******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251028_204358 produced at 2025-10-28 21:39:28.334696 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.05 0.00 -0.88 0.0 0.00 0.00 0.00 0.00 -19.57 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -3.15 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.23 0.0 999.00 -999.00 -0.22 -0.22 -22.67 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.10 0.0 1.05 -1.05 -0.14 -0.14 -2.85 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 -13.62 59.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.06 0.0 0.00 -0.03 -0.03 -0.03 -5.27 4.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.06 0.0 0.18 -0.18 -0.08 -0.08 -3.65 11.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 0.00 -0.05 0.0 0.71 -0.71 0.00 0.00 -1.20 17.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.05 -0.05 0.0 0.00 -0.05 -0.05 -0.05 -9.91 26.0 -10 -10 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.32 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.05 0.0 1.04 -1.04 -0.08 -0.08 -0.66 13.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -4.18 18.0 -5 -5 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.33 -0.33 0.00 0.00 -0.21 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.84 -0.84 -0.02 -0.02 -1.62 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 -0.87 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.61 -0.61 -0.03 -0.03 -0.60 23.0 -1 -1 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 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.12 -1.12 -0.06 -0.06 -1.00 56.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.26 24.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.79 -0.79 -0.03 -0.03 -0.50 26.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.10 -0.02 0.0 0.80 -0.80 -0.10 -0.07 -1.50 66.0 -8 -6 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -0.94 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 -0.63 10.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -1.05 8.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.01 0.0 0.02 -0.02 0.00 0.00 -1.49 3.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.01 0.0 1.38 -1.38 0.00 0.00 -0.15 25.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.07 13.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.01 0.0 1.03 -1.03 0.00 0.00 -0.17 14.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.06 -0.01 0.0 0.14 -0.14 -0.06 -0.06 -0.97 9.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.81 9.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 0.00 -0.01 0.0 0.92 -0.92 0.00 0.00 -0.17 22.0 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 RUSSELL False False 0.01 0.00 -0.00 0.0 0.43 -0.43 0.00 -0.01 -0.05 68.0 0 -1 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.34 12.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.00 0.0 0.19 -0.19 0.00 0.00 0.17 7.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.00 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.29 23.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.06 0.17 999999999.0 1 1 caleb_strategy_v3 US10 False False 0.06 0.00 0.01 0.0 0.97 -0.97 0.00 0.00 0.13 17.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.15 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.83 -0.83 0.00 0.00 1.01 58.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 1.16 51.0 1 1 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 0.42 -0.42 0.07 0.07 0.16 6.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.01 0.0 0.65 -0.65 0.08 0.08 0.17 8.0 1 1 caleb_strategy_v3 US30 False False 0.06 0.06 0.02 0.0 0.37 -0.37 0.06 0.06 0.27 6.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.02 0.0 0.76 -0.76 0.00 0.00 0.36 13.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.61 -0.61 0.00 0.00 0.59 21.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.76 -0.76 0.00 0.00 0.46 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.03 0.0 0.00 0.00 0.00 0.00 0.53 9.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.07 0.04 0.0 999.00 -999.00 0.07 0.07 0.64 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.03 1.15 4.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 0.95 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.05 0.0 0.22 -0.22 0.03 0.03 2.77 13.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.09 0.0 0.67 -0.67 0.17 0.17 2.74 20.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 2.71 19.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.10 0.0 1.32 -1.32 0.07 0.07 1.46 19.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.38 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.12 0.0 0.00 0.00 0.00 0.00 2.47 12.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.71 -0.71 0.00 0.00 2.23 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.43 0.18 0.0 0.72 -0.72 0.43 0.43 2.47 10.0 6 6 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.22 0.0 0.60 -0.60 0.23 0.23 12.96 36.0 14 14 caleb_strategy_v3 MXP False False 0.01 0.38 0.51 0.0 0.81 -0.81 0.38 0.38 37.29 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.77 0.0 1.43 -1.43 0.00 0.00 12.35 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.6 Shocked risk 49.1 Sum abs risk 49.4 Leverage 6.05 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1987251.2000000002, 'annual_cash_vol_target': 496812.80000000005, 'daily_cash_vol_target': 31050.800000000003} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6590 0.5363 8.5807 BITCOIN 2266.0539 114435.0000 1.9802 31.6834 BOBL 0.1823 118.3000 0.1541 2.4658 BTP 0.4114 121.3900 0.3389 5.4220 BUND 0.3666 129.5800 0.2829 4.5266 BUXL 0.9035 116.8200 0.7734 12.3746 CAC 59.5999 8223.0000 0.7248 11.5967 CAD 0.0023 0.7192 0.3130 5.0081 CANOLA 6.3629 637.2000 0.9986 15.9772 CHF 0.0053 1.2678 0.4144 6.6310 COCOA 132.6317 6030.0000 2.1995 35.1925 COFFEE 7.1738 367.9000 1.9499 31.1988 COPPER 0.0784 5.1705 1.5167 24.2669 CORN 3.9070 465.7500 0.8389 13.4218 COTTON2 0.6777 66.6000 1.0175 16.2800 CRUDE_W 0.8824 59.4100 1.4852 23.7633 DAX 170.9675 24322.0000 0.7029 11.2469 DOW 316.8483 47937.0000 0.6610 10.5755 DX 0.3526 98.4850 0.3580 5.7286 EUR 0.0046 1.1684 0.3948 6.3173 EURIBOR-ICE 0.0335 97.8400 0.0342 0.5474 EUROSTX 42.6692 5704.0000 0.7481 11.9689 FEEDCOW 4.4581 324.8000 1.3726 21.9609 GASOIL 11.9558 670.2500 1.7838 28.5405 GASOLINE 0.0307 1.8217 1.6863 26.9810 GAS_US_mini 0.1048 3.8300 2.7352 43.7636 GBP 0.0056 1.3274 0.4243 6.7894 GOLD_micro 56.0162 3975.1000 1.4092 22.5468 HEATOIL 0.0396 2.2966 1.7240 27.5845 JGB-SGX-mini 0.2120 136.2500 0.1556 2.4896 JPY 0.0000 0.0066 0.6208 9.9323 LEANHOG 1.0073 82.4000 1.2225 19.5597 LIVECOW 2.7332 224.5000 1.2175 19.4795 LUMBER-new 8.7148 598.0000 1.4573 23.3173 MXP 0.0003 0.0540 0.5161 8.2568 NASDAQ_micro 214.1845 26156.7500 0.8188 13.1016 NIKKEI 597.7656 50700.0000 1.1790 18.8644 NZD 0.0030 0.5793 0.5254 8.4057 OAT 0.3937 122.6800 0.3209 5.1345 OATIES 4.7866 313.7500 1.5256 24.4099 OJ 6.6488 183.3000 3.6273 58.0363 PALLAD 45.0577 1426.0000 3.1597 50.5556 PLAT 34.8635 1587.7000 2.1958 35.1336 REDWHEAT 7.3991 538.2500 1.3747 21.9945 RICE 0.1333 10.6200 1.2554 20.0861 ROBUSTA 86.4066 4479.0000 1.9292 30.8664 RUSSELL 29.5511 2518.7000 1.1733 18.7723 SHATZ 0.0511 107.0850 0.0477 0.7632 SILVER-mini 0.9960 47.3375 2.1040 33.6641 SMI 85.5598 12325.0000 0.6942 11.1071 SOFR 0.0479 96.8100 0.0495 0.7913 SOYBEAN 8.1428 1102.2500 0.7387 11.8199 SOYMEAL 3.4225 313.4000 1.0920 17.4728 SOYOIL 0.6113 51.0500 1.1975 19.1595 SP400 32.2390 3296.3000 0.9780 15.6486 SP500_micro 49.4444 6926.0000 0.7139 11.4223 SUGAR11 0.2493 14.0500 1.7746 28.3939 US10 0.3017 113.5000 0.2658 4.2529 US10U 0.4053 116.6250 0.3476 5.5610 US2 0.0772 104.3594 0.0740 1.1838 US20 0.6033 119.1250 0.5065 8.1033 US30 0.8998 123.8750 0.7264 11.6218 US5 0.2002 109.7188 0.1825 2.9197 VIX 0.5119 20.5000 2.4971 39.9544 WHEAT 7.0154 600.0000 1.1692 18.7077 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 658.95 0.54 353.39 1.00 353.39 31050.8 87.87 11.85 104.15 BITCOIN 114.44 1.98 226.61 1.00 226.61 31050.8 137.03 -9.17 -125.58 BOBL 1183.00 0.15 182.31 1.16 211.97 31050.8 146.49 9.84 144.18 BTP 1213.90 0.34 411.36 1.16 478.27 31050.8 64.92 10.06 65.32 BUND 1295.80 0.28 366.60 1.16 426.23 31050.8 72.85 6.20 45.17 BUXL 1168.20 0.77 903.50 1.16 1050.47 31050.8 29.56 0.89 2.63 CAC 822.30 0.72 596.00 1.16 692.95 31050.8 44.81 16.16 72.41 CAD 719.20 0.31 225.12 1.00 225.12 31050.8 137.93 -7.95 -109.65 CANOLA 127.44 1.00 127.26 0.72 91.04 31050.8 341.06 1.40 47.63 CHF 1584.69 0.41 656.75 1.00 656.75 31050.8 47.28 -5.37 -25.40 COCOA 603.00 2.20 1326.32 1.00 1326.32 31050.8 23.41 -8.72 -20.43 COFFEE 1379.62 1.95 2690.16 1.00 2690.16 31050.8 11.54 10.43 12.04 COPPER 1292.62 1.52 1960.50 1.00 1960.50 31050.8 15.84 3.73 5.90 CORN 232.88 0.84 195.35 1.00 195.35 31050.8 158.95 -0.89 -14.07 COTTON2 333.00 1.02 338.83 1.00 338.83 31050.8 91.64 -16.34 -149.78 CRUDE_W 594.10 1.49 882.36 1.00 882.36 31050.8 35.19 -2.28 -8.03 DAX 243.22 0.70 170.97 1.16 198.78 31050.8 156.21 1.89 29.59 DOW 239.68 0.66 158.42 1.00 158.42 31050.8 196.00 -3.29 -64.40 DX 984.85 0.36 352.62 1.00 352.62 31050.8 88.06 4.13 36.40 EUR 1460.44 0.39 576.62 1.00 576.62 31050.8 53.85 -1.21 -6.50 EURIBOR-ICE 2446.00 0.03 83.68 1.16 97.30 31050.8 319.14 11.33 361.49 EUROSTX 570.40 0.75 426.69 1.16 496.10 31050.8 62.59 12.82 80.25 FEEDCOW 1624.00 1.37 2229.03 1.00 2229.03 31050.8 13.93 3.74 5.21 GASOIL 670.25 1.78 1195.58 1.00 1195.58 31050.8 25.97 10.19 26.46 GASOLINE 765.11 1.69 1290.22 1.00 1290.22 31050.8 24.07 2.85 6.85 GAS_US_mini 95.75 2.74 261.90 1.00 261.90 31050.8 118.56 -7.71 -91.38 GBP 829.62 0.42 352.04 1.00 352.04 31050.8 88.20 -0.74 -6.54 GOLD_micro 397.51 1.41 560.16 1.00 560.16 31050.8 55.43 -5.29 -29.33 HEATOIL 964.57 1.72 1662.95 1.00 1662.95 31050.8 18.67 0.03 0.06 JGB-SGX-mini 136250.00 0.16 21200.49 0.01 138.59 31050.8 224.05 -8.05 -180.44 JPY 826.00 0.62 512.75 1.00 512.75 31050.8 60.56 -7.66 -46.37 LEANHOG 329.60 1.22 402.93 1.00 402.93 31050.8 77.06 5.92 45.59 LIVECOW 898.00 1.22 1093.29 1.00 1093.29 31050.8 28.40 1.63 4.62 LUMBER-new 164.45 1.46 239.66 1.00 239.66 31050.8 129.56 -4.73 -61.22 MXP 269.90 0.52 139.28 1.00 139.28 31050.8 222.93 11.38 253.70 NASDAQ_micro 523.14 0.82 428.37 1.00 428.37 31050.8 72.49 -3.58 -25.97 NIKKEI 50700.00 1.18 59776.56 0.01 390.77 31050.8 79.46 15.04 119.50 NZD 579.30 0.53 304.34 1.00 304.34 31050.8 102.03 2.21 22.52 OAT 1226.80 0.32 393.69 1.16 457.73 31050.8 67.84 10.67 72.41 OATIES 156.88 1.53 239.33 1.00 239.33 31050.8 129.74 -20.00 -259.48 OJ 274.95 3.63 997.32 1.00 997.32 31050.8 31.13 -12.45 -38.78 PALLAD 1426.00 3.16 4505.77 1.00 4505.77 31050.8 6.89 2.73 1.88 PLAT 793.85 2.20 1743.17 1.00 1743.17 31050.8 17.81 1.39 2.47 REDWHEAT 269.12 1.37 369.95 1.00 369.95 31050.8 83.93 -9.43 -79.12 RICE 212.40 1.26 266.64 1.00 266.64 31050.8 116.45 -18.57 -216.27 ROBUSTA 447.90 1.93 864.07 1.00 864.07 31050.8 35.94 6.15 22.10 RUSSELL 125.94 1.17 147.76 1.00 147.76 31050.8 210.15 -0.07 -1.56 SHATZ 1070.85 0.05 51.08 1.16 59.39 31050.8 522.85 -0.48 -25.30 SILVER-mini 1183.44 2.10 2489.96 1.00 2489.96 31050.8 12.47 4.03 5.02 SMI 1232.50 0.69 855.60 1.26 1074.13 31050.8 28.91 13.95 40.31 SOFR 2420.25 0.05 119.70 1.00 119.70 31050.8 259.40 -1.99 -51.72 SOYBEAN 551.12 0.74 407.14 1.00 407.14 31050.8 76.27 2.38 18.13 SOYMEAL 313.40 1.09 342.25 1.00 342.25 31050.8 90.73 -9.64 -87.43 SOYOIL 306.30 1.20 366.78 1.00 366.78 31050.8 84.66 -7.93 -67.09 SP400 3296.30 0.98 3223.90 1.00 3223.90 31050.8 9.63 -6.57 -6.33 SP500_micro 346.30 0.71 247.22 1.00 247.22 31050.8 125.60 -5.53 -69.45 SUGAR11 157.36 1.77 279.25 1.00 279.25 31050.8 111.19 -15.43 -171.61 US10 1135.00 0.27 301.69 1.00 301.69 31050.8 102.92 1.02 10.48 US10U 1166.25 0.35 405.35 1.00 405.35 31050.8 76.60 3.68 28.21 US2 2087.19 0.07 154.43 1.00 154.43 31050.8 201.07 -0.26 -5.28 US20 1191.25 0.51 603.31 1.00 603.31 31050.8 51.47 8.08 41.58 US30 1238.75 0.73 899.79 1.00 899.79 31050.8 34.51 6.27 21.65 US5 1097.19 0.18 200.22 1.00 200.22 31050.8 155.09 -0.78 -12.06 VIX 205.00 2.50 511.92 1.00 511.92 31050.8 60.66 -15.12 -91.70 WHEAT 300.00 1.17 350.77 1.00 350.77 31050.8 88.52 -8.28 -73.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 104.148 0.010 2.5 2.706 BITCOIN -125.584 0.043 2.5 -13.618 BOBL 144.177 0.004 2.5 1.464 BTP 65.322 0.014 2.5 2.231 BUND 45.170 0.004 2.5 0.459 BUXL 2.631 0.004 2.5 0.027 CAC 72.412 0.014 2.5 2.473 CAD -109.654 0.010 2.5 -2.849 CANOLA 47.628 0.010 2.5 1.160 CHF -25.400 0.010 2.5 -0.660 COCOA -20.425 0.010 2.5 -0.498 COFFEE 12.039 0.005 2.5 0.160 COPPER 5.901 0.043 2.5 0.640 CORN -14.072 0.010 2.5 -0.343 COTTON2 -149.779 0.010 2.5 -3.649 CRUDE_W -8.026 0.043 2.5 -0.870 DAX 29.593 0.014 2.5 1.011 DOW -64.399 0.009 2.5 -1.499 DX 36.404 0.010 2.5 0.946 EUR -6.497 0.010 2.5 -0.169 EURIBOR-ICE 361.487 0.014 2.5 12.347 EUROSTX 80.248 0.014 2.5 2.741 FEEDCOW 5.205 0.013 2.5 0.173 GASOIL 26.460 0.017 2.5 1.149 GASOLINE 6.849 0.017 2.5 0.297 GAS_US_mini -91.381 0.043 2.5 -9.909 GBP -6.538 0.010 2.5 -0.170 GOLD_micro -29.330 0.014 2.5 -1.002 HEATOIL 0.060 0.017 2.5 0.003 JGB-SGX-mini -180.442 0.043 2.5 -19.567 JPY -46.371 0.010 2.5 -1.205 LEANHOG 45.589 0.024 2.5 2.775 LIVECOW 4.617 0.013 2.5 0.153 LUMBER-new -61.221 0.010 2.5 -1.492 MXP 253.702 0.059 2.5 37.289 NASDAQ_micro -25.969 0.009 2.5 -0.604 NIKKEI 119.501 0.043 2.5 12.959 NZD 22.518 0.010 2.5 0.585 OAT 72.407 0.014 2.5 2.473 OATIES -259.480 0.010 2.5 -6.322 OJ -38.776 0.010 2.5 -0.945 PALLAD 1.882 0.014 2.5 0.064 PLAT 2.473 0.014 2.5 0.084 REDWHEAT -79.117 0.005 2.5 -1.051 RICE -216.271 0.010 2.5 -5.269 ROBUSTA 22.103 0.005 2.5 0.294 RUSSELL -1.563 0.013 2.5 -0.052 SHATZ -25.301 0.004 2.5 -0.257 SILVER-mini 5.025 0.014 2.5 0.172 SMI 40.314 0.014 2.5 1.377 SOFR -51.717 0.024 2.5 -3.147 SOYBEAN 18.127 0.004 2.5 0.169 SOYMEAL -87.433 0.004 2.5 -0.814 SOYOIL -67.095 0.004 2.5 -0.625 SP400 -6.332 0.013 2.5 -0.210 SP500_micro -69.452 0.009 2.5 -1.616 SUGAR11 -171.605 0.010 2.5 -4.181 US10 10.485 0.005 2.5 0.133 US10U 28.213 0.005 2.5 0.358 US2 -5.279 0.005 2.5 -0.067 US20 41.582 0.005 2.5 0.528 US30 21.648 0.005 2.5 0.275 US5 -12.057 0.005 2.5 -0.153 VIX -91.704 0.099 2.5 -22.668 WHEAT -73.267 0.005 2.5 -0.973 ===================== Position diags ===================== AUD 2.28 BITCOIN 14.86 BOBL 1.49 BTP 2.22 BUND 0.74 BUXL 0.30 CAC 1.53 CAD 3.58 CANOLA 8.31 CHF 1.23 COCOA 0.57 COFFEE 0.15 COPPER 1.72 CORN 3.87 COTTON2 2.23 CRUDE_W 3.82 DAX 5.34 DOW 4.56 DX 2.29 EUR 1.40 EURIBOR-ICE 10.90 EUROSTX 2.14 FEEDCOW 0.46 GASOIL 1.13 GASOLINE 1.04 GAS_US_mini 12.86 GBP 2.29 GOLD_micro 1.89 HEATOIL 0.81 JGB-SGX-mini 24.30 JPY 1.57 LEANHOG 4.69 LIVECOW 0.94 LUMBER-new 3.16 MXP 32.77 NASDAQ_micro 1.69 NIKKEI 8.62 NZD 2.65 OAT 2.32 OATIES 3.16 OJ 0.76 PALLAD 0.24 PLAT 0.61 REDWHEAT 1.11 RICE 2.84 ROBUSTA 0.48 RUSSELL 6.97 SHATZ 5.31 SILVER-mini 0.43 SMI 0.99 SOFR 15.79 SOYBEAN 0.71 SOYMEAL 0.84 SOYOIL 0.79 SP400 0.32 SP500_micro 2.92 SUGAR11 2.71 US10 1.31 US10U 0.97 US2 2.55 US20 0.65 US30 0.44 US5 1.97 VIX 14.99 WHEAT 1.18 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.7 2.5 2.9 0.0 0 BITCOIN -13.6 -15.1 -12.1 0.0 0 BOBL 1.5 1.3 1.6 1.0 1 BTP 2.2 2.0 2.5 0.0 0 BUND 0.5 0.4 0.5 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC 2.5 2.3 2.6 0.0 0 CAD -2.8 -3.2 -2.5 -4.0 -4 CANOLA 1.2 0.3 2.0 1.0 1 CHF -0.7 -0.8 -0.5 -1.0 -1 COCOA -0.5 -0.6 -0.4 -1.0 -1 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.6 0.5 0.8 1.0 1 CORN -0.3 -0.7 0.0 -3.0 -3 COTTON2 -3.6 -3.9 -3.4 -5.0 -5 CRUDE_W -0.9 -1.3 -0.5 0.0 0 DAX 1.0 0.5 1.5 0.0 0 DOW -1.5 -2.0 -1.0 -8.0 -8 DX 0.9 0.7 1.2 0.0 0 EUR -0.2 -0.3 -0.0 0.0 0 EURIBOR-ICE 12.3 11.3 13.4 0.0 0 EUROSTX 2.7 2.5 3.0 5.0 5 FEEDCOW 0.2 0.1 0.2 1.0 1 GASOIL 1.1 1.0 1.3 1.0 1 GASOLINE 0.3 0.2 0.4 1.0 1 GAS_US_mini -9.9 -11.2 -8.6 -10.0 -10 GBP -0.2 -0.4 0.1 0.0 0 GOLD_micro -1.0 -1.2 -0.8 -3.0 -3 HEATOIL 0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -19.6 -22.0 -17.1 0.0 0 JPY -1.2 -1.4 -1.0 0.0 0 LEANHOG 2.8 2.3 3.2 2.0 2 LIVECOW 0.2 0.1 0.2 0.0 0 LUMBER-new -1.5 -1.8 -1.2 0.0 0 MXP 37.3 34.0 40.6 28.0 28 NASDAQ_micro -0.6 -0.8 -0.4 -1.0 -1 NIKKEI 13.0 12.1 13.8 14.0 14 NZD 0.6 0.3 0.9 0.0 0 OAT 2.5 2.2 2.7 6.0 6 OATIES -6.3 -6.6 -6.0 NaN 0 OJ -0.9 -1.0 -0.9 -1.0 -1 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT -1.1 -1.2 -0.9 0.0 0 RICE -5.3 -5.6 -5.0 -3.0 -3 ROBUSTA 0.3 0.2 0.3 0.0 0 RUSSELL -0.1 -0.7 0.6 0.0 0 SHATZ -0.3 -0.8 0.3 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR -3.1 -4.7 -1.6 NaN 0 SOYBEAN 0.2 0.1 0.2 0.0 0 SOYMEAL -0.8 -0.9 -0.7 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 -1.0 -1 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -1.6 -1.9 -1.3 -1.0 -1 SUGAR11 -4.2 -4.5 -3.9 -5.0 -5 US10 0.1 0.0 0.3 0.0 0 US10U 0.4 0.3 0.5 0.0 0 US2 -0.1 -0.3 0.2 NaN 0 US20 0.5 0.5 0.6 0.0 0 US30 0.3 0.2 0.3 1.0 1 US5 -0.2 -0.3 0.0 0.0 0 VIX -22.7 -24.2 -21.2 -21.0 -21 WHEAT -1.0 -1.1 -0.9 -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 -0.0 0.2 0.4 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.1 0.1 -0.0 2.1 -0.0 0.1 0.1 0.0 0.0 -0.0 0.2 0.3 0.1 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.4 -0.3 -0.4 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 0.4 -0.1 0.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.4 -0.1 -2.7 -0.0 0.1 0.0 -0.0 0.2 -0.1 -0.1 0.4 -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 -0.0 0.0 0.0 -0.0 0.0 0.5 -0.3 0.1 -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 -0.1 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 0.0 0.2 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 0.0 -0.0 0.0 0.0 -0.0 0.1 0.0 -0.2 0.1 0.1 -0.1 0.4 0.7 0.4 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 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.0 -0.4 0.1 -0.3 0.0 -0.0 -0.0 0.0 -0.2 0.1 -0.0 -0.1 -0.0 0.1 -0.3 0.2 0.5 -0.2 0.1 CAC 0.5 0.5 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 0.2 0.2 0.2 0.2 0.3 0.1 0.0 0.1 0.1 0.0 0.1 0.4 0.3 0.5 0.1 -0.3 0.7 0.7 0.7 0.7 CAD -0.1 -0.4 -0.4 -0.0 0.0 0.1 -0.0 0.2 -0.1 0.2 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 -0.1 2.7 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.4 0.3 -0.0 -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 -0.0 -0.1 -0.4 -0.2 -0.3 -0.2 -0.1 -0.1 0.0 -0.1 -0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.2 0.1 0.2 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 0.3 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.3 -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 0.1 -0.5 -0.2 0.0 -0.2 0.1 0.0 0.2 COFFEE 0.1 0.1 0.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.3 0.0 0.4 0.1 0.1 0.4 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 -0.2 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.3 0.5 -0.1 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 0.4 -0.1 -0.3 -0.4 0.6 0.3 0.6 0.3 CORN -0.0 0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.3 0.1 -0.5 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 1.4 0.0 0.2 -0.1 0.1 -0.3 0.1 -1.1 0.5 0.4 0.6 0.6 -0.3 -0.1 0.1 0.0 COTTON2 -0.1 -0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.2 -0.5 -0.0 -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 0.1 -0.2 0.0 -0.3 -0.1 -0.7 0.4 -0.3 0.5 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 0.1 -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 -0.0 -0.2 -0.4 -0.3 -0.6 -0.4 0.7 0.5 0.1 0.6 DAX 0.1 -0.1 -0.4 0.1 0.0 0.1 0.0 0.1 0.1 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 -0.1 -0.6 -0.6 0.4 0.7 0.7 0.7 DOW -0.4 0.0 0.3 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.1 -1.5 0.0 0.1 0.1 0.1 0.1 0.0 -0.2 0.4 -0.2 -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 0.0 -0.3 0.1 -0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.3 0.1 -2.7 0.0 -0.0 -0.0 0.0 -0.2 0.1 0.8 -0.3 0.6 0.3 0.4 0.6 0.5 0.4 0.6 EUR -0.4 -0.3 -0.0 -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 -0.0 -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 0.6 0.0 -0.0 0.0 0.0 0.1 0.0 0.7 -0.2 0.2 -0.0 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.1 0.4 0.1 0.1 0.0 0.2 0.0 0.2 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -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 -0.4 -0.6 -0.3 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.0 0.1 0.3 0.1 0.3 0.2 0.1 0.2 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.1 0.4 0.6 0.7 0.7 0.7 0.7 GASOIL -0.2 -0.0 0.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.2 0.1 0.1 0.0 0.0 0.4 0.3 0.4 0.3 0.0 0.0 0.1 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 0.2 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 0.0 -0.1 0.0 -0.0 -0.0 1.1 -0.1 -0.1 -0.4 -0.2 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 0.0 -0.5 0.0 -0.6 0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.4 0.0 2.7 -0.0 -0.1 -0.2 0.0 -0.2 0.0 -1.1 -0.1 0.6 0.2 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.4 -0.2 -0.0 0.0 0.1 -0.0 0.2 -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 -0.4 -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 0.2 -0.0 0.3 0.0 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 0.1 0.6 0.6 0.5 -0.4 0.1 -0.7 -0.3 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 0.1 0.0 0.1 0.1 0.0 0.0 0.4 0.3 -0.1 -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 -0.2 -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 -0.4 -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 0.4 0.6 0.5 0.5 0.7 0.7 LIVECOW -0.4 -0.6 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.2 0.2 -0.1 0.1 0.0 0.1 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.1 0.4 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.2 0.0 -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 -0.1 0.6 0.3 0.6 0.8 0.7 0.8 MXP -0.3 -0.1 0.3 -0.0 0.0 0.1 -0.0 0.2 -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 0.0 0.4 0.6 0.6 0.2 0.3 0.1 0.3 NASDAQ_micro -0.5 -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 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.1 0.1 0.2 0.0 -0.3 0.5 0.1 0.3 0.4 -0.7 -0.7 -0.7 -0.7 NIKKEI 0.3 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 0.2 0.3 0.2 -1.3 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.5 0.6 0.6 0.6 0.0 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 -0.0 0.0 0.2 0.1 -0.4 -0.5 0.5 0.7 0.6 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 0.1 0.2 -0.2 0.3 0.7 0.3 0.7 OATIES 0.2 -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 -0.1 -0.4 -0.1 -1.7 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.4 -0.4 -0.4 0.0 -0.3 -0.7 -0.4 -0.6 -0.4 OJ -0.6 -0.5 -0.4 -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 -0.3 -0.5 -0.1 0.2 -0.2 -0.5 -0.1 -0.5 PALLAD 0.2 0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.1 1.7 0.0 -0.0 0.1 0.0 0.1 0.0 0.3 -0.1 0.4 0.2 0.0 -0.5 -0.7 -0.7 -0.7 PLAT -0.6 -0.1 0.2 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 0.2 0.1 -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 0.2 -0.5 0.0 1.1 -0.1 0.2 -0.2 0.1 -0.3 0.0 -0.9 0.5 0.3 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 -0.0 -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 -0.6 -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 -0.1 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 0.0 -2.7 0.0 -0.0 0.0 0.0 0.0 0.0 1.1 -0.0 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 -0.1 -0.2 -0.1 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 1.0 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -1.1 -0.4 -0.1 -0.3 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.6 -0.1 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.1 -0.7 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.1 0.1 0.4 0.4 0.7 0.7 0.1 0.1 SMI 0.3 0.3 0.2 0.1 0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.3 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.2 0.1 1.3 0.0 -0.1 0.1 -0.0 0.1 0.0 0.8 -0.5 0.4 -0.2 -0.2 0.7 0.7 0.7 0.7 SOFR 0.1 -0.2 0.3 0.1 0.0 0.1 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 0.2 0.0 0.4 0.0 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 0.2 -0.2 -0.2 -0.3 0.4 0.0 -0.5 -0.3 -0.7 SOYBEAN 0.2 0.0 0.2 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 0.1 0.2 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.0 0.2 -0.2 0.2 -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 0.6 0.2 0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.4 0.2 -0.7 0.1 -0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.2 -0.5 0.2 -2.5 0.0 0.2 -0.1 0.2 -0.2 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 -0.1 0.1 0.0 0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.0 -2.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 0.3 -0.2 0.4 0.4 0.6 -0.7 -0.5 -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 0.0 0.1 0.0 -0.1 0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.1 -0.6 -0.6 -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 0.2 0.2 0.2 0.5 0.1 -2.2 0.0 0.1 0.1 0.0 0.2 0.0 -0.4 0.4 -0.4 -0.0 0.3 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.5 -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 -0.2 -0.1 -0.2 -0.3 -0.2 -2.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.2 0.2 -0.7 -0.7 -0.5 -0.7 US10 0.2 0.1 0.4 0.0 0.0 0.0 0.0 -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 -0.9 0.1 0.0 0.2 0.0 0.2 0.1 -0.2 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 0.1 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 0.2 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 0.0 -0.1 0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.1 0.1 0.0 0.1 0.1 2.5 0.0 -0.0 0.1 0.0 0.1 0.0 -1.1 -0.2 -0.1 -0.1 0.3 -0.4 -0.3 -0.5 -0.7 US20 0.3 0.4 0.5 0.0 0.0 0.0 0.0 -0.0 0.1 0.1 0.3 0.2 -0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 0.1 0.2 -1.2 0.1 0.0 0.1 0.0 0.1 0.1 0.0 0.2 0.1 0.6 0.6 0.7 0.4 -0.1 -0.5 US30 0.3 0.4 0.5 0.0 0.0 0.0 0.0 -0.0 0.1 0.1 0.2 0.2 -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 0.3 0.1 0.6 0.6 0.6 0.3 -0.0 -0.5 US5 0.2 -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 -0.1 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 -0.1 -0.2 -0.1 NaN -0.1 -0.1 -0.2 -0.1 -0.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.1 0.1 -0.3 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.2 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 -0.0 1.9 -0.0 0.2 -0.2 0.1 -0.3 0.0 -1.0 0.5 0.3 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 -11.6 -4.4 2.2 -2.6 3.1 1.6 -1.5 3.7 -4.3 19.6 15.5 -3.1 3.6 -11.4 -3.4 -0.7 -1.3 -1.1 -1.2 -1.8 3.3 6.2 2.7 -3.3 15.8 -0.7 13.5 1.9 3.8 0.5 -2.1 3.3 13.0 2.4 5.5 8.4 20.0 20.0 20.0 20.0 BITCOIN -13.2 -8.9 -13.0 7.2 -2.4 7.2 -0.2 5.6 4.5 14.6 14.1 -10.9 18.8 -11.9 -8.4 -6.0 -7.3 -6.8 -7.1 -4.6 5.6 -2.7 16.1 -9.7 -20.0 -3.4 5.7 1.0 -1.3 6.5 -4.9 -1.9 17.9 -20.0 -20.0 -20.0 11.2 -4.8 -17.6 -10.4 BOBL 15.7 5.1 -0.6 4.0 0.7 1.7 3.7 -0.6 5.4 -13.7 5.2 2.3 -0.6 7.5 4.2 20.0 5.0 20.0 13.1 6.0 1.3 0.2 -1.5 8.1 2.7 3.4 -4.9 0.9 0.2 -0.3 4.3 8.5 -11.1 3.0 -1.2 -4.0 13.0 20.0 18.3 20.0 BTP 13.8 6.7 2.1 5.3 0.9 2.2 5.0 -0.8 7.2 -5.8 20.0 16.0 18.8 20.0 19.3 7.0 8.9 8.8 9.4 15.5 12.1 10.8 12.6 17.9 -20.0 7.2 -0.2 5.3 5.0 5.2 8.5 10.0 1.8 6.9 9.1 4.0 6.9 20.0 8.1 20.0 BUND 14.0 8.1 2.8 4.4 0.7 1.8 4.1 -0.6 5.9 -13.2 6.3 6.0 -7.4 11.6 8.0 -6.1 3.7 -1.1 2.8 8.6 1.6 3.3 -4.9 11.0 -0.9 4.6 -3.5 1.4 1.7 -1.0 5.7 0.5 -6.8 2.1 3.6 -2.6 10.8 20.0 13.2 20.0 BUXL 15.2 12.7 1.1 4.2 0.7 1.7 3.9 -0.6 5.6 -7.1 -9.5 8.8 -16.2 13.7 4.9 3.9 2.7 3.8 3.5 5.0 -5.8 4.7 -14.9 10.0 -2.1 3.2 -1.5 -1.6 2.5 -4.6 5.6 -0.4 -3.8 -0.1 4.2 -10.8 5.2 14.7 -5.0 4.2 CAC 13.9 14.3 5.8 6.5 3.8 6.0 4.3 4.5 5.2 10.4 18.0 17.1 14.1 18.9 17.9 -2.8 -1.4 -2.5 -1.7 20.0 13.9 18.3 8.9 20.0 2.5 6.4 1.6 3.1 5.7 0.6 7.7 7.1 11.2 17.0 3.5 -8.9 20.0 20.0 20.0 20.0 CAD -4.1 -13.7 -11.9 -3.0 3.6 1.9 -1.7 4.3 -5.0 20.0 -3.4 0.5 -4.6 -18.9 -20.0 -8.3 -7.1 -8.0 -7.6 -20.0 -13.6 3.0 -7.8 -12.9 20.0 -7.1 8.5 -3.7 1.9 -1.5 -5.0 -7.1 10.8 -0.9 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 CANOLA 10.0 -11.3 -20.0 -4.3 0.1 -5.0 -0.2 -4.1 -2.1 11.1 -2.3 12.3 0.1 -3.5 -12.2 -20.0 -9.9 -17.3 -12.4 -10.1 -9.7 4.9 -3.1 -1.3 5.7 -4.4 2.7 -4.2 1.2 -1.8 -1.4 -4.5 3.5 7.3 6.8 -5.7 16.7 20.0 20.0 20.0 CHF -4.0 -5.6 -2.1 -2.0 2.3 1.2 -1.1 2.8 -3.3 4.2 12.0 9.4 12.2 -2.6 -2.1 -15.6 -15.6 -15.5 -15.2 1.3 7.4 2.4 11.9 0.6 -0.8 1.7 2.4 4.9 1.2 6.6 0.6 -20.0 7.1 7.6 8.8 4.0 -20.0 -20.0 -20.0 -20.0 COCOA -8.9 -20.0 -19.2 -3.2 0.1 -3.6 -0.2 -3.0 -1.6 -2.2 -9.1 -4.6 -0.2 -7.9 -9.2 -2.3 11.2 1.6 6.2 -15.4 -11.9 -2.7 -0.8 -10.6 -20.0 -3.0 -0.9 -1.9 -0.3 0.9 -2.0 20.0 4.8 -14.2 -7.6 1.4 -5.7 2.1 0.9 5.7 COFFEE 1.9 2.2 12.6 -4.9 0.1 -5.6 -0.3 -4.6 -2.4 -12.6 9.9 0.3 11.1 6.3 11.8 18.7 10.7 15.5 12.8 15.8 15.1 0.1 14.5 10.4 -20.0 4.9 -3.4 5.7 -0.1 6.1 2.6 20.0 -8.2 19.0 20.0 20.0 9.1 14.4 17.6 20.0 COPPER 10.4 14.6 -3.2 2.5 -0.8 2.5 -0.1 2.0 1.6 7.6 -1.7 7.2 -1.2 7.3 -2.0 -5.9 -5.5 -5.5 -5.4 4.5 1.6 6.6 1.4 6.6 -4.4 2.0 2.6 1.8 2.3 2.4 2.3 1.0 14.7 -1.7 -8.7 -13.2 18.8 8.5 19.1 10.2 CORN -1.5 5.7 -1.2 -7.2 0.2 -8.2 -0.4 -6.8 -3.5 20.0 -10.2 13.5 -14.5 4.5 5.8 -18.8 -19.0 -20.0 -20.0 0.3 -7.4 13.7 -16.3 5.6 10.6 1.4 20.0 -2.1 12.9 -8.2 5.0 -20.0 20.0 12.8 20.0 20.0 -9.3 -1.9 2.4 0.1 COTTON2 -4.3 -4.6 -0.5 -7.6 0.2 -8.7 -0.4 -7.2 -3.7 20.0 -20.0 -2.0 -20.0 -16.3 -20.0 -18.0 -14.4 -17.4 -16.0 -15.6 -17.5 2.5 -20.0 -9.8 -15.5 -7.4 8.9 -7.2 1.7 -9.0 -5.1 -12.5 14.9 -9.1 15.8 20.0 -12.5 -16.2 -11.1 -13.9 CRUDE_W -8.4 -6.2 -2.8 -1.1 6.4 0.4 5.6 0.6 0.3 11.4 -5.9 -2.5 -10.8 -11.7 -15.4 0.7 6.5 3.7 5.1 -9.4 -7.1 -0.8 -7.6 -8.3 4.5 -5.7 1.6 -4.7 -0.3 -4.4 -4.4 -4.6 -16.7 -10.4 -17.4 -12.0 20.0 15.8 2.0 18.3 DAX 3.9 -2.6 -12.6 5.8 3.4 5.4 3.9 4.1 4.7 9.1 16.1 0.9 17.2 7.1 6.1 -6.4 -6.5 -6.1 -5.8 4.8 8.5 2.0 18.3 4.2 -11.0 1.5 0.4 1.7 1.0 6.3 2.1 -0.9 -20.0 -1.7 -20.0 -20.0 12.1 20.0 20.0 20.0 DOW -10.9 1.1 10.0 4.7 2.7 4.3 3.1 3.3 3.8 13.6 15.4 13.6 13.0 12.1 13.9 -8.2 -8.3 -8.5 -8.0 12.5 13.4 18.6 11.7 12.9 -11.2 4.3 9.2 4.9 6.0 4.1 3.7 -4.3 17.1 -7.6 -4.9 2.7 -20.0 -20.0 -20.0 -20.0 DX 12.0 12.6 3.4 -2.0 2.4 1.3 -1.2 2.9 -3.4 5.0 -10.2 6.9 -13.3 11.3 7.2 5.6 6.1 5.8 5.9 6.4 -3.6 4.6 -11.5 8.6 -20.0 3.6 -0.9 -0.9 2.5 -4.3 4.7 15.7 -12.4 20.0 10.2 11.5 16.8 16.1 13.5 17.6 EUR -11.6 -9.9 -0.2 -2.3 2.8 1.5 -1.3 3.3 -3.9 0.1 13.9 -6.5 15.8 -12.8 -2.5 -7.2 -7.5 -7.4 -7.4 -3.8 7.8 -2.8 15.9 -7.2 14.2 -1.9 2.6 4.3 -1.6 8.2 -4.2 -7.3 -0.5 -2.9 -0.5 -0.1 -10.9 -20.0 -16.5 -20.0 EURIBOR-ICE 15.9 2.3 -1.9 3.1 0.5 1.3 2.9 -0.4 4.2 -12.5 9.3 1.4 10.2 4.8 3.6 11.8 10.4 12.6 12.3 5.7 3.9 -0.4 5.5 6.6 4.8 2.9 -4.4 1.5 0.1 1.5 3.4 14.0 -8.7 5.0 -1.4 -0.8 8.7 20.0 11.2 20.0 EUROSTX 4.2 12.5 3.2 6.3 3.7 5.9 4.2 4.4 5.1 14.9 20.0 17.7 18.3 19.0 18.9 -3.4 -1.3 -2.8 -2.0 19.2 16.2 14.9 15.3 18.9 -6.2 6.3 3.9 4.1 5.2 2.7 6.5 6.9 3.9 6.3 0.9 -8.7 20.0 20.0 20.0 20.0 FEEDCOW -13.3 -19.4 -8.8 -3.5 0.1 -4.0 -0.2 -3.3 -1.7 -10.4 10.0 -7.6 11.1 -1.3 6.7 13.1 7.3 14.8 12.4 7.0 14.4 -20.0 16.0 -6.8 -20.0 2.0 -11.1 4.3 -6.8 5.3 -1.6 20.0 -20.0 -2.9 12.3 20.0 20.0 20.0 20.0 20.0 GASOIL -5.3 -1.5 4.0 -0.9 5.1 0.3 4.5 0.5 0.3 10.4 5.6 8.3 2.6 2.7 1.3 20.0 13.7 19.5 16.5 3.1 4.2 14.1 2.9 5.7 -0.6 1.9 7.6 2.6 7.4 1.8 3.0 10.8 10.8 3.6 8.9 7.7 12.9 12.0 6.5 9.5 GASOLINE -4.9 -5.6 -0.0 -1.0 6.0 0.4 5.2 0.6 0.3 11.2 2.0 6.7 -0.9 -4.8 -8.5 11.3 20.0 20.0 20.0 -3.5 -1.2 6.7 -0.6 -1.4 -19.5 -3.8 4.8 -2.8 3.7 -1.4 -1.6 20.0 -3.4 -2.6 -11.6 -7.5 20.0 20.0 20.0 20.0 GAS_US_mini 5.8 9.9 -11.3 -1.3 7.6 0.4 6.6 0.7 0.4 2.6 -20.0 4.1 -17.7 3.0 -14.5 -20.0 -20.0 -20.0 -20.0 -6.9 -14.4 1.0 -14.3 0.6 20.0 -2.6 -5.7 -5.9 1.5 -5.3 1.3 -20.0 -5.4 17.6 5.3 -19.1 -3.3 -20.0 -20.0 -20.0 GBP -9.2 -11.2 -6.2 -2.9 3.5 1.9 -1.7 4.2 -4.9 -20.0 10.8 -19.0 16.9 -19.7 -9.6 0.9 -0.1 0.4 0.1 -8.4 2.7 -15.4 13.4 -13.3 1.1 -3.5 -11.8 3.1 -10.0 8.5 -7.9 5.4 -17.1 -3.4 -2.8 -3.4 8.5 -3.1 6.8 -2.1 GOLD_micro -20.0 -3.7 -9.5 2.8 -0.9 2.8 -0.1 2.2 1.7 -8.3 8.8 -1.9 9.2 4.4 7.3 -9.2 -11.4 -10.8 -10.8 13.9 13.0 -3.9 11.2 8.5 -20.0 3.2 -1.5 2.7 0.3 2.3 2.4 -8.5 2.7 20.0 20.0 15.6 -11.5 1.6 -19.9 -7.5 HEATOIL -1.7 -5.1 0.8 -1.0 5.8 0.3 5.1 0.5 0.3 11.1 8.2 9.6 4.8 3.4 0.3 8.4 8.5 8.6 8.5 2.0 3.5 17.9 3.4 6.7 -20.0 -0.6 9.8 0.4 9.2 1.7 2.7 0.6 14.9 8.2 -3.2 -2.5 14.3 6.9 -5.2 -7.3 JGB-SGX-mini 10.1 -5.5 -9.2 2.5 0.4 1.0 2.3 -0.4 3.3 4.7 -10.2 0.9 -9.6 -6.1 -8.9 6.6 12.5 8.6 10.6 -5.9 -9.1 1.3 -10.8 -1.6 -5.9 -2.5 2.4 -4.0 1.1 -5.1 -0.3 14.3 -7.2 -6.8 -9.9 -14.8 -18.1 -18.1 -11.5 -20.0 JPY -14.1 -10.1 -11.0 -1.5 1.8 0.9 -0.9 2.1 -2.5 -6.8 -10.2 -10.6 -7.4 -10.2 -11.0 -9.2 -10.9 -9.8 -10.0 -11.9 -9.3 -8.7 -6.6 -11.7 20.0 -3.9 -1.2 -2.7 -3.3 -1.8 -4.3 -12.3 -8.6 -11.9 -12.4 -11.4 -2.4 -10.7 -4.8 -11.0 LEANHOG -20.0 -16.7 1.1 -7.3 0.2 -8.3 -0.4 -6.8 -3.6 -20.0 16.0 -20.0 18.4 -20.0 -7.0 8.6 20.0 20.0 20.0 -10.6 7.8 -20.0 17.1 -20.0 -1.2 -4.3 -12.3 1.2 -11.6 4.4 -9.6 20.0 -20.0 -20.0 13.1 20.0 15.2 16.3 20.0 20.0 LIVECOW -12.3 -18.8 -11.5 -4.2 0.1 -4.7 -0.2 -3.9 -2.0 -11.9 12.0 -8.6 13.1 -2.3 7.0 -8.7 10.4 -3.9 5.0 4.2 12.2 -20.0 15.8 -7.6 -20.0 1.7 -14.1 4.6 -8.9 6.3 -2.5 20.0 -20.0 -2.7 12.0 20.0 20.0 16.0 20.0 20.0 LUMBER-new 6.5 0.5 -13.8 -4.6 0.1 -5.3 -0.2 -4.3 -2.3 -13.9 -10.3 -11.5 -8.3 -3.0 -9.5 -20.0 -20.0 -20.0 -20.0 -8.1 -9.9 -19.9 -8.3 -9.0 NaN -2.5 -10.7 -2.5 -7.3 -1.4 -3.3 -20.0 -20.0 -2.3 16.6 6.7 14.5 20.0 17.4 20.0 MXP -8.8 -2.3 8.5 -3.0 3.5 1.9 -1.7 4.2 -4.9 9.0 20.0 14.1 19.8 18.8 20.0 12.7 12.7 12.9 12.6 15.3 20.0 3.3 20.0 6.7 -20.0 8.3 1.2 13.7 1.4 13.6 3.3 20.0 2.0 11.5 20.0 20.0 4.8 7.6 2.8 10.2 NASDAQ_micro -15.8 -3.5 2.1 4.6 2.7 4.2 3.0 3.2 3.7 13.4 15.6 13.3 14.6 13.4 14.0 -9.0 -8.9 -9.6 -9.0 17.7 19.5 20.0 18.5 17.4 -20.0 5.1 8.8 5.5 6.0 5.0 4.5 -5.7 20.0 3.2 10.5 12.3 -20.0 -20.0 -20.0 -20.0 NIKKEI 8.9 4.7 18.8 3.4 2.0 3.1 2.2 2.4 2.7 9.9 11.5 10.5 10.1 10.7 11.1 0.5 7.9 4.0 6.4 19.8 17.4 17.9 12.4 19.2 -9.4 4.2 2.5 3.6 3.0 2.2 3.7 20.0 19.4 20.0 20.0 20.0 1.2 10.6 13.9 17.3 NZD -7.0 -14.4 -12.7 -2.4 2.8 1.5 -1.4 3.4 -3.9 18.0 -2.7 -6.4 -6.7 -16.0 -17.9 -4.1 -2.9 -3.9 -3.5 -16.6 -12.2 0.8 -7.0 -11.2 14.6 -5.6 5.1 -3.9 0.8 -2.5 -4.0 0.0 7.5 4.1 -11.1 -14.6 15.1 20.0 18.7 20.0 OAT 17.3 8.8 -0.2 3.7 0.6 1.6 3.5 -0.5 5.0 -8.4 5.5 7.1 -4.1 10.9 7.6 16.9 10.7 16.5 14.6 7.1 0.9 4.2 -3.2 10.6 1.3 3.4 -2.1 0.8 1.8 -0.5 4.8 15.6 -4.0 4.4 6.0 -4.9 8.1 20.0 8.4 20.0 OATIES 7.0 -5.7 -18.8 -6.3 0.2 -7.2 -0.3 -5.9 -3.1 -14.4 -18.9 -3.9 -13.0 -12.6 -19.3 -20.0 -9.1 -20.0 -16.6 -17.8 -18.9 -6.2 -13.8 -9.7 -12.6 -6.9 -6.1 -7.0 -2.9 -5.2 -4.2 -6.9 -15.3 -12.9 0.2 -9.2 -20.0 -12.0 -17.7 -11.4 OJ -20.0 -15.8 -11.2 -2.1 0.1 -2.4 -0.1 -2.0 -1.0 -3.2 -4.9 -5.5 -5.4 -6.3 -5.7 -3.4 4.9 -0.9 1.5 -9.3 -7.3 -7.6 -6.3 -10.4 -20.0 -2.2 -1.1 -1.7 -1.8 -1.4 -2.5 19.2 -11.9 -16.7 -2.6 5.9 -7.4 -15.4 -1.7 -13.6 PALLAD 5.3 9.3 4.7 2.6 -0.9 2.6 -0.1 2.0 1.6 -7.9 5.7 -0.7 4.5 3.4 4.7 -2.7 -2.9 -2.9 -2.9 8.7 7.2 -1.3 4.6 6.3 13.0 2.8 -1.1 2.4 0.3 1.9 2.2 5.4 -4.3 10.9 5.7 1.3 -15.2 -20.0 -20.0 -19.8 PLAT -18.3 -1.9 5.4 2.8 -0.9 2.8 -0.1 2.1 1.7 -4.7 8.0 -4.4 7.2 2.8 5.6 -3.4 -3.5 -3.3 -3.2 8.3 10.4 -3.3 9.4 2.8 0.7 2.7 -1.1 3.6 -0.8 3.5 1.1 4.7 -3.2 -10.3 -3.7 -4.5 20.0 8.9 -8.6 -7.2 REDWHEAT 6.5 2.0 -8.9 -7.3 0.2 -8.3 -0.4 -6.8 -3.6 20.0 -20.0 11.6 -20.0 -5.3 -19.3 -19.4 -17.0 -20.0 -19.0 -14.3 -20.0 20.0 -20.0 0.6 8.2 -4.9 20.0 -7.4 12.7 -9.3 1.6 -17.3 20.0 9.6 20.0 13.0 -20.0 -20.0 -20.0 -20.0 RICE -9.8 -20.0 -20.0 -3.6 0.1 -4.1 -0.2 -3.3 -1.7 -4.7 -12.6 -9.6 -12.1 -11.6 -12.4 -20.0 -10.7 -19.2 -16.9 -20.0 -20.0 -13.3 -20.0 -20.0 -1.5 -4.5 -0.9 -4.4 -2.8 -4.4 -4.0 -10.8 -20.0 -20.0 -12.9 -12.4 -8.4 -9.0 -1.0 -8.3 ROBUSTA 4.9 8.9 18.3 -2.8 0.1 -3.2 -0.1 -2.7 -1.4 -5.8 0.3 2.2 -0.4 1.7 5.8 6.0 14.0 11.4 12.8 5.8 2.6 1.2 0.7 4.3 -20.0 1.9 -0.9 0.9 0.3 0.4 1.3 20.0 -0.7 12.8 11.9 20.0 -1.6 18.5 5.6 20.0 RUSSELL -13.8 0.5 16.7 3.9 2.3 3.7 2.6 2.8 3.2 7.4 12.7 9.4 8.6 9.3 11.7 -4.8 -5.4 -5.2 -5.1 10.6 11.6 6.1 8.0 7.4 6.0 4.1 1.8 4.8 1.5 3.2 2.1 0.5 -6.1 -7.3 -2.3 7.9 -20.0 -20.0 -20.0 -20.0 SHATZ 17.7 0.9 -9.9 3.9 0.7 1.6 3.6 -0.6 5.2 -14.3 -6.0 -0.5 -0.2 3.6 -6.8 -9.5 -18.0 -16.5 -16.4 -1.1 -5.5 -3.6 -4.3 3.1 7.1 0.5 -7.1 -1.9 -1.9 -1.5 2.2 -20.0 -15.6 -1.7 -10.1 -13.6 15.2 20.0 19.9 20.0 SILVER-mini -20.0 -2.9 4.9 3.1 -1.0 3.0 -0.1 2.4 1.9 -8.9 9.4 -5.8 9.5 3.8 7.4 -5.7 -6.7 -6.6 -6.6 12.8 12.8 -4.9 9.9 6.0 -5.6 3.5 -1.6 3.4 -0.2 2.6 2.1 -1.0 -5.1 2.9 13.9 13.5 20.0 20.0 4.0 3.1 SMI 9.3 9.1 6.5 5.6 3.2 5.2 3.7 3.9 4.5 -13.5 10.2 3.0 7.9 13.2 14.1 5.9 3.3 4.2 3.3 13.3 9.5 -4.5 6.9 9.7 10.1 4.6 -9.0 2.8 -2.0 1.5 3.2 15.1 -20.0 13.0 -6.4 -6.4 20.0 20.0 20.0 20.0 SOFR 2.1 -7.4 8.3 4.7 0.8 1.9 4.3 -0.7 6.3 -17.0 16.6 5.3 14.6 1.3 11.0 7.0 5.3 7.1 6.6 8.4 14.1 0.3 15.0 4.5 -20.0 5.0 -3.2 7.4 0.2 7.3 3.0 4.4 -6.9 -7.3 -9.0 13.6 1.3 -15.4 -8.1 -20.0 SOYBEAN 6.8 0.3 5.0 -7.1 0.2 -8.1 -0.4 -6.7 -3.5 20.0 5.4 20.0 -8.4 7.7 8.6 -4.1 -7.1 -7.3 -8.3 5.3 1.3 20.0 -6.4 14.2 -5.4 5.4 20.0 4.3 16.9 -0.6 9.0 -0.1 20.0 20.0 20.0 20.0 -13.4 -4.1 -12.1 -0.3 SOYMEAL 18.9 5.9 8.2 -7.1 0.2 -8.1 -0.4 -6.6 -3.5 20.0 -16.6 20.0 -20.0 11.7 -3.5 -18.2 -16.4 -20.0 -19.2 2.0 -11.0 20.0 -20.0 20.0 -18.9 2.9 20.0 -1.9 19.4 -5.9 10.1 -17.3 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.6 -20.0 SOYOIL 5.1 -10.9 -9.9 -6.3 0.1 -7.2 -0.3 -5.9 -3.1 -9.5 5.5 0.6 9.7 -9.8 -13.9 -7.7 -4.0 -6.7 -5.2 -6.6 0.0 -2.6 8.2 -4.1 -16.9 -3.0 -3.3 0.0 -1.7 2.9 -2.0 5.8 -7.9 13.5 12.9 20.0 -20.0 -13.6 -20.0 -14.7 SP400 -9.9 -6.3 6.5 4.1 2.4 3.8 2.7 2.8 3.3 7.3 11.5 9.8 5.8 5.3 6.2 -5.7 -6.0 -5.9 -5.8 3.1 5.1 4.8 4.4 2.3 -0.5 0.7 2.0 1.9 1.2 1.4 -0.5 -0.5 -3.7 -17.1 -17.7 -7.6 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -9.3 3.7 4.8 2.8 4.4 3.2 3.4 3.8 14.1 16.3 13.9 15.4 13.0 14.4 -9.1 -9.7 -10.0 -9.5 15.0 17.9 18.7 17.3 13.6 -16.5 4.1 7.8 5.5 4.4 5.0 2.5 -6.8 17.4 -11.8 -1.2 9.4 -20.0 -20.0 -20.0 -20.0 SUGAR11 -14.8 -4.4 -6.5 -3.9 0.1 -4.5 -0.2 -3.7 -1.9 -11.7 -12.7 -12.6 -12.2 -12.5 -11.8 15.5 7.3 4.8 2.4 -14.3 -12.4 -20.0 -11.4 -18.3 -16.9 -4.4 -6.9 -3.5 -7.0 -3.0 -5.9 20.0 -20.0 -20.0 -5.2 5.2 -20.0 -20.0 -15.7 -20.0 US10 5.8 2.8 13.5 4.0 0.7 1.7 3.7 -0.6 5.4 -3.8 15.5 11.5 4.7 12.7 15.5 2.4 -0.1 2.1 1.4 12.3 12.7 6.3 8.4 10.3 -6.4 6.0 0.4 6.2 3.0 4.6 5.0 -4.7 1.0 0.1 4.8 16.1 -13.4 -20.0 -12.7 -20.0 US10U 6.4 6.6 15.1 5.2 0.9 2.2 4.8 -0.7 7.0 6.0 19.2 17.4 1.8 19.7 20.0 2.4 -1.4 0.5 -0.5 18.7 16.6 11.7 8.3 16.8 -11.9 8.2 2.1 7.6 4.7 4.8 7.0 -7.6 7.1 3.2 17.1 20.0 0.4 -13.8 -10.2 -20.0 US2 5.2 1.8 9.3 3.6 0.6 1.5 3.4 -0.5 4.9 -14.7 6.3 4.0 -2.0 6.8 10.7 -11.0 -15.4 -11.9 -12.9 6.6 6.4 0.6 3.3 5.0 18.4 4.4 -2.9 4.6 0.4 3.8 3.2 -20.0 -7.6 -3.1 -2.3 7.9 -12.1 -9.7 -15.2 -20.0 US20 8.0 12.1 16.0 3.9 0.7 1.6 3.6 -0.6 5.2 8.9 10.0 13.9 -4.8 16.3 16.6 4.2 2.9 4.3 3.9 15.8 11.6 11.0 3.0 15.0 -9.3 6.2 2.6 5.0 4.1 2.3 5.6 0.3 7.9 3.6 18.3 19.1 20.0 13.2 -1.9 -14.4 US30 8.8 12.6 14.4 4.3 0.7 1.8 4.0 -0.6 5.8 12.1 6.1 16.0 -9.5 18.5 18.3 0.4 -2.9 -2.2 -2.6 15.8 9.4 13.2 -1.0 16.6 -5.7 6.8 3.8 4.8 5.4 1.3 6.8 -10.5 11.0 3.6 19.7 17.0 17.3 8.9 -0.1 -14.9 US5 4.7 -0.9 10.2 4.0 0.7 1.6 3.7 -0.6 5.3 -12.1 14.0 7.4 5.0 8.3 12.7 -1.2 -3.5 -1.8 -2.3 8.7 10.1 3.2 7.8 6.8 -0.6 5.3 -0.9 6.0 1.9 5.2 4.2 -10.6 -3.6 -2.1 -1.9 11.7 -15.3 -15.2 -12.8 -20.0 VIX 11.6 1.9 -11.7 -3.3 -5.5 -4.1 -3.5 -1.0 -1.0 -17.8 -19.5 -17.4 -10.0 -14.2 -18.4 -20.0 -20.0 -20.0 -20.0 -7.1 -8.5 -9.5 -4.8 -4.8 NaN -3.6 -6.4 -4.7 -4.0 -1.4 -1.0 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 2.8 3.9 -10.0 -7.4 0.2 -8.5 -0.4 -7.0 -3.7 20.0 -20.0 8.8 -20.0 -6.1 -20.0 -18.9 -18.5 -19.0 -18.7 -12.4 -19.9 18.5 -20.0 -0.1 13.9 -4.6 20.0 -6.2 12.7 -7.9 1.1 -18.3 20.0 7.8 20.0 13.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3