******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251030_204357 produced at 2025-10-30 21:39:13.478178 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.12 0.00 -0.92 0.0 0.00 0.00 0.00 0.00 -7.61 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.81 0.0 0.00 0.00 0.00 0.00 -18.11 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.23 0.0 999.00 -999.00 -0.22 -0.22 -21.92 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.10 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.99 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -16.54 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.09 0.0 1.04 -1.04 -0.14 -0.14 -2.59 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.08 0.0 1.02 -1.02 -0.08 -0.08 -0.97 13.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.05 -0.07 0.0 0.14 -0.14 -0.05 -0.05 -12.46 26.0 -10 -10 caleb_strategy_v3 JPY False False 0.04 0.00 -0.06 0.0 0.69 -0.69 0.00 -0.04 -1.38 17.0 0 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.66 4.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.05 0.0 0.18 -0.18 -0.08 -0.08 -3.00 11.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.40 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.14 -0.14 -0.04 -0.04 -4.51 18.0 -5 -5 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.32 -0.32 0.00 0.00 -0.26 2.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.04 0.0 1.37 -1.37 0.00 -0.05 -0.77 25.0 0 -1 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.64 24.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 1.02 -1.02 0.00 0.00 -0.41 14.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.03 0.0 0.91 -0.91 0.00 -0.04 -0.84 22.0 0 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -0.84 5.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.83 -0.83 -0.02 -0.02 -1.51 48.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.80 -0.80 -0.03 -0.03 -0.51 26.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.96 -0.96 0.00 0.00 -0.32 17.0 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 -2.32 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.13 -1.13 -0.06 -0.06 -1.20 56.0 -3 -3 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 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.05 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.06 -0.01 0.0 0.13 -0.13 -0.06 -0.04 -0.88 9.0 -4 -3 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.01 0.0 0.79 -0.79 -0.04 -0.01 -1.23 66.0 -3 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.91 8.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.02 -0.01 0.0 0.42 -0.42 -0.02 -0.05 -0.84 68.0 -3 -8 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.72 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.03 -0.86 10.0 -1 -2 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.01 0.0 0.60 -0.60 -0.03 -0.05 -0.47 23.0 -1 -2 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 US10U False False 0.06 0.00 0.00 0.0 0.75 -0.75 0.00 0.00 0.00 13.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.00 0.0 0.78 -0.78 0.00 0.00 0.08 17.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.00 0.0 0.14 -0.14 -0.03 -0.03 -0.37 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 0.04 4.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.82 -0.82 0.00 0.01 0.68 58.0 0 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.20 7.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.09 51.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.06 0.15 999999999.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.01 0.0 0.66 -0.66 0.08 0.00 0.11 8.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.33 23.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.38 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.15 3.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.06 0.01 0.0 0.37 -0.37 0.06 0.00 0.15 6.0 1 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.36 21.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.17 6.0 1 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.31 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.03 0.0 0.75 -0.75 0.00 0.00 0.43 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.03 0.0 0.21 -0.21 0.03 0.05 2.09 13.0 2 3 caleb_strategy_v3 COPPER False False 0.06 0.06 0.04 0.0 999.00 -999.00 0.06 0.06 0.68 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.03 1.33 4.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.33 999999999.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.62 -0.62 0.00 0.00 2.86 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.20 9.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.16 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.10 0.0 0.66 -0.66 0.17 0.17 2.89 20.0 5 5 caleb_strategy_v3 BOBL False False 0.07 0.07 0.10 0.0 1.31 -1.31 0.07 0.07 1.43 19.0 1 1 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.71 -0.71 0.00 0.00 2.47 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.43 0.19 0.0 0.71 -0.71 0.43 0.36 2.66 10.0 6 5 caleb_strategy_v3 NIKKEI False False 0.02 0.25 0.23 0.0 0.60 -0.60 0.25 0.27 13.70 36.0 15 16 caleb_strategy_v3 MXP False False 0.01 0.38 0.44 0.0 0.81 -0.81 0.38 0.38 32.60 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.70 0.0 1.42 -1.42 0.00 0.00 11.91 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.6 Shocked risk 47.6 Sum abs risk 50.1 Leverage 6.62 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1996175.79, 'annual_cash_vol_target': 499043.9475, 'daily_cash_vol_target': 31190.24671875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6552 0.5325 8.5207 BITCOIN 2313.1053 107320.0000 2.1553 34.4854 BOBL 0.1779 118.1900 0.1505 2.4081 BTP 0.4017 121.4000 0.3309 5.2942 BUND 0.3586 129.4000 0.2771 4.4340 BUXL 0.8792 116.7000 0.7534 12.0545 CAC 59.2424 8146.5000 0.7272 11.6354 CAD 0.0022 0.7166 0.3134 5.0138 CANOLA 6.5783 647.4000 1.0161 16.2577 CHF 0.0055 1.2532 0.4386 7.0171 COCOA 127.9825 6113.0000 2.0936 33.4978 COFFEE 6.9030 372.4500 1.8534 29.6546 COPPER 0.0777 5.0995 1.5235 24.3766 CORN 3.8415 463.2500 0.8293 13.2682 COTTON2 0.7273 66.6500 1.0912 17.4591 CRUDE_W 0.8537 59.7400 1.4290 22.8642 DAX 166.5867 24178.0000 0.6890 11.0240 DOW 306.5861 47671.0000 0.6431 10.2901 DX 0.3804 99.3500 0.3829 6.1266 EUR 0.0046 1.1592 0.3991 6.3850 EURIBOR-ICE 0.0327 97.8250 0.0334 0.5342 EUROSTX 41.2352 5696.0000 0.7239 11.5829 FEEDCOW 4.6249 329.4250 1.4039 22.4628 GASOIL 11.5704 681.5000 1.6978 27.1645 GASOLINE 0.0297 1.8378 1.6146 25.8332 GAS_US_mini 0.1066 4.2250 2.5237 40.3794 GBP 0.0057 1.3145 0.4347 6.9549 GOLD_micro 55.5677 4035.5000 1.3770 22.0316 HEATOIL 0.0376 2.3350 1.6104 25.7663 JGB-SGX-mini 0.2124 136.1500 0.1560 2.4957 JPY 0.0000 0.0065 0.6307 10.0910 LEANHOG 0.9752 82.2000 1.1863 18.9813 LIVECOW 2.7712 229.5750 1.2071 19.3136 LUMBER-new 8.6724 582.0000 1.4901 23.8416 MXP 0.0003 0.0537 0.5142 8.2265 NASDAQ_micro 216.4617 25886.2500 0.8362 13.3793 NIKKEI 571.1961 51360.0000 1.1121 17.7943 NZD 0.0030 0.5748 0.5279 8.4465 OAT 0.3825 122.7300 0.3116 4.9861 OATIES 4.7522 304.5000 1.5606 24.9703 OJ 6.3582 177.9500 3.5730 57.1685 PALLAD 43.9659 1474.5000 2.9817 47.7080 PLAT 33.5585 1612.1000 2.0817 33.3066 REDWHEAT 7.5470 528.7500 1.4273 22.8372 RICE 0.1446 10.6350 1.3598 21.7567 ROBUSTA 85.5138 4650.0000 1.8390 29.4241 RUSSELL 28.9734 2472.6000 1.1718 18.7484 SHATZ 0.0500 107.0500 0.0467 0.7478 SILVER-mini 0.9690 48.8750 1.9826 31.7209 SMI 80.5159 12295.0000 0.6549 10.4779 SOFR 0.0492 96.7150 0.0509 0.8141 SOYBEAN 8.0879 1094.7500 0.7388 11.8207 SOYMEAL 3.3746 319.2000 1.0572 16.9151 SOYOIL 0.5969 50.4700 1.1826 18.9215 SP400 31.8331 3235.7000 0.9838 15.7409 SP500_micro 48.3964 6873.7500 0.7041 11.2652 SUGAR11 0.2430 13.9300 1.7441 27.9059 US10 0.3301 112.7344 0.2928 4.6854 US10U 0.4255 115.5938 0.3681 5.8893 US2 0.0841 104.1289 0.0807 1.2915 US20 0.6481 117.6250 0.5510 8.8159 US30 0.9621 121.8438 0.7896 12.6341 US5 0.2136 109.2344 0.1956 3.1294 VIX 0.4988 20.7500 2.4039 38.4631 WHEAT 6.8884 594.5000 1.1587 18.5390 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 655.25 0.53 348.95 1.00 348.95 31190.25 89.38 12.30 109.96 BITCOIN 107.32 2.16 231.31 1.00 231.31 31190.25 134.84 -11.31 -152.57 BOBL 1181.90 0.15 177.89 1.16 206.89 31190.25 150.76 9.32 140.52 BTP 1214.00 0.33 401.70 1.16 467.20 31190.25 66.76 10.82 72.25 BUND 1294.00 0.28 358.60 1.16 417.07 31190.25 74.78 5.68 42.45 BUXL 1167.00 0.75 879.22 1.16 1022.59 31190.25 30.50 1.32 4.03 CAC 814.65 0.73 592.42 1.16 689.02 31190.25 45.27 13.95 63.14 CAD 716.55 0.31 224.54 1.00 224.54 31190.25 138.91 -7.18 -99.77 CANOLA 129.48 1.02 131.57 0.72 94.42 31190.25 330.33 2.59 85.67 CHF 1566.50 0.44 687.02 1.00 687.02 31190.25 45.40 -8.22 -37.31 COCOA 611.30 2.09 1279.83 1.00 1279.83 31190.25 24.37 -8.66 -21.10 COFFEE 1396.69 1.85 2588.64 1.00 2588.64 31190.25 12.05 10.41 12.55 COPPER 1274.88 1.52 1942.32 1.00 1942.32 31190.25 16.06 3.89 6.24 CORN 231.62 0.83 192.08 1.00 192.08 31190.25 162.38 -0.93 -15.15 COTTON2 333.25 1.09 363.64 1.00 363.64 31190.25 85.77 -14.36 -123.18 CRUDE_W 597.40 1.43 853.69 1.00 853.69 31190.25 36.54 -2.12 -7.75 DAX 241.78 0.69 166.59 1.16 193.75 31190.25 160.98 1.24 20.04 DOW 238.36 0.64 153.29 1.00 153.29 31190.25 203.47 -2.59 -52.68 DX 993.50 0.38 380.42 1.00 380.42 31190.25 81.99 6.24 51.14 EUR 1449.06 0.40 578.26 1.00 578.26 31190.25 53.94 -2.93 -15.78 EURIBOR-ICE 2445.62 0.03 81.66 1.16 94.97 31190.25 328.42 10.62 348.72 EUROSTX 569.60 0.72 412.35 1.16 479.59 31190.25 65.04 13.03 84.75 FEEDCOW 1647.12 1.40 2312.44 1.00 2312.44 31190.25 13.49 2.36 3.19 GASOIL 681.50 1.70 1157.04 1.00 1157.04 31190.25 26.96 11.41 30.75 GASOLINE 771.88 1.61 1246.25 1.00 1246.25 31190.25 25.03 3.48 8.71 GAS_US_mini 105.62 2.52 266.57 1.00 266.57 31190.25 117.01 -9.82 -114.88 GBP 821.56 0.43 357.12 1.00 357.12 31190.25 87.34 -3.68 -32.17 GOLD_micro 403.55 1.38 555.68 1.00 555.68 31190.25 56.13 -6.24 -35.00 HEATOIL 980.70 1.61 1579.31 1.00 1579.31 31190.25 19.75 1.77 3.50 JGB-SGX-mini 136150.00 0.16 21236.45 0.01 139.62 31190.25 223.39 -7.47 -166.99 JPY 814.94 0.63 513.97 1.00 513.97 31190.25 60.68 -8.75 -53.12 LEANHOG 328.80 1.19 390.06 1.00 390.06 31190.25 79.96 4.30 34.35 LIVECOW 918.30 1.21 1108.48 1.00 1108.48 31190.25 28.14 0.83 2.34 LUMBER-new 160.05 1.49 238.49 1.00 238.49 31190.25 130.78 -7.29 -95.36 MXP 268.35 0.51 137.97 1.00 137.97 31190.25 226.06 9.81 221.77 NASDAQ_micro 517.72 0.84 432.92 1.00 432.92 31190.25 72.05 -2.77 -19.99 NIKKEI 51360.00 1.11 57119.61 0.01 375.53 31190.25 83.06 15.21 126.33 NZD 574.80 0.53 303.44 1.00 303.44 31190.25 102.79 1.34 13.82 OAT 1227.30 0.31 382.47 1.16 444.83 31190.25 70.12 11.10 77.86 OATIES 152.25 1.56 237.61 1.00 237.61 31190.25 131.27 -20.00 -262.54 OJ 266.92 3.57 953.73 1.00 953.73 31190.25 32.70 -13.20 -43.18 PALLAD 1474.50 2.98 4396.59 1.00 4396.59 31190.25 7.09 2.34 1.66 PLAT 806.05 2.08 1677.92 1.00 1677.92 31190.25 18.59 1.32 2.45 REDWHEAT 264.38 1.43 377.35 1.00 377.35 31190.25 82.66 -8.33 -68.84 RICE 212.70 1.36 289.23 1.00 289.23 31190.25 107.84 -17.73 -191.21 ROBUSTA 465.00 1.84 855.14 1.00 855.14 31190.25 36.47 6.73 24.55 RUSSELL 123.63 1.17 144.87 1.00 144.87 31190.25 215.30 -1.18 -25.35 SHATZ 1070.50 0.05 50.03 1.16 58.19 31190.25 536.01 -1.18 -63.42 SILVER-mini 1221.88 1.98 2422.44 1.00 2422.44 31190.25 12.88 3.41 4.39 SMI 1229.50 0.65 805.16 1.26 1013.61 31190.25 30.77 11.38 35.03 SOFR 2417.88 0.05 123.02 1.00 123.02 31190.25 253.54 -4.93 -125.09 SOYBEAN 547.38 0.74 404.40 1.00 404.40 31190.25 77.13 2.72 20.95 SOYMEAL 319.20 1.06 337.46 1.00 337.46 31190.25 92.43 -8.40 -77.66 SOYOIL 302.82 1.18 358.11 1.00 358.11 31190.25 87.10 -10.60 -92.31 SP400 3235.70 0.98 3183.31 1.00 3183.31 31190.25 9.80 -7.88 -7.72 SP500_micro 343.69 0.70 241.98 1.00 241.98 31190.25 128.89 -5.04 -64.96 SUGAR11 156.02 1.74 272.11 1.00 272.11 31190.25 114.62 -16.16 -185.19 US10 1127.34 0.29 330.13 1.00 330.13 31190.25 94.48 -2.64 -24.94 US10U 1155.94 0.37 425.48 1.00 425.48 31190.25 73.31 0.05 0.34 US2 2082.58 0.08 168.11 1.00 168.11 31190.25 185.54 -4.22 -78.37 US20 1176.25 0.55 648.10 1.00 648.10 31190.25 48.13 5.12 24.66 US30 1218.44 0.79 962.11 1.00 962.11 31190.25 32.42 3.62 11.73 US5 1092.34 0.20 213.65 1.00 213.65 31190.25 145.99 -4.18 -60.97 VIX 207.50 2.40 498.82 1.00 498.82 31190.25 62.53 -14.18 -88.69 WHEAT 297.25 1.16 344.42 1.00 344.42 31190.25 90.56 -7.35 -66.58 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 109.961 0.010 2.5 2.857 BITCOIN -152.566 0.043 2.5 -16.544 BOBL 140.523 0.004 2.5 1.427 BTP 72.255 0.014 2.5 2.468 BUND 42.448 0.004 2.5 0.431 BUXL 4.034 0.004 2.5 0.041 CAC 63.137 0.014 2.5 2.157 CAD -99.769 0.010 2.5 -2.592 CANOLA 85.671 0.010 2.5 2.087 CHF -37.312 0.010 2.5 -0.969 COCOA -21.103 0.010 2.5 -0.514 COFFEE 12.547 0.005 2.5 0.167 COPPER 6.242 0.043 2.5 0.677 CORN -15.153 0.010 2.5 -0.369 COTTON2 -123.179 0.010 2.5 -3.001 CRUDE_W -7.750 0.043 2.5 -0.840 DAX 20.035 0.014 2.5 0.684 DOW -52.677 0.009 2.5 -1.226 DX 51.143 0.010 2.5 1.329 EUR -15.780 0.010 2.5 -0.410 EURIBOR-ICE 348.723 0.014 2.5 11.911 EUROSTX 84.750 0.014 2.5 2.895 FEEDCOW 3.189 0.013 2.5 0.106 GASOIL 30.750 0.017 2.5 1.335 GASOLINE 8.706 0.017 2.5 0.378 GAS_US_mini -114.884 0.043 2.5 -12.458 GBP -32.168 0.010 2.5 -0.836 GOLD_micro -35.005 0.014 2.5 -1.196 HEATOIL 3.504 0.017 2.5 0.152 JGB-SGX-mini -166.986 0.043 2.5 -18.108 JPY -53.122 0.010 2.5 -1.380 LEANHOG 34.350 0.024 2.5 2.091 LIVECOW 2.339 0.013 2.5 0.078 LUMBER-new -95.362 0.010 2.5 -2.323 MXP 221.767 0.059 2.5 32.595 NASDAQ_micro -19.989 0.009 2.5 -0.465 NIKKEI 126.333 0.043 2.5 13.700 NZD 13.819 0.010 2.5 0.359 OAT 77.864 0.014 2.5 2.660 OATIES -262.536 0.010 2.5 -6.396 OJ -43.180 0.010 2.5 -1.052 PALLAD 1.660 0.014 2.5 0.057 PLAT 2.447 0.014 2.5 0.084 REDWHEAT -68.835 0.005 2.5 -0.914 RICE -191.206 0.010 2.5 -4.658 ROBUSTA 24.546 0.005 2.5 0.326 RUSSELL -25.349 0.013 2.5 -0.841 SHATZ -63.423 0.004 2.5 -0.644 SILVER-mini 4.387 0.014 2.5 0.150 SMI 35.031 0.014 2.5 1.197 SOFR -125.091 0.024 2.5 -7.613 SOYBEAN 20.954 0.004 2.5 0.195 SOYMEAL -77.665 0.004 2.5 -0.723 SOYOIL -92.308 0.004 2.5 -0.860 SP400 -7.723 0.013 2.5 -0.256 SP500_micro -64.955 0.009 2.5 -1.512 SUGAR11 -185.189 0.010 2.5 -4.512 US10 -24.938 0.005 2.5 -0.316 US10U 0.339 0.005 2.5 0.004 US2 -78.368 0.005 2.5 -0.994 US20 24.659 0.005 2.5 0.313 US30 11.728 0.005 2.5 0.149 US5 -60.967 0.005 2.5 -0.774 VIX -88.686 0.099 2.5 -21.922 WHEAT -66.585 0.005 2.5 -0.885 ===================== Position diags ===================== AUD 2.32 BITCOIN 14.62 BOBL 1.53 BTP 2.28 BUND 0.76 BUXL 0.31 CAC 1.55 CAD 3.61 CANOLA 8.05 CHF 1.18 COCOA 0.59 COFFEE 0.16 COPPER 1.74 CORN 3.96 COTTON2 2.09 CRUDE_W 3.96 DAX 5.50 DOW 4.74 DX 2.13 EUR 1.40 EURIBOR-ICE 11.22 EUROSTX 2.22 FEEDCOW 0.45 GASOIL 1.17 GASOLINE 1.09 GAS_US_mini 12.69 GBP 2.27 GOLD_micro 1.92 HEATOIL 0.86 JGB-SGX-mini 24.22 JPY 1.58 LEANHOG 4.87 LIVECOW 0.93 LUMBER-new 3.19 MXP 33.23 NASDAQ_micro 1.68 NIKKEI 9.01 NZD 2.67 OAT 2.39 OATIES 3.20 OJ 0.80 PALLAD 0.24 PLAT 0.63 REDWHEAT 1.10 RICE 2.63 ROBUSTA 0.48 RUSSELL 7.14 SHATZ 5.44 SILVER-mini 0.44 SMI 1.05 SOFR 15.43 SOYBEAN 0.72 SOYMEAL 0.86 SOYOIL 0.81 SP400 0.33 SP500_micro 3.00 SUGAR11 2.79 US10 1.20 US10U 0.93 US2 2.35 US20 0.61 US30 0.41 US5 1.85 VIX 15.46 WHEAT 1.20 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 -16.5 -18.0 -15.1 0.0 0 BOBL 1.4 1.3 1.6 1.0 1 BTP 2.5 2.2 2.7 0.0 0 BUND 0.4 0.4 0.5 0.0 0 BUXL 0.0 0.0 0.1 0.0 0 CAC 2.2 2.0 2.3 0.0 0 CAD -2.6 -3.0 -2.2 -4.0 -4 CANOLA 2.1 1.3 2.9 1.0 1 CHF -1.0 -1.1 -0.9 -1.0 -1 COCOA -0.5 -0.6 -0.5 -1.0 -1 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 0.7 0.5 0.9 1.0 1 CORN -0.4 -0.8 0.0 -3.0 -3 COTTON2 -3.0 -3.2 -2.8 -5.0 -5 CRUDE_W -0.8 -1.2 -0.4 0.0 0 DAX 0.7 0.1 1.2 0.0 0 DOW -1.2 -1.7 -0.8 -3.0 -3 DX 1.3 1.1 1.5 0.0 0 EUR -0.4 -0.6 -0.3 0.0 0 EURIBOR-ICE 11.9 10.8 13.0 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 -12.5 -13.7 -11.2 -10.0 -10 GBP -0.8 -1.1 -0.6 0.0 0 GOLD_micro -1.2 -1.4 -1.0 -3.0 -3 HEATOIL 0.2 0.1 0.2 0.0 0 JGB-SGX-mini -18.1 -20.5 -15.7 0.0 0 JPY -1.4 -1.5 -1.2 0.0 0 LEANHOG 2.1 1.6 2.6 2.0 2 LIVECOW 0.1 -0.0 0.2 0.0 0 LUMBER-new -2.3 -2.6 -2.0 0.0 0 MXP 32.6 29.3 35.9 28.0 28 NASDAQ_micro -0.5 -0.6 -0.3 -1.0 -1 NIKKEI 13.7 12.8 14.6 15.0 15 NZD 0.4 0.1 0.6 0.0 0 OAT 2.7 2.4 2.9 6.0 6 OATIES -6.4 -6.7 -6.1 NaN 0 OJ -1.1 -1.1 -1.0 -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 -4.7 -4.9 -4.4 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL -0.8 -1.6 -0.1 -3.0 -3 SHATZ -0.6 -1.2 -0.1 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 1.2 1.1 1.3 0.0 0 SOFR -7.6 -9.2 -6.1 NaN 0 SOYBEAN 0.2 0.1 0.3 0.0 0 SOYMEAL -0.7 -0.8 -0.6 -1.0 -1 SOYOIL -0.9 -0.9 -0.8 -1.0 -1 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.5 -1.8 -1.2 -1.0 -1 SUGAR11 -4.5 -4.8 -4.2 -5.0 -5 US10 -0.3 -0.4 -0.2 0.0 0 US10U 0.0 -0.1 0.1 0.0 0 US2 -1.0 -1.2 -0.8 NaN 0 US20 0.3 0.3 0.4 0.0 0 US30 0.1 0.1 0.2 1.0 1 US5 -0.8 -1.0 -0.6 0.0 0 VIX -21.9 -23.5 -20.4 -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 -0.1 0.0 -0.0 0.1 -0.1 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 0.0 0.1 0.0 0.0 -0.0 0.2 0.5 0.1 0.3 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.6 -0.4 -0.5 0.1 0.0 0.2 0.0 0.2 0.0 -0.1 0.4 -0.2 0.7 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.4 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.1 0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.4 BOBL 0.4 0.2 -0.0 0.0 -0.1 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 0.6 -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 -0.1 0.1 -0.0 -0.0 0.0 -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 0.4 0.2 -2.7 0.1 0.0 0.2 0.0 0.2 0.1 0.5 0.3 0.4 0.4 0.2 0.2 0.7 0.3 0.7 BUND 0.4 0.3 0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 0.2 0.0 -0.3 0.1 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.2 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 -0.2 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 0.1 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 -0.1 0.5 0.1 0.5 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.3 0.2 0.4 0.1 -0.0 0.1 0.0 0.0 0.1 0.4 -0.3 0.3 0.1 -0.3 0.7 0.7 0.7 0.7 CAD -0.0 -0.5 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -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 0.0 -0.1 0.0 -0.1 -0.0 -0.4 0.5 0.2 -0.5 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 -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 0.1 -0.1 0.0 -0.1 -0.0 -0.3 0.3 0.3 0.2 -0.1 0.5 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 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.1 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -1.1 -0.3 0.1 0.3 0.1 -0.7 -0.7 -0.7 -0.7 COCOA -0.1 -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 0.5 -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 -0.0 0.4 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.2 0.5 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 0.0 0.1 -0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.5 -0.1 -0.3 -0.5 0.6 0.3 0.7 0.4 CORN 0.0 0.2 -0.0 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -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 0.1 -0.0 0.1 -0.3 0.1 -1.1 0.5 0.3 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 0.1 -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 -0.0 -2.0 -0.1 0.1 -0.2 0.1 -0.3 -0.0 -0.7 0.5 0.0 0.4 0.6 -0.4 -0.5 -0.3 -0.4 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 -0.4 -0.5 -0.4 0.7 0.5 0.1 0.6 DAX -0.0 -0.0 -0.2 0.1 -0.0 0.2 0.0 0.2 0.0 0.0 0.4 -0.0 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.5 0.0 -1.5 0.0 -0.0 0.0 -0.0 0.2 0.0 -0.0 -0.3 -0.3 -0.6 -0.6 0.4 0.7 0.7 0.7 DOW -0.3 0.0 0.4 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 0.2 0.2 0.2 0.3 0.2 -1.5 0.1 0.0 0.1 0.1 0.2 0.0 -0.2 0.5 -0.1 -0.2 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 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 0.1 -0.0 0.1 -0.1 0.1 0.8 0.5 0.6 0.5 0.4 0.5 0.5 0.4 0.6 EUR -0.3 -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 -0.1 0.1 -0.1 0.4 -0.1 1.9 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.4 -0.3 -0.2 0.0 -0.0 -0.3 -0.7 -0.5 -0.7 EURIBOR-ICE 0.4 0.1 -0.0 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 0.2 0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 0.0 0.8 -0.3 0.2 -0.1 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.1 0.5 0.3 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 -0.9 0.1 0.0 0.1 0.0 0.1 0.1 0.4 0.1 0.1 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 0.3 -0.0 0.0 0.3 0.1 0.3 0.2 0.0 0.1 -0.2 0.4 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.2 0.1 0.6 0.7 0.7 0.7 0.7 GASOIL -0.0 -0.0 0.1 -0.0 0.0 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 0.1 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 0.0 -0.1 0.1 -0.1 0.0 1.1 -0.2 -0.0 -0.3 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 0.3 -0.3 -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 -0.0 -0.2 -0.0 -0.2 0.0 -1.1 -0.2 -0.2 0.0 -0.6 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -0.5 -0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.2 0.6 -0.2 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.2 0.3 -0.2 0.2 -0.1 -0.2 0.0 -0.2 0.2 -0.1 0.3 -0.5 -0.5 -0.2 -0.2 0.3 -0.1 0.2 -0.1 GOLD_micro -0.6 -0.3 -0.2 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 -0.0 0.3 0.1 -2.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.4 -0.3 0.5 0.6 0.5 -0.3 0.1 -0.6 -0.3 HEATOIL 0.1 -0.1 0.1 -0.0 0.0 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 -0.1 -0.3 JGB-SGX-mini 0.4 -0.2 -0.3 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.0 -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 0.2 -0.1 -0.3 -0.5 -0.6 -0.6 -0.4 -0.7 JPY -0.3 -0.4 -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 -0.6 -0.3 -0.6 -0.4 -0.4 -0.1 -0.4 -0.1 -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 -0.2 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 0.0 0.6 0.5 0.5 0.7 0.7 LIVECOW -0.6 -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 0.0 -0.1 0.2 -0.1 0.1 0.0 0.1 -0.1 0.4 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.1 0.1 0.6 0.7 0.5 0.7 0.7 LUMBER-new -0.0 -0.0 -0.6 -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 -0.6 0.3 0.1 0.5 0.8 0.6 0.8 MXP -0.3 -0.1 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.5 0.1 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.1 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 -0.2 0.3 0.0 -0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.0 0.1 0.1 0.2 0.1 -0.3 0.5 0.2 0.4 0.4 -0.6 -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 -0.1 -0.0 -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 0.5 0.3 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 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 0.0 0.3 0.3 -0.1 0.2 0.7 0.3 0.7 OATIES 0.3 -0.2 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.2 -0.5 -0.1 -0.5 -0.2 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 -0.2 -0.4 -0.2 -1.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.4 -0.5 -0.5 -0.3 -0.4 -0.7 -0.4 -0.6 -0.4 OJ -0.6 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.0 -0.2 -0.5 -0.2 0.2 -0.2 -0.5 -0.1 -0.5 PALLAD 0.0 0.3 0.2 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 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 -0.2 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 0.2 -0.1 -0.3 -0.1 -0.2 0.7 0.3 -0.3 -0.2 REDWHEAT 0.4 0.1 -0.2 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -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 0.1 1.1 -0.0 0.1 -0.2 0.1 -0.3 0.0 -0.9 0.5 0.5 0.6 0.4 -0.7 -0.7 -0.7 -0.7 RICE -0.1 -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 -0.4 -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 0.2 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 -0.5 -0.0 0.6 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 0.1 -0.3 0.0 -0.1 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 -0.0 -0.1 0.0 -1.1 -0.4 -0.0 -0.3 -0.4 0.5 0.7 0.7 0.7 SILVER-mini -0.6 -0.2 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 0.1 -0.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 -0.2 0.0 0.4 0.4 0.6 0.7 0.1 0.1 SMI 0.1 0.3 0.2 0.1 -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 0.0 1.4 0.0 -0.1 0.1 -0.1 0.1 0.0 0.8 -0.5 -0.1 -0.4 -0.2 0.7 0.7 0.7 0.7 SOFR 0.0 -0.3 0.3 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 0.4 -0.1 0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.4 -0.0 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.2 -0.3 -0.4 -0.4 0.4 0.0 -0.5 -0.2 -0.7 SOYBEAN 0.3 0.0 0.2 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 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 0.1 0.1 0.1 -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 0.3 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 -0.3 -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 -0.1 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 -0.2 0.1 -0.1 0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -2.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.3 -0.4 0.2 0.3 0.6 -0.7 -0.5 -0.7 -0.5 SP400 -0.3 -0.3 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.1 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.0 -0.0 0.0 -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 0.3 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 0.1 0.5 0.2 -2.2 0.0 0.0 0.2 0.0 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 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.4 -0.0 0.2 0.1 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.2 0.0 -0.8 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 -0.2 -0.2 0.0 0.5 -0.5 -0.7 -0.4 -0.7 US10U 0.1 0.1 0.4 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.2 0.5 0.1 0.1 0.1 0.2 0.1 -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 0.0 -0.4 -0.0 -0.1 0.4 0.6 -0.0 -0.5 -0.3 -0.7 US2 0.0 -0.0 0.2 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -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 -0.4 -0.4 -0.2 0.2 -0.4 -0.3 -0.5 -0.7 US20 0.1 0.3 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.3 0.1 -0.2 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 0.1 -1.2 0.1 -0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.0 0.5 0.6 0.6 0.4 -0.1 -0.5 US30 0.2 0.3 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 0.1 -0.3 0.1 0.2 0.0 -0.1 -0.0 -0.0 0.1 0.1 0.0 -0.0 0.1 -0.7 0.1 -0.0 0.1 0.0 0.1 0.0 -0.5 0.2 0.1 0.5 0.5 0.5 0.3 -0.0 -0.5 US5 0.0 -0.1 0.3 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.1 0.2 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.1 0.2 0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.6 -0.3 -0.3 -0.2 0.3 -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 -0.1 -0.9 -0.3 -0.6 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.2 -0.1 -0.2 -0.1 NaN -0.1 0.0 -0.2 -0.0 -0.1 -0.0 NaN NaN NaN NaN NaN -1.0 -1.1 NaN NaN WHEAT 0.2 0.1 -0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -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 0.1 1.8 -0.0 0.1 -0.1 0.1 -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 -9.4 -6.2 2.5 -3.1 -5.8 1.3 -4.3 3.5 -5.0 9.1 15.7 -0.2 3.7 -9.8 -2.8 -0.6 -1.3 -1.0 -1.2 -0.9 3.4 6.1 2.8 -0.9 16.0 -0.2 5.0 2.1 3.9 0.5 -0.6 3.5 20.0 4.5 8.8 8.7 20.0 20.0 20.0 20.0 BITCOIN -18.0 -10.9 -14.0 7.0 0.4 7.4 0.4 5.8 4.0 -14.0 13.1 -16.7 18.2 -15.1 -10.9 -5.9 -7.3 -6.8 -7.0 -6.7 4.2 -16.1 14.9 -13.7 -20.0 -4.2 -10.0 0.4 -6.8 6.0 -6.4 -1.9 20.0 -20.0 -20.0 -20.0 10.8 -5.1 -18.1 -10.8 BOBL 13.3 5.5 -0.3 3.6 -6.6 1.7 -0.9 -0.6 3.3 -16.2 4.9 -1.6 -0.6 5.3 3.6 20.0 5.9 20.0 14.5 5.2 1.3 -3.7 -1.4 5.0 2.6 3.0 -5.7 0.9 -1.9 -0.3 2.8 10.4 -11.4 4.3 -1.0 -3.6 12.2 20.0 17.7 20.0 BTP 13.4 7.1 2.4 4.8 -8.8 2.3 -1.3 -0.8 4.5 -5.1 20.0 15.7 19.2 20.0 19.7 6.6 8.8 8.5 9.2 15.9 12.9 8.8 13.3 16.6 -20.0 7.3 0.3 5.6 4.1 5.5 7.8 9.8 13.7 13.1 11.9 5.2 6.3 20.0 7.6 20.0 BUND 12.5 8.3 3.2 4.0 -7.3 1.9 -1.1 -0.6 3.7 -17.0 6.5 2.9 -7.4 9.6 7.9 -6.3 3.5 -1.4 2.5 8.1 1.8 -0.4 -4.9 8.3 -0.9 4.5 -4.6 1.5 -0.3 -0.9 4.5 0.1 -4.0 4.8 4.3 -1.7 9.9 20.0 12.2 20.0 BUXL 14.3 13.2 1.4 3.8 -6.9 1.8 -1.0 -0.6 3.5 -8.4 -9.1 7.7 -16.3 12.6 6.3 3.9 2.8 3.8 3.5 5.2 -5.5 3.0 -15.1 8.8 -2.0 3.3 -1.4 -1.4 1.6 -4.7 4.9 -0.4 4.2 4.4 6.3 -9.4 4.4 14.9 -5.3 4.5 CAC 11.3 14.4 7.7 6.6 -0.3 6.3 2.7 4.8 4.9 -14.1 18.5 13.4 14.7 17.9 18.0 -2.2 -1.3 -2.3 -1.7 20.0 14.6 8.3 9.5 20.0 2.6 6.5 -3.7 3.4 2.3 0.7 6.5 7.1 -12.7 10.6 4.3 -9.2 20.0 20.0 20.0 20.0 CAD -1.4 -14.0 -11.8 -3.6 -6.7 1.5 -5.0 4.1 -5.8 7.3 -4.0 5.0 -4.8 -17.5 -20.0 -8.5 -7.2 -8.1 -7.7 -18.5 -13.6 2.1 -8.1 -10.2 20.0 -6.8 1.5 -3.9 1.4 -1.7 -4.0 -7.1 20.0 7.1 -16.8 -16.7 -20.0 -20.0 -20.0 -20.0 CANOLA 11.9 -9.1 -20.0 -4.5 -0.7 -5.3 -0.6 -4.4 -2.1 12.1 -2.4 12.9 -0.0 -0.6 -11.9 -20.0 -10.1 -17.8 -12.9 -8.3 -9.1 8.7 -3.2 1.2 6.0 -4.0 6.8 -4.3 3.4 -2.0 -0.2 -5.5 11.6 10.5 7.6 -4.2 16.5 20.0 20.0 20.0 CHF -4.2 -7.1 -2.4 -2.3 -4.3 1.0 -3.2 2.6 -3.7 -13.0 11.6 -0.4 12.0 -5.8 -3.7 -15.5 -15.6 -15.5 -15.2 -0.4 6.2 -7.6 10.9 -3.5 -0.8 0.7 -9.5 4.4 -4.8 6.4 -1.9 -20.0 -10.5 4.0 8.4 3.1 -20.0 -20.0 -20.0 -20.0 COCOA -3.1 -20.0 -20.0 -3.2 -0.5 -3.7 -0.4 -3.1 -1.5 -2.8 -9.2 -3.5 -0.4 -8.0 -9.3 -2.1 11.0 1.4 5.9 -15.5 -12.5 -3.7 -1.3 -10.5 -20.0 -3.0 -0.5 -2.0 -0.6 0.8 -2.0 20.0 4.4 -11.0 -10.3 1.1 -6.2 1.9 0.2 5.5 COFFEE 0.9 1.9 15.0 -4.9 -0.8 -5.8 -0.6 -4.9 -2.4 -9.8 10.1 -2.9 11.4 5.0 11.8 19.0 10.9 15.8 13.1 15.2 15.6 -2.0 15.4 7.8 -20.0 4.8 -1.6 5.9 -0.5 6.6 2.1 20.0 -1.9 13.3 20.0 20.0 9.3 14.3 17.6 20.0 COPPER 7.4 15.6 -2.2 2.6 0.1 2.7 0.1 2.2 1.5 3.7 -1.6 6.4 -1.1 7.7 -1.8 -5.9 -5.5 -5.5 -5.5 5.1 2.1 5.5 1.7 6.9 -4.5 2.1 0.6 2.0 1.9 2.6 2.4 0.9 20.0 -2.2 -7.8 -15.3 19.5 8.8 19.7 10.5 CORN 1.0 5.0 -0.0 -7.3 -1.1 -8.6 -0.9 -7.2 -3.5 14.3 -9.8 16.5 -14.3 6.9 8.3 -18.9 -19.0 -20.0 -20.0 1.7 -6.8 12.5 -16.2 7.6 10.5 2.5 8.7 -1.4 11.2 -7.7 6.6 -20.0 19.3 10.4 20.0 20.0 -9.2 -2.2 2.5 -0.2 COTTON2 0.7 -3.4 1.2 -7.6 -1.2 -8.9 -1.0 -7.5 -3.6 10.1 -20.0 7.5 -20.0 -11.1 -18.1 -17.9 -14.5 -17.4 -16.1 -11.8 -15.4 9.1 -20.0 -3.5 -15.3 -6.0 9.6 -6.9 6.4 -9.1 -1.5 -13.0 20.0 1.0 12.4 20.0 -11.7 -15.7 -10.4 -13.5 CRUDE_W -6.9 -6.8 -4.1 -0.2 6.2 0.7 6.7 0.7 2.1 13.6 -6.2 2.2 -11.1 -10.5 -15.2 0.4 6.3 3.4 4.9 -9.0 -7.4 0.9 -8.1 -6.5 4.8 -5.7 2.0 -5.1 0.5 -4.8 -3.6 -5.1 -19.9 -11.6 -15.2 -12.6 20.0 16.1 2.6 18.3 DAX -1.1 -0.3 -6.3 5.9 -0.3 5.7 2.4 4.4 4.4 0.5 16.5 -3.4 17.6 5.9 5.7 -6.4 -6.5 -6.1 -5.8 4.1 8.5 -2.8 19.0 2.1 -11.3 1.2 -4.8 1.7 -1.7 6.6 0.9 -0.9 -14.1 -9.3 -20.0 -20.0 11.4 20.0 20.0 20.0 DOW -9.3 1.4 11.9 4.7 -0.2 4.5 1.9 3.5 3.5 10.8 15.7 13.5 13.3 12.8 14.3 -8.2 -8.3 -8.5 -8.1 14.1 14.5 16.8 12.6 14.6 -11.4 4.7 4.5 5.1 5.3 4.3 4.2 -4.3 20.0 -2.5 -4.7 3.0 -20.0 -20.0 -20.0 -20.0 DX 9.3 13.2 3.2 -2.4 -4.6 1.0 -3.4 2.8 -4.0 11.8 -9.8 9.8 -13.4 12.6 8.5 5.6 6.1 5.8 5.9 6.8 -2.6 9.3 -10.3 9.5 -20.0 4.0 9.4 -0.5 5.8 -3.9 5.5 15.8 20.0 20.0 14.0 13.5 15.3 16.3 12.3 17.7 EUR -10.5 -11.2 1.4 -2.8 -5.3 1.2 -3.9 3.2 -4.6 -16.5 13.7 -13.2 16.0 -15.5 -4.2 -7.3 -7.5 -7.4 -7.4 -5.3 6.9 -10.1 15.7 -9.9 14.5 -2.8 -9.8 3.6 -6.7 7.7 -5.9 -7.2 -11.3 -5.1 0.0 -0.7 -9.8 -20.0 -14.9 -20.0 EURIBOR-ICE 13.5 2.7 -1.4 2.8 -5.1 1.3 -0.7 -0.4 2.6 -13.1 9.2 -1.4 10.2 3.3 3.0 11.8 10.5 12.5 12.3 5.0 3.9 -3.3 5.7 4.1 4.7 2.7 -4.5 1.6 -1.3 1.6 2.4 14.1 -11.3 5.9 -1.6 -0.6 8.3 20.0 10.9 20.0 EUROSTX 2.6 14.2 7.9 6.4 -0.3 6.2 2.6 4.7 4.7 12.8 20.0 18.2 18.9 19.8 19.8 -3.5 -1.3 -2.9 -2.1 20.0 17.6 13.0 16.5 19.2 -6.4 6.6 1.8 4.4 4.4 3.0 6.4 6.8 2.2 3.2 3.6 -8.4 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -4.4 -3.1 -0.5 -3.6 -0.4 -3.0 -1.5 -5.8 8.2 -6.6 9.6 -3.0 4.3 13.2 7.4 14.8 12.4 3.3 11.1 -20.0 13.2 -9.0 -20.0 1.1 -4.9 3.5 -5.4 4.5 -2.3 20.0 -20.0 -6.8 4.3 20.0 20.0 20.0 20.0 20.0 GASOIL -0.9 -0.5 4.4 -0.2 4.9 0.5 5.3 0.6 1.7 12.0 6.3 11.9 3.1 6.9 4.1 20.0 14.0 20.0 17.0 5.2 5.2 15.4 3.3 9.2 -0.7 2.7 5.8 2.9 7.4 1.9 4.4 11.2 13.3 5.6 9.2 8.2 12.1 12.1 5.8 9.4 GASOLINE -2.7 -5.8 -0.2 -0.2 5.7 0.6 6.2 0.7 2.0 14.7 2.4 13.4 -0.7 -1.8 -6.9 9.3 20.0 20.0 20.0 -2.2 -0.9 8.4 -0.5 1.3 -19.8 -3.2 4.6 -2.7 4.8 -1.4 0.0 20.0 -7.2 -0.9 -9.2 -7.6 20.0 20.0 20.0 20.0 GAS_US_mini 2.5 9.7 -10.2 -0.2 7.2 0.8 7.7 0.8 2.5 1.4 -20.0 1.4 -18.0 1.5 -14.5 -20.0 -20.0 -20.0 -20.0 -7.0 -14.1 -1.5 -14.2 -1.0 20.0 -2.8 -0.6 -6.1 -0.1 -5.6 0.3 -20.0 -10.2 -5.3 1.5 -18.7 -3.8 -20.0 -20.0 -20.0 GBP -11.6 -14.3 -6.6 -3.4 -6.5 1.4 -4.8 4.0 -5.6 -20.0 9.3 -20.0 16.4 -20.0 -12.9 0.7 -0.1 0.3 0.1 -12.1 0.7 -20.0 12.3 -20.0 1.2 -4.8 -20.0 1.4 -15.6 6.2 -10.4 5.6 -20.0 -14.5 -6.4 -4.7 8.5 -3.3 7.1 -2.4 GOLD_micro -20.0 -8.4 -5.7 2.5 0.1 2.6 0.1 2.1 1.4 -5.6 7.6 -3.7 8.3 2.7 6.0 -8.7 -11.3 -10.5 -10.7 11.4 11.6 -4.5 10.3 5.1 -19.4 2.8 -0.6 2.6 0.1 2.2 1.9 -8.4 -10.5 17.0 20.0 15.1 -10.0 1.8 -19.1 -7.8 HEATOIL 2.4 -3.7 1.6 -0.2 5.5 0.6 5.9 0.6 1.9 13.7 9.1 13.4 5.5 8.1 3.6 9.6 8.7 9.1 8.7 4.4 4.6 19.6 4.0 10.8 -20.0 0.6 8.1 0.8 9.3 1.8 4.5 0.6 17.1 10.2 0.7 -2.1 14.6 6.9 -4.5 -7.5 JGB-SGX-mini 11.1 -4.9 -10.2 2.3 -4.1 1.1 -0.6 -0.4 2.1 2.2 -10.6 -1.1 -10.0 -6.9 -9.3 6.6 12.5 8.6 10.6 -6.0 -9.2 -0.3 -11.0 -2.2 -6.0 -2.7 0.8 -4.3 0.1 -5.4 -0.7 14.3 6.9 -2.9 -9.6 -14.8 -16.8 -18.2 -10.6 -20.0 JPY -10.7 -11.6 -11.7 -1.8 -3.4 0.8 -2.5 2.1 -2.9 -11.1 -10.8 -12.1 -7.9 -11.5 -11.7 -9.3 -10.9 -9.8 -10.0 -12.9 -10.1 -11.9 -7.0 -13.1 20.0 -4.2 -4.6 -2.9 -4.3 -1.8 -4.6 -12.1 -14.0 -17.6 -12.4 -11.6 -2.1 -10.7 -4.3 -11.1 LEANHOG -20.0 -20.0 0.2 -7.4 -1.2 -8.7 -0.9 -7.3 -3.5 -20.0 15.2 -20.0 18.1 -20.0 -10.4 4.5 20.0 20.0 20.0 -14.4 5.9 -20.0 16.8 -20.0 -1.4 -5.1 -9.6 0.4 -11.4 3.8 -10.1 20.0 -20.0 -20.0 1.5 20.0 14.3 16.4 20.0 20.0 LIVECOW -18.0 -19.4 -5.9 -3.6 -0.6 -4.2 -0.5 -3.5 -1.7 -5.8 9.8 -6.8 11.1 -3.5 4.3 -6.3 10.4 -3.3 5.0 1.8 9.4 -16.6 13.1 -8.2 -20.0 0.7 -5.3 3.6 -6.3 5.3 -2.9 20.0 -20.0 -4.2 4.1 20.0 20.0 15.9 20.0 20.0 LUMBER-new -1.1 -0.1 -16.0 -4.3 -0.7 -5.1 -0.6 -4.2 -2.1 -13.0 -10.2 -12.8 -8.2 -6.9 -10.1 -20.0 -20.0 -20.0 -20.0 -10.7 -10.4 -20.0 -8.3 -15.2 NaN -3.0 -10.1 -2.4 -8.5 -1.3 -4.7 -20.0 -20.0 -16.3 8.4 2.4 13.2 20.0 16.0 20.0 MXP -10.0 -4.4 7.7 -3.5 -6.6 1.5 -4.9 4.0 -5.7 -19.7 20.0 4.8 20.0 15.7 20.0 12.7 12.7 12.9 12.6 13.6 20.0 -4.0 20.0 3.3 -20.0 7.7 -7.2 14.0 -2.9 14.3 1.5 20.0 4.6 11.8 20.0 20.0 4.7 7.7 3.1 10.4 NASDAQ_micro -12.6 -4.8 8.2 4.5 -0.2 4.4 1.9 3.3 3.4 8.4 15.5 12.4 14.6 13.3 14.0 -8.9 -8.9 -9.5 -9.0 18.9 20.0 20.0 18.6 19.2 -20.0 5.2 4.0 5.4 5.4 4.9 4.8 -5.7 20.0 7.1 12.6 13.2 -18.9 -20.0 -20.0 -20.0 NIKKEI 8.9 7.7 20.0 3.5 -0.2 3.4 1.4 2.6 2.6 10.3 11.9 11.3 10.6 11.4 11.6 0.5 7.8 3.7 6.2 20.0 19.8 20.0 14.0 20.0 -9.9 4.3 2.5 3.8 3.2 2.3 3.9 20.0 19.4 20.0 20.0 20.0 0.4 10.1 12.1 16.6 NZD -5.5 -15.5 -12.8 -2.9 -5.4 1.2 -4.0 3.3 -4.7 -5.5 -3.2 -9.3 -7.2 -16.7 -18.4 -4.5 -3.0 -4.0 -3.6 -16.5 -12.7 -3.1 -7.5 -11.0 15.1 -5.8 -2.3 -4.2 -1.2 -2.7 -4.1 0.0 13.7 2.3 -8.8 -14.7 13.7 20.0 17.0 20.0 OAT 16.8 9.3 0.3 3.4 -6.2 1.6 -0.9 -0.5 3.2 -5.6 5.9 7.0 -4.0 10.2 8.2 16.9 10.8 16.6 14.7 7.4 1.4 3.6 -3.1 9.7 1.3 3.5 -0.6 1.0 1.6 -0.5 4.4 15.9 0.0 8.2 8.0 -3.6 7.3 20.0 7.8 20.0 OATIES 8.0 -5.3 -19.2 -6.0 -0.9 -7.0 -0.8 -5.9 -2.9 -17.5 -18.2 -12.8 -12.7 -14.9 -18.8 -20.0 -9.4 -20.0 -17.0 -18.5 -18.6 -17.1 -13.6 -14.3 -11.6 -6.8 -10.2 -6.5 -6.7 -4.8 -5.6 -7.9 -20.0 -16.5 -8.2 -11.1 -20.0 -12.3 -16.8 -11.8 OJ -20.0 -20.0 -14.0 -2.1 -0.3 -2.5 -0.3 -2.1 -1.0 -5.5 -5.1 -6.2 -5.4 -6.6 -6.0 -3.6 4.8 -1.2 1.3 -10.0 -7.9 -8.6 -6.8 -11.0 -20.0 -2.2 -1.6 -1.7 -2.0 -1.4 -2.5 18.6 -7.5 -16.4 -5.1 4.7 -7.5 -15.5 -1.6 -13.7 PALLAD 0.6 8.9 4.7 2.5 0.1 2.6 0.1 2.1 1.4 -3.1 5.4 -0.9 4.3 2.7 4.0 -2.7 -2.9 -2.9 -2.9 8.1 7.1 -0.5 4.7 5.1 12.5 2.7 -0.1 2.5 0.4 1.9 1.9 5.4 -7.7 12.1 5.8 1.0 -13.7 -20.0 -20.0 -19.6 PLAT -20.0 -2.3 6.1 2.7 0.1 2.8 0.1 2.2 1.5 0.1 7.6 -4.1 7.0 2.4 5.0 -3.4 -3.5 -3.3 -3.2 7.8 10.2 -1.6 9.5 2.4 0.6 2.6 0.0 3.6 -0.4 3.6 0.9 4.7 -5.7 -9.1 -3.2 -4.8 20.0 9.0 -9.0 -7.3 REDWHEAT 11.2 3.3 -7.3 -7.2 -1.1 -8.5 -0.9 -7.1 -3.5 13.3 -20.0 14.2 -20.0 0.6 -16.6 -18.6 -16.9 -19.7 -18.8 -10.7 -20.0 18.7 -20.0 4.9 8.2 -3.1 9.9 -6.5 11.7 -8.9 4.1 -17.5 20.0 16.6 20.0 13.2 -20.0 -20.0 -20.0 -20.0 RICE -2.9 -18.9 -17.4 -3.4 -0.5 -4.0 -0.4 -3.4 -1.6 -2.7 -12.1 -8.6 -11.7 -10.9 -11.9 -20.0 -11.0 -19.9 -17.4 -20.0 -20.0 -10.1 -20.0 -17.0 -1.3 -4.3 -0.5 -4.3 -2.3 -4.2 -3.7 -11.7 -15.4 -19.0 -16.2 -13.1 -8.3 -9.2 -0.8 -8.5 ROBUSTA 5.3 6.7 20.0 -2.9 -0.5 -3.4 -0.4 -2.9 -1.4 3.6 0.6 4.4 -0.3 2.9 6.3 4.6 13.8 10.5 12.3 6.5 3.0 5.1 1.0 5.7 -20.0 2.2 2.3 1.0 1.6 0.5 1.8 20.0 5.3 12.5 11.5 20.0 -1.8 18.8 5.6 20.0 RUSSELL -14.5 -1.4 17.0 4.0 -0.2 3.8 1.6 2.9 2.9 -5.5 12.7 6.3 8.9 7.7 11.5 -4.8 -5.4 -5.2 -5.1 10.0 11.6 0.6 8.3 5.3 6.0 4.0 -2.4 4.9 -0.4 3.4 1.4 0.5 -10.8 -6.9 -4.5 6.9 -20.0 -20.0 -20.0 -20.0 SHATZ 14.7 1.7 -9.7 3.5 -6.3 1.6 -0.9 -0.5 3.2 -15.7 -6.7 -4.9 -0.5 0.8 -7.5 -8.6 -17.8 -15.7 -16.0 -2.1 -5.8 -7.3 -4.5 -0.2 7.2 -0.1 -7.3 -2.1 -4.0 -1.6 0.4 -20.0 -14.9 -0.4 -9.6 -13.7 15.1 20.0 19.6 20.0 SILVER-mini -20.0 -6.2 5.6 2.9 0.1 3.0 0.1 2.4 1.6 -4.0 8.7 -5.8 8.9 2.9 6.4 -5.5 -6.7 -6.5 -6.6 11.5 12.3 -2.3 9.8 4.9 -5.4 3.3 -0.0 3.4 0.1 2.6 1.8 -0.9 -8.2 1.2 12.4 13.0 18.7 20.0 3.1 2.9 SMI 1.6 9.6 7.3 5.6 -0.3 5.4 2.3 4.1 4.1 -16.2 10.2 -8.9 8.0 9.6 12.6 6.1 3.3 4.3 3.4 11.3 9.4 -13.7 7.2 3.4 10.3 3.7 -9.7 2.7 -5.4 1.5 0.8 15.2 -20.0 -1.8 -12.5 -6.8 20.0 20.0 20.0 20.0 SOFR 0.0 -10.4 8.5 4.1 -7.5 2.0 -1.1 -0.7 3.9 -19.0 15.8 -7.1 14.5 -4.5 9.3 7.0 5.3 7.1 6.6 5.6 12.6 -11.0 14.2 -1.6 -20.0 3.4 -13.8 6.8 -7.0 7.1 -0.9 4.5 -12.7 -12.1 -13.1 12.0 0.8 -15.6 -7.4 -20.0 SOYBEAN 9.1 1.0 6.6 -7.1 -1.1 -8.4 -0.9 -7.0 -3.4 14.6 6.8 19.2 -7.5 11.3 11.0 -3.2 -6.9 -6.7 -8.0 7.9 2.6 20.0 -5.8 17.4 -5.6 6.1 11.2 4.4 13.9 -0.2 9.7 -0.1 20.0 20.0 20.0 20.0 -13.5 -4.3 -12.5 -0.6 SOYMEAL 20.0 9.5 8.5 -6.9 -1.1 -8.2 -0.9 -6.8 -3.3 20.0 -13.4 20.0 -20.0 15.7 1.7 -16.7 -16.3 -19.4 -18.9 9.3 -7.6 20.0 -19.5 20.0 -18.7 4.2 19.9 -0.4 17.8 -3.8 10.9 -17.4 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.8 -20.0 SOYOIL 2.1 -11.6 -9.4 -6.4 -1.0 -7.5 -0.8 -6.3 -3.1 -17.4 5.2 -9.6 9.6 -12.1 -15.2 -8.0 -4.1 -6.8 -5.4 -7.7 -0.5 -8.1 8.1 -6.6 -17.4 -3.7 -8.7 -0.3 -5.1 2.8 -3.7 5.3 -16.8 5.6 7.9 18.5 -20.0 -14.0 -20.0 -15.0 SP400 -9.6 -7.7 6.5 4.1 -0.2 3.9 1.7 3.0 3.0 -7.5 11.5 5.4 5.8 3.6 5.3 -5.6 -6.0 -5.9 -5.8 2.3 4.8 -2.2 4.4 -0.0 -0.4 0.2 -5.4 1.7 -2.4 1.3 -1.6 -0.5 -7.9 -17.0 -20.0 -8.7 -20.0 -20.0 -20.0 -20.0 SP500_micro -20.0 -10.4 9.0 4.8 -0.2 4.6 2.0 3.6 3.6 9.4 16.6 13.5 15.7 13.4 14.8 -9.0 -9.7 -9.9 -9.5 16.4 19.0 16.5 18.3 15.2 -16.7 4.5 3.2 5.7 4.0 5.3 3.1 -6.8 19.6 -8.9 -0.8 9.6 -20.0 -20.0 -20.0 -20.0 SUGAR11 -19.6 -7.3 -7.4 -3.8 -0.6 -4.5 -0.5 -3.8 -1.8 -11.2 -12.5 -12.4 -12.0 -12.5 -11.9 15.3 7.5 5.4 2.8 -15.8 -13.3 -20.0 -11.8 -19.9 -16.4 -4.3 -4.8 -3.4 -6.0 -2.8 -5.6 20.0 -20.0 -20.0 -9.6 3.2 -20.0 -20.0 -14.8 -20.0 US10 1.7 -1.4 11.8 3.4 -6.3 1.6 -0.9 -0.5 3.2 -14.6 14.3 -0.5 4.5 5.6 13.4 2.2 -0.1 2.0 1.4 8.5 10.3 -6.6 7.2 3.0 -6.2 4.7 -10.2 5.7 -3.9 4.5 1.6 -4.6 -7.5 -5.9 0.6 14.2 -13.7 -20.0 -12.2 -20.0 US10U 3.3 3.2 13.7 4.6 -8.4 2.2 -1.2 -0.7 4.3 -18.7 18.8 4.9 1.9 12.4 19.5 2.5 -1.3 0.8 -0.4 15.1 15.0 -4.3 7.9 8.6 -11.9 7.4 -9.7 7.7 -2.1 5.0 4.0 -7.4 -0.5 -2.6 12.2 20.0 -0.3 -14.0 -9.7 -20.0 US2 0.6 -1.5 7.1 3.2 -5.7 1.5 -0.8 -0.5 2.9 -14.6 5.3 -7.6 -2.0 -0.4 8.4 -11.2 -15.4 -11.9 -12.8 3.2 4.8 -12.1 2.7 -2.1 17.8 2.4 -14.8 3.7 -7.8 3.4 -1.3 -20.0 -17.0 -11.7 -6.1 6.6 -12.6 -9.7 -15.9 -20.0 US20 4.0 8.5 14.9 3.3 -6.0 1.6 -0.9 -0.5 3.1 -12.8 9.8 5.3 -4.5 11.2 15.1 3.9 2.9 4.2 3.8 12.5 10.1 -1.0 2.9 8.4 -9.0 5.6 -5.7 5.0 -0.6 2.4 3.5 0.3 3.4 0.3 15.0 17.5 18.9 13.4 -1.9 -14.9 US30 5.5 9.9 14.2 3.7 -6.8 1.8 -1.0 -0.6 3.5 -14.3 6.1 7.2 -8.9 13.3 16.6 0.7 -2.8 -1.9 -2.4 12.8 8.4 0.7 -0.7 10.0 -5.5 6.2 -5.5 4.8 0.2 1.4 4.6 -10.3 8.4 1.9 17.0 15.6 15.6 9.1 -0.1 -15.3 US5 1.3 -4.2 9.3 3.4 -6.2 1.6 -0.9 -0.5 3.2 -15.7 13.0 -5.2 4.8 1.4 10.7 -1.2 -3.5 -1.7 -2.2 5.6 8.4 -8.7 6.9 0.3 -0.7 3.7 -12.1 5.4 -5.6 5.0 0.3 -10.6 -10.9 -8.5 -5.6 10.2 -15.9 -15.1 -12.8 -20.0 VIX 10.8 2.6 -11.6 -3.3 0.3 -4.2 -1.1 -1.2 -0.7 -6.8 -19.9 -14.8 -10.3 -13.9 -18.4 -20.0 -20.0 -20.0 -20.0 -7.1 -8.7 -4.6 -5.1 -4.2 NaN -3.6 0.3 -4.8 -1.3 -1.6 -0.7 NaN NaN NaN NaN NaN -19.0 -20.0 NaN NaN WHEAT 6.5 3.9 -9.1 -7.4 -1.2 -8.7 -0.9 -7.3 -3.5 15.8 -20.0 13.7 -20.0 1.1 -18.6 -18.7 -18.5 -18.9 -18.7 -9.4 -18.8 19.3 -20.0 4.8 13.7 -2.7 13.8 -5.4 12.9 -7.6 4.1 -18.6 20.0 12.9 20.0 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3