******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251021_204409 produced at 2025-10-21 21:40:06.727706 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.92 0.0 0.00 0.00 0.00 0.00 -21.23 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.19 0.0 999.00 -999.00 -0.21 -0.21 -18.82 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.03 -0.14 -0.15 0.0 1.00 -1.00 -0.14 -0.14 -4.33 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 -16.42 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 -4.40 11.0 -5 -5 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.06 0.0 0.00 -0.03 -0.03 -0.03 -5.32 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 -6.83 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.05 0.0 0.99 -0.99 0.00 -0.08 -0.71 13.0 0 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.06 -0.04 0.0 0.00 -0.06 -0.06 -0.06 -8.57 26.0 -13 -12 caleb_strategy_v3 SP500_micro False False 0.02 -0.10 -0.04 0.0 0.79 -0.79 -0.10 -0.05 -2.51 48.0 -6 -3 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.32 -0.32 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.04 0.0 0.14 -0.14 0.00 0.00 -1.27 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.56 -0.56 -0.05 -0.07 -1.05 23.0 -2 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -3.86 18.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 0.00 -0.03 0.0 0.68 -0.68 0.00 0.00 -0.83 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 -2.24 8.0 0 0 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 -2.21 9.0 -4 -4 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.03 0.0 0.75 -0.75 -0.10 -0.08 -2.77 66.0 -9 -7 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 EUR False False 0.07 0.00 -0.02 0.0 0.98 -0.98 0.00 0.00 -0.35 14.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.02 0.0 0.04 -0.04 -0.01 -0.01 -1.11 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -1.59 9.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.75 -0.75 -0.03 -0.03 -0.72 26.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.20 12.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.15 -0.15 -0.03 -0.01 -0.46 10.0 -2 -1 caleb_strategy_v3 NZD False False 0.03 -0.03 -0.00 0.0 0.58 -0.58 -0.03 -0.03 -0.00 21.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.23 68.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.01 -0.00 0.0 0.22 -0.22 0.01 0.00 -0.06 51.0 3 1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.00 0.0 0.03 -0.03 0.00 0.00 0.52 3.0 0 0 caleb_strategy_v3 US5 False False 0.05 -0.05 0.00 0.0 1.33 -1.33 -0.05 0.00 0.03 25.0 -1 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.00 0.0 1.12 -1.12 0.00 -0.04 -0.24 56.0 0 -2 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.00 0.0 0.18 -0.18 -0.03 -0.03 -0.14 7.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.08 999999999.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 0.01 0.0 0.27 -0.27 0.00 0.00 0.08 4.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 0.01 0.0 0.93 -0.93 0.00 0.00 0.18 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.51 -0.51 0.02 0.00 0.36 23.0 1 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.09 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.43 -0.43 0.00 0.07 0.21 6.0 0 1 caleb_strategy_v3 US30 False False 0.06 0.06 0.02 0.0 0.36 -0.36 0.06 0.06 0.25 6.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.04 0.02 0.0 0.80 -0.80 0.04 0.01 1.70 58.0 3 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.00 0.67 4.0 1 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.73 -0.73 0.00 0.00 0.35 13.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.12 0.02 0.0 999.00 -999.00 0.12 0.12 0.36 999999999.0 2 2 caleb_strategy_v3 SOFR False True 0.12 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.24 11.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.52 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.08 0.03 0.0 0.89 -0.89 0.08 0.08 0.74 22.0 2 2 caleb_strategy_v3 US2 False True 0.10 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.25 13.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.07 0.05 0.0 0.73 -0.73 0.07 0.07 0.74 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 1.08 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 1.93 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.07 0.0 0.22 -0.22 0.05 0.05 4.09 13.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.09 0.27 0.09 0.0 0.72 -0.72 0.27 0.18 0.96 8.0 3 2 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.09 0.0 0.64 -0.64 0.13 0.16 2.67 20.0 4 5 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.09 0.0 0.81 -0.81 0.00 0.00 1.86 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 1.64 24.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.30 12.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.14 0.0 1.27 -1.27 0.07 0.07 2.04 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 1.88 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.18 0.0 0.68 -0.68 0.00 0.00 2.63 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.19 0.19 0.0 0.57 -0.57 0.19 0.22 12.08 36.0 12 14 caleb_strategy_v3 OAT False False 0.07 0.42 0.22 0.0 0.69 -0.69 0.42 0.42 3.15 10.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.36 0.51 0.0 0.78 -0.78 0.36 0.36 39.24 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.27 0.0 1.37 -1.37 0.00 0.00 16.52 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.7 Shocked risk 44.2 Sum abs risk 52.7 Leverage 6.72 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2069558.52, 'annual_cash_vol_target': 517389.63, 'daily_cash_vol_target': 32336.851875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6494 0.5501 8.8008 BITCOIN 2201.6623 112795.0000 1.9519 31.2306 BOBL 0.1816 118.6700 0.1530 2.4488 BTP 0.4189 121.8200 0.3438 5.5016 BUND 0.3704 130.2400 0.2844 4.5502 BUXL 0.9174 118.1000 0.7768 12.4294 CAC 63.2357 8252.5000 0.7663 12.2602 CAD 0.0023 0.7154 0.3173 5.0765 CANOLA 6.7316 629.2000 1.0699 17.1179 CHF 0.0057 1.2642 0.4503 7.2053 COCOA 118.3868 5985.0000 1.9781 31.6489 COFFEE 7.1142 392.3500 1.8132 29.0116 COPPER 0.0861 4.9570 1.7362 27.7790 CORN 3.8896 455.7500 0.8535 13.6553 COTTON2 0.6772 64.4100 1.0513 16.8212 CRUDE_W 0.9107 58.2500 1.5635 25.0158 DAX 184.5056 24429.0000 0.7553 12.0844 DOW 323.3627 47195.0000 0.6852 10.9626 DX 0.3800 98.7050 0.3850 6.1595 EUR 0.0050 1.1641 0.4253 6.8056 EURIBOR-ICE 0.0337 97.9250 0.0344 0.5503 EUROSTX 44.6461 5685.0000 0.7853 12.5653 FEEDCOW 3.3565 370.4000 0.9062 14.4991 GASOIL 10.2231 627.5000 1.6292 26.0668 GASOLINE 0.0294 1.7484 1.6830 26.9273 GAS_US_mini 0.1086 4.0700 2.6686 42.6968 GBP 0.0059 1.3373 0.4382 7.0115 GOLD_micro 59.4753 4127.2000 1.4411 23.0569 HEATOIL 0.0344 2.1766 1.5814 25.3023 JGB-SGX-mini 0.2231 136.0500 0.1640 2.6241 JPY 0.0000 0.0066 0.6560 10.4956 LEANHOG 1.0637 85.8250 1.2394 19.8298 LIVECOW 1.9011 245.4250 0.7746 12.3942 LUMBER-new 8.6114 643.0000 1.3392 21.4280 MXP 0.0003 0.0539 0.5343 8.5495 NASDAQ_micro 212.7887 25307.7500 0.8408 13.4529 NIKKEI 615.0406 49445.0000 1.2439 19.9022 NZD 0.0032 0.5756 0.5528 8.8448 OAT 0.3955 123.3100 0.3207 5.1316 OATIES 4.2588 319.2500 1.3340 21.3443 OJ 5.8093 189.8000 3.0608 48.9724 PALLAD 47.5095 1434.0000 3.3131 53.0092 PLAT 38.7066 1535.7000 2.5205 40.3273 REDWHEAT 6.6284 505.2500 1.3119 20.9903 RICE 0.1337 10.7350 1.2450 19.9200 ROBUSTA 87.2718 4580.0000 1.9055 30.4880 RUSSELL 31.3413 2498.6000 1.2544 20.0697 SHATZ 0.0500 107.2000 0.0466 0.7462 SILVER-mini 1.0874 48.2250 2.2548 36.0762 SMI 81.6545 12616.0000 0.6472 10.3557 SOFR 0.0490 96.8800 0.0506 0.8100 SOYBEAN 7.9370 1072.2500 0.7402 11.8435 SOYMEAL 2.9166 293.9000 0.9924 15.8778 SOYOIL 0.6201 51.4200 1.2060 19.2953 SP400 33.6364 3291.2000 1.0220 16.3522 SP500_micro 51.7650 6777.5000 0.7638 12.2204 SUGAR11 0.2516 14.7700 1.7037 27.2597 US10 0.3140 113.7344 0.2761 4.4169 US10U 0.4254 116.7500 0.3644 5.8302 US2 0.0813 104.4492 0.0779 1.2461 US20 0.6189 119.1875 0.5193 8.3087 US30 0.9098 123.7812 0.7350 11.7606 US5 0.2102 109.9062 0.1913 3.0604 VIX 0.5419 20.8000 2.6052 41.6825 WHEAT 6.2180 570.7500 1.0894 17.4311 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.45 0.55 357.23 1.00 357.23 32336.85 90.52 8.19 74.14 BITCOIN 112.80 1.95 220.17 1.00 220.17 32336.85 146.87 -10.31 -151.41 BOBL 1186.70 0.15 181.62 1.17 211.93 32336.85 152.58 13.16 200.79 BTP 1218.20 0.34 418.87 1.17 488.78 32336.85 66.16 11.66 77.13 BUND 1302.40 0.28 370.39 1.17 432.20 32336.85 74.82 9.76 73.04 BUXL 1181.00 0.78 917.45 1.17 1070.56 32336.85 30.21 2.76 8.34 CAC 825.25 0.77 632.36 1.17 737.89 32336.85 43.82 15.37 67.37 CAD 715.35 0.32 226.97 1.00 226.97 32336.85 142.47 -11.69 -166.61 CANOLA 125.84 1.07 134.63 0.71 96.04 32336.85 336.69 -0.08 -2.53 CHF 1580.25 0.45 711.64 1.00 711.64 32336.85 45.44 -6.03 -27.39 COCOA 598.50 1.98 1183.87 1.00 1183.87 32336.85 27.31 -10.78 -29.44 COFFEE 1471.31 1.81 2667.82 1.00 2667.82 32336.85 12.12 13.02 15.78 COPPER 1239.25 1.74 2151.57 1.00 2151.57 32336.85 15.03 0.56 0.84 CORN 227.88 0.85 194.48 1.00 194.48 32336.85 166.27 -5.43 -90.23 COTTON2 322.05 1.05 338.58 1.00 338.58 32336.85 95.51 -18.90 -180.55 CRUDE_W 582.50 1.56 910.73 1.00 910.73 32336.85 35.51 -3.30 -11.71 DAX 244.29 0.76 184.51 1.17 215.30 32336.85 150.20 3.32 49.82 DOW 235.98 0.69 161.68 1.00 161.68 32336.85 200.00 -5.96 -119.20 DX 987.05 0.38 379.98 1.00 379.98 32336.85 85.10 4.87 41.47 EUR 1455.12 0.43 618.94 1.00 618.94 32336.85 52.25 -2.60 -13.60 EURIBOR-ICE 2448.12 0.03 84.20 1.17 98.25 32336.85 329.13 14.69 483.55 EUROSTX 568.50 0.79 446.46 1.17 520.97 32336.85 62.07 12.58 78.05 FEEDCOW 1852.00 0.91 1678.27 1.00 1678.27 32336.85 19.27 15.07 29.04 GASOIL 627.50 1.63 1022.31 1.00 1022.31 32336.85 31.63 4.87 15.41 GASOLINE 734.33 1.68 1235.84 1.00 1235.84 32336.85 26.17 -0.71 -1.86 GAS_US_mini 101.75 2.67 271.53 1.00 271.53 32336.85 119.09 -6.64 -79.03 GBP 835.81 0.44 366.27 1.00 366.27 32336.85 88.29 3.24 28.60 GOLD_micro 412.72 1.44 594.75 1.00 594.75 32336.85 54.37 -1.28 -6.94 HEATOIL 914.17 1.58 1445.67 1.00 1445.67 32336.85 22.37 -6.80 -15.22 JGB-SGX-mini 136050.00 0.16 22313.11 0.01 148.16 32336.85 218.26 -8.97 -195.74 JPY 827.31 0.66 542.69 1.00 542.69 32336.85 59.59 -5.39 -32.10 LEANHOG 343.30 1.24 425.47 1.00 425.47 32336.85 76.00 8.84 67.20 LIVECOW 981.70 0.77 760.46 1.00 760.46 32336.85 42.52 13.21 56.18 LUMBER-new 176.82 1.34 236.81 1.00 236.81 32336.85 136.55 1.56 21.28 MXP 269.70 0.53 144.11 1.00 144.11 32336.85 224.39 11.90 266.97 NASDAQ_micro 506.16 0.84 425.58 1.00 425.58 32336.85 75.98 -5.94 -45.15 NIKKEI 49445.00 1.24 61504.06 0.01 408.38 32336.85 79.18 14.07 111.42 NZD 575.65 0.55 318.22 1.00 318.22 32336.85 101.62 -0.01 -0.08 OAT 1233.10 0.32 395.49 1.17 461.49 32336.85 70.07 13.15 92.16 OATIES 159.62 1.33 212.94 1.00 212.94 32336.85 151.86 -18.45 -280.23 OJ 284.70 3.06 871.40 1.00 871.40 32336.85 37.11 -12.30 -45.65 PALLAD 1434.00 3.31 4750.95 1.00 4750.95 32336.85 6.81 5.97 4.06 PLAT 767.85 2.52 1935.33 1.00 1935.33 32336.85 16.71 3.26 5.45 REDWHEAT 252.62 1.31 331.42 1.00 331.42 32336.85 97.57 -17.30 -168.79 RICE 214.70 1.24 267.30 1.00 267.30 32336.85 120.98 -18.06 -218.43 ROBUSTA 458.00 1.91 872.72 1.00 872.72 32336.85 37.05 7.23 26.80 RUSSELL 124.93 1.25 156.71 1.00 156.71 32336.85 206.35 0.33 6.88 SHATZ 1072.00 0.05 50.00 1.17 58.34 32336.85 554.27 2.92 161.78 SILVER-mini 1205.62 2.25 2718.40 1.00 2718.40 32336.85 11.90 8.81 10.48 SMI 1261.60 0.65 816.55 1.26 1029.75 32336.85 31.40 17.57 55.17 SOFR 2422.00 0.05 122.62 1.00 122.62 32336.85 263.72 0.15 3.95 SOYBEAN 536.12 0.74 396.85 1.00 396.85 32336.85 81.48 -1.79 -14.57 SOYMEAL 293.90 0.99 291.66 1.00 291.66 32336.85 110.87 -15.38 -170.57 SOYOIL 308.52 1.21 372.06 1.00 372.06 32336.85 86.91 -5.72 -49.68 SP400 3291.20 1.02 3363.64 1.00 3363.64 32336.85 9.61 -7.18 -6.91 SP500_micro 338.88 0.76 258.82 1.00 258.82 32336.85 124.94 -8.63 -107.88 SUGAR11 165.42 1.70 281.84 1.00 281.84 32336.85 114.74 -13.82 -158.61 US10 1137.34 0.28 313.97 1.00 313.97 32336.85 102.99 1.41 14.54 US10U 1167.50 0.36 425.42 1.00 425.42 32336.85 76.01 3.62 27.51 US2 2088.98 0.08 162.69 1.00 162.69 32336.85 198.76 0.99 19.72 US20 1191.88 0.52 618.93 1.00 618.93 32336.85 52.25 7.81 40.80 US30 1237.81 0.74 909.84 1.00 909.84 32336.85 35.54 5.64 20.03 US5 1099.06 0.19 210.22 1.00 210.22 32336.85 153.82 0.14 2.15 VIX 208.00 2.61 541.87 1.00 541.87 32336.85 59.68 -12.76 -76.16 WHEAT 285.38 1.09 310.90 1.00 310.90 32336.85 104.01 -15.99 -166.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 74.142 0.010 2.5 1.926 BITCOIN -151.406 0.043 2.5 -16.418 BOBL 200.788 0.004 2.5 2.039 BTP 77.134 0.014 2.5 2.635 BUND 73.038 0.004 2.5 0.742 BUXL 8.339 0.004 2.5 0.085 CAC 67.372 0.014 2.5 2.301 CAD -166.610 0.010 2.5 -4.329 CANOLA -2.527 0.010 2.5 -0.062 CHF -27.389 0.010 2.5 -0.712 COCOA -29.442 0.010 2.5 -0.717 COFFEE 15.779 0.005 2.5 0.210 COPPER 0.844 0.043 2.5 0.092 CORN -90.230 0.010 2.5 -2.198 COTTON2 -180.550 0.010 2.5 -4.399 CRUDE_W -11.713 0.043 2.5 -1.270 DAX 49.819 0.014 2.5 1.702 DOW -119.199 0.009 2.5 -2.774 DX 41.467 0.010 2.5 1.077 EUR -13.598 0.010 2.5 -0.353 EURIBOR-ICE 483.547 0.014 2.5 16.516 EUROSTX 78.055 0.014 2.5 2.666 FEEDCOW 29.044 0.013 2.5 0.964 GASOIL 15.411 0.017 2.5 0.669 GASOLINE -1.855 0.017 2.5 -0.081 GAS_US_mini -79.031 0.043 2.5 -8.570 GBP 28.601 0.010 2.5 0.743 GOLD_micro -6.938 0.014 2.5 -0.237 HEATOIL -15.216 0.017 2.5 -0.661 JGB-SGX-mini -195.738 0.043 2.5 -21.226 JPY -32.095 0.010 2.5 -0.834 LEANHOG 67.200 0.024 2.5 4.090 LIVECOW 56.181 0.013 2.5 1.864 LUMBER-new 21.276 0.010 2.5 0.518 MXP 266.968 0.059 2.5 39.239 NASDAQ_micro -45.149 0.009 2.5 -1.051 NIKKEI 111.420 0.043 2.5 12.082 NZD -0.085 0.010 2.5 -0.002 OAT 92.160 0.014 2.5 3.148 OATIES -280.233 0.010 2.5 -6.827 OJ -45.646 0.010 2.5 -1.112 PALLAD 4.061 0.014 2.5 0.139 PLAT 5.447 0.014 2.5 0.186 REDWHEAT -168.789 0.005 2.5 -2.242 RICE -218.435 0.010 2.5 -5.322 ROBUSTA 26.799 0.005 2.5 0.356 RUSSELL 6.878 0.013 2.5 0.228 SHATZ 161.782 0.004 2.5 1.643 SILVER-mini 10.481 0.014 2.5 0.358 SMI 55.173 0.014 2.5 1.885 SOFR 3.950 0.024 2.5 0.240 SOYBEAN -14.568 0.004 2.5 -0.136 SOYMEAL -170.567 0.004 2.5 -1.589 SOYOIL -49.677 0.004 2.5 -0.463 SP400 -6.906 0.013 2.5 -0.229 SP500_micro -107.876 0.009 2.5 -2.511 SUGAR11 -158.611 0.010 2.5 -3.864 US10 14.539 0.005 2.5 0.185 US10U 27.507 0.005 2.5 0.349 US2 19.721 0.005 2.5 0.250 US20 40.798 0.005 2.5 0.518 US30 20.030 0.005 2.5 0.254 US5 2.148 0.005 2.5 0.027 VIX -76.156 0.099 2.5 -18.825 WHEAT -166.351 0.005 2.5 -2.210 ===================== Position diags ===================== AUD 2.35 BITCOIN 15.93 BOBL 1.55 BTP 2.26 BUND 0.76 BUXL 0.31 CAC 1.50 CAD 3.70 CANOLA 8.20 CHF 1.18 COCOA 0.67 COFFEE 0.16 COPPER 1.63 CORN 4.05 COTTON2 2.33 CRUDE_W 3.85 DAX 5.13 DOW 4.65 DX 2.21 EUR 1.36 EURIBOR-ICE 11.24 EUROSTX 2.12 FEEDCOW 0.64 GASOIL 1.37 GASOLINE 1.14 GAS_US_mini 12.91 GBP 2.29 GOLD_micro 1.86 HEATOIL 0.97 JGB-SGX-mini 23.67 JPY 1.55 LEANHOG 4.63 LIVECOW 1.41 LUMBER-new 3.33 MXP 32.98 NASDAQ_micro 1.77 NIKKEI 8.59 NZD 2.64 OAT 2.39 OATIES 3.70 OJ 0.90 PALLAD 0.23 PLAT 0.57 REDWHEAT 1.30 RICE 2.95 ROBUSTA 0.49 RUSSELL 6.85 SHATZ 5.63 SILVER-mini 0.41 SMI 1.07 SOFR 16.05 SOYBEAN 0.76 SOYMEAL 1.03 SOYOIL 0.81 SP400 0.32 SP500_micro 2.91 SUGAR11 2.80 US10 1.31 US10U 0.96 US2 2.52 US20 0.66 US30 0.45 US5 1.95 VIX 14.75 WHEAT 1.38 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 -16.4 -18.0 -14.8 0.0 0 BOBL 2.0 1.9 2.2 1.0 1 BTP 2.6 2.4 2.9 0.0 0 BUND 0.7 0.7 0.8 1.0 1 BUXL 0.1 0.1 0.1 0.0 0 CAC 2.3 2.2 2.5 0.0 0 CAD -4.3 -4.7 -4.0 -4.0 -4 CANOLA -0.1 -0.9 0.8 3.0 3 CHF -0.7 -0.8 -0.6 0.0 0 COCOA -0.7 -0.8 -0.7 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.1 -0.1 0.3 0.0 0 CORN -2.2 -2.6 -1.8 -3.0 -3 COTTON2 -4.4 -4.6 -4.2 -5.0 -5 CRUDE_W -1.3 -1.7 -0.9 0.0 0 DAX 1.7 1.2 2.2 3.0 3 DOW -2.8 -3.2 -2.3 -9.0 -9 DX 1.1 0.9 1.3 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 16.5 15.4 17.6 0.0 0 EUROSTX 2.7 2.5 2.9 4.0 4 FEEDCOW 1.0 0.9 1.0 3.0 3 GASOIL 0.7 0.5 0.8 1.0 1 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini -8.6 -9.9 -7.3 -13.0 -13 GBP 0.7 0.5 1.0 2.0 2 GOLD_micro -0.2 -0.4 -0.1 0.0 0 HEATOIL -0.7 -0.8 -0.6 -1.0 -1 JGB-SGX-mini -21.2 -23.6 -18.9 0.0 0 JPY -0.8 -1.0 -0.7 0.0 0 LEANHOG 4.1 3.6 4.6 3.0 3 LIVECOW 1.9 1.7 2.0 0.0 0 LUMBER-new 0.5 0.2 0.9 0.0 0 MXP 39.2 35.9 42.5 28.0 28 NASDAQ_micro -1.1 -1.2 -0.9 -2.0 -2 NIKKEI 12.1 11.2 12.9 12.0 12 NZD -0.0 -0.3 0.3 -1.0 -1 OAT 3.1 2.9 3.4 6.0 6 OATIES -6.8 -7.2 -6.5 NaN 0 OJ -1.1 -1.2 -1.0 -1.0 -1 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -2.2 -2.4 -2.1 0.0 0 RICE -5.3 -5.6 -5.0 -3.0 -3 ROBUSTA 0.4 0.3 0.4 1.0 1 RUSSELL 0.2 -0.5 0.9 0.0 0 SHATZ 1.6 1.1 2.2 NaN 0 SILVER-mini 0.4 0.3 0.4 2.0 2 SMI 1.9 1.8 2.0 0.0 0 SOFR 0.2 -1.4 1.8 NaN 0 SOYBEAN -0.1 -0.2 -0.1 -1.0 -1 SOYMEAL -1.6 -1.7 -1.5 -2.0 -2 SOYOIL -0.5 -0.5 -0.4 -2.0 -2 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.5 -2.8 -2.2 -6.0 -6 SUGAR11 -3.9 -4.1 -3.6 -5.0 -5 US10 0.2 0.1 0.3 0.0 0 US10U 0.3 0.3 0.4 0.0 0 US2 0.3 -0.0 0.5 NaN 0 US20 0.5 0.5 0.6 0.0 0 US30 0.3 0.2 0.3 1.0 1 US5 0.0 -0.2 0.2 -1.0 -1 VIX -18.8 -20.3 -17.3 -21.0 -21 WHEAT -2.2 -2.3 -2.1 -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 -0.1 -0.2 -0.2 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.4 -0.2 0.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.0 0.0 -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 0.6 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 0.3 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 -0.0 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 0.1 0.2 0.1 0.5 0.3 0.3 0.2 0.1 0.3 0.7 0.3 0.7 BUND 0.5 0.3 0.1 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 -0.0 0.1 0.1 0.2 0.4 0.2 -0.1 0.5 0.7 0.5 0.7 BUXL 0.5 0.4 -0.0 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 0.2 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 0.1 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 -0.2 -0.4 0.7 0.7 0.7 0.7 CAD -0.4 -0.5 -0.4 -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 -0.1 -0.2 -0.2 2.7 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.4 -0.1 -0.5 -0.6 -0.5 -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 0.0 -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 -0.0 0.0 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 0.1 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 0.0 0.1 0.0 0.2 0.0 -1.1 0.2 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 -0.3 -0.1 0.0 -0.1 -0.1 -0.0 0.2 0.0 0.1 -0.2 -0.2 -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 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.4 0.1 0.1 0.3 0.2 0.3 0.2 0.2 0.1 0.1 0.4 0.2 -2.7 0.1 0.0 0.1 0.0 0.2 0.0 1.1 0.5 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.5 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 0.0 -0.6 0.0 -0.0 0.0 0.0 0.1 0.0 0.1 -0.2 -0.3 -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 -0.0 -0.1 -0.0 -0.3 -0.0 -1.1 -0.1 0.0 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 -0.3 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -2.0 -0.1 0.0 -0.2 -0.0 -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 -0.1 -0.2 -0.2 0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -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 0.0 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 0.0 0.0 0.0 0.2 0.0 -0.0 -0.2 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 0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.6 0.0 0.1 0.1 0.0 0.1 0.0 -0.2 -0.3 -0.5 -0.1 0.1 -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 -0.0 -0.3 0.1 -0.4 0.1 0.1 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 -0.1 0.0 0.8 0.4 0.6 0.1 0.2 0.7 0.5 0.6 0.6 EUR -0.4 -0.3 -0.2 -0.0 -0.0 0.0 -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 -0.1 0.4 -0.1 1.8 -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 0.6 0.1 -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 0.0 0.0 0.1 0.0 0.1 0.8 0.3 0.4 0.1 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.4 0.3 0.1 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 0.4 -0.2 -0.4 0.7 0.7 0.7 0.7 FEEDCOW 0.5 -0.3 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 0.1 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 -0.1 0.3 0.3 0.4 0.3 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 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 0.0 -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 -0.4 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.3 -0.4 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.5 0.0 -0.6 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.4 -0.0 2.7 -0.0 0.2 -0.2 0.1 -0.2 -0.0 -1.1 0.4 0.6 0.4 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.2 -0.3 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.0 0.3 -0.0 0.6 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 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 -0.4 0.2 -0.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.0 0.1 0.0 0.1 0.1 -0.5 0.5 0.6 0.6 0.6 -0.5 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 -0.1 0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.0 -0.3 -0.1 0.5 0.2 -0.2 -0.2 JGB-SGX-mini 0.1 -0.2 -0.3 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 -0.2 -0.0 0.8 -0.2 -0.3 -0.3 -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 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 0.1 -0.2 -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 -0.1 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 -0.0 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 0.3 -0.3 0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.1 0.5 0.1 0.7 0.1 0.2 -0.3 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 -0.1 -0.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.0 -0.3 0.1 -0.4 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.1 0.1 -0.3 0.1 NaN -0.0 -0.0 -0.1 0.0 -0.1 0.0 -1.2 0.3 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 -0.1 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 0.3 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 -0.4 0.2 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 0.0 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 0.3 0.6 0.6 0.6 0.1 0.4 0.6 0.6 NZD -0.3 -0.4 -0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 1.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.4 -0.5 0.6 0.7 0.7 0.7 OAT 0.6 0.3 -0.0 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.2 -0.2 0.1 0.1 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 0.4 0.4 0.1 -0.2 0.3 0.7 0.3 0.7 OATIES 0.1 -0.5 -0.6 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.5 -0.0 -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 0.4 -0.3 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 -0.0 -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 -0.2 -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 0.4 0.3 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.2 2.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 0.5 0.5 0.1 0.0 -0.7 -0.7 -0.7 -0.7 PLAT -0.1 -0.0 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.4 -0.0 -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 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 1.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.9 -0.2 -0.4 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE -0.4 -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 -0.4 -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 0.1 -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 0.1 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.2 0.4 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 0.8 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.1 -0.3 0.1 0.3 -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 0.0 -0.1 0.1 -0.1 0.1 -1.1 0.1 0.3 -0.2 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.4 0.0 0.0 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 -1.0 0.1 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 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 0.1 0.2 0.2 1.2 0.1 0.0 0.1 0.1 0.0 0.1 0.8 0.2 0.6 -0.0 -0.3 0.7 0.7 0.7 0.7 SOFR -0.0 -0.1 0.3 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.5 0.2 0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.4 0.1 -2.7 0.1 0.1 0.2 0.1 0.2 0.1 0.2 -0.1 -0.4 0.0 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 0.1 -0.4 -0.1 0.0 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 0.1 -0.2 -0.0 -0.6 0.0 0.1 0.1 0.1 -0.1 0.0 -0.0 0.2 0.3 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 -0.0 -2.5 -0.0 0.2 -0.2 0.1 -0.4 0.0 -0.9 0.5 0.4 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 0.0 0.2 -0.0 -2.1 -0.0 0.0 0.0 0.0 0.1 -0.0 0.4 0.1 0.4 0.5 0.6 -0.7 -0.4 -0.7 -0.5 SP400 -0.4 -0.2 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.1 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 -0.2 -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 0.4 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 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 -0.0 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 -0.1 -0.1 -0.1 -0.2 -0.1 1.1 -0.5 -0.2 0.2 0.3 -0.7 -0.7 -0.6 -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 0.2 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 0.1 0.3 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.5 0.2 0.0 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 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 0.2 0.1 0.3 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 -0.2 -0.2 0.1 0.2 -0.4 -0.3 -0.5 -0.7 US20 0.2 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 0.2 0.1 0.1 0.0 0.2 -1.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.5 0.6 0.7 0.4 -0.1 -0.5 US30 0.2 0.5 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.2 0.1 0.2 -0.4 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.2 -0.1 0.2 -0.7 0.1 0.1 0.1 0.1 0.0 0.1 -0.6 0.1 0.1 0.5 0.5 0.7 0.3 0.0 -0.5 US5 0.1 0.0 0.3 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.3 0.1 0.2 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 -0.1 -0.2 0.1 0.4 -0.5 -0.5 -0.4 -0.7 VIX 0.7 -0.0 -0.6 -0.0 -0.1 -0.2 0.1 -0.0 0.0 -0.2 -0.8 -0.1 -0.5 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.0 -0.2 0.0 NaN -0.0 -0.1 -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 -0.2 -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 -0.4 -0.3 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 -11.8 -0.6 2.8 -1.9 -2.6 2.2 -4.3 3.7 -5.1 -15.3 15.6 -17.3 3.5 -12.4 -2.8 -0.9 -1.4 -1.2 -1.3 -2.5 3.8 -12.8 2.8 -10.6 15.2 -1.0 -4.8 2.1 -7.8 0.5 -6.3 3.1 -15.3 -0.2 3.9 7.7 20.0 20.0 20.0 20.0 BITCOIN -2.1 -6.6 -7.6 7.8 -3.8 6.7 3.2 4.9 7.2 -10.9 15.4 -15.2 19.5 -11.3 -5.1 -6.4 -7.4 -7.1 -7.2 -2.6 8.1 -20.0 18.1 -14.4 -20.0 -2.7 -4.3 1.8 -9.6 6.9 -6.7 -2.1 -20.0 -20.0 -20.0 -20.0 11.7 -4.2 -15.7 -9.4 BOBL 17.5 4.5 -2.0 3.5 7.1 1.1 8.9 -1.0 6.8 10.0 5.0 13.9 -1.0 11.3 3.1 20.0 3.5 20.0 10.7 6.6 0.4 20.0 -2.0 16.1 2.8 3.4 6.1 0.4 9.7 -0.6 7.9 5.3 10.1 12.5 2.7 -4.1 15.3 20.0 20.0 20.0 BTP 13.0 6.1 0.1 4.6 9.2 1.4 11.6 -1.2 8.8 20.0 20.0 20.0 17.7 20.0 18.0 7.3 8.9 9.1 9.6 13.7 10.2 20.0 11.4 20.0 -20.0 6.7 11.5 4.6 13.8 4.9 11.1 10.2 12.7 9.9 5.7 3.7 8.7 20.0 9.6 20.0 BUND 15.4 7.9 1.8 3.8 7.7 1.2 9.7 -1.0 7.3 13.8 4.8 16.3 -7.8 15.0 6.2 -5.6 4.2 0.2 3.8 8.4 0.3 20.0 -5.7 17.5 -0.9 4.4 8.3 0.7 10.9 -1.3 8.9 1.9 9.3 11.8 5.5 -3.6 13.6 20.0 16.1 20.0 BUXL 16.8 11.6 -1.1 3.6 7.3 1.1 9.2 -1.0 7.0 15.0 -11.3 16.1 -16.5 15.5 0.6 4.2 2.7 3.8 3.5 4.0 -7.5 18.1 -15.6 14.4 -2.3 2.7 8.1 -2.3 9.7 -4.8 7.9 -0.4 5.2 9.7 2.7 -12.1 7.6 14.0 -4.3 3.6 CAC 15.7 10.2 4.2 6.0 4.5 5.4 3.4 4.0 4.6 18.0 16.1 18.5 12.5 17.6 15.6 -3.3 -1.3 -2.6 -1.7 16.1 10.1 20.0 6.7 20.0 2.1 5.7 9.2 2.3 9.7 0.0 8.4 7.2 20.0 20.0 -4.8 -11.8 20.0 20.0 20.0 20.0 CAD -12.1 -15.0 -11.1 -2.3 -3.1 2.6 -5.2 4.4 -6.0 -10.2 -1.4 -20.0 -3.7 -20.0 -20.0 -7.9 -7.0 -7.8 -7.4 -20.0 -13.0 -15.3 -6.8 -20.0 20.0 -7.7 -0.8 -3.1 -6.2 -1.0 -9.2 -7.1 -5.5 -14.2 -20.0 -16.8 -20.0 -20.0 -20.0 -20.0 CANOLA 4.2 -14.8 -18.6 -3.9 0.7 -4.0 -0.8 -3.1 -2.5 4.0 -1.8 6.4 0.4 -7.9 -11.5 -19.1 -9.1 -15.7 -11.1 -10.9 -8.5 0.3 -2.2 -4.6 4.6 -4.2 -0.8 -3.3 -1.1 -1.2 -2.6 -2.2 -0.0 0.7 2.0 -6.0 17.6 20.0 20.0 20.0 CHF -6.0 -5.0 -6.0 -1.3 -1.8 1.5 -3.0 2.6 -3.5 8.3 10.9 4.7 10.9 -3.0 -2.2 -15.3 -15.5 -15.3 -15.1 0.9 6.6 3.0 10.2 0.0 -0.6 1.6 1.4 4.5 1.5 5.8 0.4 -20.0 10.2 8.2 7.1 4.4 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -16.9 -3.4 0.6 -3.5 -0.7 -2.7 -2.2 -0.0 -9.4 -9.6 0.3 -10.8 -10.3 -2.0 11.8 2.4 7.0 -20.0 -14.0 -13.2 -0.0 -20.0 -20.0 -3.5 -0.6 -1.8 -2.4 1.0 -3.8 20.0 -7.8 -20.0 -10.0 0.4 -4.2 2.6 1.9 6.3 COFFEE 4.2 9.6 10.0 -4.8 0.9 -4.8 -0.9 -3.8 -3.1 13.2 8.3 12.9 9.9 6.2 10.4 17.3 10.2 14.4 12.1 15.6 13.8 16.5 13.2 14.0 -20.0 4.7 4.4 5.0 3.3 5.3 3.3 20.0 20.0 20.0 20.0 20.0 8.8 14.6 17.4 20.0 COPPER 15.6 10.3 -13.3 2.5 -1.2 2.1 1.0 1.6 2.3 -2.1 -2.1 3.0 -1.3 5.2 -2.7 -5.5 -5.5 -5.3 -5.3 2.8 0.6 1.5 0.9 4.2 -4.3 1.5 -0.7 1.4 0.5 2.1 1.6 1.1 -8.0 -9.7 -12.2 -11.8 17.2 7.9 17.9 9.5 CORN -4.6 6.6 -4.1 -7.3 1.4 -7.4 -1.4 -5.8 -4.7 6.5 -11.0 -7.2 -14.8 0.6 -0.1 -18.9 -19.0 -20.0 -20.0 -3.1 -9.0 -2.7 -16.8 -3.2 10.5 -1.7 -0.3 -3.3 -2.2 -9.1 -3.2 -20.0 -2.9 1.2 20.0 20.0 -9.4 -1.3 1.2 0.8 COTTON2 -9.7 -5.3 -0.2 -7.8 1.5 -7.9 -1.5 -6.2 -5.1 4.3 -20.0 -14.1 -20.0 -20.0 -20.0 -17.4 -14.2 -17.0 -15.7 -17.5 -17.3 -8.1 -20.0 -16.7 -15.3 -7.7 2.5 -6.5 -4.2 -8.1 -8.4 -11.6 -2.5 -16.7 16.7 20.0 -12.5 -17.4 -10.5 -14.9 CRUDE_W -15.6 -6.3 -0.6 -3.2 -2.9 -0.1 -7.0 0.4 -6.7 -12.7 -5.1 -17.0 -10.1 -16.9 -16.3 0.9 6.7 4.4 5.5 -10.6 -6.4 -16.2 -6.8 -15.9 3.8 -5.9 -4.4 -4.0 -7.4 -3.6 -7.7 -3.7 -2.1 -2.1 -12.4 -11.2 20.0 14.9 0.0 17.9 DAX 13.9 -5.9 -13.7 5.6 4.2 5.1 3.2 3.8 4.3 1.0 15.9 4.6 17.1 7.1 5.6 -6.3 -6.5 -6.0 -5.7 4.7 8.0 2.2 17.4 5.0 -10.9 1.3 2.5 1.3 1.0 5.7 2.3 -0.7 -8.2 7.5 -20.0 -20.0 14.3 20.0 20.0 20.0 DOW -12.4 -0.1 10.8 4.7 3.5 4.3 2.7 3.2 3.6 13.1 15.7 9.3 13.0 8.8 13.5 -8.6 -8.3 -8.6 -8.1 10.1 12.7 8.0 11.3 5.9 -11.8 3.8 5.6 4.9 1.0 4.1 0.9 -4.3 -10.6 -15.7 -3.6 4.4 -20.0 -20.0 -20.0 -20.0 DX 11.4 9.6 6.8 -1.4 -1.9 1.6 -3.1 2.7 -3.6 -1.4 -10.2 6.1 -12.1 9.1 4.7 5.3 6.0 5.8 5.8 4.5 -4.3 5.5 -10.3 7.7 -20.0 2.7 2.8 -1.5 3.2 -4.2 4.4 15.4 17.6 20.0 4.6 5.1 20.0 15.5 17.0 17.3 EUR -12.0 -7.7 -5.6 -1.6 -2.2 1.9 -3.6 3.1 -4.2 -3.4 13.5 -9.2 14.5 -11.1 -0.6 -7.1 -7.5 -7.3 -7.4 -2.5 8.0 -7.0 14.2 -7.8 13.2 -1.1 -4.5 4.5 -4.5 7.4 -4.6 -7.5 -0.2 -1.0 -1.8 1.7 -14.2 -20.0 -20.0 -20.0 EURIBOR-ICE 17.0 1.9 -5.4 2.8 5.7 0.9 7.1 -0.8 5.4 7.6 9.5 10.6 10.4 8.0 3.6 12.2 10.4 12.8 12.4 6.3 3.5 17.5 5.4 13.6 5.4 3.0 5.4 1.2 8.1 1.3 6.4 14.1 13.1 11.2 2.7 -0.9 10.1 20.0 12.3 20.0 EUROSTX 11.4 9.5 2.1 6.0 4.5 5.4 3.4 4.0 4.6 15.3 19.1 15.8 17.4 17.0 17.3 -3.4 -1.1 -2.7 -1.9 16.8 13.7 15.6 13.5 17.6 -6.1 5.8 5.9 3.4 5.5 2.3 6.4 7.2 5.6 13.7 -4.8 -11.5 20.0 20.0 20.0 20.0 FEEDCOW 15.4 -10.0 11.9 -4.7 0.9 -4.8 -0.9 -3.8 -3.1 -0.2 15.0 9.5 15.3 12.0 14.3 13.5 7.1 15.2 12.4 20.0 20.0 14.8 20.0 20.0 -20.0 5.5 -0.5 6.8 2.8 7.2 4.7 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -20.0 -2.3 4.8 -2.9 -2.7 -0.1 -6.4 0.4 -6.0 -9.2 4.7 -14.8 1.8 -11.5 -5.1 16.7 13.1 18.2 15.6 -2.8 3.5 -14.8 2.9 -12.0 -0.5 -1.0 -3.1 2.2 -7.3 1.8 -5.8 10.0 1.9 -0.7 6.9 6.8 15.6 11.8 9.0 10.1 GASOLINE -16.5 -6.4 0.6 -3.1 -2.9 -0.1 -6.8 0.4 -6.5 -13.1 1.7 -16.4 -1.2 -15.3 -12.8 17.7 20.0 20.0 20.0 -7.5 -1.9 -14.1 -0.7 -13.7 -19.8 -5.4 -4.1 -2.8 -7.1 -1.2 -7.5 20.0 -0.7 -2.9 -11.0 -8.5 20.0 20.0 20.0 20.0 GAS_US_mini 9.6 7.8 -13.3 -4.0 -3.7 -0.1 -8.9 0.5 -8.4 15.7 -20.0 0.8 -17.8 -3.6 -18.4 -20.0 -20.0 -20.0 -20.0 -10.1 -15.9 7.7 -14.5 -2.9 20.0 -4.4 18.7 -6.5 5.1 -5.2 -1.1 -20.0 17.5 20.0 12.0 -20.0 -2.2 -20.0 -20.0 -20.0 GBP -6.5 -7.4 -7.8 -2.2 -3.0 2.5 -4.9 4.2 -5.8 4.4 12.6 -4.5 17.1 -12.4 -6.3 0.8 -0.1 0.3 -0.0 -4.8 4.9 -4.0 14.0 -7.3 1.0 -1.0 -2.4 4.9 -2.9 9.6 -4.2 5.2 3.5 6.3 -0.3 -3.0 8.7 -2.9 6.5 -1.4 GOLD_micro -11.2 4.8 -13.5 4.2 -2.0 3.6 1.7 2.7 3.9 1.3 13.8 9.4 13.6 12.5 13.4 -11.0 -11.6 -11.6 -11.2 20.0 17.7 19.4 14.5 20.0 -20.0 4.7 1.0 3.5 4.2 2.9 5.3 -9.0 20.0 20.0 20.0 17.5 -16.3 1.1 -20.0 -6.9 HEATOIL -17.0 -7.2 2.3 -3.2 -2.9 -0.1 -7.0 0.4 -6.6 -7.2 6.9 -14.9 3.8 -13.7 -7.8 6.3 8.4 8.0 8.2 -5.4 2.2 -13.4 3.5 -13.0 -20.0 -4.5 -2.0 -0.5 -6.7 1.6 -7.3 0.6 2.3 -0.1 -9.2 -3.5 14.2 6.5 -7.1 -6.8 JGB-SGX-mini 4.6 -5.3 -9.8 2.0 4.1 0.6 5.2 -0.6 3.9 -1.8 -9.4 -1.0 -8.9 -6.3 -8.9 4.4 12.5 8.2 10.5 -6.4 -8.6 -0.5 -9.7 -2.6 -5.8 -2.6 -0.9 -3.5 0.2 -4.2 -0.7 14.4 -9.4 -9.9 -10.6 -13.1 -20.0 -17.9 -14.0 -20.0 JPY -7.6 -7.4 -10.2 -1.1 -1.4 1.2 -2.4 2.1 -2.8 0.7 -8.7 -5.7 -6.2 -6.6 -9.2 -9.2 -10.9 -9.9 -10.1 -9.5 -7.3 -6.1 -5.2 -9.3 20.0 -3.4 -2.1 -2.3 -2.7 -1.5 -3.8 -12.6 3.4 -5.2 -10.3 -10.9 -3.8 -10.6 -6.7 -10.6 LEANHOG -20.0 -9.2 2.2 -7.4 1.4 -7.5 -1.4 -5.8 -4.8 -12.2 17.4 -20.0 18.8 -16.7 -0.0 20.0 20.0 20.0 20.0 -3.4 11.6 -20.0 17.6 -18.5 -0.8 -2.0 -2.7 3.1 -8.9 5.7 -7.8 20.0 -20.0 -20.0 20.0 20.0 17.6 15.6 20.0 20.0 LIVECOW 8.1 -8.8 8.2 -6.1 1.1 -6.2 -1.2 -4.9 -4.0 6.9 19.1 12.4 19.4 13.8 17.6 -17.0 10.7 -5.4 5.1 20.0 20.0 18.9 20.0 20.0 -20.0 6.8 2.2 8.8 5.5 10.3 6.5 20.0 20.0 20.0 20.0 20.0 20.0 15.1 20.0 20.0 LUMBER-new 20.0 -2.1 -10.8 -5.4 1.0 -5.5 -1.1 -4.3 -3.5 -2.8 -10.5 10.0 -8.6 7.3 -8.0 -20.0 -20.0 -20.0 -20.0 -3.8 -10.0 5.3 -8.8 6.2 NaN -0.7 -2.4 -2.2 1.6 -1.3 2.3 -20.0 9.1 20.0 19.9 15.0 18.3 20.0 20.0 20.0 MXP -8.4 -1.0 7.0 -2.3 -3.0 2.6 -5.1 4.3 -5.9 11.6 20.0 11.3 18.6 17.6 20.0 12.9 12.7 12.9 12.5 16.1 20.0 3.8 20.0 7.2 -20.0 8.2 1.4 12.6 1.2 12.0 3.3 20.0 11.3 20.0 20.0 20.0 5.2 7.4 1.9 9.9 NASDAQ_micro -16.5 -1.2 6.1 4.6 3.4 4.1 2.6 3.1 3.5 11.6 15.9 8.7 14.9 11.6 13.7 -9.5 -8.9 -9.8 -9.1 15.6 19.3 9.2 18.5 10.4 -20.0 5.0 3.0 5.8 1.4 5.2 2.6 -5.7 -5.0 -6.8 6.8 12.8 -20.0 -20.0 -20.0 -20.0 NIKKEI -11.3 5.0 17.5 3.5 2.6 3.2 2.0 2.4 2.7 9.6 12.1 9.5 10.6 10.4 11.4 0.8 8.2 4.7 6.9 18.7 16.5 16.0 11.7 17.7 -9.8 4.4 2.8 3.7 3.2 2.2 4.0 20.0 14.3 20.0 20.0 20.0 3.3 11.9 19.1 19.3 NZD -10.3 -11.8 -11.6 -1.7 -2.3 1.9 -3.7 3.2 -4.4 -5.8 -1.4 -13.8 -5.5 -16.8 -17.0 -3.8 -2.8 -3.7 -3.4 -16.6 -10.3 -10.2 -5.4 -16.9 13.1 -5.4 -0.0 -3.1 -3.8 -1.8 -6.1 0.0 -6.2 -5.5 -13.9 -14.3 19.1 20.0 20.0 20.0 OAT 18.3 8.2 -1.3 3.2 6.5 1.0 8.2 -0.9 6.2 11.8 4.2 14.0 -4.6 13.2 5.6 16.8 10.4 16.4 14.3 6.6 -0.4 20.0 -3.9 16.5 1.4 3.0 6.5 0.2 9.3 -0.8 7.3 15.1 17.2 11.6 3.0 -6.1 10.4 20.0 10.4 20.0 OATIES 1.9 -13.9 -20.0 -6.9 1.3 -7.0 -1.3 -5.5 -4.5 15.4 -20.0 -4.0 -12.8 -15.1 -20.0 -20.0 -8.2 -20.0 -15.4 -20.0 -20.0 -3.0 -15.7 -15.1 -14.1 -7.7 1.5 -7.0 -1.5 -4.9 -5.4 -4.5 18.1 -10.2 6.1 -4.0 -20.0 -11.3 -20.0 -10.7 OJ -20.0 -15.5 -7.5 -2.3 0.4 -2.3 -0.4 -1.8 -1.5 -4.9 -4.5 -6.9 -5.3 -7.2 -5.3 -3.3 5.3 -0.4 1.9 -10.2 -7.6 -14.2 -7.0 -14.1 -20.0 -2.2 -2.2 -1.6 -3.4 -1.4 -3.2 20.0 -16.0 -16.1 0.0 6.7 -7.7 -14.4 -2.5 -12.6 PALLAD 12.0 9.0 4.3 3.5 -1.7 3.0 1.4 2.2 3.2 -6.3 7.6 4.4 5.5 7.9 7.8 -2.9 -2.9 -3.0 -3.0 12.2 8.4 7.5 5.0 14.2 16.3 3.6 -1.2 2.7 2.6 2.0 4.2 5.4 20.0 14.6 4.1 1.2 -20.0 -20.0 -20.0 -20.0 PLAT -3.7 -1.3 1.7 3.8 -1.8 3.2 1.6 2.4 3.5 -9.1 10.9 1.1 9.4 7.7 9.7 -3.7 -3.5 -3.4 -3.2 12.7 12.9 -2.4 10.9 8.7 0.9 3.9 -4.4 4.3 -0.2 4.0 2.9 4.7 -17.7 -1.0 -4.2 -2.8 20.0 8.6 -7.8 -6.9 REDWHEAT -6.1 -2.9 -15.1 -7.6 1.4 -7.7 -1.5 -6.0 -5.0 -8.1 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 -16.9 -20.0 -19.1 -20.0 -20.0 -11.3 -20.0 -18.0 8.0 -8.6 -4.4 -8.4 -5.7 -9.6 -8.0 -16.8 -8.1 -13.2 17.6 12.5 -20.0 -20.0 -20.0 -20.0 RICE -11.1 -20.0 -20.0 -3.7 0.7 -3.8 -0.7 -2.9 -2.4 -10.4 -12.5 -11.5 -12.0 -12.1 -12.5 -19.2 -10.0 -18.2 -16.2 -20.0 -20.0 -15.4 -20.0 -19.8 -1.6 -4.5 -2.8 -4.5 -3.5 -4.5 -4.2 -9.1 -16.5 -19.1 -8.3 -10.8 -8.7 -8.6 -2.0 -8.0 ROBUSTA 6.3 11.7 13.3 -2.8 0.5 -2.8 -0.5 -2.2 -1.8 6.1 -0.2 7.1 -0.5 1.1 5.0 8.5 14.5 13.1 13.7 5.4 1.9 4.8 0.3 5.0 -20.0 1.7 1.6 0.6 1.3 0.3 1.4 20.0 7.1 11.5 17.3 20.0 -1.1 17.9 5.1 20.0 RUSSELL -11.8 1.8 16.6 4.0 3.0 3.6 2.3 2.7 3.0 6.5 13.0 6.9 8.3 8.9 12.1 -5.1 -5.5 -5.3 -5.2 10.7 11.3 4.5 7.5 7.0 6.2 4.3 0.5 4.6 0.5 2.9 2.0 0.5 -5.0 -10.2 3.3 10.5 -20.0 -20.0 -20.0 -20.0 SHATZ 19.2 -1.6 -12.1 3.4 6.8 1.0 8.6 -0.9 6.5 8.1 -5.3 12.9 0.4 8.0 -7.3 -13.0 -18.6 -18.7 -17.5 -0.7 -6.4 16.8 -4.5 11.4 7.1 0.7 4.8 -2.0 8.6 -1.5 6.2 -20.0 4.8 8.9 -6.8 -12.5 15.8 20.0 20.0 20.0 SILVER-mini -12.9 0.5 0.7 4.4 -2.1 3.7 1.8 2.8 4.0 -4.9 13.9 5.9 13.3 11.1 12.9 -6.5 -6.8 -7.0 -6.8 20.0 16.4 8.3 11.8 18.5 -7.2 5.0 -1.3 4.2 2.5 3.0 4.6 -1.1 14.4 18.2 20.0 17.2 20.0 20.0 6.5 3.8 SMI 20.0 10.6 5.7 5.1 3.8 4.6 2.9 3.4 3.9 11.8 8.8 15.7 6.9 15.0 13.3 5.6 3.1 3.7 3.0 15.3 8.9 15.9 6.2 19.0 9.2 4.8 2.7 2.3 5.0 1.1 6.0 14.7 7.0 19.2 -0.7 -8.2 20.0 20.0 20.0 20.0 SOFR -0.9 -4.5 8.3 4.0 8.1 1.2 10.2 -1.1 7.8 15.4 16.7 15.3 14.1 3.6 11.0 6.9 5.2 7.0 6.5 9.3 14.2 14.0 14.6 9.1 -20.0 5.1 7.9 6.8 8.1 6.4 5.3 4.3 -2.6 -12.0 0.6 15.1 2.4 -14.9 -10.5 -20.0 SOYBEAN -2.1 -2.0 2.9 -7.3 1.4 -7.4 -1.4 -5.8 -4.7 15.8 2.7 8.4 -10.2 -8.6 2.3 -5.0 -7.2 -8.1 -8.8 -1.5 -1.2 6.7 -7.6 -0.6 -4.7 2.3 11.5 3.8 5.0 -1.5 0.9 -0.1 10.0 10.2 20.0 20.0 -13.4 -3.6 -11.6 0.5 SOYMEAL 4.3 -2.1 -1.1 -7.4 1.4 -7.5 -1.4 -5.8 -4.8 20.0 -20.0 12.0 -20.0 -8.9 -15.3 -20.0 -16.5 -20.0 -19.7 -11.2 -18.7 14.1 -20.0 -1.1 -18.9 -3.4 19.5 -7.0 10.2 -12.0 1.2 -17.3 20.0 11.6 20.0 20.0 -20.0 -20.0 -12.8 -20.0 SOYOIL 4.0 -13.0 -6.0 -6.2 1.2 -6.3 -1.2 -4.9 -4.0 5.9 5.9 9.6 9.6 -9.5 -11.9 -7.4 -3.8 -6.3 -5.0 -6.3 0.7 3.1 8.5 -2.3 -15.8 -2.7 0.2 0.4 1.8 3.0 -0.8 6.7 4.4 13.7 14.0 20.0 -20.0 -12.7 -20.0 -13.6 SP400 -11.6 -5.5 7.9 4.0 3.0 3.6 2.3 2.7 3.0 8.0 11.4 5.1 5.6 2.0 5.4 -6.0 -6.0 -6.1 -5.9 2.1 4.9 0.7 4.2 -1.0 -0.8 0.5 2.0 2.1 -1.9 1.3 -2.3 -0.5 -9.8 -20.0 -13.7 -5.3 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.0 6.4 4.7 3.5 4.3 2.7 3.2 3.6 10.6 16.6 8.3 15.6 9.7 13.8 -9.8 -9.7 -10.3 -9.7 12.5 16.9 5.6 16.5 6.4 -17.1 3.7 1.5 5.3 -1.3 4.7 0.1 -6.8 -20.0 -20.0 -1.1 11.4 -20.0 -20.0 -20.0 -20.0 SUGAR11 -1.2 -1.8 -5.4 -4.6 0.9 -4.7 -0.9 -3.6 -3.0 -12.3 -13.9 -12.5 -13.5 -12.5 -11.9 13.5 6.8 2.1 0.9 -11.3 -11.6 -15.5 -11.7 -13.0 -19.1 -4.8 -7.9 -4.6 -7.5 -4.3 -6.0 20.0 -20.0 -6.3 4.8 9.0 -20.0 -20.0 -18.5 -20.0 US10 2.4 5.3 12.3 3.3 6.7 1.0 8.5 -0.9 6.4 14.3 14.0 14.3 3.8 12.5 13.7 2.6 -0.2 2.1 1.3 11.1 11.1 14.3 7.1 11.7 -5.8 5.5 6.4 5.5 6.9 3.9 5.7 -4.8 -0.1 -3.7 9.0 15.3 -12.5 -20.0 -14.4 -20.0 US10U 2.8 9.2 13.8 4.4 8.8 1.3 11.1 -1.2 8.4 19.7 17.1 20.0 0.7 18.5 18.9 1.9 -1.6 0.1 -0.8 16.4 14.1 19.6 6.6 17.1 -11.2 7.6 7.9 6.9 8.3 4.1 7.5 -8.0 1.5 -1.0 19.5 20.0 2.3 -13.3 -11.8 -20.0 US2 4.8 3.7 7.9 3.0 6.1 0.9 7.6 -0.8 5.8 8.7 5.8 11.0 -2.1 7.9 9.7 -10.7 -15.5 -11.9 -13.0 6.5 5.7 9.8 2.7 8.1 17.9 4.3 4.1 4.0 5.9 3.2 5.0 -20.0 -6.6 -4.9 2.5 7.4 -10.9 -9.9 -13.7 -20.0 US20 5.8 14.6 15.2 3.2 6.4 1.0 8.1 -0.9 6.2 14.9 7.7 15.5 -5.4 15.7 15.4 4.5 2.8 4.4 3.9 13.9 9.6 16.2 1.7 15.1 -8.7 5.7 6.1 4.4 6.3 1.8 5.9 0.3 2.3 2.6 16.7 17.8 20.0 12.7 -1.8 -13.5 US30 6.2 14.7 13.6 3.7 7.4 1.1 9.3 -1.0 7.1 17.1 3.7 17.8 -10.0 18.1 17.0 -1.2 -3.2 -3.1 -3.1 13.7 7.3 18.3 -2.3 16.3 -5.4 6.4 8.0 4.2 7.9 0.8 7.1 -11.1 2.8 2.4 16.2 16.0 20.0 8.3 0.3 -14.2 US5 2.1 1.1 9.2 3.3 6.6 1.0 8.3 -0.9 6.3 11.5 12.9 12.2 4.3 8.6 11.2 -1.1 -3.6 -1.8 -2.4 8.2 9.1 11.8 6.8 9.0 -0.2 4.9 5.8 5.3 6.8 4.5 5.4 -10.8 -3.4 -5.7 3.8 11.4 -14.1 -15.4 -13.2 -20.0 VIX 14.0 -0.7 -11.9 -2.7 -4.2 -3.8 3.0 -0.8 2.5 -12.4 -18.7 -3.4 -9.6 -5.8 -16.8 -20.0 -20.0 -20.0 -20.0 -5.4 -8.0 1.0 -4.2 2.0 NaN -2.8 -4.8 -4.3 3.4 -1.1 3.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -5.8 -2.0 -15.6 -7.8 1.5 -7.9 -1.5 -6.2 -5.1 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -19.3 -18.4 -19.0 -18.7 -20.0 -20.0 -14.0 -20.0 -17.5 14.0 -8.2 -5.5 -7.2 -8.0 -8.3 -9.0 -17.7 -18.1 -10.7 20.0 15.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3