******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251024_204402 produced at 2025-10-24 21:39:52.114633 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -0.94 0.0 0.00 0.00 0.00 0.00 -21.46 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -2.67 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.22 0.0 999.00 -999.00 -0.21 -0.21 -21.51 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.13 0.0 1.03 -1.03 -0.14 -0.14 -3.72 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -18.07 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 -4.34 11.0 -5 -5 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.01 -1.01 -0.08 -0.08 -0.73 13.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.06 0.0 0.00 -0.03 -0.03 -0.03 -5.50 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 0.00 -0.05 0.0 0.69 -0.69 0.00 0.00 -1.13 17.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.25 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.04 0.0 0.81 -0.81 -0.02 -0.02 -2.16 48.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.05 -0.04 0.0 0.00 -0.05 -0.05 -0.05 -7.78 26.0 -10 -10 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -0.90 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.03 0.0 0.13 -0.13 -0.06 -0.06 -1.84 9.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -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 -0.20 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.03 0.0 0.77 -0.77 -0.04 -0.11 -2.24 66.0 -3 -9 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.08 -0.03 0.0 0.58 -0.58 -0.08 -0.08 -1.01 23.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 1.01 -1.01 0.00 0.00 -0.30 14.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -1.62 12.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.10 -0.10 0.00 0.00 -1.71 8.0 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 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.28 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.57 10.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.03 -0.03 0.00 0.00 -0.70 3.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.01 0.0 0.15 -0.15 -0.05 -0.05 -0.12 3.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.01 0.0 1.14 -1.14 -0.04 -0.08 -0.61 56.0 -2 -4 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 COCOA False False 0.03 -0.03 -0.01 0.0 0.82 -0.82 -0.03 -0.03 -0.45 26.0 -1 -1 caleb_strategy_v3 US5 False False 0.05 0.00 -0.01 0.0 1.36 -1.36 0.00 0.00 -0.14 25.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.10 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 0.14 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 0.04 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.04 0.00 0.0 0.42 -0.42 -0.04 -0.01 0.05 68.0 -6 -1 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 0.00 0.0 0.19 -0.19 -0.03 0.00 0.05 7.0 -1 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.34 23.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.03 0.01 0.0 0.60 -0.60 -0.03 0.00 0.27 21.0 -1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.04 0.27 999999999.0 0 1 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.95 -0.95 0.00 0.00 0.11 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.01 0.01 0.0 0.81 -0.81 0.01 0.00 1.05 58.0 1 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.21 6.0 1 1 caleb_strategy_v3 US2 False True 0.10 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.08 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.36 -0.36 0.06 0.06 0.23 6.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.08 0.01 0.0 0.90 -0.90 0.08 0.00 0.18 22.0 2 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.30 13.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.00 0.02 0.0 999.00 -999.00 0.00 0.13 0.34 999999999.0 0 2 caleb_strategy_v3 SILVER-mini False False 0.06 0.12 0.02 0.0 999.00 -999.00 0.12 0.06 0.28 999999999.0 2 1 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.46 24.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.47 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.04 0.0 0.78 -0.78 0.00 0.00 0.76 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.04 0.0 0.13 -0.13 0.00 0.07 1.07 4.0 0 2 caleb_strategy_v3 FEEDCOW False False 0.09 0.17 0.04 0.0 0.69 -0.69 0.17 0.09 0.50 8.0 2 1 caleb_strategy_v3 BUND False False 0.07 0.07 0.04 0.0 0.74 -0.74 0.07 0.07 0.56 10.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.06 0.0 0.22 -0.22 0.05 0.05 3.52 13.0 3 3 caleb_strategy_v3 DX False False 0.05 0.05 0.06 0.0 999.00 -999.00 0.05 0.05 1.17 999999999.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.61 -0.61 0.00 0.00 2.16 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.08 0.0 0.65 -0.65 0.16 0.16 2.57 20.0 5 5 caleb_strategy_v3 BOBL False False 0.07 0.07 0.11 0.0 1.29 -1.29 0.07 0.07 1.67 19.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.45 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.15 0.0 0.00 0.00 0.00 0.00 1.88 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.70 -0.70 0.00 0.00 2.41 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.19 0.18 0.0 0.58 -0.58 0.19 0.21 11.45 36.0 12 13 caleb_strategy_v3 OAT False False 0.07 0.42 0.19 0.0 0.70 -0.70 0.42 0.42 2.71 10.0 6 6 caleb_strategy_v3 MXP False False 0.01 0.37 0.53 0.0 0.80 -0.80 0.37 0.37 39.58 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.94 0.0 1.40 -1.40 0.00 0.00 13.82 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.1 Shocked risk 46.7 Sum abs risk 51.0 Leverage 6.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2023653.6, 'annual_cash_vol_target': 505913.4, 'daily_cash_vol_target': 31619.5875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6514 0.5324 8.5188 BITCOIN 2215.9832 111300.0000 1.9910 31.8560 BOBL 0.1859 118.2800 0.1572 2.5150 BTP 0.4177 121.2200 0.3446 5.5139 BUND 0.3739 129.5100 0.2887 4.6190 BUXL 0.9176 116.4000 0.7883 12.6132 CAC 61.4310 8230.5000 0.7464 11.9421 CAD 0.0022 0.7160 0.3083 4.9322 CANOLA 6.5008 632.4000 1.0280 16.4473 CHF 0.0054 1.2639 0.4282 6.8506 COCOA 132.3321 6407.0000 2.0654 33.0469 COFFEE 7.1701 379.9500 1.8871 30.1938 COPPER 0.0820 5.1240 1.5993 25.5895 CORN 3.8028 459.2500 0.8280 13.2487 COTTON2 0.6713 65.7100 1.0217 16.3469 CRUDE_W 0.9019 59.8600 1.5066 24.1060 DAX 177.2328 24309.0000 0.7291 11.6653 DOW 329.3988 47468.0000 0.6939 11.1030 DX 0.3614 98.7600 0.3659 5.8548 EUR 0.0047 1.1660 0.4070 6.5113 EURIBOR-ICE 0.0346 97.8450 0.0353 0.5654 EUROSTX 43.8040 5674.0000 0.7720 12.3522 FEEDCOW 3.8773 348.1750 1.1136 17.8179 GASOIL 12.0585 682.5000 1.7668 28.2691 GASOLINE 0.0313 1.8450 1.6943 27.1083 GAS_US_mini 0.1043 4.0550 2.5728 41.1645 GBP 0.0056 1.3305 0.4244 6.7907 GOLD_micro 54.2584 4127.2000 1.3147 21.0345 HEATOIL 0.0389 2.3579 1.6494 26.3896 JGB-SGX-mini 0.2154 136.0600 0.1583 2.5330 JPY 0.0000 0.0066 0.6314 10.1020 LEANHOG 1.0217 84.2250 1.2130 19.4081 LIVECOW 2.3673 233.4250 1.0142 16.2266 LUMBER-new 8.6249 617.0000 1.3979 22.3660 MXP 0.0003 0.0539 0.5181 8.2892 NASDAQ_micro 210.5900 25545.2500 0.8244 13.1901 NIKKEI 603.4628 49555.0000 1.2178 19.4842 NZD 0.0031 0.5760 0.5329 8.5263 OAT 0.4004 122.5000 0.3269 5.2301 OATIES 4.2190 326.0000 1.2942 20.7066 OJ 6.9746 188.8000 3.6942 59.1067 PALLAD 46.5704 1477.5000 3.1520 50.4315 PLAT 36.5047 1600.7000 2.2805 36.4887 REDWHEAT 6.8816 518.5000 1.3272 21.2356 RICE 0.1305 10.4600 1.2479 19.9669 ROBUSTA 88.3269 4543.0000 1.9442 31.1079 RUSSELL 30.8161 2528.0000 1.2190 19.5038 SHATZ 0.0529 107.0750 0.0494 0.7909 SILVER-mini 1.0053 48.8375 2.0584 32.9343 SMI 78.2400 12570.0000 0.6224 9.9590 SOFR 0.0494 96.8050 0.0511 0.8171 SOYBEAN 7.8276 1081.0000 0.7241 11.5857 SOYMEAL 2.8663 299.5000 0.9570 15.3127 SOYOIL 0.6220 51.1300 1.2166 19.4651 SP400 33.2674 3319.0000 1.0023 16.0373 SP500_micro 50.1837 6840.0000 0.7337 11.7389 SUGAR11 0.2490 14.4900 1.7181 27.4894 US10 0.3108 113.4062 0.2741 4.3856 US10U 0.4174 116.3906 0.3586 5.7383 US2 0.0798 104.3789 0.0764 1.2228 US20 0.6160 118.5312 0.5197 8.3148 US30 0.9103 122.9062 0.7406 11.8503 US5 0.2069 109.6953 0.1886 3.0174 VIX 0.5232 20.4000 2.5648 41.0361 WHEAT 6.2388 579.2500 1.0771 17.2329 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.35 0.53 346.79 1.00 346.79 31619.59 91.18 9.13 83.22 BITCOIN 111.30 1.99 221.60 1.00 221.60 31619.59 142.69 -11.68 -166.67 BOBL 1182.80 0.16 185.92 1.16 215.70 31619.59 146.59 11.24 164.78 BTP 1212.20 0.34 417.74 1.16 484.65 31619.59 65.24 10.81 70.50 BUND 1295.10 0.29 373.88 1.16 433.75 31619.59 72.90 7.51 54.75 BUXL 1164.00 0.79 917.61 1.16 1064.57 31619.59 29.70 1.28 3.80 CAC 823.05 0.75 614.31 1.16 712.69 31619.59 44.37 16.18 71.80 CAD 716.05 0.31 220.73 1.00 220.73 31619.59 143.25 -9.99 -143.13 CANOLA 126.48 1.03 130.02 0.71 92.90 31619.59 340.37 0.16 5.54 CHF 1579.88 0.43 676.44 1.00 676.44 31619.59 46.74 -5.99 -28.01 COCOA 640.70 2.07 1323.32 1.00 1323.32 31619.59 23.89 -7.78 -18.59 COFFEE 1424.81 1.89 2688.78 1.00 2688.78 31619.59 11.76 13.18 15.50 COPPER 1281.00 1.60 2048.76 1.00 2048.76 31619.59 15.43 2.04 3.15 CORN 229.62 0.83 190.14 1.00 190.14 31619.59 166.30 -4.00 -66.58 COTTON2 328.55 1.02 335.67 1.00 335.67 31619.59 94.20 -18.91 -178.17 CRUDE_W 598.60 1.51 901.87 1.00 901.87 31619.59 35.06 -2.37 -8.30 DAX 243.09 0.73 177.23 1.16 205.62 31619.59 153.78 2.00 30.79 DOW 237.34 0.69 164.70 1.00 164.70 31619.59 191.98 -5.02 -96.40 DX 987.60 0.37 361.39 1.00 361.39 31619.59 87.50 5.15 45.08 EUR 1457.44 0.41 593.11 1.00 593.11 31619.59 53.31 -2.14 -11.43 EURIBOR-ICE 2446.12 0.04 86.44 1.16 100.28 31619.59 315.30 12.83 404.60 EUROSTX 567.40 0.77 438.04 1.16 508.19 31619.59 62.22 12.09 75.22 FEEDCOW 1740.88 1.11 1938.67 1.00 1938.67 31619.59 16.31 9.23 15.05 GASOIL 682.50 1.77 1205.85 1.00 1205.85 31619.59 26.22 9.39 24.63 GASOLINE 774.90 1.69 1312.89 1.00 1312.89 31619.59 24.08 2.57 6.19 GAS_US_mini 101.38 2.57 260.82 1.00 260.82 31619.59 121.23 -5.92 -71.72 GBP 831.56 0.42 352.93 1.00 352.93 31619.59 89.59 0.77 6.92 GOLD_micro 412.72 1.31 542.58 1.00 542.58 31619.59 58.28 -3.06 -17.81 HEATOIL 990.32 1.65 1633.38 1.00 1633.38 31619.59 19.36 -1.38 -2.67 JGB-SGX-mini 136060.00 0.16 21539.60 0.01 141.37 31619.59 223.66 -8.85 -197.86 JPY 821.81 0.63 518.87 1.00 518.87 31619.59 60.94 -7.13 -43.44 LEANHOG 336.90 1.21 408.66 1.00 408.66 31619.59 77.37 7.47 57.78 LIVECOW 933.70 1.01 946.92 1.00 946.92 31619.59 33.39 6.90 23.04 LUMBER-new 169.68 1.40 237.18 1.00 237.18 31619.59 133.31 -2.17 -28.92 MXP 269.60 0.52 139.67 1.00 139.67 31619.59 226.38 11.90 269.29 NASDAQ_micro 510.90 0.82 421.18 1.00 421.18 31619.59 75.07 -5.79 -43.48 NIKKEI 49555.00 1.22 60346.28 0.01 396.08 31619.59 79.83 13.22 105.57 NZD 575.95 0.53 306.92 1.00 306.92 31619.59 103.02 1.02 10.50 OAT 1225.00 0.33 400.43 1.16 464.55 31619.59 68.06 11.64 79.24 OATIES 163.00 1.29 210.95 1.00 210.95 31619.59 149.89 -17.10 -256.34 OJ 283.20 3.69 1046.19 1.00 1046.19 31619.59 30.22 -11.60 -35.05 PALLAD 1477.50 3.15 4657.04 1.00 4657.04 31619.59 6.79 4.04 2.74 PLAT 800.35 2.28 1825.23 1.00 1825.23 31619.59 17.32 1.77 3.06 REDWHEAT 259.25 1.33 344.08 1.00 344.08 31619.59 91.90 -13.97 -128.38 RICE 209.20 1.25 261.07 1.00 261.07 31619.59 121.12 -18.65 -225.86 ROBUSTA 454.30 1.94 883.27 1.00 883.27 31619.59 35.80 7.13 25.51 RUSSELL 126.40 1.22 154.08 1.00 154.08 31619.59 205.21 0.08 1.54 SHATZ 1070.75 0.05 52.93 1.16 61.41 31619.59 514.92 0.88 45.49 SILVER-mini 1220.94 2.06 2513.17 1.00 2513.17 31619.59 12.58 6.49 8.16 SMI 1257.00 0.62 782.40 1.25 981.67 31619.59 32.21 17.10 55.08 SOFR 2420.13 0.05 123.59 1.00 123.59 31619.59 255.84 -1.71 -43.83 SOYBEAN 540.50 0.72 391.38 1.00 391.38 31619.59 80.79 0.61 4.96 SOYMEAL 299.50 0.96 286.63 1.00 286.63 31619.59 110.31 -12.44 -137.27 SOYOIL 306.78 1.22 373.22 1.00 373.22 31619.59 84.72 -7.18 -60.83 SP400 3319.00 1.00 3326.74 1.00 3326.74 31619.59 9.50 -6.31 -6.00 SP500_micro 342.00 0.73 250.92 1.00 250.92 31619.59 126.02 -7.35 -92.66 SUGAR11 162.29 1.72 278.83 1.00 278.83 31619.59 113.40 -14.52 -164.69 US10 1134.06 0.27 310.84 1.00 310.84 31619.59 101.72 0.82 8.30 US10U 1163.91 0.36 417.43 1.00 417.43 31619.59 75.75 3.15 23.84 US2 2087.58 0.08 159.54 1.00 159.54 31619.59 198.19 0.31 6.22 US20 1185.31 0.52 615.98 1.00 615.98 31619.59 51.33 7.16 36.76 US30 1229.06 0.74 910.30 1.00 910.30 31619.59 34.74 5.18 18.00 US5 1096.95 0.19 206.87 1.00 206.87 31619.59 152.85 -0.73 -11.09 VIX 204.00 2.56 523.21 1.00 523.21 31619.59 60.43 -14.40 -87.04 WHEAT 289.62 1.08 311.94 1.00 311.94 31619.59 101.36 -13.63 -138.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 83.224 0.010 2.5 2.162 BITCOIN -166.668 0.043 2.5 -18.073 BOBL 164.777 0.004 2.5 1.673 BTP 70.502 0.014 2.5 2.408 BUND 54.747 0.004 2.5 0.556 BUXL 3.797 0.004 2.5 0.039 CAC 71.802 0.014 2.5 2.452 CAD -143.125 0.010 2.5 -3.719 CANOLA 5.545 0.010 2.5 0.135 CHF -28.014 0.010 2.5 -0.728 COCOA -18.587 0.010 2.5 -0.453 COFFEE 15.504 0.005 2.5 0.206 COPPER 3.154 0.043 2.5 0.342 CORN -66.575 0.010 2.5 -1.622 COTTON2 -178.169 0.010 2.5 -4.341 CRUDE_W -8.300 0.043 2.5 -0.900 DAX 30.789 0.014 2.5 1.052 DOW -96.395 0.009 2.5 -2.243 DX 45.081 0.010 2.5 1.171 EUR -11.429 0.010 2.5 -0.297 EURIBOR-ICE 404.597 0.014 2.5 13.820 EUROSTX 75.215 0.014 2.5 2.569 FEEDCOW 15.049 0.013 2.5 0.499 GASOIL 24.631 0.017 2.5 1.069 GASOLINE 6.186 0.017 2.5 0.269 GAS_US_mini -71.724 0.043 2.5 -7.778 GBP 6.916 0.010 2.5 0.180 GOLD_micro -17.806 0.014 2.5 -0.608 HEATOIL -2.674 0.017 2.5 -0.116 JGB-SGX-mini -197.864 0.043 2.5 -21.456 JPY -43.435 0.010 2.5 -1.129 LEANHOG 57.780 0.024 2.5 3.516 LIVECOW 23.040 0.013 2.5 0.765 LUMBER-new -28.921 0.010 2.5 -0.705 MXP 269.288 0.059 2.5 39.580 NASDAQ_micro -43.480 0.009 2.5 -1.012 NIKKEI 105.569 0.043 2.5 11.448 NZD 10.501 0.010 2.5 0.273 OAT 79.244 0.014 2.5 2.707 OATIES -256.342 0.010 2.5 -6.245 OJ -35.049 0.010 2.5 -0.854 PALLAD 2.742 0.014 2.5 0.094 PLAT 3.058 0.014 2.5 0.104 REDWHEAT -128.375 0.005 2.5 -1.705 RICE -225.863 0.010 2.5 -5.503 ROBUSTA 25.512 0.005 2.5 0.339 RUSSELL 1.544 0.013 2.5 0.051 SHATZ 45.492 0.004 2.5 0.462 SILVER-mini 8.159 0.014 2.5 0.279 SMI 55.076 0.014 2.5 1.881 SOFR -43.833 0.024 2.5 -2.668 SOYBEAN 4.955 0.004 2.5 0.046 SOYMEAL -137.271 0.004 2.5 -1.278 SOYOIL -60.829 0.004 2.5 -0.567 SP400 -6.001 0.013 2.5 -0.199 SP500_micro -92.659 0.009 2.5 -2.156 SUGAR11 -164.693 0.010 2.5 -4.012 US10 8.302 0.005 2.5 0.105 US10U 23.840 0.005 2.5 0.303 US2 6.223 0.005 2.5 0.079 US20 36.760 0.005 2.5 0.466 US30 18.004 0.005 2.5 0.228 US5 -11.089 0.005 2.5 -0.141 VIX -87.038 0.099 2.5 -21.515 WHEAT -138.187 0.005 2.5 -1.836 ===================== Position diags ===================== AUD 2.37 BITCOIN 15.47 BOBL 1.49 BTP 2.23 BUND 0.74 BUXL 0.30 CAC 1.52 CAD 3.72 CANOLA 8.29 CHF 1.21 COCOA 0.58 COFFEE 0.16 COPPER 1.67 CORN 4.05 COTTON2 2.29 CRUDE_W 3.80 DAX 5.25 DOW 4.47 DX 2.27 EUR 1.39 EURIBOR-ICE 10.77 EUROSTX 2.13 FEEDCOW 0.54 GASOIL 1.14 GASOLINE 1.05 GAS_US_mini 13.15 GBP 2.33 GOLD_micro 1.99 HEATOIL 0.84 JGB-SGX-mini 24.25 JPY 1.58 LEANHOG 4.71 LIVECOW 1.11 LUMBER-new 3.25 MXP 33.27 NASDAQ_micro 1.75 NIKKEI 8.66 NZD 2.68 OAT 2.32 OATIES 3.65 OJ 0.74 PALLAD 0.23 PLAT 0.59 REDWHEAT 1.22 RICE 2.95 ROBUSTA 0.48 RUSSELL 6.81 SHATZ 5.23 SILVER-mini 0.43 SMI 1.10 SOFR 15.57 SOYBEAN 0.75 SOYMEAL 1.03 SOYOIL 0.79 SP400 0.32 SP500_micro 2.93 SUGAR11 2.76 US10 1.29 US10U 0.96 US2 2.51 US20 0.65 US30 0.44 US5 1.94 VIX 14.94 WHEAT 1.35 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.2 1.9 2.4 0.0 0 BITCOIN -18.1 -19.6 -16.5 0.0 0 BOBL 1.7 1.5 1.8 1.0 1 BTP 2.4 2.2 2.6 0.0 0 BUND 0.6 0.5 0.6 1.0 1 BUXL 0.0 0.0 0.1 0.0 0 CAC 2.5 2.3 2.6 0.0 0 CAD -3.7 -4.1 -3.3 -4.0 -4 CANOLA 0.1 -0.7 1.0 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 0.3 0.2 0.5 0.0 0 CORN -1.6 -2.0 -1.2 -3.0 -3 COTTON2 -4.3 -4.6 -4.1 -5.0 -5 CRUDE_W -0.9 -1.3 -0.5 0.0 0 DAX 1.1 0.5 1.6 1.0 1 DOW -2.2 -2.7 -1.8 -3.0 -3 DX 1.2 0.9 1.4 1.0 1 EUR -0.3 -0.4 -0.2 0.0 0 EURIBOR-ICE 13.8 12.7 14.9 0.0 0 EUROSTX 2.6 2.4 2.8 5.0 5 FEEDCOW 0.5 0.4 0.6 2.0 2 GASOIL 1.1 1.0 1.2 0.0 0 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini -7.8 -9.1 -6.5 -10.0 -10 GBP 0.2 -0.1 0.4 2.0 2 GOLD_micro -0.6 -0.8 -0.4 -2.0 -2 HEATOIL -0.1 -0.2 -0.0 -1.0 -1 JGB-SGX-mini -21.5 -23.9 -19.0 0.0 0 JPY -1.1 -1.3 -1.0 0.0 0 LEANHOG 3.5 3.0 4.0 3.0 3 LIVECOW 0.8 0.7 0.9 0.0 0 LUMBER-new -0.7 -1.0 -0.4 0.0 0 MXP 39.6 36.3 42.9 28.0 28 NASDAQ_micro -1.0 -1.2 -0.8 -3.0 -3 NIKKEI 11.4 10.6 12.3 12.0 12 NZD 0.3 0.0 0.5 -1.0 -1 OAT 2.7 2.5 2.9 6.0 6 OATIES -6.2 -6.6 -5.9 NaN 0 OJ -0.9 -0.9 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -1.7 -1.8 -1.6 0.0 0 RICE -5.5 -5.8 -5.2 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL 0.1 -0.6 0.7 -6.0 -6 SHATZ 0.5 -0.1 1.0 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.9 1.8 2.0 0.0 0 SOFR -2.7 -4.2 -1.1 NaN 0 SOYBEAN 0.0 -0.0 0.1 -1.0 -1 SOYMEAL -1.3 -1.4 -1.2 -1.0 -1 SOYOIL -0.6 -0.6 -0.5 -1.0 -1 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -2.2 -2.4 -1.9 -1.0 -1 SUGAR11 -4.0 -4.3 -3.7 -5.0 -5 US10 0.1 -0.0 0.2 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 0.1 -0.2 0.3 NaN 0 US20 0.5 0.4 0.5 0.0 0 US30 0.2 0.2 0.3 1.0 1 US5 -0.1 -0.3 0.1 0.0 0 VIX -21.5 -23.0 -20.0 -21.0 -21 WHEAT -1.8 -2.0 -1.7 -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 0.0 -0.0 0.1 -0.1 0.1 0.4 -0.2 0.1 -0.2 -0.1 -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 -0.0 0.0 0.1 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.3 -0.3 -0.4 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 0.5 -0.2 -2.7 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.3 BOBL 0.6 0.2 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 0.4 0.1 0.4 0.2 0.1 0.0 0.1 -0.0 0.1 0.4 0.0 -0.0 0.0 0.0 -0.0 0.1 0.4 -0.0 0.3 0.0 -0.1 0.5 0.7 0.6 0.7 BTP 0.4 0.2 0.1 0.1 -0.0 0.1 0.1 -0.0 0.1 0.0 0.5 0.2 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.3 0.2 -2.7 0.1 -0.0 0.1 0.1 0.2 0.1 0.5 0.2 0.3 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 0.1 -0.3 0.1 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 0.0 -0.0 0.1 0.1 -0.0 0.2 0.2 -0.1 0.4 0.7 0.5 0.7 BUXL 0.5 0.4 0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 -0.3 0.1 -0.6 0.2 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.4 0.1 -0.3 0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.0 -0.1 0.1 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 0.1 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 0.0 0.1 0.1 0.0 0.1 0.4 0.4 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 0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -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 0.2 -0.2 0.6 0.7 0.7 0.7 CHF -0.2 -0.2 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.0 0.3 0.1 0.4 -0.0 -0.0 -0.3 -0.3 -0.3 -0.3 0.0 0.1 0.0 0.3 -0.0 -0.1 0.0 -0.0 0.1 0.0 0.2 0.0 -1.1 0.2 0.2 0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.5 -0.6 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.1 -0.2 -0.0 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 -0.1 0.0 0.0 -0.0 1.1 0.4 -0.4 -0.2 0.1 -0.2 0.1 0.0 0.2 COFFEE 0.2 0.2 0.4 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 0.0 0.3 0.1 0.4 0.1 0.1 0.4 0.2 0.3 0.3 0.2 0.2 0.1 0.4 0.2 -2.7 0.1 0.0 0.2 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 -0.4 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 -0.1 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.0 0.1 -0.6 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.1 -0.2 -0.3 -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 -0.2 -0.2 -0.0 -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 -0.3 -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 -0.3 -0.2 -0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.1 -0.1 -0.1 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.6 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.4 -0.3 -0.6 -0.4 0.7 0.5 0.0 0.6 DAX 0.2 -0.1 -0.4 0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.4 0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.0 0.5 0.0 -1.4 0.0 -0.0 0.0 0.0 0.2 0.0 -0.0 -0.5 0.1 -0.6 -0.6 0.4 0.7 0.7 0.7 DOW -0.4 -0.1 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 0.1 0.1 0.0 0.2 0.0 -0.2 0.2 -0.4 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.4 0.3 -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 -0.0 0.6 0.3 0.3 0.6 0.5 0.5 0.6 EUR -0.4 -0.3 -0.1 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.0 0.4 -0.1 0.5 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.1 0.4 -0.1 1.8 -0.0 -0.0 0.1 -0.0 0.3 -0.1 -0.4 0.1 -0.1 -0.0 0.0 -0.4 -0.7 -0.6 -0.7 EURIBOR-ICE 0.6 0.1 -0.1 0.0 -0.0 0.0 0.0 -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 0.0 0.1 0.1 0.7 0.0 -0.0 0.0 0.0 0.1 0.1 0.8 0.0 0.3 0.0 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.2 0.4 0.1 0.1 0.0 0.2 0.0 0.2 0.1 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 0.0 0.1 0.1 0.4 0.0 0.3 -0.0 -0.3 0.7 0.7 0.7 0.7 FEEDCOW 0.1 -0.4 0.0 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.0 0.5 0.1 0.1 0.3 0.1 0.3 0.2 0.2 0.2 -0.1 0.5 0.1 -2.7 0.0 -0.1 0.2 -0.0 0.2 0.0 1.1 -0.5 0.6 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.3 -0.1 0.1 -0.0 0.1 0.0 0.0 0.0 -0.0 0.1 0.1 0.0 0.1 -0.0 -0.0 0.4 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 0.6 0.2 0.1 0.3 0.2 0.5 0.4 0.2 0.3 GASOLINE -0.3 -0.2 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.3 0.4 0.4 0.4 -0.0 -0.0 0.1 -0.0 -0.0 -2.6 -0.0 0.1 -0.1 0.0 -0.0 -0.0 1.1 -0.1 -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 0.2 0.0 0.1 0.0 -0.0 0.2 -0.5 0.1 -0.6 0.1 -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 -0.0 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 -0.2 0.3 -0.2 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 -0.1 0.1 -0.1 -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 -0.1 0.3 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.3 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 -0.4 0.0 -0.7 -0.2 HEATOIL -0.2 -0.2 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.1 0.2 0.1 0.2 -0.0 -0.0 0.1 0.2 0.2 0.2 -0.0 0.0 0.2 0.1 0.0 -2.7 -0.0 0.2 0.0 0.1 0.1 0.0 0.0 0.3 0.2 -0.2 -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 -0.5 -0.6 -0.6 -0.4 -0.7 JPY -0.4 -0.3 -0.4 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -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 -0.1 -0.3 -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 0.3 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 0.5 0.5 0.7 0.7 LIVECOW -0.0 -0.4 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.0 -0.1 0.4 -0.0 0.6 0.0 0.1 -0.3 0.2 -0.1 0.1 0.1 0.2 -0.1 0.5 0.0 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 1.1 -0.5 0.5 0.6 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.5 0.0 -0.5 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.2 -0.3 -0.1 -0.4 0.0 -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 -0.1 -0.1 -0.0 -1.2 -0.6 0.5 0.7 0.4 0.6 0.8 0.7 0.8 MXP -0.3 -0.1 0.3 -0.0 -0.0 0.1 -0.1 0.1 -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 0.4 0.0 0.5 0.0 1.1 0.3 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 0.1 -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 -0.0 0.6 0.6 0.6 0.1 0.4 0.5 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 1.9 -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 0.0 -0.0 0.1 -0.0 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 0.1 0.2 0.0 -0.0 0.0 0.0 -0.0 0.1 0.8 0.1 0.3 0.2 -0.2 0.3 0.7 0.3 0.7 OATIES 0.2 -0.3 -0.6 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.5 0.1 -0.5 -0.1 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 0.1 -0.4 -0.1 -1.9 -0.1 0.1 -0.2 0.0 -0.2 -0.0 -0.3 0.3 -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 -0.3 -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 0.1 0.4 0.2 0.0 -0.6 -0.7 -0.7 -0.7 PLAT -0.4 -0.0 0.0 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.2 -0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 0.3 -0.2 -0.3 -0.1 -0.1 0.7 0.3 -0.3 -0.2 REDWHEAT -0.0 -0.1 -0.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -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 0.2 -0.3 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 -0.0 -0.3 ROBUSTA 0.2 0.3 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 0.1 0.3 0.2 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 0.1 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 -0.1 -0.2 0.1 0.0 0.1 -0.1 -0.2 -0.4 -0.3 -0.3 -0.0 -0.1 0.0 -0.1 0.1 0.9 0.0 -0.1 -0.0 0.0 -0.1 0.0 -1.1 -0.2 0.1 -0.3 -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 0.3 0.3 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 0.0 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 0.1 0.1 0.8 -0.3 0.6 -0.1 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.2 0.2 0.0 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.4 0.1 0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 0.2 -0.1 -0.3 -0.1 0.5 0.1 -0.5 -0.3 -0.7 SOYBEAN 0.1 -0.0 0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 0.1 0.2 -0.3 -0.0 0.1 -0.1 -0.1 -0.2 -0.2 0.0 -0.0 0.1 -0.2 0.1 -0.7 0.0 0.1 0.1 0.1 -0.0 0.1 -0.0 0.4 0.6 0.6 0.6 -0.4 -0.1 -0.4 0.0 SOYMEAL 0.4 -0.0 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.1 -2.6 0.0 0.2 -0.1 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 0.1 -0.4 -0.3 -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 -2.2 -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 -0.3 -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 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.4 0.1 -2.2 0.0 0.0 0.1 0.0 0.2 0.0 -0.4 0.0 -0.5 -0.1 0.3 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.3 -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 -0.5 0.0 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 0.2 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 0.0 0.2 0.1 -0.3 0.0 -0.1 0.2 0.5 -0.4 -0.7 -0.4 -0.7 US10U 0.1 0.2 0.5 0.1 -0.0 0.0 0.1 -0.0 0.1 0.0 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 0.0 0.0 0.6 0.6 0.0 -0.5 -0.4 -0.7 US2 0.2 0.1 0.3 0.0 -0.0 0.0 0.0 -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 0.0 0.1 0.1 2.4 0.0 -0.0 0.1 0.0 0.1 0.0 -1.1 -0.1 -0.1 0.0 0.3 -0.4 -0.3 -0.5 -0.7 US20 0.2 0.4 0.5 0.0 -0.0 0.0 0.0 -0.0 0.1 0.0 0.2 0.1 -0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.2 -1.2 0.1 0.0 0.1 0.0 0.1 0.1 0.0 0.0 0.1 0.6 0.6 0.7 0.4 -0.1 -0.5 US30 0.2 0.4 0.5 0.0 -0.0 0.0 0.1 -0.0 0.1 0.0 0.1 0.2 -0.3 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 0.0 0.0 0.6 0.5 0.6 0.3 0.0 -0.5 US5 0.1 -0.0 0.3 0.0 -0.0 0.0 0.0 -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 0.0 0.2 0.1 -0.1 0.1 -0.0 0.2 0.0 0.2 0.0 -0.6 -0.1 -0.1 0.0 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 -0.1 0.0 -0.3 -0.8 -0.2 -0.6 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.1 -0.2 -0.0 NaN -0.1 -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 0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 1.9 -0.1 0.1 -0.2 -0.0 -0.3 -0.1 -1.0 -0.0 -0.3 0.6 0.5 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -13.3 -3.2 2.0 -2.6 -2.8 1.7 -4.6 3.6 -5.4 10.7 15.3 -16.0 3.5 -15.4 -4.8 -0.8 -1.3 -1.1 -1.3 -3.6 3.0 -7.6 2.6 -9.7 15.6 -1.7 0.2 1.7 -4.7 0.4 -5.8 3.2 -0.1 0.1 2.8 7.9 20.0 20.0 20.0 20.0 BITCOIN -9.2 -8.2 -10.9 7.5 -1.9 7.0 0.9 5.3 5.5 -7.1 14.2 -16.9 18.9 -14.7 -8.9 -6.2 -7.4 -7.0 -7.1 -5.9 6.0 -18.8 16.8 -16.3 -20.0 -3.8 -2.9 1.0 -7.7 6.3 -7.3 -2.0 -20.0 -20.0 -20.0 -20.0 11.4 -4.6 -16.9 -10.0 BOBL 17.2 4.8 -1.1 3.9 -0.3 1.5 4.8 -0.7 5.9 -10.1 5.4 7.6 -0.7 9.9 4.6 20.0 4.4 20.0 12.2 6.8 1.2 6.5 -1.6 11.9 2.7 3.7 -4.7 0.8 3.3 -0.4 6.1 7.3 -1.6 7.9 0.8 -3.7 13.8 20.0 19.1 20.0 BTP 13.8 6.4 1.9 5.1 -0.5 1.9 6.4 -0.9 7.8 3.7 20.0 18.3 18.4 20.0 19.2 7.1 8.9 8.9 9.4 15.2 11.5 15.4 12.1 20.0 -20.0 7.1 -1.0 5.0 7.3 5.0 9.5 10.0 8.8 9.0 8.3 4.1 7.6 20.0 8.7 20.0 BUND 15.1 8.1 2.2 4.2 -0.4 1.6 5.3 -0.8 6.5 -8.5 6.0 10.4 -7.5 13.8 8.0 -6.0 3.9 -0.7 3.1 9.0 1.3 8.9 -5.1 14.2 -0.9 4.7 -3.5 1.2 4.5 -1.0 7.2 1.0 -0.1 6.8 4.7 -2.7 11.9 20.0 14.3 20.0 BUXL 16.2 12.7 0.1 4.0 -0.4 1.5 5.0 -0.7 6.2 -6.2 -10.1 11.4 -16.4 15.0 3.4 3.9 2.7 3.8 3.5 5.0 -6.3 8.0 -15.0 12.0 -2.1 3.2 -2.8 -1.7 4.3 -4.6 6.5 -0.4 -2.7 3.9 3.9 -11.2 6.1 14.5 -4.7 4.0 CAC 14.5 13.0 5.2 6.2 4.4 5.8 3.7 4.3 4.8 13.9 17.1 17.0 13.3 18.2 16.9 -2.7 -1.3 -2.4 -1.7 19.1 12.3 20.0 7.9 20.0 2.3 6.2 3.5 2.8 7.1 0.4 8.1 7.2 17.3 19.7 1.7 -9.6 20.0 20.0 20.0 20.0 CAD -8.0 -14.8 -12.0 -3.1 -3.3 2.0 -5.4 4.2 -6.3 17.9 -2.8 -11.3 -4.3 -20.0 -20.0 -8.1 -7.1 -7.9 -7.5 -20.0 -14.0 -6.0 -7.7 -18.8 20.0 -7.6 1.9 -3.6 -2.3 -1.3 -7.2 -7.1 0.3 -5.5 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA 6.5 -12.5 -20.0 -4.1 1.0 -4.5 -0.1 -3.6 -2.2 7.5 -2.1 9.7 0.2 -6.0 -12.2 -20.0 -9.5 -16.7 -11.9 -10.8 -9.4 1.7 -2.8 -3.4 5.2 -4.5 0.7 -3.9 -0.3 -1.6 -2.3 -3.5 -3.7 1.1 6.2 -6.1 16.9 20.0 20.0 20.0 CHF -4.6 -5.2 -3.9 -1.9 -2.1 1.2 -3.3 2.6 -3.9 5.1 11.4 6.5 11.5 -3.1 -2.3 -15.6 -15.6 -15.5 -15.2 0.9 6.9 0.7 11.0 -0.2 -0.7 1.5 -0.4 4.6 0.2 6.2 0.2 -20.0 8.9 7.1 7.7 4.2 -20.0 -20.0 -20.0 -20.0 COCOA -14.8 -20.0 -18.1 -3.3 0.8 -3.6 -0.1 -2.9 -1.8 9.1 -9.2 -3.6 0.0 -7.9 -9.5 -2.4 11.4 1.8 6.5 -16.3 -12.1 2.8 -0.4 -11.1 -20.0 -3.0 3.6 -1.9 1.1 0.9 -2.0 20.0 15.8 -13.5 -5.5 1.9 -5.1 2.3 1.4 6.0 COFFEE 5.1 6.0 11.8 -5.0 1.2 -5.5 -0.1 -4.4 -2.6 2.3 9.9 9.5 11.1 8.9 12.3 18.3 10.5 15.1 12.6 17.9 15.7 13.5 14.7 16.2 -20.0 5.2 0.4 5.6 2.7 5.9 3.8 20.0 19.6 20.0 20.0 20.0 9.0 14.5 17.6 20.0 COPPER 12.7 12.9 -13.4 2.5 -0.6 2.3 0.3 1.8 1.8 5.6 -1.9 5.0 -1.3 6.1 -2.3 -5.8 -5.5 -5.4 -5.4 3.5 1.1 4.3 1.2 5.1 -4.3 1.7 2.1 1.6 1.6 2.3 1.9 1.1 4.9 -5.7 -10.2 -12.0 18.1 8.2 18.5 9.9 CORN -4.1 6.1 -3.3 -7.3 1.7 -7.9 -0.2 -6.4 -3.8 17.0 -10.9 0.0 -14.9 -1.0 2.3 -19.0 -19.0 -20.0 -20.0 -2.2 -8.7 3.1 -17.2 -0.2 10.6 -0.9 7.2 -3.2 3.2 -9.3 -0.3 -20.0 4.9 4.4 20.0 20.0 -9.5 -1.7 1.9 0.4 COTTON2 -7.5 -5.3 -0.7 -7.7 1.8 -8.4 -0.2 -6.7 -4.1 8.9 -20.0 -13.1 -20.0 -19.5 -20.0 -17.8 -14.4 -17.2 -15.9 -17.5 -18.0 -6.7 -20.0 -14.9 -15.4 -7.9 0.1 -7.0 -3.5 -8.5 -7.5 -12.1 -6.7 -17.8 18.4 20.0 -12.4 -16.7 -10.8 -14.3 CRUDE_W -10.7 -6.3 -1.5 -1.8 14.3 0.2 5.3 0.5 -1.4 16.0 -5.5 -8.3 -10.5 -13.0 -15.6 0.6 6.5 3.9 5.2 -9.6 -6.7 -2.1 -7.2 -10.1 4.2 -5.7 4.6 -4.4 -0.9 -4.1 -5.3 -4.2 -17.3 -10.5 -17.1 -11.6 20.0 15.5 1.3 18.3 DAX 7.7 -3.9 -13.1 5.6 4.0 5.2 3.4 3.9 4.3 3.4 15.7 1.4 16.9 6.5 5.5 -6.3 -6.5 -6.0 -5.8 4.4 8.0 0.9 17.5 3.8 -10.8 1.3 -0.1 1.5 0.4 5.9 1.8 -0.8 -20.0 1.7 -20.0 -20.0 12.9 20.0 20.0 20.0 DOW -13.2 -1.7 9.2 4.6 3.3 4.3 2.8 3.2 3.5 12.2 15.2 11.2 12.8 10.1 13.3 -8.3 -8.3 -8.5 -8.0 10.2 12.2 10.5 10.9 7.9 -11.2 3.9 6.3 4.9 2.9 4.2 1.9 -4.3 9.9 -13.1 -5.2 2.7 -20.0 -20.0 -20.0 -20.0 DX 13.0 11.6 8.1 -2.0 -2.1 1.3 -3.5 2.7 -4.1 10.9 -10.1 8.2 -12.8 10.9 6.4 5.7 6.1 5.9 5.9 6.0 -3.8 7.7 -11.0 9.3 -20.0 3.4 3.6 -1.1 4.4 -4.1 5.1 15.6 -0.4 20.0 9.1 9.7 18.5 15.9 14.8 17.5 EUR -12.4 -9.1 -2.4 -2.3 -2.5 1.5 -4.0 3.1 -4.7 -3.5 13.6 -9.4 15.1 -12.9 -2.2 -7.1 -7.5 -7.3 -7.4 -3.7 7.7 -6.7 15.1 -8.6 13.7 -1.8 -1.6 4.2 -4.2 7.6 -5.0 -7.3 3.0 -2.2 -1.5 0.6 -12.2 -20.0 -18.3 -20.0 EURIBOR-ICE 17.3 1.6 -2.2 3.0 -0.3 1.1 3.8 -0.5 4.6 -7.9 9.5 5.7 10.3 6.8 4.2 12.1 10.4 12.7 12.4 6.4 3.9 5.5 5.4 9.9 5.0 3.1 -3.5 1.4 2.8 1.4 4.9 14.1 1.7 8.4 0.9 -0.5 9.2 20.0 11.6 20.0 EUROSTX 6.6 11.2 2.5 6.1 4.3 5.6 3.7 4.3 4.7 11.0 19.5 15.1 17.8 17.6 17.9 -3.4 -1.2 -2.8 -2.0 17.6 14.8 12.3 14.2 17.1 -6.1 6.0 2.4 3.8 4.3 2.6 6.1 7.0 0.1 8.2 -1.5 -9.5 20.0 20.0 20.0 20.0 FEEDCOW 1.7 -13.8 1.2 -4.1 0.9 -4.4 -0.1 -3.6 -2.2 -11.7 12.5 -2.9 13.2 4.8 10.8 12.7 7.2 14.8 12.3 16.0 20.0 -12.1 20.0 5.9 -20.0 4.1 -8.0 6.0 -3.1 6.7 1.4 20.0 -20.0 18.1 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -10.2 -2.4 4.1 -1.5 11.8 0.2 4.4 0.4 -1.1 14.0 5.1 3.3 2.3 -1.3 -0.9 18.1 13.3 18.6 16.0 1.4 3.7 14.0 2.7 2.2 -0.6 1.0 16.1 2.4 7.6 1.7 1.3 10.3 7.5 4.0 8.2 7.3 13.8 12.0 7.4 9.7 GASOLINE -8.4 -5.9 0.6 -1.7 13.5 0.2 5.0 0.5 -1.3 15.0 1.9 -0.5 -1.0 -7.5 -9.9 13.8 20.0 20.0 20.0 -4.5 -1.4 6.6 -0.6 -3.8 -19.5 -4.3 11.1 -2.7 3.5 -1.3 -2.9 20.0 -3.4 -2.3 -12.6 -7.8 20.0 20.0 20.0 20.0 GAS_US_mini 8.2 9.1 -12.2 -2.2 17.4 0.2 6.5 0.6 -1.7 17.9 -20.0 10.4 -17.7 4.9 -14.9 -20.0 -20.0 -20.0 -20.0 -6.8 -14.9 13.2 -14.5 3.6 20.0 -2.4 10.7 -5.8 8.5 -5.1 2.9 -20.0 -1.2 20.0 8.2 -20.0 -2.8 -20.0 -20.0 -20.0 GBP -7.7 -9.6 -6.8 -3.0 -3.2 2.0 -5.2 4.1 -6.1 -19.5 11.6 -15.4 17.0 -17.3 -8.1 0.8 -0.1 0.3 0.0 -7.0 3.7 -13.0 13.9 -11.4 1.0 -2.6 -11.2 3.9 -8.7 9.0 -6.8 5.3 -4.4 3.0 -1.9 -2.7 8.4 -3.0 6.6 -1.8 GOLD_micro -19.1 2.8 -9.9 3.2 -0.8 3.0 0.4 2.3 2.4 -6.7 10.4 3.1 10.6 7.5 9.4 -9.8 -11.5 -11.1 -11.0 18.5 15.5 5.7 12.9 16.2 -20.0 3.7 -0.3 2.9 1.6 2.4 3.4 -8.7 20.0 20.0 20.0 16.5 -13.3 1.5 -20.0 -7.3 HEATOIL -7.3 -6.6 1.3 -1.7 13.4 0.2 5.0 0.5 -1.3 16.0 7.6 5.3 4.4 -1.7 -2.8 7.3 8.4 8.3 8.3 -0.4 2.9 17.2 3.3 2.2 -20.0 -2.0 19.1 0.0 8.8 1.6 0.2 0.6 12.6 4.7 -6.9 -3.0 14.0 6.8 -6.0 -7.1 JGB-SGX-mini 8.5 -5.9 -9.7 2.3 -0.2 0.9 2.9 -0.4 3.5 -4.8 -9.8 -0.5 -9.3 -6.3 -9.0 5.5 12.5 8.4 10.5 -6.2 -8.9 -0.4 -10.3 -2.3 -5.8 -2.6 -0.5 -3.8 0.2 -4.7 -0.6 14.3 -9.4 -9.8 -9.8 -14.0 -19.4 -18.0 -12.5 -20.0 JPY -12.8 -9.3 -10.9 -1.5 -1.6 1.0 -2.6 2.0 -3.0 -10.1 -9.5 -9.7 -6.8 -9.1 -10.2 -9.2 -10.9 -9.9 -10.0 -11.2 -8.5 -10.4 -6.0 -11.5 20.0 -3.7 -3.9 -2.5 -4.0 -1.6 -4.3 -12.4 -4.3 -7.9 -11.8 -11.1 -2.9 -10.7 -5.5 -10.8 LEANHOG -20.0 -13.6 0.9 -7.3 1.7 -8.0 -0.2 -6.4 -3.9 -20.0 16.8 -20.0 18.7 -20.0 -3.6 14.6 20.0 20.0 20.0 -7.0 9.8 -20.0 17.6 -20.0 -1.1 -3.3 -7.1 2.2 -9.2 5.2 -8.5 20.0 -20.0 -20.0 20.0 20.0 16.1 16.1 20.0 20.0 LIVECOW -1.5 -11.6 -4.5 -5.1 1.2 -5.5 -0.1 -4.5 -2.7 -14.2 15.7 -3.0 16.3 4.2 12.9 -12.7 10.4 -4.8 4.8 12.6 19.5 -10.0 20.0 4.4 -20.0 4.7 -12.1 7.4 -4.0 9.2 1.7 20.0 -20.0 16.9 20.0 20.0 20.0 15.8 20.0 20.0 LUMBER-new 13.7 1.1 -12.3 -5.0 1.2 -5.4 -0.1 -4.4 -2.6 -14.5 -10.3 -7.3 -8.4 1.8 -8.7 -20.0 -20.0 -20.0 -20.0 -6.1 -9.8 -12.3 -8.5 -3.2 NaN -1.7 -8.9 -2.4 -4.9 -1.4 -1.3 -20.0 -20.0 13.1 20.0 10.5 15.9 20.0 18.9 20.0 MXP -8.4 -1.6 8.7 -3.0 -3.3 2.0 -5.3 4.1 -6.2 8.6 20.0 11.9 19.4 17.9 20.0 12.8 12.7 12.9 12.6 15.7 20.0 2.6 20.0 6.7 -20.0 8.2 0.0 13.3 0.8 13.0 3.1 20.0 13.9 17.0 20.0 20.0 4.9 7.5 2.4 10.1 NASDAQ_micro -19.4 -2.9 3.3 4.5 3.2 4.2 2.7 3.2 3.5 12.5 15.6 11.1 14.6 12.4 13.6 -9.1 -8.9 -9.6 -9.1 15.6 19.1 11.3 18.4 11.5 -20.0 4.9 4.2 5.8 2.5 5.4 2.9 -5.7 2.7 -4.8 7.2 11.6 -20.0 -20.0 -20.0 -20.0 NIKKEI -5.7 4.7 18.2 3.4 2.4 3.1 2.0 2.4 2.6 8.9 11.5 9.9 10.1 10.4 11.0 0.7 8.0 4.2 6.6 18.5 16.6 13.2 11.9 16.7 -9.4 4.2 1.6 3.6 2.5 2.2 3.5 20.0 -0.2 20.0 20.0 20.0 2.0 11.1 15.9 18.1 NZD -8.6 -13.6 -12.8 -2.4 -2.5 1.5 -4.1 3.2 -4.8 13.4 -2.3 -11.9 -6.3 -17.2 -18.0 -4.1 -2.9 -3.8 -3.5 -17.5 -11.8 -6.1 -6.5 -15.0 14.0 -5.8 0.7 -3.6 -2.2 -2.2 -5.4 0.0 3.9 0.2 -12.7 -14.5 16.6 20.0 20.0 20.0 OAT 18.1 8.9 -0.6 3.6 -0.3 1.4 4.5 -0.6 5.5 -3.1 5.3 9.6 -4.3 12.4 7.3 16.9 10.7 16.5 14.5 7.4 0.6 8.6 -3.4 13.3 1.3 3.4 -3.1 0.6 3.8 -0.6 5.9 15.6 4.5 7.8 5.6 -5.2 8.9 20.0 9.1 20.0 OATIES 7.4 -10.3 -20.0 -6.9 1.6 -7.6 -0.2 -6.1 -3.7 20.0 -20.0 7.8 -13.5 -10.8 -20.0 -20.0 -8.7 -20.0 -16.2 -20.0 -20.0 8.6 -16.4 -7.5 -14.0 -7.1 6.9 -7.4 2.9 -5.5 -2.9 -5.9 11.1 -4.9 9.6 -6.3 -20.0 -11.7 -18.8 -11.1 OJ -20.0 -13.3 -6.7 -2.2 0.5 -2.4 -0.1 -1.9 -1.2 -1.3 -4.7 -5.5 -5.3 -6.5 -5.5 -3.7 5.1 -0.9 1.6 -8.8 -6.7 -7.8 -5.9 -10.5 -20.0 -2.2 -0.5 -1.6 -2.0 -1.4 -2.7 19.7 -10.9 -16.0 -0.8 6.7 -7.3 -15.2 -1.8 -13.3 PALLAD 8.3 10.3 4.5 2.9 -0.7 2.7 0.4 2.1 2.1 -5.2 6.4 1.5 4.8 5.2 5.9 -2.7 -2.9 -2.9 -2.9 10.2 7.6 3.0 4.7 9.6 14.0 3.1 -0.5 2.5 1.2 1.9 2.9 5.4 4.9 11.3 5.7 1.4 -17.0 -20.0 -20.0 -20.0 PLAT -12.2 -1.4 0.7 3.1 -0.8 2.8 0.4 2.2 2.2 -4.2 8.8 -3.2 7.8 4.2 6.8 -3.5 -3.5 -3.3 -3.2 9.6 11.0 -2.9 9.6 4.5 0.8 3.1 -1.4 3.8 -0.7 3.6 1.6 4.7 -7.4 -9.1 -3.9 -4.0 20.0 8.8 -8.2 -7.0 REDWHEAT -1.0 -2.4 -12.5 -7.5 1.7 -8.1 -0.2 -6.6 -4.0 19.5 -20.0 -4.6 -20.0 -15.9 -20.0 -20.0 -17.0 -20.0 -19.0 -20.0 -20.0 2.1 -20.0 -10.8 8.2 -7.9 9.1 -8.7 1.7 -10.2 -4.8 -17.0 7.8 -7.9 20.0 12.4 -20.0 -20.0 -20.0 -20.0 RICE -12.0 -20.0 -20.0 -3.6 0.8 -3.9 -0.1 -3.2 -1.9 -10.7 -12.6 -11.8 -12.1 -12.3 -12.6 -19.8 -10.4 -18.6 -16.5 -20.0 -20.0 -19.7 -20.0 -20.0 -1.5 -4.5 -3.6 -4.3 -4.1 -4.3 -4.4 -9.8 -20.0 -20.0 -9.6 -11.5 -8.5 -8.8 -1.4 -8.2 ROBUSTA 7.6 10.6 16.3 -2.8 0.7 -3.1 -0.1 -2.5 -1.5 -0.1 0.2 5.6 -0.4 2.2 5.7 7.5 14.3 12.3 13.3 6.0 2.5 4.5 0.6 5.7 -20.0 2.0 0.5 0.8 1.3 0.4 1.7 20.0 2.9 14.5 13.9 20.0 -1.4 18.3 5.4 20.0 RUSSELL -12.9 -0.1 16.1 3.8 2.7 3.6 2.3 2.7 3.0 7.6 12.4 7.3 8.3 8.1 11.3 -4.9 -5.4 -5.2 -5.1 10.0 10.9 4.8 7.4 6.4 5.9 4.0 2.2 4.6 1.0 3.0 1.8 0.5 2.4 -8.9 -0.4 8.6 -20.0 -20.0 -20.0 -20.0 SHATZ 19.5 0.2 -10.0 3.7 -0.3 1.4 4.6 -0.7 5.7 -10.6 -5.6 5.1 0.1 6.5 -6.5 -10.7 -18.3 -17.3 -16.9 -0.3 -5.4 2.5 -4.1 6.8 7.1 0.9 -7.4 -1.8 1.5 -1.4 4.2 -20.0 -7.8 2.1 -8.1 -12.7 15.5 20.0 20.0 20.0 SILVER-mini -18.4 -0.0 3.3 3.5 -0.9 3.2 0.4 2.5 2.5 -7.3 10.9 -1.4 10.7 6.4 9.3 -6.3 -6.7 -6.8 -6.7 15.9 14.5 0.5 10.8 11.0 -6.1 4.0 -0.9 3.6 0.7 2.7 3.0 -1.1 14.4 7.9 17.9 14.9 20.0 20.0 5.0 3.4 SMI 19.6 11.2 7.2 5.5 3.9 5.1 3.3 3.9 4.2 2.1 10.1 15.6 7.8 16.2 15.1 5.9 3.2 4.1 3.2 17.0 10.7 9.7 7.5 17.8 10.0 5.2 -0.5 2.8 2.9 1.4 5.5 15.0 -13.9 20.0 -2.5 -6.5 20.0 20.0 20.0 20.0 SOFR 0.6 -6.7 7.6 4.4 -0.4 1.7 5.5 -0.8 6.8 -14.9 16.6 8.4 14.3 2.5 11.1 7.0 5.2 7.1 6.6 8.7 13.8 3.0 14.5 6.2 -20.0 5.1 -4.3 7.1 1.9 6.9 3.9 4.4 -5.9 -9.5 -4.4 14.4 1.8 -15.2 -9.0 -20.0 SOYBEAN 2.1 -1.1 3.6 -7.2 1.7 -7.9 -0.2 -6.3 -3.8 20.0 3.7 18.2 -9.4 -0.9 4.9 -4.8 -7.2 -7.7 -8.6 1.2 -0.3 14.5 -7.3 5.5 -5.1 4.0 14.7 4.4 10.6 -1.2 5.0 -0.1 18.2 18.8 20.0 20.0 -13.4 -3.9 -12.0 0.0 SOYMEAL 11.3 -0.0 1.0 -7.3 1.7 -8.0 -0.2 -6.4 -3.9 20.0 -19.3 20.0 -20.0 5.2 -9.8 -19.3 -16.5 -20.0 -19.4 -5.3 -16.7 20.0 -20.0 10.5 -19.2 0.3 20.0 -4.7 16.2 -9.7 7.3 -17.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.8 -20.0 SOYOIL 4.6 -11.3 -8.8 -6.2 1.5 -6.8 -0.1 -5.5 -3.3 -6.4 5.7 4.4 9.7 -9.7 -13.2 -7.5 -3.9 -6.5 -5.1 -6.5 0.3 -1.8 8.2 -3.8 -16.5 -3.0 -3.0 0.1 -1.2 2.9 -1.8 6.3 -4.5 11.1 16.1 20.0 -20.0 -13.2 -20.0 -14.2 SP400 -10.3 -6.9 6.8 3.9 2.8 3.6 2.4 2.7 3.0 11.2 11.2 8.6 5.6 3.8 5.6 -5.8 -6.0 -6.0 -5.8 2.5 4.8 4.4 4.2 1.1 -0.6 0.5 4.5 1.9 0.7 1.3 -1.1 -0.5 3.0 -17.9 -15.8 -6.6 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -9.6 4.4 4.7 3.3 4.3 2.8 3.3 3.6 13.4 16.2 11.4 15.3 11.2 13.8 -9.3 -9.7 -10.1 -9.6 12.8 16.9 9.7 16.7 8.5 -16.5 3.7 4.0 5.4 0.9 5.0 0.8 -6.8 1.0 -16.8 -2.3 9.4 -20.0 -20.0 -20.0 -20.0 SUGAR11 -8.3 -3.2 -6.1 -4.2 1.0 -4.6 -0.1 -3.7 -2.2 -11.5 -13.3 -12.7 -12.8 -12.6 -12.0 15.3 7.2 3.9 1.9 -12.9 -12.0 -17.5 -11.6 -15.5 -17.9 -4.6 -6.2 -4.0 -6.8 -3.5 -5.9 20.0 -20.0 -15.6 1.1 7.7 -20.0 -20.0 -16.8 -20.0 US10 3.7 3.4 13.1 3.8 -0.3 1.4 4.7 -0.7 5.8 -1.9 14.8 11.8 4.3 12.5 14.7 2.4 -0.2 2.1 1.3 11.7 11.8 7.7 7.7 10.7 -6.1 5.8 -0.5 5.8 3.7 4.2 5.2 -4.7 0.4 -1.8 7.3 15.9 -13.0 -20.0 -13.3 -20.0 US10U 4.2 7.3 14.9 4.9 -0.4 1.8 6.1 -0.9 7.5 3.1 18.3 17.3 1.3 19.2 20.0 2.3 -1.5 0.4 -0.6 17.8 15.4 13.1 7.5 17.0 -11.6 7.9 0.8 7.2 5.4 4.5 7.2 -7.7 0.8 1.5 19.2 20.0 1.1 -13.6 -10.8 -20.0 US2 4.9 2.5 8.9 3.4 -0.3 1.3 4.2 -0.6 5.2 -10.9 6.2 7.5 -2.0 7.8 10.5 -10.9 -15.4 -11.9 -12.9 6.8 6.1 3.7 3.0 6.6 18.1 4.5 -1.9 4.4 2.3 3.5 4.2 -20.0 -4.8 -2.9 0.8 8.0 -11.6 -9.8 -14.5 -20.0 US20 6.0 12.9 16.6 3.6 -0.3 1.4 4.5 -0.7 5.5 0.1 9.0 12.3 -5.1 15.6 16.0 4.2 2.9 4.3 3.9 14.8 10.6 10.2 2.5 14.4 -9.0 6.0 0.2 4.8 3.9 2.1 5.5 0.3 0.3 1.7 18.3 18.6 20.0 13.0 -1.9 -14.1 US30 7.0 13.4 15.3 4.1 -0.4 1.5 5.1 -0.7 6.3 1.0 5.1 14.0 -9.7 17.8 17.6 -0.3 -3.0 -2.6 -2.8 14.9 8.5 12.2 -1.5 15.9 -5.6 6.6 0.8 4.6 5.1 1.1 6.7 -10.7 1.5 1.1 19.2 16.7 19.1 8.6 0.1 -14.6 US5 3.2 -0.4 9.7 3.7 -0.3 1.4 4.6 -0.7 5.6 -8.3 13.5 8.8 4.7 8.5 12.1 -1.2 -3.6 -1.8 -2.3 8.5 9.6 5.0 7.2 7.6 -0.4 5.1 -1.4 5.6 3.0 4.8 4.6 -10.7 -3.5 -3.7 1.2 11.7 -14.8 -15.3 -12.8 -20.0 VIX 13.0 0.9 -11.8 -2.9 -7.5 -3.9 -1.7 -0.9 0.5 -20.0 -18.9 -13.6 -9.7 -10.7 -17.4 -20.0 -20.0 -20.0 -20.0 -6.0 -8.1 -6.8 -4.5 -2.0 NaN -3.0 -8.6 -4.4 -1.9 -1.2 0.8 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT -3.8 -0.7 -14.5 -7.6 1.8 -8.4 -0.2 -6.7 -4.1 17.1 -20.0 -11.8 -20.0 -18.7 -20.0 -19.3 -18.5 -19.1 -18.7 -19.2 -20.0 -2.6 -20.0 -12.4 14.2 -7.9 5.9 -7.7 -1.2 -8.9 -6.5 -18.0 -1.9 -10.4 20.0 13.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3