******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251027_204349 produced at 2025-10-27 21:39:51.632899 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -21.37 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.40 0.0 0.00 0.00 0.00 0.00 -3.34 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.23 0.0 999.00 -999.00 -0.21 -0.21 -23.07 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 -3.62 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -14.80 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 -4.04 11.0 -5 -5 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.02 -1.02 -0.08 -0.08 -0.72 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 -5.21 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 -5.99 2.0 0 0 caleb_strategy_v3 JPY False False 0.04 0.00 -0.05 0.0 0.69 -0.69 0.00 0.00 -1.24 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 -8.24 26.0 -10 -10 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -4.04 18.0 -5 -5 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.82 -0.82 -0.02 -0.02 -1.86 48.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -0.88 5.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.33 -0.33 0.00 0.00 -0.20 2.0 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 NASDAQ_micro False False 0.03 -0.08 -0.02 0.0 0.59 -0.59 -0.08 -0.03 -0.80 23.0 -3 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.08 -0.02 0.0 1.11 -1.11 -0.08 -0.06 -0.85 56.0 -4 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.27 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.02 0.0 0.13 -0.13 -0.06 -0.06 -1.19 9.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.10 9.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.11 -0.02 0.0 0.78 -0.78 -0.11 -0.09 -1.91 66.0 -9 -8 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 1.01 -1.01 0.00 0.00 -0.22 14.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.89 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 -0.56 10.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.09 24.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.01 0.0 1.36 -1.36 0.00 0.00 -0.18 25.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.70 12.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.80 -0.80 -0.03 -0.03 -0.47 26.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -1.01 3.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.04 13.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.03 4.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.13 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.23 -0.23 0.00 0.00 0.49 51.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 -0.05 -0.00 0.0 0.15 -0.15 -0.05 0.00 -0.01 3.0 -1 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 0.00 0.0 0.43 -0.43 -0.01 0.00 0.14 68.0 -1 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.37 -0.37 0.06 0.06 0.24 6.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.06 0.19 999999999.0 1 1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.96 -0.96 0.00 0.00 0.10 17.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.30 23.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.01 0.0 0.76 -0.76 0.00 0.00 0.31 17.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.43 21.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 0.01 0.0 0.91 -0.91 0.00 0.00 0.17 22.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.30 999999999.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.07 0.17 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.33 13.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.17 0.02 0.0 0.66 -0.66 0.17 0.08 0.30 8.0 2 1 caleb_strategy_v3 DAX False False 0.01 0.00 0.02 0.0 0.82 -0.82 0.00 0.00 1.18 58.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.49 9.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.13 0.03 0.0 999.00 -999.00 0.13 0.06 0.44 999999999.0 2 1 caleb_strategy_v3 BUND False False 0.07 0.07 0.04 0.0 0.75 -0.75 0.07 0.00 0.50 10.0 1 0 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.04 0.0 0.14 -0.14 0.07 0.03 1.21 4.0 2 1 caleb_strategy_v3 DX False False 0.05 0.05 0.05 0.0 999.00 -999.00 0.05 0.00 1.05 999999999.0 1 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.05 0.0 0.22 -0.22 0.05 0.03 3.32 13.0 3 2 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.62 -0.62 0.00 0.00 2.40 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.09 0.0 0.66 -0.66 0.16 0.16 2.72 20.0 5 5 caleb_strategy_v3 BOBL False False 0.07 0.07 0.10 0.0 1.30 -1.30 0.07 0.07 1.53 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 2.55 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.85 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.70 -0.70 0.00 0.00 2.32 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.42 0.18 0.0 0.71 -0.71 0.42 0.42 2.58 10.0 6 6 caleb_strategy_v3 NIKKEI False False 0.02 0.21 0.19 0.0 0.59 -0.59 0.21 0.23 11.75 36.0 13 14 caleb_strategy_v3 MXP False False 0.01 0.38 0.53 0.0 0.81 -0.81 0.38 0.38 39.19 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.87 0.0 1.41 -1.41 0.00 0.00 13.23 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.8 Shocked risk 49.1 Sum abs risk 50.2 Leverage 6.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2014603.1099999999, 'annual_cash_vol_target': 503650.7775, 'daily_cash_vol_target': 31478.17359375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6558 0.5372 8.5955 BITCOIN 2302.6540 115585.0000 1.9922 31.8748 BOBL 0.1852 118.2800 0.1565 2.5046 BTP 0.4175 121.3900 0.3439 5.5030 BUND 0.3722 129.5900 0.2872 4.5959 BUXL 0.9184 116.8000 0.7863 12.5811 CAC 60.1780 8248.5000 0.7296 11.6730 CAD 0.0022 0.7164 0.3044 4.8703 CANOLA 6.3803 633.8000 1.0067 16.1069 CHF 0.0053 1.2643 0.4200 6.7202 COCOA 132.5215 6214.0000 2.1326 34.1221 COFFEE 7.4155 367.7500 2.0164 32.2631 COPPER 0.0802 5.1605 1.5547 24.8753 CORN 3.9646 465.2500 0.8521 13.6343 COTTON2 0.6737 66.1300 1.0188 16.3008 CRUDE_W 0.8874 59.9500 1.4803 23.6850 DAX 173.7951 24388.0000 0.7126 11.4020 DOW 322.5577 47731.0000 0.6758 10.8125 DX 0.3566 98.6100 0.3617 5.7866 EUR 0.0047 1.1679 0.4017 6.4265 EURIBOR-ICE 0.0340 97.8500 0.0348 0.5562 EUROSTX 43.2290 5714.0000 0.7565 12.1047 FEEDCOW 4.3552 334.4250 1.3023 20.8369 GASOIL 11.8649 688.5000 1.7233 27.5728 GASOLINE 0.0308 1.8417 1.6717 26.7470 GAS_US_mini 0.1026 4.0000 2.5642 41.0269 GBP 0.0056 1.3336 0.4197 6.7145 GOLD_micro 57.0153 4003.1000 1.4243 22.7885 HEATOIL 0.0382 2.3531 1.6237 25.9800 JGB-SGX-mini 0.2136 136.1000 0.1569 2.5108 JPY 0.0000 0.0066 0.6213 9.9409 LEANHOG 1.0124 83.4000 1.2139 19.4217 LIVECOW 2.7871 223.7000 1.2459 19.9347 LUMBER-new 8.6802 609.0000 1.4253 22.8050 MXP 0.0003 0.0541 0.5187 8.2992 NASDAQ_micro 216.5009 25965.5000 0.8338 13.3408 NIKKEI 612.6220 50460.0000 1.2141 19.4252 NZD 0.0031 0.5782 0.5315 8.5044 OAT 0.4003 122.6400 0.3264 5.2230 OATIES 4.8665 313.5000 1.5523 24.8372 OJ 6.7463 193.5000 3.4865 55.7832 PALLAD 46.0881 1431.0000 3.2207 51.5310 PLAT 35.7438 1578.5000 2.2644 36.2307 REDWHEAT 7.4098 532.0000 1.3928 22.2850 RICE 0.1356 10.6350 1.2754 20.4057 ROBUSTA 88.5939 4445.0000 1.9931 31.8898 RUSSELL 29.9938 2532.9000 1.1842 18.9467 SHATZ 0.0518 107.0650 0.0484 0.7747 SILVER-mini 1.0210 47.2000 2.1630 34.6085 SMI 77.3328 12534.0000 0.6170 9.8717 SOFR 0.0487 96.8000 0.0503 0.8042 SOYBEAN 8.1142 1093.5000 0.7420 11.8726 SOYMEAL 3.0076 304.6000 0.9874 15.7985 SOYOIL 0.6162 51.5200 1.1959 19.1351 SP400 32.4919 3325.8000 0.9770 15.6314 SP500_micro 50.4733 6911.7500 0.7303 11.6841 SUGAR11 0.2536 14.0800 1.8010 28.8166 US10 0.3060 113.4375 0.2698 4.3161 US10U 0.4105 116.4844 0.3524 5.6382 US2 0.0788 104.3438 0.0755 1.2081 US20 0.6094 118.8750 0.5126 8.2021 US30 0.9052 123.3750 0.7337 11.7392 US5 0.2037 109.6719 0.1857 2.9715 VIX 0.5162 20.1500 2.5620 40.9913 WHEAT 7.0621 595.0000 1.1869 18.9906 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.75 0.54 352.28 1.00 352.28 31478.17 89.36 10.34 92.42 BITCOIN 115.58 1.99 230.27 1.00 230.27 31478.17 136.70 -9.98 -136.49 BOBL 1182.80 0.16 185.15 1.16 214.87 31478.17 146.50 10.32 151.13 BTP 1213.90 0.34 417.50 1.16 484.51 31478.17 64.97 10.46 67.93 BUND 1295.90 0.29 372.24 1.16 431.98 31478.17 72.87 6.81 49.61 BUXL 1168.00 0.79 918.42 1.16 1065.82 31478.17 29.53 1.13 3.35 CAC 824.85 0.73 601.78 1.16 698.36 31478.17 45.07 16.55 74.60 CAD 716.35 0.30 218.05 1.00 218.05 31478.17 144.36 -9.66 -139.47 CANOLA 126.76 1.01 127.61 0.71 91.06 31478.17 345.68 0.58 19.97 CHF 1580.38 0.42 663.78 1.00 663.78 31478.17 47.42 -5.84 -27.71 COCOA 621.40 2.13 1325.22 1.00 1325.22 31478.17 23.75 -8.12 -19.30 COFFEE 1379.06 2.02 2780.81 1.00 2780.81 31478.17 11.32 11.33 12.82 COPPER 1290.12 1.55 2005.76 1.00 2005.76 31478.17 15.69 2.58 4.05 CORN 232.62 0.85 198.23 1.00 198.23 31478.17 158.80 -1.80 -28.59 COTTON2 330.65 1.02 336.87 1.00 336.87 31478.17 93.44 -17.75 -165.91 CRUDE_W 599.50 1.48 887.45 1.00 887.45 31478.17 35.47 -2.28 -8.07 DAX 243.88 0.71 173.80 1.16 201.69 31478.17 156.07 2.22 34.67 DOW 238.66 0.68 161.28 1.00 161.28 31478.17 195.18 -4.21 -82.18 DX 986.10 0.36 356.64 1.00 356.64 31478.17 88.26 4.60 40.58 EUR 1459.88 0.40 586.37 1.00 586.37 31478.17 53.68 -1.59 -8.53 EURIBOR-ICE 2446.25 0.03 85.04 1.16 98.69 31478.17 318.96 12.15 387.45 EUROSTX 571.40 0.76 432.29 1.16 501.67 31478.17 62.75 12.69 79.62 FEEDCOW 1672.12 1.30 2177.62 1.00 2177.62 31478.17 14.46 6.17 8.92 GASOIL 688.50 1.72 1186.49 1.00 1186.49 31478.17 26.53 10.52 27.91 GASOLINE 773.51 1.67 1293.07 1.00 1293.07 31478.17 24.34 2.79 6.80 GAS_US_mini 100.00 2.56 256.42 1.00 256.42 31478.17 122.76 -6.19 -75.98 GBP 833.50 0.42 349.78 1.00 349.78 31478.17 89.99 0.74 6.63 GOLD_micro 400.31 1.42 570.15 1.00 570.15 31478.17 55.21 -4.48 -24.75 HEATOIL 988.30 1.62 1604.75 1.00 1604.75 31478.17 19.62 -0.10 -0.20 JGB-SGX-mini 136100.00 0.16 21357.79 0.01 139.60 31478.17 225.48 -8.74 -197.04 JPY 821.44 0.62 510.36 1.00 510.36 31478.17 61.68 -7.75 -47.83 LEANHOG 333.60 1.21 404.94 1.00 404.94 31478.17 77.73 7.01 54.48 LIVECOW 894.80 1.25 1114.85 1.00 1114.85 31478.17 28.24 3.34 9.43 LUMBER-new 167.48 1.43 238.70 1.00 238.70 31478.17 131.87 -3.16 -41.62 MXP 270.40 0.52 140.26 1.00 140.26 31478.17 224.43 11.88 266.60 NASDAQ_micro 519.31 0.83 433.00 1.00 433.00 31478.17 72.70 -4.73 -34.38 NIKKEI 50460.00 1.21 61262.20 0.01 400.43 31478.17 78.61 13.78 108.33 NZD 578.15 0.53 307.30 1.00 307.30 31478.17 102.43 1.63 16.72 OAT 1226.40 0.33 400.34 1.16 464.59 31478.17 67.75 11.16 75.64 OATIES 156.75 1.55 243.33 1.00 243.33 31478.17 129.37 -19.02 -246.00 OJ 290.25 3.49 1011.94 1.00 1011.94 31478.17 31.11 -11.75 -36.55 PALLAD 1431.00 3.22 4608.81 1.00 4608.81 31478.17 6.83 3.28 2.24 PLAT 789.25 2.26 1787.19 1.00 1787.19 31478.17 17.61 1.30 2.29 REDWHEAT 266.00 1.39 370.49 1.00 370.49 31478.17 84.96 -11.21 -95.26 RICE 212.70 1.28 271.27 1.00 271.27 31478.17 116.04 -18.45 -214.05 ROBUSTA 444.50 1.99 885.94 1.00 885.94 31478.17 35.53 6.32 22.46 RUSSELL 126.64 1.18 149.97 1.00 149.97 31478.17 209.90 0.21 4.35 SHATZ 1070.65 0.05 51.84 1.16 60.16 31478.17 523.28 -0.17 -9.14 SILVER-mini 1180.00 2.16 2552.38 1.00 2552.38 31478.17 12.33 4.63 5.71 SMI 1253.40 0.62 773.33 1.26 971.28 31478.17 32.41 16.68 54.05 SOFR 2420.00 0.05 121.64 1.00 121.64 31478.17 258.78 -2.12 -54.91 SOYBEAN 546.75 0.74 405.71 1.00 405.71 31478.17 77.59 1.75 13.60 SOYMEAL 304.60 0.99 300.76 1.00 300.76 31478.17 104.66 -11.25 -117.78 SOYOIL 309.12 1.20 369.69 1.00 369.69 31478.17 85.15 -7.03 -59.89 SP400 3325.80 0.98 3249.19 1.00 3249.19 31478.17 9.69 -6.08 -5.89 SP500_micro 345.59 0.73 252.37 1.00 252.37 31478.17 124.73 -6.40 -79.86 SUGAR11 157.70 1.80 284.02 1.00 284.02 31478.17 110.83 -14.96 -165.85 US10 1134.38 0.27 306.01 1.00 306.01 31478.17 102.87 0.75 7.72 US10U 1164.84 0.35 410.48 1.00 410.48 31478.17 76.69 3.34 25.65 US2 2086.88 0.08 157.57 1.00 157.57 31478.17 199.78 -0.14 -2.81 US20 1188.75 0.51 609.39 1.00 609.39 31478.17 51.66 7.45 38.46 US30 1233.75 0.73 905.20 1.00 905.20 31478.17 34.77 5.38 18.72 US5 1096.72 0.19 203.68 1.00 203.68 31478.17 154.55 -0.92 -14.26 VIX 201.50 2.56 516.23 1.00 516.23 31478.17 60.98 -15.31 -93.34 WHEAT 297.50 1.19 353.11 1.00 353.11 31478.17 89.15 -10.02 -89.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 92.419 0.010 2.5 2.401 BITCOIN -136.488 0.043 2.5 -14.801 BOBL 151.132 0.004 2.5 1.535 BTP 67.931 0.014 2.5 2.320 BUND 49.610 0.004 2.5 0.504 BUXL 3.345 0.004 2.5 0.034 CAC 74.601 0.014 2.5 2.548 CAD -139.468 0.010 2.5 -3.624 CANOLA 19.968 0.010 2.5 0.486 CHF -27.711 0.010 2.5 -0.720 COCOA -19.296 0.010 2.5 -0.470 COFFEE 12.821 0.005 2.5 0.170 COPPER 4.054 0.043 2.5 0.440 CORN -28.588 0.010 2.5 -0.696 COTTON2 -165.909 0.010 2.5 -4.042 CRUDE_W -8.071 0.043 2.5 -0.875 DAX 34.673 0.014 2.5 1.184 DOW -82.179 0.009 2.5 -1.913 DX 40.577 0.010 2.5 1.054 EUR -8.533 0.010 2.5 -0.222 EURIBOR-ICE 387.448 0.014 2.5 13.234 EUROSTX 79.616 0.014 2.5 2.719 FEEDCOW 8.915 0.013 2.5 0.296 GASOIL 27.913 0.017 2.5 1.212 GASOLINE 6.800 0.017 2.5 0.295 GAS_US_mini -75.978 0.043 2.5 -8.239 GBP 6.630 0.010 2.5 0.172 GOLD_micro -24.746 0.014 2.5 -0.845 HEATOIL -0.196 0.017 2.5 -0.008 JGB-SGX-mini -197.042 0.043 2.5 -21.367 JPY -47.826 0.010 2.5 -1.243 LEANHOG 54.481 0.024 2.5 3.316 LIVECOW 9.429 0.013 2.5 0.313 LUMBER-new -41.619 0.010 2.5 -1.014 MXP 266.602 0.059 2.5 39.185 NASDAQ_micro -34.383 0.009 2.5 -0.800 NIKKEI 108.334 0.043 2.5 11.748 NZD 16.720 0.010 2.5 0.434 OAT 75.641 0.014 2.5 2.584 OATIES -246.003 0.010 2.5 -5.993 OJ -36.549 0.010 2.5 -0.890 PALLAD 2.240 0.014 2.5 0.077 PLAT 2.295 0.014 2.5 0.078 REDWHEAT -95.264 0.005 2.5 -1.265 RICE -214.049 0.010 2.5 -5.215 ROBUSTA 22.462 0.005 2.5 0.298 RUSSELL 4.354 0.013 2.5 0.144 SHATZ -9.138 0.004 2.5 -0.093 SILVER-mini 5.707 0.014 2.5 0.195 SMI 54.045 0.014 2.5 1.846 SOFR -54.911 0.024 2.5 -3.342 SOYBEAN 13.602 0.004 2.5 0.127 SOYMEAL -117.779 0.004 2.5 -1.097 SOYOIL -59.885 0.004 2.5 -0.558 SP400 -5.889 0.013 2.5 -0.195 SP500_micro -79.859 0.009 2.5 -1.859 SUGAR11 -165.853 0.010 2.5 -4.041 US10 7.718 0.005 2.5 0.098 US10U 25.650 0.005 2.5 0.325 US2 -2.815 0.005 2.5 -0.036 US20 38.458 0.005 2.5 0.488 US30 18.724 0.005 2.5 0.238 US5 -14.261 0.005 2.5 -0.181 VIX -93.338 0.099 2.5 -23.072 WHEAT -89.355 0.005 2.5 -1.187 ===================== Position diags ===================== AUD 2.32 BITCOIN 14.82 BOBL 1.49 BTP 2.22 BUND 0.74 BUXL 0.30 CAC 1.54 CAD 3.75 CANOLA 8.42 CHF 1.23 COCOA 0.58 COFFEE 0.15 COPPER 1.70 CORN 3.87 COTTON2 2.28 CRUDE_W 3.85 DAX 5.33 DOW 4.54 DX 2.29 EUR 1.39 EURIBOR-ICE 10.89 EUROSTX 2.14 FEEDCOW 0.48 GASOIL 1.15 GASOLINE 1.06 GAS_US_mini 13.31 GBP 2.34 GOLD_micro 1.89 HEATOIL 0.85 JGB-SGX-mini 24.45 JPY 1.60 LEANHOG 4.73 LIVECOW 0.94 LUMBER-new 3.21 MXP 32.99 NASDAQ_micro 1.69 NIKKEI 8.52 NZD 2.66 OAT 2.31 OATIES 3.15 OJ 0.76 PALLAD 0.23 PLAT 0.60 REDWHEAT 1.13 RICE 2.83 ROBUSTA 0.47 RUSSELL 6.97 SHATZ 5.31 SILVER-mini 0.42 SMI 1.11 SOFR 15.75 SOYBEAN 0.72 SOYMEAL 0.97 SOYOIL 0.79 SP400 0.32 SP500_micro 2.90 SUGAR11 2.70 US10 1.31 US10U 0.97 US2 2.54 US20 0.66 US30 0.44 US5 1.96 VIX 15.07 WHEAT 1.18 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.4 2.2 2.6 0.0 0 BITCOIN -14.8 -16.3 -13.3 0.0 0 BOBL 1.5 1.4 1.7 1.0 1 BTP 2.3 2.1 2.5 0.0 0 BUND 0.5 0.4 0.6 1.0 1 BUXL 0.0 0.0 0.1 0.0 0 CAC 2.5 2.4 2.7 0.0 0 CAD -3.6 -4.0 -3.2 -4.0 -4 CANOLA 0.5 -0.4 1.3 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 0.4 0.3 0.6 2.0 2 CORN -0.7 -1.1 -0.3 -3.0 -3 COTTON2 -4.0 -4.3 -3.8 -5.0 -5 CRUDE_W -0.9 -1.3 -0.5 0.0 0 DAX 1.2 0.7 1.7 0.0 0 DOW -1.9 -2.4 -1.5 -9.0 -9 DX 1.1 0.8 1.3 1.0 1 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 13.2 12.1 14.3 0.0 0 EUROSTX 2.7 2.5 2.9 5.0 5 FEEDCOW 0.3 0.2 0.3 2.0 2 GASOIL 1.2 1.1 1.3 2.0 2 GASOLINE 0.3 0.2 0.4 1.0 1 GAS_US_mini -8.2 -9.6 -6.9 -10.0 -10 GBP 0.2 -0.1 0.4 0.0 0 GOLD_micro -0.8 -1.0 -0.7 -4.0 -4 HEATOIL -0.0 -0.1 0.1 -1.0 -1 JGB-SGX-mini -21.4 -23.8 -18.9 0.0 0 JPY -1.2 -1.4 -1.1 0.0 0 LEANHOG 3.3 2.8 3.8 3.0 3 LIVECOW 0.3 0.2 0.4 0.0 0 LUMBER-new -1.0 -1.3 -0.7 0.0 0 MXP 39.2 35.9 42.5 28.0 28 NASDAQ_micro -0.8 -1.0 -0.6 -3.0 -3 NIKKEI 11.7 10.9 12.6 13.0 13 NZD 0.4 0.2 0.7 0.0 0 OAT 2.6 2.4 2.8 6.0 6 OATIES -6.0 -6.3 -5.7 NaN 0 OJ -0.9 -1.0 -0.8 -1.0 -1 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT -1.3 -1.4 -1.2 0.0 0 RICE -5.2 -5.5 -4.9 -3.0 -3 ROBUSTA 0.3 0.3 0.3 0.0 0 RUSSELL 0.1 -0.6 0.8 -1.0 -1 SHATZ -0.1 -0.6 0.4 NaN 0 SILVER-mini 0.2 0.2 0.2 1.0 1 SMI 1.8 1.7 2.0 0.0 0 SOFR -3.3 -4.9 -1.8 NaN 0 SOYBEAN 0.1 0.1 0.2 0.0 0 SOYMEAL -1.1 -1.2 -1.0 -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 -1.9 -2.1 -1.6 -1.0 -1 SUGAR11 -4.0 -4.3 -3.8 -5.0 -5 US10 0.1 -0.0 0.2 0.0 0 US10U 0.3 0.2 0.4 0.0 0 US2 -0.0 -0.3 0.2 NaN 0 US20 0.5 0.4 0.6 0.0 0 US30 0.2 0.2 0.3 1.0 1 US5 -0.2 -0.4 0.0 0.0 0 VIX -23.1 -24.6 -21.6 -21.0 -21 WHEAT -1.2 -1.3 -1.1 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.4 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 0.4 -0.1 0.1 -0.2 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 2.1 -0.0 0.1 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 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 -0.1 0.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -2.7 -0.0 0.1 0.0 -0.0 0.2 -0.1 -0.1 0.0 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.3 BOBL 0.5 0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.1 0.0 -0.0 0.1 0.0 0.4 0.1 0.4 0.3 0.1 0.0 0.0 -0.0 0.1 0.4 0.0 -0.1 0.0 0.0 -0.0 0.1 0.4 -0.2 0.2 -0.0 -0.1 0.4 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 0.2 0.7 0.3 0.7 BUND 0.5 0.3 0.1 0.0 -0.0 0.0 0.0 -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 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.1 0.0 -0.0 0.1 0.1 -0.1 0.4 0.7 0.5 0.7 BUXL 0.5 0.4 0.0 0.0 -0.0 0.0 0.0 -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 -0.0 0.1 0.1 -0.4 0.2 0.5 -0.2 0.1 CAC 0.4 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 0.5 0.6 0.1 -0.3 0.7 0.7 0.7 0.7 CAD -0.2 -0.5 -0.4 -0.0 0.0 0.1 -0.0 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 -0.0 -0.2 -0.2 2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.4 0.1 -0.2 -0.6 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 -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 0.1 0.2 -0.2 0.6 0.7 0.7 0.7 CHF -0.1 -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 -0.4 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -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 0.3 -0.5 -0.2 0.1 -0.2 0.1 0.0 0.2 COFFEE 0.1 0.1 0.4 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.1 0.3 0.0 0.4 0.1 0.1 0.4 0.2 0.3 0.3 0.2 0.2 0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 1.1 0.1 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 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.0 0.1 -0.6 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.2 -0.1 -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 0.1 -0.5 0.0 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.0 1.4 0.0 0.2 -0.1 0.1 -0.3 0.0 -1.1 0.4 0.3 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 -0.3 -0.0 0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -2.1 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.7 0.0 -0.4 0.6 0.6 -0.4 -0.5 -0.4 -0.5 CRUDE_W -0.3 -0.2 -0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.2 -0.0 -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 -0.2 -0.1 -0.2 -0.5 -0.4 -0.6 -0.4 0.7 0.5 0.1 0.6 DAX 0.2 -0.1 -0.4 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.5 0.0 -1.5 0.0 0.0 0.0 0.0 0.2 0.0 -0.0 -0.5 0.0 -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 0.1 0.1 0.0 0.2 0.0 -0.2 0.3 -0.4 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.4 0.1 -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 -0.2 0.1 0.8 -0.1 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 -0.0 -0.0 0.4 -0.1 0.6 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.0 0.4 -0.1 1.9 -0.0 0.0 0.1 -0.0 0.3 -0.0 -0.4 0.1 -0.1 -0.0 0.0 -0.4 -0.7 -0.6 -0.7 EURIBOR-ICE 0.5 0.1 -0.1 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.3 0.0 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 0.0 0.7 -0.1 0.2 -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 0.1 0.1 0.1 0.4 0.1 0.2 -0.0 -0.3 0.7 0.7 0.7 0.7 FEEDCOW -0.2 -0.6 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.4 0.0 0.1 0.2 0.1 0.3 0.2 0.1 0.2 -0.2 0.5 -0.0 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 0.3 0.6 0.6 0.7 0.7 0.7 0.7 GASOIL -0.2 -0.0 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.4 0.3 0.4 0.3 0.0 0.0 0.2 0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.6 0.3 0.1 0.3 0.3 0.4 0.4 0.2 0.3 GASOLINE -0.2 -0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.1 -0.0 -0.1 -0.1 0.2 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 0.2 0.3 -0.4 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 -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 0.2 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.3 -0.2 -0.0 0.0 0.1 -0.0 0.1 -0.1 -0.1 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 0.0 -0.1 -0.1 0.3 -0.1 0.2 -0.1 GOLD_micro -0.6 -0.0 -0.4 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 0.1 -0.0 0.3 0.1 -2.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.5 0.3 0.6 0.6 0.5 -0.4 0.1 -0.7 -0.2 HEATOIL -0.1 -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 0.2 0.2 0.2 0.2 0.0 0.0 0.2 0.1 0.1 -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 -0.5 -0.3 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -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 -0.2 -0.3 -0.4 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.6 -0.5 0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.4 -0.2 0.7 -0.2 -0.1 0.2 0.4 0.4 0.4 -0.1 0.1 -0.2 0.5 -0.2 -0.2 -0.0 -0.1 0.0 -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 -0.3 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.2 0.2 -0.1 0.1 0.1 0.2 -0.2 0.5 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.3 -0.0 1.1 -0.5 0.1 0.6 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.4 0.1 -0.5 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.3 -0.1 -0.3 -0.0 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.2 -0.3 -0.1 NaN -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -1.2 -0.6 0.2 0.7 0.3 0.6 0.8 0.7 0.8 MXP -0.3 -0.0 0.3 -0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 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 0.2 0.5 0.6 0.6 0.2 0.3 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 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.0 0.2 0.0 -0.3 0.3 -0.0 0.3 0.4 -0.7 -0.7 -0.7 -0.7 NIKKEI -0.1 0.1 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 -1.2 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 0.5 0.6 NZD -0.2 -0.5 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.2 -0.1 1.9 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.1 0.1 -0.4 -0.5 0.5 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 -0.1 0.1 0.1 -0.1 0.1 0.1 0.3 0.2 0.3 0.3 0.1 0.0 0.0 -0.1 0.1 0.2 0.0 -0.0 0.0 0.0 -0.0 0.1 0.8 0.1 0.2 0.2 -0.2 0.3 0.7 0.3 0.7 OATIES 0.3 -0.2 -0.6 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -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 -1.8 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.3 -0.3 -0.4 0.2 -0.3 -0.7 -0.4 -0.6 -0.4 OJ -0.6 -0.5 -0.3 -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 1.0 -0.2 -0.5 -0.0 0.2 -0.2 -0.5 -0.1 -0.4 PALLAD 0.2 0.3 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.2 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.8 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 0.0 0.4 0.2 0.0 -0.5 -0.7 -0.7 -0.7 PLAT -0.5 -0.1 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 -0.1 -0.3 -0.1 -0.1 0.7 0.3 -0.3 -0.2 REDWHEAT 0.1 0.0 -0.3 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.2 -0.2 0.1 -0.5 -0.1 1.1 -0.1 0.2 -0.2 0.1 -0.4 -0.0 -0.9 0.5 -0.0 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE -0.3 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.5 -0.5 -0.6 -0.4 -0.4 -0.3 -0.3 -0.0 -0.3 ROBUSTA 0.2 0.3 0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.0 0.0 -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 0.4 0.4 0.6 -0.1 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 0.1 0.2 0.1 0.8 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.0 -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 0.0 -0.0 0.1 -0.1 -0.2 0.0 -0.0 0.0 -0.1 -0.2 -0.4 -0.3 -0.3 -0.0 -0.1 -0.0 -0.1 0.0 0.9 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -1.1 -0.3 -0.0 -0.3 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.6 -0.1 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 0.1 0.1 -0.0 0.3 0.1 -0.8 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 -0.0 0.1 0.5 0.5 0.7 0.7 0.1 0.1 SMI 0.5 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 1.4 0.1 -0.0 0.1 0.0 0.1 0.1 0.8 -0.4 0.6 -0.1 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.2 0.3 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.2 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 0.3 0.0 0.2 -0.2 -0.3 -0.2 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 0.2 -0.2 0.1 -0.7 0.1 0.2 0.1 0.2 -0.0 0.1 -0.0 0.5 0.6 0.6 0.6 -0.4 -0.1 -0.4 -0.0 SOYMEAL 0.5 0.1 0.1 -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 -0.0 -0.2 0.2 -0.5 0.2 -2.6 0.0 0.2 -0.1 0.2 -0.3 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 -0.2 -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 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.0 -0.1 0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 -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 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.2 0.0 0.1 0.1 0.0 0.2 0.0 -0.4 0.2 -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 -0.3 -0.1 -0.4 -0.1 -0.1 0.3 0.1 0.1 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -2.3 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.1 0.2 -0.7 -0.7 -0.5 -0.7 US10 0.1 0.1 0.4 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 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 -0.0 0.2 0.5 -0.4 -0.7 -0.4 -0.7 US10U 0.2 0.2 0.5 0.1 -0.0 0.1 0.1 -0.0 0.1 0.0 0.5 0.2 0.1 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.1 0.2 0.2 -1.6 0.1 0.0 0.2 0.1 0.2 0.1 -0.4 0.1 0.1 0.6 0.6 0.0 -0.5 -0.3 -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 -0.2 -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 0.3 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 0.1 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 0.0 -0.0 0.1 0.0 0.1 0.1 -0.3 0.2 0.2 0.0 -0.1 -0.0 -0.1 0.2 0.1 0.1 -0.0 0.2 -0.8 0.1 0.0 0.1 0.1 0.0 0.1 -0.6 0.1 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 0.6 0.1 -0.6 -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 -0.3 -0.8 -0.3 -0.6 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.2 -0.2 -0.1 NaN -0.1 -0.2 -0.2 -0.1 -0.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.0 0.1 -0.3 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 -0.5 0.0 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 0.1 -0.5 -0.1 1.9 -0.1 0.2 -0.2 0.1 -0.3 -0.0 -1.0 0.5 -0.1 0.6 0.4 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -12.5 -3.9 1.9 -2.7 0.4 1.7 -3.1 3.6 -4.9 18.5 15.3 -10.2 3.5 -13.9 -4.3 -0.8 -1.3 -1.1 -1.2 -2.9 3.0 -0.8 2.6 -6.7 15.7 -1.3 7.6 1.8 -0.6 0.4 -4.2 3.3 4.0 1.6 3.4 8.2 20.0 20.0 20.0 20.0 BITCOIN -10.6 -8.7 -12.4 7.3 -2.7 7.1 0.1 5.5 4.9 12.7 14.2 -12.7 18.9 -12.9 -8.5 -6.1 -7.3 -6.9 -7.1 -4.9 5.7 -6.8 16.0 -11.7 -20.0 -3.5 6.2 1.0 -3.1 6.4 -5.8 -1.9 0.1 -20.0 -20.0 -20.0 11.3 -4.7 -17.3 -10.2 BOBL 16.3 4.8 -0.9 3.9 -0.6 1.5 3.8 -0.6 5.5 -13.3 5.3 4.2 -0.7 8.4 4.3 20.0 4.7 20.0 12.7 6.3 1.2 2.0 -1.5 9.6 2.7 3.5 -6.0 0.8 1.1 -0.4 5.0 7.9 -7.2 5.3 -0.2 -3.9 13.4 20.0 18.7 20.0 BTP 13.6 6.2 1.9 5.2 -0.7 2.1 5.0 -0.9 7.3 -3.5 20.0 16.8 18.6 20.0 19.2 7.0 8.9 8.8 9.4 15.2 11.7 12.5 12.3 18.8 -20.0 7.1 -0.6 5.1 5.9 5.1 8.9 10.0 8.5 8.5 8.8 4.1 7.3 20.0 8.4 20.0 BUND 14.3 8.1 2.5 4.3 -0.6 1.7 4.1 -0.7 6.0 -11.9 6.2 7.7 -7.4 12.6 7.9 -6.1 3.8 -0.9 3.0 8.7 1.4 5.3 -5.0 12.3 -0.9 4.6 -3.9 1.3 2.7 -1.0 6.4 0.7 -2.1 4.4 4.3 -2.6 11.3 20.0 13.7 20.0 BUXL 15.5 12.7 0.8 4.1 -0.6 1.6 3.9 -0.7 5.7 -7.2 -9.8 9.7 -16.2 14.3 4.2 4.0 2.7 3.8 3.5 4.9 -6.0 5.8 -14.8 10.8 -2.1 3.2 -2.1 -1.6 3.1 -4.6 6.0 -0.4 -1.0 1.7 4.2 -10.9 5.7 14.6 -4.9 4.1 CAC 13.3 13.9 5.6 6.3 5.4 5.9 4.5 4.4 5.1 14.1 17.6 17.7 13.7 18.8 17.5 -2.8 -1.3 -2.5 -1.7 20.0 13.3 20.0 8.5 20.0 2.4 6.3 3.5 3.0 6.7 0.5 8.0 7.1 20.0 18.3 2.7 -9.2 20.0 20.0 20.0 20.0 CAD -6.9 -14.8 -12.3 -3.1 0.4 2.0 -3.7 4.2 -5.8 20.0 -3.2 -9.3 -4.5 -20.0 -20.0 -8.3 -7.1 -7.9 -7.6 -20.0 -14.3 -4.2 -8.0 -17.3 20.0 -7.5 2.0 -3.7 -1.6 -1.4 -6.6 -7.1 2.1 -5.3 -20.0 -17.3 -20.0 -20.0 -20.0 -20.0 CANOLA 7.8 -12.0 -20.0 -4.2 1.3 -4.8 0.2 -3.9 -2.0 11.2 -2.3 11.5 0.1 -5.3 -12.4 -20.0 -9.7 -17.1 -12.2 -10.8 -9.7 2.4 -3.0 -2.9 5.5 -4.5 1.2 -4.1 0.1 -1.7 -2.1 -4.0 -2.7 3.6 6.8 -6.0 16.8 20.0 20.0 20.0 CHF -4.5 -5.4 -3.9 -2.0 0.3 1.2 -2.3 2.7 -3.6 3.0 11.7 7.1 11.8 -3.1 -2.4 -15.6 -15.6 -15.5 -15.2 0.9 7.1 0.6 11.5 -0.2 -0.8 1.5 -0.3 4.7 0.2 6.4 0.2 -20.0 9.9 7.0 7.6 4.1 -20.0 -20.0 -20.0 -20.0 COCOA -11.3 -20.0 -18.5 -3.2 1.0 -3.6 0.2 -3.0 -1.6 4.1 -9.2 -3.4 -0.1 -7.7 -9.3 -2.4 11.3 1.7 6.3 -15.8 -12.0 0.9 -0.6 -10.4 -20.0 -3.0 1.4 -1.9 0.7 0.9 -1.9 20.0 10.6 -14.5 -6.0 1.7 -5.4 2.2 1.1 5.9 COFFEE 2.2 3.3 11.4 -4.9 1.4 -5.5 0.2 -4.5 -2.3 -8.5 9.8 4.1 11.0 7.5 12.0 18.5 10.6 15.3 12.7 16.2 14.8 4.9 14.1 12.5 -20.0 5.1 -2.8 5.6 1.0 6.0 3.2 20.0 2.7 20.0 20.0 20.0 9.1 14.4 17.6 20.0 COPPER 11.2 13.7 -13.9 2.5 -0.9 2.4 0.0 1.9 1.7 6.9 -1.8 6.2 -1.2 6.7 -2.2 -6.0 -5.5 -5.5 -5.4 4.0 1.4 5.7 1.3 5.9 -4.3 1.8 2.6 1.7 2.1 2.3 2.1 1.0 9.9 -3.3 -9.4 -12.1 18.4 8.4 18.8 10.0 CORN -2.8 6.7 -1.7 -7.2 2.1 -8.1 0.3 -6.6 -3.4 20.0 -10.5 8.1 -14.7 1.8 4.1 -18.9 -19.0 -20.0 -20.0 -0.9 -7.8 9.8 -16.2 3.0 10.6 0.3 20.0 -2.6 10.0 -8.9 2.8 -20.0 18.5 8.1 20.0 20.0 -9.4 -1.8 2.1 0.2 COTTON2 -6.1 -5.0 -1.0 -7.6 2.3 -8.5 0.4 -7.0 -3.7 18.3 -20.0 -8.9 -20.0 -18.3 -20.0 -17.9 -14.4 -17.3 -15.9 -16.7 -17.9 -2.8 -20.0 -12.7 -15.4 -7.8 4.1 -7.1 -1.4 -8.7 -6.6 -12.3 1.1 -13.5 17.6 20.0 -12.5 -16.4 -11.0 -14.1 CRUDE_W -9.0 -6.2 -2.4 -1.3 13.2 0.3 7.0 0.6 0.0 17.6 -5.7 -4.3 -10.6 -12.0 -15.4 0.5 6.5 3.8 5.1 -9.4 -6.9 -0.0 -7.4 -8.8 4.4 -5.7 4.7 -4.6 0.1 -4.3 -4.6 -4.4 -18.9 -11.4 -18.6 -11.9 20.0 15.6 1.7 18.3 DAX 5.9 -3.1 -12.2 5.7 4.9 5.3 4.0 4.0 4.6 10.0 15.9 1.9 17.0 7.0 5.9 -6.3 -6.5 -6.0 -5.8 4.7 8.3 2.6 18.0 4.4 -10.9 1.4 1.8 1.6 1.4 6.1 2.2 -0.8 -20.0 0.3 -20.0 -20.0 12.5 20.0 20.0 20.0 DOW -12.4 0.1 9.6 4.6 3.9 4.3 3.3 3.2 3.7 13.3 15.2 12.6 12.8 11.2 13.6 -8.2 -8.3 -8.5 -8.0 11.2 12.7 14.7 11.3 10.2 -11.2 4.1 8.4 4.9 4.6 4.2 2.8 -4.3 12.5 -11.1 -5.2 2.5 -20.0 -20.0 -20.0 -20.0 DX 12.5 12.1 4.6 -2.0 0.3 1.3 -2.4 2.8 -3.8 7.4 -10.2 7.6 -13.1 11.1 6.8 5.6 6.1 5.8 5.9 6.2 -3.7 6.3 -11.2 9.0 -20.0 3.5 1.3 -1.0 3.5 -4.2 4.9 15.6 -6.2 20.0 9.8 10.8 17.6 16.0 14.1 17.6 EUR -12.3 -9.5 -2.5 -2.3 0.3 1.5 -2.8 3.2 -4.3 -1.6 13.7 -7.8 15.4 -12.9 -2.4 -7.2 -7.5 -7.3 -7.4 -3.8 7.7 -4.5 15.4 -7.9 14.0 -1.9 1.4 4.3 -2.7 7.9 -4.6 -7.3 5.3 -2.7 -1.4 0.3 -11.5 -20.0 -17.4 -20.0 EURIBOR-ICE 16.8 1.8 -2.0 3.1 -0.4 1.2 3.0 -0.5 4.3 -10.6 9.4 3.6 10.3 5.9 3.9 11.9 10.4 12.6 12.4 6.1 3.9 2.3 5.5 8.2 4.9 3.0 -4.0 1.5 1.4 1.5 4.2 14.0 -2.3 7.1 -0.0 -0.6 9.0 20.0 11.4 20.0 EUROSTX 5.2 11.9 3.0 6.2 5.3 5.7 4.4 4.3 5.0 16.4 19.8 17.3 18.0 18.5 18.5 -3.4 -1.2 -2.8 -2.0 18.5 15.5 15.0 14.8 18.5 -6.2 6.2 4.8 3.9 5.2 2.6 6.5 6.9 3.4 7.1 -0.6 -9.1 20.0 20.0 20.0 20.0 FEEDCOW -6.8 -20.0 -5.7 -3.7 1.1 -4.2 0.2 -3.4 -1.8 -11.1 11.2 -6.0 12.1 1.2 8.7 12.5 7.2 14.6 12.3 10.6 16.9 -20.0 17.9 -1.1 -20.0 3.0 -10.8 5.2 -5.5 6.0 -0.3 20.0 -20.0 7.8 20.0 20.0 20.0 20.0 20.0 20.0 GASOIL -6.8 -1.4 4.2 -1.0 10.7 0.3 5.7 0.5 0.0 14.6 5.5 8.0 2.5 2.0 0.9 19.4 13.5 19.1 16.2 2.9 4.2 18.6 2.9 5.8 -0.6 1.7 14.8 2.5 9.2 1.7 2.9 10.6 12.6 3.0 9.0 7.7 13.4 12.0 7.0 9.5 GASOLINE -6.0 -5.6 0.3 -1.2 12.3 0.3 6.5 0.5 0.0 14.9 2.0 4.7 -0.9 -5.7 -9.0 12.5 20.0 20.0 20.0 -3.9 -1.3 8.1 -0.6 -2.1 -19.5 -4.0 9.2 -2.7 4.4 -1.3 -2.0 20.0 -5.2 -3.2 -13.3 -7.7 20.0 20.0 20.0 20.0 GAS_US_mini 7.4 9.2 -12.0 -1.5 15.8 0.4 8.4 0.7 0.1 14.9 -20.0 10.1 -17.7 5.7 -14.3 -20.0 -20.0 -20.0 -20.0 -6.4 -14.8 10.7 -14.7 3.8 20.0 -2.2 6.0 -5.7 7.2 -5.2 3.1 -20.0 -1.0 20.0 5.7 -19.7 -3.0 -20.0 -20.0 -20.0 GBP -8.1 -10.3 -7.0 -3.0 0.4 1.9 -3.6 4.1 -5.6 -15.4 11.3 -15.5 17.0 -18.0 -8.5 0.8 -0.1 0.3 0.0 -7.4 3.4 -11.5 13.8 -11.4 1.1 -2.9 -6.4 3.7 -7.7 9.0 -6.9 5.4 -5.6 1.3 -2.3 -2.9 8.4 -3.0 6.7 -1.9 GOLD_micro -20.0 -1.5 -12.0 3.0 -1.1 2.9 0.1 2.2 2.0 -8.2 9.5 0.2 9.8 5.8 8.3 -9.5 -11.4 -11.0 -10.9 15.5 13.7 -0.3 11.6 11.5 -20.0 3.4 -1.3 2.8 0.9 2.3 2.9 -8.6 12.9 20.0 20.0 16.0 -12.4 1.5 -20.0 -7.4 HEATOIL -3.6 -5.3 1.3 -1.2 12.2 0.3 6.5 0.5 0.0 16.6 8.1 9.8 4.7 2.0 -0.8 8.0 8.5 8.5 8.4 1.3 3.5 20.0 3.5 6.0 -20.0 -1.1 17.7 0.3 10.7 1.7 2.1 0.6 13.9 7.3 -5.9 -2.7 14.2 6.9 -5.6 -7.2 JGB-SGX-mini 8.7 -5.9 -9.4 2.4 -0.3 0.9 2.3 -0.4 3.4 -5.0 -10.0 -0.9 -9.5 -6.5 -9.1 5.5 12.5 8.4 10.5 -6.2 -9.0 -0.6 -10.6 -2.4 -5.9 -2.6 -0.0 -3.9 0.1 -4.9 -0.7 14.3 -7.8 -8.9 -9.7 -14.4 -18.8 -18.0 -12.1 -20.0 JPY -14.2 -10.1 -11.2 -1.5 0.2 0.9 -1.8 2.1 -2.8 -11.0 -9.9 -10.9 -7.1 -10.0 -10.7 -9.2 -10.9 -9.8 -10.0 -11.9 -9.1 -11.1 -6.4 -12.3 20.0 -3.9 -3.6 -2.6 -4.1 -1.7 -4.4 -12.3 -7.4 -10.4 -12.7 -11.4 -2.6 -10.7 -5.1 -10.9 LEANHOG -20.0 -15.1 1.5 -7.3 2.2 -8.2 0.3 -6.7 -3.5 -20.0 16.4 -20.0 18.6 -20.0 -5.1 11.2 20.0 20.0 20.0 -8.6 8.9 -20.0 17.5 -20.0 -1.1 -3.8 -9.5 1.7 -10.2 4.9 -9.0 20.0 -20.0 -20.0 20.0 20.0 15.7 16.2 20.0 20.0 LIVECOW -8.5 -18.3 -11.9 -4.5 1.3 -5.1 0.2 -4.1 -2.2 -13.4 13.6 -6.9 14.6 0.2 9.5 -10.7 10.4 -4.4 4.9 6.8 13.9 -20.0 17.2 -3.5 -20.0 2.8 -17.4 5.7 -8.2 7.4 -1.1 20.0 -20.0 4.3 19.9 20.0 20.0 15.9 20.0 20.0 LUMBER-new 10.4 1.7 -12.9 -4.8 1.4 -5.4 0.2 -4.4 -2.3 -14.0 -10.3 -9.8 -8.4 -0.2 -9.0 -20.0 -20.0 -20.0 -20.0 -6.9 -9.8 -15.5 -8.4 -5.8 NaN -2.1 -9.4 -2.5 -6.0 -1.5 -2.2 -20.0 -20.0 6.6 20.0 8.5 15.2 20.0 18.1 20.0 MXP -8.5 -1.5 8.1 -3.1 0.4 1.9 -3.6 4.2 -5.7 16.3 20.0 14.0 19.6 18.6 20.0 12.8 12.7 12.9 12.6 15.5 20.0 3.9 20.0 6.9 -20.0 8.3 2.7 13.5 1.7 13.3 3.4 20.0 7.6 14.8 20.0 20.0 4.9 7.5 2.6 10.2 NASDAQ_micro -17.8 -3.8 1.9 4.5 3.9 4.2 3.2 3.2 3.7 13.2 15.6 12.4 14.6 12.9 13.8 -9.0 -8.9 -9.6 -9.1 16.2 18.9 17.5 18.0 14.1 -20.0 5.0 7.8 5.7 4.6 5.2 3.7 -5.7 12.7 -1.4 8.8 11.8 -20.0 -20.0 -20.0 -20.0 NIKKEI -2.7 4.4 17.9 3.3 2.8 3.1 2.4 2.3 2.7 9.6 11.4 10.2 10.0 10.5 10.9 0.6 8.0 4.1 6.5 18.7 16.6 16.4 11.8 17.9 -9.3 4.1 2.5 3.6 2.9 2.2 3.6 20.0 8.9 20.0 20.0 20.0 1.6 10.8 14.9 17.7 NZD -7.7 -14.1 -12.9 -2.4 0.3 1.5 -2.9 3.3 -4.5 16.9 -2.5 -9.3 -6.5 -16.7 -18.0 -4.1 -2.9 -3.8 -3.5 -17.0 -12.0 -2.5 -6.7 -13.1 14.3 -5.7 3.3 -3.8 -0.7 -2.3 -4.7 0.0 5.6 2.6 -12.4 -14.6 15.8 20.0 19.6 20.0 OAT 17.2 8.8 -0.4 3.6 -0.5 1.4 3.5 -0.6 5.1 -7.7 5.3 7.9 -4.2 11.6 7.4 16.9 10.7 16.5 14.5 7.1 0.7 5.5 -3.2 11.6 1.3 3.3 -3.0 0.7 2.4 -0.6 5.3 15.5 3.8 6.1 5.8 -5.0 8.5 20.0 8.7 20.0 OATIES 10.3 -6.0 -18.3 -6.5 1.9 -7.4 0.3 -6.0 -3.1 -6.6 -19.4 0.3 -13.2 -11.8 -19.7 -20.0 -8.9 -20.0 -16.3 -17.9 -19.0 -1.9 -13.8 -8.4 -13.2 -7.0 -4.3 -7.1 -1.1 -5.3 -3.7 -6.3 -12.2 -11.0 5.1 -8.1 -20.0 -11.8 -18.2 -11.3 OJ -20.0 -14.7 -9.5 -2.1 0.6 -2.4 0.1 -2.0 -1.0 0.0 -4.8 -4.9 -5.3 -6.2 -5.5 -3.6 5.0 -0.9 1.5 -8.9 -7.0 -6.3 -6.2 -10.0 -20.0 -2.2 -0.0 -1.7 -1.6 -1.4 -2.5 19.5 -9.8 -15.3 -1.1 6.5 -7.3 -15.3 -1.7 -13.5 PALLAD 6.2 9.6 4.1 2.8 -1.0 2.7 0.1 2.0 1.8 -7.6 6.0 0.1 4.6 4.1 5.2 -2.7 -2.9 -2.9 -2.9 9.3 7.3 0.1 4.6 7.6 13.4 2.9 -1.1 2.5 0.6 1.9 2.5 5.4 2.0 11.0 5.7 1.3 -16.1 -20.0 -20.0 -19.9 PLAT -14.8 -1.7 0.4 2.9 -1.1 2.8 0.1 2.1 1.9 -5.1 8.3 -4.2 7.4 3.3 6.1 -3.4 -3.5 -3.3 -3.2 8.8 10.6 -3.7 9.4 3.3 0.7 2.9 -1.5 3.7 -0.9 3.5 1.2 4.7 -5.4 -10.3 -3.8 -4.3 20.0 8.9 -8.4 -7.1 REDWHEAT 3.3 0.9 -9.6 -7.3 2.2 -8.2 0.4 -6.7 -3.5 20.0 -20.0 5.2 -20.0 -10.9 -20.0 -19.7 -17.0 -20.0 -19.0 -16.8 -20.0 12.1 -20.0 -4.7 8.2 -6.5 19.6 -8.2 8.1 -9.9 -1.5 -17.1 20.0 -1.3 20.0 12.4 -20.0 -20.0 -20.0 -20.0 RICE -10.2 -20.0 -20.0 -3.5 1.0 -4.0 0.2 -3.2 -1.7 -6.3 -12.5 -10.4 -12.1 -11.9 -12.5 -20.0 -10.5 -18.9 -16.7 -20.0 -20.0 -15.4 -20.0 -20.0 -1.5 -4.5 -1.5 -4.4 -3.3 -4.3 -4.2 -10.3 -20.0 -20.0 -10.8 -11.9 -8.5 -8.9 -1.2 -8.2 ROBUSTA 5.8 9.7 17.4 -2.8 0.8 -3.2 0.1 -2.6 -1.3 -4.7 0.2 3.9 -0.4 1.9 5.7 6.8 14.2 11.9 13.0 5.8 2.5 2.0 0.6 4.7 -20.0 1.9 -1.1 0.8 0.6 0.4 1.5 20.0 -2.7 13.1 12.6 20.0 -1.5 18.4 5.5 20.0 RUSSELL -12.9 0.5 16.4 3.9 3.3 3.6 2.8 2.7 3.1 9.4 12.5 8.9 8.4 8.9 11.6 -4.8 -5.4 -5.2 -5.1 10.4 11.3 6.4 7.8 7.2 5.9 4.1 2.8 4.7 1.6 3.1 2.1 0.5 -1.1 -8.1 -1.2 8.3 -20.0 -20.0 -20.0 -20.0 SHATZ 18.7 0.2 -10.0 3.8 -0.5 1.5 3.6 -0.6 5.3 -14.3 -5.8 1.2 -0.1 4.6 -6.7 -10.1 -18.1 -16.9 -16.7 -0.8 -5.5 -2.4 -4.2 4.4 7.1 0.6 -9.3 -1.8 -1.2 -1.5 2.9 -20.0 -14.2 -0.1 -9.2 -13.2 15.3 20.0 20.0 20.0 SILVER-mini -20.0 -2.2 2.3 3.2 -1.2 3.1 0.1 2.4 2.2 -8.9 10.1 -4.2 10.0 4.9 8.2 -6.1 -6.7 -6.7 -6.7 13.8 13.3 -3.4 10.1 7.9 -5.8 3.7 -1.7 3.5 0.1 2.6 2.5 -1.0 -0.0 4.5 15.6 14.0 20.0 20.0 4.5 3.3 SMI 16.6 11.1 7.5 5.7 4.8 5.3 4.0 4.0 4.6 -5.8 10.5 14.3 8.1 16.1 15.4 6.0 3.3 4.2 3.3 17.0 11.2 6.4 7.8 16.4 10.3 5.2 -1.8 2.9 1.9 1.5 5.0 15.1 -16.5 20.0 -3.7 -6.3 20.0 20.0 20.0 20.0 SOFR 1.1 -7.4 8.0 4.5 -0.6 1.8 4.4 -0.7 6.3 -17.8 16.5 5.8 14.5 1.5 11.0 7.0 5.3 7.1 6.6 8.4 13.9 0.5 14.7 4.9 -20.0 5.0 -4.9 7.2 0.4 7.1 3.2 4.4 -8.6 -8.0 -6.5 14.0 1.6 -15.3 -8.6 -20.0 SOYBEAN 4.2 -0.4 4.5 -7.1 2.1 -8.0 0.3 -6.5 -3.4 20.0 4.4 20.0 -8.9 3.8 6.7 -4.6 -7.1 -7.5 -8.4 3.0 0.4 20.0 -6.8 9.5 -5.2 4.9 20.0 4.5 14.9 -0.9 7.4 -0.1 20.0 20.0 20.0 20.0 -13.4 -4.0 -12.0 -0.1 SOYMEAL 14.5 2.1 3.3 -7.2 2.1 -8.1 0.3 -6.6 -3.5 20.0 -18.4 20.0 -20.0 8.9 -6.7 -18.8 -16.4 -20.0 -19.3 -2.1 -14.6 20.0 -20.0 15.6 -19.2 1.7 20.0 -3.4 18.1 -8.1 9.0 -17.2 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.6 -20.0 SOYOIL 5.3 -10.9 -9.5 -6.2 1.8 -7.0 0.3 -5.7 -3.0 -1.3 5.7 5.8 9.7 -9.2 -13.4 -7.6 -3.9 -6.6 -5.2 -6.4 0.2 -0.5 8.2 -3.3 -16.7 -2.9 0.0 0.1 -0.3 2.9 -1.5 6.1 -6.0 12.9 15.5 20.0 -20.0 -13.4 -20.0 -14.4 SP400 -9.7 -6.5 6.7 4.0 3.4 3.7 2.8 2.8 3.2 11.7 11.4 10.1 5.7 5.0 6.1 -5.7 -6.0 -6.0 -5.8 3.0 5.1 6.1 4.4 2.2 -0.5 0.7 5.1 2.0 1.7 1.3 -0.5 -0.5 1.4 -17.1 -16.5 -7.1 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -9.4 3.9 4.7 4.0 4.4 3.3 3.3 3.8 13.9 16.2 12.9 15.3 12.2 14.1 -9.2 -9.7 -10.0 -9.6 13.6 17.1 14.9 16.7 11.0 -16.4 3.9 7.2 5.4 3.0 5.0 1.7 -6.8 9.3 -14.3 -1.7 9.2 -20.0 -20.0 -20.0 -20.0 SUGAR11 -10.6 -3.4 -6.0 -4.0 1.2 -4.5 0.2 -3.7 -1.9 -11.8 -12.9 -12.7 -12.4 -12.5 -11.9 15.6 7.3 4.4 2.2 -13.4 -12.0 -20.0 -11.2 -16.9 -17.3 -4.5 -7.9 -3.7 -7.3 -3.2 -5.9 20.0 -20.0 -20.0 -1.9 6.3 -20.0 -20.0 -16.3 -20.0 US10 4.6 2.7 13.2 3.9 -0.6 1.5 3.8 -0.6 5.5 -6.4 15.1 11.0 4.5 12.3 15.0 2.4 -0.2 2.1 1.4 11.9 12.2 6.3 8.0 10.2 -6.2 5.9 -0.5 6.0 3.0 4.4 5.0 -4.7 0.8 -0.8 6.3 16.0 -13.2 -20.0 -13.0 -20.0 US10U 4.9 6.6 14.8 5.0 -0.7 2.0 4.9 -0.8 7.1 2.2 18.7 16.8 1.5 19.4 20.0 2.4 -1.4 0.5 -0.5 18.3 16.0 11.8 7.9 16.8 -11.8 8.1 0.9 7.4 4.8 4.6 7.0 -7.6 4.9 2.6 18.6 20.0 0.8 -13.7 -10.5 -20.0 US2 4.8 2.0 9.0 3.5 -0.5 1.4 3.4 -0.6 4.9 -13.6 6.2 5.0 -2.0 7.0 10.5 -10.9 -15.4 -11.9 -12.9 6.5 6.2 1.1 3.1 5.4 18.2 4.4 -3.8 4.5 0.8 3.7 3.5 -20.0 -6.9 -2.7 -0.6 8.0 -11.8 -9.8 -14.8 -20.0 US20 6.5 12.2 15.8 3.7 -0.5 1.5 3.6 -0.6 5.2 2.8 9.4 12.5 -5.0 15.7 16.2 4.2 2.9 4.3 3.9 15.2 11.1 9.9 2.7 14.4 -9.1 6.1 1.3 4.9 3.7 2.2 5.5 0.3 4.5 2.3 18.5 18.8 20.0 13.1 -1.9 -14.3 US30 7.3 12.8 14.1 4.2 -0.6 1.7 4.1 -0.7 5.9 3.7 5.5 13.9 -9.6 17.8 17.8 0.2 -3.0 -2.3 -2.7 15.2 8.9 11.5 -1.3 15.7 -5.6 6.7 1.8 4.7 4.8 1.2 6.6 -10.6 5.6 1.4 19.7 16.9 18.2 8.7 -0.0 -14.8 US5 3.8 -1.0 9.9 3.8 -0.5 1.5 3.7 -0.6 5.3 -13.4 13.7 7.4 4.8 8.1 12.3 -1.2 -3.5 -1.8 -2.3 8.5 9.8 3.3 7.5 6.9 -0.5 5.2 -2.0 5.8 2.0 5.0 4.2 -10.7 -3.5 -2.8 -0.1 11.8 -15.0 -15.2 -12.8 -20.0 VIX 11.9 1.3 -11.7 -3.2 -9.7 -4.0 -3.9 -1.0 -0.7 -20.0 -19.2 -17.2 -9.9 -13.2 -18.1 -20.0 -20.0 -20.0 -20.0 -6.9 -8.4 -10.7 -4.7 -4.3 NaN -3.4 -11.2 -4.6 -4.5 -1.3 -0.7 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 0.5 2.8 -10.5 -7.5 2.2 -8.4 0.4 -6.9 -3.6 20.0 -20.0 0.6 -20.0 -12.6 -20.0 -19.1 -18.5 -19.0 -18.7 -14.7 -20.0 9.5 -20.0 -5.4 14.0 -6.3 20.0 -7.0 7.2 -8.5 -2.5 -18.1 20.0 -3.1 20.0 13.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3