******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251029_204403 produced at 2025-10-29 21:39:24.818164 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -21.03 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.69 0.0 0.00 0.00 0.00 0.00 -5.67 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 -22.38 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.09 0.0 1.05 -1.05 -0.14 -0.14 -2.58 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 -14.72 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.07 0.0 1.03 -1.03 -0.08 -0.08 -0.85 13.0 -1 -1 caleb_strategy_v3 US2 False True 0.10 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.62 13.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.05 -0.06 0.0 0.12 -0.12 -0.05 -0.05 -13.04 26.0 -10 -10 caleb_strategy_v3 JPY False False 0.04 0.00 -0.05 0.0 0.70 -0.70 0.00 0.00 -1.30 17.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.35 2.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.77 24.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.05 0.0 0.19 -0.19 -0.08 -0.08 -3.14 11.0 -5 -5 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -5.25 4.0 -3 -3 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -4.34 18.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 0.00 -0.03 0.0 1.37 -1.37 0.00 0.00 -0.55 25.0 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 -1.47 48.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.79 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -1.89 3.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.07 -0.02 0.0 0.79 -0.79 -0.07 -0.04 -1.38 66.0 -6 -3 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 1.02 -1.02 0.00 0.00 -0.30 14.0 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 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.11 -1.11 -0.06 -0.06 -1.15 56.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.79 -0.79 -0.03 -0.03 -0.51 26.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 0.00 -0.02 0.0 0.91 -0.91 0.00 0.00 -0.56 22.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.01 0.0 0.61 -0.61 -0.03 -0.03 -0.44 23.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.96 -0.96 0.00 0.00 -0.15 17.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.01 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.77 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.73 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 -0.93 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.06 -0.01 0.0 0.14 -0.14 -0.06 -0.06 -0.88 9.0 -4 -4 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 0.09 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.20 12.0 -3 -3 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.02 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 -0.00 0.0 0.43 -0.43 -0.01 -0.02 -0.53 68.0 -1 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.31 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 0.15 999999999.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.76 -0.76 0.00 0.00 0.11 13.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.37 -0.37 0.06 0.06 0.20 6.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.19 7.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.78 -0.78 0.00 0.00 0.12 17.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.37 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 1.33 51.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.01 0.0 0.67 -0.67 0.08 0.08 0.13 8.0 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 DAX False False 0.01 0.00 0.01 0.0 0.82 -0.82 0.00 0.00 0.85 58.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.61 -0.61 0.00 0.00 0.56 21.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.40 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.76 -0.76 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.04 0.0 0.21 -0.21 0.03 0.03 2.41 13.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.03 1.34 4.0 1 1 caleb_strategy_v3 COPPER False False 0.07 0.07 0.05 0.0 999.00 -999.00 0.07 0.07 0.75 999999999.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 0.06 0.0 999.00 -999.00 0.00 0.00 1.26 999999999.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.30 19.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 2.85 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.10 0.0 0.67 -0.67 0.17 0.17 2.91 20.0 5 5 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.29 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 2.45 12.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.71 -0.71 0.00 0.00 2.37 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.43 0.17 0.0 0.72 -0.72 0.43 0.43 2.39 10.0 6 6 caleb_strategy_v3 NIKKEI False False 0.02 0.24 0.23 0.0 0.61 -0.61 0.24 0.25 13.37 36.0 14 15 caleb_strategy_v3 MXP False False 0.01 0.38 0.48 0.0 0.81 -0.81 0.38 0.38 35.32 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.60 0.0 1.43 -1.43 0.00 0.00 11.18 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.6 Shocked risk 49.7 Sum abs risk 50.4 Leverage 6.38 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1990053.2999999998, 'annual_cash_vol_target': 497513.32499999995, 'daily_cash_vol_target': 31094.582812499997} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6574 0.5323 8.5165 BITCOIN 2277.7015 111225.0000 2.0478 32.7653 BOBL 0.1835 118.0900 0.1554 2.4856 BTP 0.4064 121.4600 0.3346 5.3541 BUND 0.3677 129.2700 0.2845 4.5517 BUXL 0.8954 116.4800 0.7687 12.2995 CAC 58.5011 8217.0000 0.7120 11.3912 CAD 0.0022 0.7188 0.3059 4.8940 CANOLA 6.4891 640.6000 1.0130 16.2075 CHF 0.0056 1.2558 0.4490 7.1843 COCOA 130.4139 6074.0000 2.1471 34.3534 COFFEE 7.0791 371.5000 1.9055 30.4887 COPPER 0.0768 5.2070 1.4749 23.5990 CORN 3.8536 465.5000 0.8278 13.2455 COTTON2 0.6993 67.4400 1.0370 16.5916 CRUDE_W 0.8671 59.8400 1.4490 23.1842 DAX 168.8856 24243.0000 0.6966 11.1462 DOW 311.5669 47772.0000 0.6522 10.4351 DX 0.3597 99.0000 0.3633 5.8128 EUR 0.0047 1.1629 0.4005 6.4086 EURIBOR-ICE 0.0339 97.8050 0.0347 0.5548 EUROSTX 41.8006 5718.0000 0.7310 11.6966 FEEDCOW 4.7387 334.6750 1.4159 22.6546 GASOIL 11.5543 682.2500 1.6936 27.0969 GASOLINE 0.0300 1.8452 1.6258 26.0127 GAS_US_mini 0.1032 3.7850 2.7267 43.6274 GBP 0.0057 1.3194 0.4356 6.9697 GOLD_micro 54.6927 3959.1000 1.3814 22.1031 HEATOIL 0.0382 2.3359 1.6367 26.1880 JGB-SGX-mini 0.2109 135.8700 0.1552 2.4836 JPY 0.0000 0.0066 0.6163 9.8612 LEANHOG 0.9909 82.2750 1.2043 19.2692 LIVECOW 2.8396 229.6500 1.2365 19.7840 LUMBER-new 8.8348 584.5000 1.5115 24.1842 MXP 0.0003 0.0539 0.5132 8.2109 NASDAQ_micro 209.7329 26303.2500 0.7974 12.7578 NIKKEI 584.1356 51085.0000 1.1435 18.2953 NZD 0.0030 0.5776 0.5232 8.3710 OAT 0.3899 122.4700 0.3184 5.0943 OATIES 4.7684 309.2500 1.5419 24.6709 OJ 6.4785 181.3500 3.5724 57.1576 PALLAD 44.0609 1418.5000 3.1062 49.6986 PLAT 34.0308 1583.9000 2.1485 34.3767 REDWHEAT 7.2936 538.5000 1.3544 21.6710 RICE 0.1361 10.3950 1.3092 20.9475 ROBUSTA 87.6460 4614.0000 1.8996 30.3931 RUSSELL 29.2482 2496.0000 1.1718 18.7488 SHATZ 0.0511 107.0250 0.0478 0.7643 SILVER-mini 0.9715 47.3750 2.0507 32.8114 SMI 82.2203 12296.0000 0.6687 10.6988 SOFR 0.0500 96.7300 0.0516 0.8264 SOYBEAN 8.1679 1097.0000 0.7446 11.9131 SOYMEAL 3.3702 315.0000 1.0699 17.1185 SOYOIL 0.6003 50.9900 1.1773 18.8369 SP400 31.7446 3278.4000 0.9683 15.4927 SP500_micro 48.3515 6935.5000 0.6972 11.1545 SUGAR11 0.2464 14.0800 1.7499 27.9987 US10 0.3328 112.7969 0.2951 4.7212 US10U 0.4382 115.7500 0.3786 6.0572 US2 0.0859 104.1445 0.0825 1.3197 US20 0.6476 118.0000 0.5488 8.7811 US30 0.9554 122.3750 0.7807 12.4917 US5 0.2180 109.2344 0.1995 3.1925 VIX 0.5059 20.7000 2.4438 39.1001 WHEAT 6.9470 597.5000 1.1627 18.6028 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 657.40 0.53 349.92 1.00 349.92 31094.58 88.86 12.35 109.71 BITCOIN 111.22 2.05 227.77 1.00 227.77 31094.58 136.52 -9.94 -135.76 BOBL 1180.90 0.16 183.45 1.17 213.82 31094.58 145.43 8.80 128.02 BTP 1214.60 0.33 406.44 1.17 473.71 31094.58 65.64 10.58 69.42 BUND 1292.70 0.28 367.75 1.17 428.62 31094.58 72.55 5.38 39.01 BUXL 1164.80 0.77 895.40 1.17 1043.60 31094.58 29.80 0.82 2.43 CAC 821.70 0.71 585.01 1.17 681.84 31094.58 45.60 15.71 71.65 CAD 718.75 0.31 219.85 1.00 219.85 31094.58 141.44 -7.01 -99.11 CANOLA 128.12 1.01 129.78 0.71 92.69 31094.58 335.48 1.63 54.65 CHF 1569.75 0.45 704.85 1.00 704.85 31094.58 44.12 -7.39 -32.59 COCOA 607.40 2.15 1304.14 1.00 1304.14 31094.58 23.84 -8.82 -21.03 COFFEE 1393.12 1.91 2654.66 1.00 2654.66 31094.58 11.71 10.23 11.98 COPPER 1301.75 1.47 1920.00 1.00 1920.00 31094.58 16.20 4.29 6.94 CORN 232.75 0.83 192.68 1.00 192.68 31094.58 161.38 -0.50 -8.06 COTTON2 337.20 1.04 349.67 1.00 349.67 31094.58 88.93 -14.49 -128.84 CRUDE_W 598.40 1.45 867.09 1.00 867.09 31094.58 35.86 -2.04 -7.32 DAX 242.43 0.70 168.89 1.17 196.84 31094.58 157.97 1.58 25.00 DOW 238.86 0.65 155.78 1.00 155.78 31094.58 199.60 -2.98 -59.41 DX 990.00 0.36 359.67 1.00 359.67 31094.58 86.45 5.63 48.65 EUR 1453.62 0.40 582.23 1.00 582.23 31094.58 53.41 -2.19 -11.71 EURIBOR-ICE 2445.13 0.03 84.78 1.17 98.82 31094.58 314.67 10.41 327.44 EUROSTX 571.80 0.73 418.01 1.17 487.19 31094.58 63.82 13.36 85.28 FEEDCOW 1673.38 1.42 2369.35 1.00 2369.35 31094.58 13.12 2.89 3.80 GASOIL 682.25 1.69 1155.43 1.00 1155.43 31094.58 26.91 11.47 30.87 GASOLINE 774.98 1.63 1259.96 1.00 1259.96 31094.58 24.68 3.45 8.51 GAS_US_mini 94.62 2.73 258.02 1.00 258.02 31094.58 120.51 -9.98 -120.23 GBP 824.62 0.44 359.21 1.00 359.21 31094.58 86.56 -2.47 -21.36 GOLD_micro 395.91 1.38 546.93 1.00 546.93 31094.58 56.85 -5.93 -33.69 HEATOIL 981.08 1.64 1605.78 1.00 1605.78 31094.58 19.36 1.09 2.11 JGB-SGX-mini 135870.00 0.16 21090.30 0.01 138.62 31094.58 224.32 -8.65 -193.94 JPY 821.88 0.62 506.54 1.00 506.54 31094.58 61.39 -8.12 -49.87 LEANHOG 329.10 1.20 396.34 1.00 396.34 31094.58 78.45 5.05 39.66 LIVECOW 918.60 1.24 1135.85 1.00 1135.85 31094.58 27.38 1.33 3.65 LUMBER-new 160.74 1.51 242.96 1.00 242.96 31094.58 127.98 -6.07 -77.74 MXP 269.30 0.51 138.20 1.00 138.20 31094.58 225.00 10.68 240.32 NASDAQ_micro 526.07 0.80 419.47 1.00 419.47 31094.58 74.13 -2.53 -18.75 NIKKEI 51085.00 1.14 58413.56 0.01 383.93 31094.58 80.99 15.23 123.31 NZD 577.55 0.52 302.17 1.00 302.17 31094.58 102.91 2.08 21.44 OAT 1224.70 0.32 389.93 1.17 454.47 31094.58 68.42 10.21 69.84 OATIES 154.62 1.54 238.42 1.00 238.42 31094.58 130.42 -20.00 -260.84 OJ 272.02 3.57 971.77 1.00 971.77 31094.58 32.00 -12.94 -41.41 PALLAD 1418.50 3.11 4406.09 1.00 4406.09 31094.58 7.06 2.31 1.63 PLAT 791.95 2.15 1701.54 1.00 1701.54 31094.58 18.27 1.23 2.24 REDWHEAT 269.25 1.35 364.68 1.00 364.68 31094.58 85.26 -8.24 -70.28 RICE 207.90 1.31 272.19 1.00 272.19 31094.58 114.24 -18.85 -215.36 ROBUSTA 461.40 1.90 876.46 1.00 876.46 31094.58 35.48 6.47 22.96 RUSSELL 124.80 1.17 146.24 1.00 146.24 31094.58 212.63 -0.75 -16.00 SHATZ 1070.25 0.05 51.12 1.17 59.58 31094.58 521.86 -1.45 -75.73 SILVER-mini 1184.38 2.05 2428.81 1.00 2428.81 31094.58 12.80 3.34 4.27 SMI 1229.60 0.67 822.20 1.26 1034.90 31094.58 30.05 12.54 37.67 SOFR 2418.25 0.05 124.90 1.00 124.90 31094.58 248.96 -3.74 -93.22 SOYBEAN 548.50 0.74 408.39 1.00 408.39 31094.58 76.14 2.68 20.41 SOYMEAL 315.00 1.07 337.02 1.00 337.02 31094.58 92.26 -8.96 -82.63 SOYOIL 305.94 1.18 360.19 1.00 360.19 31094.58 86.33 -9.05 -78.14 SP400 3278.40 0.97 3174.46 1.00 3174.46 31094.58 9.80 -7.00 -6.86 SP500_micro 346.78 0.70 241.76 1.00 241.76 31094.58 128.62 -4.91 -63.12 SUGAR11 157.70 1.75 275.95 1.00 275.95 31094.58 112.68 -15.80 -178.05 US10 1127.97 0.30 332.84 1.00 332.84 31094.58 93.42 -1.27 -11.87 US10U 1157.50 0.38 438.20 1.00 438.20 31094.58 70.96 1.28 9.05 US2 2082.89 0.08 171.79 1.00 171.79 31094.58 181.00 -2.70 -48.93 US20 1180.00 0.55 647.61 1.00 647.61 31094.58 48.01 6.53 31.36 US30 1223.75 0.78 955.42 1.00 955.42 31094.58 32.55 4.91 15.99 US5 1092.34 0.20 217.95 1.00 217.95 31094.58 142.67 -3.07 -43.73 VIX 207.00 2.44 505.86 1.00 505.86 31094.58 61.47 -14.73 -90.52 WHEAT 298.75 1.16 347.35 1.00 347.35 31094.58 89.52 -7.41 -66.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 109.711 0.010 2.5 2.851 BITCOIN -135.764 0.043 2.5 -14.722 BOBL 128.024 0.004 2.5 1.300 BTP 69.423 0.014 2.5 2.371 BUND 39.011 0.004 2.5 0.396 BUXL 2.428 0.004 2.5 0.025 CAC 71.647 0.014 2.5 2.447 CAD -99.111 0.010 2.5 -2.575 CANOLA 54.645 0.010 2.5 1.331 CHF -32.593 0.010 2.5 -0.847 COCOA -21.034 0.010 2.5 -0.512 COFFEE 11.985 0.005 2.5 0.159 COPPER 6.945 0.043 2.5 0.753 CORN -8.059 0.010 2.5 -0.196 COTTON2 -128.840 0.010 2.5 -3.139 CRUDE_W -7.316 0.043 2.5 -0.793 DAX 25.000 0.014 2.5 0.854 DOW -59.411 0.009 2.5 -1.383 DX 48.645 0.010 2.5 1.264 EUR -11.711 0.010 2.5 -0.304 EURIBOR-ICE 327.442 0.014 2.5 11.184 EUROSTX 85.283 0.014 2.5 2.913 FEEDCOW 3.799 0.013 2.5 0.126 GASOIL 30.869 0.017 2.5 1.340 GASOLINE 8.513 0.017 2.5 0.370 GAS_US_mini -120.232 0.043 2.5 -13.038 GBP -21.361 0.010 2.5 -0.555 GOLD_micro -33.694 0.014 2.5 -1.151 HEATOIL 2.106 0.017 2.5 0.091 JGB-SGX-mini -193.936 0.043 2.5 -21.030 JPY -49.869 0.010 2.5 -1.296 LEANHOG 39.656 0.024 2.5 2.413 LIVECOW 3.651 0.013 2.5 0.121 LUMBER-new -77.736 0.010 2.5 -1.894 MXP 240.318 0.059 2.5 35.322 NASDAQ_micro -18.755 0.009 2.5 -0.436 NIKKEI 123.311 0.043 2.5 13.372 NZD 21.441 0.010 2.5 0.557 OAT 69.841 0.014 2.5 2.386 OATIES -260.837 0.010 2.5 -6.355 OJ -41.412 0.010 2.5 -1.009 PALLAD 1.631 0.014 2.5 0.056 PLAT 2.244 0.014 2.5 0.077 REDWHEAT -70.280 0.005 2.5 -0.934 RICE -215.355 0.010 2.5 -5.247 ROBUSTA 22.964 0.005 2.5 0.305 RUSSELL -16.001 0.013 2.5 -0.531 SHATZ -75.728 0.004 2.5 -0.769 SILVER-mini 4.271 0.014 2.5 0.146 SMI 37.666 0.014 2.5 1.287 SOFR -93.218 0.024 2.5 -5.673 SOYBEAN 20.406 0.004 2.5 0.190 SOYMEAL -82.629 0.004 2.5 -0.770 SOYOIL -78.136 0.004 2.5 -0.728 SP400 -6.858 0.013 2.5 -0.228 SP500_micro -63.118 0.009 2.5 -1.469 SUGAR11 -178.045 0.010 2.5 -4.338 US10 -11.866 0.005 2.5 -0.151 US10U 9.048 0.005 2.5 0.115 US2 -48.927 0.005 2.5 -0.621 US20 31.361 0.005 2.5 0.398 US30 15.990 0.005 2.5 0.203 US5 -43.729 0.005 2.5 -0.555 VIX -90.519 0.099 2.5 -22.375 WHEAT -66.351 0.005 2.5 -0.881 ===================== Position diags ===================== AUD 2.31 BITCOIN 14.80 BOBL 1.48 BTP 2.24 BUND 0.74 BUXL 0.30 CAC 1.56 CAD 3.67 CANOLA 8.17 CHF 1.15 COCOA 0.58 COFFEE 0.16 COPPER 1.76 CORN 3.93 COTTON2 2.17 CRUDE_W 3.89 DAX 5.40 DOW 4.65 DX 2.25 EUR 1.39 EURIBOR-ICE 10.75 EUROSTX 2.18 FEEDCOW 0.44 GASOIL 1.17 GASOLINE 1.07 GAS_US_mini 13.07 GBP 2.25 GOLD_micro 1.94 HEATOIL 0.84 JGB-SGX-mini 24.32 JPY 1.59 LEANHOG 4.77 LIVECOW 0.91 LUMBER-new 3.12 MXP 33.07 NASDAQ_micro 1.73 NIKKEI 8.78 NZD 2.67 OAT 2.34 OATIES 3.18 OJ 0.78 PALLAD 0.24 PLAT 0.62 REDWHEAT 1.13 RICE 2.78 ROBUSTA 0.47 RUSSELL 7.06 SHATZ 5.30 SILVER-mini 0.44 SMI 1.03 SOFR 15.15 SOYBEAN 0.71 SOYMEAL 0.86 SOYOIL 0.80 SP400 0.33 SP500_micro 2.99 SUGAR11 2.75 US10 1.19 US10U 0.90 US2 2.30 US20 0.61 US30 0.41 US5 1.81 VIX 15.19 WHEAT 1.19 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.6 3.1 0.0 0 BITCOIN -14.7 -16.2 -13.2 0.0 0 BOBL 1.3 1.2 1.4 1.0 1 BTP 2.4 2.1 2.6 0.0 0 BUND 0.4 0.3 0.5 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC 2.4 2.3 2.6 0.0 0 CAD -2.6 -2.9 -2.2 -4.0 -4 CANOLA 1.3 0.5 2.1 1.0 1 CHF -0.8 -1.0 -0.7 -1.0 -1 COCOA -0.5 -0.6 -0.5 -1.0 -1 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.8 0.6 0.9 1.0 1 CORN -0.2 -0.6 0.2 -3.0 -3 COTTON2 -3.1 -3.4 -2.9 -5.0 -5 CRUDE_W -0.8 -1.2 -0.4 0.0 0 DAX 0.9 0.3 1.4 0.0 0 DOW -1.4 -1.8 -0.9 -6.0 -6 DX 1.3 1.0 1.5 0.0 0 EUR -0.3 -0.4 -0.2 0.0 0 EURIBOR-ICE 11.2 10.1 12.3 0.0 0 EUROSTX 2.9 2.7 3.1 5.0 5 FEEDCOW 0.1 0.1 0.2 1.0 1 GASOIL 1.3 1.2 1.5 1.0 1 GASOLINE 0.4 0.3 0.5 1.0 1 GAS_US_mini -13.0 -14.3 -11.7 -10.0 -10 GBP -0.6 -0.8 -0.3 0.0 0 GOLD_micro -1.2 -1.3 -1.0 -3.0 -3 HEATOIL 0.1 0.0 0.2 0.0 0 JGB-SGX-mini -21.0 -23.5 -18.6 0.0 0 JPY -1.3 -1.5 -1.1 0.0 0 LEANHOG 2.4 1.9 2.9 2.0 2 LIVECOW 0.1 0.0 0.2 0.0 0 LUMBER-new -1.9 -2.2 -1.6 0.0 0 MXP 35.3 32.0 38.6 28.0 28 NASDAQ_micro -0.4 -0.6 -0.3 -1.0 -1 NIKKEI 13.4 12.5 14.3 14.0 14 NZD 0.6 0.3 0.8 0.0 0 OAT 2.4 2.2 2.6 6.0 6 OATIES -6.4 -6.7 -6.0 NaN 0 OJ -1.0 -1.1 -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 -0.9 -1.0 -0.8 0.0 0 RICE -5.2 -5.5 -5.0 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL -0.5 -1.2 0.2 -1.0 -1 SHATZ -0.8 -1.3 -0.2 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 1.3 1.2 1.4 0.0 0 SOFR -5.7 -7.2 -4.2 NaN 0 SOYBEAN 0.2 0.1 0.3 0.0 0 SOYMEAL -0.8 -0.9 -0.7 -1.0 -1 SOYOIL -0.7 -0.8 -0.6 -1.0 -1 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -1.5 -1.8 -1.2 -1.0 -1 SUGAR11 -4.3 -4.6 -4.1 -5.0 -5 US10 -0.2 -0.3 -0.0 0.0 0 US10U 0.1 0.0 0.2 0.0 0 US2 -0.6 -0.9 -0.4 NaN 0 US20 0.4 0.3 0.5 0.0 0 US30 0.2 0.2 0.2 1.0 1 US5 -0.6 -0.7 -0.4 0.0 0 VIX -22.4 -23.9 -20.9 -21.0 -21 WHEAT -0.9 -1.0 -0.8 -4.0 -4 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.3 -0.2 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 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 0.1 0.0 -0.0 0.2 0.4 0.1 0.2 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.5 -0.3 -0.5 0.1 -0.0 0.2 -0.0 0.2 0.0 0.0 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 -0.0 0.0 -0.0 0.2 -0.1 -0.1 0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.4 BOBL 0.5 0.2 -0.0 0.0 -0.0 0.0 0.0 -0.0 0.0 -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 0.0 0.5 -0.4 0.1 -0.1 -0.1 0.4 0.7 0.6 0.7 BTP 0.5 0.2 0.1 0.1 -0.1 0.1 0.0 -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 0.2 0.2 0.7 0.3 0.7 BUND 0.4 0.3 0.1 0.0 -0.1 0.0 0.0 -0.0 0.0 -0.2 0.2 0.0 -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 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.2 0.1 0.1 -0.1 0.3 0.7 0.4 0.7 BUXL 0.5 0.4 0.0 0.0 -0.1 0.0 0.0 -0.0 0.0 -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 0.1 0.2 -0.3 0.2 0.5 -0.2 0.1 CAC 0.4 0.5 0.2 0.1 0.0 0.2 0.0 0.2 0.1 -0.0 0.5 0.2 0.5 0.2 0.2 -0.1 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 0.3 0.1 0.0 0.1 0.1 0.0 0.1 0.4 0.2 0.5 0.1 -0.3 0.7 0.7 0.7 0.7 CAD -0.1 -0.5 -0.4 -0.0 0.0 0.0 -0.0 0.2 -0.1 0.2 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 -0.2 -0.1 2.7 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.4 0.5 0.1 -0.6 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 -0.3 -0.6 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.1 0.1 0.0 -0.0 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 0.1 -0.1 -0.0 0.8 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.3 0.1 0.3 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 -0.1 0.3 0.0 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 -0.1 0.1 -0.0 0.2 -0.0 -1.1 -0.1 0.2 0.3 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.2 -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 -0.4 -0.3 0.0 -0.2 0.1 0.0 0.2 COFFEE 0.0 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 -0.1 0.5 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 0.1 0.0 0.1 0.0 0.1 -0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.5 -0.0 -0.3 -0.5 0.6 0.3 0.6 0.3 CORN 0.0 0.2 -0.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.2 -0.3 0.2 -0.5 0.1 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 -0.0 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 -0.0 -0.1 0.0 -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 -0.3 -0.3 -0.3 -0.1 -0.2 0.1 -0.5 -0.1 -2.1 -0.1 0.2 -0.2 0.1 -0.3 -0.0 -0.7 0.5 -0.1 0.5 0.6 -0.4 -0.5 -0.4 -0.5 CRUDE_W -0.2 -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 -0.3 -0.5 -0.3 -0.5 -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 0.2 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 -0.4 -0.2 -0.6 -0.6 0.4 0.7 0.7 0.7 DOW -0.3 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 0.2 0.2 0.3 0.2 -1.5 0.0 0.1 0.1 0.1 0.2 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 0.1 -0.3 0.1 -0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.3 0.1 -2.7 0.0 0.0 -0.0 0.0 -0.1 0.1 0.8 0.1 0.6 0.4 0.4 0.5 0.5 0.4 0.6 EUR -0.4 -0.4 -0.0 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 0.4 -0.1 0.6 -0.2 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 -0.1 0.4 -0.1 1.9 -0.0 -0.0 0.1 -0.0 0.3 -0.1 -0.4 -0.2 -0.1 -0.0 -0.0 -0.3 -0.7 -0.5 -0.7 EURIBOR-ICE 0.5 0.1 -0.1 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.0 0.4 0.0 0.0 0.2 0.2 0.3 0.2 0.1 0.0 -0.0 0.1 0.0 0.6 0.0 -0.1 0.0 -0.0 0.1 0.0 0.7 -0.3 0.1 -0.1 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.1 0.4 0.2 0.1 0.0 0.2 0.0 0.2 0.1 0.2 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 0.2 0.2 0.1 -0.3 0.7 0.7 0.7 0.7 FEEDCOW -0.6 -0.6 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.4 -0.0 0.1 0.3 0.1 0.3 0.2 0.1 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 -0.2 0.2 0.6 0.7 0.7 0.7 0.7 GASOIL -0.1 -0.0 0.1 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.2 0.1 0.1 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.1 0.2 0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.6 0.3 0.2 0.3 0.3 0.4 0.4 0.2 0.3 GASOLINE -0.1 -0.2 -0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.1 -0.0 -0.0 -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 0.1 -0.0 -0.0 1.1 -0.1 -0.0 -0.3 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 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 -0.4 0.1 0.1 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -0.4 -0.2 -0.0 0.0 0.0 -0.0 0.1 -0.1 -0.2 0.3 -0.2 0.6 -0.2 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.2 0.3 -0.2 0.2 -0.0 -0.2 0.1 -0.1 0.3 -0.1 0.3 -0.5 -0.3 -0.1 -0.1 0.3 -0.1 0.2 -0.1 GOLD_micro -0.6 -0.2 -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 0.1 0.1 -0.1 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 -0.6 -0.3 HEATOIL 0.0 -0.1 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.2 0.1 0.2 0.1 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 -0.0 -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 -0.1 -0.3 -0.0 -0.4 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 -0.8 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.1 -0.2 -0.3 -0.5 -0.6 -0.6 -0.4 -0.7 JPY -0.4 -0.3 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.3 -0.1 -0.3 -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 -0.5 -0.4 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.6 -0.6 0.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 -0.2 0.4 -0.2 0.7 -0.2 -0.1 0.1 0.4 0.4 0.4 -0.1 0.1 -0.2 0.5 -0.2 -0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 1.1 -0.5 -0.6 0.2 0.6 0.5 0.5 0.7 0.7 LIVECOW -0.5 -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 -0.1 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 0.2 0.6 0.7 0.5 0.7 0.7 LUMBER-new 0.1 0.0 -0.5 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.3 -0.2 -0.3 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.1 -0.1 -0.2 -0.3 -0.2 NaN -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.6 -0.4 0.5 0.2 0.5 0.8 0.6 0.8 MXP -0.3 -0.1 0.3 -0.0 0.0 0.0 -0.0 0.2 -0.1 -0.1 0.5 0.1 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.4 -0.0 0.5 0.0 1.1 0.1 0.4 0.6 0.6 0.2 0.3 0.1 0.3 NASDAQ_micro -0.4 -0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.1 0.2 -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 0.1 -0.3 0.5 0.2 0.4 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 0.4 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 0.3 0.4 0.6 NZD -0.2 -0.5 -0.4 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.2 -0.1 2.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 0.3 0.1 -0.3 -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 0.0 -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 0.0 0.8 -0.2 0.2 0.2 -0.1 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 -0.2 -0.5 -0.1 -0.5 -0.2 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 -0.1 -0.4 -0.1 -1.6 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.4 -0.4 -0.5 -0.2 -0.3 -0.7 -0.4 -0.6 -0.4 OJ -0.6 -0.6 -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 0.1 0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.2 0.0 0.0 -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 -0.1 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 0.2 -0.1 -0.3 -0.1 -0.1 0.7 0.3 -0.3 -0.2 REDWHEAT 0.3 0.1 -0.3 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.2 -0.5 0.2 -0.7 -0.0 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.0 1.1 -0.0 0.2 -0.2 0.2 -0.3 0.0 -0.9 0.5 0.5 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 -0.6 -0.5 -0.6 -0.5 -0.4 -0.3 -0.3 -0.0 -0.3 ROBUSTA 0.2 0.2 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 0.0 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.8 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 -0.3 -0.2 -0.1 0.2 -0.7 -0.7 -0.7 -0.7 SHATZ 0.5 0.0 -0.3 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 -0.2 -0.1 -0.0 0.0 -0.1 -0.2 -0.4 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 0.0 1.0 -0.0 -0.1 -0.1 -0.1 -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 0.2 -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 -0.0 -0.2 0.0 0.4 0.4 0.7 0.7 0.1 0.1 SMI 0.2 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 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 0.1 1.4 0.0 -0.1 0.1 -0.0 0.1 0.0 0.8 -0.5 0.1 -0.3 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.3 0.2 0.0 -0.1 0.1 0.0 -0.0 0.1 -0.2 0.4 -0.0 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.4 0.0 -2.7 0.0 -0.1 0.2 -0.0 0.3 0.0 0.2 -0.2 -0.3 -0.4 0.4 0.0 -0.5 -0.3 -0.7 SOYBEAN 0.3 0.0 0.2 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.2 0.2 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 0.2 -0.0 -0.4 -0.3 -0.4 -0.4 0.1 -0.1 0.2 -0.5 0.2 -2.5 0.0 0.2 -0.0 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 0.1 -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 -0.1 -2.3 -0.0 -0.0 -0.0 -0.0 0.1 -0.0 0.3 -0.3 0.3 0.3 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 0.0 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 -0.2 -0.6 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.6 -0.3 0.2 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.2 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.2 0.0 0.1 0.2 0.1 0.2 0.0 -0.4 0.5 -0.3 -0.0 0.3 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.6 -0.2 -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 0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -2.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 1.1 -0.5 -0.6 -0.3 0.1 -0.7 -0.7 -0.5 -0.7 US10 0.1 -0.0 0.4 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.4 0.0 0.2 0.1 0.2 0.0 -0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.1 -0.8 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 -0.1 -0.1 0.1 0.5 -0.5 -0.7 -0.4 -0.7 US10U 0.1 0.1 0.5 0.1 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.5 0.1 0.1 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.0 0.2 0.1 -1.6 0.1 -0.1 0.2 0.0 0.2 0.1 -0.4 0.1 0.0 0.5 0.6 0.0 -0.5 -0.3 -0.7 US2 0.1 -0.0 0.3 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.1 0.0 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.1 -0.1 0.1 0.0 2.4 0.0 -0.1 0.1 -0.1 0.1 0.0 -1.1 -0.3 -0.3 -0.1 0.2 -0.4 -0.3 -0.5 -0.7 US20 0.2 0.3 0.5 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.3 0.1 -0.2 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 -1.2 0.1 -0.0 0.1 0.0 0.1 0.1 0.0 0.2 0.1 0.5 0.6 0.7 0.4 -0.1 -0.5 US30 0.2 0.4 0.5 0.0 -0.1 0.0 0.0 -0.0 0.0 -0.1 0.2 0.1 -0.3 0.2 0.2 0.0 -0.1 -0.0 -0.0 0.2 0.1 0.1 -0.0 0.1 -0.8 0.1 -0.0 0.1 0.0 0.0 0.1 -0.6 0.2 0.1 0.6 0.5 0.5 0.3 -0.0 -0.5 US5 0.1 -0.1 0.3 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.4 -0.0 0.2 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.0 0.2 0.0 -0.1 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.6 -0.2 -0.2 -0.1 0.4 -0.5 -0.5 -0.4 -0.7 VIX 0.6 0.1 -0.6 -0.1 -0.0 -0.2 -0.0 -0.1 -0.0 -0.2 -0.9 -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 -0.0 -0.2 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN -1.1 -1.1 NaN NaN WHEAT 0.2 0.1 -0.3 -0.1 0.0 -0.2 -0.0 -0.3 -0.0 0.2 -0.5 0.1 -0.7 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.0 1.8 -0.0 0.2 -0.2 0.2 -0.3 0.0 -1.0 0.5 0.4 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 -10.0 -5.2 2.5 -2.7 0.0 1.5 -2.0 3.7 -4.3 16.0 15.6 -0.1 3.7 -10.1 -2.9 -0.7 -1.3 -1.0 -1.2 -1.1 3.4 7.8 2.8 -1.4 15.9 -0.3 10.8 2.0 4.9 0.5 -1.0 3.4 16.9 2.9 7.0 8.7 20.0 20.0 20.0 20.0 BITCOIN -14.9 -9.6 -14.1 7.1 -2.3 7.3 -0.5 5.8 4.0 2.8 13.7 -12.7 18.6 -12.8 -9.3 -6.0 -7.3 -6.8 -7.0 -5.2 5.1 -6.9 15.7 -10.5 -20.0 -3.7 -1.4 0.8 -3.1 6.4 -5.2 -1.9 20.0 -20.0 -20.0 -20.0 11.0 -5.0 -17.9 -10.6 BOBL 14.2 5.0 -0.5 3.7 -5.3 1.7 0.7 -0.6 4.2 -16.0 4.9 -1.9 -0.7 5.4 3.4 20.0 5.3 20.0 13.6 5.1 1.1 -4.8 -1.5 5.1 2.6 3.0 -8.5 0.8 -2.5 -0.4 2.9 9.1 -15.0 2.2 -1.8 -4.0 12.6 20.0 18.0 20.0 BTP 14.1 6.9 2.3 5.0 -7.1 2.2 0.9 -0.8 5.6 -3.5 20.0 16.0 19.0 20.0 19.5 6.9 8.8 8.7 9.3 15.7 12.6 10.1 12.9 17.4 -20.0 7.3 0.8 5.5 4.7 5.4 8.1 9.9 8.6 10.8 10.7 4.6 6.6 20.0 7.9 20.0 BUND 13.0 8.0 3.0 4.1 -5.8 1.8 0.8 -0.6 4.6 -16.7 6.3 2.6 -7.3 9.8 7.5 -6.2 3.6 -1.3 2.7 7.9 1.6 -1.0 -4.8 8.5 -0.9 4.4 -6.6 1.4 -0.6 -1.0 4.6 0.3 -8.3 2.8 3.5 -2.3 10.3 20.0 12.7 20.0 BUXL 14.9 12.9 1.2 4.0 -5.6 1.8 0.7 -0.6 4.4 -11.1 -9.3 7.3 -16.2 12.7 5.5 3.9 2.7 3.8 3.5 4.9 -5.7 2.7 -14.9 8.9 -2.0 3.2 -2.7 -1.5 1.5 -4.7 5.0 -0.4 -2.1 2.7 5.1 -10.1 4.8 14.8 -5.2 4.4 CAC 13.8 14.6 6.5 6.6 2.7 6.2 4.1 4.7 5.3 -2.3 18.4 16.7 14.5 19.0 18.3 -2.7 -1.4 -2.5 -1.7 20.0 14.7 15.8 9.4 20.0 2.6 6.6 0.6 3.3 4.8 0.7 7.4 7.1 6.7 15.1 3.4 -9.0 20.0 20.0 20.0 20.0 CAD -2.8 -14.0 -12.0 -3.2 0.0 1.8 -2.3 4.3 -5.0 20.0 -3.7 6.2 -4.7 -17.7 -20.0 -8.4 -7.1 -8.0 -7.6 -19.4 -13.8 5.2 -8.1 -10.9 20.0 -6.8 7.9 -3.8 2.9 -1.6 -4.0 -7.1 20.0 3.2 -18.9 -16.9 -20.0 -20.0 -20.0 -20.0 CANOLA 10.5 -10.1 -20.0 -4.4 0.0 -5.1 -0.2 -4.2 -2.1 10.5 -2.4 12.0 0.0 -2.6 -12.1 -20.0 -10.0 -17.6 -12.7 -9.3 -9.4 5.7 -3.1 -0.5 5.9 -4.3 3.6 -4.3 1.8 -1.9 -1.1 -5.0 3.1 8.7 7.0 -5.0 16.5 20.0 20.0 20.0 CHF -4.4 -7.4 -3.6 -2.0 0.0 1.1 -1.5 2.7 -3.2 -8.8 11.7 4.1 12.0 -4.1 -2.8 -15.5 -15.6 -15.5 -15.2 0.4 6.4 -3.5 10.8 -1.5 -0.8 1.2 -6.4 4.6 -2.3 6.4 -0.7 -20.0 -5.0 4.9 8.3 3.3 -20.0 -20.0 -20.0 -20.0 COCOA -6.2 -20.0 -19.6 -3.1 0.0 -3.7 -0.2 -3.0 -1.5 -3.4 -9.1 -4.4 -0.3 -7.9 -9.2 -2.1 11.1 1.5 6.1 -15.4 -12.2 -3.8 -1.1 -10.6 -20.0 -3.0 -0.9 -2.0 -0.6 0.8 -2.0 20.0 4.8 -13.6 -9.4 1.1 -6.0 2.0 0.5 5.6 COFFEE 1.5 2.3 13.2 -4.9 0.1 -5.7 -0.3 -4.7 -2.3 -10.7 9.9 -1.9 11.1 5.5 11.7 18.9 10.8 15.7 13.0 15.2 15.2 -1.7 14.8 8.7 -20.0 4.8 -2.5 5.8 -0.5 6.3 2.3 20.0 -5.1 14.3 20.0 20.0 9.2 14.3 17.6 20.0 COPPER 9.5 15.4 -2.5 2.6 -0.8 2.7 -0.2 2.1 1.5 8.1 -1.6 8.0 -1.2 7.9 -1.9 -6.0 -5.5 -5.5 -5.5 5.1 2.0 7.7 1.6 7.5 -4.5 2.1 2.9 1.9 2.7 2.5 2.6 0.9 20.0 -0.0 -7.7 -14.3 19.1 8.7 19.4 10.4 CORN 0.1 5.5 -0.7 -7.2 0.1 -8.4 -0.4 -7.0 -3.4 20.0 -9.9 16.9 -14.4 6.5 7.3 -18.9 -19.0 -20.0 -20.0 1.3 -7.1 15.1 -16.3 7.4 10.6 2.1 17.0 -1.7 13.5 -7.8 6.4 -20.0 20.0 12.7 20.0 20.0 -9.2 -2.0 2.5 -0.1 COTTON2 -1.0 -3.5 0.7 -7.6 0.1 -8.9 -0.4 -7.4 -3.6 20.0 -20.0 7.3 -20.0 -12.6 -19.1 -18.0 -14.5 -17.4 -16.0 -13.3 -16.4 10.7 -20.0 -5.1 -15.5 -6.4 16.9 -7.0 6.9 -9.0 -2.4 -12.7 20.0 -2.9 14.6 20.0 -12.1 -15.9 -10.7 -13.7 CRUDE_W -7.5 -6.3 -3.3 -0.5 7.8 0.6 6.9 0.7 1.6 14.8 -6.0 0.8 -11.0 -10.9 -15.3 0.5 6.4 3.6 5.0 -9.1 -7.2 0.9 -7.8 -7.1 4.7 -5.7 2.8 -4.9 0.5 -4.6 -3.9 -4.9 -19.3 -10.6 -16.4 -12.3 20.0 15.9 2.3 18.3 DAX 2.0 -2.3 -12.2 5.9 2.4 5.5 3.7 4.2 4.7 6.0 16.4 -0.4 17.4 6.9 6.1 -6.4 -6.5 -6.1 -5.8 4.7 8.6 0.4 18.7 3.7 -11.1 1.5 -2.1 1.7 0.1 6.5 1.8 -0.9 -16.3 -5.1 -20.0 -20.0 11.8 20.0 20.0 20.0 DOW -9.9 1.2 10.7 4.7 1.9 4.4 2.9 3.4 3.8 12.7 15.5 13.8 13.1 12.6 14.2 -8.2 -8.3 -8.5 -8.0 13.4 14.0 18.4 12.1 14.0 -11.3 4.5 6.8 5.0 5.9 4.2 4.0 -4.3 17.0 -5.4 -4.9 2.8 -20.0 -20.0 -20.0 -20.0 DX 11.2 13.6 4.2 -2.2 0.0 1.2 -1.6 2.9 -3.4 12.5 -10.1 9.5 -13.4 12.4 8.0 5.6 6.1 5.8 5.9 6.9 -3.1 7.7 -11.1 9.5 -20.0 3.9 5.0 -0.7 4.5 -4.2 5.3 15.8 5.7 20.0 12.5 12.6 16.1 16.2 12.9 17.7 EUR -10.9 -11.0 -0.8 -2.5 0.0 1.4 -1.8 3.3 -3.9 -12.3 13.8 -9.5 15.9 -14.0 -3.2 -7.3 -7.5 -7.4 -7.4 -4.4 7.3 -5.9 15.7 -8.1 14.4 -2.3 -4.4 4.1 -3.9 8.1 -4.9 -7.2 -6.7 -4.4 -0.2 -0.5 -10.3 -20.0 -15.7 -20.0 EURIBOR-ICE 14.5 2.1 -2.1 2.9 -4.1 1.3 0.5 -0.4 3.3 -12.8 9.1 -1.5 10.1 3.4 2.9 11.8 10.5 12.6 12.3 4.9 3.7 -4.2 5.4 4.2 4.8 2.6 -6.6 1.5 -1.7 1.6 2.4 14.0 -11.7 4.2 -2.1 -0.9 8.5 20.0 11.0 20.0 EUROSTX 4.0 13.2 4.7 6.4 2.6 6.0 4.0 4.5 5.1 18.0 20.0 19.2 18.6 19.8 19.5 -3.4 -1.3 -2.9 -2.0 20.0 17.1 15.8 16.0 19.9 -6.3 6.5 4.1 4.2 5.4 2.8 6.7 6.8 7.4 5.4 2.0 -8.6 20.0 20.0 20.0 20.0 FEEDCOW -19.0 -20.0 -3.5 -3.2 0.0 -3.8 -0.2 -3.1 -1.5 -7.4 9.0 -7.1 10.3 -2.3 5.4 13.5 7.4 14.9 12.5 4.7 12.0 -20.0 13.9 -8.0 -20.0 1.5 -7.2 3.9 -6.1 4.8 -2.1 20.0 -20.0 -6.6 7.4 20.0 20.0 20.0 20.0 20.0 GASOIL -2.0 -0.6 4.3 -0.4 6.3 0.4 5.5 0.5 1.2 13.4 6.1 11.9 3.0 6.0 3.3 20.0 13.8 19.9 16.8 4.8 5.0 18.1 3.3 9.0 -0.7 2.5 8.3 2.8 8.5 1.8 4.3 11.0 14.3 5.7 9.5 8.2 12.5 12.1 6.2 9.4 GASOLINE -3.5 -5.5 -0.2 -0.5 7.3 0.5 6.4 0.6 1.4 15.8 2.2 11.8 -0.8 -2.8 -7.6 10.2 20.0 20.0 20.0 -2.7 -1.0 9.0 -0.5 0.5 -19.7 -3.4 6.6 -2.7 5.1 -1.4 -0.5 20.0 -5.2 -1.5 -10.2 -7.6 20.0 20.0 20.0 20.0 GAS_US_mini 2.8 9.3 -11.3 -0.6 9.0 0.6 8.0 0.8 1.8 -3.3 -20.0 -0.3 -17.7 0.7 -14.7 -20.0 -20.0 -20.0 -20.0 -7.6 -14.6 -5.0 -14.5 -1.8 20.0 -3.0 -9.9 -6.0 -2.1 -5.4 -0.2 -20.0 -15.8 3.2 2.4 -18.7 -3.6 -20.0 -20.0 -20.0 GBP -10.2 -12.7 -6.9 -3.1 0.0 1.7 -2.2 4.2 -4.9 -20.0 10.1 -20.0 16.7 -20.0 -11.3 0.8 -0.1 0.4 0.1 -10.0 1.8 -20.0 12.7 -16.8 1.1 -4.2 -18.9 2.2 -13.6 7.3 -9.4 5.5 -20.0 -10.6 -4.6 -4.2 8.5 -3.2 6.9 -2.3 GOLD_micro -20.0 -4.9 -9.0 2.6 -0.8 2.7 -0.2 2.1 1.5 -8.2 8.1 -3.4 8.7 3.3 6.5 -8.9 -11.4 -10.7 -10.8 12.6 12.4 -6.1 10.9 6.2 -20.0 3.0 -1.4 2.6 -0.0 2.2 2.1 -8.5 -3.9 19.1 20.0 15.2 -10.8 1.7 -19.5 -7.6 HEATOIL 0.7 -4.2 0.9 -0.5 7.0 0.5 6.2 0.6 1.4 13.5 8.7 12.2 5.2 6.1 2.1 9.0 8.6 8.9 8.6 3.4 4.2 20.0 3.8 9.3 -20.0 0.1 9.9 0.6 9.7 1.7 3.8 0.6 16.0 9.0 -1.2 -2.2 14.4 6.9 -4.8 -7.4 JGB-SGX-mini 9.8 -5.6 -9.1 2.4 -3.3 1.1 0.4 -0.4 2.6 -7.5 -10.4 -2.8 -9.9 -7.2 -9.4 6.6 12.5 8.6 10.6 -6.4 -9.3 -2.2 -11.0 -2.9 -6.0 -2.8 -2.8 -4.2 -1.1 -5.2 -1.1 14.3 -5.8 -5.5 -9.9 -14.9 -17.4 -18.2 -11.1 -20.0 JPY -12.6 -10.7 -11.0 -1.6 0.0 0.9 -1.2 2.1 -2.5 -10.2 -10.6 -11.6 -7.7 -11.0 -11.5 -9.2 -10.9 -9.8 -10.0 -12.5 -9.8 -9.2 -6.9 -12.1 20.0 -4.1 -2.1 -2.8 -3.4 -1.8 -4.3 -12.2 -10.3 -15.0 -12.3 -11.5 -2.3 -10.7 -4.6 -11.0 LEANHOG -20.0 -18.7 0.6 -7.3 0.1 -8.5 -0.4 -7.1 -3.5 -20.0 15.6 -20.0 18.2 -20.0 -8.7 6.4 20.0 20.0 20.0 -12.6 6.9 -20.0 16.9 -20.0 -1.3 -4.8 -11.4 0.8 -11.8 4.1 -9.9 20.0 -20.0 -20.0 7.0 20.0 14.7 16.3 20.0 20.0 LIVECOW -15.3 -18.6 -5.1 -3.8 0.0 -4.4 -0.2 -3.7 -1.8 -7.6 10.8 -7.5 12.0 -3.0 5.4 -7.4 10.4 -3.6 5.0 2.7 10.3 -19.6 13.8 -7.8 -20.0 1.2 -8.1 4.1 -7.4 5.7 -2.8 20.0 -20.0 -4.3 7.2 20.0 20.0 16.0 20.0 20.0 LUMBER-new 2.6 0.5 -14.6 -4.4 0.0 -5.2 -0.2 -4.3 -2.1 -13.4 -10.2 -12.4 -8.2 -5.2 -9.8 -20.0 -20.0 -20.0 -20.0 -9.3 -10.0 -20.0 -8.1 -12.4 NaN -2.8 -11.6 -2.4 -8.4 -1.4 -4.2 -20.0 -20.0 -10.5 12.7 4.3 13.8 20.0 16.7 20.0 MXP -8.8 -3.1 8.2 -3.1 0.0 1.8 -2.3 4.2 -4.9 -12.8 20.0 11.2 20.0 18.0 20.0 12.7 12.7 12.9 12.6 14.7 20.0 0.7 20.0 5.6 -20.0 8.2 -2.2 13.9 -0.1 14.0 2.7 20.0 3.1 11.0 20.0 20.0 4.7 7.6 3.0 10.3 NASDAQ_micro -12.4 -2.6 5.8 4.6 1.9 4.3 2.9 3.3 3.7 13.5 15.6 13.9 14.7 13.9 14.3 -9.0 -8.9 -9.5 -9.0 19.5 20.0 20.0 19.2 20.0 -20.0 5.2 8.6 5.4 6.7 4.8 5.0 -5.7 20.0 7.0 12.1 12.9 -19.8 -20.0 -20.0 -20.0 NIKKEI 8.6 6.7 19.8 3.5 1.4 3.2 2.1 2.4 2.8 10.1 11.7 10.9 10.3 11.0 11.3 0.5 7.8 3.8 6.3 20.0 18.5 19.7 13.1 20.0 -9.6 4.2 2.6 3.7 3.1 2.3 3.8 20.0 20.0 20.0 20.0 20.0 0.8 10.3 13.0 16.9 NZD -6.3 -14.8 -12.7 -2.5 0.0 1.4 -1.8 3.4 -4.0 10.8 -2.9 -6.3 -7.0 -16.0 -18.0 -4.4 -2.9 -4.0 -3.6 -16.4 -12.5 0.5 -7.3 -10.5 14.9 -5.6 2.6 -4.0 0.6 -2.6 -3.7 0.0 11.0 3.6 -10.1 -14.6 14.4 20.0 17.8 20.0 OAT 17.3 8.9 0.0 3.5 -5.0 1.6 0.6 -0.5 3.9 -12.7 5.5 5.7 -4.1 9.8 7.6 16.8 10.8 16.6 14.6 6.9 1.0 1.6 -3.2 9.1 1.3 3.3 -3.4 0.8 0.7 -0.5 4.2 15.7 -7.0 5.3 6.7 -4.4 7.7 20.0 8.1 20.0 OATIES 7.7 -5.5 -19.0 -6.1 0.1 -7.1 -0.3 -5.9 -2.9 -17.0 -18.6 -9.5 -12.8 -13.9 -19.0 -20.0 -9.3 -20.0 -16.8 -18.0 -18.7 -11.5 -13.7 -11.7 -12.1 -6.8 -8.4 -6.8 -4.9 -5.1 -4.9 -7.4 -16.1 -15.5 -4.6 -10.1 -20.0 -12.1 -17.2 -11.6 OJ -20.0 -18.2 -13.2 -2.1 0.0 -2.4 -0.1 -2.0 -1.0 -4.7 -5.0 -5.9 -5.4 -6.4 -5.8 -3.5 4.9 -1.0 1.4 -9.7 -7.6 -8.1 -6.6 -10.7 -20.0 -2.2 -1.3 -1.7 -1.9 -1.4 -2.5 18.9 -11.1 -16.4 -4.1 5.4 -7.4 -15.5 -1.6 -13.7 PALLAD 1.9 8.9 4.8 2.5 -0.8 2.6 -0.2 2.1 1.4 -7.9 5.5 -1.3 4.3 2.8 4.2 -2.7 -2.9 -2.9 -2.9 8.3 7.2 -2.2 4.7 5.2 12.7 2.7 -1.1 2.4 0.1 1.9 2.0 5.4 -5.5 11.3 5.5 1.2 -14.4 -20.0 -20.0 -19.7 PLAT -20.0 -2.1 5.7 2.7 -0.8 2.7 -0.2 2.2 1.5 -4.8 7.8 -4.7 7.0 2.4 5.2 -3.4 -3.5 -3.3 -3.2 7.9 10.3 -3.2 9.4 2.3 0.7 2.6 -0.9 3.6 -0.8 3.5 0.9 4.7 -3.4 -9.2 -3.8 -4.6 20.0 8.9 -8.9 -7.2 REDWHEAT 9.3 2.9 -8.7 -7.3 0.1 -8.5 -0.4 -7.0 -3.4 20.0 -20.0 16.0 -20.0 -0.8 -17.6 -19.0 -17.0 -19.9 -18.9 -12.3 -20.0 20.0 -20.0 4.6 8.2 -3.6 20.0 -6.7 14.4 -8.9 3.8 -17.4 20.0 16.2 20.0 13.6 -20.0 -20.0 -20.0 -20.0 RICE -8.2 -20.0 -20.0 -3.5 0.0 -4.1 -0.2 -3.4 -1.7 -8.6 -12.4 -10.2 -12.0 -11.6 -12.3 -20.0 -10.9 -19.6 -17.2 -20.0 -20.0 -14.5 -20.0 -20.0 -1.4 -4.4 -2.4 -4.3 -3.1 -4.3 -4.0 -11.2 -20.0 -20.0 -15.6 -13.2 -8.3 -9.1 -0.9 -8.4 ROBUSTA 5.0 7.4 19.5 -2.9 0.0 -3.3 -0.2 -2.8 -1.4 -0.2 0.4 3.1 -0.3 2.2 6.0 5.9 14.0 11.4 12.8 5.9 2.7 3.2 0.8 4.8 -20.0 2.0 1.3 0.9 1.0 0.5 1.5 20.0 3.3 11.7 11.5 20.0 -1.7 18.7 5.6 20.0 RUSSELL -13.2 -0.3 16.8 4.0 1.6 3.7 2.5 2.8 3.2 1.4 12.7 8.2 8.7 8.8 11.7 -4.8 -5.4 -5.2 -5.1 10.4 11.7 3.7 8.2 6.6 6.0 4.1 -0.3 4.9 0.7 3.3 1.9 0.5 -13.4 -7.2 -3.7 7.4 -20.0 -20.0 -20.0 -20.0 SHATZ 15.9 1.2 -9.8 3.6 -5.1 1.6 0.7 -0.6 4.0 -15.8 -6.4 -5.0 -0.4 1.1 -7.5 -8.7 -17.8 -15.7 -16.1 -2.1 -5.7 -8.6 -4.4 0.1 7.2 -0.1 -10.4 -2.0 -4.7 -1.6 0.5 -20.0 -17.8 -2.4 -10.7 -13.9 15.1 20.0 19.7 20.0 SILVER-mini -20.0 -4.6 5.5 2.9 -0.9 3.0 -0.2 2.4 1.6 -8.7 8.9 -6.8 9.1 2.9 6.7 -5.4 -6.7 -6.5 -6.6 11.9 12.6 -5.4 9.9 4.7 -5.5 3.3 -1.3 3.4 -0.4 2.6 1.8 -0.9 -10.2 0.7 12.9 13.2 19.5 20.0 3.6 3.0 SMI 5.8 9.2 7.1 5.6 2.3 5.3 3.5 4.0 4.5 -15.5 10.2 -4.1 7.9 11.4 13.4 6.2 3.3 4.4 3.4 12.5 9.6 -10.3 7.1 6.4 10.2 4.2 -10.4 2.8 -4.2 1.5 1.9 15.2 -20.0 3.4 -9.5 -6.5 20.0 20.0 20.0 20.0 SOFR 0.8 -9.3 7.1 4.4 -6.1 1.9 0.8 -0.7 4.9 -18.5 16.1 -1.5 14.5 -1.7 10.2 7.0 5.3 7.1 6.6 6.8 12.9 -6.4 14.2 1.2 -20.0 4.2 -11.7 7.1 -4.2 7.2 0.9 4.4 -8.4 -9.9 -10.9 12.9 1.0 -15.5 -7.8 -20.0 SOYBEAN 8.3 0.7 5.8 -7.1 0.1 -8.3 -0.4 -6.9 -3.4 18.0 6.2 20.0 -7.9 9.9 9.9 -3.8 -7.0 -7.0 -8.2 6.8 2.0 20.0 -6.0 16.4 -5.5 5.8 16.9 4.3 15.8 -0.3 9.6 -0.1 20.0 20.0 20.0 20.0 -13.4 -4.2 -12.3 -0.4 SOYMEAL 20.0 7.4 8.7 -6.9 0.1 -8.1 -0.4 -6.7 -3.3 20.0 -15.0 20.0 -20.0 13.9 -0.7 -17.6 -16.4 -19.8 -19.1 5.6 -9.4 20.0 -20.0 20.0 -18.8 3.6 20.0 -1.1 18.7 -4.7 10.6 -17.3 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.7 -20.0 SOYOIL 3.9 -11.2 -9.2 -6.3 0.1 -7.4 -0.4 -6.1 -3.0 -13.6 5.4 -3.6 9.7 -10.4 -14.4 -7.8 -4.0 -6.7 -5.3 -7.0 -0.2 -4.2 8.2 -4.8 -17.2 -3.2 -4.3 -0.1 -2.6 2.8 -2.5 5.6 -12.7 9.3 10.6 19.7 -20.0 -13.8 -20.0 -14.8 SP400 -8.6 -6.9 6.6 4.1 1.7 3.8 2.5 2.9 3.3 2.7 11.6 8.6 5.9 5.1 6.1 -5.7 -6.0 -5.9 -5.8 3.0 5.1 2.5 4.5 1.8 -0.4 0.6 -0.7 1.9 0.1 1.4 -0.7 -0.5 -7.3 -17.1 -18.9 -8.1 -20.0 -20.0 -20.0 -20.0 SP500_micro -19.9 -9.3 5.7 4.9 2.0 4.5 3.0 3.4 3.9 14.2 16.5 14.7 15.6 13.8 14.8 -9.1 -9.7 -10.0 -9.5 16.3 18.9 20.0 18.1 15.8 -16.6 4.4 7.2 5.6 5.1 5.1 3.2 -6.8 19.7 -9.8 -0.7 9.6 -20.0 -20.0 -20.0 -20.0 SUGAR11 -17.5 -6.0 -6.9 -3.8 0.0 -4.5 -0.2 -3.7 -1.8 -10.9 -12.6 -12.4 -12.0 -12.4 -11.8 15.4 7.4 5.1 2.6 -15.0 -12.8 -20.0 -11.5 -19.0 -16.6 -4.3 -5.3 -3.4 -6.4 -2.8 -5.7 20.0 -20.0 -20.0 -7.9 4.1 -20.0 -20.0 -15.2 -20.0 US10 3.0 -0.1 12.3 3.7 -5.2 1.6 0.7 -0.6 4.1 -12.2 14.9 4.6 4.6 8.9 14.4 2.3 -0.1 2.1 1.4 9.7 10.8 -2.0 7.4 5.8 -6.3 5.4 -8.5 6.0 -1.3 4.5 3.1 -4.7 -3.8 -2.9 2.8 15.2 -13.5 -20.0 -12.4 -20.0 US10U 3.8 4.0 14.4 4.8 -6.8 2.1 0.9 -0.7 5.4 -13.1 18.8 9.9 1.8 15.5 20.0 2.5 -1.4 0.7 -0.4 15.8 14.8 1.4 7.6 11.4 -11.8 7.7 -6.9 7.6 0.5 4.9 5.3 -7.5 2.3 0.5 14.3 20.0 0.1 -13.9 -9.9 -20.0 US2 2.0 -0.4 8.8 3.3 -4.7 1.5 0.6 -0.5 3.7 -14.7 5.8 -3.2 -2.0 2.8 9.5 -11.0 -15.4 -11.8 -12.8 4.4 5.2 -7.7 2.8 0.7 18.0 3.3 -13.9 4.1 -5.3 3.6 0.6 -20.0 -12.6 -8.3 -4.4 7.2 -12.4 -9.7 -15.5 -20.0 US20 5.6 9.8 15.9 3.6 -5.0 1.6 0.6 -0.5 4.0 -7.6 9.9 9.8 -4.7 14.4 16.0 4.1 2.9 4.3 3.9 13.8 10.6 4.3 2.9 11.3 -9.1 5.9 -2.9 5.0 1.6 2.4 4.7 0.3 6.4 2.9 16.9 18.5 19.9 13.3 -1.9 -14.7 US30 7.0 11.0 14.8 4.0 -5.7 1.8 0.7 -0.6 4.5 -8.0 6.2 11.9 -9.2 16.7 17.6 0.6 -2.9 -2.0 -2.5 14.1 8.8 6.4 -0.8 13.1 -5.6 6.6 -2.2 4.8 2.8 1.4 5.8 -10.4 10.4 4.1 18.7 16.6 16.4 9.0 -0.1 -15.1 US5 2.2 -3.2 9.1 3.6 -5.1 1.6 0.7 -0.6 4.0 -15.4 13.4 -0.5 4.8 4.3 11.5 -1.1 -3.5 -1.7 -2.3 6.6 8.7 -5.0 6.9 2.7 -0.7 4.4 -11.2 5.7 -3.2 5.1 1.9 -10.6 -7.9 -6.0 -3.9 10.9 -15.6 -15.1 -12.8 -20.0 VIX 10.9 2.4 -11.7 -3.3 -1.6 -4.2 -2.3 -1.1 -0.9 -14.1 -19.7 -16.2 -10.2 -14.2 -18.5 -20.0 -20.0 -20.0 -20.0 -7.2 -8.6 -6.9 -4.9 -4.6 NaN -3.6 -1.9 -4.8 -2.6 -1.5 -0.9 NaN NaN NaN NaN NaN -20.0 -20.0 NaN NaN WHEAT 4.9 4.5 -9.5 -7.4 0.1 -8.6 -0.4 -7.1 -3.5 19.6 -20.0 12.8 -20.0 -1.7 -19.8 -18.8 -18.5 -19.0 -18.7 -10.6 -19.3 20.0 -20.0 3.2 13.8 -3.4 20.0 -5.7 13.9 -7.6 3.1 -18.4 20.0 12.1 20.0 13.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3