******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251103_204359 produced at 2025-11-03 21:39:40.905093 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.14 0.0 0.00 0.00 0.00 0.00 -9.38 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.91 0.0 0.00 0.00 0.00 0.00 -20.45 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 -19.61 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.10 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.09 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.11 0.0 1.04 -1.04 -0.14 -0.14 -3.15 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -17.79 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.10 0.0 1.02 -1.02 -0.08 -0.08 -1.27 13.0 -1 -1 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.06 0.0 0.70 -0.70 -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 -4.79 4.0 -3 -3 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.85 24.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.84 2.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.05 0.0 0.19 -0.19 -0.08 -0.08 -3.05 11.0 -5 -5 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.06 -0.05 0.0 0.15 -0.15 -0.06 -0.06 -8.71 26.0 -10 -10 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.05 0.0 1.37 -1.37 -0.05 -0.05 -0.93 25.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.05 0.0 0.91 -0.91 -0.04 -0.04 -1.11 22.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.14 -0.14 -0.04 -0.04 -4.48 18.0 -5 -5 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.04 0.0 1.02 -1.02 -0.07 -0.07 -0.57 14.0 -1 -1 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.25 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.96 -0.96 0.00 0.00 -0.45 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.08 -0.03 0.0 1.13 -1.13 -0.08 -0.08 -1.31 56.0 -4 -4 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.02 0.0 0.04 -0.04 -0.01 -0.01 -1.12 3.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.02 0.0 0.83 -0.83 -0.03 -0.03 -0.97 48.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.59 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.81 3.0 0 0 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.05 -0.63 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 -0.67 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 -0.86 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 -0.58 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.03 -0.01 0.0 0.15 -0.15 -0.03 -0.03 -0.89 10.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.87 -0.87 -0.03 -0.03 -0.29 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 -0.18 13.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.07 -0.00 0.0 0.42 -0.42 -0.07 -0.07 -0.36 68.0 -12 -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 US30 False False 0.06 0.00 0.00 0.0 0.37 -0.37 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 -0.00 0.0 0.60 -0.60 0.00 0.00 -0.07 21.0 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 NASDAQ_micro False False 0.03 -0.05 -0.00 0.0 0.60 -0.60 -0.05 -0.05 -0.00 23.0 -2 -2 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.01 4.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.04 -0.00 0.0 0.14 -0.14 -0.04 -0.04 -0.01 12.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.26 3.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.08 8.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.82 -0.82 0.00 0.00 0.53 58.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.20 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.91 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 COFFEE False False 0.07 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.18 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.01 0.0 0.20 -0.20 0.00 0.00 0.29 7.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.54 -0.54 0.02 0.02 0.31 23.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.52 999999999.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.03 0.0 0.21 -0.21 0.03 0.03 1.64 13.0 2 2 caleb_strategy_v3 BUND False False 0.07 0.07 0.03 0.0 0.75 -0.75 0.07 0.07 0.35 10.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.13 0.04 0.0 999.00 -999.00 0.13 0.13 0.60 999999999.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.05 0.0 0.14 -0.14 0.07 0.07 1.48 4.0 2 2 caleb_strategy_v3 DX False False 0.05 0.00 0.08 0.0 999.00 -999.00 0.00 0.00 1.64 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.03 9.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.30 -1.30 0.07 0.07 1.34 19.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.17 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.10 0.0 0.66 -0.66 0.13 0.13 2.99 20.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.63 -0.63 0.00 0.00 2.99 19.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.70 -0.70 0.00 0.00 2.42 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.18 0.0 0.71 -0.71 0.36 0.36 2.57 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.27 0.25 0.0 0.62 -0.62 0.27 0.27 14.80 36.0 16 16 caleb_strategy_v3 MXP False False 0.01 0.38 0.46 0.0 0.81 -0.81 0.38 0.38 34.20 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.56 0.0 1.42 -1.42 0.00 0.00 11.01 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.1 Shocked risk 47.6 Sum abs risk 48.5 Leverage 6.86 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1987547.4700000002, 'annual_cash_vol_target': 496886.86750000005, 'daily_cash_vol_target': 31055.429218750003} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6544 0.5165 8.2635 BITCOIN 2354.2369 107625.0000 2.1874 34.9991 BOBL 0.1782 118.0800 0.1510 2.4153 BTP 0.3959 121.2500 0.3265 5.2243 BUND 0.3542 129.1400 0.2742 4.3879 BUXL 0.8744 115.5400 0.7568 12.1086 CAC 56.8469 8125.0000 0.6997 11.1945 CAD 0.0022 0.7131 0.3145 5.0323 CANOLA 6.1778 647.6000 0.9539 15.2632 CHF 0.0054 1.2441 0.4339 6.9428 COCOA 143.4256 6644.0000 2.1587 34.5396 COFFEE 7.0676 387.9500 1.8218 29.1484 COPPER 0.0752 5.0485 1.4897 23.8348 CORN 3.8510 467.7500 0.8233 13.1729 COTTON2 0.7080 66.9100 1.0581 16.9291 CRUDE_W 0.8314 60.2700 1.3795 22.0712 DAX 167.4647 24236.0000 0.6910 11.0556 DOW 298.4614 47481.0000 0.6286 10.0575 DX 0.3660 99.7000 0.3671 5.8742 EUR 0.0045 1.1546 0.3902 6.2437 EURIBOR-ICE 0.0328 97.8050 0.0335 0.5364 EUROSTX 40.5410 5692.0000 0.7122 11.3959 FEEDCOW 4.5297 332.4250 1.3626 21.8018 GASOIL 11.2955 686.2500 1.6460 26.3356 GASOLINE 0.0290 1.8718 1.5516 24.8250 GAS_US_mini 0.1106 4.5000 2.4579 39.3256 GBP 0.0055 1.3138 0.4212 6.7400 GOLD_micro 53.1095 4015.5000 1.3226 21.1618 HEATOIL 0.0362 2.3497 1.5424 24.6784 JGB-SGX-mini 0.2064 135.9300 0.1518 2.4290 JPY 0.0000 0.0065 0.6142 9.8268 LEANHOG 0.9520 82.0500 1.1602 18.5634 LIVECOW 2.7155 227.6500 1.1928 19.0854 LUMBER-new 8.4746 587.0000 1.4437 23.0993 MXP 0.0003 0.0539 0.5112 8.1792 NASDAQ_micro 200.6538 26122.5000 0.7681 12.2900 NIKKEI 551.9343 52550.0000 1.0503 16.8049 NZD 0.0030 0.5720 0.5184 8.2947 OAT 0.3741 122.4400 0.3055 4.8882 OATIES 5.0396 317.5000 1.5873 25.3964 OJ 6.1602 179.1500 3.4386 55.0169 PALLAD 42.3721 1461.5000 2.8992 46.3876 PLAT 33.4333 1572.0000 2.1268 34.0288 REDWHEAT 7.8443 547.5000 1.4327 22.9240 RICE 0.1394 10.5650 1.3197 21.1160 ROBUSTA 87.0429 4695.0000 1.8539 29.6632 RUSSELL 28.0655 2476.2000 1.1334 18.1345 SHATZ 0.0508 107.0250 0.0475 0.7592 SILVER-mini 0.9263 48.4500 1.9119 30.5904 SMI 79.3603 12263.0000 0.6472 10.3544 SOFR 0.0483 96.7000 0.0499 0.7989 SOYBEAN 8.1749 1113.0000 0.7345 11.7518 SOYMEAL 3.4733 325.7000 1.0664 17.0624 SOYOIL 0.6472 50.7700 1.2747 20.3956 SP400 30.6602 3249.5000 0.9435 15.0966 SP500_micro 46.0234 6886.2500 0.6683 10.6934 SUGAR11 0.2414 14.2400 1.6949 27.1191 US10 0.3238 112.6719 0.2874 4.5983 US10U 0.4145 115.4219 0.3591 5.7455 US2 0.0834 104.1797 0.0801 1.2811 US20 0.6379 117.1562 0.5445 8.7115 US30 0.9502 120.9688 0.7855 12.5682 US5 0.2098 109.2188 0.1921 3.0741 VIX 0.4878 21.1500 2.3065 36.9044 WHEAT 7.1900 607.7500 1.1831 18.9289 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.40 0.52 337.98 1.00 337.98 31055.43 91.89 12.50 114.89 BITCOIN 107.62 2.19 235.42 1.00 235.42 31055.43 131.91 -12.43 -164.03 BOBL 1180.80 0.15 178.25 1.16 206.02 31055.43 150.74 8.77 132.25 BTP 1212.50 0.33 395.91 1.16 457.59 31055.43 67.87 10.44 70.83 BUND 1291.40 0.27 354.16 1.16 409.34 31055.43 75.87 4.55 34.54 BUXL 1155.40 0.76 874.39 1.16 1010.62 31055.43 30.73 -0.19 -0.60 CAC 812.50 0.70 568.47 1.16 657.03 31055.43 47.27 13.47 63.67 CAD 713.10 0.31 224.28 1.00 224.28 31055.43 138.46 -8.76 -121.25 CANOLA 129.52 0.95 123.56 0.71 88.22 31055.43 352.03 3.40 119.63 CHF 1555.06 0.43 674.78 1.00 674.78 31055.43 46.02 -10.63 -48.93 COCOA 664.40 2.16 1434.26 1.00 1434.26 31055.43 21.65 -5.58 -12.08 COFFEE 1454.81 1.82 2650.34 1.00 2650.34 31055.43 11.72 11.51 13.49 COPPER 1262.12 1.49 1880.16 1.00 1880.16 31055.43 16.52 3.32 5.49 CORN 233.88 0.82 192.55 1.00 192.55 31055.43 161.28 -0.02 -0.27 COTTON2 334.55 1.06 353.98 1.00 353.98 31055.43 87.73 -14.27 -125.22 CRUDE_W 602.70 1.38 831.40 1.00 831.40 31055.43 37.35 -1.47 -5.48 DAX 242.36 0.69 167.46 1.16 193.55 31055.43 160.45 0.97 15.56 DOW 237.40 0.63 149.23 1.00 149.23 31055.43 208.10 -1.78 -36.97 DX 997.00 0.37 366.04 1.00 366.04 31055.43 84.84 7.42 62.93 EUR 1443.25 0.39 563.20 1.00 563.20 31055.43 55.14 -4.01 -22.12 EURIBOR-ICE 2445.13 0.03 81.97 1.16 94.74 31055.43 327.79 9.83 322.35 EUROSTX 569.20 0.71 405.41 1.16 468.57 31055.43 66.28 13.20 87.46 FEEDCOW 1662.12 1.36 2264.83 1.00 2264.83 31055.43 13.71 1.72 2.36 GASOIL 686.25 1.65 1129.55 1.00 1129.55 31055.43 27.49 12.43 34.18 GASOLINE 786.16 1.55 1219.77 1.00 1219.77 31055.43 25.46 4.71 11.98 GAS_US_mini 112.50 2.46 276.51 1.00 276.51 31055.43 112.31 -7.15 -80.29 GBP 821.12 0.42 345.90 1.00 345.90 31055.43 89.78 -4.77 -42.85 GOLD_micro 401.55 1.32 531.10 1.00 531.10 31055.43 58.47 -6.54 -38.25 HEATOIL 986.87 1.54 1522.15 1.00 1522.15 31055.43 20.40 2.88 5.89 JGB-SGX-mini 135930.00 0.15 20636.05 0.01 133.75 31055.43 232.19 -8.12 -188.58 JPY 814.19 0.61 500.05 1.00 500.05 31055.43 62.10 -8.89 -55.23 LEANHOG 328.20 1.16 380.78 1.00 380.78 31055.43 81.56 3.30 26.89 LIVECOW 910.60 1.19 1086.20 1.00 1086.20 31055.43 28.59 0.24 0.68 LUMBER-new 161.43 1.44 233.05 1.00 233.05 31055.43 133.26 -8.65 -115.25 MXP 269.30 0.51 137.67 1.00 137.67 31055.43 225.58 10.31 232.69 NASDAQ_micro 522.45 0.77 401.31 1.00 401.31 31055.43 77.39 -0.02 -0.16 NIKKEI 52550.00 1.05 55193.43 0.01 357.73 31055.43 86.81 15.72 136.46 NZD 571.95 0.52 296.51 1.00 296.51 31055.43 104.74 -0.24 -2.52 OAT 1224.40 0.31 374.07 1.16 432.34 31055.43 71.83 10.48 75.30 OATIES 158.75 1.59 251.98 1.00 251.98 31055.43 123.25 -19.44 -239.64 OJ 268.73 3.44 924.03 1.00 924.03 31055.43 33.61 -13.66 -45.90 PALLAD 1461.50 2.90 4237.21 1.00 4237.21 31055.43 7.33 2.53 1.86 PLAT 786.00 2.13 1671.66 1.00 1671.66 31055.43 18.58 1.17 2.18 REDWHEAT 273.75 1.43 392.21 1.00 392.21 31055.43 79.18 -6.40 -50.66 RICE 211.30 1.32 278.86 1.00 278.86 31055.43 111.36 -17.65 -196.52 ROBUSTA 469.50 1.85 870.43 1.00 870.43 31055.43 35.68 6.63 23.65 RUSSELL 123.81 1.13 140.33 1.00 140.33 31055.43 221.31 -0.49 -10.93 SHATZ 1070.25 0.05 50.79 1.16 58.70 31055.43 529.06 -1.59 -84.01 SILVER-mini 1211.25 1.91 2315.79 1.00 2315.79 31055.43 13.41 3.59 4.81 SMI 1226.30 0.65 793.60 1.25 988.54 31055.43 31.42 9.64 30.27 SOFR 2417.50 0.05 120.71 1.00 120.71 31055.43 257.28 -5.99 -154.06 SOYBEAN 556.50 0.73 408.74 1.00 408.74 31055.43 75.98 4.07 30.95 SOYMEAL 325.70 1.07 347.33 1.00 347.33 31055.43 89.41 -6.97 -62.36 SOYOIL 304.62 1.27 388.31 1.00 388.31 31055.43 79.98 -11.90 -95.17 SP400 3249.50 0.94 3066.02 1.00 3066.02 31055.43 10.13 -7.46 -7.56 SP500_micro 344.31 0.67 230.12 1.00 230.12 31055.43 134.95 -3.09 -41.72 SUGAR11 159.49 1.69 270.32 1.00 270.32 31055.43 114.88 -16.02 -183.99 US10 1126.72 0.29 323.81 1.00 323.81 31055.43 95.91 -3.67 -35.23 US10U 1154.22 0.36 414.47 1.00 414.47 31055.43 74.93 -1.93 -14.49 US2 2083.59 0.08 166.83 1.00 166.83 31055.43 186.15 -4.61 -85.72 US20 1171.56 0.54 637.88 1.00 637.88 31055.43 48.69 3.16 15.37 US30 1209.69 0.79 950.22 1.00 950.22 31055.43 32.68 1.46 4.79 US5 1092.19 0.19 209.85 1.00 209.85 31055.43 147.99 -4.95 -73.30 VIX 211.50 2.31 487.83 1.00 487.83 31055.43 63.66 -12.46 -79.32 WHEAT 303.88 1.18 359.50 1.00 359.50 31055.43 86.38 -5.51 -47.62 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 114.891 0.010 2.5 2.985 BITCOIN -164.029 0.043 2.5 -17.787 BOBL 132.252 0.004 2.5 1.343 BTP 70.826 0.014 2.5 2.419 BUND 34.544 0.004 2.5 0.351 BUXL -0.598 0.004 2.5 -0.006 CAC 63.667 0.014 2.5 2.175 CAD -121.251 0.010 2.5 -3.150 CANOLA 119.634 0.010 2.5 2.915 CHF -48.932 0.010 2.5 -1.271 COCOA -12.078 0.010 2.5 -0.294 COFFEE 13.490 0.005 2.5 0.179 COPPER 5.489 0.043 2.5 0.595 CORN -0.275 0.010 2.5 -0.007 COTTON2 -125.220 0.010 2.5 -3.051 CRUDE_W -5.479 0.043 2.5 -0.594 DAX 15.560 0.014 2.5 0.531 DOW -36.974 0.009 2.5 -0.860 DX 62.935 0.010 2.5 1.635 EUR -22.117 0.010 2.5 -0.575 EURIBOR-ICE 322.347 0.014 2.5 11.010 EUROSTX 87.460 0.014 2.5 2.987 FEEDCOW 2.360 0.013 2.5 0.078 GASOIL 34.182 0.017 2.5 1.484 GASOLINE 11.984 0.017 2.5 0.520 GAS_US_mini -80.286 0.043 2.5 -8.706 GBP -42.854 0.010 2.5 -1.113 GOLD_micro -38.252 0.014 2.5 -1.307 HEATOIL 5.885 0.017 2.5 0.255 JGB-SGX-mini -188.578 0.043 2.5 -20.449 JPY -55.235 0.010 2.5 -1.435 LEANHOG 26.894 0.024 2.5 1.637 LIVECOW 0.675 0.013 2.5 0.022 LUMBER-new -115.254 0.010 2.5 -2.808 MXP 232.685 0.059 2.5 34.200 NASDAQ_micro -0.157 0.009 2.5 -0.004 NIKKEI 136.462 0.043 2.5 14.798 NZD -2.523 0.010 2.5 -0.066 OAT 75.302 0.014 2.5 2.572 OATIES -239.635 0.010 2.5 -5.838 OJ -45.901 0.010 2.5 -1.118 PALLAD 1.857 0.014 2.5 0.063 PLAT 2.182 0.014 2.5 0.075 REDWHEAT -50.659 0.005 2.5 -0.673 RICE -196.519 0.010 2.5 -4.788 ROBUSTA 23.652 0.005 2.5 0.314 RUSSELL -10.929 0.013 2.5 -0.363 SHATZ -84.007 0.004 2.5 -0.853 SILVER-mini 4.813 0.014 2.5 0.164 SMI 30.270 0.014 2.5 1.034 SOFR -154.064 0.024 2.5 -9.376 SOYBEAN 30.953 0.004 2.5 0.288 SOYMEAL -62.361 0.004 2.5 -0.581 SOYOIL -95.171 0.004 2.5 -0.887 SP400 -7.556 0.013 2.5 -0.251 SP500_micro -41.718 0.009 2.5 -0.971 SUGAR11 -183.988 0.010 2.5 -4.482 US10 -35.229 0.005 2.5 -0.447 US10U -14.487 0.005 2.5 -0.184 US2 -85.721 0.005 2.5 -1.088 US20 15.371 0.005 2.5 0.195 US30 4.785 0.005 2.5 0.061 US5 -73.305 0.005 2.5 -0.930 VIX -79.322 0.099 2.5 -19.608 WHEAT -47.617 0.005 2.5 -0.633 ===================== Position diags ===================== AUD 2.39 BITCOIN 14.30 BOBL 1.53 BTP 2.32 BUND 0.77 BUXL 0.31 CAC 1.61 CAD 3.60 CANOLA 8.58 CHF 1.20 COCOA 0.53 COFFEE 0.16 COPPER 1.79 CORN 3.93 COTTON2 2.14 CRUDE_W 4.05 DAX 5.48 DOW 4.84 DX 2.20 EUR 1.43 EURIBOR-ICE 11.20 EUROSTX 2.26 FEEDCOW 0.46 GASOIL 1.19 GASOLINE 1.11 GAS_US_mini 12.18 GBP 2.33 GOLD_micro 2.00 HEATOIL 0.89 JGB-SGX-mini 25.18 JPY 1.61 LEANHOG 4.96 LIVECOW 0.95 LUMBER-new 3.25 MXP 33.16 NASDAQ_micro 1.80 NIKKEI 9.41 NZD 2.72 OAT 2.45 OATIES 3.00 OJ 0.82 PALLAD 0.25 PLAT 0.63 REDWHEAT 1.05 RICE 2.71 ROBUSTA 0.47 RUSSELL 7.34 SHATZ 5.37 SILVER-mini 0.46 SMI 1.07 SOFR 15.66 SOYBEAN 0.71 SOYMEAL 0.83 SOYOIL 0.75 SP400 0.34 SP500_micro 3.14 SUGAR11 2.80 US10 1.22 US10U 0.95 US2 2.36 US20 0.62 US30 0.41 US5 1.88 VIX 15.74 WHEAT 1.15 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.0 2.7 3.2 0.0 0 BITCOIN -17.8 -19.2 -16.4 0.0 0 BOBL 1.3 1.2 1.5 1.0 1 BTP 2.4 2.2 2.7 0.0 0 BUND 0.4 0.3 0.4 1.0 1 BUXL -0.0 -0.0 0.0 0.0 0 CAC 2.2 2.0 2.3 0.0 0 CAD -3.2 -3.5 -2.8 -4.0 -4 CANOLA 2.9 2.1 3.8 1.0 1 CHF -1.3 -1.4 -1.2 -1.0 -1 COCOA -0.3 -0.3 -0.2 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.6 0.4 0.8 2.0 2 CORN -0.0 -0.4 0.4 -3.0 -3 COTTON2 -3.1 -3.3 -2.8 -5.0 -5 CRUDE_W -0.6 -1.0 -0.2 0.0 0 DAX 0.5 -0.0 1.1 0.0 0 DOW -0.9 -1.3 -0.4 -1.0 -1 DX 1.6 1.4 1.9 0.0 0 EUR -0.6 -0.7 -0.4 -1.0 -1 EURIBOR-ICE 11.0 9.9 12.1 0.0 0 EUROSTX 3.0 2.8 3.2 4.0 4 FEEDCOW 0.1 0.0 0.1 0.0 0 GASOIL 1.5 1.4 1.6 2.0 2 GASOLINE 0.5 0.4 0.6 1.0 1 GAS_US_mini -8.7 -9.9 -7.5 -10.0 -10 GBP -1.1 -1.3 -0.9 -1.0 -1 GOLD_micro -1.3 -1.5 -1.1 -4.0 -4 HEATOIL 0.3 0.2 0.3 0.0 0 JGB-SGX-mini -20.4 -23.0 -17.9 0.0 0 JPY -1.4 -1.6 -1.3 -1.0 -1 LEANHOG 1.6 1.1 2.1 2.0 2 LIVECOW 0.0 -0.1 0.1 0.0 0 LUMBER-new -2.8 -3.1 -2.5 0.0 0 MXP 34.2 30.9 37.5 28.0 28 NASDAQ_micro -0.0 -0.2 0.2 -2.0 -2 NIKKEI 14.8 13.9 15.7 16.0 16 NZD -0.1 -0.3 0.2 0.0 0 OAT 2.6 2.3 2.8 5.0 5 OATIES -5.8 -6.1 -5.5 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 -0.7 -0.8 -0.6 0.0 0 RICE -4.8 -5.1 -4.5 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL -0.4 -1.1 0.4 -12.0 -12 SHATZ -0.9 -1.4 -0.3 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 1.0 0.9 1.1 0.0 0 SOFR -9.4 -10.9 -7.8 NaN 0 SOYBEAN 0.3 0.2 0.4 0.0 0 SOYMEAL -0.6 -0.7 -0.5 -1.0 -1 SOYOIL -0.9 -1.0 -0.8 -2.0 -2 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.0 -1.3 -0.7 -2.0 -2 SUGAR11 -4.5 -4.8 -4.2 -5.0 -5 US10 -0.4 -0.6 -0.3 0.0 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -1.1 -1.3 -0.9 NaN 0 US20 0.2 0.1 0.3 0.0 0 US30 0.1 0.0 0.1 0.0 0 US5 -0.9 -1.1 -0.7 -1.0 -1 VIX -19.6 -21.2 -18.0 -21.0 -21 WHEAT -0.6 -0.7 -0.5 -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 -0.2 -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 2.2 -0.0 -0.0 0.1 0.0 0.0 -0.0 0.2 0.5 0.2 0.4 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 -0.2 0.4 -0.2 -2.7 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 0.3 -0.6 -0.6 -0.6 0.3 -0.2 -0.6 -0.4 BOBL 0.3 0.2 -0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.0 0.0 0.4 0.1 0.4 0.3 0.0 0.0 -0.1 -0.0 0.0 0.4 0.0 -0.1 0.0 -0.0 -0.0 0.0 0.6 -0.2 0.1 -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 -0.1 0.5 0.2 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.0 0.4 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 0.5 0.3 0.5 0.4 0.2 0.2 0.7 0.2 0.7 BUND 0.3 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 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 0.1 -0.0 0.3 0.7 0.4 0.7 BUXL 0.3 0.4 0.0 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 -0.2 0.0 -0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 -0.0 -0.4 0.1 -0.3 0.0 -0.1 -0.0 -0.0 -0.2 0.0 -0.0 0.0 0.0 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC 0.4 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 -0.4 0.3 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 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.4 0.3 -0.4 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 -0.3 -0.6 -0.0 0.0 -0.2 0.0 -0.2 -0.0 0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 0.1 -0.1 0.0 0.9 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 0.3 0.5 0.3 -0.1 0.5 0.7 0.7 0.7 CHF -0.2 -0.3 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.3 -0.1 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.1 -0.2 0.3 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.5 -0.0 0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA 0.4 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.0 -0.0 -0.1 -0.1 -0.1 0.2 0.0 0.1 -0.1 -0.1 0.0 -0.0 -0.1 -2.7 -0.0 0.0 -0.1 0.0 0.0 -0.0 1.1 0.4 -0.0 -0.3 0.0 -0.2 0.1 -0.0 0.2 COFFEE 0.0 0.2 0.5 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.0 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 0.3 0.0 1.1 -0.1 0.4 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.2 0.5 -0.0 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 0.1 0.1 -0.6 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.3 -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 0.2 -0.2 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 0.4 0.4 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 0.3 0.1 0.3 0.6 -0.4 -0.5 -0.3 -0.4 CRUDE_W -0.1 -0.2 -0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.2 0.1 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.7 -0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.3 -0.5 -0.5 -0.4 -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 -0.0 0.4 -0.1 0.6 0.0 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 -0.1 -0.2 -0.4 -0.6 -0.6 0.4 0.7 0.6 0.7 DOW 0.2 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 0.1 0.4 0.2 -1.5 0.1 0.0 0.1 0.0 0.2 0.0 -0.2 0.4 -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 -0.1 0.1 -0.3 0.1 -0.5 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.2 -0.3 0.2 -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 -0.2 -0.2 -0.1 -0.1 -0.1 0.1 -0.2 0.4 -0.2 2.0 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -0.4 -0.2 -0.2 -0.0 -0.0 -0.3 -0.7 -0.4 -0.7 EURIBOR-ICE 0.3 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.0 0.4 0.0 0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.1 0.2 0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 0.0 0.8 -0.2 0.1 -0.1 -0.0 0.3 0.7 0.4 0.7 EUROSTX 0.2 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 0.0 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 -0.0 0.2 -0.1 0.3 -0.0 0.0 0.3 0.1 0.3 0.2 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.5 -0.3 0.0 0.6 0.7 0.7 0.7 0.7 GASOIL 0.1 -0.0 0.2 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.2 0.2 0.1 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.1 0.1 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 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 0.2 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 0.1 -2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 1.1 -0.1 -0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.2 0.4 -0.3 0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.5 0.2 -0.6 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.1 2.7 -0.0 0.2 -0.1 0.1 -0.2 0.1 -1.1 -0.5 -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 -0.1 0.0 -0.2 0.2 -0.1 0.3 -0.5 -0.6 -0.3 -0.1 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 -0.0 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 -0.5 0.4 0.6 0.5 -0.3 0.1 -0.6 -0.3 HEATOIL 0.2 -0.1 0.1 0.0 0.1 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 0.3 0.3 0.1 -0.1 0.5 0.2 -0.1 -0.3 JGB-SGX-mini 0.2 -0.2 -0.4 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 0.2 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 0.2 -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 -0.2 -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 -0.4 -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 0.0 0.4 0.4 0.4 -0.2 0.0 -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 -0.3 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 -0.3 -0.0 -0.7 -0.0 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 -0.2 -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 0.1 -0.0 0.5 0.8 0.6 0.8 MXP -0.2 -0.2 0.3 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.5 0.0 0.7 0.1 0.2 0.3 0.3 0.3 0.3 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.0 0.4 -0.0 0.5 0.0 1.1 0.2 0.5 0.6 0.6 0.2 0.3 0.1 0.4 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 0.2 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 0.5 0.5 -0.6 -0.7 -0.6 -0.7 NIKKEI 0.5 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 0.1 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 -0.1 -0.5 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 2.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 0.0 0.2 -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 0.3 -0.1 -0.6 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.0 -0.5 -0.1 -0.4 -0.1 -0.2 -0.4 -0.2 -0.4 -0.3 -0.2 -0.2 -0.1 -0.3 -0.1 -1.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.5 -0.4 -0.2 -0.4 -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 -0.0 -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 -0.1 -0.0 0.9 -0.2 -0.5 -0.2 0.1 -0.3 -0.5 -0.1 -0.5 PALLAD -0.2 0.3 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 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 0.0 1.6 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 0.0 -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 0.5 0.2 -0.2 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.1 1.1 -0.0 0.1 -0.1 0.2 -0.3 0.1 -1.0 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 -0.6 -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 0.1 0.0 0.1 -0.0 0.0 0.1 0.1 0.3 0.2 0.2 0.1 0.0 0.1 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 -0.1 -0.0 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 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 0.3 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 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -0.0 1.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -1.1 -0.3 -0.1 -0.3 -0.5 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 -0.2 0.2 -0.0 1.4 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.8 -0.5 -0.4 -0.5 -0.2 0.7 0.7 0.7 0.7 SOFR -0.1 -0.3 0.2 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 -0.1 -2.7 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.3 -0.4 -0.4 -0.5 0.4 0.0 -0.5 -0.2 -0.7 SOYBEAN 0.4 0.1 0.3 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 0.2 0.2 -0.2 0.2 0.1 -0.0 -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 -0.5 -0.2 -0.4 -0.0 SOYMEAL 0.6 0.5 0.3 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 -0.3 0.2 -0.7 0.2 0.1 -0.3 -0.3 -0.4 -0.4 0.2 -0.0 0.2 -0.5 0.2 -2.5 0.1 0.1 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 -0.4 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.0 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 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.5 -0.0 0.1 0.5 -0.7 -0.5 -0.7 -0.5 SP400 -0.1 -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 0.1 -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 -2.3 0.1 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 -0.2 -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 0.2 0.1 0.1 -0.2 -0.2 -0.1 -0.3 -0.2 -2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.5 -0.6 -0.4 0.1 -0.7 -0.7 -0.5 -0.7 US10 -0.0 -0.1 0.4 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.4 -0.1 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 0.1 -0.1 0.2 -0.0 -0.2 -0.2 -0.2 -0.1 0.4 -0.5 -0.7 -0.4 -0.7 US10U 0.0 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 0.1 0.2 -0.1 0.2 0.0 -1.6 0.1 -0.1 0.2 -0.1 0.2 0.0 -0.4 -0.2 -0.1 0.2 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 0.0 0.2 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.0 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 0.0 -1.2 0.1 -0.1 0.1 -0.0 0.1 0.0 0.0 -0.1 -0.0 0.4 0.5 0.6 0.5 -0.1 -0.5 US30 0.1 0.3 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.2 0.2 -0.0 -0.3 0.1 0.2 0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.1 -0.0 0.1 -0.7 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.5 -0.1 0.0 0.4 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 0.0 0.1 -0.1 0.2 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.5 -0.2 -0.2 -0.2 0.3 -0.5 -0.5 -0.4 -0.7 VIX 0.3 0.2 -0.6 -0.0 0.1 -0.2 0.0 -0.1 0.0 0.3 -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 0.1 -0.1 0.0 NaN NaN NaN NaN NaN -0.9 -1.1 NaN NaN WHEAT 0.4 0.2 -0.2 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 -0.5 0.2 -0.7 0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.2 -0.5 0.1 1.8 -0.0 0.2 -0.1 0.2 -0.2 0.1 -1.0 0.5 0.6 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 -5.4 -6.4 2.7 -3.8 -9.0 0.7 -7.2 3.2 -6.3 2.9 15.8 0.2 3.8 -10.0 -2.8 -0.6 -1.3 -1.0 -1.2 -0.7 3.4 2.7 2.9 -0.8 16.2 -0.1 -0.3 2.2 1.7 0.6 -0.6 3.6 20.0 7.1 11.8 9.0 20.0 20.0 20.0 20.0 BITCOIN -18.7 -12.5 -15.9 6.8 -0.1 7.5 0.4 6.1 3.6 -14.9 12.1 -18.4 17.6 -16.7 -12.6 -5.8 -7.3 -6.7 -7.0 -8.1 2.9 -17.5 13.8 -15.1 -20.0 -4.7 -7.8 -0.1 -7.4 5.5 -6.9 -1.9 12.5 -20.0 -20.0 -20.0 10.4 -5.4 -18.5 -11.1 BOBL 9.2 5.6 -0.3 3.1 -7.0 1.7 -3.2 -0.6 1.7 -15.5 4.5 -5.0 -0.6 3.2 2.8 20.0 6.5 20.0 15.4 4.0 1.1 -6.5 -1.4 2.1 2.6 2.6 -6.8 0.9 -3.6 -0.3 1.3 11.9 -8.9 2.8 -0.9 -3.5 11.6 20.0 17.1 20.0 BTP 12.1 7.2 2.6 4.2 -9.4 2.3 -4.3 -0.8 2.3 -12.5 20.0 14.2 19.6 18.9 19.7 6.4 8.7 8.3 9.1 15.7 13.4 5.3 13.8 14.4 -20.0 7.4 -1.7 6.0 2.4 5.8 6.8 9.9 11.8 14.3 13.7 6.0 5.8 20.0 7.2 20.0 BUND 9.1 8.0 3.2 3.5 -7.9 1.9 -3.6 -0.6 1.9 -18.5 6.5 -1.5 -7.4 6.9 7.1 -6.4 3.3 -1.8 2.2 7.0 1.8 -5.3 -4.9 4.8 -1.0 4.0 -7.5 1.6 -3.1 -0.9 2.6 0.1 -4.1 3.0 4.2 -1.2 9.0 20.0 11.3 20.0 BUXL 10.4 11.5 1.4 3.3 -7.4 1.8 -3.4 -0.6 1.8 -16.9 -8.9 1.8 -16.5 9.3 6.3 4.0 2.8 3.8 3.5 4.1 -5.5 -4.0 -15.1 4.9 -2.0 2.8 -7.9 -1.5 -2.5 -4.9 2.8 -0.0 0.3 1.4 7.2 -8.6 3.5 15.1 -5.6 4.6 CAC 11.7 15.0 8.8 6.7 -1.1 6.7 1.4 5.2 4.3 -19.3 19.0 9.1 15.2 15.7 17.7 -2.2 -1.3 -2.3 -1.7 20.0 15.5 0.1 10.4 16.0 2.8 6.3 -5.5 3.7 -0.5 0.9 5.0 7.1 -17.3 10.1 5.2 -9.6 20.0 20.0 20.0 20.0 CAD -0.5 -14.5 -12.2 -4.3 -10.2 0.8 -8.3 3.6 -7.2 -17.8 -5.0 -8.8 -5.3 -19.9 -20.0 -8.7 -7.2 -8.2 -7.7 -19.1 -14.2 -9.6 -8.6 -13.3 20.0 -7.2 -9.8 -4.2 -4.6 -1.9 -5.7 -7.1 18.3 8.0 -12.5 -16.7 -20.0 -20.0 -20.0 -20.0 CANOLA 13.3 -7.8 -20.0 -4.5 2.9 -5.8 0.9 -4.9 -1.6 14.2 -2.5 15.0 -0.1 2.7 -11.7 -20.0 -10.6 -18.8 -13.6 -7.5 -9.5 12.2 -3.5 4.0 6.6 -3.5 7.2 -4.5 5.1 -2.2 1.1 -6.9 12.9 14.4 7.9 -3.2 16.5 20.0 20.0 20.0 CHF -5.1 -9.1 -3.1 -2.8 -6.6 0.5 -5.3 2.3 -4.7 -15.0 11.1 -9.5 11.9 -9.7 -6.3 -15.6 -15.6 -15.6 -15.3 -2.8 5.2 -16.9 10.7 -8.9 -0.8 -0.8 -14.9 3.8 -10.1 6.2 -5.0 -20.0 -19.4 -0.8 5.9 2.0 -20.0 -20.0 -20.0 -20.0 COCOA 11.9 -20.0 -19.8 -3.0 1.9 -3.8 0.6 -3.3 -1.1 6.7 -9.1 2.9 -0.5 -6.5 -8.9 -2.6 10.7 1.0 5.6 -12.1 -10.9 5.2 -1.3 -5.2 -20.0 -2.6 4.8 -2.0 1.9 0.8 -0.9 20.0 18.6 -0.0 -9.7 1.2 -6.8 1.7 -0.4 5.3 COFFEE 1.3 7.0 15.9 -4.9 3.1 -6.2 0.9 -5.3 -1.7 0.2 10.8 0.4 11.9 6.1 12.4 19.1 11.1 16.1 13.3 15.2 15.8 5.0 15.6 8.9 -20.0 5.1 3.0 6.3 1.2 7.1 2.4 20.0 -3.1 12.7 20.0 20.0 9.5 14.3 17.7 20.0 COPPER 6.7 16.8 -1.3 2.7 -0.0 2.9 0.1 2.4 1.4 -0.3 -1.5 3.9 -1.1 7.4 -1.8 -5.7 -5.5 -5.5 -5.4 5.2 2.4 2.4 1.9 6.0 -4.5 2.2 -1.4 2.1 0.7 2.8 2.1 0.9 10.8 -3.1 -7.6 -16.7 20.0 9.1 20.0 10.9 CORN 4.3 5.0 1.3 -7.0 4.5 -8.9 1.3 -7.6 -2.5 18.8 -9.2 19.2 -14.1 10.1 10.8 -19.1 -19.1 -20.0 -20.0 3.2 -5.9 14.1 -15.8 9.5 10.5 3.6 13.3 -0.8 12.0 -7.0 7.9 -20.0 15.0 11.5 20.0 20.0 -9.1 -2.4 2.7 -0.5 COTTON2 4.2 -3.5 0.9 -7.2 4.6 -9.1 1.4 -7.8 -2.6 8.9 -20.0 10.1 -20.0 -8.5 -16.3 -17.8 -14.6 -17.4 -16.1 -10.3 -15.1 9.0 -20.0 -1.1 -15.2 -5.2 7.0 -6.9 6.5 -9.5 0.0 -13.6 11.3 2.8 8.4 19.8 -11.0 -15.3 -9.6 -13.1 CRUDE_W -3.7 -7.0 -4.3 0.9 9.0 1.0 8.4 0.8 4.0 18.7 -6.4 7.2 -11.4 -9.0 -14.8 0.7 6.3 3.4 4.8 -8.3 -7.6 3.9 -8.5 -4.3 5.2 -5.4 4.5 -5.3 2.3 -5.2 -2.4 -5.5 -20.0 -14.8 -13.8 -13.2 20.0 16.5 3.2 18.3 DAX -3.6 0.7 -6.5 6.0 -1.0 6.0 1.3 4.6 3.9 -4.0 16.7 -6.5 17.8 4.6 5.0 -6.5 -6.5 -6.2 -5.9 3.2 8.2 -4.6 18.8 0.1 -11.4 0.7 -3.0 1.6 -2.9 6.9 -0.2 -0.9 -6.7 -10.8 -19.4 -20.0 10.8 20.0 18.9 20.0 DOW 5.1 1.2 13.3 4.8 -0.8 4.8 1.0 3.8 3.1 6.6 16.1 12.9 13.8 13.1 14.8 -8.3 -8.3 -8.5 -8.1 15.3 15.6 12.7 13.5 14.7 -11.6 5.0 0.8 5.3 3.8 4.5 4.2 -4.4 16.0 -0.7 -4.0 3.1 -20.0 -20.0 -20.0 -20.0 DX 8.5 15.0 4.0 -3.0 -7.2 0.6 -5.8 2.5 -5.0 16.0 -9.3 13.6 -13.5 14.6 10.3 5.7 6.1 5.9 5.9 9.1 -1.6 17.8 -10.4 13.9 -20.0 4.5 13.4 0.1 9.4 -3.2 7.0 15.9 20.0 20.0 20.0 15.8 14.0 16.7 11.3 18.0 EUR -9.8 -13.0 0.4 -3.5 -8.3 0.7 -6.7 2.9 -5.8 -18.8 13.3 -17.8 16.2 -18.0 -6.7 -7.5 -7.6 -7.5 -7.5 -7.8 5.9 -18.1 15.8 -14.5 14.7 -3.8 -13.3 2.5 -10.5 6.6 -7.8 -7.2 -9.9 -6.5 -0.5 -1.3 -8.8 -20.0 -13.4 -20.0 EURIBOR-ICE 9.3 2.6 -1.8 2.4 -5.5 1.3 -2.5 -0.5 1.3 -12.1 8.8 -4.2 10.2 1.4 2.0 11.7 10.5 12.5 12.3 3.9 3.6 -6.0 5.6 1.4 4.6 2.3 -5.2 1.6 -2.8 1.7 1.1 14.3 -9.3 4.1 -1.8 -0.7 7.9 20.0 10.6 20.0 EUROSTX 5.9 15.1 9.0 6.5 -1.1 6.5 1.4 5.1 4.2 4.0 20.0 16.5 19.4 19.6 20.0 -3.6 -1.3 -3.0 -2.2 20.0 18.5 8.5 17.4 17.3 -6.5 6.7 0.0 4.7 2.7 3.2 5.8 6.7 1.1 3.5 6.0 -7.8 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -5.2 -2.7 1.7 -3.4 0.5 -2.9 -1.0 -4.3 7.1 -5.9 8.7 -3.8 2.8 12.7 7.5 14.5 12.4 1.4 9.4 -15.1 12.1 -9.5 -20.0 0.5 -2.2 3.0 -4.0 4.1 -2.4 20.0 -20.0 -10.3 0.2 20.0 20.0 20.0 20.0 20.0 GASOIL 4.3 -0.1 4.9 0.7 7.1 0.8 6.7 0.7 3.1 13.7 7.1 14.4 3.7 10.3 6.6 20.0 14.3 20.0 17.5 7.1 6.1 16.1 3.8 11.7 -0.8 3.4 5.2 3.2 7.2 2.0 5.3 11.6 12.5 6.9 9.5 8.3 11.4 12.2 5.2 9.2 GASOLINE 2.0 -5.5 -0.0 0.8 8.3 1.0 7.8 0.8 3.7 17.8 2.9 17.5 -0.4 2.0 -4.8 7.8 20.0 19.5 20.0 -0.5 -0.4 12.4 -0.4 4.7 -20.0 -2.2 8.6 -2.5 7.3 -1.4 2.1 20.0 -5.6 -1.3 -7.1 -7.5 20.0 20.0 20.0 20.0 GAS_US_mini 7.5 11.7 -8.3 1.0 10.2 1.2 9.6 1.0 4.5 20.0 -20.0 14.4 -17.9 9.8 -11.5 -20.0 -20.0 -20.0 -20.0 -3.2 -12.1 16.2 -13.3 6.9 20.0 -0.6 17.4 -4.9 10.3 -5.0 4.9 -20.0 -20.0 -4.9 2.3 -17.0 -4.2 -20.0 -20.0 -20.0 GBP -12.5 -16.2 -7.3 -4.2 -10.0 0.8 -8.1 3.5 -7.0 -20.0 7.9 -20.0 16.0 -20.0 -15.6 0.6 -0.1 0.3 0.1 -15.8 -1.2 -20.0 11.8 -20.0 1.3 -5.7 -14.0 0.4 -14.6 5.0 -11.1 5.6 -20.0 -18.2 -8.2 -4.5 8.5 -3.4 7.4 -2.6 GOLD_micro -20.0 -8.0 -5.7 2.3 -0.0 2.6 0.1 2.1 1.2 -3.0 6.9 -4.6 7.7 1.7 5.1 -8.3 -11.2 -10.3 -10.6 10.2 11.2 -3.5 10.2 3.7 -18.4 2.6 -0.3 2.5 0.0 2.2 1.6 -8.3 -19.3 13.6 20.0 15.2 -8.6 1.9 -18.3 -8.0 HEATOIL 7.6 -2.8 2.2 0.8 7.9 0.9 7.5 0.7 3.5 15.7 10.1 16.0 6.2 11.7 6.5 10.4 8.8 9.5 8.9 6.6 5.7 19.3 4.6 13.3 -20.0 1.5 6.5 1.2 8.7 1.9 5.4 0.6 12.9 10.3 2.6 -2.0 15.1 7.0 -3.9 -7.7 JGB-SGX-mini 6.3 -4.9 -10.8 2.0 -4.5 1.1 -2.1 -0.4 1.1 -4.6 -11.0 -2.6 -10.4 -7.2 -9.6 6.3 12.4 8.4 10.4 -6.3 -9.7 -1.5 -11.7 -2.6 -6.1 -2.9 -1.8 -4.5 -0.7 -5.9 -1.0 14.3 8.3 -2.2 -9.9 -14.7 -15.6 -18.5 -9.7 -20.0 JPY -9.9 -13.6 -12.6 -2.2 -5.2 0.4 -4.2 1.9 -3.7 -11.8 -11.4 -12.8 -8.4 -12.5 -12.4 -9.3 -10.9 -9.8 -10.0 -14.4 -11.2 -13.7 -7.8 -14.9 20.0 -4.3 -4.1 -3.0 -4.7 -1.9 -4.9 -12.1 -12.4 -13.4 -11.9 -11.3 -1.9 -10.8 -3.8 -11.2 LEANHOG -20.0 -20.0 -0.1 -7.1 4.5 -9.0 1.3 -7.8 -2.5 -20.0 14.5 -20.0 17.9 -20.0 -13.2 1.1 20.0 20.0 20.0 -17.2 4.1 -20.0 16.4 -20.0 -1.5 -5.7 -6.4 -0.2 -9.7 3.4 -9.9 20.0 -20.0 -20.0 -9.5 20.0 13.6 16.4 20.0 20.0 LIVECOW -20.0 -19.8 -6.8 -3.4 -0.4 -4.0 -0.4 -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 15.8 20.0 20.0 LUMBER-new -8.2 -0.1 -18.2 -4.0 2.6 -5.1 0.8 -4.3 -1.4 -11.3 -10.4 -12.8 -8.3 -9.0 -10.7 -20.0 -20.0 -20.0 -20.0 -12.7 -11.3 -20.0 -8.7 -17.6 NaN -3.4 -5.3 -2.5 -7.0 -1.4 -5.1 -20.0 -20.0 -20.0 3.0 -0.6 12.0 20.0 14.8 20.0 MXP -6.6 -6.1 7.8 -4.3 -10.1 0.8 -8.2 3.6 -7.1 -6.4 20.0 1.9 20.0 12.6 20.0 12.6 12.7 12.9 12.6 12.3 20.0 -4.2 20.0 1.6 -20.0 7.2 -2.2 14.2 -3.0 15.0 0.5 20.0 10.0 15.0 20.0 20.0 4.5 7.8 3.5 10.6 NASDAQ_micro 9.2 -2.4 13.7 4.6 -0.7 4.6 1.0 3.6 3.0 10.9 15.9 13.4 14.9 14.0 14.6 -9.0 -8.9 -9.5 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 5.4 3.2 5.5 5.0 4.9 5.1 -5.7 20.0 13.0 14.8 14.2 -17.3 -20.0 -19.5 -20.0 NIKKEI 16.1 9.5 20.0 3.7 -0.6 3.7 0.8 2.9 2.4 11.0 12.8 12.2 11.4 12.4 12.5 0.5 7.7 3.5 6.0 20.0 20.0 20.0 16.2 20.0 -10.7 4.6 3.2 4.0 3.8 2.5 4.3 20.0 20.0 20.0 20.0 20.0 -0.3 9.6 10.5 15.9 NZD -3.8 -16.5 -13.3 -3.5 -8.4 0.7 -6.8 3.0 -5.9 -17.5 -4.0 -15.5 -7.7 -18.6 -19.5 -4.5 -3.0 -4.0 -3.6 -17.7 -13.8 -10.2 -8.3 -13.5 15.5 -6.2 -7.3 -4.5 -4.6 -2.9 -5.3 0.0 8.5 -0.4 -8.0 -14.9 12.4 20.0 15.4 20.0 OAT 14.0 9.4 0.2 3.0 -6.8 1.6 -3.1 -0.6 1.6 -13.9 6.1 4.9 -4.0 8.5 8.3 17.0 11.0 16.7 14.8 7.0 1.5 -0.4 -3.1 7.3 1.3 3.4 -3.3 1.1 -0.3 -0.4 3.4 16.3 -0.7 8.7 8.7 -2.8 6.6 20.0 7.2 20.0 OATIES 8.1 -2.7 -17.8 -5.4 3.4 -6.8 1.0 -5.9 -1.9 -1.5 -17.2 -6.4 -12.3 -11.8 -17.4 -20.0 -9.8 -20.0 -17.4 -16.0 -16.6 -7.2 -12.4 -11.1 -10.7 -6.4 0.5 -6.3 -3.3 -4.8 -4.8 -9.1 -17.0 -7.5 -11.3 -11.8 -20.0 -12.7 -16.0 -12.2 OJ -20.0 -20.0 -14.9 -2.0 1.3 -2.5 0.4 -2.2 -0.7 -4.9 -5.3 -6.2 -5.5 -6.7 -6.2 -3.8 4.6 -1.4 1.1 -10.7 -8.5 -8.4 -7.2 -11.2 -20.0 -2.2 -1.1 -1.8 -1.8 -1.4 -2.4 17.8 -6.4 -17.0 -7.4 2.5 -7.6 -15.6 -1.6 -13.8 PALLAD -5.2 9.8 5.1 2.5 -0.0 2.7 0.1 2.2 1.3 -1.4 5.2 -2.4 4.2 2.3 3.7 -2.8 -2.9 -2.9 -2.9 7.8 7.3 0.1 4.9 4.6 12.3 2.6 0.0 2.5 0.4 2.0 1.7 5.3 0.2 13.1 6.5 0.6 -12.2 -20.0 -20.0 -19.4 PLAT -20.0 -1.4 5.6 2.6 0.0 2.8 0.1 2.2 1.4 -2.2 7.5 -4.8 6.8 1.9 4.6 -3.4 -3.5 -3.3 -3.2 7.2 10.0 -2.7 9.4 1.7 0.6 2.5 -0.9 3.6 -0.7 3.6 0.7 4.6 -3.2 -10.1 -3.0 -5.0 20.0 9.0 -9.6 -7.4 REDWHEAT 16.8 5.7 -5.3 -6.8 4.3 -8.6 1.3 -7.4 -2.4 19.6 -20.0 18.5 -20.0 7.1 -13.2 -17.6 -16.9 -19.3 -18.6 -6.6 -18.6 20.0 -20.0 10.1 8.0 -1.0 16.5 -5.2 14.0 -8.0 6.7 -17.8 20.0 20.0 18.1 13.8 -20.0 -20.0 -20.0 -20.0 RICE -3.5 -19.2 -20.0 -3.2 2.0 -4.0 0.6 -3.5 -1.1 0.2 -11.7 -7.2 -11.4 -10.1 -11.4 -20.0 -11.2 -20.0 -17.6 -20.0 -20.0 -7.7 -20.0 -15.5 -1.2 -4.2 -0.4 -4.3 -1.7 -4.3 -3.3 -12.6 -11.9 -18.5 -17.5 -13.4 -8.4 -9.5 -0.7 -8.7 ROBUSTA 4.9 6.8 20.0 -2.8 1.8 -3.6 0.5 -3.1 -1.0 5.8 0.8 5.3 -0.2 3.7 6.7 3.6 13.5 9.8 11.9 6.7 3.3 5.8 1.2 6.1 -20.0 2.3 2.5 1.1 1.9 0.6 2.0 20.0 5.7 9.3 11.1 20.0 -2.0 19.1 5.6 20.0 RUSSELL -4.2 -1.0 17.4 4.0 -0.7 4.0 0.9 3.1 2.6 -6.8 13.0 5.0 9.2 6.6 11.4 -4.9 -5.4 -5.2 -5.1 9.7 12.0 -1.2 8.8 4.0 6.1 3.9 -2.1 5.2 -1.0 3.7 1.0 0.5 -6.2 -7.4 -6.2 6.3 -20.0 -20.0 -20.0 -20.0 SHATZ 10.3 2.7 -9.6 3.0 -6.7 1.6 -3.0 -0.6 1.6 -14.4 -7.5 -9.3 -0.8 -1.5 -8.2 -6.0 -17.3 -14.1 -15.2 -3.0 -5.8 -8.6 -4.5 -2.4 7.3 -0.7 -7.3 -2.2 -5.1 -1.8 -1.0 -20.0 -13.2 -1.7 -8.3 -14.0 15.0 20.0 19.3 20.0 SILVER-mini -20.0 -2.7 6.4 2.8 -0.0 3.0 0.1 2.5 1.5 0.9 8.3 -5.9 8.6 2.4 5.9 -5.1 -6.6 -6.3 -6.5 11.0 12.4 -1.3 10.1 4.3 -5.3 3.2 -0.0 3.4 0.1 2.7 1.6 -0.9 -5.3 0.4 11.5 12.5 17.1 20.0 2.3 2.7 SMI -4.1 9.2 7.6 5.5 -0.9 5.6 1.2 4.3 3.6 -14.7 10.1 -13.2 8.0 6.2 10.9 6.2 3.4 4.5 3.5 8.5 8.7 -17.6 7.2 -2.1 10.5 2.7 -8.2 2.4 -6.9 1.5 -1.2 15.3 -20.0 -12.3 -17.0 -7.0 20.0 20.0 20.0 20.0 SOFR -1.6 -9.7 7.7 3.6 -8.1 2.0 -3.6 -0.7 2.0 -18.4 15.1 -13.9 14.6 -8.9 7.8 7.0 5.3 7.1 6.6 3.6 11.8 -14.3 14.2 -5.4 -20.0 2.1 -11.6 6.3 -9.0 7.0 -3.2 4.8 -15.4 -11.3 -15.1 10.8 0.2 -15.9 -6.7 -20.0 SOYBEAN 13.8 2.4 8.2 -6.8 4.3 -8.6 1.3 -7.4 -2.4 20.0 8.7 20.0 -6.4 15.9 13.7 -1.9 -6.7 -6.0 -7.6 11.6 4.3 20.0 -5.0 20.0 -5.9 6.7 15.1 4.4 14.6 0.2 10.6 -0.1 20.0 20.0 20.0 20.0 -13.5 -4.5 -12.8 -0.9 SOYMEAL 20.0 14.4 10.4 -6.5 4.1 -8.2 1.2 -7.1 -2.3 20.0 -9.5 20.0 -19.3 18.3 5.9 -15.3 -16.2 -18.7 -18.5 16.7 -3.5 20.0 -17.0 20.0 -18.6 5.0 15.0 0.5 15.8 -2.6 11.0 -17.5 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.1 -20.0 SOYOIL 1.1 -11.2 -11.4 -6.0 3.8 -7.6 1.1 -6.5 -2.1 -4.2 4.5 -9.2 9.2 -13.0 -15.7 -8.1 -4.2 -7.0 -5.5 -8.1 -1.2 -10.1 6.8 -8.6 -17.2 -4.5 -5.5 -0.8 -6.9 2.4 -5.4 4.6 -20.0 -1.0 2.9 14.9 -20.0 -14.3 -20.0 -15.4 SP400 -3.1 -8.5 6.5 4.1 -0.7 4.1 0.9 3.2 2.7 -8.4 11.7 3.8 6.0 2.7 4.7 -5.6 -6.0 -5.9 -5.8 1.8 4.8 -3.6 4.6 -1.2 -0.3 -0.1 -3.5 1.6 -2.9 1.3 -2.1 -0.5 -4.9 -15.6 -20.0 -9.7 -20.0 -20.0 -20.0 -20.0 SP500_micro 4.6 -10.4 12.4 4.9 -0.8 4.9 1.1 3.8 3.2 8.3 17.1 13.3 16.2 13.7 15.2 -9.0 -9.7 -9.9 -9.5 18.1 20.0 14.0 20.0 16.1 -17.0 4.8 1.8 6.0 3.3 5.6 3.3 -6.8 17.8 -6.5 -0.0 9.7 -19.7 -20.0 -20.0 -20.0 SUGAR11 -19.7 -8.2 -7.5 -3.6 2.3 -4.6 0.7 -4.0 -1.3 -6.2 -12.6 -11.5 -12.1 -12.1 -12.0 15.5 7.6 6.1 3.3 -16.4 -13.9 -15.4 -12.2 -18.7 -16.4 -4.4 -1.3 -3.5 -4.2 -2.8 -5.1 20.0 -20.0 -20.0 -11.6 1.6 -20.0 -20.0 -13.9 -20.0 US10 -0.1 -1.8 11.2 2.9 -6.5 1.6 -2.9 -0.5 1.6 -14.4 13.6 -6.5 4.4 1.1 12.1 2.1 -0.1 2.0 1.4 6.7 9.6 -9.4 7.1 -0.4 -6.1 3.8 -8.1 5.5 -5.5 4.5 -0.3 -4.3 -9.3 -5.4 -1.9 13.1 -14.1 -20.0 -11.7 -20.0 US10U 1.3 2.3 13.4 4.0 -8.9 2.2 -4.0 -0.7 2.2 -20.0 18.3 -5.5 2.0 5.5 18.0 2.6 -1.2 0.9 -0.2 12.7 14.5 -12.1 8.1 2.6 -12.0 6.4 -10.1 7.7 -5.7 5.3 1.3 -6.9 -8.9 -4.1 7.4 20.0 -1.0 -14.4 -9.3 -20.0 US2 -0.1 -1.9 6.8 3.0 -4.3 1.5 -1.3 -0.5 2.4 -11.6 5.0 -9.0 -2.0 -2.2 7.7 -11.3 -15.3 -11.9 -12.8 2.4 4.5 -12.1 2.7 -3.5 17.6 1.8 -10.5 3.5 -7.9 3.3 -2.2 -20.0 -16.9 -11.9 -7.2 6.0 -13.1 -9.6 -16.5 -20.0 US20 1.5 7.2 14.7 2.8 -6.3 1.5 -2.9 -0.5 1.5 -14.6 9.6 -2.7 -4.3 5.7 13.7 3.8 2.9 4.2 3.8 10.5 9.6 -7.2 2.9 3.9 -8.9 4.9 -6.9 4.9 -3.3 2.5 1.6 0.3 -5.2 -1.1 11.0 16.6 17.0 13.6 -1.9 -15.5 US30 2.9 8.6 14.2 3.2 -7.1 1.7 -3.2 -0.6 1.7 -16.7 6.0 -1.6 -8.6 6.9 14.9 1.0 -2.8 -1.6 -2.3 10.6 7.9 -6.8 -0.5 4.9 -5.4 5.4 -7.9 4.7 -3.3 1.5 2.4 -9.8 -3.3 0.1 13.1 14.6 14.0 9.3 -0.2 -15.9 US5 -0.5 -4.5 8.7 2.9 -6.6 1.6 -3.0 -0.5 1.6 -14.1 12.4 -9.9 4.8 -2.5 9.5 -1.3 -3.5 -1.7 -2.2 4.0 7.8 -10.4 6.8 -2.6 -0.9 2.7 -8.7 5.1 -6.7 5.0 -1.6 -10.3 -10.4 -7.7 -7.2 9.4 -16.4 -15.1 -13.0 -20.0 VIX 6.2 3.9 -11.4 -2.8 6.0 -4.2 2.7 -1.2 0.8 19.1 -20.0 -9.3 -10.6 -11.2 -17.6 -20.0 -20.0 -20.0 -20.0 -6.2 -8.6 2.4 -5.2 -1.4 NaN -2.9 6.9 -4.8 3.1 -1.6 1.1 NaN NaN NaN NaN NaN -17.0 -20.0 NaN NaN WHEAT 11.6 6.2 -6.5 -7.0 4.5 -8.9 1.3 -7.6 -2.5 19.7 -20.0 17.9 -20.0 7.5 -15.5 -18.4 -18.5 -18.8 -18.6 -5.6 -16.4 20.0 -20.0 9.6 13.6 -0.6 18.0 -4.2 14.8 -6.7 6.8 -19.0 20.0 17.4 19.3 13.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3