******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251031_204356 produced at 2025-10-31 21:39:33.318662 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.02 0.0 0.00 0.00 0.00 0.00 -8.44 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.92 0.0 0.00 0.00 0.00 0.00 -20.90 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.21 0.0 999.00 -999.00 -0.22 -0.22 -19.76 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.10 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.16 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.10 0.0 1.04 -1.04 -0.14 -0.14 -2.85 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -16.23 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.09 0.0 1.02 -1.02 -0.08 -0.08 -1.10 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.06 0.0 0.69 -0.69 -0.04 -0.04 -1.44 17.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.70 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.30 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.05 0.0 0.18 -0.18 -0.08 -0.08 -3.02 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.05 0.0 1.37 -1.37 -0.05 -0.05 -0.87 25.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.05 -0.05 0.0 0.14 -0.14 -0.05 -0.05 -9.64 26.0 -10 -10 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.26 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 -4.63 18.0 -5 -5 caleb_strategy_v3 EUR False False 0.07 0.00 -0.04 0.0 1.01 -1.01 0.00 -0.07 -0.53 14.0 0 -1 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.04 0.0 0.91 -0.91 -0.04 -0.04 -1.02 22.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.83 -0.83 -0.02 -0.03 -1.48 48.0 -1 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.65 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.72 5.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.96 -0.96 0.00 0.00 -0.39 17.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.39 24.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.13 -1.13 -0.06 -0.08 -1.23 56.0 -3 -4 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 -1.10 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.13 -0.13 -0.04 -0.04 -0.87 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.84 8.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.79 -0.79 -0.01 -0.01 -1.00 66.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.64 9.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 -0.03 -0.01 0.0 0.14 -0.14 -0.03 -0.03 -0.44 12.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.03 -0.01 0.0 0.15 -0.15 -0.03 -0.03 -0.98 10.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.81 -0.81 -0.03 -0.03 -0.46 26.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.75 -0.75 0.00 0.00 -0.09 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.05 -0.01 0.0 0.60 -0.60 -0.05 -0.05 -0.30 23.0 -2 -2 caleb_strategy_v3 RUSSELL False False 0.01 -0.05 -0.00 0.0 0.42 -0.42 -0.05 -0.07 -0.75 68.0 -8 -12 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 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 LIVECOW False False 0.05 0.00 0.00 0.0 0.78 -0.78 0.00 0.00 0.02 17.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 0.00 0.0 0.27 -0.27 0.00 0.00 0.02 4.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.60 -0.60 0.00 0.00 0.18 21.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.01 0.0 0.19 -0.19 0.00 0.00 0.24 7.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.00 0.18 6.0 1 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 1.63 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 0.16 999999999.0 1 1 caleb_strategy_v3 DAX False False 0.01 0.01 0.01 0.0 0.81 -0.81 0.01 0.00 0.45 58.0 1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.01 0.0 0.52 -0.52 0.00 0.02 0.30 23.0 0 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.21 3.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.25 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 0.01 0.0 0.37 -0.37 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.66 -0.66 0.00 0.00 0.09 8.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.45 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.07 0.00 0.03 0.0 0.75 -0.75 0.00 0.07 0.43 10.0 0 1 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.03 0.0 0.22 -0.22 0.05 0.03 1.84 13.0 3 2 caleb_strategy_v3 COPPER False False 0.06 0.06 0.04 0.0 999.00 -999.00 0.06 0.13 0.63 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.07 1.43 4.0 1 2 caleb_strategy_v3 DX False False 0.05 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.48 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.12 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.09 0.0 0.66 -0.66 0.16 0.13 2.87 20.0 5 4 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.12 12.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.10 0.0 1.30 -1.30 0.07 0.07 1.47 19.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.62 -0.62 0.00 0.00 2.91 19.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.18 0.0 0.70 -0.70 0.00 0.00 2.58 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.19 0.0 0.71 -0.71 0.36 0.36 2.64 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.27 0.24 0.0 0.61 -0.61 0.27 0.27 14.08 36.0 16 16 caleb_strategy_v3 MXP False False 0.01 0.38 0.41 0.0 0.81 -0.81 0.38 0.38 30.68 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.68 0.0 1.42 -1.42 0.00 0.00 11.88 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.8 Shocked risk 45.8 Sum abs risk 48.6 Leverage 6.82 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1995351.31, 'annual_cash_vol_target': 498837.8275, 'daily_cash_vol_target': 31177.36421875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6547 0.5240 8.3834 BITCOIN 2378.4630 110495.0000 2.1526 34.4408 BOBL 0.1775 118.2900 0.1501 2.4015 BTP 0.3991 121.5300 0.3284 5.2538 BUND 0.3552 129.4600 0.2744 4.3898 BUXL 0.8750 116.1800 0.7531 12.0501 CAC 57.6482 8141.0000 0.7081 11.3299 CAD 0.0022 0.7148 0.3137 5.0189 CANOLA 6.1989 637.9000 0.9718 15.5482 CHF 0.0054 1.2490 0.4357 6.9709 COCOA 128.1077 6244.0000 2.0517 32.8271 COFFEE 6.7420 372.2000 1.8114 28.9824 COPPER 0.0758 5.1115 1.4826 23.7218 CORN 3.7878 463.2500 0.8177 13.0824 COTTON2 0.7159 66.7800 1.0720 17.1514 CRUDE_W 0.8419 59.9900 1.4034 22.4537 DAX 164.8887 24085.0000 0.6846 10.9538 DOW 299.6902 47734.0000 0.6278 10.0453 DX 0.3709 99.6250 0.3723 5.9568 EUR 0.0046 1.1553 0.3984 6.3744 EURIBOR-ICE 0.0329 97.8400 0.0336 0.5377 EUROSTX 40.8722 5677.0000 0.7200 11.5194 FEEDCOW 4.5152 326.9750 1.3809 22.0944 GASOIL 11.3830 685.7500 1.6599 26.5591 GASOLINE 0.0294 1.8579 1.5805 25.2874 GAS_US_mini 0.1104 4.3650 2.5284 40.4537 GBP 0.0056 1.3137 0.4272 6.8346 GOLD_micro 54.5098 4012.5000 1.3585 21.7360 HEATOIL 0.0369 2.3434 1.5752 25.2033 JGB-SGX-mini 0.2064 135.9400 0.1518 2.4295 JPY 0.0000 0.0065 0.6234 9.9748 LEANHOG 0.9662 82.5250 1.1708 18.7322 LIVECOW 2.7155 227.6500 1.1928 19.0854 LUMBER-new 8.5441 583.5000 1.4643 23.4286 MXP 0.0003 0.0536 0.5090 8.1436 NASDAQ_micro 205.5218 25985.0000 0.7909 12.6548 NIKKEI 563.8963 52380.0000 1.0765 17.2248 NZD 0.0030 0.5732 0.5234 8.3743 OAT 0.3779 122.6300 0.3081 4.9300 OATIES 4.8235 309.5000 1.5585 24.9355 OJ 6.2132 175.3500 3.5433 56.6930 PALLAD 43.2441 1465.5000 2.9508 47.2129 PLAT 33.2651 1577.3000 2.1090 33.7439 REDWHEAT 7.5317 534.7500 1.4085 22.5354 RICE 0.1420 10.6000 1.3395 21.4317 ROBUSTA 85.2923 4546.0000 1.8762 30.0193 RUSSELL 28.5188 2488.2000 1.1462 18.3386 SHATZ 0.0503 107.0850 0.0470 0.7522 SILVER-mini 0.9494 48.4375 1.9600 31.3596 SMI 79.3265 12274.0000 0.6463 10.3408 SOFR 0.0485 96.7150 0.0502 0.8027 SOYBEAN 8.1590 1104.2500 0.7389 11.8220 SOYMEAL 3.5034 326.0000 1.0746 17.1944 SOYOIL 0.6078 49.5700 1.2262 19.6194 SP400 31.2319 3254.4000 0.9597 15.3549 SP500_micro 47.1281 6870.0000 0.6860 10.9760 SUGAR11 0.2396 14.0300 1.7078 27.3242 US10 0.3255 112.7344 0.2888 4.6202 US10U 0.4206 115.5625 0.3639 5.8229 US2 0.0827 104.1445 0.0794 1.2709 US20 0.6418 117.4375 0.5465 8.7444 US30 0.9542 121.4062 0.7859 12.5751 US5 0.2106 109.2578 0.1928 3.0843 VIX 0.4966 21.1000 2.3536 37.6582 WHEAT 6.7869 594.7500 1.1411 18.2581 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.70 0.52 343.04 1.00 343.04 31177.36 90.89 12.34 112.17 BITCOIN 110.50 2.15 237.85 1.00 237.85 31177.36 131.08 -11.42 -149.64 BOBL 1182.90 0.15 177.55 1.16 206.23 31177.36 151.18 9.61 145.24 BTP 1215.30 0.33 399.06 1.16 463.53 31177.36 67.26 11.24 75.61 BUND 1294.60 0.27 355.19 1.16 412.57 31177.36 75.57 5.56 42.05 BUXL 1161.80 0.75 874.99 1.16 1016.34 31177.36 30.68 0.75 2.31 CAC 814.10 0.71 576.48 1.16 669.61 31177.36 46.56 13.33 62.06 CAD 714.85 0.31 224.23 1.00 224.23 31177.36 139.04 -7.88 -109.54 CANOLA 127.58 0.97 123.98 0.72 88.91 31177.36 350.64 1.91 67.02 CHF 1561.19 0.44 680.18 1.00 680.18 31177.36 45.84 -9.23 -42.32 COCOA 624.40 2.05 1281.08 1.00 1281.08 31177.36 24.34 -7.78 -18.94 COFFEE 1395.75 1.81 2528.26 1.00 2528.26 31177.36 12.33 10.73 13.24 COPPER 1277.88 1.48 1894.60 1.00 1894.60 31177.36 16.46 3.56 5.85 CORN 231.62 0.82 189.39 1.00 189.39 31177.36 164.62 -1.11 -18.23 COTTON2 333.90 1.07 357.93 1.00 357.93 31177.36 87.10 -14.22 -123.86 CRUDE_W 599.90 1.40 841.87 1.00 841.87 31177.36 37.03 -1.79 -6.63 DAX 240.85 0.68 164.89 1.16 191.53 31177.36 162.78 0.82 13.31 DOW 238.67 0.63 149.85 1.00 149.85 31177.36 208.06 -2.06 -42.83 DX 996.25 0.37 370.90 1.00 370.90 31177.36 84.06 6.80 57.14 EUR 1444.12 0.40 575.34 1.00 575.34 31177.36 54.19 -3.74 -20.25 EURIBOR-ICE 2446.00 0.03 82.20 1.16 95.47 31177.36 326.55 10.65 347.80 EUROSTX 567.70 0.72 408.72 1.16 474.75 31177.36 65.67 12.80 84.03 FEEDCOW 1634.88 1.38 2257.60 1.00 2257.60 31177.36 13.81 1.89 2.61 GASOIL 685.75 1.66 1138.30 1.00 1138.30 31177.36 27.39 12.03 32.94 GASOLINE 780.32 1.58 1233.26 1.00 1233.26 31177.36 25.28 4.14 10.47 GAS_US_mini 109.12 2.53 275.91 1.00 275.91 31177.36 113.00 -7.87 -88.88 GBP 821.06 0.43 350.73 1.00 350.73 31177.36 88.89 -4.42 -39.29 GOLD_micro 401.25 1.36 545.10 1.00 545.10 31177.36 57.20 -6.28 -35.90 HEATOIL 984.23 1.58 1550.36 1.00 1550.36 31177.36 20.11 2.43 4.89 JGB-SGX-mini 135940.00 0.15 20641.35 0.01 134.58 31177.36 231.67 -8.32 -192.73 JPY 814.44 0.62 507.74 1.00 507.74 31177.36 61.40 -9.01 -55.30 LEANHOG 330.10 1.17 386.47 1.00 386.47 31177.36 80.67 3.74 30.18 LIVECOW 910.60 1.19 1086.20 1.00 1086.20 31177.36 28.70 0.24 0.69 LUMBER-new 160.46 1.46 234.96 1.00 234.96 31177.36 132.69 -8.19 -108.62 MXP 267.90 0.51 136.36 1.00 136.36 31177.36 228.65 9.13 208.72 NASDAQ_micro 519.70 0.79 411.04 1.00 411.04 31177.36 75.85 -1.68 -12.73 NIKKEI 52380.00 1.08 56389.63 0.01 367.65 31177.36 84.80 15.31 129.82 NZD 573.25 0.52 300.03 1.00 300.03 31177.36 103.91 0.65 6.77 OAT 1226.30 0.31 377.85 1.16 438.89 31177.36 71.04 10.87 77.25 OATIES 154.75 1.56 241.17 1.00 241.17 31177.36 129.27 -20.00 -258.55 OJ 263.02 3.54 931.98 1.00 931.98 31177.36 33.45 -13.45 -45.00 PALLAD 1465.50 2.95 4324.41 1.00 4324.41 31177.36 7.21 2.61 1.88 PLAT 788.65 2.11 1663.26 1.00 1663.26 31177.36 18.74 1.28 2.39 REDWHEAT 267.38 1.41 376.59 1.00 376.59 31177.36 82.79 -7.67 -63.48 RICE 212.00 1.34 283.97 1.00 283.97 31177.36 109.79 -17.56 -192.75 ROBUSTA 454.60 1.88 852.92 1.00 852.92 31177.36 36.55 6.23 22.76 RUSSELL 124.41 1.15 142.59 1.00 142.59 31177.36 218.64 -1.03 -22.57 SHATZ 1070.85 0.05 50.34 1.16 58.47 31177.36 533.19 -0.72 -38.53 SILVER-mini 1210.94 1.96 2373.41 1.00 2373.41 31177.36 13.14 3.59 4.71 SMI 1227.40 0.65 793.27 1.25 992.86 31177.36 31.40 10.44 32.79 SOFR 2417.88 0.05 121.30 1.00 121.30 31177.36 257.04 -5.39 -138.60 SOYBEAN 552.12 0.74 407.95 1.00 407.95 31177.36 76.42 3.30 25.24 SOYMEAL 326.00 1.07 350.34 1.00 350.34 31177.36 88.99 -7.67 -68.29 SOYOIL 297.42 1.23 364.70 1.00 364.70 31177.36 85.49 -12.36 -105.63 SP400 3254.40 0.96 3123.19 1.00 3123.19 31177.36 9.98 -7.80 -7.78 SP500_micro 343.50 0.69 235.64 1.00 235.64 31177.36 132.31 -4.79 -63.40 SUGAR11 157.14 1.71 268.35 1.00 268.35 31177.36 116.18 -16.36 -190.06 US10 1127.34 0.29 325.53 1.00 325.53 31177.36 95.77 -3.24 -31.04 US10U 1155.62 0.36 420.57 1.00 420.57 31177.36 74.13 -0.94 -6.96 US2 2082.89 0.08 165.45 1.00 165.45 31177.36 188.44 -4.87 -91.81 US20 1174.38 0.55 641.82 1.00 641.82 31177.36 48.58 4.05 19.67 US30 1214.06 0.79 954.18 1.00 954.18 31177.36 32.67 2.45 8.01 US5 1092.58 0.19 210.62 1.00 210.62 31177.36 148.03 -4.62 -68.38 VIX 211.00 2.35 496.62 1.00 496.62 31177.36 62.78 -12.73 -79.93 WHEAT 297.38 1.14 339.34 1.00 339.34 31177.36 91.88 -7.15 -65.69 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 112.167 0.010 2.5 2.914 BITCOIN -149.635 0.043 2.5 -16.226 BOBL 145.240 0.004 2.5 1.475 BTP 75.614 0.014 2.5 2.583 BUND 42.052 0.004 2.5 0.427 BUXL 2.313 0.004 2.5 0.023 CAC 62.060 0.014 2.5 2.120 CAD -109.536 0.010 2.5 -2.846 CANOLA 67.023 0.010 2.5 1.633 CHF -42.323 0.010 2.5 -1.100 COCOA -18.935 0.010 2.5 -0.461 COFFEE 13.237 0.005 2.5 0.176 COPPER 5.851 0.043 2.5 0.634 CORN -18.230 0.010 2.5 -0.444 COTTON2 -123.865 0.010 2.5 -3.018 CRUDE_W -6.634 0.043 2.5 -0.719 DAX 13.310 0.014 2.5 0.455 DOW -42.828 0.009 2.5 -0.997 DX 57.135 0.010 2.5 1.485 EUR -20.254 0.010 2.5 -0.526 EURIBOR-ICE 347.799 0.014 2.5 11.880 EUROSTX 84.031 0.014 2.5 2.870 FEEDCOW 2.611 0.013 2.5 0.087 GASOIL 32.944 0.017 2.5 1.430 GASOLINE 10.474 0.017 2.5 0.455 GAS_US_mini -88.881 0.043 2.5 -9.638 GBP -39.295 0.010 2.5 -1.021 GOLD_micro -35.900 0.014 2.5 -1.226 HEATOIL 4.886 0.017 2.5 0.212 JGB-SGX-mini -192.728 0.043 2.5 -20.899 JPY -55.304 0.010 2.5 -1.437 LEANHOG 30.177 0.024 2.5 1.837 LIVECOW 0.689 0.013 2.5 0.023 LUMBER-new -108.617 0.010 2.5 -2.646 MXP 208.719 0.059 2.5 30.677 NASDAQ_micro -12.729 0.009 2.5 -0.296 NIKKEI 129.817 0.043 2.5 14.077 NZD 6.765 0.010 2.5 0.176 OAT 77.246 0.014 2.5 2.638 OATIES -258.547 0.010 2.5 -6.299 OJ -45.004 0.010 2.5 -1.096 PALLAD 1.884 0.014 2.5 0.064 PLAT 2.394 0.014 2.5 0.082 REDWHEAT -63.482 0.005 2.5 -0.843 RICE -192.750 0.010 2.5 -4.696 ROBUSTA 22.757 0.005 2.5 0.302 RUSSELL -22.575 0.013 2.5 -0.749 SHATZ -38.530 0.004 2.5 -0.391 SILVER-mini 4.710 0.014 2.5 0.161 SMI 32.792 0.014 2.5 1.120 SOFR -138.599 0.024 2.5 -8.435 SOYBEAN 25.236 0.004 2.5 0.235 SOYMEAL -68.291 0.004 2.5 -0.636 SOYOIL -105.628 0.004 2.5 -0.985 SP400 -7.782 0.013 2.5 -0.258 SP500_micro -63.398 0.009 2.5 -1.475 SUGAR11 -190.058 0.010 2.5 -4.630 US10 -31.043 0.005 2.5 -0.394 US10U -6.956 0.005 2.5 -0.088 US2 -91.805 0.005 2.5 -1.165 US20 19.667 0.005 2.5 0.250 US30 8.011 0.005 2.5 0.102 US5 -68.375 0.005 2.5 -0.868 VIX -79.932 0.099 2.5 -19.758 WHEAT -65.692 0.005 2.5 -0.873 ===================== Position diags ===================== AUD 2.36 BITCOIN 14.21 BOBL 1.54 BTP 2.30 BUND 0.77 BUXL 0.31 CAC 1.59 CAD 3.61 CANOLA 8.54 CHF 1.19 COCOA 0.59 COFFEE 0.16 COPPER 1.78 CORN 4.01 COTTON2 2.12 CRUDE_W 4.02 DAX 5.56 DOW 4.84 DX 2.18 EUR 1.41 EURIBOR-ICE 11.15 EUROSTX 2.24 FEEDCOW 0.46 GASOIL 1.19 GASOLINE 1.10 GAS_US_mini 12.25 GBP 2.31 GOLD_micro 1.95 HEATOIL 0.87 JGB-SGX-mini 25.12 JPY 1.60 LEANHOG 4.91 LIVECOW 0.95 LUMBER-new 3.23 MXP 33.61 NASDAQ_micro 1.77 NIKKEI 9.20 NZD 2.70 OAT 2.43 OATIES 3.15 OJ 0.82 PALLAD 0.25 PLAT 0.64 REDWHEAT 1.10 RICE 2.67 ROBUSTA 0.49 RUSSELL 7.26 SHATZ 5.41 SILVER-mini 0.45 SMI 1.07 SOFR 15.64 SOYBEAN 0.71 SOYMEAL 0.83 SOYOIL 0.80 SP400 0.33 SP500_micro 3.08 SUGAR11 2.83 US10 1.22 US10U 0.94 US2 2.39 US20 0.62 US30 0.41 US5 1.88 VIX 15.52 WHEAT 1.22 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.7 3.2 0.0 0 BITCOIN -16.2 -17.6 -14.8 0.0 0 BOBL 1.5 1.3 1.6 1.0 1 BTP 2.6 2.4 2.8 0.0 0 BUND 0.4 0.4 0.5 0.0 0 BUXL 0.0 -0.0 0.1 0.0 0 CAC 2.1 2.0 2.3 0.0 0 CAD -2.8 -3.2 -2.5 -4.0 -4 CANOLA 1.6 0.8 2.5 1.0 1 CHF -1.1 -1.2 -1.0 -1.0 -1 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 0.6 0.5 0.8 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 -0.7 -1.1 -0.3 0.0 0 DAX 0.5 -0.1 1.0 1.0 1 DOW -1.0 -1.5 -0.5 -1.0 -1 DX 1.5 1.3 1.7 0.0 0 EUR -0.5 -0.7 -0.4 0.0 0 EURIBOR-ICE 11.9 10.8 13.0 0.0 0 EUROSTX 2.9 2.6 3.1 5.0 5 FEEDCOW 0.1 0.0 0.1 0.0 0 GASOIL 1.4 1.3 1.5 1.0 1 GASOLINE 0.5 0.3 0.6 1.0 1 GAS_US_mini -9.6 -10.9 -8.4 -10.0 -10 GBP -1.0 -1.3 -0.8 -1.0 -1 GOLD_micro -1.2 -1.4 -1.0 -3.0 -3 HEATOIL 0.2 0.1 0.3 0.0 0 JGB-SGX-mini -20.9 -23.4 -18.4 0.0 0 JPY -1.4 -1.6 -1.3 -1.0 -1 LEANHOG 1.8 1.3 2.3 3.0 3 LIVECOW 0.0 -0.1 0.1 0.0 0 LUMBER-new -2.6 -3.0 -2.3 0.0 0 MXP 30.7 27.3 34.0 28.0 28 NASDAQ_micro -0.3 -0.5 -0.1 -2.0 -2 NIKKEI 14.1 13.2 15.0 16.0 16 NZD 0.2 -0.1 0.4 0.0 0 OAT 2.6 2.4 2.9 5.0 5 OATIES -6.3 -6.6 -6.0 NaN 0 OJ -1.1 -1.2 -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 -0.8 -1.0 -0.7 0.0 0 RICE -4.7 -5.0 -4.4 -3.0 -3 ROBUSTA 0.3 0.3 0.4 0.0 0 RUSSELL -0.7 -1.5 -0.0 -8.0 -8 SHATZ -0.4 -0.9 0.2 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 1.1 1.0 1.2 0.0 0 SOFR -8.4 -10.0 -6.9 NaN 0 SOYBEAN 0.2 0.2 0.3 0.0 0 SOYMEAL -0.6 -0.7 -0.6 -1.0 -1 SOYOIL -1.0 -1.1 -0.9 -2.0 -2 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.5 -1.8 -1.2 -1.0 -1 SUGAR11 -4.6 -4.9 -4.3 -5.0 -5 US10 -0.4 -0.5 -0.3 0.0 0 US10U -0.1 -0.2 0.0 0.0 0 US2 -1.2 -1.4 -0.9 NaN 0 US20 0.2 0.2 0.3 0.0 0 US30 0.1 0.1 0.1 0.0 0 US5 -0.9 -1.1 -0.7 -1.0 -1 VIX -19.8 -21.3 -18.2 -21.0 -21 WHEAT -0.9 -1.0 -0.8 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.1 0.1 -0.1 0.0 0.4 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 -0.0 2.1 -0.0 0.0 0.1 0.0 0.0 -0.0 0.2 0.5 0.2 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 0.3 -0.2 0.6 -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 -0.0 0.0 -0.1 0.2 -0.1 -0.1 0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.4 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 0.0 0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.6 -0.2 0.2 -0.0 -0.1 0.4 0.7 0.6 0.7 BTP 0.4 0.2 0.1 0.0 -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 0.4 0.5 0.4 0.2 0.2 0.7 0.2 0.7 BUND 0.4 0.3 0.1 0.0 -0.1 0.1 -0.0 -0.0 0.0 -0.1 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 0.2 -0.0 0.3 0.7 0.4 0.7 BUXL 0.4 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 0.0 -0.0 0.1 0.1 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC 0.3 0.5 0.3 0.1 -0.0 0.2 0.0 0.2 0.0 -0.2 0.5 0.1 0.5 0.2 0.2 -0.0 -0.0 -0.0 -0.0 0.2 0.2 0.0 0.3 0.2 0.4 0.1 -0.0 0.1 0.0 0.0 0.1 0.4 -0.5 0.2 0.2 -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 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.0 -0.2 -0.1 2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.4 0.5 0.3 -0.5 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 -0.3 -0.6 -0.0 -0.0 -0.2 -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 0.2 0.4 0.2 -0.1 0.5 0.7 0.7 0.7 CHF -0.1 -0.3 -0.1 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.1 -0.1 0.3 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -1.1 -0.3 0.1 0.2 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 -0.3 -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 0.2 -0.2 -0.4 0.0 -0.2 0.1 -0.0 0.2 COFFEE 0.0 0.3 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 -0.1 0.3 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 0.4 -0.1 -0.2 -0.5 0.7 0.3 0.7 0.4 CORN 0.1 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 0.0 -0.0 0.1 -0.3 0.1 -1.1 0.4 0.3 0.6 0.6 -0.3 -0.1 0.1 -0.0 COTTON2 0.1 -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 0.4 0.1 0.3 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 0.2 -0.2 0.0 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.2 -0.1 0.7 -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 -0.1 0.0 -0.2 0.1 -0.0 0.2 0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.5 0.0 -1.5 0.0 -0.1 0.0 -0.0 0.2 0.0 -0.1 -0.1 -0.4 -0.6 -0.6 0.4 0.7 0.7 0.7 DOW -0.2 0.1 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.4 0.2 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -1.5 0.1 0.0 0.1 0.1 0.2 0.0 -0.2 0.5 -0.0 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 0.5 0.1 -0.0 -0.1 0.0 -0.1 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 0.6 0.5 0.5 0.6 0.4 0.6 EUR -0.3 -0.4 0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.6 -0.2 -0.1 -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 0.0 0.0 -0.0 0.2 0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 0.0 0.8 -0.2 0.2 -0.0 -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 0.0 0.0 0.5 0.2 0.7 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.1 0.5 0.2 -0.9 0.1 -0.0 0.1 0.0 0.1 0.1 0.4 0.1 0.1 0.2 -0.3 0.7 0.7 0.7 0.7 FEEDCOW -0.6 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.0 0.0 0.3 0.1 0.3 0.2 0.0 0.1 -0.2 0.3 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.0 1.1 -0.5 -0.3 0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.0 -0.0 0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.2 0.1 0.1 0.1 0.1 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 0.1 0.6 0.4 0.2 0.3 0.3 0.4 0.4 0.2 0.3 GASOLINE -0.0 -0.2 -0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.2 0.1 0.2 -0.0 -0.0 -0.1 0.2 0.4 0.4 0.4 -0.0 -0.0 0.1 -0.0 0.0 -2.7 -0.0 0.1 -0.1 0.1 -0.1 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 0.4 -0.3 0.0 0.1 0.0 0.1 0.0 0.0 0.1 -0.5 0.1 -0.6 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.4 0.0 2.7 -0.0 0.1 -0.2 0.1 -0.2 0.0 -1.1 -0.1 -0.2 0.1 -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 0.2 -0.2 0.6 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -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 -0.6 -0.2 -0.2 0.3 -0.1 0.2 -0.1 GOLD_micro -0.6 -0.2 -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 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.3 0.0 -2.5 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 0.3 0.2 0.2 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.1 0.1 -2.7 0.0 0.1 0.0 0.1 0.1 0.1 0.0 0.4 0.4 0.1 -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 -0.1 -0.3 -0.0 -0.4 -0.1 -0.1 0.1 0.2 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 -0.1 -0.3 -0.5 -0.5 -0.6 -0.3 -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 -0.2 2.7 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -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 0.6 -0.2 -0.1 0.1 0.4 0.4 0.4 -0.2 0.1 -0.2 0.4 -0.2 -0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 1.1 -0.5 -0.6 -0.1 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 0.2 -0.1 0.4 -0.0 0.0 -0.1 0.2 -0.1 0.1 0.0 0.1 -0.1 0.3 -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 0.5 0.7 0.7 LUMBER-new -0.2 -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 -0.7 0.2 0.0 0.5 0.8 0.6 0.8 MXP -0.3 -0.2 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.5 -0.0 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.1 0.5 0.0 -2.7 0.1 -0.1 0.4 -0.1 0.5 0.0 1.1 0.0 0.4 0.6 0.6 0.2 0.3 0.1 0.3 NASDAQ_micro -0.3 -0.1 0.4 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 0.4 0.4 0.4 -0.6 -0.7 -0.7 -0.7 NIKKEI 0.3 0.3 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 -1.4 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 0.5 NZD -0.2 -0.5 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 2.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.3 0.0 -0.3 -0.5 0.4 0.7 0.5 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 0.9 -0.0 0.3 0.3 -0.1 0.2 0.7 0.2 0.7 OATIES 0.2 -0.1 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -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 -0.2 -1.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.4 -0.5 -0.3 -0.4 -0.7 -0.4 -0.5 -0.4 OJ -0.6 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.6 -0.2 0.1 -0.3 -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 -0.0 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 -0.0 0.4 0.2 0.0 -0.4 -0.7 -0.7 -0.6 PLAT -0.6 -0.0 0.2 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.2 -0.1 0.2 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 0.1 -0.9 0.5 0.6 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 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -0.2 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.7 -0.3 -0.6 -0.5 -0.4 -0.3 -0.3 -0.0 -0.3 ROBUSTA 0.1 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 0.3 0.4 0.6 -0.1 0.6 0.2 0.7 RUSSELL -0.5 -0.1 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 -0.1 -0.2 -0.2 0.2 -0.7 -0.7 -0.7 -0.7 SHATZ 0.4 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 -0.1 -0.4 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 1.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -1.1 -0.3 0.0 -0.3 -0.4 0.5 0.7 0.6 0.7 SILVER-mini -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 -0.7 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 -0.1 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 0.2 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 -0.2 -0.5 -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 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 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 -0.5 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 0.2 0.2 0.2 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.2 0.1 0.0 0.2 -0.1 0.2 -0.8 0.1 0.1 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 0.4 0.3 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.2 -0.3 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 0.1 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 0.0 -0.4 -0.3 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.2 0.1 -0.1 0.3 -0.2 -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 -0.1 0.3 -0.5 0.0 0.1 0.5 -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 0.0 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 -0.1 -0.5 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SP500_micro -0.6 -0.3 0.4 0.1 -0.0 0.1 0.0 0.1 0.0 0.1 0.5 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 0.4 -0.2 -0.0 0.3 -0.7 -0.7 -0.7 -0.7 SUGAR11 -0.6 -0.3 -0.3 -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 0.2 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 0.0 -0.0 0.4 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.4 -0.0 0.2 0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.2 0.0 -0.8 0.0 -0.1 0.2 -0.1 0.2 0.0 -0.2 -0.2 -0.2 -0.0 0.4 -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 0.0 0.1 0.1 0.2 0.1 -0.0 0.0 -0.0 0.2 0.2 -0.1 0.2 0.1 -1.6 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.4 -0.1 -0.1 0.3 0.6 -0.0 -0.5 -0.3 -0.7 US2 -0.0 -0.1 0.2 0.0 -0.0 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 0.0 -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 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.3 0.0 -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 -0.0 -0.0 0.4 0.5 0.6 0.4 -0.1 -0.5 US30 0.1 0.3 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 0.0 -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 -0.1 0.1 -0.0 0.1 0.0 -0.5 0.1 0.0 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 0.2 -0.6 -0.1 0.1 -0.2 0.0 -0.1 0.0 0.2 -0.9 -0.2 -0.6 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.0 -0.2 -0.0 NaN -0.1 0.1 -0.2 0.0 -0.1 0.0 NaN NaN NaN NaN NaN -1.0 -1.1 NaN NaN WHEAT 0.3 0.1 -0.3 -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 -0.4 -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 0.1 -1.0 0.5 0.5 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 -8.1 -6.5 2.6 -3.4 -8.6 1.0 -6.2 3.4 -5.7 5.3 15.7 -0.8 3.7 -9.8 -2.7 -0.6 -1.3 -1.0 -1.2 -0.8 3.4 4.4 2.8 -0.7 16.1 -0.1 1.6 2.1 2.8 0.6 -0.5 3.5 20.0 6.5 10.6 8.8 20.0 20.0 20.0 20.0 BITCOIN -19.1 -11.6 -15.3 6.9 0.2 7.4 0.4 5.9 3.8 -7.4 12.7 -16.3 17.9 -15.2 -11.4 -5.9 -7.3 -6.7 -7.0 -6.9 3.5 -13.9 14.1 -13.2 -20.0 -4.3 -5.1 0.2 -6.1 5.8 -6.4 -1.9 20.0 -20.0 -20.0 -20.0 10.6 -5.2 -18.3 -10.9 BOBL 12.5 5.6 -0.3 3.4 -5.9 1.7 -2.0 -0.6 2.6 -11.3 4.8 -2.0 -0.6 4.8 3.5 20.0 5.9 20.0 14.5 4.9 1.3 -3.0 -1.4 4.3 2.6 3.0 -3.0 1.0 -1.6 -0.3 2.5 10.5 -7.5 5.2 -0.6 -3.3 11.9 20.0 17.4 20.0 BTP 13.4 7.1 2.7 4.5 -7.9 2.3 -2.7 -0.8 3.4 -0.3 20.0 16.3 19.4 20.0 20.0 6.6 8.8 8.5 9.2 16.1 13.3 9.0 13.5 16.2 -20.0 7.4 1.8 5.8 4.2 5.6 7.6 9.9 15.3 14.6 13.2 5.7 6.0 20.0 7.4 20.0 BUND 11.7 8.2 3.1 3.8 -6.6 1.9 -2.2 -0.6 2.8 -15.3 6.6 1.8 -7.4 8.8 7.8 -6.4 3.4 -1.6 2.3 7.8 1.9 -1.4 -4.9 7.2 -1.0 4.4 -3.8 1.6 -0.8 -0.9 3.9 0.1 -2.3 4.9 4.6 -1.3 9.4 20.0 11.7 20.0 BUXL 13.4 12.6 1.1 3.6 -6.3 1.8 -2.1 -0.6 2.7 -14.9 -9.0 5.5 -16.4 11.4 6.5 3.9 2.8 3.8 3.5 4.8 -5.4 0.2 -15.1 7.2 -2.0 3.2 -4.1 -1.4 -0.0 -4.8 4.1 -0.3 3.1 3.2 7.2 -8.9 3.9 15.0 -5.5 4.5 CAC 10.3 15.1 8.4 6.6 -1.3 6.5 2.0 5.0 4.6 -17.9 18.9 11.7 15.0 17.1 18.0 -2.4 -1.3 -2.4 -1.7 20.0 15.3 4.7 10.1 18.8 2.7 6.4 -4.5 3.6 1.1 0.8 5.9 7.1 -20.0 7.7 5.3 -9.4 20.0 20.0 20.0 20.0 CAD -0.8 -14.3 -12.0 -3.9 -9.9 1.2 -7.1 3.9 -6.6 -8.7 -4.5 -1.1 -5.0 -18.5 -20.0 -8.6 -7.2 -8.1 -7.7 -18.6 -13.8 -3.4 -8.3 -11.3 20.0 -7.0 -4.7 -4.1 -1.4 -1.8 -4.7 -7.2 20.0 8.6 -14.2 -16.5 -20.0 -20.0 -20.0 -20.0 CANOLA 10.7 -9.6 -20.0 -4.6 -0.6 -5.6 -0.6 -4.7 -2.2 9.3 -2.5 12.6 -0.1 -1.0 -12.3 -20.0 -10.3 -18.1 -13.2 -9.0 -9.9 6.1 -3.6 0.6 6.4 -4.3 2.5 -4.7 2.1 -2.2 -0.6 -6.1 7.0 11.1 7.2 -4.0 16.4 20.0 20.0 20.0 CHF -3.6 -8.2 -2.5 -2.5 -6.4 0.7 -4.6 2.5 -4.2 -14.4 11.3 -5.8 12.0 -7.9 -5.0 -15.6 -15.6 -15.5 -15.2 -1.5 5.8 -12.1 10.8 -6.0 -0.8 0.0 -12.3 4.1 -7.4 6.4 -3.3 -20.0 -12.8 2.0 7.6 2.6 -20.0 -20.0 -20.0 -20.0 COCOA 1.6 -20.0 -20.0 -3.2 -0.4 -3.9 -0.4 -3.3 -1.5 0.8 -9.4 -1.2 -0.5 -7.8 -9.4 -2.4 10.9 1.2 5.8 -15.2 -12.7 -1.6 -1.4 -9.4 -20.0 -3.0 0.9 -2.1 -0.1 0.8 -1.8 20.0 8.6 -5.5 -11.0 1.1 -6.5 1.8 -0.0 5.4 COFFEE 1.1 8.5 16.2 -5.0 -0.6 -6.0 -0.7 -5.1 -2.4 -9.7 10.4 -3.6 11.6 4.7 11.9 19.0 11.0 15.9 13.2 15.2 16.1 -2.1 16.0 7.1 -20.0 4.9 -1.2 6.1 -0.5 6.9 1.9 20.0 -3.5 10.4 20.0 20.0 9.4 14.3 17.7 20.0 COPPER 5.6 16.3 -1.7 2.7 0.1 2.8 0.2 2.3 1.5 2.9 -1.5 5.7 -1.1 7.8 -1.7 -5.9 -5.5 -5.6 -5.5 5.3 2.3 4.6 1.8 6.8 -4.5 2.2 0.1 2.1 1.6 2.7 2.4 0.9 14.8 -3.3 -7.6 -16.0 19.9 9.0 20.0 10.7 CORN 2.1 4.6 0.3 -7.3 -0.9 -8.7 -1.0 -7.4 -3.4 12.2 -9.6 16.3 -14.2 7.3 9.3 -19.0 -19.1 -20.0 -20.0 2.2 -6.6 10.7 -16.3 7.7 10.5 2.9 5.3 -1.2 9.5 -7.7 6.7 -20.0 16.3 10.7 20.0 20.0 -9.2 -2.3 2.6 -0.4 COTTON2 2.3 -3.6 1.1 -7.5 -1.0 -9.0 -1.0 -7.6 -3.5 8.2 -20.0 8.8 -20.0 -9.7 -17.1 -17.9 -14.5 -17.4 -16.1 -11.1 -15.3 9.0 -20.0 -2.2 -15.2 -5.6 7.5 -6.9 6.4 -9.3 -0.7 -13.3 18.2 3.5 10.6 20.0 -11.3 -15.5 -10.0 -13.3 CRUDE_W -5.8 -7.0 -4.2 0.2 6.2 0.8 6.8 0.8 2.8 17.0 -6.3 4.4 -11.3 -9.8 -15.1 0.8 6.3 3.5 4.9 -8.8 -7.6 2.2 -8.3 -5.5 5.0 -5.6 3.0 -5.2 1.2 -5.0 -3.1 -5.3 -20.0 -12.1 -14.1 -12.8 20.0 16.3 2.9 18.3 DAX -4.1 0.2 -5.5 6.0 -1.2 5.8 1.8 4.5 4.2 -11.0 16.6 -6.2 17.7 5.0 5.3 -6.5 -6.5 -6.2 -5.9 3.6 8.4 -5.7 19.2 0.6 -11.4 0.8 -7.3 1.6 -3.5 6.8 0.0 -0.9 -6.2 -11.5 -20.0 -20.0 11.1 20.0 19.6 20.0 DOW -6.3 1.8 13.3 4.8 -0.9 4.7 1.4 3.6 3.3 11.0 16.0 14.0 13.6 13.4 14.7 -8.3 -8.3 -8.5 -8.1 15.1 15.4 16.5 13.2 15.5 -11.5 4.9 3.8 5.2 5.2 4.4 4.5 -4.4 20.0 -1.2 -4.0 3.2 -20.0 -20.0 -20.0 -20.0 DX 8.1 14.2 3.4 -2.8 -6.9 0.8 -5.0 2.7 -4.6 15.0 -9.7 11.2 -13.6 13.5 9.2 5.7 6.1 5.9 5.9 7.8 -2.3 13.3 -10.6 11.3 -20.0 4.3 13.2 -0.2 7.8 -3.7 6.2 15.8 20.0 20.0 18.1 14.7 14.7 16.5 11.8 17.9 EUR -9.7 -12.1 0.7 -3.1 -7.9 0.9 -5.7 3.1 -5.2 -18.1 13.4 -15.9 16.1 -16.7 -5.4 -7.5 -7.5 -7.5 -7.4 -6.5 6.3 -15.3 15.6 -12.4 14.6 -3.4 -13.9 3.0 -9.5 7.0 -7.1 -7.2 -11.1 -7.1 -0.3 -1.1 -9.3 -20.0 -14.1 -20.0 EURIBOR-ICE 12.3 2.7 -1.5 2.6 -4.6 1.3 -1.5 -0.4 2.0 -9.1 9.0 -2.2 10.2 2.6 2.6 11.8 10.5 12.5 12.3 4.6 3.8 -3.4 5.6 3.1 4.7 2.6 -3.0 1.6 -1.5 1.7 1.9 14.1 -7.9 6.0 -1.5 -0.5 8.1 20.0 10.8 20.0 EUROSTX 1.8 14.6 8.7 6.5 -1.3 6.3 1.9 4.9 4.5 3.4 20.0 17.0 19.1 19.7 20.0 -3.6 -1.3 -2.9 -2.1 20.0 18.1 9.9 17.0 18.2 -6.4 6.7 -0.4 4.5 3.2 3.1 6.1 6.7 2.5 1.9 5.2 -8.2 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -5.5 -2.9 -0.4 -3.5 -0.4 -3.0 -1.4 -5.8 7.6 -6.6 9.1 -3.7 3.4 13.0 7.5 14.6 12.4 2.1 10.2 -19.3 12.7 -10.0 -20.0 0.7 -4.0 3.2 -4.9 4.2 -2.5 20.0 -20.0 -7.9 1.9 20.0 20.0 20.0 20.0 20.0 GASOIL 1.1 -0.3 4.7 0.2 4.9 0.6 5.4 0.6 2.2 13.7 6.7 13.5 3.4 8.6 5.3 20.0 14.1 20.0 17.3 6.2 5.7 15.9 3.6 10.5 -0.7 3.1 5.9 3.0 7.4 2.0 4.9 11.5 15.4 6.6 9.5 8.4 11.7 12.1 5.5 9.3 GASOLINE -1.0 -5.7 -0.2 0.2 5.8 0.8 6.3 0.7 2.6 17.1 2.6 16.0 -0.6 -0.0 -6.0 8.4 20.0 20.0 20.0 -1.5 -0.7 10.2 -0.4 2.8 -20.0 -2.7 6.7 -2.7 5.9 -1.4 1.0 20.0 -5.0 0.2 -8.0 -7.5 20.0 20.0 20.0 20.0 GAS_US_mini 4.6 11.0 -9.0 0.2 7.1 0.9 7.8 0.9 3.1 16.7 -20.0 8.5 -17.9 5.7 -13.1 -20.0 -20.0 -20.0 -20.0 -5.1 -12.9 7.5 -13.5 2.6 20.0 -1.8 10.5 -5.6 5.6 -5.4 2.6 -20.0 -3.2 -6.2 2.1 -17.4 -4.1 -20.0 -20.0 -20.0 GBP -11.9 -15.8 -6.9 -3.8 -9.6 1.1 -6.9 3.8 -6.4 -20.0 8.6 -20.0 16.2 -20.0 -14.3 0.7 -0.1 0.4 0.1 -14.1 -0.3 -20.0 12.0 -20.0 1.2 -5.3 -17.7 0.8 -15.6 5.5 -10.9 5.6 -20.0 -17.3 -7.5 -4.7 8.4 -3.3 7.2 -2.5 GOLD_micro -20.0 -7.6 -5.7 2.4 0.1 2.6 0.2 2.1 1.3 -5.2 7.2 -4.3 8.0 2.1 5.5 -8.5 -11.3 -10.4 -10.6 10.7 11.3 -4.0 10.2 4.3 -18.9 2.7 -0.5 2.6 0.0 2.2 1.7 -8.3 -13.6 15.9 20.0 15.1 -9.3 1.8 -18.8 -7.9 HEATOIL 4.3 -3.2 1.8 0.2 5.5 0.7 6.1 0.7 2.4 14.6 9.6 14.7 5.8 9.9 5.0 10.0 8.7 9.3 8.8 5.5 5.1 19.4 4.3 12.1 -20.0 1.1 7.2 1.0 9.0 1.8 5.0 0.6 17.2 11.2 2.1 -2.0 14.8 6.9 -4.1 -7.6 JGB-SGX-mini 10.9 -5.4 -10.8 2.2 -3.8 1.1 -1.3 -0.4 1.6 -6.0 -10.9 -3.1 -10.2 -7.6 -9.7 6.3 12.4 8.4 10.4 -6.5 -9.7 -2.0 -11.6 -3.0 -6.0 -2.9 -1.8 -4.4 -1.0 -5.7 -1.2 14.1 3.0 -3.7 -10.5 -15.0 -16.2 -18.3 -10.1 -20.0 JPY -9.4 -12.6 -12.2 -2.0 -5.0 0.6 -3.6 2.0 -3.3 -11.7 -11.1 -12.6 -8.1 -12.0 -12.0 -9.3 -10.9 -9.8 -10.0 -13.6 -10.6 -13.4 -7.4 -14.1 20.0 -4.2 -4.7 -2.9 -4.7 -1.9 -4.8 -12.1 -13.2 -18.3 -12.4 -11.4 -2.0 -10.7 -4.1 -11.2 LEANHOG -20.0 -20.0 -0.3 -7.4 -0.9 -8.9 -1.0 -7.5 -3.5 -19.7 14.9 -20.0 18.0 -20.0 -11.7 3.1 20.0 20.0 20.0 -15.6 5.0 -20.0 16.6 -20.0 -1.5 -5.4 -6.5 0.1 -10.2 3.6 -9.9 20.0 -20.0 -20.0 -4.1 20.0 13.9 16.4 20.0 20.0 LIVECOW -20.0 -19.8 -6.8 -3.4 -0.4 -4.0 -0.5 -3.4 -1.6 -6.2 9.0 -6.9 10.4 -4.2 3.2 -5.1 10.3 -2.9 5.1 0.8 8.6 -15.5 12.4 -8.8 -20.0 0.4 -4.5 3.2 -5.6 4.9 -3.1 20.0 -20.0 -5.4 1.6 20.0 20.0 15.9 20.0 20.0 LUMBER-new -5.2 -0.1 -17.2 -4.2 -0.5 -5.1 -0.6 -4.3 -2.0 -12.5 -10.2 -13.0 -8.2 -8.2 -10.4 -20.0 -20.0 -20.0 -20.0 -11.9 -10.9 -20.0 -8.5 -16.9 NaN -3.2 -7.7 -2.4 -7.9 -1.3 -5.0 -20.0 -20.0 -19.7 5.4 0.8 12.6 20.0 15.4 20.0 MXP -10.4 -5.3 7.6 -3.9 -9.8 1.1 -7.0 3.8 -6.5 -20.0 20.0 -0.4 20.0 13.0 20.0 12.7 12.7 12.9 12.6 12.7 20.0 -7.3 20.0 1.4 -20.0 7.2 -9.6 14.0 -5.0 14.6 0.3 20.0 1.5 12.8 20.0 20.0 4.6 7.7 3.3 10.5 NASDAQ_micro -10.4 -3.2 12.3 4.6 -0.9 4.5 1.4 3.5 3.2 9.5 15.8 13.0 14.8 13.8 14.4 -8.9 -8.9 -9.5 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.3 3.3 5.5 5.2 4.9 5.1 -5.7 20.0 11.7 13.8 13.8 -18.1 -20.0 -20.0 -20.0 NIKKEI 10.2 8.1 20.0 3.6 -0.7 3.5 1.1 2.7 2.5 10.6 12.3 11.7 10.9 11.9 12.1 0.5 7.7 3.6 6.1 20.0 20.0 20.0 15.0 20.0 -10.3 4.5 3.4 3.9 3.7 2.4 4.1 20.0 20.0 20.0 20.0 20.0 0.1 9.8 11.3 16.2 NZD -4.8 -16.2 -13.0 -3.2 -8.0 0.9 -5.8 3.1 -5.3 -13.9 -3.6 -12.7 -7.5 -17.6 -18.9 -4.5 -3.0 -4.0 -3.6 -17.0 -13.2 -6.7 -7.9 -12.1 15.3 -6.0 -5.3 -4.4 -3.0 -2.8 -4.6 0.0 14.2 1.4 -7.9 -14.8 13.1 20.0 16.2 20.0 OAT 16.1 9.4 0.2 3.2 -5.7 1.6 -1.9 -0.5 2.4 -8.3 6.0 6.2 -4.0 9.5 8.3 16.9 10.9 16.6 14.7 7.3 1.5 2.1 -3.1 8.7 1.3 3.5 -1.5 1.1 0.9 -0.4 4.0 16.0 -0.7 7.8 8.6 -3.2 7.0 20.0 7.5 20.0 OATIES 6.2 -4.5 -18.9 -5.8 -0.7 -7.0 -0.8 -5.9 -2.7 -12.0 -17.9 -11.8 -12.6 -14.4 -18.3 -20.0 -9.6 -20.0 -17.2 -18.0 -18.0 -15.0 -13.2 -14.1 -11.1 -6.7 -6.1 -6.4 -6.0 -4.8 -5.6 -8.5 -18.0 -15.6 -10.5 -11.6 -20.0 -12.5 -16.4 -12.0 OJ -20.0 -20.0 -14.7 -2.1 -0.3 -2.5 -0.3 -2.1 -1.0 -6.0 -5.2 -6.4 -5.5 -6.7 -6.1 -3.7 4.7 -1.3 1.2 -10.5 -8.3 -9.3 -7.1 -11.4 -20.0 -2.2 -1.7 -1.7 -2.0 -1.4 -2.5 18.2 -5.2 -17.0 -6.2 3.7 -7.5 -15.6 -1.6 -13.8 PALLAD -2.4 9.5 4.7 2.5 0.1 2.6 0.2 2.1 1.4 -2.2 5.3 -1.4 4.3 2.5 3.9 -2.8 -2.9 -2.9 -2.9 7.9 7.2 0.2 4.8 4.9 12.4 2.6 0.1 2.5 0.4 1.9 1.8 5.3 -1.9 13.8 6.3 0.8 -12.9 -20.0 -20.0 -19.5 PLAT -20.0 -1.2 5.8 2.6 0.1 2.8 0.2 2.2 1.4 -1.7 7.5 -4.7 6.9 2.0 4.7 -3.4 -3.5 -3.3 -3.2 7.3 10.1 -2.4 9.5 1.8 0.6 2.5 -0.7 3.6 -0.6 3.7 0.8 4.6 -3.0 -10.1 -3.0 -5.0 20.0 9.0 -9.3 -7.4 REDWHEAT 13.3 3.8 -6.6 -7.2 -0.9 -8.6 -1.0 -7.3 -3.4 15.6 -20.0 15.8 -20.0 3.1 -15.2 -18.1 -16.9 -19.5 -18.7 -9.2 -20.0 18.7 -20.0 6.6 8.1 -2.3 9.9 -6.1 11.6 -8.8 5.0 -17.7 20.0 20.0 19.4 13.4 -20.0 -20.0 -20.0 -20.0 RICE -3.9 -19.2 -17.8 -3.3 -0.4 -4.0 -0.5 -3.4 -1.6 0.5 -11.8 -7.7 -11.5 -10.3 -11.6 -20.0 -11.2 -20.0 -17.5 -20.0 -20.0 -8.4 -20.0 -16.1 -1.2 -4.2 -0.2 -4.3 -1.9 -4.2 -3.5 -12.2 -12.3 -18.0 -17.0 -13.1 -8.3 -9.3 -0.7 -8.6 ROBUSTA 4.3 6.8 20.0 -2.9 -0.4 -3.5 -0.4 -3.0 -1.4 -0.2 0.6 3.0 -0.2 2.9 6.4 4.5 13.7 10.5 12.3 6.4 3.1 3.7 1.0 5.3 -20.0 2.2 0.6 1.1 1.2 0.6 1.7 20.0 3.0 9.8 11.3 20.0 -1.9 19.0 5.6 20.0 RUSSELL -14.7 -2.2 17.3 4.0 -0.8 3.9 1.2 3.0 2.8 -4.5 12.8 5.9 9.0 7.3 11.5 -4.9 -5.4 -5.2 -5.1 9.9 11.8 0.0 8.6 4.8 6.1 4.0 -1.6 5.1 -0.5 3.6 1.3 0.5 -5.9 -6.7 -5.5 6.6 -20.0 -20.0 -20.0 -20.0 SHATZ 13.8 2.4 -9.6 3.2 -5.7 1.6 -1.9 -0.5 2.4 -10.4 -7.1 -5.8 -0.6 0.3 -7.6 -7.4 -17.5 -14.8 -15.6 -2.3 -5.7 -5.9 -4.5 -0.6 7.2 -0.3 -3.8 -2.1 -3.4 -1.7 0.1 -20.0 -11.8 1.0 -8.6 -13.5 15.0 20.0 19.4 20.0 SILVER-mini -20.0 -2.1 5.9 2.8 0.1 3.0 0.2 2.4 1.5 -3.8 8.4 -5.9 8.7 2.6 6.1 -5.4 -6.6 -6.4 -6.5 11.2 12.3 -1.7 9.9 4.6 -5.3 3.2 -0.0 3.4 0.1 2.7 1.7 -0.9 -6.2 0.5 11.9 12.7 17.9 20.0 2.7 2.8 SMI -2.0 9.7 7.6 5.6 -1.1 5.5 1.7 4.2 3.9 -16.4 10.2 -12.0 8.0 8.0 11.9 6.1 3.4 4.4 3.4 10.1 9.2 -15.8 7.3 0.7 10.4 3.3 -9.0 2.6 -6.2 1.6 -0.2 15.2 -20.0 -7.3 -15.2 -6.9 20.0 20.0 20.0 20.0 SOFR -0.3 -9.0 8.1 3.9 -6.8 2.0 -2.3 -0.7 2.9 -18.5 15.4 -11.1 14.6 -7.0 8.5 7.0 5.3 7.1 6.6 4.5 12.2 -13.3 14.3 -3.8 -20.0 2.7 -12.4 6.5 -8.4 7.1 -2.2 4.6 -13.1 -12.0 -14.2 11.3 0.5 -15.8 -7.1 -20.0 SOYBEAN 10.8 1.5 7.2 -7.1 -0.9 -8.6 -1.0 -7.2 -3.4 19.3 7.8 20.0 -7.0 13.8 12.4 -2.6 -6.8 -6.4 -7.8 9.5 3.3 20.0 -5.4 19.7 -5.7 6.4 13.0 4.5 14.0 -0.0 10.1 -0.1 20.0 20.0 20.0 20.0 -13.5 -4.4 -12.6 -0.7 SOYMEAL 20.0 12.2 9.2 -6.8 -0.9 -8.2 -0.9 -6.9 -3.2 20.0 -11.4 20.0 -19.9 17.2 3.9 -16.0 -16.3 -19.1 -18.7 13.1 -5.3 20.0 -17.8 20.0 -18.7 4.7 19.0 0.1 17.3 -3.1 11.1 -17.4 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.0 -20.0 SOYOIL 0.2 -11.6 -10.5 -6.3 -0.8 -7.6 -0.9 -6.4 -3.0 -18.6 4.8 -13.5 9.4 -14.0 -15.9 -8.1 -4.1 -6.9 -5.4 -8.8 -1.1 -15.3 7.6 -9.9 -17.4 -4.4 -16.4 -0.7 -9.5 2.5 -5.7 5.0 -20.0 1.1 4.6 16.7 -20.0 -14.2 -20.0 -15.2 SP400 -8.7 -8.2 6.6 4.1 -0.8 4.0 1.2 3.1 2.9 -7.6 11.6 4.6 5.9 3.2 5.0 -5.6 -6.0 -5.9 -5.8 2.1 4.8 -2.9 4.5 -0.6 -0.3 0.0 -3.9 1.7 -2.6 1.3 -1.9 -0.5 -6.2 -16.2 -20.0 -9.2 -20.0 -20.0 -20.0 -20.0 SP500_micro -18.8 -10.4 11.5 4.9 -0.9 4.8 1.4 3.7 3.4 7.6 16.8 13.2 16.0 13.5 15.0 -9.0 -9.7 -9.9 -9.5 17.3 19.9 14.9 19.1 15.7 -16.8 4.6 1.8 5.9 3.5 5.4 3.2 -6.8 17.1 -7.2 -0.5 9.6 -20.0 -20.0 -20.0 -20.0 SUGAR11 -20.0 -8.6 -7.8 -3.8 -0.5 -4.6 -0.5 -3.8 -1.8 -10.8 -12.6 -12.4 -12.0 -12.5 -12.0 15.2 7.5 5.7 3.0 -16.5 -13.8 -19.4 -12.2 -20.0 -16.4 -4.3 -3.3 -3.4 -5.3 -2.7 -5.4 20.0 -20.0 -20.0 -10.6 2.3 -20.0 -20.0 -14.3 -20.0 US10 1.0 -1.2 11.5 3.2 -5.6 1.6 -1.9 -0.5 2.4 -14.2 13.9 -4.0 4.4 2.9 12.7 2.2 -0.1 2.0 1.4 7.5 10.0 -8.9 7.1 0.9 -6.1 4.2 -9.2 5.6 -5.1 4.4 0.4 -4.5 -8.7 -6.2 -1.0 13.6 -13.9 -20.0 -11.9 -20.0 US10U 2.5 2.9 13.5 4.3 -7.5 2.2 -2.5 -0.7 3.3 -20.0 18.5 0.3 2.0 9.0 18.7 2.6 -1.3 0.8 -0.3 13.9 14.8 -8.5 8.0 5.6 -11.9 6.9 -9.9 7.7 -4.1 5.2 2.7 -7.2 -4.3 -4.1 9.7 20.0 -0.6 -14.2 -9.5 -20.0 US2 -0.4 -2.0 6.8 2.9 -5.2 1.5 -1.7 -0.5 2.2 -13.7 4.9 -10.1 -2.0 -2.8 7.6 -11.4 -15.3 -12.0 -12.9 2.3 4.5 -13.5 2.7 -4.0 17.7 1.7 -12.0 3.4 -8.5 3.2 -2.4 -20.0 -18.1 -12.3 -7.4 6.0 -12.9 -9.6 -16.2 -20.0 US20 2.8 7.9 14.8 3.1 -5.4 1.6 -1.8 -0.5 2.3 -14.4 9.6 1.5 -4.4 8.2 14.4 3.8 2.9 4.2 3.8 11.5 9.9 -4.8 2.9 5.9 -8.9 5.2 -6.5 4.9 -2.2 2.4 2.5 0.1 -0.9 -1.1 12.9 17.0 17.9 13.5 -1.9 -15.2 US30 4.4 9.1 14.2 3.5 -6.1 1.8 -2.0 -0.6 2.6 -16.2 6.0 2.9 -8.8 9.8 15.7 0.8 -2.8 -1.7 -2.3 11.7 8.1 -3.8 -0.6 7.2 -5.5 5.8 -7.1 4.8 -1.9 1.5 3.4 -10.1 2.5 0.2 15.0 15.0 14.8 9.2 -0.2 -15.6 US5 0.8 -3.9 9.0 3.2 -5.6 1.6 -1.9 -0.5 2.4 -14.2 12.6 -8.3 4.8 -1.0 10.0 -1.3 -3.5 -1.7 -2.2 4.7 8.1 -10.3 6.9 -1.5 -0.8 3.2 -10.2 5.2 -6.6 5.0 -0.8 -10.5 -11.0 -8.4 -6.7 9.7 -16.1 -15.1 -12.9 -20.0 VIX 11.2 3.3 -11.3 -3.0 4.8 -4.2 1.2 -1.2 0.1 12.5 -20.0 -11.6 -10.5 -12.4 -18.0 -20.0 -20.0 -20.0 -20.0 -6.6 -8.6 -0.2 -5.1 -2.6 NaN -3.2 5.5 -4.8 1.4 -1.6 0.3 NaN NaN NaN NaN NaN -18.0 -20.0 NaN NaN WHEAT 8.1 4.1 -8.7 -7.4 -0.9 -8.9 -1.0 -7.5 -3.5 14.8 -20.0 14.5 -20.0 3.4 -17.5 -18.6 -18.5 -18.9 -18.6 -8.3 -18.5 17.9 -20.0 6.1 13.7 -2.0 10.3 -5.1 12.0 -7.5 4.9 -18.8 20.0 14.1 19.7 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3