******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251023_204428 produced at 2025-10-23 21:39:51.172237 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.90 0.0 0.00 0.00 0.00 0.00 -20.51 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.20 0.0 999.00 -999.00 -0.22 -0.22 -19.74 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.13 0.0 1.02 -1.02 -0.14 -0.14 -3.71 29.0 -4 -4 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.01 11.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -17.28 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 RICE False True 0.01 -0.03 -0.06 0.0 0.00 -0.03 -0.03 -0.03 -5.37 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 -6.23 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.05 0.0 1.01 -1.01 -0.08 -0.08 -0.70 13.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.04 0.0 0.80 -0.80 -0.03 -0.02 -2.53 48.0 -2 -1 caleb_strategy_v3 JPY False False 0.04 0.00 -0.04 0.0 0.69 -0.69 0.00 0.00 -0.99 17.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.05 -0.04 0.0 0.00 -0.05 -0.05 -0.05 -7.48 26.0 -11 -10 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.15 -0.15 -0.04 -0.04 -4.01 18.0 -5 -5 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.03 0.0 0.33 -0.33 0.00 0.00 -0.21 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.57 -0.57 -0.07 -0.07 -1.19 23.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 1.00 -1.00 0.00 0.00 -0.37 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.03 0.0 0.76 -0.76 -0.05 -0.03 -2.69 66.0 -4 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -1.93 9.0 -4 -4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -0.89 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 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.10 -0.10 0.00 0.00 -1.83 8.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.68 12.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.35 9.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.83 -0.83 -0.03 -0.03 -0.47 26.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.01 0.0 0.15 -0.15 -0.05 -0.05 -0.25 3.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.85 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.53 10.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.15 -1.15 -0.04 -0.04 -0.48 56.0 -2 -2 caleb_strategy_v3 US5 False False 0.05 0.00 -0.00 0.0 1.35 -1.35 0.00 0.00 -0.03 25.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.00 0.0 0.19 -0.19 -0.03 -0.03 -0.03 7.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.23 -0.23 0.00 0.00 -0.05 51.0 1 1 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.07 4.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.00 0.0 0.03 -0.03 0.00 0.00 -0.26 3.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.03 -0.00 0.0 0.42 -0.42 -0.03 -0.04 -0.27 68.0 -5 -6 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.34 23.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.10 2.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.03 0.01 0.0 0.60 -0.60 -0.03 -0.03 0.20 21.0 -1 -1 caleb_strategy_v3 COPPER False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.21 999999999.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.21 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.95 -0.95 0.00 0.00 0.15 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.02 0.0 0.81 -0.81 0.01 0.01 1.21 58.0 1 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 COFFEE False False 0.07 0.07 0.02 0.0 0.43 -0.43 0.07 0.07 0.22 6.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.08 0.02 0.0 0.90 -0.90 0.08 0.08 0.40 22.0 2 2 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.34 13.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.19 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 0.31 999999999.0 2 2 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.51 9.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.03 0.0 0.13 -0.13 0.00 0.00 0.94 4.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.07 0.05 0.0 0.74 -0.74 0.07 0.07 0.68 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 1.05 999999999.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.61 -0.61 0.00 0.00 1.94 19.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.06 0.0 0.22 -0.22 0.05 0.05 3.70 13.0 3 3 caleb_strategy_v3 FEEDCOW False False 0.09 0.18 0.06 0.0 0.70 -0.70 0.18 0.18 0.65 8.0 2 2 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.06 0.0 0.81 -0.81 0.00 0.00 1.34 17.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.18 24.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.09 0.0 0.65 -0.65 0.16 0.16 2.67 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.41 12.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.13 0.0 1.29 -1.29 0.07 0.07 1.96 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 1.96 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.18 0.0 0.69 -0.69 0.00 0.00 2.58 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.19 0.19 0.0 0.57 -0.57 0.19 0.19 12.24 36.0 12 12 caleb_strategy_v3 OAT False False 0.07 0.42 0.21 0.0 0.70 -0.70 0.42 0.42 3.02 10.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.37 0.51 0.0 0.80 -0.80 0.37 0.37 38.15 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 2.23 0.0 1.40 -1.40 0.00 0.00 15.93 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.6 Shocked risk 45.1 Sum abs risk 51.3 Leverage 6.61 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2029266.75, 'annual_cash_vol_target': 507316.6875, 'daily_cash_vol_target': 31707.29296875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6521 0.5424 8.6783 BITCOIN 2278.8990 111350.0000 2.0466 32.7457 BOBL 0.1790 118.5200 0.1510 2.4166 BTP 0.4137 121.5400 0.3404 5.4465 BUND 0.3639 129.9400 0.2800 4.4806 BUXL 0.9035 117.2600 0.7705 12.3275 CAC 62.5907 8261.5000 0.7576 12.1219 CAD 0.0022 0.7167 0.3122 4.9949 CANOLA 6.6199 633.5000 1.0450 16.7196 CHF 0.0055 1.2648 0.4355 6.9676 COCOA 136.0917 6457.0000 2.1077 33.7226 COFFEE 7.1044 389.1000 1.8258 29.2135 COPPER 0.0842 5.1020 1.6499 26.3986 CORN 3.8493 460.2500 0.8363 13.3815 COTTON2 0.6779 65.6400 1.0328 16.5247 CRUDE_W 0.9158 59.7100 1.5337 24.5395 DAX 181.0207 24312.0000 0.7446 11.9132 DOW 323.1046 46974.0000 0.6878 11.0054 DX 0.3676 98.7450 0.3723 5.9570 EUR 0.0049 1.1645 0.4205 6.7277 EURIBOR-ICE 0.0332 97.8950 0.0339 0.5418 EUROSTX 44.7833 5688.0000 0.7873 12.5973 FEEDCOW 3.6421 357.6000 1.0185 16.2959 GASOIL 12.2379 676.5000 1.8090 28.9440 GASOLINE 0.0318 1.8478 1.7206 27.5294 GAS_US_mini 0.1056 4.0200 2.6258 42.0129 GBP 0.0057 1.3323 0.4303 6.8856 GOLD_micro 55.5966 4152.2000 1.3390 21.4235 HEATOIL 0.0396 2.3355 1.6948 27.1169 JGB-SGX-mini 0.2192 136.0400 0.1612 2.5785 JPY 0.0000 0.0066 0.6398 10.2366 LEANHOG 1.0395 84.4250 1.2312 19.6997 LIVECOW 2.0614 240.7250 0.8563 13.7014 LUMBER-new 8.5752 622.5000 1.3775 22.0406 MXP 0.0003 0.0541 0.5225 8.3594 NASDAQ_micro 211.5000 25277.2500 0.8367 13.3875 NIKKEI 593.2213 49060.0000 1.2092 19.3468 NZD 0.0031 0.5767 0.5414 8.6630 OAT 0.3909 122.9600 0.3179 5.0863 OATIES 4.2847 325.5000 1.3163 21.0615 OJ 6.9128 200.1500 3.4538 55.2608 PALLAD 47.5986 1486.0000 3.2031 51.2502 PLAT 37.4486 1598.5000 2.3427 37.4838 REDWHEAT 6.9757 518.0000 1.3467 21.5467 RICE 0.1328 10.5050 1.2645 20.2322 ROBUSTA 90.1868 4526.0000 1.9926 31.8822 RUSSELL 31.1702 2499.2000 1.2472 19.9553 SHATZ 0.0501 107.1500 0.0468 0.7481 SILVER-mini 1.0294 49.0375 2.0992 33.5868 SMI 79.3644 12582.0000 0.6308 10.0924 SOFR 0.0493 96.8200 0.0510 0.8155 SOYBEAN 7.9390 1079.2500 0.7356 11.7696 SOYMEAL 2.8724 297.2000 0.9665 15.4636 SOYOIL 0.6258 51.6500 1.2115 19.3845 SP400 33.9710 3299.9000 1.0295 16.4713 SP500_micro 50.5204 6784.5000 0.7446 11.9143 SUGAR11 0.2469 14.7200 1.6775 26.8407 US10 0.3140 113.4531 0.2768 4.4288 US10U 0.4238 116.4688 0.3639 5.8221 US2 0.0805 104.3867 0.0771 1.2333 US20 0.6173 118.7812 0.5197 8.3154 US30 0.9151 123.1875 0.7428 11.8854 US5 0.2085 109.7188 0.1900 3.0403 VIX 0.5271 20.8000 2.5341 40.5458 WHEAT 6.3246 579.7500 1.0909 17.4547 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 652.10 0.54 353.69 1.00 353.69 31707.29 89.65 8.34 74.74 BITCOIN 111.35 2.05 227.89 1.00 227.89 31707.29 139.13 -11.46 -159.39 BOBL 1185.20 0.15 179.01 1.16 207.78 31707.29 152.60 12.63 192.80 BTP 1215.40 0.34 413.73 1.16 480.24 31707.29 66.02 11.44 75.54 BUND 1299.40 0.28 363.88 1.16 422.38 31707.29 75.07 8.96 67.30 BUXL 1172.60 0.77 903.45 1.16 1048.68 31707.29 30.24 2.23 6.75 CAC 826.15 0.76 625.91 1.16 726.52 31707.29 43.64 16.18 70.60 CAD 716.70 0.31 223.74 1.00 223.74 31707.29 141.71 -10.07 -142.68 CANOLA 126.70 1.04 132.40 0.71 94.58 31707.29 335.25 -0.06 -2.10 CHF 1580.94 0.44 688.46 1.00 688.46 31707.29 46.06 -5.87 -27.03 COCOA 645.70 2.11 1360.92 1.00 1360.92 31707.29 23.30 -8.27 -19.26 COFFEE 1459.12 1.83 2664.14 1.00 2664.14 31707.29 11.90 13.72 16.33 COPPER 1275.50 1.65 2104.46 1.00 2104.46 31707.29 15.07 1.27 1.92 CORN 230.12 0.84 192.46 1.00 192.46 31707.29 164.74 -4.19 -68.96 COTTON2 328.20 1.03 338.96 1.00 338.96 31707.29 93.54 -19.35 -181.03 CRUDE_W 597.10 1.53 915.78 1.00 915.78 31707.29 34.62 -2.37 -8.21 DAX 243.12 0.74 181.02 1.16 210.12 31707.29 150.90 2.35 35.45 DOW 234.87 0.69 161.55 1.00 161.55 31707.29 196.27 -5.88 -115.40 DX 987.45 0.37 367.64 1.00 367.64 31707.29 86.25 4.70 40.53 EUR 1455.62 0.42 612.07 1.00 612.07 31707.29 51.80 -2.73 -14.13 EURIBOR-ICE 2447.38 0.03 82.88 1.16 96.20 31707.29 329.58 14.15 466.43 EUROSTX 568.80 0.79 447.83 1.16 519.82 31707.29 61.00 12.79 78.04 FEEDCOW 1788.00 1.02 1821.07 1.00 1821.07 31707.29 17.41 11.29 19.66 GASOIL 676.50 1.81 1223.79 1.00 1223.79 31707.29 25.91 8.39 21.75 GASOLINE 776.08 1.72 1335.31 1.00 1335.31 31707.29 23.75 2.01 4.78 GAS_US_mini 100.50 2.63 263.89 1.00 263.89 31707.29 120.15 -5.74 -68.94 GBP 832.69 0.43 358.34 1.00 358.34 31707.29 88.48 1.72 15.23 GOLD_micro 415.22 1.34 555.97 1.00 555.97 31707.29 57.03 -2.45 -14.00 HEATOIL 980.91 1.69 1662.45 1.00 1662.45 31707.29 19.07 -3.02 -5.77 JGB-SGX-mini 136040.00 0.16 21923.83 0.01 144.31 31707.29 219.72 -8.61 -189.14 JPY 823.69 0.64 526.98 1.00 526.98 31707.29 60.17 -6.34 -38.17 LEANHOG 337.70 1.23 415.79 1.00 415.79 31707.29 76.26 7.98 60.85 LIVECOW 962.90 0.86 824.57 1.00 824.57 31707.29 38.45 10.53 40.49 LUMBER-new 171.19 1.38 235.82 1.00 235.82 31707.29 134.46 -0.79 -10.58 MXP 270.45 0.52 141.30 1.00 141.30 31707.29 224.40 11.57 259.54 NASDAQ_micro 505.54 0.84 423.00 1.00 423.00 31707.29 74.96 -6.80 -51.00 NIKKEI 49060.00 1.21 59322.13 0.01 390.47 31707.29 81.20 13.90 112.85 NZD 576.70 0.54 312.25 1.00 312.25 31707.29 101.55 0.75 7.57 OAT 1229.60 0.32 390.88 1.16 453.72 31707.29 69.88 12.67 88.52 OATIES 162.75 1.32 214.23 1.00 214.23 31707.29 148.00 -17.28 -255.71 OJ 300.23 3.45 1036.92 1.00 1036.92 31707.29 30.58 -11.39 -34.83 PALLAD 1486.00 3.20 4759.86 1.00 4759.86 31707.29 6.66 4.58 3.05 PLAT 799.25 2.34 1872.43 1.00 1872.43 31707.29 16.93 2.09 3.55 REDWHEAT 259.00 1.35 348.79 1.00 348.79 31707.29 90.91 -15.12 -137.45 RICE 210.10 1.26 265.67 1.00 265.67 31707.29 119.35 -18.46 -220.35 ROBUSTA 452.60 1.99 901.87 1.00 901.87 31707.29 35.16 7.32 25.73 RUSSELL 124.96 1.25 155.85 1.00 155.85 31707.29 203.45 -0.40 -8.06 SHATZ 1071.50 0.05 50.10 1.16 58.15 31707.29 545.25 2.13 115.99 SILVER-mini 1225.94 2.10 2573.46 1.00 2573.46 31707.29 12.32 7.37 9.08 SMI 1258.20 0.63 793.64 1.26 997.20 31707.29 31.80 18.01 57.27 SOFR 2420.50 0.05 123.37 1.00 123.37 31707.29 257.01 -0.65 -16.58 SOYBEAN 539.62 0.74 396.95 1.00 396.95 31707.29 79.88 -0.44 -3.54 SOYMEAL 297.20 0.97 287.24 1.00 287.24 31707.29 110.39 -13.16 -145.31 SOYOIL 309.90 1.21 375.45 1.00 375.45 31707.29 84.45 -6.70 -56.60 SP400 3299.90 1.03 3397.10 1.00 3397.10 31707.29 9.33 -6.90 -6.44 SP500_micro 339.22 0.74 252.60 1.00 252.60 31707.29 125.52 -8.66 -108.74 SUGAR11 164.86 1.68 276.57 1.00 276.57 31707.29 114.65 -14.36 -164.68 US10 1134.53 0.28 314.04 1.00 314.04 31707.29 100.97 1.21 12.20 US10U 1164.69 0.36 423.81 1.00 423.81 31707.29 74.82 3.56 26.67 US2 2087.73 0.08 160.93 1.00 160.93 31707.29 197.03 0.78 15.34 US20 1187.81 0.52 617.32 1.00 617.32 31707.29 51.36 7.78 39.94 US30 1231.88 0.74 915.08 1.00 915.08 31707.29 34.65 5.69 19.70 US5 1097.19 0.19 208.48 1.00 208.48 31707.29 152.08 -0.16 -2.36 VIX 208.00 2.53 527.10 1.00 527.10 31707.29 60.15 -13.27 -79.85 WHEAT 289.88 1.09 316.23 1.00 316.23 31707.29 100.27 -14.47 -145.05 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 74.738 0.010 2.5 1.942 BITCOIN -159.388 0.043 2.5 -17.284 BOBL 192.797 0.004 2.5 1.958 BTP 75.541 0.014 2.5 2.580 BUND 67.296 0.004 2.5 0.683 BUXL 6.746 0.004 2.5 0.068 CAC 70.603 0.014 2.5 2.412 CAD -142.680 0.010 2.5 -3.707 CANOLA -2.097 0.010 2.5 -0.051 CHF -27.030 0.010 2.5 -0.702 COCOA -19.264 0.010 2.5 -0.469 COFFEE 16.325 0.005 2.5 0.217 COPPER 1.917 0.043 2.5 0.208 CORN -68.957 0.010 2.5 -1.680 COTTON2 -181.028 0.010 2.5 -4.410 CRUDE_W -8.213 0.043 2.5 -0.891 DAX 35.448 0.014 2.5 1.211 DOW -115.405 0.009 2.5 -2.686 DX 40.531 0.010 2.5 1.053 EUR -14.125 0.010 2.5 -0.367 EURIBOR-ICE 466.432 0.014 2.5 15.932 EUROSTX 78.040 0.014 2.5 2.666 FEEDCOW 19.660 0.013 2.5 0.652 GASOIL 21.750 0.017 2.5 0.944 GASOLINE 4.781 0.017 2.5 0.208 GAS_US_mini -68.939 0.043 2.5 -7.476 GBP 15.230 0.010 2.5 0.396 GOLD_micro -13.999 0.014 2.5 -0.478 HEATOIL -5.766 0.017 2.5 -0.250 JGB-SGX-mini -189.140 0.043 2.5 -20.510 JPY -38.172 0.010 2.5 -0.992 LEANHOG 60.853 0.024 2.5 3.704 LIVECOW 40.494 0.013 2.5 1.344 LUMBER-new -10.576 0.010 2.5 -0.258 MXP 259.538 0.059 2.5 38.147 NASDAQ_micro -50.996 0.009 2.5 -1.187 NIKKEI 112.852 0.043 2.5 12.238 NZD 7.569 0.010 2.5 0.197 OAT 88.521 0.014 2.5 3.024 OATIES -255.708 0.010 2.5 -6.230 OJ -34.829 0.010 2.5 -0.849 PALLAD 3.054 0.014 2.5 0.104 PLAT 3.546 0.014 2.5 0.121 REDWHEAT -137.451 0.005 2.5 -1.826 RICE -220.350 0.010 2.5 -5.368 ROBUSTA 25.726 0.005 2.5 0.342 RUSSELL -8.063 0.013 2.5 -0.268 SHATZ 115.985 0.004 2.5 1.178 SILVER-mini 9.083 0.014 2.5 0.310 SMI 57.275 0.014 2.5 1.956 SOFR -16.579 0.024 2.5 -1.009 SOYBEAN -3.542 0.004 2.5 -0.033 SOYMEAL -145.310 0.004 2.5 -1.353 SOYOIL -56.605 0.004 2.5 -0.528 SP400 -6.445 0.013 2.5 -0.214 SP500_micro -108.743 0.009 2.5 -2.531 SUGAR11 -164.680 0.010 2.5 -4.012 US10 12.198 0.005 2.5 0.155 US10U 26.671 0.005 2.5 0.338 US2 15.338 0.005 2.5 0.195 US20 39.942 0.005 2.5 0.507 US30 19.702 0.005 2.5 0.250 US5 -2.362 0.005 2.5 -0.030 VIX -79.850 0.099 2.5 -19.738 WHEAT -145.046 0.005 2.5 -1.927 ===================== Position diags ===================== AUD 2.33 BITCOIN 15.09 BOBL 1.55 BTP 2.26 BUND 0.76 BUXL 0.31 CAC 1.49 CAD 3.68 CANOLA 8.17 CHF 1.20 COCOA 0.57 COFFEE 0.16 COPPER 1.63 CORN 4.01 COTTON2 2.28 CRUDE_W 3.75 DAX 5.15 DOW 4.57 DX 2.24 EUR 1.35 EURIBOR-ICE 11.26 EUROSTX 2.08 FEEDCOW 0.58 GASOIL 1.12 GASOLINE 1.03 GAS_US_mini 13.03 GBP 2.30 GOLD_micro 1.95 HEATOIL 0.83 JGB-SGX-mini 23.83 JPY 1.56 LEANHOG 4.64 LIVECOW 1.28 LUMBER-new 3.28 MXP 32.98 NASDAQ_micro 1.74 NIKKEI 8.81 NZD 2.64 OAT 2.39 OATIES 3.61 OJ 0.74 PALLAD 0.23 PLAT 0.58 REDWHEAT 1.21 RICE 2.91 ROBUSTA 0.47 RUSSELL 6.75 SHATZ 5.54 SILVER-mini 0.42 SMI 1.09 SOFR 15.64 SOYBEAN 0.74 SOYMEAL 1.03 SOYOIL 0.79 SP400 0.31 SP500_micro 2.92 SUGAR11 2.79 US10 1.28 US10U 0.95 US2 2.50 US20 0.65 US30 0.44 US5 1.93 VIX 14.87 WHEAT 1.33 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 -17.3 -18.8 -15.8 0.0 0 BOBL 2.0 1.8 2.1 1.0 1 BTP 2.6 2.4 2.8 0.0 0 BUND 0.7 0.6 0.8 1.0 1 BUXL 0.1 0.0 0.1 0.0 0 CAC 2.4 2.3 2.6 0.0 0 CAD -3.7 -4.1 -3.3 -4.0 -4 CANOLA -0.1 -0.9 0.8 1.0 1 CHF -0.7 -0.8 -0.6 -1.0 -1 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 0.2 0.0 0.4 0.0 0 CORN -1.7 -2.1 -1.3 -3.0 -3 COTTON2 -4.4 -4.6 -4.2 -5.0 -5 CRUDE_W -0.9 -1.3 -0.5 0.0 0 DAX 1.2 0.7 1.7 1.0 1 DOW -2.7 -3.1 -2.2 -4.0 -4 DX 1.1 0.8 1.3 1.0 1 EUR -0.4 -0.5 -0.2 0.0 0 EURIBOR-ICE 15.9 14.8 17.1 0.0 0 EUROSTX 2.7 2.5 2.9 5.0 5 FEEDCOW 0.7 0.6 0.7 2.0 2 GASOIL 0.9 0.8 1.1 0.0 0 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini -7.5 -8.8 -6.2 -11.0 -11 GBP 0.4 0.2 0.6 2.0 2 GOLD_micro -0.5 -0.7 -0.3 -2.0 -2 HEATOIL -0.3 -0.3 -0.2 -1.0 -1 JGB-SGX-mini -20.5 -22.9 -18.1 0.0 0 JPY -1.0 -1.1 -0.8 0.0 0 LEANHOG 3.7 3.2 4.2 3.0 3 LIVECOW 1.3 1.2 1.5 0.0 0 LUMBER-new -0.3 -0.6 0.1 0.0 0 MXP 38.1 34.8 41.4 28.0 28 NASDAQ_micro -1.2 -1.4 -1.0 -3.0 -3 NIKKEI 12.2 11.4 13.1 12.0 12 NZD 0.2 -0.1 0.5 -1.0 -1 OAT 3.0 2.8 3.3 6.0 6 OATIES -6.2 -6.6 -5.9 NaN 0 OJ -0.8 -0.9 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -1.8 -1.9 -1.7 0.0 0 RICE -5.4 -5.7 -5.1 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL -0.3 -0.9 0.4 -5.0 -5 SHATZ 1.2 0.6 1.7 NaN 0 SILVER-mini 0.3 0.3 0.4 2.0 2 SMI 2.0 1.8 2.1 0.0 0 SOFR -1.0 -2.6 0.6 NaN 0 SOYBEAN -0.0 -0.1 0.0 -1.0 -1 SOYMEAL -1.4 -1.5 -1.3 -1.0 -1 SOYOIL -0.5 -0.6 -0.4 -1.0 -1 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -2.5 -2.8 -2.2 -2.0 -2 SUGAR11 -4.0 -4.3 -3.7 -5.0 -5 US10 0.2 0.0 0.3 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 0.2 -0.1 0.4 NaN 0 US20 0.5 0.4 0.6 0.0 0 US30 0.3 0.2 0.3 1.0 1 US5 -0.0 -0.2 0.2 0.0 0 VIX -19.7 -21.2 -18.3 -21.0 -21 WHEAT -1.9 -2.1 -1.8 -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 -0.0 0.1 -0.1 0.1 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 2.1 -0.0 0.0 0.0 -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 -0.2 -0.3 -0.3 0.1 -0.0 0.2 0.0 0.2 0.1 -0.1 0.4 -0.2 0.7 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.4 -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 -0.6 -0.3 BOBL 0.6 0.2 -0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 0.4 0.1 0.4 0.2 0.1 0.0 0.1 -0.0 0.2 0.4 0.0 0.0 0.0 0.1 -0.0 0.1 0.4 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 0.0 0.0 0.1 -0.0 0.1 0.1 0.5 0.2 0.7 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 0.0 0.1 0.1 0.2 0.1 0.5 0.2 0.4 0.3 0.1 0.3 0.7 0.3 0.7 BUND 0.5 0.3 0.1 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.2 0.2 -0.3 0.2 0.1 -0.1 0.1 -0.0 0.1 0.1 0.0 0.1 -0.1 0.2 -0.1 0.1 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.3 0.2 -0.1 0.4 0.7 0.5 0.7 BUXL 0.6 0.4 -0.0 0.0 0.0 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 0.1 -0.4 0.2 -0.3 0.0 0.0 -0.0 0.1 -0.2 0.1 -0.0 0.0 0.2 0.1 -0.4 0.2 0.5 -0.2 0.1 CAC 0.5 0.4 0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.5 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 0.1 0.1 0.1 0.0 0.1 0.4 0.5 0.6 0.0 -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 0.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -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 -0.2 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 -0.4 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -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 -0.0 0.7 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.2 -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 0.4 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 -0.1 -2.7 -0.0 0.0 -0.0 0.0 0.0 -0.0 1.1 0.4 -0.5 -0.2 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 -0.2 -0.0 0.1 0.3 0.1 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 0.0 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 0.4 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 -0.0 0.2 -0.3 -0.0 -0.5 -0.0 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.0 -0.5 -0.0 1.4 -0.0 0.1 -0.1 0.0 -0.3 -0.0 -1.1 0.1 0.1 0.6 0.6 -0.3 -0.1 0.1 0.0 COTTON2 -0.3 -0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 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 -2.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.6 -0.2 -0.6 0.6 0.6 -0.4 -0.6 -0.4 -0.5 CRUDE_W -0.4 -0.2 -0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 -0.1 -0.1 -0.4 -0.2 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.5 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.5 -0.4 0.7 0.5 0.0 0.6 DAX 0.3 -0.1 -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 -0.4 0.1 -0.6 -0.6 0.4 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 -0.0 -0.5 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.4 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 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 0.1 0.8 -0.1 0.6 0.2 0.3 0.6 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 -0.4 -0.7 -0.6 -0.7 EURIBOR-ICE 0.6 0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 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 0.1 0.7 0.0 0.0 0.0 0.1 0.1 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 0.2 0.0 0.2 0.0 0.1 0.5 0.2 0.6 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.1 0.4 0.2 -0.8 0.1 0.0 0.1 0.1 0.1 0.1 0.4 0.3 0.4 -0.1 -0.3 0.7 0.7 0.7 0.7 FEEDCOW 0.2 -0.3 0.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.4 0.0 0.5 0.1 0.1 0.3 0.1 0.3 0.2 0.2 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 -0.4 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.5 -0.1 0.1 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.1 -0.0 0.1 -0.1 -0.0 0.3 0.3 0.4 0.3 0.0 0.0 0.1 0.1 -0.0 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.5 0.2 0.1 0.3 0.2 0.5 0.4 0.3 0.3 GASOLINE -0.4 -0.2 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.1 -0.0 0.0 -0.0 -0.1 -2.6 -0.1 0.1 -0.1 0.0 -0.0 -0.0 1.1 -0.0 -0.0 -0.4 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.3 -0.4 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 -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 0.1 -0.2 0.1 -0.2 0.0 -1.1 0.2 0.6 0.3 -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 -0.1 0.3 -0.1 0.6 -0.2 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.1 0.4 -0.1 0.1 -0.0 -0.1 0.1 -0.1 0.3 -0.1 0.3 -0.0 0.2 -0.0 -0.1 0.3 -0.1 0.2 -0.1 GOLD_micro -0.6 0.1 -0.3 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 0.5 -0.5 0.0 -0.7 -0.2 HEATOIL -0.4 -0.2 0.0 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.2 -0.0 0.1 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.0 0.0 0.1 0.1 -0.0 -2.7 -0.0 0.2 -0.0 0.1 0.1 -0.0 0.0 0.2 0.1 -0.3 -0.1 0.5 0.2 -0.2 -0.2 JGB-SGX-mini 0.3 -0.2 -0.3 0.0 0.0 0.0 0.0 -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 -0.4 -0.7 JPY -0.4 -0.3 -0.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.7 0.0 -0.2 -0.4 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.6 -0.4 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.2 0.5 -0.2 0.7 -0.2 -0.0 0.4 0.4 0.4 0.4 -0.1 0.1 -0.2 0.5 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 1.1 -0.5 -0.6 0.6 0.6 0.6 0.5 0.7 0.7 LIVECOW 0.1 -0.2 0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.5 0.0 0.6 0.1 0.2 -0.3 0.2 -0.1 0.1 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.4 0.0 1.1 0.1 0.6 0.6 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.6 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 -0.1 -0.3 0.0 NaN -0.0 -0.1 -0.1 -0.0 -0.1 0.0 -1.2 -0.4 0.7 0.7 0.5 0.6 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 0.2 0.5 0.2 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 0.4 0.0 0.5 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 0.1 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 -0.3 -0.2 0.2 0.4 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.2 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 0.2 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 0.1 -0.1 -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 -0.0 -0.4 -0.5 0.6 0.7 0.7 0.7 OAT 0.6 0.3 -0.0 0.0 0.0 0.0 0.1 -0.0 0.1 0.1 0.1 0.1 -0.2 0.1 0.1 0.3 0.2 0.3 0.3 0.1 0.0 0.1 -0.1 0.2 0.2 0.0 0.0 0.0 0.1 -0.0 0.1 0.8 0.2 0.4 0.2 -0.2 0.3 0.7 0.3 0.7 OATIES 0.2 -0.4 -0.6 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.5 0.0 -0.5 -0.1 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 0.0 -0.4 -0.1 -1.9 -0.1 0.1 -0.2 0.0 -0.2 -0.0 -0.3 0.4 -0.2 0.3 -0.2 -0.7 -0.4 -0.6 -0.4 OJ -0.6 -0.4 -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 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.2 -0.5 -0.0 0.2 -0.2 -0.5 -0.1 -0.4 PALLAD 0.3 0.3 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 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 1.9 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 0.2 0.4 0.2 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.3 -0.1 0.0 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 0.3 0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.2 -0.3 -0.2 -0.1 -0.1 0.7 0.3 -0.3 -0.2 REDWHEAT -0.1 -0.1 -0.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.1 -0.1 0.1 -0.2 -0.0 -0.4 -0.1 -0.9 0.0 -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 -0.5 -0.6 -0.3 -0.4 -0.3 -0.3 -0.1 -0.3 ROBUSTA 0.2 0.4 0.5 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.1 -0.0 0.0 0.1 0.2 0.3 0.3 0.3 0.1 0.0 0.0 0.0 0.1 -2.7 0.0 0.0 0.0 0.0 0.0 0.0 1.1 0.1 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 0.1 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 0.0 0.3 -0.7 -0.7 -0.7 -0.7 SHATZ 0.6 -0.0 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 -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 -0.0 0.2 -0.2 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.6 0.0 0.1 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 0.1 -0.8 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 0.4 0.6 0.5 0.7 0.7 0.2 0.1 SMI 0.6 0.4 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.3 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 0.1 0.6 -0.0 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.2 0.3 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.5 0.1 0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.4 0.1 -2.7 0.1 -0.0 0.2 0.1 0.2 0.1 0.2 -0.1 -0.3 -0.1 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 -0.0 0.2 0.1 0.2 -0.3 -0.0 0.0 -0.1 -0.1 -0.2 -0.2 0.0 -0.0 0.1 -0.2 0.0 -0.7 0.0 0.1 0.1 0.1 -0.0 0.0 -0.0 0.2 0.5 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL 0.3 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 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 0.1 -2.5 -0.0 0.2 -0.2 0.2 -0.4 0.1 -0.9 0.5 0.6 0.6 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.2 -0.4 -0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.0 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 -2.2 -0.0 -0.0 0.0 0.0 0.1 -0.0 0.3 -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 0.1 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 -0.1 -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 0.1 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 -0.2 -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 -2.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.4 0.1 0.3 -0.7 -0.7 -0.6 -0.7 US10 0.1 0.1 0.4 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.4 0.1 0.1 0.1 0.2 0.0 -0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.1 -0.8 0.1 0.0 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 0.0 0.0 0.1 -0.0 0.1 0.1 0.5 0.2 0.0 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.1 0.2 0.2 -1.5 0.1 0.0 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 0.0 0.0 0.1 -0.0 0.1 -0.0 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 0.0 0.1 0.1 -1.1 -0.1 -0.1 0.0 0.2 -0.4 -0.3 -0.5 -0.7 US20 0.2 0.4 0.5 0.0 0.0 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 0.1 0.2 -1.2 0.1 0.0 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 0.2 0.5 0.5 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 0.2 0.1 0.1 -0.0 0.2 -0.7 0.1 0.0 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 0.0 0.0 0.1 -0.0 0.1 -0.0 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 0.0 0.2 0.1 -0.6 -0.0 -0.1 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 0.0 -0.0 0.0 -0.3 -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 -0.1 -0.2 0.0 -0.1 0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT -0.1 -0.0 -0.5 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 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 -0.0 -0.3 -0.1 -1.0 -0.2 -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 -13.2 -2.3 2.1 -2.4 -2.5 1.9 -4.5 3.6 -5.3 7.5 15.3 -16.3 3.5 -14.6 -4.2 -0.8 -1.3 -1.1 -1.3 -3.2 3.2 -8.8 2.6 -10.0 15.5 -1.5 0.1 1.8 -5.5 0.4 -6.0 3.2 -16.7 -0.6 3.1 7.9 20.0 20.0 20.0 20.0 BITCOIN -6.2 -8.1 -10.2 7.5 -2.5 6.8 1.3 5.2 5.9 -9.8 14.5 -17.1 19.0 -14.1 -7.9 -6.3 -7.4 -7.0 -7.2 -5.0 6.3 -20.0 16.6 -16.1 -20.0 -3.5 -4.7 1.2 -8.9 6.3 -7.4 -2.1 -20.0 -20.0 -20.0 -20.0 11.4 -4.5 -16.6 -9.8 BOBL 18.4 4.9 -1.4 3.8 1.6 1.4 6.3 -0.8 6.4 1.8 5.5 11.8 -0.8 11.4 4.7 20.0 4.1 20.0 11.7 7.6 1.2 13.8 -1.7 15.1 2.7 3.8 1.0 0.7 6.6 -0.4 7.2 6.6 5.5 11.1 1.9 -3.5 14.3 20.0 19.6 20.0 BTP 14.3 6.6 1.8 5.0 2.1 1.8 8.3 -1.0 8.4 15.9 20.0 20.0 18.3 20.0 19.2 7.2 8.9 9.0 9.5 15.5 11.4 20.0 12.1 20.0 -20.0 7.1 4.5 4.8 10.3 4.9 10.5 10.1 6.4 10.8 7.9 4.2 8.0 20.0 9.0 20.0 BUND 16.2 8.3 1.8 4.2 1.7 1.5 6.9 -0.8 7.0 6.4 5.9 14.9 -7.6 15.2 8.0 -6.0 4.0 -0.5 3.3 9.7 1.2 16.0 -5.4 17.1 -0.9 4.8 2.6 1.1 7.8 -1.1 8.4 1.2 4.9 10.2 5.4 -2.8 12.4 20.0 14.9 20.0 BUXL 17.2 12.2 -0.6 4.0 1.7 1.4 6.6 -0.8 6.6 6.6 -10.4 15.1 -16.4 16.0 2.7 3.9 2.7 3.8 3.5 5.2 -6.7 13.6 -15.4 14.1 -2.2 3.2 2.4 -1.8 7.1 -4.6 7.4 -0.4 1.0 6.9 3.8 -11.4 6.6 14.3 -4.6 3.8 CAC 15.9 12.2 4.8 6.1 2.4 5.6 2.8 4.3 4.4 16.3 16.7 18.2 13.0 18.3 16.6 -2.8 -1.3 -2.4 -1.7 18.3 11.6 20.0 7.5 20.0 2.2 6.0 6.0 2.6 8.4 0.3 8.4 7.2 20.0 20.0 0.7 -10.0 20.0 20.0 20.0 20.0 CAD -9.4 -14.9 -11.7 -2.8 -2.9 2.2 -5.3 4.3 -6.2 19.5 -2.3 -12.1 -4.1 -20.0 -20.0 -8.1 -7.0 -7.9 -7.5 -20.0 -13.6 -6.7 -7.3 -19.8 20.0 -7.6 3.5 -3.4 -2.6 -1.2 -7.6 -7.1 0.3 -7.7 -20.0 -16.6 -20.0 -20.0 -20.0 -20.0 CANOLA 6.3 -13.0 -19.7 -4.1 1.2 -4.3 -0.3 -3.5 -2.3 8.5 -2.0 8.6 0.3 -6.7 -12.0 -19.8 -9.4 -16.4 -11.6 -10.8 -9.1 1.2 -2.6 -3.9 5.0 -4.4 0.6 -3.7 -0.6 -1.4 -2.4 -3.1 -5.0 0.1 4.1 -6.2 17.1 20.0 20.0 20.0 CHF -5.2 -5.1 -6.4 -1.7 -1.8 1.3 -3.2 2.6 -3.8 6.0 11.2 6.2 11.2 -3.0 -2.3 -15.4 -15.6 -15.4 -15.1 0.9 6.8 1.3 10.7 -0.1 -0.7 1.5 0.1 4.5 0.6 6.0 0.3 -20.0 15.6 7.2 7.4 4.2 -20.0 -20.0 -20.0 -20.0 COCOA -17.7 -20.0 -17.6 -3.3 1.0 -3.5 -0.2 -2.8 -1.9 8.5 -9.2 -4.6 0.1 -8.6 -9.6 -2.2 11.6 2.0 6.7 -16.6 -11.8 0.9 -0.3 -12.7 -20.0 -3.1 4.2 -1.8 0.6 0.9 -2.5 20.0 14.6 -15.9 -6.9 1.4 -4.8 2.4 1.5 6.1 COFFEE 5.9 8.0 11.5 -5.0 1.5 -5.3 -0.3 -4.2 -2.9 10.1 9.6 12.9 10.9 9.1 12.1 18.2 10.4 14.9 12.4 18.2 15.7 19.5 14.6 17.8 -20.0 5.2 3.3 5.4 3.9 5.7 4.0 20.0 20.0 20.0 20.0 20.0 9.0 14.5 17.5 20.0 COPPER 13.6 12.0 -14.7 2.5 -0.8 2.2 0.4 1.7 1.9 3.4 -2.0 4.0 -1.3 5.6 -2.5 -5.8 -5.5 -5.4 -5.4 3.1 0.9 3.2 1.0 4.5 -4.2 1.6 1.5 1.5 1.2 2.2 1.7 1.0 -1.6 -8.0 -10.8 -11.9 17.8 8.1 18.3 9.8 CORN -3.8 6.1 -3.3 -7.3 2.1 -7.7 -0.5 -6.2 -4.1 18.1 -10.9 -1.6 -14.9 -0.5 1.3 -19.0 -19.0 -20.0 -20.0 -2.5 -8.8 2.3 -17.0 -1.0 10.6 -1.2 9.1 -3.3 2.5 -9.4 -1.1 -20.0 3.8 2.8 20.0 20.0 -9.4 -1.6 1.7 0.5 COTTON2 -8.5 -5.2 -0.6 -7.7 2.3 -8.2 -0.5 -6.5 -4.4 4.6 -20.0 -15.0 -20.0 -20.0 -20.0 -17.7 -14.3 -17.2 -15.8 -17.5 -17.7 -8.2 -20.0 -15.8 -15.4 -7.9 -0.9 -6.8 -4.3 -8.3 -8.0 -11.9 -10.3 -17.8 17.0 20.0 -12.4 -16.9 -10.7 -14.5 CRUDE_W -12.5 -5.9 -0.7 -2.5 12.1 0.0 1.8 0.5 -3.3 11.7 -5.4 -11.9 -10.3 -14.1 -15.7 0.2 6.6 3.9 5.2 -9.8 -6.5 -5.0 -6.9 -11.6 4.0 -5.8 3.9 -4.3 -2.4 -3.9 -6.0 -4.1 -12.1 -7.6 -15.2 -11.2 20.0 15.3 0.9 18.2 DAX 10.6 -4.6 -14.8 5.5 2.2 5.1 2.6 3.9 4.1 2.1 15.7 2.6 16.8 6.5 5.5 -6.2 -6.5 -6.0 -5.7 4.4 7.9 0.9 17.2 4.0 -10.8 1.3 -0.2 1.4 0.4 5.8 1.9 -0.8 -15.6 4.4 -20.0 -20.0 13.3 20.0 20.0 20.0 DOW -13.2 -1.4 9.9 4.6 1.8 4.3 2.1 3.2 3.4 10.1 15.3 9.7 12.8 9.2 13.2 -8.4 -8.3 -8.6 -8.1 9.9 12.3 6.7 11.1 6.2 -11.4 3.7 2.5 4.9 1.0 4.2 1.1 -4.3 -0.7 -14.7 -4.9 3.2 -20.0 -20.0 -20.0 -20.0 DX 12.6 10.9 7.6 -1.8 -1.8 1.4 -3.4 2.7 -3.9 7.8 -10.1 7.5 -12.5 10.3 5.8 5.3 6.0 5.7 5.8 5.5 -3.9 7.3 -10.7 8.8 -20.0 3.1 3.8 -1.2 4.2 -4.1 4.9 15.5 -3.1 20.0 7.4 8.3 19.3 15.7 15.5 17.4 EUR -12.5 -8.6 -6.1 -1.9 -3.1 1.7 -4.1 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 1.7 -1.9 -1.7 1.2 -12.8 -20.0 -19.3 -20.0 EURIBOR-ICE 18.5 2.1 -2.0 3.0 1.3 1.1 5.0 -0.6 5.0 1.9 9.7 8.9 10.5 8.1 4.5 12.1 10.4 12.7 12.4 7.1 4.1 12.0 5.7 12.7 5.2 3.2 1.1 1.4 5.4 1.4 5.8 14.1 7.0 10.4 2.0 -0.3 9.5 20.0 11.8 20.0 EUROSTX 8.7 10.4 2.0 6.0 2.3 5.6 2.8 4.2 4.4 14.1 19.3 15.9 17.6 17.4 17.7 -3.3 -1.2 -2.7 -1.9 17.1 14.2 13.6 13.7 17.2 -6.1 6.0 3.6 3.6 4.9 2.5 6.3 7.1 11.0 11.8 -1.9 -10.0 20.0 20.0 20.0 20.0 FEEDCOW 6.6 -9.0 6.1 -4.3 1.3 -4.6 -0.3 -3.7 -2.5 -11.4 13.5 2.1 14.1 7.7 12.2 12.9 7.2 14.9 12.3 20.0 20.0 -3.3 20.0 12.3 -20.0 4.7 -5.5 6.4 -1.0 7.0 2.7 20.0 -15.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -14.0 -2.7 4.0 -2.1 10.3 0.0 1.6 0.4 -2.8 12.4 4.9 -2.0 2.1 -4.8 -2.6 17.2 13.2 18.3 15.8 0.0 3.3 7.9 2.5 -1.6 -0.5 0.3 16.1 2.4 4.7 1.8 -0.8 10.2 9.3 3.3 7.8 7.2 14.4 12.0 7.9 9.8 GASOLINE -11.5 -5.9 0.7 -2.4 11.5 0.0 1.7 0.5 -3.2 12.4 1.8 -6.8 -1.1 -10.0 -10.9 15.3 20.0 20.0 20.0 -5.3 -1.6 2.5 -0.6 -6.4 -19.6 -4.7 10.9 -2.8 1.2 -1.2 -4.4 20.0 -0.4 -1.4 -11.8 -7.8 20.0 20.0 20.0 20.0 GAS_US_mini 8.8 8.6 -12.7 -3.0 14.9 0.0 2.2 0.6 -4.1 16.5 -20.0 8.2 -17.7 2.6 -15.9 -20.0 -20.0 -20.0 -20.0 -7.8 -15.2 12.5 -14.5 2.0 20.0 -3.0 11.8 -6.0 8.1 -5.1 1.9 -20.0 9.5 20.0 10.6 -20.0 -2.6 -20.0 -20.0 -20.0 GBP -7.3 -8.8 -7.2 -2.7 -2.8 2.1 -5.2 4.1 -6.0 -14.3 12.0 -11.0 17.0 -15.3 -7.3 0.8 -0.1 0.3 0.0 -6.1 4.2 -10.0 13.9 -9.7 1.0 -2.0 -9.4 4.3 -7.0 9.3 -5.9 5.3 -0.4 5.2 -1.4 -2.5 8.5 -2.9 6.6 -1.7 GOLD_micro -17.2 4.1 -10.7 3.5 -1.1 3.2 0.6 2.4 2.7 -1.9 11.3 4.9 11.4 8.9 10.5 -10.2 -11.5 -11.3 -11.1 19.9 16.2 8.9 13.4 18.8 -20.0 4.0 -0.2 3.1 2.2 2.5 3.9 -8.8 20.0 20.0 20.0 16.9 -14.2 1.4 -20.0 -7.2 HEATOIL -11.3 -7.1 1.3 -2.4 11.6 0.0 1.7 0.5 -3.2 14.4 7.2 -1.5 4.1 -6.2 -5.0 6.8 8.4 8.1 8.2 -2.1 2.4 9.3 3.1 -2.5 -20.0 -3.0 17.7 -0.2 4.9 1.6 -2.3 0.6 9.7 2.9 -7.9 -3.2 14.1 6.7 -6.4 -7.0 JGB-SGX-mini 7.8 -5.6 -9.0 2.3 0.9 0.8 3.7 -0.4 3.8 -3.7 -9.6 -0.3 -9.1 -6.1 -8.9 4.4 12.5 8.2 10.5 -6.1 -8.7 -0.1 -10.0 -2.2 -5.8 -2.5 -0.4 -3.7 0.4 -4.5 -0.6 14.4 -6.5 -9.3 -9.7 -13.7 -20.0 -17.9 -13.0 -20.0 JPY -11.0 -8.6 -10.7 -1.3 -1.4 1.0 -2.5 2.0 -2.9 -7.9 -9.2 -8.2 -6.6 -8.0 -9.7 -9.2 -10.9 -9.9 -10.0 -10.5 -8.0 -8.8 -5.7 -10.5 20.0 -3.6 -3.5 -2.4 -3.6 -1.6 -4.1 -12.5 1.5 -6.6 -11.2 -10.9 -3.2 -10.6 -5.9 -10.7 LEANHOG -20.0 -12.0 1.3 -7.3 2.2 -7.8 -0.5 -6.2 -4.2 -18.6 17.0 -20.0 18.7 -19.3 -2.3 18.4 20.0 20.0 20.0 -5.6 10.4 -20.0 17.6 -20.0 -1.0 -2.9 -6.4 2.5 -8.9 5.4 -8.2 20.0 -20.0 -20.0 20.0 20.0 16.6 15.9 20.0 20.0 LIVECOW 4.0 -5.7 2.6 -5.5 1.6 -5.9 -0.4 -4.7 -3.2 -13.2 17.3 4.3 17.8 9.0 15.2 -14.4 10.5 -5.2 4.8 18.1 20.0 1.8 20.0 12.2 -20.0 5.9 -5.2 8.3 0.4 10.0 4.1 20.0 3.3 20.0 20.0 20.0 20.0 15.6 20.0 20.0 LUMBER-new 17.3 0.5 -11.7 -5.2 1.5 -5.5 -0.3 -4.4 -2.9 -14.1 -10.3 -2.7 -8.5 4.2 -8.4 -20.0 -20.0 -20.0 -20.0 -5.1 -9.9 -7.2 -8.7 0.1 NaN -1.3 -8.1 -2.3 -3.0 -1.4 0.0 -20.0 -14.4 20.0 20.0 12.2 16.6 20.0 19.7 20.0 MXP -8.8 -1.2 6.2 -2.8 -2.9 2.2 -5.2 4.2 -6.1 19.2 20.0 14.1 19.1 18.5 20.0 12.9 12.7 13.0 12.6 16.0 20.0 4.8 20.0 7.5 -20.0 8.3 3.2 13.0 2.0 12.6 3.5 20.0 -1.8 20.0 20.0 20.0 5.0 7.5 2.3 10.0 NASDAQ_micro -18.7 -2.6 4.2 4.5 1.7 4.2 2.1 3.1 3.3 10.5 15.6 9.0 14.6 11.6 13.4 -9.2 -8.9 -9.7 -9.1 15.0 18.9 7.5 18.3 9.8 -20.0 4.8 1.7 5.8 1.2 5.4 2.5 -5.7 -10.7 -7.0 6.5 11.9 -20.0 -20.0 -20.0 -20.0 NIKKEI -6.4 6.0 18.6 3.4 1.3 3.2 1.6 2.4 2.5 8.7 11.7 10.0 10.3 10.5 11.1 0.7 8.1 4.4 6.7 19.0 17.0 14.0 12.1 17.4 -9.6 4.3 1.5 3.6 2.6 2.2 3.7 20.0 9.1 20.0 20.0 20.0 2.4 11.3 16.9 18.5 NZD -8.9 -13.0 -12.5 -2.1 -2.2 1.7 -4.0 3.2 -4.7 12.5 -2.0 -12.0 -6.0 -17.0 -17.6 -3.9 -2.8 -3.7 -3.4 -17.1 -11.2 -6.7 -6.1 -15.4 13.7 -5.6 1.3 -3.4 -2.4 -2.1 -5.5 0.0 -2.6 -1.4 -12.8 -14.4 17.4 20.0 20.0 20.0 OAT 19.1 8.9 -0.9 3.6 1.5 1.3 5.9 -0.7 5.9 6.3 5.2 12.6 -4.4 13.5 7.2 17.0 10.6 16.5 14.5 7.8 0.4 15.3 -3.6 16.0 1.4 3.5 1.6 0.5 6.5 -0.6 6.8 15.5 7.5 11.0 5.5 -5.3 9.4 20.0 9.5 20.0 OATIES 5.4 -11.3 -20.0 -6.9 2.0 -7.4 -0.4 -5.9 -4.0 20.0 -20.0 3.4 -13.3 -12.8 -20.0 -20.0 -8.5 -20.0 -15.9 -20.0 -20.0 5.0 -16.0 -10.1 -14.0 -7.4 6.2 -7.3 1.5 -5.3 -3.8 -5.4 18.3 -6.6 8.7 -5.8 -20.0 -11.6 -19.2 -11.0 OJ -20.0 -12.7 -6.2 -2.2 0.7 -2.4 -0.1 -1.9 -1.3 0.4 -4.6 -5.6 -5.3 -6.7 -5.5 -3.6 5.1 -0.7 1.7 -8.8 -6.7 -8.3 -6.0 -11.0 -20.0 -2.2 -0.0 -1.6 -2.2 -1.3 -2.8 20.0 -9.2 -16.2 -0.8 6.8 -7.4 -15.0 -2.0 -13.1 PALLAD 8.8 9.7 4.5 3.1 -1.0 2.8 0.5 2.1 2.4 -4.7 6.8 2.3 5.0 5.9 6.4 -2.8 -2.9 -2.9 -2.9 10.6 7.7 4.5 4.7 10.8 14.6 3.2 -0.5 2.6 1.6 1.9 3.3 5.4 9.4 12.9 5.4 1.4 -17.9 -20.0 -20.0 -20.0 PLAT -9.6 -1.8 0.9 3.2 -1.1 2.9 0.6 2.2 2.6 -5.1 9.3 -2.6 8.2 4.9 7.5 -3.6 -3.5 -3.4 -3.2 10.3 11.3 -3.4 9.9 5.3 0.8 3.3 -2.1 3.9 -0.7 3.7 1.8 4.7 -11.0 -6.3 -4.1 -3.8 20.0 8.8 -8.0 -7.0 REDWHEAT -2.3 -3.0 -12.5 -7.5 2.2 -8.0 -0.5 -6.4 -4.3 13.9 -20.0 -9.9 -20.0 -18.0 -20.0 -20.0 -17.0 -20.0 -19.1 -20.0 -20.0 -2.4 -20.0 -13.3 8.2 -8.3 6.9 -8.6 -0.9 -9.9 -6.2 -17.0 1.6 -12.0 20.0 12.2 -20.0 -20.0 -20.0 -20.0 RICE -11.7 -20.0 -20.0 -3.6 1.1 -3.8 -0.2 -3.1 -2.1 -10.6 -12.5 -11.7 -12.0 -12.2 -12.5 -19.4 -10.2 -18.4 -16.4 -20.0 -20.0 -18.9 -20.0 -20.0 -1.6 -4.5 -3.8 -4.4 -4.1 -4.3 -4.4 -9.5 -20.0 -20.0 -8.5 -11.2 -8.5 -8.8 -1.6 -8.1 ROBUSTA 7.5 11.1 15.6 -2.8 0.8 -3.0 -0.2 -2.4 -1.6 1.9 0.1 6.5 -0.4 2.1 5.5 7.9 14.4 12.6 13.4 5.9 2.3 5.4 0.5 5.8 -20.0 1.9 1.0 0.8 1.6 0.3 1.8 20.0 4.0 14.7 14.9 20.0 -1.3 18.1 5.3 20.0 RUSSELL -13.0 0.2 16.1 3.8 1.5 3.6 1.8 2.7 2.8 5.0 12.4 5.5 8.2 7.4 11.2 -4.9 -5.4 -5.2 -5.2 9.8 10.8 2.4 7.3 5.6 6.0 4.0 0.0 4.6 0.1 3.0 1.6 0.5 -2.7 -10.1 0.5 9.1 -20.0 -20.0 -20.0 -20.0 SHATZ 20.0 -0.5 -10.5 3.7 1.5 1.3 6.1 -0.7 6.2 -2.5 -5.4 9.9 0.2 8.2 -6.3 -11.3 -18.4 -17.7 -17.1 0.2 -5.7 10.0 -4.4 10.0 7.1 1.2 -0.8 -1.8 5.2 -1.4 5.6 -20.0 -1.9 5.7 -7.2 -12.4 15.6 20.0 20.0 20.0 SILVER-mini -18.4 0.5 3.2 3.7 -1.2 3.3 0.6 2.5 2.9 -5.6 11.6 0.3 11.3 7.6 10.2 -6.0 -6.7 -6.7 -6.7 17.0 15.0 1.7 11.0 12.9 -6.4 4.3 -1.0 3.8 1.1 2.8 3.4 -1.0 16.7 11.8 20.0 15.5 20.0 20.0 5.5 3.5 SMI 20.0 10.9 6.7 5.3 2.1 5.0 2.5 3.7 3.9 7.9 9.7 16.2 7.5 16.1 14.7 5.8 3.2 4.0 3.1 16.7 10.2 12.4 7.1 18.8 9.7 5.1 0.4 2.6 3.8 1.3 5.8 14.9 5.9 20.0 -0.9 -6.8 20.0 20.0 20.0 20.0 SOFR 1.1 -5.5 7.9 4.4 1.8 1.5 7.3 -0.9 7.3 -2.2 16.8 12.9 14.4 4.0 11.5 7.0 5.2 7.1 6.6 9.4 14.2 8.0 14.6 8.2 -20.0 5.3 -0.6 7.1 4.8 6.7 5.0 4.4 -2.4 -10.4 -2.5 14.7 2.0 -15.1 -9.5 -20.0 SOYBEAN 1.1 -1.6 3.5 -7.2 2.1 -7.7 -0.5 -6.1 -4.1 18.9 3.3 15.1 -9.7 -4.5 3.9 -4.9 -7.2 -7.8 -8.6 0.1 -0.7 11.5 -7.4 3.1 -5.0 3.3 13.7 4.1 8.5 -1.3 3.4 -0.1 10.2 16.0 20.0 20.0 -13.4 -3.8 -11.8 0.2 SOYMEAL 10.3 -0.9 0.1 -7.3 2.1 -7.8 -0.5 -6.2 -4.2 20.0 -19.7 18.8 -20.0 0.8 -12.0 -19.9 -16.5 -20.0 -19.5 -7.6 -17.5 20.0 -20.0 6.3 -19.1 -1.0 20.0 -5.6 14.7 -10.8 5.5 -17.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.2 -20.0 SOYOIL 4.7 -11.8 -7.9 -6.2 1.8 -6.7 -0.4 -5.3 -3.6 2.5 5.8 6.8 9.7 -9.4 -12.7 -7.5 -3.8 -6.5 -5.1 -6.4 0.5 0.2 8.3 -3.1 -16.3 -2.9 -0.2 0.2 0.1 3.0 -1.4 6.4 -5.6 12.3 15.2 20.0 -20.0 -13.0 -20.0 -14.0 SP400 -11.1 -6.8 7.0 3.9 1.5 3.6 1.8 2.7 2.8 9.9 11.2 6.5 5.6 2.6 5.1 -5.8 -6.0 -6.0 -5.8 2.1 4.6 1.8 4.0 -0.2 -0.6 0.4 2.4 1.9 -0.8 1.3 -1.8 -0.5 -2.3 -18.5 -15.2 -6.2 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -9.1 5.1 4.6 1.8 4.3 2.2 3.2 3.4 12.5 16.2 9.6 15.3 10.2 13.5 -9.4 -9.7 -10.2 -9.6 12.3 16.7 6.0 16.5 6.8 -16.6 3.5 1.4 5.3 -0.6 4.9 0.2 -6.8 -19.7 -18.4 -2.3 10.0 -20.0 -20.0 -20.0 -20.0 SUGAR11 -6.7 -3.0 -6.3 -4.3 1.3 -4.6 -0.3 -3.7 -2.5 -10.8 -13.5 -12.7 -13.0 -12.6 -12.0 14.8 7.1 3.3 1.6 -12.5 -12.0 -17.2 -11.8 -15.0 -18.3 -4.7 -6.0 -4.2 -7.0 -3.8 -6.0 20.0 -20.0 -12.4 1.9 8.4 -20.0 -20.0 -17.4 -20.0 US10 4.1 4.1 12.8 3.7 1.5 1.3 6.1 -0.7 6.2 4.9 14.7 13.8 4.2 13.2 14.6 2.5 -0.2 2.1 1.3 11.8 11.7 10.8 7.5 11.6 -6.0 5.8 1.5 5.7 5.1 4.1 5.6 -4.7 0.9 -2.6 8.0 15.6 -12.8 -20.0 -13.7 -20.0 US10U 4.4 8.0 14.5 4.8 2.0 1.7 7.9 -1.0 8.0 9.1 18.0 19.3 1.1 19.5 19.9 2.0 -1.6 0.2 -0.8 17.5 14.9 16.5 7.2 17.7 -11.5 7.9 3.1 7.1 6.8 4.3 7.6 -7.9 4.6 0.1 19.5 20.0 1.5 -13.5 -11.1 -20.0 US2 5.6 3.0 8.6 3.3 1.4 1.2 5.5 -0.7 5.5 -4.3 6.2 9.7 -2.0 8.5 10.4 -10.9 -15.5 -11.9 -12.9 6.9 6.1 6.3 3.0 7.6 18.1 4.5 -0.3 4.3 3.8 3.4 4.7 -20.0 -3.4 -3.4 1.5 7.7 -11.4 -9.9 -14.3 -20.0 US20 6.9 13.7 16.2 3.6 1.5 1.3 5.9 -0.7 5.9 7.4 8.7 14.8 -5.2 16.2 16.1 4.3 2.9 4.4 3.9 15.0 10.5 14.1 2.3 15.7 -8.9 6.0 2.6 4.6 5.3 2.0 6.0 0.3 2.8 2.4 18.1 18.4 20.0 12.9 -1.8 -13.9 US30 7.5 13.9 14.9 4.0 1.7 1.4 6.7 -0.8 6.7 7.9 4.8 16.5 -9.8 18.4 17.7 -0.7 -3.1 -2.9 -3.0 14.9 8.3 16.0 -1.7 17.1 -5.6 6.6 3.5 4.4 6.7 1.0 7.2 -10.9 3.5 1.9 18.5 16.5 20.0 8.5 0.1 -14.5 US5 3.7 0.3 9.5 3.6 1.5 1.3 6.0 -0.7 6.0 -1.5 13.4 11.1 4.6 9.3 12.0 -1.2 -3.6 -1.8 -2.3 8.7 9.5 7.9 7.1 8.7 -0.3 5.1 0.5 5.5 4.6 4.7 5.1 -10.7 -0.8 -4.5 2.2 11.5 -14.5 -15.3 -13.0 -20.0 VIX 13.8 0.6 -11.8 -2.6 -3.7 -3.8 1.0 -0.8 1.8 -17.5 -18.7 -7.8 -9.6 -7.5 -16.5 -20.0 -20.0 -20.0 -20.0 -5.4 -7.9 -2.0 -4.3 0.4 NaN -2.7 -4.3 -4.3 1.2 -1.1 2.2 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -4.1 -1.1 -14.4 -7.7 2.3 -8.2 -0.5 -6.5 -4.4 10.4 -20.0 -15.3 -20.0 -20.0 -20.0 -19.4 -18.5 -19.1 -18.7 -19.7 -20.0 -5.9 -20.0 -14.1 14.1 -8.1 4.7 -7.5 -3.3 -8.6 -7.5 -17.9 -9.0 -12.5 20.0 14.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3