.0 0.0 -7.8 -1.0 -7.5 -3.7 -5.7 -6.1 -14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -17.9 -14.1 -17.1 -15.7 -18.0 -16.8 -20.0 -20.0 -20.0 -15.4 -7.7 -5.6 -6.1 -10.5 -7.7 -10.6 -11.3 -13.0 -17.2 14.7 20.0 -12.5 -18.2 -10.1 -15.6 CRUDE_W -10.8 -4.9 0.3 -2.4 -11.2 0.6 -10.4 0.7 -6.8 -16.7 -3.8 -17.9 -9.7 -16.4 -15.3 1.7 6.9 5.0 5.9 -8.3 -5.0 -18.9 -6.1 -14.4 3.5 -5.5 -9.9 -3.8 -9.6 -3.6 -7.9 -3.4 2.4 -0.7 -10.9 -12.4 20.0 14.3 -0.8 17.3 DAX 16.1 -7.0 -11.4 5.8 -1.0 5.1 0.9 3.8 4.0 -16.4 16.6 6.5 17.9 8.9 6.3 -6.3 -6.5 -5.9 -5.7 6.1 9.3 1.6 20.0 8.3 -11.4 1.6 -5.5 1.4 0.6 5.7 3.5 -0.6 -5.8 9.4 -20.0 -20.0 15.9 20.0 20.0 20.0 DOW -14.0 0.4 12.0 5.0 -0.9 4.4 0.8 3.2 3.5 -0.2 16.7 1.2 13.7 6.3 14.1 -9.0 -8.4 -8.7 -8.1 10.2 13.5 -4.6 11.9 2.1 -12.9 4.0 -5.1 5.1 -4.5 4.1 -0.4 -4.3 -20.0 -19.4 -0.4 6.7 -20.0 -20.0 -20.0 -20.0 DX 14.3 9.0 8.2 -1.0 -0.2 1.8 -3.9 2.5 -3.8 -3.3 -10.3 6.7 -11.6 9.0 3.5 5.4 6.1 5.8 5.9 3.8 -4.7 5.2 -9.9 8.1 -20.0 2.3 -3.4 -1.7 2.9 -4.0 4.5 15.5 20.0 20.0 2.9 0.7 20.0 15.2 19.6 17.1 EUR -13.5 -6.7 -4.9 -1.2 -0.2 2.1 -4.6 3.0 -4.4 2.2 13.7 -8.2 14.0 -10.0 0.7 -7.0 -7.5 -7.3 -7.4 -1.4 8.5 -4.8 13.7 -7.2 12.8 -0.4 4.7 4.8 -2.9 7.1 -4.1 -7.5 2.1 4.7 -1.6 3.1 -16.6 -20.0 -20.0 -20.0 EURIBOR-ICE 10.4 0.5 -6.2 2.2 13.4 0.4 10.2 -1.2 5.4 14.0 9.2 14.0 10.7 6.9 1.4 12.6 10.4 13.0 12.5 4.3 2.5 20.0 5.5 13.0 5.9 2.2 16.7 0.7 12.7 1.3 6.6 14.1 20.0 11.9 1.8 -2.5 11.1 20.0 13.3 20.0 EUROSTX 12.0 7.1 0.9 5.8 -1.1 5.2 0.9 3.8 4.1 9.4 18.7 12.3 17.1 15.4 16.4 -3.3 -1.1 -2.6 -1.8 15.4 12.7 10.1 12.9 15.6 -6.2 5.5 2.6 3.0 3.4 2.2 5.9 7.4 -1.1 14.0 -6.7 -13.6 20.0 20.0 20.0 19.4 FEEDCOW 17.9 -5.0 17.8 -5.0 -0.7 -4.8 -2.4 -3.6 -3.9 14.0 15.7 15.5 15.9 14.8 15.2 14.7 7.0 15.8 12.5 20.0 20.0 20.0 20.0 20.0 -20.0 5.7 5.7 6.8 7.1 7.2 6.1 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -12.5 0.4 5.9 -2.2 -10.0 0.5 -9.3 0.7 -6.1 -15.7 5.4 -16.7 1.9 -8.7 -2.2 17.9 13.1 18.7 15.7 -0.2 4.7 -18.8 3.2 -10.0 -0.4 0.3 -11.7 3.0 -9.9 2.1 -5.2 9.8 -4.7 1.7 8.0 6.6 17.3 11.3 10.5 10.1 GASOLINE -13.2 -4.5 1.4 -2.4 -10.9 0.6 -10.1 0.7 -6.7 -15.7 2.8 -16.6 -0.9 -13.9 -11.1 17.8 20.0 20.0 20.0 -5.5 -0.7 -16.7 -0.2 -12.6 -20.0 -5.1 -9.0 -2.4 -9.4 -0.9 -7.9 20.0 7.0 -3.4 -9.4 -10.0 20.0 20.0 20.0 20.0 GAS_US_mini 5.5 2.9 -17.5 -3.1 -14.4 0.7 -13.4 0.9 -8.8 -20.0 -20.0 -20.0 -18.1 -13.4 -20.0 -20.0 -20.0 -20.0 -20.0 -16.0 -20.0 -20.0 -17.8 -15.2 20.0 -6.2 -16.8 -7.1 -13.2 -5.3 -7.2 -20.0 -19.0 10.1 0.2 -20.0 -1.8 -20.0 -20.0 -20.0 GBP -10.6 -7.4 -8.0 -1.6 -0.3 2.9 -6.4 4.2 -6.2 4.9 13.2 -8.3 17.1 -12.9 -6.1 0.7 -0.1 0.2 -0.1 -4.6 5.3 -4.7 13.8 -8.9 1.0 -0.8 6.0 5.0 -3.3 9.1 -5.0 5.1 9.0 3.1 -1.1 -2.9 8.9 -2.9 6.4 -1.1 GOLD_micro 17.5 20.0 2.6 5.6 5.5 4.5 6.3 3.3 6.4 15.8 18.1 17.1 17.5 18.0 18.1 -12.1 -11.7 -12.0 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 6.1 8.0 4.5 8.0 3.8 7.5 -9.2 20.0 20.0 20.0 14.7 -17.8 1.2 -20.0 -6.3 HEATOIL -12.9 -5.1 4.0 -2.4 -11.1 0.6 -10.3 0.7 -6.8 -16.7 7.9 -17.4 4.0 -13.0 -5.1 6.8 8.5 8.4 8.4 -3.4 3.4 -19.4 3.9 -12.5 -20.0 -4.0 -11.9 0.1 -10.6 2.1 -7.8 0.6 -1.2 -1.3 -8.0 -3.5 14.2 6.1 -8.3 -6.5 JGB-SGX-mini 1.9 -2.9 -6.4 1.5 9.3 0.3 7.0 -0.8 3.7 5.3 -9.2 2.5 -8.7 -5.4 -8.8 2.3 12.6 8.0 10.6 -6.3 -8.4 4.2 -9.4 -1.5 -5.9 -2.5 3.0 -3.3 2.7 -3.9 -0.2 14.6 -2.9 -9.6 -10.4 -12.2 -20.0 -17.9 -15.8 -20.0 JPY -9.8 -6.7 -9.6 -0.8 -0.1 1.4 -3.1 2.1 -3.1 -2.4 -8.4 -5.5 -5.8 -6.7 -9.2 -9.3 -11.0 -10.0 -10.1 -9.2 -6.7 -6.4 -4.7 -10.2 20.0 -3.2 1.1 -2.0 -2.9 -1.3 -4.1 -12.6 -14.9 -3.7 -10.0 -11.3 -4.9 -10.6 -8.1 -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 19.2 15.0 20.0 20.0 LIVECOW 9.5 -0.8 16.9 -6.6 -0.9 -6.3 -3.1 -4.8 -5.1 18.8 20.0 19.6 20.0 16.9 18.8 -19.6 11.2 -5.0 5.8 20.0 20.0 20.0 20.0 20.0 -20.0 7.1 11.6 9.0 11.5 10.6 8.2 20.0 20.0 20.0 20.0 20.0 20.0 14.4 20.0 20.0 LUMBER-new 20.0 -8.7 -11.5 -5.6 -0.7 -5.3 -2.7 -4.0 -4.3 16.0 -10.9 17.5 -8.7 4.9 -8.7 -20.0 -20.0 -20.0 -20.0 -5.5 -12.1 18.1 -9.9 9.6 NaN -1.0 5.2 -2.3 5.6 -1.3 3.1 -20.0 20.0 20.0 13.9 17.8 20.0 20.0 20.0 20.0 MXP -9.2 -1.0 7.6 -1.7 -0.3 3.0 -6.6 4.4 -6.4 4.8 20.0 2.5 18.0 15.5 20.0 12.9 12.7 12.9 12.5 16.1 20.0 -0.9 20.0 5.6 -20.0 8.1 0.2 12.1 -1.2 11.2 2.6 20.0 12.2 20.0 20.0 20.0 5.5 7.4 1.2 9.8 NASDAQ_micro -17.2 -1.9 6.7 4.8 -0.9 4.2 0.7 3.1 3.3 -2.0 16.8 -0.3 15.7 10.0 14.0 -10.0 -8.9 -10.0 -9.2 15.5 19.6 -0.8 18.7 7.6 -20.0 5.1 -3.3 5.9 -1.8 5.2 2.0 -5.7 -15.6 -4.7 6.3 14.6 -20.0 -20.0 -20.0 -20.0 NIKKEI -9.2 6.0 17.4 3.8 -0.7 3.4 0.6 2.5 2.7 5.1 13.4 7.1 11.6 10.5 12.4 1.0 8.4 5.1 7.3 20.0 19.1 13.3 13.5 19.1 -10.8 4.9 1.7 4.0 3.1 2.3 4.4 20.0 20.0 20.0 20.0 20.0 4.7 12.7 20.0 20.0 NZD -15.0 -11.0 -10.3 -1.2 -0.2 2.1 -4.6 3.1 -4.5 -13.8 -0.3 -16.1 -4.7 -16.1 -15.7 -3.8 -2.8 -3.7 -3.4 -15.1 -8.6 -16.6 -4.4 -18.0 12.2 -5.0 -4.0 -2.6 -6.5 -1.5 -6.7 0.0 -10.2 -11.2 -15.2 -13.4 20.0 19.5 20.0 20.0 OAT 13.1 5.4 -1.2 2.4 14.7 0.5 11.2 -1.3 6.0 15.4 2.6 15.2 -5.1 12.0 2.3 16.6 10.3 16.3 14.2 3.5 -2.1 20.0 -4.5 14.0 1.4 1.9 16.8 -0.6 13.2 -1.2 7.1 14.9 14.3 9.8 -0.5 -7.7 12.0 20.0 11.9 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 -2.3 -13.0 -9.2 -0.2 -1.4 -20.0 -10.8 -20.0 -10.3 OJ -20.0 -12.3 -3.6 -2.3 -0.3 -2.2 -1.1 -1.7 -1.8 -6.7 -4.0 -7.5 -5.1 -7.2 -4.4 -2.6 5.6 0.2 2.3 -8.1 -6.3 -14.1 -6.3 -12.1 -20.0 -2.1 -4.0 -1.6 -4.0 -1.5 -3.3 20.0 -17.4 -11.9 3.7 7.4 -8.4 -13.6 -3.4 -11.7 PALLAD 20.0 16.0 11.3 4.4 4.4 3.6 5.0 2.6 5.1 12.6 9.7 13.8 6.8 13.7 11.1 -3.1 -2.9 -3.1 -3.0 20.0 14.6 20.0 8.6 20.0 20.0 4.4 7.5 3.2 7.9 2.4 6.5 5.3 20.0 18.8 2.5 1.2 -20.0 -20.0 -20.0 -20.0 PLAT 20.0 10.9 15.6 4.9 4.9 4.0 5.6 2.9 5.7 13.3 14.4 14.7 12.1 14.9 14.8 -3.9 -3.5 -3.4 -3.2 20.0 20.0 20.0 20.0 20.0 1.3 5.4 4.5 5.3 5.0 4.7 5.7 4.7 -12.8 10.1 -2.7 0.4 20.0 8.0 -7.8 -6.7 REDWHEAT -5.8 -4.5 -14.5 -7.6 -1.0 -7.3 -3.6 -5.5 -5.9 -4.7 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -16.8 -20.0 -19.0 -20.0 -20.0 -13.9 -20.0 -19.7 7.8 -8.5 -2.1 -8.0 -6.9 -9.2 -8.8 -16.4 -4.8 -8.9 14.7 12.8 -20.0 -20.0 -20.0 -20.0 RICE -9.7 -20.0 -20.0 -3.7 -0.5 -3.5 -1.8 -2.7 -2.9 -7.5 -12.3 -10.4 -11.8 -11.7 -12.3 -19.4 -9.8 -18.1 -16.0 -20.0 -20.0 -13.2 -20.0 -18.3 -1.7 -4.4 -1.8 -4.5 -3.2 -4.6 -4.0 -8.5 -7.7 -12.8 -10.1 -9.8 -9.0 -8.4 -2.8 -7.9 ROBUSTA 1.2 12.6 10.0 -2.6 -0.3 -2.5 -1.3 -1.9 -2.0 5.6 -0.5 4.8 -0.6 0.9 4.3 9.0 14.7 13.7 14.1 4.5 1.4 3.7 0.0 4.1 -20.0 1.4 1.2 0.4 1.0 0.2 1.2 20.0 10.7 5.1 20.0 17.7 -0.8 17.6 4.8 20.0 RUSSELL -13.4 4.1 16.9 4.3 -0.8 3.8 0.7 2.8 3.0 6.7 14.5 8.2 8.8 11.2 13.8 -5.4 -5.5 -5.4 -5.2 12.1 12.3 5.7 7.9 8.1 6.9 4.8 -0.2 4.9 0.5 2.9 2.4 0.5 2.0 -6.8 9.5 12.5 -20.0 -20.0 -20.0 -20.0 SHATZ 13.8 -4.1 -12.4 2.6 15.5 0.5 11.8 -1.3 6.3 16.2 -5.6 16.6 0.5 4.7 -10.0 -17.0 -19.1 -20.0 -18.4 -3.8 -7.9 20.0 -4.9 9.5 7.1 -0.7 15.9 -2.9 12.4 -1.8 5.6 -20.0 14.7 11.2 -7.8 -13.9 16.4 20.0 20.0 20.0 SILVER-mini 6.6 13.6 9.0 5.7 5.7 4.6 6.5 3.4 6.6 16.1 18.5 17.3 17.3 18.1 18.5 -6.8 -6.8 -7.1 -6.9 20.0 20.0 20.0 19.1 20.0 -9.1 6.5 7.3 5.1 7.3 3.7 7.2 -1.2 17.8 20.0 20.0 20.0 20.0 20.0 8.4 4.2 SMI 16.4 9.8 3.5 4.7 -0.9 4.2 0.7 3.1 3.3 9.4 7.5 12.8 6.0 12.4 11.0 5.1 2.9 3.1 2.6 12.3 6.8 15.8 4.9 16.8 8.5 4.2 4.6 1.8 5.4 0.9 5.7 14.4 20.0 16.7 -0.2 -10.6 20.0 20.0 20.0 20.0 SOFR -8.7 -2.6 8.6 3.1 18.5 0.6 14.1 -1.6 7.5 19.3 16.6 13.8 13.8 -0.3 9.5 6.9 5.1 7.1 6.5 7.7 14.0 14.3 14.4 6.0 -20.0 4.2 13.6 6.7 8.4 6.4 3.7 4.3 -9.1 -12.4 4.0 16.7 3.0 -14.7 -12.3 -20.0 SOYBEAN -6.5 -2.6 2.2 -7.2 -0.9 -6.9 -3.5 -5.3 -5.6 -13.0 2.3 -14.0 -10.8 -14.1 0.5 -5.2 -7.3 -8.4 -9.0 -3.5 -1.7 -8.4 -7.8 -7.2 -4.4 1.1 -3.7 3.4 -5.5 -1.7 -3.5 -0.1 0.0 -1.9 20.0 20.0 -13.4 -3.3 -11.3 1.0 SOYMEAL -4.9 -6.1 -3.6 -7.4 -1.0 -7.0 -3.5 -5.4 -5.7 -4.2 -20.0 -13.5 -20.0 -18.2 -18.4 -20.0 -16.5 -20.0 -19.8 -16.1 -20.0 -6.5 -20.0 -12.2 -18.6 -6.0 0.4 -7.8 -3.5 -12.2 -5.7 -17.1 6.1 -4.9 17.1 19.7 -19.8 -20.0 -13.7 -20.0 SOYOIL -0.2 -14.6 -3.8 -5.9 -0.8 -5.6 -2.8 -4.3 -4.6 5.0 5.6 2.5 9.1 -11.9 -10.9 -7.4 -3.7 -6.2 -4.8 -7.2 0.7 1.8 8.0 -4.5 -14.5 -3.1 2.6 0.3 1.1 2.7 -1.8 7.1 15.3 6.9 14.6 20.0 -20.0 -12.1 -20.0 -13.0 SP400 -14.4 -3.9 8.7 4.2 -0.8 3.7 0.6 2.7 2.9 1.2 12.1 -0.2 6.0 0.8 6.3 -6.4 -6.0 -6.2 -5.9 2.2 5.3 -5.3 4.3 -3.0 -1.0 0.9 -5.2 2.4 -5.6 1.4 -3.1 -0.5 -17.6 -20.0 -10.4 -4.3 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -7.8 7.8 5.1 -0.9 4.5 0.8 3.3 3.6 -0.1 18.2 1.7 17.1 8.6 15.0 -10.5 -9.8 -10.6 -9.8 13.2 18.1 -3.9 17.4 4.1 -18.9 4.3 -5.9 5.6 -5.0 4.8 -0.3 -6.9 -20.0 -19.7 1.6 14.8 -20.0 -20.0 -20.0 -20.0 SUGAR11 2.8 -2.6 -6.2 -5.0 -0.6 -4.7 -2.4 -3.6 -3.9 -10.8 -14.4 -10.6 -14.1 -11.5 -11.4 10.9 6.4 0.0 -0.2 -10.5 -11.9 -13.5 -12.5 -11.0 -20.0 -4.9 -6.8 -5.3 -7.5 -5.1 -5.7 19.7 -11.9 -0.1 8.2 10.3 -20.0 -20.0 -20.0 -20.0 US10 -3.8 5.9 11.7 2.5 15.0 0.5 11.4 -1.3 6.1 15.7 13.2 12.5 3.3 9.7 12.2 2.6 -0.3 2.0 1.2 9.4 10.2 14.4 6.4 9.1 -5.5 5.0 10.4 5.3 7.4 3.8 4.8 -4.9 -5.9 -4.5 10.4 16.0 -12.3 -20.0 -15.8 -20.0 US10U -2.8 9.1 12.8 3.3 19.7 0.6 15.0 -1.7 8.0 20.0 15.9 17.7 0.0 15.3 17.1 2.7 -1.7 0.1 -0.9 14.1 12.7 18.5 5.6 13.8 -11.0 7.1 10.9 6.7 8.4 4.0 6.6 -8.0 -8.6 -3.9 20.0 20.0 3.5 -13.1 -13.2 -20.0 US2 -1.8 4.0 7.1 2.2 13.6 0.4 10.3 -1.2 5.5 13.2 5.3 11.2 -2.4 5.4 8.1 -10.4 -15.6 -11.9 -13.0 5.2 4.9 12.0 2.3 6.7 18.1 3.8 10.8 3.8 7.6 3.1 4.5 -20.0 -6.3 -4.3 4.2 8.3 -10.3 -10.1 -13.1 -20.0 US20 1.9 14.2 14.0 2.3 14.1 0.5 10.7 -1.2 5.7 14.7 6.3 13.8 -5.7 14.1 14.1 4.6 2.8 4.5 3.9 11.7 8.1 14.1 1.0 12.2 -8.3 5.3 7.0 4.2 6.0 1.6 5.2 0.3 -5.9 0.9 16.0 17.5 20.0 12.3 -1.8 -13.0 US30 2.9 14.6 12.3 2.7 16.2 0.5 12.3 -1.4 6.5 16.9 2.1 15.7 -10.2 16.2 15.3 -2.7 -3.4 -3.8 -3.4 11.2 5.8 15.2 -3.0 12.8 -5.2 5.9 8.5 3.9 7.4 0.5 6.3 -11.4 -7.0 0.9 14.6 15.7 20.0 7.9 0.5 -13.9 US5 -4.6 2.1 8.8 2.5 15.1 0.5 11.5 -1.3 6.1 15.2 12.5 11.9 4.0 5.6 9.6 -1.0 -3.7 -1.9 -2.4 6.9 8.6 13.0 6.4 7.1 0.1 4.4 11.3 5.2 7.9 4.5 4.5 -10.8 -6.8 -5.6 6.0 12.5 -13.6 -15.6 -13.9 -20.0 VIX 13.8 -3.3 -12.5 -3.2 17.4 -4.0 12.3 -0.7 4.0 20.0 -19.2 16.0 -9.8 -1.8 -18.2 -20.0 -20.0 -20.0 -20.0 -6.4 -9.6 20.0 -4.7 7.1 NaN -3.4 20.0 -4.7 14.1 -1.0 4.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.5 -2.5 -14.7 -7.8 -1.0 -7.4 -3.7 -5.7 -6.1 -15.7 -20.0 -20.0 -20.0 -20.0 -20.0 -19.0 -18.4 -18.9 -18.6 -19.7 -20.0 -17.1 -20.0 -17.7 13.8 -7.8 -6.4 -6.9 -10.2 -8.2 -9.5 -17.4 -13.9 -6.1 20.0 16.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3