******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251022_204415 produced at 2025-10-22 21:39:58.164326 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.84 0.0 0.00 0.00 0.00 0.00 -19.11 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.19 0.0 999.00 -999.00 -0.22 -0.22 -18.34 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.14 0.0 1.02 -1.02 -0.14 -0.14 -3.86 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 -17.48 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.18 -0.18 -0.08 -0.08 -4.41 11.0 -5 -5 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.00 -1.00 -0.08 -0.08 -0.72 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -5.24 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 GAS_US_mini False True 0.00 -0.06 -0.04 0.0 0.00 -0.06 -0.06 -0.05 -7.23 26.0 -12 -11 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.04 0.0 0.79 -0.79 -0.05 -0.03 -2.62 48.0 -3 -2 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 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.56 -0.56 -0.07 -0.07 -1.24 23.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -3.96 18.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 0.00 -0.03 0.0 0.69 -0.69 0.00 0.00 -0.86 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 -2.21 8.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.03 0.0 0.14 -0.14 -0.05 -0.05 -0.56 3.0 -1 -1 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 1.00 -1.00 0.00 0.00 -0.38 14.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -2.18 9.0 -4 -4 caleb_strategy_v3 DOW False False 0.01 -0.08 -0.03 0.0 0.75 -0.75 -0.08 -0.05 -2.77 66.0 -7 -4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -1.08 5.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.01 -1.45 9.0 -2 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.02 12.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.81 -0.81 -0.03 -0.03 -0.50 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 -1.12 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.01 -0.01 0.0 0.15 -0.15 -0.01 -0.01 -0.57 10.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.12 -1.12 -0.04 -0.04 -0.40 56.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 -0.00 0.0 0.41 -0.41 0.00 -0.03 -0.46 68.0 0 -5 caleb_strategy_v3 US5 False False 0.05 0.00 0.00 0.0 1.34 -1.34 0.00 0.00 0.09 25.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.03 0.00 0.0 0.59 -0.59 -0.03 -0.03 0.04 21.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.22 -0.22 0.00 0.00 -0.42 51.0 1 1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 0.00 0.0 0.03 -0.03 0.00 0.00 0.17 3.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.00 0.0 0.18 -0.18 -0.03 -0.03 -0.12 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 0.00 999999999.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.15 999999999.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.39 23.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.38 -0.38 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.12 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.95 -0.95 0.00 0.00 0.24 17.0 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 GASOIL False False 0.03 0.00 0.02 0.0 0.13 -0.13 0.00 0.00 0.72 4.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.02 0.0 0.44 -0.44 0.07 0.07 0.22 6.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.12 0.02 0.0 999.00 -999.00 0.12 0.12 0.32 999999999.0 2 2 caleb_strategy_v3 US30 False False 0.06 0.06 0.02 0.0 0.36 -0.36 0.06 0.06 0.28 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.40 13.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.02 0.0 0.80 -0.80 0.01 0.01 1.28 58.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.55 9.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.08 0.03 0.0 0.90 -0.90 0.08 0.08 0.62 22.0 2 2 caleb_strategy_v3 US2 False True 0.10 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.34 13.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.07 0.05 0.0 0.74 -0.74 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 1.09 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 1.77 19.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.06 0.0 0.71 -0.71 0.18 0.18 0.72 8.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.07 0.0 0.22 -0.22 0.05 0.05 3.96 13.0 3 3 caleb_strategy_v3 SOFR False True 0.12 0.00 0.07 0.0 0.00 0.00 0.00 0.00 0.56 11.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.07 0.0 0.80 -0.80 0.00 0.00 1.40 17.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.08 0.0 0.64 -0.64 0.16 0.16 2.48 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.24 12.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.74 24.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.14 0.0 1.28 -1.28 0.07 0.07 2.07 19.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.15 0.0 0.00 0.00 0.00 0.00 1.94 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.22 0.18 0.0 0.56 -0.56 0.22 0.19 11.69 36.0 14 12 caleb_strategy_v3 BTP False False 0.07 0.00 0.18 0.0 0.69 -0.69 0.00 0.00 2.62 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.42 0.22 0.0 0.70 -0.70 0.42 0.42 3.16 10.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.37 0.49 0.0 0.79 -0.79 0.37 0.37 37.05 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.31 0.0 1.39 -1.39 0.00 0.00 16.62 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.9 Shocked risk 42.2 Sum abs risk 51.2 Leverage 6.63 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2045985.38, 'annual_cash_vol_target': 511496.345, 'daily_cash_vol_target': 31968.5215625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6490 0.5430 8.6873 BITCOIN 2251.2520 108675.0000 2.0715 33.1447 BOBL 0.1789 118.7000 0.1507 2.4108 BTP 0.4133 121.8000 0.3394 5.4298 BUND 0.3643 130.2300 0.2798 4.4761 BUXL 0.9042 117.9000 0.7669 12.2709 CAC 64.7353 8200.0000 0.7895 12.6313 CAD 0.0023 0.7167 0.3174 5.0784 CANOLA 6.6154 626.7000 1.0556 16.8895 CHF 0.0056 1.2640 0.4439 7.1024 COCOA 141.1277 6396.0000 2.2065 35.3040 COFFEE 7.0230 400.4500 1.7538 28.0603 COPPER 0.0846 5.0030 1.6916 27.0651 CORN 3.8559 457.5000 0.8428 13.4851 COTTON2 0.6852 65.3500 1.0485 16.7764 CRUDE_W 0.9117 59.1000 1.5426 24.6814 DAX 186.9180 24193.0000 0.7726 12.3618 DOW 326.3108 46748.0000 0.6980 11.1683 DX 0.3739 98.6800 0.3789 6.0620 EUR 0.0049 1.1645 0.4205 6.7277 EURIBOR-ICE 0.0332 97.9250 0.0339 0.5418 EUROSTX 45.8615 5632.0000 0.8143 13.0288 FEEDCOW 3.6823 361.0250 1.0200 16.3194 GASOIL 10.4085 639.5000 1.6276 26.0415 GASOLINE 0.0299 1.7834 1.6772 26.8347 GAS_US_mini 0.1071 4.0600 2.6372 42.1955 GBP 0.0058 1.3358 0.4328 6.9241 GOLD_micro 57.3657 4094.5000 1.4010 22.4167 HEATOIL 0.0349 2.2174 1.5729 25.1661 JGB-SGX-mini 0.2244 136.3000 0.1646 2.6336 JPY 0.0000 0.0066 0.6453 10.3245 LEANHOG 1.0489 85.2500 1.2304 19.6869 LIVECOW 2.1100 239.9750 0.8792 14.0678 LUMBER-new 8.7486 627.5000 1.3942 22.3073 MXP 0.0003 0.0539 0.5282 8.4509 NASDAQ_micro 216.4006 24958.0000 0.8671 13.8729 NIKKEI 615.1217 48615.0000 1.2653 20.2447 NZD 0.0031 0.5750 0.5454 8.7264 OAT 0.3897 123.2900 0.3161 5.0574 OATIES 4.2062 320.5000 1.3124 20.9981 OJ 5.8600 180.1500 3.2528 52.0455 PALLAD 46.8010 1459.5000 3.2066 51.3064 PLAT 38.0632 1572.0000 2.4213 38.7411 REDWHEAT 6.5830 507.5000 1.2971 20.7542 RICE 0.1351 10.5300 1.2831 20.5295 ROBUSTA 87.1972 4704.0000 1.8537 29.6589 RUSSELL 31.7769 2454.0000 1.2949 20.7184 SHATZ 0.0493 107.2100 0.0460 0.7359 SILVER-mini 1.0558 47.9250 2.2031 35.2492 SMI 80.6219 12598.0000 0.6400 10.2393 SOFR 0.0483 96.8800 0.0498 0.7969 SOYBEAN 7.8377 1070.5000 0.7322 11.7144 SOYMEAL 2.8887 295.3000 0.9782 15.6517 SOYOIL 0.6167 50.8800 1.2121 19.3937 SP400 33.6218 3251.3000 1.0341 16.5456 SP500_micro 51.5979 6720.2500 0.7678 12.2848 SUGAR11 0.2488 14.6200 1.7019 27.2308 US10 0.3089 113.7969 0.2715 4.3433 US10U 0.4191 116.8594 0.3587 5.7388 US2 0.0800 104.4727 0.0766 1.2256 US20 0.6101 119.3438 0.5112 8.1788 US30 0.8978 124.0000 0.7240 11.5847 US5 0.2067 109.9375 0.1880 3.0085 VIX 0.5354 21.0500 2.5433 40.6922 WHEAT 6.1680 572.7500 1.0769 17.2305 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.00 0.54 352.38 1.00 352.38 31968.52 90.72 7.53 68.27 BITCOIN 108.68 2.07 225.13 1.00 225.13 31968.52 142.00 -11.35 -161.16 BOBL 1187.00 0.15 178.85 1.16 207.87 31968.52 153.79 13.23 203.53 BTP 1218.00 0.34 413.34 1.16 480.39 31968.52 66.55 11.54 76.82 BUND 1302.30 0.28 364.32 1.16 423.42 31968.52 75.50 9.59 72.40 BUXL 1179.00 0.77 904.21 1.16 1050.89 31968.52 30.42 2.74 8.33 CAC 820.00 0.79 647.35 1.16 752.37 31968.52 42.49 15.42 65.52 CAD 716.70 0.32 227.48 1.00 227.48 31968.52 140.53 -10.57 -148.57 CANOLA 125.34 1.06 132.31 0.71 94.10 31968.52 339.71 -0.50 -17.12 CHF 1580.06 0.44 701.39 1.00 701.39 31968.52 45.58 -6.06 -27.61 COCOA 639.60 2.21 1411.28 1.00 1411.28 31968.52 22.65 -9.14 -20.70 COFFEE 1501.69 1.75 2633.61 1.00 2633.61 31968.52 12.14 13.74 16.68 COPPER 1250.75 1.69 2115.73 1.00 2115.73 31968.52 15.11 0.90 1.37 CORN 228.75 0.84 192.79 1.00 192.79 31968.52 165.82 -5.01 -83.06 COTTON2 326.75 1.05 342.61 1.00 342.61 31968.52 93.31 -19.38 -180.88 CRUDE_W 591.00 1.54 911.67 1.00 911.67 31968.52 35.07 -2.85 -9.99 DAX 241.93 0.77 186.92 1.16 217.24 31968.52 147.16 2.54 37.35 DOW 233.74 0.70 163.16 1.00 163.16 31968.52 195.94 -6.07 -119.01 DX 986.80 0.38 373.87 1.00 373.87 31968.52 85.51 4.92 42.07 EUR 1455.62 0.42 612.07 1.00 612.07 31968.52 52.23 -2.81 -14.66 EURIBOR-ICE 2448.12 0.03 82.89 1.16 96.34 31968.52 331.83 14.66 486.45 EUROSTX 563.20 0.81 458.62 1.16 533.01 31968.52 59.98 12.11 72.62 FEEDCOW 1805.12 1.02 1841.16 1.00 1841.16 31968.52 17.36 12.58 21.84 GASOIL 639.50 1.63 1040.85 1.00 1040.85 31968.52 30.71 5.40 16.60 GASOLINE 749.03 1.68 1256.25 1.00 1256.25 31968.52 25.45 0.03 0.07 GAS_US_mini 101.50 2.64 267.68 1.00 267.68 31968.52 119.43 -5.58 -66.63 GBP 834.88 0.43 361.30 1.00 361.30 31968.52 88.48 2.71 23.94 GOLD_micro 409.45 1.40 573.66 1.00 573.66 31968.52 55.73 -2.11 -11.75 HEATOIL 931.31 1.57 1464.84 1.00 1464.84 31968.52 21.82 -5.95 -12.98 JGB-SGX-mini 136300.00 0.16 22435.01 0.01 148.02 31968.52 215.98 -8.16 -176.19 JPY 827.44 0.65 533.93 1.00 533.93 31968.52 59.87 -5.50 -32.94 LEANHOG 341.00 1.23 419.58 1.00 419.58 31968.52 76.19 8.53 64.99 LIVECOW 959.90 0.88 843.98 1.00 843.98 31968.52 37.88 11.11 42.08 LUMBER-new 172.56 1.39 240.59 1.00 240.59 31968.52 132.88 0.53 7.09 MXP 269.45 0.53 142.32 1.00 142.32 31968.52 224.63 11.22 252.06 NASDAQ_micro 499.16 0.87 432.80 1.00 432.80 31968.52 73.86 -7.19 -53.13 NIKKEI 48615.00 1.27 61512.17 0.01 405.84 31968.52 78.77 13.68 107.78 NZD 575.00 0.55 313.60 1.00 313.60 31968.52 101.94 0.13 1.35 OAT 1232.90 0.32 389.71 1.16 452.93 31968.52 70.58 13.12 92.59 OATIES 160.25 1.31 210.31 1.00 210.31 31968.52 152.01 -18.07 -274.60 OJ 270.23 3.25 879.00 1.00 879.00 31968.52 36.37 -12.70 -46.17 PALLAD 1459.50 3.21 4680.10 1.00 4680.10 31968.52 6.83 5.05 3.45 PLAT 786.00 2.42 1903.16 1.00 1903.16 31968.52 16.80 2.55 4.29 REDWHEAT 253.75 1.30 329.15 1.00 329.15 31968.52 97.12 -17.12 -166.25 RICE 210.60 1.28 270.22 1.00 270.22 31968.52 118.31 -18.17 -215.02 ROBUSTA 470.40 1.85 871.97 1.00 871.97 31968.52 36.66 8.03 29.46 RUSSELL 122.70 1.29 158.88 1.00 158.88 31968.52 201.21 -0.69 -13.85 SHATZ 1072.10 0.05 49.31 1.16 57.31 31968.52 557.86 3.07 171.36 SILVER-mini 1198.12 2.20 2639.56 1.00 2639.56 31968.52 12.11 7.66 9.28 SMI 1259.80 0.64 806.22 1.26 1015.89 31968.52 31.47 18.03 56.75 SOFR 2422.00 0.05 120.63 1.00 120.63 31968.52 265.00 0.35 9.17 SOYBEAN 535.25 0.73 391.88 1.00 391.88 31968.52 81.58 -1.60 -13.04 SOYMEAL 295.30 0.98 288.87 1.00 288.87 31968.52 110.67 -14.06 -155.65 SOYOIL 305.28 1.21 370.03 1.00 370.03 31968.52 86.39 -7.10 -61.34 SP400 3251.30 1.03 3362.18 1.00 3362.18 31968.52 9.51 -7.56 -7.19 SP500_micro 336.01 0.77 257.99 1.00 257.99 31968.52 123.91 -9.09 -112.64 SUGAR11 163.74 1.70 278.68 1.00 278.68 31968.52 114.71 -14.17 -162.53 US10 1137.97 0.27 308.91 1.00 308.91 31968.52 103.49 1.80 18.68 US10U 1168.59 0.36 419.15 1.00 419.15 31968.52 76.27 4.13 31.53 US2 2089.45 0.08 160.05 1.00 160.05 31968.52 199.75 1.36 27.11 US20 1193.44 0.51 610.05 1.00 610.05 31968.52 52.40 8.23 43.15 US30 1240.00 0.72 897.82 1.00 897.82 31968.52 35.61 6.20 22.08 US5 1099.38 0.19 206.72 1.00 206.72 31968.52 154.65 0.46 7.14 VIX 210.50 2.54 535.36 1.00 535.36 31968.52 59.71 -12.43 -74.21 WHEAT 286.38 1.08 308.40 1.00 308.40 31968.52 103.66 -15.81 -163.87 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 68.269 0.010 2.5 1.774 BITCOIN -161.158 0.043 2.5 -17.476 BOBL 203.534 0.004 2.5 2.067 BTP 76.818 0.014 2.5 2.624 BUND 72.400 0.004 2.5 0.735 BUXL 8.334 0.004 2.5 0.085 CAC 65.518 0.014 2.5 2.238 CAD -148.567 0.010 2.5 -3.860 CANOLA -17.121 0.010 2.5 -0.417 CHF -27.612 0.010 2.5 -0.717 COCOA -20.695 0.010 2.5 -0.504 COFFEE 16.679 0.005 2.5 0.222 COPPER 1.366 0.043 2.5 0.148 CORN -83.055 0.010 2.5 -2.023 COTTON2 -180.875 0.010 2.5 -4.407 CRUDE_W -9.994 0.043 2.5 -1.084 DAX 37.352 0.014 2.5 1.276 DOW -119.010 0.009 2.5 -2.770 DX 42.066 0.010 2.5 1.093 EUR -14.659 0.010 2.5 -0.381 EURIBOR-ICE 486.454 0.014 2.5 16.616 EUROSTX 72.616 0.014 2.5 2.480 FEEDCOW 21.841 0.013 2.5 0.725 GASOIL 16.595 0.017 2.5 0.720 GASOLINE 0.068 0.017 2.5 0.003 GAS_US_mini -66.629 0.043 2.5 -7.225 GBP 23.938 0.010 2.5 0.622 GOLD_micro -11.747 0.014 2.5 -0.401 HEATOIL -12.981 0.017 2.5 -0.563 JGB-SGX-mini -176.191 0.043 2.5 -19.106 JPY -32.941 0.010 2.5 -0.856 LEANHOG 64.995 0.024 2.5 3.956 LIVECOW 42.076 0.013 2.5 1.396 LUMBER-new 7.093 0.010 2.5 0.173 MXP 252.064 0.059 2.5 37.048 NASDAQ_micro -53.134 0.009 2.5 -1.237 NIKKEI 107.775 0.043 2.5 11.687 NZD 1.354 0.010 2.5 0.035 OAT 92.589 0.014 2.5 3.163 OATIES -274.605 0.010 2.5 -6.690 OJ -46.174 0.010 2.5 -1.125 PALLAD 3.453 0.014 2.5 0.118 PLAT 4.288 0.014 2.5 0.146 REDWHEAT -166.246 0.005 2.5 -2.208 RICE -215.019 0.010 2.5 -5.238 ROBUSTA 29.457 0.005 2.5 0.391 RUSSELL -13.846 0.013 2.5 -0.459 SHATZ 171.358 0.004 2.5 1.740 SILVER-mini 9.283 0.014 2.5 0.317 SMI 56.748 0.014 2.5 1.938 SOFR 9.167 0.024 2.5 0.558 SOYBEAN -13.038 0.004 2.5 -0.121 SOYMEAL -155.649 0.004 2.5 -1.450 SOYOIL -61.340 0.004 2.5 -0.572 SP400 -7.190 0.013 2.5 -0.239 SP500_micro -112.644 0.009 2.5 -2.622 SUGAR11 -162.535 0.010 2.5 -3.960 US10 18.676 0.005 2.5 0.237 US10U 31.533 0.005 2.5 0.400 US2 27.109 0.005 2.5 0.344 US20 43.148 0.005 2.5 0.548 US30 22.078 0.005 2.5 0.280 US5 7.141 0.005 2.5 0.091 VIX -74.208 0.099 2.5 -18.343 WHEAT -163.872 0.005 2.5 -2.177 ===================== Position diags ===================== AUD 2.36 BITCOIN 15.40 BOBL 1.56 BTP 2.27 BUND 0.77 BUXL 0.31 CAC 1.45 CAD 3.65 CANOLA 8.28 CHF 1.18 COCOA 0.55 COFFEE 0.16 COPPER 1.64 CORN 4.04 COTTON2 2.27 CRUDE_W 3.80 DAX 5.03 DOW 4.56 DX 2.22 EUR 1.36 EURIBOR-ICE 11.33 EUROSTX 2.05 FEEDCOW 0.58 GASOIL 1.33 GASOLINE 1.10 GAS_US_mini 12.95 GBP 2.30 GOLD_micro 1.90 HEATOIL 0.95 JGB-SGX-mini 23.42 JPY 1.56 LEANHOG 4.64 LIVECOW 1.26 LUMBER-new 3.24 MXP 33.02 NASDAQ_micro 1.72 NIKKEI 8.54 NZD 2.65 OAT 2.41 OATIES 3.70 OJ 0.89 PALLAD 0.23 PLAT 0.57 REDWHEAT 1.29 RICE 2.88 ROBUSTA 0.49 RUSSELL 6.68 SHATZ 5.66 SILVER-mini 0.41 SMI 1.07 SOFR 16.13 SOYBEAN 0.76 SOYMEAL 1.03 SOYOIL 0.81 SP400 0.32 SP500_micro 2.88 SUGAR11 2.79 US10 1.31 US10U 0.97 US2 2.53 US20 0.66 US30 0.45 US5 1.96 VIX 14.76 WHEAT 1.38 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.8 1.5 2.0 0.0 0 BITCOIN -17.5 -19.0 -15.9 0.0 0 BOBL 2.1 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 2.2 2.1 2.4 0.0 0 CAD -3.9 -4.2 -3.5 -4.0 -4 CANOLA -0.4 -1.2 0.4 1.0 1 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA -0.5 -0.6 -0.4 -1.0 -1 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 0.1 -0.0 0.3 0.0 0 CORN -2.0 -2.4 -1.6 -3.0 -3 COTTON2 -4.4 -4.6 -4.2 -5.0 -5 CRUDE_W -1.1 -1.5 -0.7 0.0 0 DAX 1.3 0.8 1.8 1.0 1 DOW -2.8 -3.2 -2.3 -7.0 -7 DX 1.1 0.9 1.3 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 16.6 15.5 17.7 0.0 0 EUROSTX 2.5 2.3 2.7 5.0 5 FEEDCOW 0.7 0.7 0.8 2.0 2 GASOIL 0.7 0.6 0.9 0.0 0 GASOLINE 0.0 -0.1 0.1 0.0 0 GAS_US_mini -7.2 -8.5 -5.9 -12.0 -12 GBP 0.6 0.4 0.9 2.0 2 GOLD_micro -0.4 -0.6 -0.2 -2.0 -2 HEATOIL -0.6 -0.7 -0.5 -1.0 -1 JGB-SGX-mini -19.1 -21.4 -16.8 0.0 0 JPY -0.9 -1.0 -0.7 0.0 0 LEANHOG 4.0 3.5 4.4 3.0 3 LIVECOW 1.4 1.3 1.5 0.0 0 LUMBER-new 0.2 -0.2 0.5 0.0 0 MXP 37.0 33.7 40.3 28.0 28 NASDAQ_micro -1.2 -1.4 -1.1 -3.0 -3 NIKKEI 11.7 10.8 12.5 14.0 14 NZD 0.0 -0.2 0.3 -1.0 -1 OAT 3.2 2.9 3.4 6.0 6 OATIES -6.7 -7.1 -6.3 NaN 0 OJ -1.1 -1.2 -1.0 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -2.2 -2.3 -2.1 0.0 0 RICE -5.2 -5.5 -5.0 -3.0 -3 ROBUSTA 0.4 0.3 0.4 0.0 0 RUSSELL -0.5 -1.1 0.2 0.0 0 SHATZ 1.7 1.2 2.3 NaN 0 SILVER-mini 0.3 0.3 0.4 2.0 2 SMI 1.9 1.8 2.0 0.0 0 SOFR 0.6 -1.1 2.2 NaN 0 SOYBEAN -0.1 -0.2 -0.0 -1.0 -1 SOYMEAL -1.4 -1.6 -1.3 -2.0 -2 SOYOIL -0.6 -0.7 -0.5 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.6 -2.9 -2.3 -3.0 -3 SUGAR11 -4.0 -4.2 -3.7 -5.0 -5 US10 0.2 0.1 0.4 0.0 0 US10U 0.4 0.3 0.5 0.0 0 US2 0.3 0.1 0.6 NaN 0 US20 0.5 0.5 0.6 0.0 0 US30 0.3 0.2 0.3 1.0 1 US5 0.1 -0.1 0.3 0.0 0 VIX -18.3 -19.8 -16.9 -21.0 -21 WHEAT -2.2 -2.3 -2.0 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.4 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.1 -0.2 -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 0.2 0.7 0.7 0.7 0.7 BITCOIN -0.1 -0.2 -0.3 0.1 -0.0 0.2 0.0 0.2 0.1 -0.2 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 -0.1 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 0.2 -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 -0.0 0.2 0.4 0.0 0.1 0.0 0.1 -0.0 0.1 0.3 0.1 0.4 0.1 -0.1 0.5 0.7 0.7 0.7 BTP 0.5 0.2 0.1 0.1 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 0.2 0.1 0.2 0.3 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.1 0.5 0.1 0.3 0.2 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 0.1 0.1 0.0 0.1 -0.0 0.1 0.1 0.1 0.4 0.2 -0.1 0.4 0.7 0.5 0.7 BUXL 0.6 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 0.1 -0.1 0.2 -0.4 0.2 -0.3 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.0 0.0 0.3 0.1 -0.4 0.2 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 0.1 0.4 0.2 0.5 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.2 0.1 0.2 0.2 0.2 0.3 0.1 0.0 0.1 0.1 0.0 0.1 0.4 0.5 0.6 -0.1 -0.3 0.7 0.7 0.7 0.7 CAD -0.3 -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 -0.0 -0.0 -0.1 -0.4 -0.0 -0.3 -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 -0.1 0.1 0.0 -0.1 -0.1 -0.4 -0.2 -0.3 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 0.6 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 0.0 0.1 -0.2 0.6 0.7 0.7 0.7 CHF -0.2 -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 0.3 0.2 0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.1 0.0 -0.1 -0.1 -0.0 0.2 0.0 0.1 -0.2 -0.1 -0.0 -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 -0.2 0.1 0.1 0.2 COFFEE 0.2 0.3 0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 0.1 0.2 0.2 0.4 0.1 0.1 0.4 0.2 0.3 0.2 0.2 0.2 0.2 0.4 0.2 -2.7 0.1 0.1 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 0.4 -0.5 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 -0.0 -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 0.1 0.6 0.6 -0.3 -0.0 0.0 0.0 COTTON2 -0.3 -0.2 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -2.0 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.6 -0.2 -0.5 0.6 0.6 -0.4 -0.6 -0.4 -0.5 CRUDE_W -0.5 -0.2 -0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -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 0.4 -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 -1.4 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 0.3 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 0.1 0.1 0.1 0.3 0.1 -1.5 0.0 0.0 0.1 0.0 0.2 0.0 -0.2 -0.1 -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 0.1 -0.0 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.1 0.0 0.8 0.3 0.6 0.2 0.2 0.7 0.5 0.5 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 -0.1 0.3 -0.1 -0.4 0.0 -0.1 -0.1 0.0 -0.5 -0.7 -0.7 -0.7 EURIBOR-ICE 0.6 0.1 -0.1 0.0 0.0 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 0.1 0.2 0.2 0.7 0.0 0.0 0.0 0.1 0.0 0.1 0.8 0.2 0.3 0.1 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.3 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 0.0 0.1 0.0 0.1 0.1 0.4 0.2 0.4 -0.1 -0.3 0.7 0.7 0.7 0.7 FEEDCOW 0.3 -0.5 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 0.3 0.2 0.2 0.2 0.0 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 1.1 0.2 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.1 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 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 -0.0 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 -0.0 0.0 -0.1 -0.0 0.0 -0.1 -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 -0.0 -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 0.2 -0.5 0.1 -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 0.5 0.6 0.4 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.3 -0.2 -0.0 -0.0 0.1 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.6 -0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.4 -0.1 0.1 -0.0 -0.0 0.1 -0.0 0.3 -0.1 0.3 0.1 0.2 -0.0 -0.1 0.3 -0.1 0.2 -0.1 GOLD_micro -0.5 0.1 -0.4 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.5 0.5 0.6 0.6 0.6 -0.5 0.0 -0.7 -0.2 HEATOIL -0.5 -0.2 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.0 0.2 -0.1 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 -0.0 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 0.2 -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 -0.1 -0.3 -0.3 -0.4 -0.7 -0.6 -0.5 -0.7 JPY -0.3 -0.3 -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 0.2 -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 0.1 -0.5 0.1 -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 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.4 0.1 1.1 0.4 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.7 -0.0 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.3 0.0 -0.4 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.0 -0.3 0.0 NaN -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -1.2 0.0 0.7 0.7 0.5 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 0.0 0.6 0.6 0.6 0.2 0.2 0.1 0.3 NASDAQ_micro -0.6 -0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 -0.3 -0.3 -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 0.4 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 0.0 -0.0 0.1 -0.1 0.0 -0.0 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 1.8 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -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 0.0 0.0 0.1 -0.0 0.1 0.8 0.2 0.4 0.1 -0.2 0.3 0.7 0.3 0.7 OATIES 0.1 -0.4 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.2 -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 -0.1 -1.9 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.3 0.5 -0.3 0.2 -0.2 -0.7 -0.4 -0.7 -0.4 OJ -0.6 -0.5 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.6 -0.0 0.2 -0.2 -0.5 -0.1 -0.4 PALLAD 0.3 0.3 0.2 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 0.0 0.1 0.1 2.0 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 0.3 0.5 0.2 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.2 -0.1 0.0 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 -0.3 -0.1 -0.1 -0.1 0.7 0.3 -0.3 -0.2 REDWHEAT -0.2 -0.2 -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 -0.1 -0.3 -0.1 -0.9 -0.1 -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 -0.2 -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 0.3 0.4 0.5 -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 0.1 0.0 0.1 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.3 0.5 0.5 0.6 -0.0 0.6 0.2 0.7 RUSSELL -0.4 0.0 0.5 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.3 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.8 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 -0.3 0.0 0.3 -0.7 -0.7 -0.7 -0.7 SHATZ 0.6 -0.0 -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 -0.2 -0.4 -0.4 -0.3 0.0 -0.1 0.1 -0.1 0.1 1.0 0.0 0.0 -0.0 0.1 -0.1 0.1 -1.1 0.1 0.2 -0.2 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.5 -0.0 0.0 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.3 0.2 -0.9 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.5 0.6 0.5 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 0.3 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.2 0.2 1.3 0.1 0.0 0.1 0.0 0.0 0.1 0.8 0.3 0.6 -0.0 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.2 0.3 0.0 0.1 0.0 0.1 -0.0 0.1 0.1 0.5 0.2 0.5 0.1 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 -0.3 -0.7 SOYBEAN -0.0 -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 0.4 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL 0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.2 -0.5 0.2 -0.7 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.0 -2.5 -0.0 0.2 -0.2 0.1 -0.4 0.0 -0.9 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.2 -0.4 -0.2 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.2 0.0 0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.0 -2.1 -0.0 -0.1 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 0.2 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 -0.2 -0.6 -0.5 -0.2 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.6 -0.3 0.2 0.0 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 0.0 0.4 0.1 -2.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.4 -0.5 -0.6 -0.1 0.3 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.1 -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 0.1 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -2.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.3 0.1 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 0.2 0.1 -0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.1 -0.8 0.1 0.1 0.2 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 0.5 0.1 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 0.2 0.1 -0.4 0.1 -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 -0.1 -0.1 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 0.2 0.1 0.2 -1.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.6 0.6 0.7 0.4 -0.1 -0.5 US30 0.3 0.5 0.5 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 0.2 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 0.6 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 0.4 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 0.0 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 0.0 -0.6 -0.0 -0.0 -0.2 0.0 -0.0 0.0 -0.1 -0.8 -0.1 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.0 -0.2 0.0 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 -1.0 -0.3 -0.4 0.6 0.5 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -12.8 -1.6 2.4 -2.2 -3.8 2.0 -5.0 3.6 -5.3 -17.9 15.4 -18.9 3.5 -14.4 -3.8 -0.7 -1.3 -1.1 -1.2 -3.2 3.4 -13.1 2.7 -11.3 15.4 -1.4 -5.2 1.9 -7.8 0.4 -6.5 3.2 -18.6 -1.4 3.3 7.7 20.0 20.0 20.0 20.0 BITCOIN -4.2 -7.6 -9.4 7.6 -4.6 6.7 1.5 5.1 6.3 -16.9 14.8 -17.7 19.2 -13.6 -7.0 -6.2 -7.4 -7.0 -7.2 -4.4 7.0 -20.0 17.2 -16.7 -20.0 -3.3 -9.5 1.4 -10.7 6.5 -7.5 -2.1 -20.0 -20.0 -20.0 -20.0 11.5 -4.4 -16.2 -9.6 BOBL 18.7 4.8 -1.8 3.8 6.9 1.2 8.6 -0.8 6.9 11.0 5.3 14.1 -0.9 12.1 4.3 20.0 3.8 20.0 11.2 7.5 0.9 19.3 -1.8 16.8 2.8 3.7 5.6 0.6 9.0 -0.5 7.9 5.9 5.9 11.7 2.2 -3.7 14.8 20.0 20.0 20.0 BTP 14.2 6.5 1.6 4.9 9.0 1.6 11.3 -1.1 9.0 20.0 20.0 20.0 18.0 20.0 18.9 7.3 8.9 9.1 9.5 15.0 11.0 20.0 11.9 20.0 -20.0 6.9 9.4 4.7 12.7 4.9 11.0 10.2 3.4 9.8 7.0 4.1 8.3 20.0 9.3 20.0 BUND 16.3 8.2 1.3 4.1 7.5 1.3 9.4 -0.9 7.5 14.7 5.5 16.9 -7.7 15.8 7.5 -5.9 4.0 -0.3 3.5 9.5 0.9 20.0 -5.6 18.4 -0.9 4.7 7.1 0.9 10.1 -1.1 8.9 1.4 5.1 11.0 5.3 -3.1 13.0 20.0 15.5 20.0 BUXL 17.3 11.7 -1.3 3.9 7.1 1.3 8.9 -0.8 7.1 15.7 -10.8 16.9 -16.5 16.3 1.9 4.1 2.7 3.8 3.5 4.9 -7.0 17.6 -15.6 15.2 -2.2 3.1 6.6 -2.0 9.1 -4.6 7.9 -0.4 1.0 9.0 3.2 -11.7 7.1 14.2 -4.4 3.7 CAC 15.3 10.7 4.2 5.9 0.3 5.5 2.1 4.1 4.2 13.2 16.2 16.9 12.6 17.2 15.7 -2.8 -1.3 -2.4 -1.7 16.4 10.4 20.0 6.8 20.0 2.1 5.8 5.1 2.4 8.3 0.1 8.2 7.2 20.0 20.0 -1.6 -10.8 20.0 20.0 20.0 20.0 CAD -10.6 -15.0 -11.4 -2.6 -4.5 2.4 -5.9 4.3 -6.3 11.6 -1.8 -15.4 -3.9 -20.0 -20.0 -8.0 -7.0 -7.8 -7.5 -20.0 -13.2 -9.9 -7.0 -20.0 20.0 -7.6 2.8 -3.3 -4.0 -1.1 -8.3 -7.1 -1.7 -9.3 -20.0 -16.5 -20.0 -20.0 -20.0 -20.0 CANOLA 4.3 -14.3 -19.3 -4.0 -0.2 -4.1 -0.9 -3.3 -2.6 0.2 -1.9 5.4 0.3 -7.8 -11.9 -19.5 -9.2 -16.1 -11.3 -11.1 -8.9 -0.7 -2.4 -4.8 4.8 -4.3 -1.5 -3.5 -1.4 -1.3 -2.7 -2.7 -3.0 0.4 2.6 -6.2 17.3 20.0 20.0 20.0 CHF -5.8 -5.4 -5.9 -1.6 -2.7 1.4 -3.5 2.5 -3.7 6.6 11.0 5.2 11.0 -3.1 -2.3 -15.4 -15.6 -15.4 -15.1 0.8 6.6 1.6 10.3 -0.2 -0.7 1.5 -0.1 4.5 0.7 5.9 0.3 -20.0 13.6 7.6 7.1 4.2 -20.0 -20.0 -20.0 -20.0 COCOA -20.0 -20.0 -17.1 -3.4 -0.2 -3.5 -0.8 -2.7 -2.2 5.9 -9.2 -6.7 0.2 -9.6 -9.8 -2.0 11.7 2.2 6.8 -16.9 -11.4 -3.8 -0.2 -15.0 -20.0 -3.3 3.1 -1.8 -0.6 0.9 -3.1 20.0 10.1 -19.1 -8.0 1.0 -4.6 2.5 1.6 6.2 COFFEE 6.4 9.3 11.0 -5.0 -0.3 -5.1 -1.2 -4.0 -3.2 14.3 9.1 14.4 10.6 8.3 11.5 17.8 10.3 14.7 12.3 17.8 15.3 20.0 14.3 17.7 -20.0 5.0 5.8 5.2 4.4 5.5 4.0 20.0 20.0 20.0 20.0 20.0 8.9 14.6 17.4 20.0 COPPER 14.2 11.0 -14.1 2.5 -1.5 2.2 0.5 1.6 2.1 -1.3 -2.1 2.7 -1.3 5.1 -2.6 -5.9 -5.5 -5.4 -5.4 2.9 0.7 1.4 1.0 4.0 -4.3 1.5 -0.2 1.5 0.5 2.2 1.5 1.0 -0.4 -9.6 -11.5 -11.8 17.5 8.0 18.0 9.6 CORN -4.2 6.2 -3.8 -7.3 -0.4 -7.6 -1.7 -5.9 -4.7 11.1 -11.0 -6.0 -14.9 -0.5 0.1 -19.0 -19.0 -20.0 -20.0 -3.0 -9.0 -1.5 -17.0 -2.7 10.5 -1.7 2.0 -3.4 -1.2 -9.4 -2.7 -20.0 2.3 2.3 20.0 20.0 -9.4 -1.4 1.4 0.7 COTTON2 -9.2 -5.0 -0.1 -7.8 -0.4 -8.0 -1.8 -6.3 -5.0 -2.7 -20.0 -15.7 -20.0 -20.0 -20.0 -17.5 -14.3 -17.1 -15.8 -17.5 -17.4 -9.7 -20.0 -16.6 -15.4 -7.8 -2.4 -6.6 -5.2 -8.1 -8.4 -11.8 -7.9 -16.4 17.6 20.0 -12.5 -17.1 -10.6 -14.7 CRUDE_W -14.5 -6.2 -0.7 -3.2 3.0 -0.1 -3.9 0.4 -5.7 -4.3 -5.3 -14.9 -10.3 -15.9 -16.2 0.5 6.6 4.1 5.3 -10.4 -6.6 -11.0 -6.9 -14.3 3.9 -5.9 0.1 -4.2 -5.1 -3.8 -7.0 -3.8 -3.2 -4.4 -13.3 -11.0 20.0 15.1 0.3 18.1 DAX 12.4 -5.4 -14.9 5.5 0.3 5.1 2.0 3.8 3.9 -3.8 15.6 3.1 16.8 6.3 5.3 -6.2 -6.5 -6.0 -5.7 4.2 7.6 -0.3 16.8 3.7 -10.8 1.1 -1.9 1.3 -0.2 5.7 1.8 -0.7 -9.3 5.8 -20.0 -20.0 13.8 20.0 20.0 20.0 DOW -13.1 -1.0 10.2 4.6 0.3 4.3 1.6 3.2 3.2 9.1 15.4 8.8 12.9 8.6 13.2 -8.5 -8.3 -8.6 -8.1 9.7 12.3 6.0 11.0 5.6 -11.6 3.7 1.9 4.9 0.5 4.2 0.8 -4.3 -3.9 -14.7 -4.2 3.8 -20.0 -20.0 -20.0 -20.0 DX 11.9 10.2 7.3 -1.6 -2.8 1.5 -3.6 2.6 -3.9 0.2 -10.2 6.7 -12.3 9.6 5.2 5.3 6.0 5.8 5.8 4.9 -4.1 6.5 -10.5 8.3 -20.0 2.9 3.4 -1.4 3.7 -4.1 4.6 15.5 11.5 20.0 5.7 6.9 20.0 15.6 16.2 17.4 EUR -12.5 -8.6 -6.1 -1.9 -3.2 1.7 -4.2 3.1 -4.5 -5.3 13.5 -10.0 14.6 -12.0 -1.3 -7.1 -7.5 -7.3 -7.4 -3.0 7.8 -8.0 14.4 -8.4 13.3 -1.4 -4.6 4.3 -5.1 7.3 -5.0 -7.4 1.9 -1.8 -1.7 1.2 -13.5 -20.0 -20.0 -20.0 EURIBOR-ICE 18.6 2.1 -2.3 3.0 5.5 1.0 6.8 -0.6 5.5 7.7 9.6 10.5 10.5 8.5 4.3 12.2 10.4 12.8 12.4 7.1 3.9 16.3 5.6 14.0 5.3 3.2 4.3 1.3 7.2 1.4 6.2 14.1 7.7 10.4 2.2 -0.6 9.8 20.0 12.1 20.0 EUROSTX 9.3 9.5 1.6 5.9 0.3 5.5 2.1 4.1 4.1 8.8 19.0 14.1 17.4 16.5 17.2 -3.3 -1.2 -2.7 -1.9 16.1 13.4 11.4 13.1 16.0 -6.1 5.8 1.2 3.5 4.1 2.4 6.0 7.1 8.7 12.4 -3.2 -10.6 20.0 20.0 20.0 20.0 FEEDCOW 9.4 -16.9 6.9 -4.5 -0.3 -4.7 -1.1 -3.7 -2.9 -8.9 14.2 5.8 14.6 9.8 13.2 13.1 7.1 15.0 12.3 20.0 20.0 4.0 20.0 16.8 -20.0 5.1 -4.0 6.6 0.7 7.1 3.7 20.0 7.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -18.2 -2.7 4.4 -2.9 2.7 -0.1 -3.6 0.4 -5.2 -0.3 4.7 -12.3 1.9 -10.8 -5.4 16.8 13.1 18.2 15.7 -2.6 3.3 -8.6 2.8 -10.0 -0.5 -1.0 2.7 2.2 -4.3 1.8 -5.0 10.1 -0.9 -1.2 6.3 6.9 15.1 12.1 8.6 10.1 GASOLINE -15.2 -6.4 0.5 -3.0 2.9 -0.1 -3.8 0.4 -5.6 -1.9 1.6 -13.8 -1.3 -14.1 -12.6 17.6 20.0 20.0 20.0 -7.1 -2.0 -8.4 -0.7 -11.6 -19.8 -5.4 1.5 -2.9 -4.4 -1.2 -6.7 20.0 -1.7 -3.1 -11.5 -8.2 20.0 20.0 20.0 20.0 GAS_US_mini 10.3 8.2 -13.0 -3.9 3.7 -0.2 -4.9 0.5 -7.1 18.3 -20.0 6.3 -17.7 0.3 -17.0 -20.0 -20.0 -20.0 -20.0 -8.7 -15.5 12.5 -14.5 0.4 20.0 -3.5 16.9 -6.1 8.0 -5.1 0.9 -20.0 20.0 20.0 12.8 -20.0 -2.4 -20.0 -20.0 -20.0 GBP -6.5 -8.1 -7.4 -2.5 -4.4 2.3 -5.6 4.1 -6.1 -1.5 12.3 -6.7 17.1 -13.5 -6.7 0.8 -0.1 0.3 -0.0 -5.3 4.6 -6.4 14.0 -8.2 1.0 -1.4 -5.3 4.7 -4.6 9.6 -4.9 5.2 2.3 6.2 -0.6 -2.5 8.6 -2.9 6.6 -1.6 GOLD_micro -14.6 4.4 -12.3 3.8 -2.3 3.4 0.7 2.5 3.2 -2.9 12.4 6.0 12.3 10.3 11.7 -10.6 -11.6 -11.5 -11.2 20.0 16.8 11.2 13.9 20.0 -20.0 4.3 -0.4 3.3 2.9 2.7 4.5 -8.9 20.0 20.0 20.0 17.2 -15.2 1.3 -20.0 -7.1 HEATOIL -15.8 -7.4 1.9 -3.1 3.0 -0.1 -3.9 0.4 -5.7 3.2 6.8 -11.6 3.8 -12.2 -7.7 6.3 8.4 8.0 8.2 -5.0 2.1 -6.5 3.4 -10.5 -20.0 -4.4 4.0 -0.6 -3.4 1.6 -6.2 0.6 2.1 -0.3 -9.5 -3.7 14.3 6.6 -6.7 -6.9 JGB-SGX-mini 7.0 -5.0 -9.0 2.2 4.0 0.7 5.0 -0.5 4.0 3.0 -9.4 1.4 -8.9 -5.6 -8.7 4.4 12.5 8.2 10.5 -5.9 -8.4 1.6 -9.6 -1.6 -5.8 -2.4 2.2 -3.5 1.3 -4.3 -0.2 14.4 -5.8 -9.2 -9.9 -13.3 -20.0 -17.9 -13.5 -20.0 JPY -8.8 -7.9 -10.4 -1.2 -2.1 1.1 -2.7 2.0 -3.0 -1.2 -8.9 -6.6 -6.3 -7.1 -9.4 -9.2 -10.9 -9.9 -10.0 -9.9 -7.6 -7.0 -5.4 -9.6 20.0 -3.5 -2.4 -2.3 -3.0 -1.5 -3.9 -12.5 6.8 -5.2 -10.5 -10.9 -3.5 -10.6 -6.3 -10.7 LEANHOG -20.0 -10.6 1.8 -7.4 -0.4 -7.6 -1.8 -6.0 -4.8 -12.4 17.3 -20.0 18.8 -17.8 -1.0 20.0 20.0 20.0 20.0 -4.3 11.1 -19.5 17.7 -18.7 -0.9 -2.4 -3.3 2.9 -8.2 5.6 -7.8 20.0 -20.0 -20.0 20.0 20.0 17.1 15.7 20.0 20.0 LIVECOW 4.2 -14.4 3.0 -5.8 -0.3 -6.0 -1.4 -4.7 -3.7 -8.9 18.1 7.3 18.4 11.0 16.2 -16.0 10.5 -5.4 4.9 19.3 20.0 6.8 20.0 15.0 -20.0 6.3 -4.4 8.4 2.1 10.1 5.1 20.0 18.6 20.0 20.0 20.0 20.0 15.4 20.0 20.0 LUMBER-new 20.0 -0.6 -11.0 -5.3 -0.3 -5.5 -1.3 -4.3 -3.4 -12.0 -10.3 3.7 -8.5 5.5 -8.2 -20.0 -20.0 -20.0 -20.0 -4.5 -9.7 -2.5 -8.5 2.6 NaN -1.1 -6.8 -2.3 -1.3 -1.4 1.0 -20.0 1.4 20.0 20.0 13.7 17.4 20.0 20.0 20.0 MXP -9.3 -1.0 6.6 -2.6 -4.5 2.3 -5.7 4.2 -6.2 10.3 20.0 10.0 18.9 17.2 20.0 12.9 12.7 12.9 12.5 15.8 20.0 2.2 20.0 6.6 -20.0 8.2 -0.4 12.8 0.5 12.3 3.0 20.0 2.1 20.0 20.0 20.0 5.1 7.4 2.1 10.0 NASDAQ_micro -18.8 -2.7 4.5 4.5 0.2 4.1 1.6 3.1 3.2 5.4 15.6 6.3 14.7 10.8 13.2 -9.3 -8.9 -9.7 -9.1 14.5 18.5 4.9 17.9 8.7 -20.0 4.8 -0.5 5.8 0.3 5.3 2.2 -5.7 -10.9 -7.5 6.7 12.2 -20.0 -20.0 -20.0 -20.0 NIKKEI -11.5 4.9 17.3 3.4 0.2 3.1 1.2 2.3 2.4 5.9 11.7 8.7 10.3 10.0 11.0 0.7 8.2 4.5 6.8 18.0 16.1 12.5 11.5 16.2 -9.5 4.3 1.4 3.6 2.6 2.2 3.7 20.0 16.9 20.0 20.0 20.0 2.8 11.6 18.0 18.9 NZD -9.6 -12.7 -12.1 -1.9 -3.4 1.8 -4.3 3.2 -4.7 1.6 -1.7 -13.8 -5.8 -17.2 -17.4 -3.9 -2.8 -3.7 -3.4 -17.1 -10.9 -9.6 -5.8 -16.7 13.4 -5.6 -0.5 -3.3 -3.6 -1.9 -6.0 0.0 -5.0 -3.5 -13.3 -14.4 18.3 20.0 20.0 20.0 OAT 19.3 8.6 -1.4 3.5 6.4 1.1 8.0 -0.8 6.4 11.9 4.8 14.2 -4.5 13.8 6.7 16.9 10.5 16.4 14.4 7.6 0.1 19.9 -3.7 17.2 1.4 3.3 5.2 0.4 8.4 -0.7 7.3 15.2 10.3 11.2 4.6 -5.6 9.9 20.0 9.9 20.0 OATIES 2.8 -13.2 -20.0 -7.0 -0.4 -7.2 -1.7 -5.7 -4.5 18.8 -20.0 -2.1 -13.1 -14.5 -20.0 -20.0 -8.4 -20.0 -15.7 -20.0 -20.0 -0.9 -16.2 -13.7 -14.1 -7.6 2.2 -7.1 -0.7 -5.1 -4.9 -5.0 20.0 -7.8 7.5 -5.0 -20.0 -11.4 -19.6 -10.9 OJ -20.0 -16.4 -8.3 -2.3 -0.1 -2.3 -0.5 -1.8 -1.5 -6.0 -4.6 -7.0 -5.3 -7.3 -5.5 -3.7 5.2 -0.6 1.8 -10.6 -7.8 -14.7 -7.0 -14.6 -20.0 -2.2 -2.8 -1.6 -3.4 -1.3 -3.2 20.0 -16.0 -17.5 -1.1 6.7 -7.4 -14.7 -2.1 -12.8 PALLAD 10.1 9.7 4.7 3.2 -2.0 2.9 0.6 2.2 2.7 -6.9 7.1 2.5 5.2 6.5 6.9 -2.8 -2.9 -3.0 -3.0 11.3 8.1 4.3 4.9 11.9 15.4 3.3 -1.1 2.6 1.8 1.9 3.6 5.4 13.0 13.9 4.8 1.2 -18.9 -20.0 -20.0 -20.0 PLAT -7.5 -1.8 1.2 3.5 -2.1 3.1 0.7 2.3 2.9 -7.5 10.0 -1.9 8.7 5.9 8.4 -3.7 -3.5 -3.4 -3.2 11.2 12.0 -4.2 10.3 6.4 0.9 3.6 -3.5 4.1 -0.8 3.8 2.2 4.7 -12.9 -3.1 -4.1 -3.4 20.0 8.7 -7.9 -6.9 REDWHEAT -5.9 -5.2 -15.1 -7.7 -0.4 -7.9 -1.8 -6.2 -4.9 -2.7 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 -16.9 -20.0 -19.1 -20.0 -20.0 -10.6 -20.0 -17.6 8.1 -8.7 -3.1 -8.5 -5.3 -9.7 -7.8 -16.9 -5.6 -12.7 19.3 12.2 -20.0 -20.0 -20.0 -20.0 RICE -11.2 -20.0 -20.0 -3.7 -0.2 -3.8 -0.9 -3.0 -2.4 -10.6 -12.5 -11.6 -12.0 -12.1 -12.5 -19.3 -10.1 -18.3 -16.3 -20.0 -20.0 -17.7 -20.0 -20.0 -1.6 -4.5 -4.0 -4.4 -4.0 -4.4 -4.3 -9.3 -15.6 -20.0 -8.1 -10.9 -8.6 -8.7 -1.8 -8.1 ROBUSTA 8.5 11.7 14.5 -2.9 -0.2 -3.0 -0.7 -2.3 -1.8 7.7 -0.0 8.0 -0.5 2.2 5.4 8.3 14.4 12.9 13.6 6.1 2.3 7.9 0.4 6.5 -20.0 1.9 3.3 0.7 2.2 0.3 1.9 20.0 11.5 14.7 16.6 20.0 -1.2 18.0 5.2 20.0 RUSSELL -13.2 0.1 16.0 3.8 0.2 3.6 1.4 2.7 2.7 1.5 12.6 4.2 8.1 7.1 11.3 -5.0 -5.4 -5.3 -5.2 9.7 10.7 0.7 7.2 5.2 6.0 4.0 -2.3 4.5 -0.6 2.9 1.4 0.5 -4.8 -10.8 1.5 9.6 -20.0 -20.0 -20.0 -20.0 SHATZ 20.0 -1.1 -10.9 3.6 6.6 1.2 8.3 -0.8 6.7 8.7 -5.3 12.8 0.3 8.9 -6.6 -11.0 -18.3 -17.6 -17.0 0.1 -6.0 15.8 -4.5 11.9 7.1 1.1 4.4 -1.8 7.9 -1.4 6.3 -20.0 2.1 7.4 -7.2 -12.4 15.7 20.0 20.0 20.0 SILVER-mini -15.5 -0.4 1.0 4.0 -2.4 3.5 0.8 2.6 3.3 -8.1 12.6 1.8 12.2 8.8 11.3 -6.0 -6.7 -6.8 -6.7 18.1 15.5 2.0 11.3 14.5 -6.7 4.6 -1.9 3.9 1.3 2.9 3.8 -1.0 13.1 15.4 20.0 16.4 20.0 20.0 6.0 3.6 SMI 20.0 10.7 6.1 5.2 0.3 4.8 1.8 3.6 3.6 10.2 9.3 16.1 7.2 15.7 14.0 5.8 3.2 3.9 3.1 16.0 9.5 14.3 6.6 19.0 9.5 4.9 1.5 2.5 4.4 1.2 5.9 14.9 11.6 20.0 -0.3 -7.4 20.0 20.0 20.0 20.0 SOFR 1.1 -5.3 8.6 4.3 7.9 1.4 9.9 -0.9 7.9 15.8 16.9 16.2 14.3 4.8 11.5 7.0 5.2 7.1 6.5 9.9 14.7 13.8 15.0 9.9 -20.0 5.4 6.6 6.9 7.8 6.5 5.7 4.3 -2.1 -11.6 -1.0 14.8 2.2 -15.0 -10.0 -20.0 SOYBEAN -0.3 -2.0 3.0 -7.3 -0.4 -7.5 -1.7 -5.9 -4.7 14.1 2.9 10.7 -10.0 -7.5 2.8 -4.9 -7.2 -7.9 -8.7 -1.1 -1.1 7.0 -7.6 0.5 -4.9 2.6 8.1 3.9 5.3 -1.5 1.6 -0.1 7.6 13.3 20.0 20.0 -13.4 -3.7 -11.7 0.3 SOYMEAL 7.3 -1.4 -0.7 -7.4 -0.4 -7.6 -1.7 -6.0 -4.8 20.0 -20.0 16.0 -20.0 -4.3 -13.7 -20.0 -16.5 -20.0 -19.6 -9.5 -18.2 18.8 -20.0 2.5 -19.0 -2.2 19.7 -6.4 12.8 -11.5 3.4 -17.3 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.5 -20.0 SOYOIL 4.7 -12.9 -7.0 -6.3 -0.4 -6.5 -1.5 -5.1 -4.0 -6.7 5.8 4.6 9.6 -10.3 -12.6 -7.4 -3.8 -6.4 -5.0 -6.8 0.5 -1.8 8.4 -3.9 -16.1 -3.1 -5.8 0.2 -1.2 3.0 -1.8 6.6 -6.2 13.2 14.1 20.0 -20.0 -12.9 -20.0 -13.8 SP400 -11.8 -6.7 7.5 3.9 0.2 3.6 1.4 2.7 2.7 6.1 11.2 4.3 5.6 1.7 4.9 -5.9 -6.0 -6.0 -5.8 1.8 4.7 -0.9 4.1 -1.4 -0.7 0.3 -1.1 2.0 -2.5 1.3 -2.5 -0.5 -8.2 -19.8 -14.6 -5.8 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -8.9 5.5 4.6 0.3 4.3 1.6 3.2 3.3 7.8 16.2 7.1 15.3 9.0 13.3 -9.6 -9.7 -10.2 -9.6 11.8 16.4 3.2 16.2 5.6 -16.7 3.5 -0.9 5.2 -1.7 4.8 -0.2 -6.8 -20.0 -19.7 -1.7 10.6 -20.0 -20.0 -20.0 -20.0 SUGAR11 -4.4 -2.2 -6.1 -4.5 -0.3 -4.6 -1.1 -3.6 -2.9 -12.7 -13.6 -13.0 -13.2 -12.7 -12.0 14.1 6.9 2.7 1.3 -12.0 -11.8 -17.9 -11.7 -14.5 -18.6 -4.7 -8.3 -4.3 -7.7 -3.9 -6.1 20.0 -20.0 -8.9 3.4 9.0 -20.0 -20.0 -17.9 -20.0 US10 4.3 4.7 12.8 3.6 6.6 1.2 8.3 -0.8 6.6 15.5 14.5 15.5 4.0 13.7 14.4 2.5 -0.2 2.1 1.3 12.0 11.7 15.0 7.5 12.8 -5.9 5.7 6.2 5.6 7.0 4.0 6.0 -4.8 0.8 -3.1 8.6 15.4 -12.6 -20.0 -14.0 -20.0 US10U 4.5 8.8 14.3 4.7 8.6 1.5 10.7 -1.0 8.6 20.0 17.7 20.0 0.9 19.7 19.6 2.0 -1.6 0.1 -0.8 17.6 14.9 20.0 7.0 18.8 -11.4 7.8 7.9 6.9 8.6 4.2 7.9 -8.0 4.4 -0.3 19.8 20.0 1.9 -13.4 -11.5 -20.0 US2 6.2 3.2 8.3 3.2 5.9 1.1 7.4 -0.7 5.9 10.1 6.1 11.7 -2.1 9.0 10.3 -10.8 -15.5 -11.9 -12.9 7.1 6.1 10.0 2.9 8.7 18.0 4.5 4.4 4.1 5.9 3.3 5.2 -20.0 -3.7 -4.5 1.8 7.3 -11.1 -9.9 -14.0 -20.0 US20 7.3 14.4 15.8 3.5 6.3 1.1 7.9 -0.7 6.4 15.4 8.3 16.3 -5.3 16.4 15.9 4.4 2.9 4.4 3.9 15.0 10.3 17.5 2.1 16.5 -8.8 5.9 6.0 4.5 6.5 1.9 6.2 0.3 2.5 3.0 17.9 18.0 20.0 12.8 -1.8 -13.7 US30 7.8 14.5 14.3 4.0 7.2 1.3 9.1 -0.9 7.3 17.6 4.3 18.7 -9.9 18.8 17.6 -0.8 -3.1 -2.9 -3.0 14.9 8.1 19.8 -2.0 18.0 -5.5 6.5 7.8 4.3 8.2 0.9 7.5 -10.9 3.4 2.9 17.9 16.2 20.0 8.4 0.2 -14.4 US5 3.8 0.5 9.6 3.5 6.5 1.2 8.1 -0.8 6.5 12.7 13.3 13.2 4.5 9.9 11.9 -1.2 -3.6 -1.8 -2.4 8.9 9.6 11.9 7.1 9.8 -0.3 5.1 5.4 5.4 6.7 4.5 5.6 -10.7 -1.5 -5.3 3.0 11.3 -14.3 -15.3 -13.1 -20.0 VIX 14.2 0.1 -11.8 -2.5 -1.7 -3.7 2.9 -0.8 2.5 -9.6 -18.6 -4.0 -9.6 -5.5 -16.2 -20.0 -20.0 -20.0 -20.0 -5.0 -7.8 1.3 -4.2 2.0 NaN -2.6 -1.9 -4.3 3.3 -1.1 3.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -5.8 -2.3 -15.6 -7.8 -0.4 -8.0 -1.8 -6.3 -5.0 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -19.4 -18.5 -19.1 -18.7 -20.0 -20.0 -12.6 -20.0 -17.1 14.1 -8.3 -3.6 -7.4 -7.1 -8.4 -8.8 -17.8 -13.9 -10.9 20.0 14.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3