******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251017_204352 produced at 2025-10-17 21:39:49.153776 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.81 0.0 0.00 0.00 0.00 0.00 -18.51 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.15 0.0 999.00 -999.00 -0.23 -0.22 -14.63 999999999.0 -22 -21 caleb_strategy_v3 CAD False False 0.03 -0.17 -0.15 0.0 1.00 -1.00 -0.17 -0.14 -4.33 29.0 -5 -4 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.09 0.0 0.00 -0.06 -0.06 -0.06 -19.88 26.0 -13 -13 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -16.53 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 -4.52 11.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -7.29 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.98 4.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.05 0.0 1.00 -1.00 -0.08 0.00 -0.70 13.0 -1 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.44 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 -0.89 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 -0.25 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.06 -0.04 0.0 0.78 -0.78 -0.06 -0.11 -2.64 48.0 -4 -7 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.04 0.0 0.74 -0.74 -0.04 -0.10 -3.52 66.0 -4 -9 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.06 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.09 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.56 -0.56 -0.07 -0.05 -1.15 23.0 -3 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -4.02 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 -2.10 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 -1.05 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.12 12.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 0.99 -0.99 0.00 0.00 -0.22 14.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.75 -0.75 -0.03 -0.03 -0.67 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 -0.32 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 -1.05 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.03 -0.41 10.0 -1 -2 caleb_strategy_v3 NZD False False 0.03 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.20 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 0.05 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 0.42 51.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.49 68.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.00 0.0 1.33 -1.33 0.00 -0.11 -0.02 25.0 0 -2 caleb_strategy_v3 US10 False False 0.05 0.00 0.00 0.0 0.93 -0.93 0.00 0.00 0.09 17.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.01 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.17 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.50 -0.50 0.02 0.02 0.32 23.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.01 0.0 1.15 -1.15 0.00 0.00 0.71 56.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.36 -0.36 0.06 0.06 0.20 6.0 1 1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.03 -0.03 0.00 0.00 0.97 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 0.24 13.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.07 0.02 0.0 0.15 -0.15 0.07 0.00 0.22 2.0 1 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 0.46 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.68 4.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.05 0.02 0.0 0.79 -0.79 0.05 0.05 1.40 58.0 4 4 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 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.44 9.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.12 0.03 0.0 999.00 -999.00 0.12 0.12 0.54 999999999.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.08 0.04 0.0 0.89 -0.89 0.08 0.08 0.87 22.0 2 2 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 1.01 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.07 0.05 0.0 0.74 -0.74 0.07 0.07 0.69 10.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.60 -0.60 0.00 0.00 1.92 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.10 0.07 0.0 0.21 -0.21 0.10 0.08 4.41 13.0 6 5 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.08 0.0 0.71 -0.71 0.27 0.27 0.92 8.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.08 0.0 0.64 -0.64 0.13 0.13 2.52 20.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.08 0.0 0.80 -0.80 0.00 0.00 1.78 17.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.99 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 1.70 24.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 0.13 0.0 1.28 -1.28 0.00 0.07 1.87 19.0 0 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.82 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.69 -0.69 0.00 0.00 2.43 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.42 0.20 0.0 0.70 -0.70 0.42 0.42 2.87 10.0 6 6 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.22 0.0 0.56 -0.56 0.17 0.20 14.07 36.0 11 13 caleb_strategy_v3 MXP False False 0.01 0.37 0.51 0.0 0.79 -0.79 0.37 0.37 39.21 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.32 0.0 1.39 -1.39 0.00 0.00 16.71 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.7 Shocked risk 42.2 Sum abs risk 53.2 Leverage 6.64 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2067089.83, 'annual_cash_vol_target': 516772.4575, 'daily_cash_vol_target': 32298.27859375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6502 0.5587 8.9396 BITCOIN 2150.4721 106825.0000 2.0131 32.2093 BOBL 0.1880 118.6000 0.1585 2.5362 BTP 0.4277 121.4800 0.3521 5.6338 BUND 0.3791 129.9300 0.2918 4.6682 BUXL 0.9325 116.9600 0.7973 12.7562 CAC 65.5531 8237.0000 0.7958 12.7334 CAD 0.0023 0.7154 0.3223 5.1575 CANOLA 7.0323 631.0000 1.1145 17.8316 CHF 0.0058 1.2697 0.4557 7.2909 COCOA 122.4665 5991.0000 2.0442 32.7068 COFFEE 7.2386 374.7500 1.9316 30.9053 COPPER 0.0880 4.9910 1.7631 28.2090 CORN 3.9401 457.7500 0.8607 13.7719 COTTON2 0.6886 64.2900 1.0710 17.1365 CRUDE_W 0.9412 58.3500 1.6130 25.8083 DAX 169.2916 24068.0000 0.7034 11.2542 DOW 323.2017 46453.0000 0.6958 11.1322 DX 0.3848 98.2000 0.3919 6.2704 EUR 0.0050 1.1706 0.4305 6.8877 EURIBOR-ICE 0.0341 97.9200 0.0348 0.5565 EUROSTX 43.8129 5651.0000 0.7753 12.4050 FEEDCOW 3.5234 369.3000 0.9541 15.2652 GASOIL 10.4665 621.5000 1.6841 26.9450 GASOLINE 0.0304 1.7531 1.7323 27.7163 GAS_US_mini 0.0939 3.7350 2.5139 40.2231 GBP 0.0060 1.3436 0.4459 7.1339 GOLD_micro 40.7443 4247.7000 0.9592 15.3473 HEATOIL 0.0353 2.1530 1.6381 26.2101 JGB-SGX-mini 0.2283 136.2500 0.1676 2.6812 JPY 0.0000 0.0067 0.6554 10.4868 LEANHOG 1.0748 84.7750 1.2678 20.2849 LIVECOW 1.9576 242.0000 0.8089 12.9428 LUMBER-new 7.7701 659.0000 1.1791 18.8653 MXP 0.0003 0.0541 0.5456 8.7296 NASDAQ_micro 217.0189 25010.0000 0.8677 13.8837 NIKKEI 556.7366 48215.0000 1.1547 18.4751 NZD 0.0033 0.5750 0.5669 9.0705 OAT 0.4063 123.1600 0.3299 5.2780 OATIES 4.3193 317.2500 1.3615 21.7839 OJ 5.9481 185.1000 3.2134 51.4149 PALLAD 44.0405 1525.5000 2.8870 46.1913 PLAT 34.3429 1632.2000 2.1041 33.6654 REDWHEAT 6.7172 511.7500 1.3126 21.0015 RICE 0.1367 10.8700 1.2575 20.1200 ROBUSTA 89.3513 4496.0000 1.9874 31.7976 RUSSELL 31.6950 2463.6000 1.2865 20.5845 SHATZ 0.0518 107.2000 0.0483 0.7731 SILVER-mini 0.9665 50.7875 1.9030 30.4480 SMI 84.9412 12710.0000 0.6683 10.6928 SOFR 0.0499 96.8500 0.0515 0.8246 SOYBEAN 7.8994 1065.0000 0.7417 11.8676 SOYMEAL 2.8255 288.8000 0.9784 15.6537 SOYOIL 0.6281 51.8700 1.2109 19.3737 SP400 34.4377 3237.9000 1.0636 17.0173 SP500_micro 52.7782 6705.2500 0.7871 12.5939 SUGAR11 0.2429 15.0300 1.6159 25.8551 US10 0.3222 113.4688 0.2840 4.5438 US10U 0.4344 116.3438 0.3734 5.9741 US2 0.0844 104.4375 0.0808 1.2935 US20 0.6302 118.4688 0.5319 8.5108 US30 0.9198 122.6875 0.7497 11.9949 US5 0.2165 109.7969 0.1972 3.1549 VIX 0.5243 21.7000 2.4160 38.6561 WHEAT 6.3228 574.0000 1.1015 17.6246 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 650.20 0.56 363.28 1.00 363.28 32298.28 88.91 8.32 73.97 BITCOIN 106.82 2.01 215.05 1.00 215.05 32298.28 150.19 -10.15 -152.45 BOBL 1186.00 0.16 188.00 1.17 219.16 32298.28 147.38 12.48 183.92 BTP 1214.80 0.35 427.75 1.17 498.65 32298.28 64.77 10.97 71.08 BUND 1299.30 0.29 379.09 1.17 441.92 32298.28 73.09 9.33 68.16 BUXL 1169.60 0.80 932.48 1.17 1087.05 32298.28 29.71 1.66 4.93 CAC 823.70 0.80 655.53 1.17 764.19 32298.28 42.26 13.80 58.31 CAD 715.35 0.32 230.59 1.00 230.59 32298.28 140.07 -11.88 -166.47 CANOLA 126.20 1.11 140.65 0.71 100.20 32298.28 322.32 0.54 17.25 CHF 1587.12 0.46 723.23 1.00 723.23 32298.28 44.66 -6.00 -26.81 COCOA 599.10 2.04 1224.66 1.00 1224.66 32298.28 26.37 -10.36 -27.32 COFFEE 1405.31 1.93 2714.47 1.00 2714.47 32298.28 11.90 10.96 13.04 COPPER 1247.75 1.76 2199.86 1.00 2199.86 32298.28 14.68 -0.05 -0.07 CORN 228.88 0.86 197.00 1.00 197.00 32298.28 163.95 -5.30 -86.85 COTTON2 321.45 1.07 344.28 1.00 344.28 32298.28 93.81 -19.76 -185.40 CRUDE_W 583.50 1.61 941.20 1.00 941.20 32298.28 34.32 -2.83 -9.70 DAX 240.68 0.70 169.29 1.17 197.35 32298.28 163.66 2.50 41.00 DOW 232.26 0.70 161.60 1.00 161.60 32298.28 199.86 -7.57 -151.34 DX 982.00 0.39 384.85 1.00 384.85 32298.28 83.93 4.63 38.86 EUR 1463.19 0.43 629.88 1.00 629.88 32298.28 51.28 -1.64 -8.40 EURIBOR-ICE 2448.00 0.03 85.15 1.17 99.26 32298.28 325.40 15.04 489.26 EUROSTX 565.10 0.78 438.13 1.17 510.75 32298.28 63.24 11.66 73.71 FEEDCOW 1846.50 0.95 1761.70 1.00 1761.70 32298.28 18.33 15.16 27.79 GASOIL 621.50 1.68 1046.65 1.00 1046.65 32298.28 30.86 5.06 15.61 GASOLINE 736.30 1.73 1275.47 1.00 1275.47 32298.28 25.32 -0.09 -0.23 GAS_US_mini 93.38 2.51 234.74 1.00 234.74 32298.28 137.59 -13.32 -183.31 GBP 839.75 0.45 374.42 1.00 374.42 32298.28 86.26 3.87 33.38 GOLD_micro 424.77 0.96 407.44 1.00 407.44 32298.28 79.27 2.61 20.66 HEATOIL 904.26 1.64 1481.30 1.00 1481.30 32298.28 21.80 -7.02 -15.31 JGB-SGX-mini 136250.00 0.17 22832.07 0.01 151.13 32298.28 213.71 -7.99 -170.68 JPY 835.50 0.66 547.61 1.00 547.61 32298.28 58.98 -5.84 -34.44 LEANHOG 339.10 1.27 429.91 1.00 429.91 32298.28 75.13 9.65 72.54 LIVECOW 968.00 0.81 783.04 1.00 783.04 32298.28 41.25 13.02 53.69 LUMBER-new 181.22 1.18 213.68 1.00 213.68 32298.28 151.15 2.63 39.74 MXP 270.50 0.55 147.58 1.00 147.58 32298.28 218.85 12.19 266.74 NASDAQ_micro 500.20 0.87 434.04 1.00 434.04 32298.28 74.41 -6.63 -49.31 NIKKEI 48215.00 1.15 55673.66 0.01 368.51 32298.28 87.64 14.80 129.72 NZD 575.00 0.57 325.97 1.00 325.97 32298.28 99.08 -0.76 -7.55 OAT 1231.60 0.33 406.27 1.17 473.62 32298.28 68.20 12.31 83.93 OATIES 158.62 1.36 215.97 1.00 215.97 32298.28 149.55 -20.00 -299.10 OJ 277.65 3.21 892.21 1.00 892.21 32298.28 36.20 -11.89 -43.05 PALLAD 1525.50 2.89 4404.05 1.00 4404.05 32298.28 7.33 8.79 6.45 PLAT 816.10 2.10 1717.15 1.00 1717.15 32298.28 18.81 7.14 13.43 REDWHEAT 255.88 1.31 335.86 1.00 335.86 32298.28 96.17 -16.36 -157.32 RICE 217.40 1.26 273.38 1.00 273.38 32298.28 118.14 -17.30 -204.36 ROBUSTA 449.60 1.99 893.51 1.00 893.51 32298.28 36.15 6.65 24.05 RUSSELL 123.18 1.29 158.48 1.00 158.48 32298.28 203.81 0.72 14.77 SHATZ 1072.00 0.05 51.80 1.17 60.39 32298.28 534.86 3.13 167.38 SILVER-mini 1269.69 1.90 2416.22 1.00 2416.22 32298.28 13.37 11.87 15.86 SMI 1271.00 0.67 849.41 1.26 1067.37 32298.28 30.26 17.62 53.31 SOFR 2421.25 0.05 124.78 1.00 124.78 32298.28 258.84 -0.28 -7.19 SOYBEAN 532.50 0.74 394.97 1.00 394.97 32298.28 81.77 -4.20 -34.36 SOYMEAL 288.80 0.98 282.55 1.00 282.55 32298.28 114.31 -19.31 -220.79 SOYOIL 311.22 1.21 376.84 1.00 376.84 32298.28 85.71 -5.13 -43.96 SP400 3237.90 1.06 3443.77 1.00 3443.77 32298.28 9.38 -8.09 -7.59 SP500_micro 335.26 0.79 263.89 1.00 263.89 32298.28 122.39 -9.28 -113.62 SUGAR11 168.34 1.62 272.02 1.00 272.02 32298.28 118.73 -13.91 -165.11 US10 1134.69 0.28 322.24 1.00 322.24 32298.28 100.23 0.69 6.87 US10U 1163.44 0.37 434.41 1.00 434.41 32298.28 74.35 2.58 19.20 US2 2088.75 0.08 168.86 1.00 168.86 32298.28 191.28 0.99 18.98 US20 1184.69 0.53 630.16 1.00 630.16 32298.28 51.25 6.83 34.98 US30 1226.88 0.75 919.76 1.00 919.76 32298.28 35.12 4.40 15.46 US5 1097.97 0.20 216.50 1.00 216.50 32298.28 149.18 -0.08 -1.19 VIX 217.00 2.42 524.27 1.00 524.27 32298.28 61.61 -9.61 -59.18 WHEAT 287.00 1.10 316.14 1.00 316.14 32298.28 102.16 -15.45 -157.89 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 73.970 0.010 2.5 1.922 BITCOIN -152.448 0.043 2.5 -16.531 BOBL 183.924 0.004 2.5 1.868 BTP 71.083 0.014 2.5 2.428 BUND 68.156 0.004 2.5 0.692 BUXL 4.929 0.004 2.5 0.050 CAC 58.308 0.014 2.5 1.992 CAD -166.468 0.010 2.5 -4.325 CANOLA 17.249 0.010 2.5 0.420 CHF -26.806 0.010 2.5 -0.696 COCOA -27.319 0.010 2.5 -0.666 COFFEE 13.039 0.005 2.5 0.173 COPPER -0.072 0.043 2.5 -0.008 CORN -86.847 0.010 2.5 -2.116 COTTON2 -185.399 0.010 2.5 -4.517 CRUDE_W -9.696 0.043 2.5 -1.051 DAX 40.996 0.014 2.5 1.400 DOW -151.342 0.009 2.5 -3.522 DX 38.857 0.010 2.5 1.010 EUR -8.404 0.010 2.5 -0.218 EURIBOR-ICE 489.264 0.014 2.5 16.712 EUROSTX 73.707 0.014 2.5 2.518 FEEDCOW 27.792 0.013 2.5 0.922 GASOIL 15.609 0.017 2.5 0.678 GASOLINE -0.233 0.017 2.5 -0.010 GAS_US_mini -183.311 0.043 2.5 -19.878 GBP 33.378 0.010 2.5 0.867 GOLD_micro 20.663 0.014 2.5 0.706 HEATOIL -15.311 0.017 2.5 -0.665 JGB-SGX-mini -170.675 0.043 2.5 -18.508 JPY -34.437 0.010 2.5 -0.895 LEANHOG 72.535 0.024 2.5 4.414 LIVECOW 53.693 0.013 2.5 1.782 LUMBER-new 39.740 0.010 2.5 0.968 MXP 266.742 0.059 2.5 39.206 NASDAQ_micro -49.307 0.009 2.5 -1.148 NIKKEI 129.722 0.043 2.5 14.067 NZD -7.549 0.010 2.5 -0.196 OAT 83.931 0.014 2.5 2.867 OATIES -299.104 0.010 2.5 -7.287 OJ -43.048 0.010 2.5 -1.049 PALLAD 6.450 0.014 2.5 0.220 PLAT 13.431 0.014 2.5 0.459 REDWHEAT -157.316 0.005 2.5 -2.090 RICE -204.355 0.010 2.5 -4.979 ROBUSTA 24.050 0.005 2.5 0.319 RUSSELL 14.771 0.013 2.5 0.490 SHATZ 167.378 0.004 2.5 1.700 SILVER-mini 15.861 0.014 2.5 0.542 SMI 53.312 0.014 2.5 1.821 SOFR -7.186 0.024 2.5 -0.437 SOYBEAN -34.357 0.004 2.5 -0.320 SOYMEAL -220.789 0.004 2.5 -2.056 SOYOIL -43.961 0.004 2.5 -0.410 SP400 -7.591 0.013 2.5 -0.252 SP500_micro -113.615 0.009 2.5 -2.644 SUGAR11 -165.108 0.010 2.5 -4.023 US10 6.868 0.005 2.5 0.087 US10U 19.202 0.005 2.5 0.244 US2 18.984 0.005 2.5 0.241 US20 34.983 0.005 2.5 0.444 US30 15.462 0.005 2.5 0.196 US5 -1.190 0.005 2.5 -0.015 VIX -59.185 0.099 2.5 -14.630 WHEAT -157.890 0.005 2.5 -2.097 ===================== Position diags ===================== AUD 2.31 BITCOIN 16.29 BOBL 1.50 BTP 2.21 BUND 0.74 BUXL 0.30 CAC 1.44 CAD 3.64 CANOLA 7.85 CHF 1.16 COCOA 0.64 COFFEE 0.16 COPPER 1.59 CORN 3.99 COTTON2 2.29 CRUDE_W 3.72 DAX 5.59 DOW 4.65 DX 2.18 EUR 1.33 EURIBOR-ICE 11.11 EUROSTX 2.16 FEEDCOW 0.61 GASOIL 1.34 GASOLINE 1.10 GAS_US_mini 14.92 GBP 2.24 GOLD_micro 2.71 HEATOIL 0.95 JGB-SGX-mini 23.17 JPY 1.53 LEANHOG 4.57 LIVECOW 1.37 LUMBER-new 3.68 MXP 32.17 NASDAQ_micro 1.73 NIKKEI 9.50 NZD 2.57 OAT 2.33 OATIES 3.64 OJ 0.88 PALLAD 0.25 PLAT 0.64 REDWHEAT 1.28 RICE 2.88 ROBUSTA 0.48 RUSSELL 6.76 SHATZ 5.43 SILVER-mini 0.46 SMI 1.03 SOFR 15.75 SOYBEAN 0.76 SOYMEAL 1.06 SOYOIL 0.80 SP400 0.31 SP500_micro 2.85 SUGAR11 2.89 US10 1.27 US10U 0.94 US2 2.43 US20 0.65 US30 0.45 US5 1.89 VIX 15.23 WHEAT 1.36 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 -16.5 -18.2 -14.9 0.0 0 BOBL 1.9 1.7 2.0 0.0 0 BTP 2.4 2.2 2.6 0.0 0 BUND 0.7 0.6 0.8 1.0 1 BUXL 0.1 0.0 0.1 0.0 0 CAC 2.0 1.8 2.1 0.0 0 CAD -4.3 -4.7 -4.0 -5.0 -5 CANOLA 0.4 -0.4 1.2 3.0 3 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA -0.7 -0.7 -0.6 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER -0.0 -0.2 0.2 0.0 0 CORN -2.1 -2.5 -1.7 -3.0 -3 COTTON2 -4.5 -4.7 -4.3 -5.0 -5 CRUDE_W -1.1 -1.4 -0.7 0.0 0 DAX 1.4 0.8 2.0 4.0 4 DOW -3.5 -4.0 -3.1 -4.0 -4 DX 1.0 0.8 1.2 1.0 1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 16.7 15.6 17.8 0.0 0 EUROSTX 2.5 2.3 2.7 4.0 4 FEEDCOW 0.9 0.9 1.0 3.0 3 GASOIL 0.7 0.5 0.8 1.0 1 GASOLINE -0.0 -0.1 0.1 0.0 0 GAS_US_mini -19.9 -21.4 -18.4 -13.0 -13 GBP 0.9 0.6 1.1 2.0 2 GOLD_micro 0.7 0.4 1.0 0.0 0 HEATOIL -0.7 -0.8 -0.6 -1.0 -1 JGB-SGX-mini -18.5 -20.8 -16.2 0.0 0 JPY -0.9 -1.0 -0.7 0.0 0 LEANHOG 4.4 4.0 4.9 6.0 6 LIVECOW 1.8 1.6 1.9 0.0 0 LUMBER-new 1.0 0.6 1.3 0.0 0 MXP 39.2 36.0 42.4 28.0 28 NASDAQ_micro -1.1 -1.3 -1.0 -3.0 -3 NIKKEI 14.1 13.1 15.0 11.0 11 NZD -0.2 -0.5 0.1 0.0 0 OAT 2.9 2.6 3.1 6.0 6 OATIES -7.3 -7.7 -6.9 NaN 0 OJ -1.0 -1.1 -1.0 -1.0 -1 PALLAD 0.2 0.2 0.2 1.0 1 PLAT 0.5 0.4 0.5 0.0 0 REDWHEAT -2.1 -2.2 -2.0 0.0 0 RICE -5.0 -5.3 -4.7 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL 0.5 -0.2 1.2 0.0 0 SHATZ 1.7 1.2 2.2 NaN 0 SILVER-mini 0.5 0.5 0.6 2.0 2 SMI 1.8 1.7 1.9 0.0 0 SOFR -0.4 -2.0 1.1 NaN 0 SOYBEAN -0.3 -0.4 -0.2 -1.0 -1 SOYMEAL -2.1 -2.2 -1.9 -2.0 -2 SOYOIL -0.4 -0.5 -0.3 -1.0 -1 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -2.6 -2.9 -2.4 -4.0 -4 SUGAR11 -4.0 -4.3 -3.7 -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 0.2 0.2 1.0 1 US5 -0.0 -0.2 0.2 0.0 0 VIX -14.6 -16.2 -13.1 -22.0 -22 WHEAT -2.1 -2.2 -2.0 -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 -0.0 0.1 -0.1 -0.1 0.4 -0.2 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 2.0 -0.0 -0.1 0.1 -0.1 0.0 -0.1 0.2 -0.4 -0.1 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.0 -0.2 -0.2 0.1 0.0 0.2 0.1 0.2 0.1 -0.2 0.4 -0.2 0.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.2 0.1 -0.2 0.3 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -0.5 -0.3 BOBL 0.5 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 0.0 0.4 0.0 0.3 0.2 0.1 -0.0 0.2 -0.1 0.2 0.4 0.0 0.1 -0.0 0.1 -0.0 0.1 0.1 0.4 0.4 0.1 -0.2 0.5 0.7 0.7 0.7 BTP 0.3 0.1 -0.0 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 0.1 0.1 0.2 0.2 0.1 0.6 0.2 0.3 0.1 0.1 0.3 0.7 0.3 0.7 BUND 0.4 0.2 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.3 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 0.1 0.0 0.1 -0.1 0.1 0.1 0.2 0.4 0.2 -0.2 0.5 0.7 0.6 0.7 BUXL 0.5 0.3 -0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -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 -0.0 0.3 0.0 -0.4 0.3 0.5 -0.1 0.1 CAC 0.4 0.2 0.1 0.1 -0.0 0.1 0.0 0.1 0.0 0.2 0.4 0.2 0.4 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.2 0.2 0.2 0.3 0.1 0.1 0.1 0.1 -0.0 0.1 0.4 0.5 0.6 -0.3 -0.4 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 -0.1 -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 -0.0 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.6 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.1 -0.1 0.0 -0.0 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.2 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 -0.0 -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 0.1 -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 -0.2 -0.6 -0.3 0.0 -0.1 0.1 0.1 0.2 COFFEE 0.0 0.4 0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 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 0.2 0.5 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 -0.0 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 -0.5 -0.4 -0.4 0.6 0.3 0.6 0.3 CORN -0.2 0.2 -0.2 -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 -0.0 -0.4 -0.0 1.4 -0.0 0.0 -0.1 -0.0 -0.3 -0.0 -1.1 -0.0 0.1 0.6 0.6 -0.3 -0.0 0.0 0.0 COTTON2 -0.3 -0.2 -0.0 -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 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -2.0 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.6 -0.2 -0.5 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 -0.1 -0.1 -0.2 -0.4 -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 0.0 -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 -0.2 0.4 0.0 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 -0.1 0.0 -0.0 0.2 0.0 -0.0 -0.3 0.2 -0.6 -0.6 0.5 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 0.4 0.0 0.5 0.1 0.1 -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 -0.1 0.2 -0.7 -0.7 -0.7 -0.7 DX 0.4 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 0.4 0.6 0.1 0.1 0.7 0.5 0.6 0.6 EUR -0.4 -0.2 -0.1 -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 -0.0 0.1 -0.1 0.1 -0.5 -0.7 -0.7 -0.7 EURIBOR-ICE 0.4 0.0 -0.2 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.3 0.1 0.4 0.1 0.0 0.2 0.2 0.3 0.2 0.1 0.0 0.2 0.1 0.1 0.8 0.0 0.1 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 0.3 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 0.4 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 0.7 FEEDCOW 0.4 -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 0.2 0.3 0.1 0.3 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 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 -0.5 -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 0.3 0.3 0.4 0.3 -0.0 0.0 -0.2 0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.5 -0.1 0.0 0.2 0.2 0.6 0.4 0.3 0.3 GASOLINE -0.5 -0.2 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 -0.1 -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 -0.5 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 -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 -0.1 -0.2 -0.1 -0.2 -0.1 -1.1 -0.4 0.4 0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.2 -0.2 -0.0 0.0 0.1 -0.1 0.2 -0.1 0.1 0.4 -0.0 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 -0.0 0.3 0.2 0.2 -0.0 -0.1 0.3 -0.1 0.2 -0.0 GOLD_micro 0.2 0.6 -0.1 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.4 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 0.0 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 -0.5 -0.2 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.1 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 0.0 0.0 0.1 -0.0 0.0 0.0 -0.2 0.0 -0.3 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.3 -0.0 -0.8 -0.0 0.0 -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 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 2.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.7 -0.3 -0.1 -0.3 -0.4 -0.2 -0.4 -0.3 -0.4 LEANHOG -0.6 -0.2 0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.5 -0.2 0.7 -0.2 0.0 0.4 0.4 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.3 0.6 0.6 0.6 0.5 0.7 0.7 LIVECOW 0.2 -0.3 0.3 -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 0.2 -0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 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 -0.2 -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 -0.1 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 0.7 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 0.1 0.5 0.1 0.7 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 0.4 0.6 0.6 0.6 0.2 0.2 0.0 0.3 NASDAQ_micro -0.5 -0.1 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.0 0.6 0.1 0.1 -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 -0.1 -0.2 0.2 0.4 -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 0.1 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 0.1 0.4 0.7 0.7 NZD -0.4 -0.4 -0.3 -0.0 0.0 0.1 -0.0 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 1.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.3 -0.5 -0.4 0.7 0.7 0.7 0.7 OAT 0.5 0.2 -0.1 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 0.1 -0.0 0.1 -0.0 0.1 0.8 0.3 0.4 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 0.1 -0.5 -0.1 -0.4 -0.2 -0.2 -0.4 -0.2 -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 -0.2 -0.1 -0.5 0.1 -0.1 -0.7 -0.4 -0.7 -0.3 OJ -0.6 -0.4 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -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 -0.5 -0.5 0.1 0.2 -0.3 -0.5 -0.1 -0.4 PALLAD 0.6 0.3 0.2 0.0 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 0.2 0.1 0.2 0.2 0.2 2.5 0.0 0.0 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 0.4 -0.0 0.2 0.0 0.0 0.1 0.0 0.1 0.1 -0.0 0.4 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 0.2 0.1 -0.0 0.1 0.0 0.2 0.1 0.3 -0.4 0.2 -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 0.0 -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 -0.5 -0.3 -0.5 -0.3 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA 0.1 0.4 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.0 0.2 0.3 0.3 0.3 0.1 0.0 0.0 0.0 0.0 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.1 0.3 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 0.0 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.9 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 -0.3 0.2 0.4 -0.7 -0.7 -0.7 -0.7 SHATZ 0.5 -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 0.3 0.4 -0.2 -0.4 0.5 0.7 0.7 0.7 SILVER-mini 0.0 0.2 0.2 0.1 0.0 0.1 0.0 0.1 0.1 0.1 0.5 0.1 0.6 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -1.1 0.1 0.0 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 0.6 0.3 0.1 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 0.1 0.1 0.1 0.1 0.2 0.1 0.2 1.2 0.0 0.1 0.1 0.1 0.0 0.1 0.8 0.5 0.6 0.0 -0.3 0.7 0.7 0.7 0.7 SOFR -0.2 -0.1 0.3 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 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 0.1 -2.7 0.0 0.1 0.2 0.1 0.2 0.0 0.2 -0.1 -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 -0.0 0.1 -0.1 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.0 -0.2 -0.1 -0.6 0.0 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.2 0.0 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.1 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 -2.5 -0.1 0.1 -0.2 0.0 -0.5 -0.0 -0.9 0.3 -0.1 0.6 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.0 -0.5 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 0.2 0.1 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.2 -0.0 -2.0 -0.0 0.0 0.0 0.0 0.1 -0.0 0.4 0.5 0.3 0.5 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.4 -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 -0.4 -0.1 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.6 -0.3 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 0.1 0.2 -0.0 0.5 0.0 -2.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.5 -0.6 0.0 0.4 -0.7 -0.7 -0.7 -0.7 SUGAR11 0.0 -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 1.1 -0.4 -0.1 0.2 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 -0.0 -0.1 0.3 0.5 -0.4 -0.7 -0.5 -0.7 US10U -0.0 0.3 0.4 0.0 0.1 0.0 0.1 -0.1 0.1 0.1 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 0.2 -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 -0.4 -0.7 US2 0.0 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 0.1 -1.1 -0.1 -0.2 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 0.0 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 -0.0 0.1 0.1 0.1 0.2 -0.4 0.2 0.2 -0.0 -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 -0.1 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 0.1 -0.6 -0.1 -0.2 0.2 0.4 -0.5 -0.5 -0.5 -0.7 VIX 0.8 -0.1 -0.6 -0.0 0.1 -0.2 0.2 -0.0 0.1 0.2 -0.8 0.2 -0.6 -0.0 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.3 -0.2 0.1 NaN -0.0 0.2 -0.2 0.2 -0.1 0.1 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.2 -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 -0.1 -0.5 -0.2 1.8 -0.1 -0.0 -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 -12.1 0.4 3.5 -1.5 1.4 2.5 -4.1 3.8 -5.1 -16.2 16.0 -17.4 3.6 -9.0 -1.1 -0.8 -1.4 -1.2 -1.3 -1.3 4.4 -15.6 3.0 -10.3 15.1 -0.2 -6.9 2.5 -9.5 0.6 -6.1 3.0 -17.5 -1.7 4.9 7.8 20.0 20.0 20.0 20.0 BITCOIN -1.4 -6.0 -6.1 8.0 2.4 6.5 7.0 4.8 8.7 -20.0 16.0 -17.7 19.8 -10.1 -3.0 -6.4 -7.4 -7.1 -7.2 -0.9 9.5 -20.0 19.1 -14.9 -20.0 -2.0 -20.0 2.2 -15.2 7.0 -6.8 -2.1 -20.0 -20.0 -20.0 -20.0 11.9 -4.0 -14.7 -9.0 BOBL 14.6 3.6 -2.2 3.0 9.5 0.7 10.5 -1.2 6.6 11.2 4.4 15.2 -1.3 10.4 0.7 20.0 1.8 16.8 7.9 4.6 -0.6 20.0 -2.3 14.8 2.8 2.8 10.5 -0.1 12.5 -0.8 8.1 1.6 15.2 13.4 2.5 -5.2 16.4 20.0 20.0 20.0 BTP 9.8 4.4 -0.0 3.8 12.3 0.9 13.6 -1.6 8.5 18.1 20.0 20.0 17.1 20.0 16.3 7.6 9.0 9.3 9.7 11.0 8.7 20.0 10.7 19.1 -20.0 6.1 14.3 4.4 15.7 5.2 10.9 10.4 9.2 9.1 3.6 3.1 9.6 20.0 10.4 20.0 BUND 13.1 7.1 1.4 3.2 10.3 0.8 11.3 -1.3 7.1 12.3 3.5 16.4 -8.0 13.9 3.7 -5.5 4.3 0.5 4.0 6.3 -0.8 20.0 -6.1 15.6 -0.9 3.8 10.8 0.2 13.0 -1.7 9.0 2.1 8.5 11.4 4.8 -4.9 14.9 20.0 17.5 20.0 BUXL 15.6 10.2 -1.8 3.0 9.7 0.7 10.7 -1.3 6.7 10.9 -12.4 15.1 -16.6 14.2 -2.2 4.2 2.7 3.8 3.4 2.1 -8.5 17.8 -15.7 12.5 -2.3 1.9 7.5 -3.1 10.5 -5.4 7.5 -0.4 -0.1 8.0 1.3 -13.2 8.7 13.7 -4.0 3.4 CAC 13.3 7.2 3.1 5.8 -0.1 5.2 1.0 3.9 3.9 17.4 15.3 16.3 11.8 15.8 14.2 -3.8 -1.3 -2.7 -1.7 13.1 8.4 20.0 5.8 18.5 1.9 5.3 12.7 1.9 9.9 -0.2 7.9 7.2 20.0 17.1 -9.7 -13.6 20.0 20.0 20.0 20.0 CAD -14.0 -14.6 -9.9 -1.8 1.6 3.0 -4.9 4.5 -6.0 -13.3 -0.3 -20.0 -3.2 -20.0 -20.0 -7.9 -7.0 -7.7 -7.4 -20.0 -12.0 -20.0 -6.1 -20.0 20.0 -7.5 -3.0 -2.8 -8.5 -0.8 -10.0 -7.1 -5.4 -17.9 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 CANOLA 2.3 -16.7 -17.5 -3.7 -0.2 -3.6 -1.5 -2.8 -2.8 7.8 -1.6 5.6 0.6 -7.9 -10.9 -18.4 -8.8 -15.1 -10.5 -10.5 -7.7 1.2 -1.8 -4.7 4.1 -3.9 -0.4 -2.9 -0.9 -1.0 -2.4 -1.4 9.3 1.2 1.6 -5.2 18.2 20.0 20.0 20.0 CHF -7.9 -6.2 -5.4 -1.0 1.0 1.7 -2.8 2.6 -3.5 12.2 10.8 1.8 10.7 -3.8 -2.4 -14.9 -15.5 -15.2 -15.0 0.6 6.5 4.0 10.0 -0.9 -0.6 1.5 6.5 4.5 2.1 5.7 -0.0 -20.0 11.1 8.9 6.3 4.7 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -15.3 -3.3 -0.2 -3.2 -1.3 -2.5 -2.5 -4.4 -8.7 -9.1 0.5 -10.3 -9.6 -1.9 12.0 2.7 7.3 -19.9 -12.2 -15.0 0.6 -20.0 -20.0 -3.3 -0.7 -1.6 -2.8 1.0 -3.9 20.0 -6.6 -20.0 -9.7 1.5 -3.8 2.8 2.0 6.5 COFFEE 1.1 11.1 8.1 -4.4 -0.2 -4.3 -1.8 -3.3 -3.3 7.9 7.0 9.0 8.9 3.4 8.8 16.3 10.0 13.8 11.7 12.8 11.9 7.5 11.6 9.1 -20.0 4.1 1.5 4.5 1.5 4.8 2.4 20.0 10.3 14.7 20.0 20.0 8.7 14.7 17.3 20.0 COPPER 18.5 8.6 -11.8 2.6 0.8 2.1 2.3 1.5 2.8 -1.7 -2.3 3.9 -1.4 5.4 -2.8 -5.7 -5.5 -5.3 -5.3 2.7 0.4 2.1 0.8 4.7 -4.5 1.4 -0.4 1.4 0.7 2.0 1.7 1.2 -18.4 -14.0 -12.7 -11.4 16.6 7.7 17.5 9.2 CORN -4.8 7.3 -4.7 -7.3 -0.4 -7.0 -2.9 -5.4 -5.4 2.3 -11.0 -9.5 -14.8 1.1 -0.5 -18.8 -19.0 -20.0 -20.0 -3.1 -8.9 -4.0 -16.5 -4.0 10.3 -1.6 4.8 -3.1 -3.2 -8.6 -3.9 -20.0 -1.4 3.7 20.0 20.0 -9.2 -1.1 0.7 1.1 COTTON2 -10.5 -5.6 -0.0 -7.8 -0.4 -7.6 -3.1 -5.8 -5.8 -4.8 -20.0 -18.3 -20.0 -20.0 -20.0 -17.7 -14.2 -17.0 -15.7 -17.6 -16.8 -14.4 -20.0 -19.5 -15.3 -7.7 -0.1 -6.2 -7.6 -7.8 -9.7 -11.4 -6.6 -15.1 14.7 20.0 -12.5 -17.9 -10.3 -15.4 CRUDE_W -13.1 -5.6 0.1 -2.8 -8.0 0.3 -9.5 0.6 -6.9 -13.1 -4.2 -17.2 -9.8 -16.4 -15.5 1.4 6.9 4.8 5.7 -9.0 -5.4 -18.0 -6.2 -15.0 3.6 -5.6 -7.2 -3.8 -8.9 -3.6 -7.8 -3.5 1.7 -0.5 -11.0 -11.8 20.0 14.5 -0.6 17.5 DAX 15.3 -6.6 -12.3 5.7 -0.1 5.2 1.0 3.9 3.9 -17.4 16.5 2.3 17.8 6.8 5.4 -6.3 -6.5 -6.0 -5.7 5.1 9.0 -4.5 20.0 5.0 -11.4 1.1 -8.9 1.3 -2.3 5.8 2.1 -0.7 -12.7 6.6 -20.0 -20.0 15.2 20.0 20.0 20.0 DOW -13.6 -0.3 11.5 4.8 -0.0 4.3 0.8 3.2 3.3 2.9 16.2 2.0 13.4 5.6 13.4 -8.8 -8.3 -8.7 -8.1 9.6 13.0 -2.8 11.6 2.0 -12.4 3.7 -2.4 4.9 -3.7 4.1 -0.5 -4.2 -20.0 -18.7 -2.1 5.8 -20.0 -20.0 -20.0 -20.0 DX 12.2 9.0 8.4 -1.1 1.0 1.7 -2.8 2.6 -3.5 -4.7 -10.3 5.4 -11.8 8.5 3.7 5.3 6.0 5.8 5.9 3.8 -4.6 3.3 -10.1 7.3 -20.0 2.3 -3.3 -1.7 1.8 -4.1 4.1 15.5 18.7 20.0 3.7 1.8 20.0 15.3 18.6 17.1 EUR -11.8 -6.9 -4.3 -1.2 1.1 2.0 -3.4 3.1 -4.1 3.9 13.7 -7.2 14.2 -9.7 0.5 -7.0 -7.5 -7.3 -7.4 -1.5 8.5 -3.4 14.0 -6.6 12.9 -0.4 3.3 4.9 -2.1 7.4 -3.8 -7.5 -0.6 4.0 -1.9 2.7 -15.7 -20.0 -20.0 -20.0 EURIBOR-ICE 13.2 1.0 -5.3 2.4 7.8 0.6 8.6 -1.0 5.4 9.8 9.3 12.5 10.6 7.5 2.3 12.4 10.4 12.9 12.4 5.0 2.8 20.0 5.3 13.3 5.7 2.6 10.2 0.9 10.9 1.3 6.7 14.1 19.0 12.5 2.4 -1.9 10.7 20.0 12.9 20.0 EUROSTX 12.7 8.2 1.3 5.8 -0.1 5.3 1.0 3.9 4.0 12.9 19.0 13.8 17.3 16.0 16.8 -3.3 -1.1 -2.6 -1.8 16.1 13.3 11.7 13.4 16.2 -6.2 5.6 3.5 3.2 3.9 2.2 6.0 7.3 0.8 14.4 -6.2 -12.9 20.0 20.0 20.0 19.7 FEEDCOW 13.8 -12.6 11.3 -4.9 -0.3 -4.7 -1.9 -3.6 -3.6 6.4 15.2 12.3 15.5 13.4 14.7 14.1 7.0 15.5 12.4 20.0 20.0 20.0 20.0 20.0 -20.0 5.6 0.7 6.7 4.8 7.1 5.5 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -15.5 -0.9 5.5 -2.5 -7.2 0.3 -8.5 0.5 -6.2 -13.1 5.1 -16.1 1.9 -9.9 -3.1 17.3 13.1 18.4 15.7 -1.3 4.2 -18.6 3.1 -11.2 -0.4 -0.3 -8.9 2.7 -9.5 1.9 -5.6 9.9 -4.4 0.6 7.6 6.6 16.7 11.4 10.0 10.1 GASOLINE -14.7 -5.2 1.2 -2.7 -7.8 0.3 -9.3 0.6 -6.8 -12.8 2.4 -16.1 -1.0 -14.2 -11.6 17.7 20.0 20.0 20.0 -6.1 -1.1 -15.7 -0.3 -13.0 -19.9 -5.2 -6.3 -2.5 -8.5 -1.0 -7.8 20.0 6.8 -2.3 -9.7 -9.3 20.0 20.0 20.0 20.0 GAS_US_mini 4.8 3.4 -16.9 -3.6 -10.4 0.4 -12.3 0.8 -9.0 -16.0 -20.0 -18.1 -18.2 -13.6 -20.0 -20.0 -20.0 -20.0 -20.0 -15.8 -20.0 -19.9 -17.4 -14.6 20.0 -6.5 -7.6 -7.3 -10.5 -5.4 -7.1 -20.0 -15.3 12.3 3.3 -20.0 -1.8 -20.0 -20.0 -20.0 GBP -7.9 -7.2 -7.3 -1.7 1.6 2.8 -4.6 4.3 -5.7 8.4 13.1 -4.0 17.1 -11.7 -5.9 0.7 -0.1 0.2 -0.1 -4.3 5.3 -1.1 14.0 -7.2 1.0 -0.6 7.1 5.0 -0.9 9.3 -3.9 5.1 7.3 6.3 -0.7 -3.0 8.8 -2.8 6.4 -1.2 GOLD_micro 6.0 20.0 -2.9 5.0 1.5 4.1 4.4 3.0 5.5 9.2 16.4 13.9 15.9 15.8 16.2 -11.8 -11.7 -11.9 -11.4 20.0 20.0 20.0 20.0 20.0 -20.0 5.6 5.2 4.1 6.7 3.4 6.7 -9.1 20.0 20.0 20.0 16.1 -17.6 1.1 -20.0 -6.5 HEATOIL -15.3 -6.1 3.3 -2.7 -8.0 0.3 -9.4 0.6 -6.9 -13.2 7.4 -16.7 3.9 -13.5 -6.2 6.5 8.4 8.3 8.3 -4.3 2.9 -18.4 3.7 -13.2 -20.0 -4.2 -8.3 -0.1 -9.6 1.8 -7.8 0.6 0.9 -1.2 -8.3 -3.4 14.2 6.2 -7.9 -6.6 JGB-SGX-mini 3.8 -2.1 -6.1 1.7 5.5 0.4 6.1 -0.7 3.8 3.5 -9.2 2.0 -8.7 -5.4 -8.7 3.4 12.6 8.1 10.6 -6.2 -8.4 2.8 -9.4 -1.6 -5.9 -2.5 1.8 -3.4 2.0 -4.0 -0.2 14.5 -5.2 -9.4 -10.4 -12.3 -20.0 -17.9 -15.2 -20.0 JPY -8.3 -6.8 -9.9 -0.8 0.8 1.4 -2.3 2.1 -2.8 4.8 -8.4 -4.6 -5.9 -6.2 -9.0 -9.3 -11.0 -9.9 -10.1 -9.2 -6.9 -4.6 -4.9 -9.3 20.0 -3.2 1.3 -2.1 -2.2 -1.4 -3.8 -12.6 -13.5 -3.9 -10.0 -11.1 -4.5 -10.6 -7.6 -10.5 LEANHOG -20.0 -6.2 3.3 -7.4 -0.4 -7.1 -2.9 -5.5 -5.5 -20.0 17.8 -20.0 18.8 -14.2 2.2 20.0 20.0 20.0 20.0 -1.3 12.8 -20.0 17.8 -18.3 -0.6 -1.2 -10.7 3.6 -12.1 5.9 -7.9 20.0 -20.0 -10.4 20.0 20.0 18.6 15.2 20.0 20.0 LIVECOW 5.1 -9.3 7.8 -6.4 -0.3 -6.2 -2.5 -4.7 -4.7 5.7 19.6 14.0 19.9 14.6 18.0 -18.7 11.0 -5.1 5.6 20.0 20.0 20.0 20.0 20.0 -20.0 6.9 1.0 8.9 7.3 10.5 7.1 20.0 20.0 20.0 20.0 20.0 20.0 14.7 20.0 20.0 LUMBER-new 20.0 -6.0 -11.8 -5.7 -0.3 -5.5 -2.3 -4.2 -4.3 15.8 -10.9 17.8 -8.9 7.3 -8.4 -20.0 -20.0 -20.0 -20.0 -4.5 -11.9 18.7 -10.1 11.0 NaN -0.6 5.1 -2.2 5.8 -1.3 3.6 -20.0 20.0 20.0 17.4 17.9 20.0 20.0 20.0 20.0 MXP -8.3 -1.1 7.3 -1.8 1.6 2.9 -4.8 4.4 -5.9 14.3 20.0 8.7 18.2 16.9 20.0 12.8 12.7 12.9 12.5 16.2 20.0 3.5 20.0 6.9 -20.0 8.2 4.3 12.3 1.0 11.4 3.2 20.0 17.3 20.0 20.0 20.0 5.4 7.4 1.4 9.9 NASDAQ_micro -16.7 -1.8 6.0 4.6 -0.0 4.2 0.8 3.1 3.1 2.2 16.4 1.4 15.3 9.9 13.6 -9.8 -8.9 -9.9 -9.1 15.2 19.3 1.7 18.5 7.8 -20.0 5.0 -0.8 5.8 -1.0 5.2 2.0 -5.7 -5.5 -5.8 6.8 13.9 -20.0 -20.0 -20.0 -20.0 NIKKEI -9.8 7.2 17.6 3.7 -0.0 3.4 0.7 2.5 2.5 5.7 13.2 8.3 11.4 10.7 12.3 0.9 8.4 5.0 7.2 20.0 19.2 14.5 13.6 19.4 -10.6 4.8 1.8 4.0 3.1 2.3 4.3 20.0 20.0 20.0 20.0 20.0 4.2 12.4 20.0 20.0 NZD -13.3 -11.3 -10.7 -1.3 1.2 2.1 -3.4 3.1 -4.2 -12.1 -0.7 -15.5 -5.0 -16.4 -16.1 -3.8 -2.8 -3.7 -3.4 -15.7 -9.2 -14.3 -4.7 -17.8 12.5 -5.1 -2.1 -2.8 -5.6 -1.6 -6.5 0.0 -11.1 -9.9 -14.8 -13.8 20.0 19.8 20.0 20.0 OAT 15.6 6.7 -1.7 2.7 8.7 0.7 9.6 -1.1 6.0 12.4 3.1 14.4 -4.9 12.4 3.5 16.8 10.3 16.3 14.2 4.5 -1.5 20.0 -4.2 14.8 1.4 2.4 10.6 -0.3 11.6 -1.0 7.3 14.9 11.7 11.1 0.4 -7.0 11.4 20.0 11.3 20.0 OATIES 0.5 -15.3 -20.0 -6.9 -0.4 -6.7 -2.7 -5.2 -5.2 7.6 -20.0 -8.8 -12.3 -16.6 -20.0 -20.0 -7.7 -20.0 -14.8 -20.0 -20.0 -8.5 -15.0 -18.5 -14.2 -7.7 -0.7 -6.6 -3.4 -4.5 -6.3 -3.5 -5.2 -14.4 2.7 -2.1 -20.0 -11.0 -20.0 -10.4 OJ -20.0 -13.8 -5.0 -2.3 -0.1 -2.3 -0.9 -1.7 -1.7 -6.7 -4.2 -7.4 -5.2 -7.3 -4.8 -3.0 5.5 -0.1 2.2 -9.0 -6.8 -15.8 -6.5 -13.4 -20.0 -2.1 -4.3 -1.6 -4.1 -1.4 -3.3 20.0 -20.0 -14.0 2.8 7.1 -8.2 -13.9 -3.1 -12.0 PALLAD 19.7 8.9 6.3 4.1 1.2 3.3 3.6 2.4 4.4 4.4 8.9 10.0 6.3 11.5 9.9 -3.1 -2.9 -3.1 -3.0 15.6 10.1 20.0 5.9 20.0 18.8 4.1 2.6 3.0 5.7 2.2 5.7 5.4 20.0 19.1 3.4 1.2 -20.0 -20.0 -20.0 -20.0 PLAT 11.2 -0.2 6.1 4.5 1.3 3.7 4.0 2.7 4.9 -3.4 13.1 10.0 11.1 12.3 12.9 -3.8 -3.5 -3.4 -3.2 18.9 17.4 10.9 14.3 18.1 1.1 4.9 -0.3 4.9 3.0 4.4 4.7 4.7 -18.1 6.7 -3.1 -0.8 20.0 8.2 -7.7 -6.8 REDWHEAT -6.0 -4.0 -14.5 -7.7 -0.4 -7.4 -3.0 -5.7 -5.7 2.2 -20.0 -15.4 -20.0 -20.0 -20.0 -20.0 -16.8 -20.0 -19.0 -20.0 -20.0 -10.5 -20.0 -18.4 7.8 -8.5 0.5 -8.2 -5.1 -9.4 -8.2 -16.5 1.2 -8.3 16.5 12.9 -20.0 -20.0 -20.0 -20.0 RICE -9.8 -20.0 -20.0 -3.7 -0.2 -3.6 -1.5 -2.8 -2.8 -9.5 -12.4 -10.9 -11.9 -11.8 -12.4 -19.2 -9.8 -18.1 -16.1 -20.0 -20.0 -13.4 -20.0 -18.6 -1.7 -4.4 -2.1 -4.5 -3.2 -4.6 -4.0 -8.7 -11.6 -14.4 -8.3 -10.2 -8.9 -8.5 -2.5 -7.9 ROBUSTA 3.5 12.2 11.1 -2.7 -0.1 -2.6 -1.1 -2.0 -2.0 4.7 -0.4 5.7 -0.6 0.9 4.5 9.0 14.6 13.6 14.0 4.8 1.5 3.8 0.1 4.3 -20.0 1.5 0.9 0.5 1.0 0.2 1.2 20.0 6.2 8.3 19.4 18.9 -0.9 17.7 4.9 20.0 RUSSELL -12.4 3.3 16.9 4.1 -0.0 3.7 0.7 2.8 2.8 2.5 13.7 5.3 8.5 9.1 12.8 -5.3 -5.5 -5.4 -5.2 11.2 11.8 2.3 7.6 6.6 6.6 4.5 -2.0 4.7 -0.4 2.9 1.9 0.5 -4.5 -8.6 6.9 11.7 -20.0 -20.0 -20.0 -20.0 SHATZ 16.3 -2.7 -12.0 2.9 9.2 0.7 10.1 -1.2 6.3 11.0 -5.4 14.7 0.5 6.0 -9.0 -14.9 -18.8 -19.7 -18.0 -2.5 -7.1 20.0 -4.6 10.1 7.1 -0.1 9.7 -2.6 10.9 -1.6 5.9 -20.0 14.1 11.1 -7.1 -13.3 16.1 20.0 20.0 20.0 SILVER-mini 0.1 6.6 4.8 5.2 1.5 4.3 4.6 3.1 5.7 5.8 16.8 12.8 15.8 15.5 16.5 -6.8 -6.8 -7.1 -6.9 20.0 20.0 20.0 15.2 20.0 -8.4 6.0 2.9 4.8 5.4 3.4 6.3 -1.2 10.9 20.0 20.0 19.3 20.0 20.0 7.7 4.0 SMI 20.0 10.6 4.2 4.8 -0.0 4.3 0.8 3.2 3.2 12.9 8.0 14.2 6.3 13.4 11.9 5.1 2.9 3.1 2.6 13.7 7.6 19.4 5.4 18.9 8.7 4.4 6.3 2.0 6.3 0.9 6.1 14.4 20.0 20.0 0.7 -9.4 20.0 20.0 20.0 20.0 SOFR -5.8 -3.5 8.2 3.4 10.9 0.8 12.1 -1.4 7.6 13.3 16.6 13.2 13.9 0.9 9.9 6.9 5.2 7.1 6.5 8.1 13.8 13.3 14.2 6.9 -20.0 4.5 8.9 6.7 8.0 6.4 4.2 4.3 -3.9 -11.9 3.0 15.9 2.8 -14.7 -11.7 -20.0 SOYBEAN -5.3 -2.6 2.2 -7.3 -0.4 -7.1 -2.9 -5.4 -5.4 -1.1 2.3 -7.2 -10.6 -13.3 0.8 -5.1 -7.3 -8.3 -8.9 -3.2 -1.7 -3.7 -7.8 -5.7 -4.5 1.3 3.2 3.5 -2.2 -1.7 -2.5 -0.1 8.0 1.2 20.0 20.0 -13.4 -3.4 -11.4 0.8 SOYMEAL -1.9 -5.0 -3.4 -7.4 -0.4 -7.2 -2.9 -5.5 -5.5 12.8 -20.0 -2.9 -20.0 -16.8 -18.0 -20.0 -16.5 -20.0 -19.8 -15.1 -20.0 -0.8 -20.0 -9.6 -18.8 -5.7 7.4 -8.0 0.1 -12.6 -4.3 -17.2 11.6 -2.9 19.2 20.0 -19.9 -20.0 -13.4 -20.0 SOYOIL 1.2 -14.0 -4.5 -6.0 -0.3 -5.9 -2.4 -4.5 -4.5 10.0 5.8 6.8 9.3 -11.4 -11.2 -7.4 -3.7 -6.3 -4.9 -6.9 0.7 3.8 8.2 -3.4 -15.0 -2.9 4.2 0.3 2.3 2.8 -1.2 7.0 20.0 9.8 14.0 20.0 -20.0 -12.3 -20.0 -13.2 SP400 -13.6 -4.5 8.5 4.0 -0.0 3.7 0.7 2.7 2.7 0.9 11.7 0.2 5.8 0.3 5.5 -6.3 -6.0 -6.2 -5.9 1.8 5.0 -5.3 4.2 -3.3 -0.9 0.5 -4.2 2.1 -5.2 1.3 -3.3 -0.5 -17.1 -20.0 -11.7 -4.6 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.4 7.1 4.9 -0.0 4.4 0.9 3.3 3.3 2.1 17.4 2.2 16.4 7.8 14.1 -10.2 -9.8 -10.5 -9.7 12.4 17.4 -2.2 16.9 3.8 -18.1 3.9 -3.5 5.4 -4.3 4.7 -0.5 -6.8 -20.0 -20.0 0.6 13.5 -20.0 -20.0 -20.0 -20.0 SUGAR11 1.3 -2.6 -6.6 -4.9 -0.3 -4.7 -1.9 -3.6 -3.6 -12.8 -14.3 -12.1 -13.9 -12.2 -11.8 11.9 6.5 0.7 0.2 -11.0 -12.0 -15.1 -12.4 -12.1 -20.0 -4.9 -8.0 -5.0 -7.8 -4.8 -6.0 20.0 -17.9 -2.4 7.0 9.5 -20.0 -20.0 -19.8 -20.0 US10 -1.8 5.6 11.7 2.8 8.9 0.7 9.9 -1.2 6.2 11.2 13.4 11.9 3.4 10.2 12.5 2.7 -0.3 2.1 1.3 9.7 10.2 13.0 6.5 9.5 -5.5 5.1 6.6 5.4 6.7 3.8 5.0 -4.8 -2.0 -4.1 9.7 15.6 -12.4 -20.0 -15.3 -20.0 US10U -1.0 9.2 13.1 3.7 11.7 0.9 13.0 -1.5 8.1 16.0 16.2 17.2 0.2 16.0 17.5 2.7 -1.6 0.2 -0.8 14.6 13.0 17.3 5.9 14.4 -11.0 7.3 7.4 6.8 7.8 4.0 6.8 -8.0 -4.9 -2.5 20.0 20.0 3.0 -13.1 -12.7 -20.0 US2 0.9 4.0 7.3 2.5 8.1 0.6 8.9 -1.0 5.6 9.4 5.4 10.8 -2.3 6.3 8.6 -10.3 -15.6 -11.8 -13.0 5.6 5.1 10.9 2.4 7.1 17.9 3.9 6.8 3.9 6.9 3.1 4.7 -20.0 -3.0 -4.7 3.7 7.8 -10.5 -10.0 -13.3 -20.0 US20 3.0 14.5 14.2 2.6 8.5 0.6 9.4 -1.1 5.9 12.3 6.7 13.6 -5.6 14.4 14.4 4.6 2.8 4.5 3.9 12.2 8.5 13.4 1.2 12.7 -8.4 5.5 4.9 4.3 5.6 1.7 5.3 0.3 -3.1 1.4 15.9 17.6 20.0 12.4 -1.7 -13.2 US30 3.9 14.8 12.6 3.0 9.7 0.7 10.7 -1.3 6.7 14.9 2.6 15.8 -10.2 16.7 15.8 -2.3 -3.3 -3.7 -3.4 11.8 6.2 14.8 -2.8 13.5 -5.3 6.1 6.3 4.1 7.0 0.6 6.4 -11.4 -4.1 1.3 14.8 15.8 20.0 8.0 0.4 -14.0 US5 -2.1 1.6 8.7 2.8 8.9 0.7 9.8 -1.2 6.2 10.4 12.5 11.2 4.0 6.5 10.1 -1.0 -3.6 -1.9 -2.4 7.2 8.5 11.8 6.3 7.6 0.0 4.5 7.2 5.2 7.2 4.4 4.8 -10.8 -2.1 -5.3 5.3 11.9 -13.8 -15.5 -13.7 -20.0 VIX 14.7 -1.9 -12.2 -2.5 10.3 -3.7 11.0 -0.7 4.7 10.8 -19.0 13.1 -9.7 -0.0 -16.5 -20.0 -20.0 -20.0 -20.0 -4.9 -8.5 18.2 -4.4 7.7 NaN -2.6 11.8 -4.3 12.7 -1.0 5.5 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.8 -2.7 -15.0 -7.8 -0.4 -7.6 -3.1 -5.8 -5.8 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.1 -18.4 -18.9 -18.6 -20.0 -20.0 -15.2 -20.0 -17.5 13.8 -7.9 -4.3 -7.0 -8.9 -8.2 -9.3 -17.5 -13.5 -7.7 20.0 16.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3