******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251020_204412 produced at 2025-10-20 21:39:58.263307 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.89 0.0 0.00 0.00 0.00 0.00 -20.23 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.17 0.0 999.00 -999.00 -0.21 -0.21 -17.09 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.03 -0.14 -0.15 0.0 1.01 -1.01 -0.14 -0.14 -4.41 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -15.83 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 -4.48 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.05 0.0 0.00 -0.06 -0.06 -0.06 -9.87 26.0 -13 -13 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -5.11 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.69 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 1.01 -1.01 0.00 0.00 -0.65 13.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.39 11.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.32 -0.32 0.00 0.00 -0.24 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.12 -0.04 0.0 0.79 -0.79 -0.12 -0.10 -2.49 48.0 -7 -6 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.04 0.0 0.75 -0.75 -0.10 -0.10 -3.11 66.0 -9 -9 caleb_strategy_v3 JPY False False 0.04 0.00 -0.03 0.0 0.69 -0.69 0.00 0.00 -0.79 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.03 0.0 0.10 -0.10 0.00 0.00 -2.08 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.57 -0.57 -0.05 -0.05 -1.06 23.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.04 -3.87 18.0 -6 -5 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.04 -0.68 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -2.06 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 -1.21 5.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 1.00 -1.00 0.00 0.00 -0.25 14.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.70 9.0 -2 -2 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.86 12.0 -3 -3 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 -0.69 26.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.06 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.03 -0.01 0.0 0.15 -0.15 -0.03 -0.03 -0.37 10.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.00 0.0 0.18 -0.18 -0.03 -0.03 -0.16 7.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.00 0.0 0.42 -0.42 0.00 0.00 0.47 68.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.11 0.00 0.0 1.34 -1.34 -0.11 -0.05 0.01 25.0 -2 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.06 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.06 999999999.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 -0.00 0.0 0.59 -0.59 0.00 -0.03 -0.09 21.0 0 -1 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.06 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 0.34 51.0 3 3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.01 0.0 0.03 -0.03 0.00 0.00 0.65 3.0 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 COFFEE False False 0.07 0.00 0.01 0.0 0.42 -0.42 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.36 -0.36 0.06 0.06 0.22 6.0 1 1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.94 -0.94 0.00 0.00 0.13 17.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.30 13.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.06 0.02 0.0 0.81 -0.81 0.06 0.04 1.43 58.0 4 3 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.41 -0.41 0.00 0.00 0.41 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.02 0.0 1.19 -1.19 0.00 0.00 0.72 56.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.64 4.0 1 1 caleb_strategy_v3 US2 False True 0.10 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.26 13.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.13 0.03 0.0 999.00 -999.00 0.13 0.13 0.52 999999999.0 2 2 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.48 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.08 0.04 0.0 0.90 -0.90 0.08 0.08 0.87 22.0 2 2 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 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.05 1.00 999999999.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.60 -0.60 0.00 0.00 1.99 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.07 0.0 0.22 -0.22 0.08 0.05 4.11 13.0 5 3 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.08 0.0 0.72 -0.72 0.27 0.27 0.93 8.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.08 0.0 0.65 -0.65 0.13 0.13 2.51 20.0 4 4 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.08 0.0 0.81 -0.81 0.00 0.00 1.78 17.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.60 24.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.14 12.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.13 0.0 1.28 -1.28 0.07 0.07 1.94 19.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.86 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.21 0.17 0.0 0.58 -0.58 0.21 0.19 10.72 36.0 13 12 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.69 -0.69 0.00 0.00 2.45 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 2.92 10.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.37 0.51 0.0 0.79 -0.79 0.37 0.37 38.93 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.20 0.0 1.39 -1.39 0.00 0.00 15.79 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.2 Shocked risk 42.0 Sum abs risk 52.6 Leverage 6.58 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2051151.73, 'annual_cash_vol_target': 512787.9325, 'daily_cash_vol_target': 32049.24578125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6518 0.5525 8.8398 BITCOIN 2235.8867 111655.0000 2.0025 32.0399 BOBL 0.1838 118.5900 0.1550 2.4801 BTP 0.4229 121.5900 0.3478 5.5644 BUND 0.3713 129.9800 0.2857 4.5711 BUXL 0.9150 117.4400 0.7792 12.4665 CAC 64.2827 8238.5000 0.7803 12.4843 CAD 0.0023 0.7144 0.3178 5.0846 CANOLA 6.8788 630.0000 1.0919 17.4699 CHF 0.0057 1.2708 0.4484 7.1742 COCOA 119.8206 5970.0000 2.0070 32.1127 COFFEE 7.1597 382.8000 1.8703 29.9256 COPPER 0.0863 5.0470 1.7096 27.3532 CORN 3.8892 458.7500 0.8478 13.5644 COTTON2 0.6805 64.1900 1.0601 16.9619 CRUDE_W 0.9253 58.1800 1.5904 25.4469 DAX 190.5244 24424.0000 0.7801 12.4811 DOW 326.7729 46921.0000 0.6964 11.1429 DX 0.3792 98.3650 0.3855 6.1680 EUR 0.0050 1.1684 0.4267 6.8270 EURIBOR-ICE 0.0342 97.9100 0.0349 0.5586 EUROSTX 45.5524 5702.0000 0.7989 12.7822 FEEDCOW 3.4392 369.6000 0.9305 14.8882 GASOIL 10.2911 622.2500 1.6539 26.4617 GASOLINE 0.0299 1.7465 1.7105 27.3673 GAS_US_mini 0.1125 4.0500 2.7786 44.4583 GBP 0.0059 1.3411 0.4406 7.0494 GOLD_micro 40.8622 4376.8000 0.9336 14.9377 HEATOIL 0.0347 2.1596 1.6073 25.7176 JGB-SGX-mini 0.2245 135.9900 0.1651 2.6417 JPY 0.0000 0.0067 0.6451 10.3210 LEANHOG 1.0573 84.8500 1.2461 19.9373 LIVECOW 1.9289 243.6750 0.7916 12.6652 LUMBER-new 8.3393 642.5000 1.2979 20.7672 MXP 0.0003 0.0540 0.5407 8.6515 NASDAQ_micro 217.5720 25327.2500 0.8590 13.7447 NIKKEI 661.3806 49695.0000 1.3309 21.2941 NZD 0.0032 0.5760 0.5624 8.9984 OAT 0.4010 123.1200 0.3257 5.2106 OATIES 4.3227 320.5000 1.3487 21.5796 OJ 5.9211 188.9000 3.1345 50.1519 PALLAD 44.2103 1543.5000 2.8643 45.8286 PLAT 34.1069 1662.0000 2.0522 32.8346 REDWHEAT 6.6304 510.5000 1.2988 20.7809 RICE 0.1357 10.7300 1.2645 20.2325 ROBUSTA 87.3574 4473.0000 1.9530 31.2479 RUSSELL 31.7210 2512.2000 1.2627 20.2028 SHATZ 0.0507 107.1950 0.0473 0.7570 SILVER-mini 0.9451 51.4625 1.8365 29.3844 SMI 82.7809 12663.0000 0.6537 10.4596 SOFR 0.0497 96.8600 0.0513 0.8205 SOYBEAN 8.0338 1074.2500 0.7479 11.9657 SOYMEAL 2.9539 293.1000 1.0078 16.1251 SOYOIL 0.6178 52.0800 1.1863 18.9806 SP400 34.4125 3281.2000 1.0488 16.7804 SP500_micro 52.9267 6779.7500 0.7807 12.4905 SUGAR11 0.2445 15.2500 1.6030 25.6474 US10 0.3182 113.5781 0.2802 4.4828 US10U 0.4312 116.5469 0.3700 5.9197 US2 0.0828 104.4414 0.0793 1.2685 US20 0.6258 118.8125 0.5267 8.4267 US30 0.9167 123.1875 0.7442 11.9066 US5 0.2137 109.8516 0.1946 3.1130 VIX 0.5459 20.8500 2.6182 41.8918 WHEAT 6.2485 575.0000 1.0867 17.3871 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.80 0.55 360.11 1.00 360.11 32049.25 89.00 8.62 76.75 BITCOIN 111.66 2.00 223.59 1.00 223.59 32049.25 143.34 -10.18 -145.97 BOBL 1185.90 0.16 183.82 1.17 215.52 32049.25 148.71 12.84 190.92 BTP 1215.90 0.35 422.86 1.17 495.77 32049.25 64.64 11.10 71.78 BUND 1299.80 0.29 371.35 1.17 435.38 32049.25 73.61 9.26 68.17 BUXL 1174.40 0.78 915.04 1.17 1072.83 32049.25 29.87 2.02 6.02 CAC 823.85 0.78 642.83 1.17 753.67 32049.25 42.52 14.70 62.51 CAD 714.40 0.32 227.03 1.00 227.03 32049.25 141.17 -12.04 -169.91 CANOLA 126.00 1.09 137.58 0.71 98.00 32049.25 327.03 0.43 13.94 CHF 1588.50 0.45 712.26 1.00 712.26 32049.25 45.00 -5.55 -24.97 COCOA 597.00 2.01 1198.21 1.00 1198.21 32049.25 26.75 -10.65 -28.48 COFFEE 1435.50 1.87 2684.89 1.00 2684.89 32049.25 11.94 12.13 14.48 COPPER 1261.75 1.71 2157.06 1.00 2157.06 32049.25 14.86 0.36 0.53 CORN 229.38 0.85 194.46 1.00 194.46 32049.25 164.81 -4.62 -76.22 COTTON2 320.95 1.06 340.25 1.00 340.25 32049.25 94.19 -19.50 -183.71 CRUDE_W 581.80 1.59 925.31 1.00 925.31 32049.25 34.64 -3.23 -11.19 DAX 244.24 0.78 190.52 1.17 223.38 32049.25 143.48 2.92 41.93 DOW 234.60 0.70 163.39 1.00 163.39 32049.25 196.16 -6.82 -133.82 DX 983.65 0.39 379.20 1.00 379.20 32049.25 84.52 4.57 38.61 EUR 1460.44 0.43 623.15 1.00 623.15 32049.25 51.43 -1.85 -9.49 EURIBOR-ICE 2447.75 0.03 85.46 1.17 100.20 32049.25 319.85 14.46 462.37 EUROSTX 570.20 0.80 455.52 1.17 534.07 32049.25 60.01 12.25 73.51 FEEDCOW 1848.00 0.93 1719.59 1.00 1719.59 32049.25 18.64 15.03 28.02 GASOIL 622.25 1.65 1029.11 1.00 1029.11 32049.25 31.14 4.77 14.85 GASOLINE 733.53 1.71 1254.67 1.00 1254.67 32049.25 25.54 -0.55 -1.41 GAS_US_mini 101.25 2.78 281.34 1.00 281.34 32049.25 113.92 -7.99 -90.97 GBP 838.19 0.44 369.29 1.00 369.29 32049.25 86.79 3.87 33.59 GOLD_micro 437.68 0.93 408.62 1.00 408.62 32049.25 78.43 2.68 21.02 HEATOIL 907.03 1.61 1457.92 1.00 1457.92 32049.25 21.98 -7.11 -15.63 JGB-SGX-mini 135990.00 0.17 22452.45 0.01 149.91 32049.25 213.80 -8.73 -186.57 JPY 834.25 0.65 538.14 1.00 538.14 32049.25 59.56 -5.12 -30.47 LEANHOG 339.40 1.25 422.92 1.00 422.92 32049.25 75.78 8.90 67.46 LIVECOW 974.70 0.79 771.55 1.00 771.55 32049.25 41.54 12.92 53.67 LUMBER-new 176.69 1.30 229.33 1.00 229.33 32049.25 139.75 1.90 26.60 MXP 269.95 0.54 145.97 1.00 145.97 32049.25 219.56 12.06 264.87 NASDAQ_micro 506.54 0.86 435.14 1.00 435.14 32049.25 73.65 -6.20 -45.69 NIKKEI 49695.00 1.33 66138.06 0.01 441.58 32049.25 72.58 13.62 98.85 NZD 576.05 0.56 323.97 1.00 323.97 32049.25 98.93 -0.35 -3.44 OAT 1231.20 0.33 400.96 1.17 470.10 32049.25 68.18 12.53 85.40 OATIES 160.25 1.35 216.13 1.00 216.13 32049.25 148.28 -18.52 -274.66 OJ 283.35 3.13 888.16 1.00 888.16 32049.25 36.09 -12.11 -43.69 PALLAD 1543.50 2.86 4421.03 1.00 4421.03 32049.25 7.25 7.81 5.66 PLAT 831.00 2.05 1705.35 1.00 1705.35 32049.25 18.79 6.34 11.92 REDWHEAT 255.25 1.30 331.52 1.00 331.52 32049.25 96.67 -16.22 -156.76 RICE 214.60 1.26 271.37 1.00 271.37 32049.25 118.10 -17.75 -209.64 ROBUSTA 447.30 1.95 873.57 1.00 873.57 32049.25 36.69 6.65 24.40 RUSSELL 125.61 1.26 158.60 1.00 158.60 32049.25 202.07 0.70 14.10 SHATZ 1071.95 0.05 50.72 1.17 59.46 32049.25 539.00 2.93 157.73 SILVER-mini 1286.56 1.84 2362.80 1.00 2362.80 32049.25 13.56 11.26 15.27 SMI 1266.30 0.65 827.81 1.27 1048.98 32049.25 30.55 17.82 54.45 SOFR 2421.50 0.05 124.17 1.00 124.17 32049.25 258.10 -0.25 -6.48 SOYBEAN 537.12 0.75 401.69 1.00 401.69 32049.25 79.79 -2.15 -17.16 SOYMEAL 293.10 1.01 295.39 1.00 295.39 32049.25 108.50 -16.85 -182.86 SOYOIL 312.48 1.19 370.69 1.00 370.69 32049.25 86.46 -4.56 -39.44 SP400 3281.20 1.05 3441.25 1.00 3441.25 32049.25 9.31 -7.61 -7.09 SP500_micro 338.99 0.78 264.63 1.00 264.63 32049.25 121.11 -8.84 -107.11 SUGAR11 170.80 1.60 273.79 1.00 273.79 32049.25 117.06 -13.56 -158.78 US10 1135.78 0.28 318.22 1.00 318.22 32049.25 100.72 1.00 10.05 US10U 1165.47 0.37 431.20 1.00 431.20 32049.25 74.33 3.14 23.31 US2 2088.83 0.08 165.60 1.00 165.60 32049.25 193.54 1.04 20.19 US20 1188.12 0.53 625.75 1.00 625.75 32049.25 51.22 7.33 37.56 US30 1231.88 0.74 916.72 1.00 916.72 32049.25 34.96 4.95 17.30 US5 1098.52 0.19 213.73 1.00 213.73 32049.25 149.95 0.03 0.52 VIX 208.50 2.62 545.90 1.00 545.90 32049.25 58.71 -11.78 -69.15 WHEAT 287.50 1.09 312.42 1.00 312.42 32049.25 102.58 -15.13 -155.21 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 76.748 0.010 2.5 1.994 BITCOIN -145.975 0.043 2.5 -15.829 BOBL 190.924 0.004 2.5 1.939 BTP 71.779 0.014 2.5 2.452 BUND 68.174 0.004 2.5 0.692 BUXL 6.023 0.004 2.5 0.061 CAC 62.508 0.014 2.5 2.135 CAD -169.915 0.010 2.5 -4.415 CANOLA 13.939 0.010 2.5 0.340 CHF -24.966 0.010 2.5 -0.649 COCOA -28.478 0.010 2.5 -0.694 COFFEE 14.477 0.005 2.5 0.192 COPPER 0.531 0.043 2.5 0.058 CORN -76.222 0.010 2.5 -1.857 COTTON2 -183.707 0.010 2.5 -4.476 CRUDE_W -11.185 0.043 2.5 -1.213 DAX 41.935 0.014 2.5 1.432 DOW -133.816 0.009 2.5 -3.114 DX 38.612 0.010 2.5 1.003 EUR -9.492 0.010 2.5 -0.247 EURIBOR-ICE 462.366 0.014 2.5 15.793 EUROSTX 73.513 0.014 2.5 2.511 FEEDCOW 28.021 0.013 2.5 0.930 GASOIL 14.853 0.017 2.5 0.645 GASOLINE -1.408 0.017 2.5 -0.061 GAS_US_mini -90.974 0.043 2.5 -9.865 GBP 33.593 0.010 2.5 0.873 GOLD_micro 21.025 0.014 2.5 0.718 HEATOIL -15.627 0.017 2.5 -0.678 JGB-SGX-mini -186.571 0.043 2.5 -20.232 JPY -30.474 0.010 2.5 -0.792 LEANHOG 67.465 0.024 2.5 4.106 LIVECOW 53.668 0.013 2.5 1.781 LUMBER-new 26.597 0.010 2.5 0.648 MXP 264.866 0.059 2.5 38.930 NASDAQ_micro -45.691 0.009 2.5 -1.063 NIKKEI 98.852 0.043 2.5 10.719 NZD -3.436 0.010 2.5 -0.089 OAT 85.399 0.014 2.5 2.917 OATIES -274.660 0.010 2.5 -6.692 OJ -43.690 0.010 2.5 -1.064 PALLAD 5.663 0.014 2.5 0.193 PLAT 11.921 0.014 2.5 0.407 REDWHEAT -156.761 0.005 2.5 -2.082 RICE -209.638 0.010 2.5 -5.107 ROBUSTA 24.395 0.005 2.5 0.324 RUSSELL 14.097 0.013 2.5 0.468 SHATZ 157.730 0.004 2.5 1.602 SILVER-mini 15.269 0.014 2.5 0.522 SMI 54.454 0.014 2.5 1.860 SOFR -6.484 0.024 2.5 -0.395 SOYBEAN -17.156 0.004 2.5 -0.160 SOYMEAL -182.859 0.004 2.5 -1.703 SOYOIL -39.439 0.004 2.5 -0.368 SP400 -7.088 0.013 2.5 -0.235 SP500_micro -107.113 0.009 2.5 -2.493 SUGAR11 -158.781 0.010 2.5 -3.868 US10 10.045 0.005 2.5 0.127 US10U 23.307 0.005 2.5 0.296 US2 20.192 0.005 2.5 0.256 US20 37.559 0.005 2.5 0.477 US30 17.299 0.005 2.5 0.220 US5 0.516 0.005 2.5 0.007 VIX -69.149 0.099 2.5 -17.093 WHEAT -155.212 0.005 2.5 -2.062 ===================== Position diags ===================== AUD 2.31 BITCOIN 15.54 BOBL 1.51 BTP 2.21 BUND 0.75 BUXL 0.30 CAC 1.45 CAD 3.67 CANOLA 7.97 CHF 1.17 COCOA 0.65 COFFEE 0.16 COPPER 1.61 CORN 4.02 COTTON2 2.29 CRUDE_W 3.76 DAX 4.90 DOW 4.57 DX 2.20 EUR 1.34 EURIBOR-ICE 10.92 EUROSTX 2.05 FEEDCOW 0.62 GASOIL 1.35 GASOLINE 1.11 GAS_US_mini 12.35 GBP 2.25 GOLD_micro 2.68 HEATOIL 0.95 JGB-SGX-mini 23.18 JPY 1.55 LEANHOG 4.61 LIVECOW 1.38 LUMBER-new 3.40 MXP 32.27 NASDAQ_micro 1.71 NIKKEI 7.87 NZD 2.57 OAT 2.33 OATIES 3.61 OJ 0.88 PALLAD 0.25 PLAT 0.64 REDWHEAT 1.28 RICE 2.88 ROBUSTA 0.49 RUSSELL 6.71 SHATZ 5.47 SILVER-mini 0.46 SMI 1.04 SOFR 15.71 SOYBEAN 0.74 SOYMEAL 1.01 SOYOIL 0.81 SP400 0.31 SP500_micro 2.82 SUGAR11 2.85 US10 1.28 US10U 0.94 US2 2.46 US20 0.65 US30 0.44 US5 1.90 VIX 14.51 WHEAT 1.36 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.0 1.8 2.2 0.0 0 BITCOIN -15.8 -17.4 -14.3 0.0 0 BOBL 1.9 1.8 2.1 1.0 1 BTP 2.5 2.2 2.7 0.0 0 BUND 0.7 0.6 0.8 1.0 1 BUXL 0.1 0.0 0.1 0.0 0 CAC 2.1 2.0 2.3 0.0 0 CAD -4.4 -4.8 -4.0 -4.0 -4 CANOLA 0.3 -0.5 1.1 3.0 3 CHF -0.6 -0.8 -0.5 0.0 0 COCOA -0.7 -0.8 -0.6 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.1 -0.1 0.2 0.0 0 CORN -1.9 -2.3 -1.5 -3.0 -3 COTTON2 -4.5 -4.7 -4.2 -5.0 -5 CRUDE_W -1.2 -1.6 -0.8 0.0 0 DAX 1.4 0.9 1.9 4.0 4 DOW -3.1 -3.6 -2.7 -9.0 -9 DX 1.0 0.8 1.2 1.0 1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 15.8 14.7 16.9 0.0 0 EUROSTX 2.5 2.3 2.7 4.0 4 FEEDCOW 0.9 0.9 1.0 3.0 3 GASOIL 0.6 0.5 0.8 1.0 1 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini -9.9 -11.1 -8.6 -13.0 -13 GBP 0.9 0.6 1.1 2.0 2 GOLD_micro 0.7 0.5 1.0 0.0 0 HEATOIL -0.7 -0.8 -0.6 -1.0 -1 JGB-SGX-mini -20.2 -22.6 -17.9 0.0 0 JPY -0.8 -0.9 -0.6 0.0 0 LEANHOG 4.1 3.6 4.6 5.0 5 LIVECOW 1.8 1.6 1.9 0.0 0 LUMBER-new 0.6 0.3 1.0 0.0 0 MXP 38.9 35.7 42.2 28.0 28 NASDAQ_micro -1.1 -1.2 -0.9 -2.0 -2 NIKKEI 10.7 9.9 11.5 13.0 13 NZD -0.1 -0.3 0.2 0.0 0 OAT 2.9 2.7 3.1 6.0 6 OATIES -6.7 -7.1 -6.3 NaN 0 OJ -1.1 -1.2 -1.0 -1.0 -1 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 0.4 0.3 0.5 0.0 0 REDWHEAT -2.1 -2.2 -2.0 0.0 0 RICE -5.1 -5.4 -4.8 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL 0.5 -0.2 1.1 0.0 0 SHATZ 1.6 1.1 2.1 NaN 0 SILVER-mini 0.5 0.5 0.6 2.0 2 SMI 1.9 1.8 2.0 0.0 0 SOFR -0.4 -2.0 1.2 NaN 0 SOYBEAN -0.2 -0.2 -0.1 -1.0 -1 SOYMEAL -1.7 -1.8 -1.6 -2.0 -2 SOYOIL -0.4 -0.4 -0.3 -2.0 -2 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.5 -2.8 -2.2 -7.0 -7 SUGAR11 -3.9 -4.2 -3.6 -6.0 -6 US10 0.1 -0.0 0.3 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 0.3 0.0 0.5 NaN 0 US20 0.5 0.4 0.5 0.0 0 US30 0.2 0.2 0.3 1.0 1 US5 0.0 -0.2 0.2 -2.0 -2 VIX -17.1 -18.5 -15.6 -21.0 -21 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 -0.0 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 -0.0 0.1 -0.1 0.0 -0.1 0.2 -0.4 -0.0 0.1 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 -0.1 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 -0.1 0.1 -0.1 0.2 -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 0.1 0.4 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 0.2 0.2 0.4 0.1 -0.1 0.5 0.7 0.7 0.7 BTP 0.4 0.2 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 0.1 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 0.5 0.2 0.3 0.1 0.1 0.3 0.7 0.3 0.7 BUND 0.5 0.3 0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.3 0.2 0.1 -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 0.1 0.4 0.2 -0.1 0.5 0.7 0.6 0.7 BUXL 0.5 0.4 -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 0.1 -0.4 0.3 0.5 -0.1 0.1 CAC 0.5 0.3 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 0.2 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 -0.4 -0.5 -0.3 -0.0 0.0 0.1 -0.0 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 -0.1 -0.0 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.2 0.1 0.1 -0.2 0.6 0.7 0.7 0.7 CHF -0.2 -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 0.1 -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 0.1 0.3 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 0.2 0.1 0.1 0.3 0.1 -2.7 0.0 0.0 0.1 0.0 0.2 0.0 1.1 0.4 0.6 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 -0.3 -0.4 -0.4 -0.4 0.6 0.3 0.6 0.3 CORN -0.1 0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.1 -0.3 -0.1 -0.5 0.0 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 -0.0 -0.5 -0.0 1.4 -0.0 0.1 -0.1 -0.0 -0.3 -0.0 -1.1 0.1 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 -0.1 -0.5 0.5 0.6 -0.4 -0.6 -0.3 -0.5 CRUDE_W -0.5 -0.2 -0.0 -0.0 -0.0 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 -0.5 0.1 0.0 0.1 0.0 0.1 0.0 -0.0 0.4 0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.5 0.0 -1.5 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.0 -0.2 0.3 -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 0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.3 0.0 -1.6 0.0 0.0 0.1 -0.0 0.1 0.0 -0.2 -0.4 -0.6 -0.1 0.2 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.3 0.2 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 0.1 -0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.0 -0.0 0.0 -0.3 0.1 -2.7 0.0 -0.0 -0.0 0.0 -0.2 0.0 0.8 0.5 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 0.0 -0.1 0.1 -0.5 -0.7 -0.7 -0.7 EURIBOR-ICE 0.5 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 0.7 0.0 0.1 0.0 0.1 0.0 0.1 0.8 0.3 0.3 0.1 -0.0 0.3 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 0.2 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 0.1 0.1 0.1 0.1 0.1 0.4 0.1 0.5 -0.2 -0.4 0.7 0.7 0.7 0.7 FEEDCOW 0.5 -0.4 0.4 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 0.0 0.3 0.1 1.1 0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.1 0.2 -0.0 -0.0 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 -0.0 -0.0 0.2 0.2 0.5 0.4 0.3 0.3 GASOLINE -0.5 -0.2 0.0 -0.0 -0.0 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 -2.6 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 1.1 0.0 -0.1 -0.3 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.3 -0.4 -0.0 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.5 -0.1 -0.6 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.4 -0.1 2.7 -0.1 0.1 -0.2 -0.0 -0.2 -0.0 -1.1 0.4 0.6 0.3 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.2 -0.2 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.1 0.3 -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 0.0 0.1 -0.0 0.3 -0.0 0.3 0.1 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 0.5 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 0.6 -0.6 0.0 -0.7 -0.2 HEATOIL -0.6 -0.2 0.1 -0.0 -0.0 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 -0.1 0.0 -0.2 0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.0 0.0 -0.0 -0.3 -0.1 0.5 0.2 -0.2 -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 -0.3 -0.0 -0.3 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.1 -0.1 0.0 -0.3 -0.0 -0.8 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.8 -0.2 -0.3 -0.4 -0.4 -0.7 -0.6 -0.5 -0.7 JPY -0.2 -0.2 -0.3 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 -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 -0.0 -0.1 -0.3 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.6 -0.3 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 -0.6 0.6 0.6 0.6 0.5 0.7 0.7 LIVECOW 0.2 -0.3 0.2 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.5 0.1 0.7 0.1 0.2 -0.4 0.2 -0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 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 -0.0 0.0 -0.3 0.2 -0.4 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 0.1 -0.3 0.1 NaN -0.0 -0.0 -0.1 0.0 -0.1 0.0 -1.2 0.4 0.7 0.7 0.6 0.7 0.8 0.8 0.8 MXP -0.3 -0.0 0.2 -0.0 0.0 0.1 -0.0 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 0.3 0.6 0.6 0.6 0.2 0.2 0.1 0.3 NASDAQ_micro -0.5 -0.0 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 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 -0.5 0.1 0.4 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.0 0.2 0.1 0.1 0.2 0.2 0.1 0.3 0.2 -1.3 0.0 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 -0.4 -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 -0.0 -0.1 -0.1 0.0 -0.2 -0.3 -0.5 -0.5 0.7 0.7 0.7 0.7 OAT 0.6 0.2 -0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.2 0.1 0.0 0.3 0.2 0.3 0.3 0.1 -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 0.3 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 0.1 -0.5 -0.1 -0.5 -0.2 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 -0.0 -0.4 -0.2 -1.9 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.5 -0.4 0.2 -0.1 -0.7 -0.4 -0.7 -0.4 OJ -0.6 -0.5 -0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.0 -0.0 1.1 -0.4 -0.5 0.0 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 2.3 0.0 0.0 0.1 0.0 0.1 0.1 0.3 0.5 0.5 0.1 0.0 -0.7 -0.7 -0.7 -0.7 PLAT 0.2 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.3 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 0.1 0.0 -0.0 0.1 0.0 0.2 0.0 0.3 -0.4 0.1 -0.1 -0.1 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 1.1 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.9 0.0 -0.3 0.6 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 -0.4 -0.6 -0.3 -0.3 -0.3 -0.3 -0.1 -0.3 ROBUSTA 0.2 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 0.1 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 0.1 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 0.6 -0.1 -0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 -0.1 0.1 0.0 0.1 -0.1 -0.3 -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 0.2 0.3 -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 0.0 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -1.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.1 0.2 0.6 0.6 0.6 0.7 0.7 0.2 0.1 SMI 0.6 0.3 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2 1.2 0.0 0.0 0.1 0.1 0.0 0.1 0.8 0.3 0.6 -0.0 -0.3 0.7 0.7 0.7 0.7 SOFR -0.1 -0.1 0.3 0.0 0.1 0.0 0.1 -0.0 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 0.1 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 -0.1 -0.1 0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.1 0.1 0.0 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 0.0 -0.2 -0.0 -0.6 0.0 0.1 0.1 0.0 -0.1 -0.0 -0.0 0.4 0.2 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL 0.1 -0.1 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.2 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 -0.1 -2.5 -0.0 0.2 -0.2 0.1 -0.4 -0.0 -0.9 0.5 0.1 0.6 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.1 -0.4 -0.2 -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 0.1 0.2 -0.0 -2.1 -0.0 0.1 0.0 0.0 0.1 -0.0 0.4 0.5 0.4 0.5 0.6 -0.7 -0.4 -0.7 -0.4 SP400 -0.4 -0.2 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.0 0.0 0.1 -0.0 0.0 -0.0 -0.0 -0.4 -0.6 -0.4 -0.2 -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 0.1 0.5 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.4 0.1 -2.3 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 0.3 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -2.6 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 1.1 -0.5 -0.1 0.2 0.3 -0.7 -0.7 -0.6 -0.7 US10 0.0 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 -0.8 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 -0.0 0.1 0.2 0.4 0.2 0.0 0.2 0.2 0.0 -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 0.0 -0.0 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 0.2 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 0.0 0.1 0.1 0.1 0.1 -1.1 -0.1 -0.1 0.1 0.2 -0.4 -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 0.2 -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 0.0 0.1 0.5 0.6 0.7 0.4 -0.1 -0.4 US30 0.2 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 0.2 -0.7 0.1 0.1 0.1 0.1 0.0 0.1 -0.6 0.0 0.1 0.5 0.5 0.7 0.3 0.0 -0.5 US5 0.0 0.0 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 0.1 0.1 0.1 0.1 0.2 0.1 -0.6 -0.0 -0.2 0.1 0.4 -0.5 -0.5 -0.4 -0.7 VIX 0.7 -0.1 -0.6 -0.0 -0.0 -0.2 0.1 -0.0 0.1 -0.1 -0.8 0.1 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.1 -0.2 0.1 NaN -0.0 -0.0 -0.2 0.1 -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 1.9 -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 -11.5 0.1 3.2 -1.6 0.8 2.4 -3.5 3.8 -4.8 -11.1 15.8 -15.8 3.6 -10.4 -1.8 -0.8 -1.4 -1.2 -1.3 -1.7 4.2 -12.5 2.9 -10.0 15.2 -0.5 -3.0 2.4 -7.8 0.5 -6.0 3.1 -15.8 -0.9 4.4 7.7 20.0 20.0 20.0 20.0 BITCOIN -0.9 -6.5 -7.5 8.0 2.4 6.5 6.4 4.8 8.4 -15.5 15.7 -16.8 19.6 -11.1 -4.3 -6.4 -7.4 -7.1 -7.2 -1.9 8.5 -20.0 18.1 -14.8 -20.0 -2.4 -10.7 2.0 -12.4 6.9 -6.9 -2.1 -20.0 -20.0 -20.0 -20.0 11.8 -4.1 -15.1 -9.2 BOBL 16.4 4.3 -2.2 3.3 7.6 0.9 9.6 -1.1 6.7 9.3 4.7 14.1 -1.1 10.8 1.9 20.0 3.2 20.0 10.2 5.6 -0.1 20.0 -2.2 15.5 2.8 3.1 6.8 0.2 10.7 -0.7 8.0 4.6 9.7 12.1 2.9 -4.6 15.8 20.0 20.0 20.0 BTP 11.6 5.3 0.1 4.2 9.9 1.2 12.4 -1.4 8.7 18.5 20.0 20.0 17.4 20.0 17.0 7.5 9.0 9.2 9.6 12.3 9.4 20.0 11.0 20.0 -20.0 6.4 11.5 4.5 14.3 5.1 10.9 10.3 8.9 8.4 4.5 3.4 9.1 20.0 10.0 20.0 BUND 14.6 7.8 1.5 3.5 8.2 1.0 10.4 -1.2 7.3 11.3 4.2 15.7 -7.9 14.2 4.8 -5.6 4.2 0.2 3.8 7.3 -0.3 20.0 -6.0 16.5 -0.9 4.1 7.6 0.4 11.4 -1.5 8.9 1.9 6.0 10.8 5.2 -4.2 14.2 20.0 16.8 20.0 BUXL 16.8 11.0 -1.7 3.3 7.8 0.9 9.8 -1.1 6.9 11.9 -11.9 15.2 -16.5 14.7 -0.9 4.2 2.7 3.8 3.5 3.0 -8.1 17.5 -15.8 13.5 -2.3 2.3 6.7 -2.7 9.8 -5.2 7.7 -0.4 -0.0 8.7 1.9 -12.6 8.1 13.9 -4.1 3.5 CAC 14.7 8.7 3.7 5.9 3.6 5.3 2.4 3.9 4.2 17.9 15.6 17.7 12.1 16.8 14.9 -3.7 -1.3 -2.7 -1.8 14.6 9.3 20.0 6.3 20.0 2.0 5.5 10.8 2.1 10.0 -0.1 8.2 7.2 20.0 20.0 -7.8 -12.6 20.0 20.0 20.0 20.0 CAD -13.1 -15.0 -10.5 -2.0 1.0 2.9 -4.1 4.5 -5.7 -15.0 -0.9 -20.0 -3.5 -20.0 -20.0 -7.9 -7.0 -7.8 -7.4 -20.0 -12.7 -18.9 -6.5 -20.0 20.0 -7.6 -3.2 -3.0 -7.7 -0.9 -9.7 -7.1 -6.1 -18.1 -20.0 -17.3 -20.0 -20.0 -20.0 -20.0 CANOLA 3.2 -15.7 -18.1 -3.8 0.2 -3.8 -1.2 -2.9 -2.7 5.8 -1.7 6.3 0.5 -7.9 -11.2 -18.7 -8.9 -15.4 -10.8 -10.6 -8.1 0.8 -2.0 -4.5 4.3 -4.0 -0.7 -3.1 -1.0 -1.1 -2.5 -1.8 8.2 1.6 1.8 -5.5 17.9 20.0 20.0 20.0 CHF -6.5 -5.7 -5.1 -1.1 0.6 1.7 -2.4 2.6 -3.3 12.8 10.9 4.0 10.8 -2.8 -2.1 -14.9 -15.5 -15.2 -15.0 1.0 6.7 5.5 10.2 0.3 -0.6 1.7 6.2 4.5 2.9 5.8 0.6 -20.0 12.3 9.1 7.0 4.6 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -16.1 -3.4 0.2 -3.4 -1.0 -2.6 -2.4 -4.3 -9.1 -9.4 0.4 -10.5 -10.0 -2.0 11.9 2.5 7.2 -20.0 -13.1 -14.2 0.3 -20.0 -20.0 -3.4 -0.7 -1.7 -2.6 1.0 -3.9 20.0 -7.0 -20.0 -10.4 0.8 -4.0 2.7 2.0 6.4 COFFEE 2.3 10.2 9.1 -4.6 0.2 -4.6 -1.4 -3.5 -3.2 11.6 7.6 11.1 9.4 4.4 9.4 16.8 10.1 14.1 11.9 13.9 12.8 10.9 12.3 11.0 -20.0 4.4 2.8 4.7 2.2 5.0 2.8 20.0 18.7 18.4 20.0 20.0 8.7 14.7 17.3 20.0 COPPER 18.2 9.6 -12.3 2.6 0.8 2.1 2.1 1.6 2.7 0.7 -2.2 4.4 -1.4 5.6 -2.7 -5.8 -5.5 -5.3 -5.3 2.9 0.6 2.8 0.9 4.9 -4.4 1.5 0.5 1.4 1.0 2.1 1.8 1.1 -14.0 -12.8 -12.9 -11.8 16.9 7.8 17.7 9.4 CORN -4.4 6.9 -4.6 -7.3 0.4 -7.2 -2.2 -5.6 -5.1 14.8 -11.0 -6.0 -14.8 1.5 -0.1 -18.9 -19.0 -20.0 -20.0 -2.8 -8.9 -1.0 -16.8 -2.8 10.4 -1.4 7.1 -3.2 -0.6 -8.9 -2.8 -20.0 2.3 3.7 20.0 20.0 -9.2 -1.2 1.0 0.9 COTTON2 -10.5 -5.6 -0.2 -7.8 0.4 -7.7 -2.4 -6.0 -5.5 -1.2 -20.0 -16.7 -20.0 -20.0 -20.0 -17.5 -14.2 -17.0 -15.7 -17.7 -17.1 -11.6 -20.0 -18.4 -15.3 -7.8 0.5 -6.4 -6.0 -7.9 -9.1 -11.5 -5.6 -15.9 15.2 20.0 -12.5 -17.7 -10.4 -15.1 CRUDE_W -15.3 -6.1 -0.2 -3.0 -5.4 0.1 -8.4 0.5 -6.9 -13.2 -4.7 -17.2 -9.9 -16.7 -15.9 1.1 6.8 4.6 5.6 -9.9 -5.9 -17.5 -6.5 -15.7 3.7 -5.7 -5.9 -3.9 -8.2 -3.6 -7.8 -3.6 -1.9 -1.2 -11.8 -11.5 20.0 14.7 -0.2 17.7 DAX 13.9 -7.2 -14.3 5.6 3.4 5.1 2.3 3.8 4.1 -3.4 16.0 3.2 17.2 6.6 5.3 -6.3 -6.5 -5.9 -5.7 4.4 7.7 -0.6 17.1 4.4 -11.1 1.1 -0.5 1.3 -0.5 5.6 2.0 -0.7 -7.5 7.8 -20.0 -20.0 14.7 20.0 20.0 20.0 DOW -13.2 -0.6 10.9 4.7 2.9 4.3 2.0 3.2 3.4 10.6 15.9 5.8 13.2 7.0 13.3 -8.7 -8.3 -8.7 -8.1 9.5 12.6 2.6 11.2 3.7 -12.1 3.7 2.5 4.9 -1.3 4.1 0.0 -4.3 -15.6 -17.8 -3.0 5.1 -20.0 -20.0 -20.0 -20.0 DX 11.6 9.2 5.9 -1.2 0.6 1.7 -2.5 2.7 -3.4 -6.2 -10.3 5.5 -12.0 8.6 4.1 5.4 6.0 5.8 5.8 4.1 -4.5 3.6 -10.3 7.3 -20.0 2.4 -1.1 -1.7 2.0 -4.2 4.1 15.5 20.0 20.0 3.6 3.3 20.0 15.4 17.8 17.2 EUR -11.5 -7.3 -4.6 -1.4 0.7 2.0 -2.9 3.1 -4.0 3.8 13.6 -7.8 14.4 -10.1 0.1 -7.1 -7.5 -7.3 -7.4 -1.8 8.3 -4.3 14.2 -6.8 13.0 -0.7 0.3 4.8 -2.7 7.5 -4.0 -7.5 0.4 1.3 -1.8 2.2 -15.0 -20.0 -20.0 -20.0 EURIBOR-ICE 15.2 1.4 -5.4 2.6 6.1 0.7 7.7 -0.9 5.4 7.2 9.3 10.8 10.4 7.5 2.8 12.3 10.4 12.8 12.4 5.5 3.1 18.3 5.3 13.0 5.5 2.8 6.1 1.0 9.0 1.3 6.4 14.1 12.3 10.5 2.6 -1.4 10.4 20.0 12.6 20.0 EUROSTX 11.7 8.2 1.2 5.9 3.6 5.3 2.4 4.0 4.3 14.6 18.9 14.6 17.3 16.3 16.9 -3.3 -1.1 -2.7 -1.8 15.9 13.1 14.4 13.0 16.5 -6.1 5.7 6.7 3.3 5.1 2.3 6.2 7.2 6.1 15.5 -5.9 -12.2 20.0 20.0 20.0 20.0 FEEDCOW 14.6 -11.3 11.2 -4.8 0.2 -4.7 -1.5 -3.7 -3.4 2.5 15.0 10.4 15.3 12.5 14.4 13.7 7.1 15.4 12.4 20.0 20.0 17.9 20.0 20.0 -20.0 5.5 -0.6 6.7 3.5 7.1 5.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -18.4 -1.9 5.1 -2.7 -4.9 0.1 -7.5 0.5 -6.2 -12.0 4.9 -15.8 1.8 -11.0 -4.3 16.9 13.1 18.3 15.6 -2.2 3.8 -17.6 3.0 -12.1 -0.5 -0.8 -6.5 2.4 -8.7 1.8 -5.9 9.9 -2.0 -0.4 7.5 6.7 16.2 11.6 9.5 10.1 GASOLINE -16.5 -6.0 0.9 -2.9 -5.3 0.1 -8.1 0.5 -6.7 -13.4 2.0 -16.4 -1.1 -14.9 -12.2 17.8 20.0 20.0 20.0 -6.9 -1.5 -15.2 -0.5 -13.5 -19.8 -5.3 -5.4 -2.6 -7.9 -1.1 -7.7 20.0 1.8 -2.8 -10.4 -8.9 20.0 20.0 20.0 20.0 GAS_US_mini 9.2 7.8 -13.3 -3.8 -6.9 0.1 -10.6 0.6 -8.7 3.9 -20.0 -6.8 -17.9 -8.1 -20.0 -20.0 -20.0 -20.0 -20.0 -11.3 -16.0 -1.1 -14.2 -6.8 20.0 -5.3 14.4 -6.8 -0.4 -5.3 -3.7 -20.0 16.4 20.0 8.9 -20.0 -2.1 -20.0 -20.0 -20.0 GBP -6.7 -7.2 -7.5 -1.9 0.9 2.7 -4.0 4.3 -5.5 11.8 12.9 -3.4 17.1 -11.5 -6.1 0.7 -0.1 0.2 -0.0 -4.3 5.2 -1.2 14.0 -6.7 1.0 -0.7 3.5 5.0 -0.9 9.5 -3.7 5.1 4.9 6.5 -0.4 -2.9 8.8 -2.9 6.5 -1.3 GOLD_micro 7.5 20.0 -2.3 4.8 1.4 3.9 3.8 2.9 5.0 12.4 15.6 14.1 15.1 15.2 15.5 -11.5 -11.6 -11.8 -11.3 20.0 20.0 20.0 20.0 20.0 -20.0 5.3 5.5 3.8 6.5 3.1 6.4 -9.0 20.0 20.0 20.0 17.9 -17.6 1.0 -20.0 -6.8 HEATOIL -17.5 -6.9 2.8 -3.0 -5.3 0.1 -8.3 0.5 -6.8 -10.9 7.1 -16.1 3.8 -13.9 -7.2 6.4 8.4 8.1 8.2 -5.0 2.5 -16.7 3.6 -13.6 -20.0 -4.4 -5.4 -0.3 -8.4 1.7 -7.6 0.6 1.7 -0.8 -9.0 -3.4 14.2 6.4 -7.5 -6.7 JGB-SGX-mini 3.6 -3.8 -7.2 1.9 4.4 0.5 5.5 -0.6 3.9 -1.5 -9.3 -0.4 -8.8 -6.0 -8.9 3.5 12.6 8.1 10.6 -6.4 -8.6 0.1 -9.6 -2.4 -5.8 -2.6 -1.1 -3.5 0.6 -4.1 -0.6 14.5 -8.6 -9.9 -10.8 -12.7 -20.0 -17.9 -14.6 -20.0 JPY -7.3 -6.9 -10.1 -0.9 0.5 1.3 -1.9 2.1 -2.7 7.0 -8.5 -4.3 -6.0 -6.0 -9.0 -9.2 -10.9 -9.9 -10.1 -9.3 -7.1 -4.0 -5.1 -8.9 20.0 -3.3 0.7 -2.2 -1.9 -1.5 -3.6 -12.6 -0.2 -4.2 -10.0 -11.0 -4.1 -10.6 -7.2 -10.6 LEANHOG -20.0 -7.7 2.9 -7.4 0.4 -7.3 -2.2 -5.7 -5.2 -20.0 17.6 -20.0 18.8 -16.2 0.8 20.0 20.0 20.0 20.0 -2.7 12.2 -20.0 17.9 -19.7 -0.7 -1.8 -8.6 3.3 -11.4 5.7 -8.2 20.0 -20.0 -17.8 20.0 20.0 18.0 15.4 20.0 20.0 LIVECOW 6.3 -9.0 7.6 -6.2 0.3 -6.2 -1.9 -4.8 -4.4 4.0 19.2 12.0 19.6 13.7 17.6 -17.8 10.9 -5.3 5.3 20.0 20.0 18.6 20.0 20.0 -20.0 6.8 0.3 8.8 5.7 10.4 6.6 20.0 20.0 20.0 20.0 20.0 20.0 14.9 20.0 20.0 LUMBER-new 20.0 -4.2 -11.0 -5.6 0.3 -5.6 -1.7 -4.3 -4.0 3.0 -10.8 13.8 -8.8 7.5 -8.2 -20.0 -20.0 -20.0 -20.0 -4.0 -10.8 10.4 -9.3 8.4 NaN -0.7 -0.8 -2.2 3.4 -1.3 3.0 -20.0 13.2 20.0 18.3 16.7 19.1 20.0 20.0 20.0 MXP -8.0 -1.0 6.9 -1.9 0.9 2.8 -4.0 4.4 -5.6 13.1 20.0 10.4 18.4 17.3 20.0 12.8 12.7 12.9 12.5 16.2 20.0 4.0 20.0 7.1 -20.0 8.2 2.9 12.4 1.3 11.7 3.3 20.0 12.7 20.0 20.0 20.0 5.3 7.4 1.7 9.9 NASDAQ_micro -16.6 -1.5 5.9 4.6 2.8 4.1 1.9 3.1 3.3 9.8 16.1 6.1 15.1 10.9 13.6 -9.6 -8.9 -9.8 -9.1 15.2 19.0 7.0 18.2 9.4 -20.0 5.0 2.7 5.8 0.7 5.2 2.4 -5.7 -5.7 -7.0 7.2 13.2 -20.0 -20.0 -20.0 -20.0 NIKKEI -14.2 2.1 13.1 3.5 2.1 3.2 1.5 2.4 2.6 7.4 12.3 8.4 10.7 10.2 11.5 0.9 8.3 4.8 7.0 17.4 15.4 14.5 10.9 16.3 -10.0 4.5 3.1 3.7 3.3 2.2 4.1 20.0 20.0 20.0 20.0 20.0 3.7 12.1 20.0 19.7 NZD -11.6 -11.2 -11.1 -1.4 0.7 2.0 -2.9 3.2 -4.1 -7.6 -1.0 -14.6 -5.2 -16.6 -16.5 -3.8 -2.8 -3.7 -3.4 -16.1 -9.7 -11.8 -5.0 -17.2 12.8 -5.3 -0.3 -2.9 -4.5 -1.7 -6.3 0.0 -10.3 -8.4 -14.5 -14.1 20.0 20.0 20.0 20.0 OAT 17.1 7.6 -1.6 3.0 7.0 0.8 8.8 -1.0 6.1 11.1 3.6 13.6 -4.7 12.6 4.5 16.8 10.4 16.3 14.2 5.5 -1.0 20.0 -4.0 15.5 1.4 2.7 7.1 -0.0 10.0 -0.9 7.2 15.0 13.0 10.6 1.5 -6.5 10.9 20.0 10.8 20.0 OATIES 1.5 -14.5 -20.0 -6.9 0.4 -6.9 -2.1 -5.3 -4.9 15.9 -20.0 -5.3 -12.5 -15.6 -20.0 -20.0 -8.0 -20.0 -15.2 -20.0 -20.0 -4.2 -15.2 -16.3 -14.1 -7.7 2.0 -6.8 -2.0 -4.7 -5.7 -4.1 19.9 -12.2 5.0 -2.9 -20.0 -11.1 -20.0 -10.6 OJ -20.0 -14.7 -6.0 -2.3 0.1 -2.3 -0.7 -1.8 -1.6 -5.6 -4.3 -7.1 -5.2 -7.2 -5.0 -3.3 5.4 -0.3 2.0 -9.6 -7.1 -15.1 -6.7 -13.8 -20.0 -2.1 -3.1 -1.6 -3.8 -1.4 -3.3 20.0 -18.7 -15.0 1.5 6.8 -7.9 -14.2 -2.8 -12.3 PALLAD 17.6 10.1 5.9 3.8 1.2 3.1 3.1 2.3 4.0 1.8 8.4 7.7 6.0 10.0 9.0 -3.0 -2.9 -3.0 -3.0 14.7 9.7 16.9 5.7 19.5 17.6 3.9 1.2 2.9 4.3 2.1 5.0 5.4 20.0 16.4 3.5 1.1 -20.0 -20.0 -20.0 -20.0 PLAT 7.3 3.8 5.6 4.2 1.3 3.5 3.4 2.5 4.4 -4.4 12.2 7.4 10.4 10.7 11.7 -3.8 -3.5 -3.4 -3.2 17.4 16.4 7.9 13.5 15.7 1.0 4.5 -0.7 4.6 2.1 4.2 4.1 4.7 -18.0 4.6 -3.6 -1.9 20.0 8.4 -7.6 -6.8 REDWHEAT -6.0 -3.6 -15.0 -7.7 0.4 -7.6 -2.3 -5.9 -5.4 4.6 -20.0 -14.5 -20.0 -19.8 -20.0 -20.0 -16.9 -20.0 -19.0 -20.0 -20.0 -9.1 -20.0 -17.6 7.9 -8.5 0.1 -8.4 -4.4 -9.6 -7.8 -16.6 0.7 -8.3 17.3 13.0 -20.0 -20.0 -20.0 -20.0 RICE -9.8 -20.0 -20.0 -3.7 0.2 -3.7 -1.1 -2.8 -2.6 -10.3 -12.4 -11.2 -11.9 -11.9 -12.4 -19.2 -9.9 -18.2 -16.1 -20.0 -20.0 -15.0 -20.0 -19.3 -1.7 -4.4 -3.1 -4.5 -3.5 -4.5 -4.1 -8.9 -15.1 -17.6 -8.0 -10.6 -8.8 -8.5 -2.3 -8.0 ROBUSTA 4.8 11.7 12.0 -2.7 0.1 -2.7 -0.8 -2.1 -1.9 2.7 -0.3 6.1 -0.5 0.8 4.7 8.8 14.6 13.4 13.9 5.0 1.7 3.3 0.2 4.3 -20.0 1.6 0.4 0.5 0.8 0.2 1.2 20.0 4.8 8.5 18.0 20.0 -1.0 17.8 5.0 20.0 RUSSELL -12.0 2.6 16.7 4.0 2.5 3.7 1.7 2.7 2.9 6.8 13.3 6.9 8.4 9.3 12.4 -5.2 -5.5 -5.3 -5.2 11.0 11.5 4.7 7.5 7.1 6.4 4.4 0.8 4.7 0.5 2.9 2.0 0.5 -5.3 -9.0 5.3 11.2 -20.0 -20.0 -20.0 -20.0 SHATZ 18.1 -1.8 -12.1 3.1 7.3 0.9 9.2 -1.0 6.5 9.1 -5.3 13.7 0.4 7.1 -8.1 -13.8 -18.7 -19.2 -17.7 -1.6 -6.7 18.6 -4.6 11.0 7.1 0.3 6.4 -2.3 9.7 -1.6 6.1 -20.0 7.2 9.5 -6.7 -12.8 15.9 20.0 20.0 20.0 SILVER-mini -1.4 7.0 4.9 4.9 1.5 4.0 3.9 2.9 5.1 4.7 15.5 10.8 14.7 13.9 15.1 -6.6 -6.8 -7.0 -6.8 20.0 20.0 20.0 14.8 20.0 -7.9 5.5 1.9 4.5 4.4 3.2 5.7 -1.1 7.3 20.0 20.0 18.5 20.0 20.0 7.1 3.9 SMI 20.0 10.7 4.9 4.9 3.0 4.5 2.1 3.3 3.6 14.6 8.4 15.3 6.6 14.5 12.7 5.5 3.1 3.6 2.9 14.7 8.3 18.3 5.8 19.3 9.0 4.6 4.7 2.1 5.8 1.0 6.1 14.7 14.5 20.0 -0.1 -8.7 20.0 20.0 20.0 20.0 SOFR -3.3 -4.0 8.0 3.7 8.7 1.0 11.0 -1.2 7.7 12.2 16.5 13.1 13.9 1.8 10.3 6.9 5.2 7.1 6.5 8.5 13.9 12.5 14.3 7.5 -20.0 4.7 7.2 6.8 7.5 6.5 4.6 4.3 -2.8 -11.7 1.7 15.2 2.6 -14.8 -11.1 -20.0 SOYBEAN -3.6 -2.3 2.7 -7.3 0.4 -7.2 -2.2 -5.6 -5.1 13.6 2.5 3.0 -10.4 -10.5 1.7 -5.1 -7.3 -8.2 -8.8 -2.2 -1.4 3.8 -7.6 -2.5 -4.6 1.9 12.5 3.6 3.1 -1.6 -0.4 -0.1 17.2 7.0 20.0 20.0 -13.3 -3.5 -11.5 0.7 SOYMEAL 1.7 -3.0 -1.5 -7.4 0.4 -7.3 -2.2 -5.7 -5.2 18.5 -20.0 6.0 -20.0 -13.5 -16.6 -20.0 -16.5 -20.0 -19.8 -12.7 -19.0 8.3 -20.0 -4.8 -18.8 -4.5 17.9 -7.5 6.5 -12.3 -1.3 -17.2 20.0 3.7 20.0 20.0 -20.0 -20.0 -13.1 -20.0 SOYOIL 2.7 -13.5 -5.0 -6.2 0.3 -6.1 -1.9 -4.7 -4.3 15.3 5.9 11.3 9.6 -9.8 -11.4 -7.3 -3.7 -6.3 -4.9 -6.4 0.8 6.1 8.5 -2.0 -15.5 -2.7 5.8 0.4 3.6 2.9 -0.5 6.9 20.0 13.5 13.9 20.0 -20.0 -12.5 -20.0 -13.4 SP400 -12.5 -4.8 8.1 4.0 2.4 3.6 1.7 2.7 2.9 5.7 11.5 3.1 5.7 1.2 5.4 -6.1 -6.0 -6.1 -5.9 1.9 4.9 -1.6 4.1 -2.0 -0.8 0.5 0.2 2.1 -3.3 1.3 -2.8 -0.5 -15.4 -20.0 -12.6 -4.8 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.3 6.2 4.8 2.9 4.3 2.0 3.2 3.5 8.9 16.9 6.1 15.9 8.9 13.9 -10.0 -9.7 -10.4 -9.7 12.3 16.9 3.2 16.4 5.4 -17.5 3.8 0.6 5.3 -2.3 4.7 -0.2 -6.8 -20.0 -20.0 0.0 12.4 -20.0 -20.0 -20.0 -20.0 SUGAR11 0.5 -2.6 -6.2 -4.8 0.2 -4.7 -1.5 -3.7 -3.4 -9.8 -14.2 -11.3 -13.8 -12.0 -11.7 12.8 6.7 1.5 0.6 -11.0 -11.9 -12.6 -12.2 -11.8 -19.7 -4.9 -4.4 -5.0 -6.5 -4.7 -5.8 20.0 -20.0 -1.9 6.6 9.4 -20.0 -20.0 -19.1 -20.0 US10 0.4 5.4 12.0 3.1 7.2 0.8 9.0 -1.0 6.3 11.2 13.6 12.4 3.6 10.9 13.0 2.6 -0.3 2.1 1.3 10.3 10.6 13.0 6.8 10.3 -5.6 5.3 5.8 5.4 6.5 3.9 5.3 -4.8 0.3 -3.6 9.1 15.3 -12.4 -20.0 -14.9 -20.0 US10U 1.0 9.1 13.3 4.0 9.4 1.1 11.8 -1.3 8.3 17.4 16.6 18.3 0.4 17.1 18.1 2.0 -1.6 0.1 -0.9 15.3 13.4 17.7 6.2 15.4 -11.1 7.4 7.2 6.8 7.8 4.1 7.1 -8.0 1.4 -1.5 19.4 20.0 2.6 -13.2 -12.2 -20.0 US2 3.1 3.9 7.6 2.8 6.5 0.8 8.1 -0.9 5.7 8.5 5.6 10.8 -2.2 7.1 9.1 -10.5 -15.6 -11.9 -13.0 6.1 5.4 10.3 2.5 7.6 17.9 4.1 5.0 3.9 6.4 3.1 4.9 -20.0 -3.6 -4.4 3.1 7.5 -10.7 -10.0 -13.5 -20.0 US20 4.4 14.7 14.6 2.9 6.8 0.8 8.6 -1.0 6.0 14.0 7.1 14.6 -5.5 15.1 14.9 4.5 2.8 4.4 3.9 12.9 8.9 14.1 1.4 13.5 -8.5 5.6 5.1 4.4 5.7 1.8 5.6 0.3 1.1 2.4 15.7 17.5 20.0 12.6 -1.8 -13.4 US30 5.0 15.1 13.0 3.4 7.8 0.9 9.9 -1.1 6.9 16.2 3.1 16.8 -10.1 17.4 16.4 -1.9 -3.3 -3.5 -3.3 12.5 6.7 15.6 -2.5 14.5 -5.3 6.2 6.6 4.2 7.2 0.7 6.7 -11.3 0.3 2.0 14.7 15.7 20.0 8.1 0.4 -14.1 US5 0.1 1.4 8.9 3.0 7.1 0.8 8.9 -1.0 6.2 10.0 12.6 11.3 4.1 7.4 10.5 -1.0 -3.6 -1.8 -2.4 7.6 8.7 11.4 6.5 8.2 -0.1 4.7 5.9 5.2 6.8 4.4 5.1 -10.8 -1.3 -5.1 4.5 11.4 -13.9 -15.4 -13.4 -20.0 VIX 14.3 -1.1 -12.2 -2.6 -1.2 -3.8 5.9 -0.7 3.4 -6.6 -18.8 2.9 -9.6 -3.3 -16.7 -20.0 -20.0 -20.0 -20.0 -5.1 -8.0 6.7 -4.2 4.2 NaN -2.8 -1.4 -4.3 6.8 -1.0 4.1 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -5.3 -2.4 -15.3 -7.8 0.4 -7.7 -2.4 -6.0 -5.5 -9.5 -20.0 -19.0 -20.0 -20.0 -20.0 -19.2 -18.4 -19.0 -18.6 -20.0 -20.0 -12.8 -20.0 -17.0 13.9 -8.0 -2.2 -7.2 -7.4 -8.3 -8.9 -17.6 -11.6 -6.8 20.0 16.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3