******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251104_204355 produced at 2025-11-04 21:39:28.342273 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.23 0.0 0.00 0.00 0.00 0.00 -10.01 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.96 0.0 0.00 0.00 0.00 0.00 -21.44 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.19 0.0 999.00 -999.00 -0.23 -0.23 -17.42 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.30 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.13 0.0 1.05 -1.05 -0.14 -0.14 -3.63 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.11 0.0 1.02 -1.02 -0.08 -0.16 -1.38 13.0 -1 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -20.23 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -0.88 24.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.86 4.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.05 0.0 1.02 -1.02 -0.07 -0.07 -0.63 14.0 -1 -1 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.70 -0.70 -0.04 -0.12 -1.28 17.0 -1 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.05 0.0 0.19 -0.19 -0.08 -0.08 -3.17 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 -7.83 26.0 -10 -10 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.05 0.0 1.39 -1.39 -0.06 -0.06 -0.98 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 -1.24 22.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.37 2.0 0 0 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 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.14 -0.14 -0.04 -0.04 -4.35 18.0 -5 -5 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.47 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.08 -0.03 0.0 1.12 -1.12 -0.08 -0.06 -1.32 56.0 -4 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.02 0.0 0.83 -0.83 -0.03 -0.02 -1.23 48.0 -2 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.84 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 -0.58 5.0 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 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.01 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.02 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.05 -0.55 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 -0.61 8.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.05 -0.01 0.0 0.60 -0.60 -0.05 -0.03 -0.22 23.0 -2 -1 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.79 -0.79 -0.01 0.00 -1.16 66.0 -1 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.52 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 -0.94 10.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.88 -0.88 -0.03 -0.03 -0.24 26.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.76 -0.76 0.00 -0.06 -0.21 13.0 0 -1 caleb_strategy_v3 NZD False False 0.03 0.00 -0.01 0.0 0.60 -0.60 0.00 0.00 -0.44 21.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.07 -0.00 0.0 0.42 -0.42 -0.07 -0.08 -0.54 68.0 -12 -13 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.05 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 0.04 6.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.07 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 -0.06 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.66 -0.66 0.00 0.00 0.04 8.0 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 DAX False False 0.01 0.00 -0.00 0.0 0.81 -0.81 0.00 -0.04 -0.20 58.0 0 -3 caleb_strategy_v3 CORN False False 0.01 -0.04 0.00 0.0 0.14 -0.14 -0.04 -0.01 0.12 12.0 -3 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 0.01 0.0 0.20 -0.20 0.00 0.03 0.27 7.0 0 1 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.16 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.54 -0.54 0.02 0.02 0.32 23.0 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 0.18 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.30 51.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.02 0.0 0.21 -0.21 0.03 0.03 1.21 13.0 2 2 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.34 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.58 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.08 0.02 0.0 0.76 -0.76 0.08 0.08 0.33 10.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.13 0.03 0.0 999.00 -999.00 0.13 0.06 0.41 999999999.0 2 1 caleb_strategy_v3 GASOIL False False 0.04 0.07 0.06 0.0 0.14 -0.14 0.07 0.04 1.61 4.0 2 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.63 -0.63 0.00 0.00 2.50 19.0 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 DX False False 0.05 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 1.70 999999999.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.97 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.09 0.0 0.66 -0.66 0.13 0.16 2.82 20.0 4 5 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.34 19.0 1 1 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.71 -0.71 0.00 0.00 2.42 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.18 0.0 0.72 -0.72 0.36 0.36 2.55 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.27 0.21 0.0 0.61 -0.61 0.27 0.24 12.66 36.0 16 14 caleb_strategy_v3 MXP False False 0.01 0.38 0.35 0.0 0.81 -0.81 0.38 0.38 26.09 60.0 28 28 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.52 0.0 1.43 -1.43 0.00 0.00 10.63 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.7 Shocked risk 42.2 Sum abs risk 47.2 Leverage 6.83 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1972050.3199999998, 'annual_cash_vol_target': 493012.5799999999, 'daily_cash_vol_target': 30813.286249999994} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6488 0.5429 8.6857 BITCOIN 2515.2157 100930.0000 2.4920 39.8726 BOBL 0.1774 118.1700 0.1502 2.4025 BTP 0.3900 121.2900 0.3215 5.1446 BUND 0.3516 129.2700 0.2720 4.3520 BUXL 0.8608 115.7600 0.7436 11.8973 CAC 57.5960 8049.0000 0.7156 11.4491 CAD 0.0023 0.7106 0.3187 5.0992 CANOLA 6.3435 639.2000 0.9924 15.8786 CHF 0.0053 1.2398 0.4306 6.8888 COCOA 141.7811 6676.0000 2.1237 33.9799 COFFEE 6.8452 385.3500 1.7764 28.4219 COPPER 0.0764 4.9350 1.5475 24.7595 CORN 3.8417 465.5000 0.8253 13.2046 COTTON2 0.7092 66.3800 1.0684 17.0944 CRUDE_W 0.8186 60.1700 1.3604 21.7668 DAX 167.4086 23958.0000 0.6988 11.1801 DOW 299.7130 47151.0000 0.6356 10.1703 DX 0.3663 100.0600 0.3661 5.8569 EUR 0.0045 1.1506 0.3896 6.2339 EURIBOR-ICE 0.0326 97.8150 0.0334 0.5339 EUROSTX 40.4917 5644.0000 0.7174 11.4789 FEEDCOW 4.5837 324.1250 1.4142 22.6266 GASOIL 11.0636 694.2500 1.5936 25.4977 GASOLINE 0.0286 1.8766 1.5256 24.4102 GAS_US_mini 0.1087 4.5550 2.3856 38.1703 GBP 0.0059 1.3016 0.4569 7.3099 GOLD_micro 52.8931 3948.0000 1.3397 21.4359 HEATOIL 0.0358 2.3768 1.5067 24.1075 JGB-SGX-mini 0.2032 135.9100 0.1495 2.3919 JPY 0.0000 0.0065 0.6105 9.7687 LEANHOG 0.9572 80.8500 1.1839 18.9422 LIVECOW 2.7650 224.9000 1.2294 19.6709 LUMBER-new 8.5232 587.5000 1.4508 23.2122 MXP 0.0003 0.0534 0.5447 8.7151 NASDAQ_micro 217.5889 25606.0000 0.8498 13.5961 NIKKEI 597.5727 51190.0000 1.1674 18.6778 NZD 0.0032 0.5658 0.5582 8.9306 OAT 0.3684 122.4400 0.3009 4.8147 OATIES 4.9913 320.5000 1.5573 24.9175 OJ 6.3606 189.5000 3.3565 53.7039 PALLAD 42.5599 1414.0000 3.0099 48.1583 PLAT 32.5482 1540.6000 2.1127 33.8031 REDWHEAT 7.7250 548.5000 1.4084 22.5343 RICE 0.1372 10.4900 1.3080 20.9286 ROBUSTA 85.1060 4670.0000 1.8224 29.1584 RUSSELL 28.1995 2443.0000 1.1543 18.4688 SHATZ 0.0505 107.0500 0.0471 0.7541 SILVER-mini 0.9177 47.5500 1.9299 30.8791 SMI 78.4757 12299.0000 0.6381 10.2090 SOFR 0.0478 96.7100 0.0495 0.7912 SOYBEAN 8.5348 1101.7500 0.7747 12.3945 SOYMEAL 3.6125 321.6000 1.1233 17.9726 SOYOIL 0.6384 50.3900 1.2670 20.2714 SP400 30.4236 3224.0000 0.9437 15.0986 SP500_micro 47.6098 6801.2500 0.7000 11.2003 SUGAR11 0.2470 13.8200 1.7874 28.5985 US10 0.3206 112.7969 0.2842 4.5476 US10U 0.4102 115.5938 0.3549 5.6783 US2 0.0818 104.1719 0.0785 1.2562 US20 0.6320 117.4062 0.5383 8.6134 US30 0.9459 121.3438 0.7795 12.4723 US5 0.2087 109.2812 0.1910 3.0553 VIX 0.4908 21.5500 2.2773 36.4372 WHEAT 7.0862 607.5000 1.1664 18.6632 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.75 0.54 352.18 1.00 352.18 30813.29 87.49 11.01 96.30 BITCOIN 100.93 2.49 251.52 1.00 251.52 30813.29 122.51 -15.23 -186.53 BOBL 1181.70 0.15 177.44 1.15 204.77 30813.29 150.48 8.75 131.63 BTP 1212.90 0.32 389.99 1.15 450.06 30813.29 68.46 10.36 70.96 BUND 1292.70 0.27 351.61 1.15 405.77 30813.29 75.94 4.27 32.39 BUXL 1157.60 0.74 860.77 1.15 993.34 30813.29 31.02 -0.57 -1.77 CAC 804.90 0.72 575.96 1.15 664.67 30813.29 46.36 12.45 57.72 CAD 710.65 0.32 226.48 1.00 226.48 30813.29 136.05 -10.28 -139.82 CANOLA 127.84 0.99 126.87 0.71 90.56 30813.29 340.26 2.77 94.22 CHF 1549.81 0.43 667.27 1.00 667.27 30813.29 46.18 -11.49 -53.07 COCOA 667.60 2.12 1417.81 1.00 1417.81 30813.29 21.73 -4.57 -9.94 COFFEE 1445.06 1.78 2566.96 1.00 2566.96 30813.29 12.00 12.05 14.46 COPPER 1233.75 1.55 1909.19 1.00 1909.19 30813.29 16.14 2.34 3.77 CORN 232.75 0.83 192.09 1.00 192.09 30813.29 160.41 0.31 5.03 COTTON2 331.90 1.07 354.60 1.00 354.60 30813.29 86.90 -14.96 -129.99 CRUDE_W 601.70 1.36 818.57 1.00 818.57 30813.29 37.64 -1.42 -5.33 DAX 239.58 0.70 167.41 1.15 193.19 30813.29 159.49 -0.36 -5.80 DOW 235.76 0.64 149.86 1.00 149.86 30813.29 205.62 -2.43 -49.91 DX 1000.60 0.37 366.27 1.00 366.27 30813.29 84.13 7.79 65.50 EUR 1438.31 0.39 560.39 1.00 560.39 30813.29 54.98 -4.42 -24.29 EURIBOR-ICE 2445.38 0.03 81.60 1.15 94.17 30813.29 327.20 9.51 311.13 EUROSTX 564.40 0.72 404.92 1.15 467.28 30813.29 65.94 12.50 82.44 FEEDCOW 1620.62 1.41 2291.83 1.00 2291.83 30813.29 13.44 1.01 1.35 GASOIL 694.25 1.59 1106.36 1.00 1106.36 30813.29 27.85 13.28 37.00 GASOLINE 788.17 1.53 1202.47 1.00 1202.47 30813.29 25.63 5.22 13.37 GAS_US_mini 113.88 2.39 271.67 1.00 271.67 30813.29 113.42 -6.37 -72.25 GBP 813.50 0.46 371.66 1.00 371.66 30813.29 82.91 -5.74 -47.61 GOLD_micro 394.80 1.34 528.93 1.00 528.93 30813.29 58.26 -6.65 -38.72 HEATOIL 998.26 1.51 1504.09 1.00 1504.09 30813.29 20.49 3.77 7.73 JGB-SGX-mini 135910.00 0.15 20317.38 0.01 131.79 30813.29 233.81 -8.46 -197.75 JPY 817.00 0.61 498.81 1.00 498.81 30813.29 61.77 -7.97 -49.23 LEANHOG 323.40 1.18 382.87 1.00 382.87 30813.29 80.48 2.47 19.85 LIVECOW 899.60 1.23 1105.99 1.00 1105.99 30813.29 27.86 -0.61 -1.69 LUMBER-new 161.56 1.45 234.39 1.00 234.39 30813.29 131.46 -8.88 -116.70 MXP 266.90 0.54 145.38 1.00 145.38 30813.29 211.95 8.37 177.49 NASDAQ_micro 512.12 0.85 435.18 1.00 435.18 30813.29 70.81 -1.33 -9.43 NIKKEI 51190.00 1.17 59757.27 0.01 387.61 30813.29 79.50 14.68 116.73 NZD 565.85 0.56 315.84 1.00 315.84 30813.29 97.56 -1.72 -16.79 OAT 1224.40 0.30 368.44 1.15 425.19 30813.29 72.47 10.32 74.78 OATIES 160.25 1.56 249.56 1.00 249.56 30813.29 123.47 -17.87 -220.58 OJ 284.25 3.36 954.08 1.00 954.08 30813.29 32.30 -12.87 -41.58 PALLAD 1414.00 3.01 4255.99 1.00 4255.99 30813.29 7.24 2.00 1.45 PLAT 770.30 2.11 1627.41 1.00 1627.41 30813.29 18.93 1.07 2.03 REDWHEAT 274.25 1.41 386.25 1.00 386.25 30813.29 79.78 -5.73 -45.72 RICE 209.80 1.31 274.43 1.00 274.43 30813.29 112.28 -17.76 -199.39 ROBUSTA 467.00 1.82 851.06 1.00 851.06 30813.29 36.21 6.74 24.41 RUSSELL 122.15 1.15 141.00 1.00 141.00 30813.29 218.54 -0.75 -16.41 SHATZ 1070.50 0.05 50.45 1.15 58.22 30813.29 529.21 -1.64 -86.64 SILVER-mini 1188.75 1.93 2294.22 1.00 2294.22 30813.29 13.43 3.97 5.33 SMI 1229.90 0.64 784.76 1.24 976.05 30813.29 31.57 9.56 30.19 SOFR 2417.75 0.05 119.56 1.00 119.56 30813.29 257.72 -6.38 -164.49 SOYBEAN 550.88 0.77 426.74 1.00 426.74 30813.29 72.21 4.01 28.94 SOYMEAL 321.60 1.12 361.25 1.00 361.25 30813.29 85.30 -6.61 -56.35 SOYOIL 302.34 1.27 383.05 1.00 383.05 30813.29 80.44 -12.51 -100.65 SP400 3224.00 0.94 3042.36 1.00 3042.36 30813.29 10.13 -7.55 -7.65 SP500_micro 340.06 0.70 238.05 1.00 238.05 30813.29 129.44 -4.07 -52.69 SUGAR11 154.78 1.79 276.66 1.00 276.66 30813.29 111.38 -16.03 -178.49 US10 1127.97 0.28 320.60 1.00 320.60 30813.29 96.11 -3.88 -37.32 US10U 1155.94 0.35 410.24 1.00 410.24 30813.29 75.11 -2.22 -16.70 US2 2083.44 0.08 163.58 1.00 163.58 30813.29 188.37 -5.42 -102.12 US20 1174.06 0.54 632.04 1.00 632.04 30813.29 48.75 2.66 12.98 US30 1213.44 0.78 945.90 1.00 945.90 30813.29 32.58 0.96 3.13 US5 1092.81 0.19 208.68 1.00 208.68 30813.29 147.66 -5.25 -77.51 VIX 215.50 2.28 490.76 1.00 490.76 30813.29 62.79 -11.23 -70.49 WHEAT 303.75 1.17 354.31 1.00 354.31 30813.29 86.97 -4.72 -41.05 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 96.301 0.010 2.5 2.502 BITCOIN -186.534 0.043 2.5 -20.228 BOBL 131.630 0.004 2.5 1.337 BTP 70.955 0.014 2.5 2.424 BUND 32.392 0.004 2.5 0.329 BUXL -1.766 0.004 2.5 -0.018 CAC 57.718 0.014 2.5 1.971 CAD -139.819 0.010 2.5 -3.633 CANOLA 94.222 0.010 2.5 2.296 CHF -53.068 0.010 2.5 -1.379 COCOA -9.941 0.010 2.5 -0.242 COFFEE 14.461 0.005 2.5 0.192 COPPER 3.771 0.043 2.5 0.409 CORN 5.034 0.010 2.5 0.123 COTTON2 -129.986 0.010 2.5 -3.167 CRUDE_W -5.329 0.043 2.5 -0.578 DAX -5.801 0.014 2.5 -0.198 DOW -49.911 0.009 2.5 -1.162 DX 65.498 0.010 2.5 1.702 EUR -24.286 0.010 2.5 -0.631 EURIBOR-ICE 311.127 0.014 2.5 10.627 EUROSTX 82.437 0.014 2.5 2.816 FEEDCOW 1.351 0.013 2.5 0.045 GASOIL 36.995 0.017 2.5 1.606 GASOLINE 13.366 0.017 2.5 0.580 GAS_US_mini -72.251 0.043 2.5 -7.835 GBP -47.612 0.010 2.5 -1.237 GOLD_micro -38.717 0.014 2.5 -1.322 HEATOIL 7.729 0.017 2.5 0.336 JGB-SGX-mini -197.753 0.043 2.5 -21.444 JPY -49.230 0.010 2.5 -1.279 LEANHOG 19.854 0.024 2.5 1.208 LIVECOW -1.693 0.013 2.5 -0.056 LUMBER-new -116.699 0.010 2.5 -2.843 MXP 177.491 0.059 2.5 26.087 NASDAQ_micro -9.428 0.009 2.5 -0.219 NIKKEI 116.734 0.043 2.5 12.659 NZD -16.788 0.010 2.5 -0.436 OAT 74.779 0.014 2.5 2.554 OATIES -220.582 0.010 2.5 -5.374 OJ -41.579 0.010 2.5 -1.013 PALLAD 1.449 0.014 2.5 0.050 PLAT 2.033 0.014 2.5 0.069 REDWHEAT -45.723 0.005 2.5 -0.607 RICE -199.389 0.010 2.5 -4.858 ROBUSTA 24.407 0.005 2.5 0.324 RUSSELL -16.406 0.013 2.5 -0.544 SHATZ -86.644 0.004 2.5 -0.880 SILVER-mini 5.329 0.014 2.5 0.182 SMI 30.186 0.014 2.5 1.031 SOFR -164.488 0.024 2.5 -10.011 SOYBEAN 28.936 0.004 2.5 0.269 SOYMEAL -56.352 0.004 2.5 -0.525 SOYOIL -100.650 0.004 2.5 -0.938 SP400 -7.645 0.013 2.5 -0.254 SP500_micro -52.692 0.009 2.5 -1.226 SUGAR11 -178.493 0.010 2.5 -4.349 US10 -37.319 0.005 2.5 -0.474 US10U -16.703 0.005 2.5 -0.212 US2 -102.124 0.005 2.5 -1.296 US20 12.979 0.005 2.5 0.165 US30 3.128 0.005 2.5 0.040 US5 -77.510 0.005 2.5 -0.984 VIX -70.491 0.099 2.5 -17.425 WHEAT -41.054 0.005 2.5 -0.545 ===================== Position diags ===================== AUD 2.27 BITCOIN 13.28 BOBL 1.53 BTP 2.34 BUND 0.77 BUXL 0.31 CAC 1.58 CAD 3.53 CANOLA 8.29 CHF 1.20 COCOA 0.53 COFFEE 0.16 COPPER 1.75 CORN 3.91 COTTON2 2.12 CRUDE_W 4.08 DAX 5.45 DOW 4.79 DX 2.19 EUR 1.43 EURIBOR-ICE 11.18 EUROSTX 2.25 FEEDCOW 0.45 GASOIL 1.21 GASOLINE 1.11 GAS_US_mini 12.30 GBP 2.15 GOLD_micro 1.99 HEATOIL 0.89 JGB-SGX-mini 25.35 JPY 1.61 LEANHOG 4.90 LIVECOW 0.92 LUMBER-new 3.20 MXP 31.15 NASDAQ_micro 1.65 NIKKEI 8.62 NZD 2.53 OAT 2.48 OATIES 3.01 OJ 0.79 PALLAD 0.25 PLAT 0.65 REDWHEAT 1.06 RICE 2.74 ROBUSTA 0.48 RUSSELL 7.25 SHATZ 5.37 SILVER-mini 0.46 SMI 1.08 SOFR 15.68 SOYBEAN 0.67 SOYMEAL 0.79 SOYOIL 0.75 SP400 0.34 SP500_micro 3.01 SUGAR11 2.71 US10 1.22 US10U 0.95 US2 2.39 US20 0.62 US30 0.41 US5 1.87 VIX 15.52 WHEAT 1.16 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.7 0.0 0 BITCOIN -20.2 -21.6 -18.9 0.0 0 BOBL 1.3 1.2 1.5 1.0 1 BTP 2.4 2.2 2.7 0.0 0 BUND 0.3 0.3 0.4 1.0 1 BUXL -0.0 -0.0 0.0 0.0 0 CAC 2.0 1.8 2.1 0.0 0 CAD -3.6 -4.0 -3.3 -4.0 -4 CANOLA 2.3 1.5 3.1 1.0 1 CHF -1.4 -1.5 -1.3 -1.0 -1 COCOA -0.2 -0.3 -0.2 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.4 0.2 0.6 2.0 2 CORN 0.1 -0.3 0.5 -3.0 -3 COTTON2 -3.2 -3.4 -3.0 -5.0 -5 CRUDE_W -0.6 -1.0 -0.2 0.0 0 DAX -0.2 -0.7 0.3 0.0 0 DOW -1.2 -1.6 -0.7 -1.0 -1 DX 1.7 1.5 1.9 0.0 0 EUR -0.6 -0.8 -0.5 -1.0 -1 EURIBOR-ICE 10.6 9.5 11.7 0.0 0 EUROSTX 2.8 2.6 3.0 4.0 4 FEEDCOW 0.0 0.0 0.1 0.0 0 GASOIL 1.6 1.5 1.7 2.0 2 GASOLINE 0.6 0.5 0.7 1.0 1 GAS_US_mini -7.8 -9.1 -6.6 -10.0 -10 GBP -1.2 -1.5 -1.0 -1.0 -1 GOLD_micro -1.3 -1.5 -1.1 -4.0 -4 HEATOIL 0.3 0.2 0.4 0.0 0 JGB-SGX-mini -21.4 -24.0 -18.9 0.0 0 JPY -1.3 -1.4 -1.1 -1.0 -1 LEANHOG 1.2 0.7 1.7 2.0 2 LIVECOW -0.1 -0.1 0.0 0.0 0 LUMBER-new -2.8 -3.2 -2.5 0.0 0 MXP 26.1 23.0 29.2 28.0 28 NASDAQ_micro -0.2 -0.4 -0.1 -2.0 -2 NIKKEI 12.7 11.8 13.5 16.0 16 NZD -0.4 -0.7 -0.2 0.0 0 OAT 2.6 2.3 2.8 5.0 5 OATIES -5.4 -5.7 -5.1 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT -0.6 -0.7 -0.5 0.0 0 RICE -4.9 -5.1 -4.6 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL -0.5 -1.3 0.2 -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 -10.0 -11.6 -8.4 NaN 0 SOYBEAN 0.3 0.2 0.3 0.0 0 SOYMEAL -0.5 -0.6 -0.4 -1.0 -1 SOYOIL -0.9 -1.0 -0.9 -2.0 -2 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.2 -1.5 -0.9 -2.0 -2 SUGAR11 -4.3 -4.6 -4.1 -5.0 -5 US10 -0.5 -0.6 -0.4 0.0 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -1.3 -1.5 -1.1 NaN 0 US20 0.2 0.1 0.2 0.0 0 US30 0.0 -0.0 0.1 0.0 0 US5 -1.0 -1.2 -0.8 -1.0 -1 VIX -17.4 -19.0 -15.9 -21.0 -21 WHEAT -0.5 -0.7 -0.4 -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 -0.1 0.4 -0.1 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 -0.1 0.0 -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 -0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.3 -0.2 0.6 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.3 -0.2 -2.7 -0.1 -0.1 -0.0 -0.1 0.2 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.4 BOBL 0.2 0.2 -0.0 0.0 -0.0 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 -0.0 0.0 -0.0 -0.0 0.0 0.7 -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 0.1 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.1 0.5 0.2 0.5 0.5 0.2 0.2 0.7 0.2 0.7 BUND 0.2 0.3 0.1 0.0 -0.0 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 -0.1 -0.1 0.0 -0.1 0.0 -0.0 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 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -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 0.0 -0.3 0.0 -0.1 -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 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.5 0.0 0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.2 0.2 -0.1 0.3 0.1 0.4 0.1 -0.1 0.1 -0.0 0.0 0.0 0.4 -0.5 0.4 0.2 -0.3 0.7 0.7 0.7 0.7 CAD -0.0 -0.5 -0.4 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.2 0.1 -0.3 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 -0.2 -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 0.9 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.4 0.2 0.3 0.2 -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 0.0 -0.2 0.3 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.4 -0.1 0.2 0.1 -0.7 -0.7 -0.7 -0.7 COCOA 0.6 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.1 -0.0 -0.1 -0.1 -0.1 0.2 0.0 0.1 -0.1 -0.1 0.1 -0.0 -0.0 -2.7 -0.0 0.0 -0.1 0.0 0.0 -0.0 1.1 0.5 0.2 -0.3 0.1 -0.2 0.1 -0.0 0.2 COFFEE 0.1 0.3 0.6 -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 0.1 0.4 0.1 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 1.1 -0.2 0.5 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.1 0.5 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.0 0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.1 -0.1 -0.3 -0.6 0.7 0.3 0.7 0.4 CORN 0.2 0.2 0.1 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.1 -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 -0.2 0.1 -1.1 0.5 0.4 0.6 0.6 -0.3 -0.1 0.1 -0.0 COTTON2 0.2 -0.1 0.0 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.0 -0.5 0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.2 0.0 -0.5 -0.0 -2.0 -0.1 0.0 -0.2 0.0 -0.3 -0.0 -0.7 0.2 0.1 0.2 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 0.1 0.1 -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 0.6 0.1 0.6 DAX -0.2 0.0 -0.2 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 0.4 -0.1 0.6 0.0 0.0 -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 -0.1 0.2 -0.0 -0.1 -0.2 -0.4 -0.6 -0.6 0.3 0.7 0.6 0.7 DOW 0.2 -0.0 0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 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 0.1 -1.6 0.1 -0.0 0.1 0.0 0.2 0.0 -0.2 0.3 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 -0.2 0.2 -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 0.1 0.1 0.0 0.1 -0.1 0.1 0.8 0.5 0.6 0.6 0.5 0.4 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 0.3 -0.2 0.6 -0.2 -0.1 -0.2 -0.2 -0.2 -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 0.2 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 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 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.5 0.1 0.7 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.0 0.5 0.2 -0.9 0.1 -0.0 0.1 0.0 0.1 0.1 0.4 0.1 0.2 0.2 -0.2 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 0.2 0.2 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 -0.5 -0.0 0.6 0.7 0.7 0.7 0.7 GASOIL 0.2 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 0.2 0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.1 0.1 0.6 0.3 0.3 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 -0.0 0.1 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 -0.1 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.4 -0.3 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.5 0.2 -0.6 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.2 -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 -0.5 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -0.5 -0.3 -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 0.1 -0.1 0.3 -0.5 -0.6 -0.3 -0.2 0.3 -0.1 0.3 -0.1 GOLD_micro -0.6 -0.3 -0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 0.3 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.3 0.0 -2.4 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.4 -0.3 0.4 0.6 0.5 -0.3 0.1 -0.6 -0.3 HEATOIL 0.3 -0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.0 0.2 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 0.2 -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 -0.1 -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 0.2 -0.1 -0.3 -0.5 -0.5 -0.6 -0.3 -0.7 JPY -0.3 -0.4 -0.4 -0.0 -0.1 0.0 -0.1 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 -0.0 -0.1 -0.1 -0.6 -0.1 -0.2 -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 -0.2 -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 -0.5 0.6 0.4 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.1 0.2 -0.0 0.1 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 1.1 -0.5 -0.4 -0.0 0.6 0.7 0.5 0.7 0.7 LUMBER-new -0.4 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 -0.0 -0.1 -0.1 -0.1 -0.1 -1.2 -0.6 -0.7 0.1 -0.1 0.4 0.8 0.5 0.8 MXP -0.2 -0.3 0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.5 -0.1 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 0.1 0.4 0.6 0.6 0.1 0.3 0.1 0.4 NASDAQ_micro 0.2 -0.2 0.4 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.1 0.0 0.2 0.0 -0.3 0.5 0.4 0.5 0.5 -0.6 -0.7 -0.6 -0.7 NIKKEI 0.3 0.2 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.0 0.2 0.1 0.1 0.2 0.2 0.2 0.4 0.2 -1.4 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 0.3 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 -0.2 -0.2 -0.2 2.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.3 -0.5 0.4 0.7 0.5 0.7 OAT 0.4 0.3 0.0 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 0.0 -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 -0.0 -0.4 -0.1 -0.2 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.0 -0.3 -0.1 -1.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.5 -0.2 -0.1 -0.4 -0.4 -0.7 -0.4 -0.5 -0.4 OJ -0.5 -0.6 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -2.7 -0.0 0.0 -0.0 -0.0 -0.1 -0.0 0.9 -0.0 -0.5 -0.3 0.1 -0.3 -0.5 -0.1 -0.5 PALLAD -0.3 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 -0.1 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 -0.1 -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 0.0 -0.3 -0.1 -0.2 0.7 0.3 -0.3 -0.3 REDWHEAT 0.6 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 -0.3 -0.3 -0.4 -0.4 -0.0 -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 0.5 -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 0.3 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 -0.1 0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 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 -0.0 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 -0.0 -0.1 -0.1 -0.1 -0.0 -1.1 -0.2 -0.1 -0.2 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.5 -0.0 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 0.1 0.4 0.4 0.5 0.7 0.1 0.1 SMI -0.2 0.3 0.3 0.1 -0.0 0.2 -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 -0.0 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 -0.0 0.1 -0.0 -0.0 0.0 -0.2 0.4 -0.2 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 0.2 -0.0 0.3 -0.4 -0.4 -0.5 0.3 -0.0 -0.5 -0.2 -0.7 SOYBEAN 0.5 0.1 0.3 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.1 0.2 0.2 -0.2 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 -0.8 0.1 0.1 0.1 0.1 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 0.4 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.1 -0.2 0.2 -0.7 0.2 0.1 -0.3 -0.3 -0.4 -0.4 0.2 -0.0 0.2 -0.4 0.2 -2.4 0.1 0.1 0.0 0.1 -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 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.2 -0.5 -0.2 0.1 0.4 -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 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.1 0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.4 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.2 -0.4 0.4 0.1 -0.0 0.1 -0.0 0.1 0.0 -0.0 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 0.1 -2.3 0.0 -0.0 0.2 0.0 0.2 0.0 -0.4 0.4 -0.2 -0.0 0.3 -0.6 -0.7 -0.7 -0.7 SUGAR11 -0.6 -0.2 -0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.3 0.2 0.1 0.1 -0.2 -0.1 -0.1 -0.3 -0.2 -2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.5 -0.6 -0.4 0.0 -0.7 -0.7 -0.4 -0.7 US10 -0.1 -0.1 0.4 0.0 -0.0 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 0.0 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 -0.1 -0.1 0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.3 -0.2 -0.3 0.0 0.0 -0.1 0.1 -0.1 2.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -1.1 -0.3 -0.4 -0.3 0.2 -0.4 -0.3 -0.6 -0.7 US20 -0.0 0.2 0.5 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.1 -0.2 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 0.0 -1.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.2 -0.1 0.3 0.5 0.5 0.5 -0.1 -0.5 US30 0.0 0.3 0.5 0.0 -0.0 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 -0.1 -0.0 0.0 -0.7 0.1 -0.1 0.1 -0.0 0.1 0.0 -0.5 -0.1 -0.0 0.4 0.5 0.4 0.3 -0.0 -0.5 US5 -0.1 -0.2 0.3 0.0 -0.0 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 -0.3 -0.2 0.3 -0.6 -0.5 -0.4 -0.7 VIX 0.3 0.3 -0.6 -0.0 0.2 -0.2 0.1 -0.1 0.0 0.3 -0.9 -0.1 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.1 -0.2 0.0 NaN -0.0 0.2 -0.2 0.1 -0.1 0.0 NaN NaN NaN NaN NaN -0.9 -1.1 NaN NaN WHEAT 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 -0.4 -0.4 -0.4 -0.0 -0.2 0.2 -0.5 0.1 1.8 0.0 0.1 -0.1 0.2 -0.2 0.1 -1.0 0.5 0.6 0.6 0.5 -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 -5.2 -7.2 2.3 -4.1 -12.7 0.3 -9.4 2.8 -7.2 -13.0 15.4 -7.8 3.7 -12.6 -3.9 -0.6 -1.3 -1.0 -1.1 -1.7 2.8 -5.3 2.6 -3.7 16.2 -0.8 -11.5 1.8 -3.9 0.5 -2.6 3.6 20.0 5.9 12.0 8.8 20.0 20.0 20.0 20.0 BITCOIN -20.0 -13.9 -17.9 6.4 -2.8 7.3 -0.9 6.0 2.9 -19.5 10.9 -20.0 16.7 -17.9 -13.5 -5.7 -7.2 -6.6 -6.9 -9.9 1.4 -20.0 11.9 -19.4 -20.0 -5.0 -16.2 -0.5 -11.2 4.5 -8.2 -1.9 -20.0 -20.0 -20.0 -20.0 10.6 -5.5 -18.6 -11.3 BOBL 6.8 5.9 -0.2 2.9 -4.8 1.7 -3.2 -0.6 1.2 -12.4 4.3 -6.1 -0.6 2.5 2.5 20.0 6.8 20.0 15.8 3.6 1.1 -6.2 -1.4 1.2 2.7 2.4 -4.6 0.9 -3.5 -0.3 0.9 12.5 -7.9 2.4 -0.8 -3.7 11.2 20.0 16.9 20.0 BTP 10.9 7.6 2.7 3.9 -6.5 2.3 -4.3 -0.8 1.6 -12.2 20.0 13.4 19.8 18.6 19.8 6.3 8.7 8.2 9.0 15.7 13.8 4.4 14.1 13.6 -20.0 7.4 -1.5 6.1 1.9 6.0 6.4 9.9 9.8 15.0 13.9 6.2 5.5 20.0 7.1 20.0 BUND 7.0 8.2 3.3 3.3 -5.4 1.9 -3.6 -0.7 1.4 -15.0 6.5 -3.3 -7.5 5.9 6.8 -6.4 3.3 -2.0 2.0 6.5 1.8 -5.6 -4.9 3.6 -1.0 3.8 -5.5 1.6 -3.3 -0.9 2.0 -0.2 -5.5 3.0 4.2 -1.2 8.6 20.0 10.9 20.0 BUXL 8.6 11.6 1.4 3.1 -5.1 1.8 -3.4 -0.6 1.3 -16.1 -8.9 -0.7 -16.6 8.1 6.3 4.0 2.8 3.8 3.5 3.7 -5.6 -5.0 -15.4 3.7 -1.9 2.6 -6.5 -1.5 -3.2 -5.1 2.1 -0.0 -3.3 1.7 7.3 -8.4 3.2 15.2 -5.6 4.7 CAC 9.7 14.0 8.7 6.4 -6.0 6.7 -1.2 5.4 3.2 -19.7 19.0 4.4 15.3 13.2 16.8 -2.1 -1.3 -2.3 -1.7 18.2 15.0 -7.4 10.3 11.3 2.9 5.8 -9.6 3.6 -3.4 0.9 3.4 7.1 -20.0 10.8 5.0 -9.7 20.0 20.0 20.0 20.0 CAD -0.3 -15.1 -12.5 -4.7 -14.5 0.4 -10.8 3.2 -8.2 -20.0 -5.8 -14.6 -5.5 -20.0 -20.0 -8.7 -7.2 -8.2 -7.7 -20.0 -14.7 -17.9 -8.9 -16.8 20.0 -7.5 -15.0 -4.3 -8.5 -1.9 -7.2 -7.2 8.2 4.6 -10.6 -17.0 -20.0 -20.0 -20.0 -20.0 CANOLA 14.3 -6.2 -20.0 -4.5 1.5 -5.9 0.7 -5.1 -1.5 6.2 -2.5 11.8 -0.2 3.0 -11.6 -20.0 -10.5 -18.7 -13.6 -6.9 -9.1 8.4 -3.5 3.5 6.7 -3.5 1.8 -4.5 3.5 -2.3 0.9 -7.1 10.2 10.8 7.4 -3.1 16.5 20.0 20.0 20.0 CHF -6.2 -10.1 -3.7 -3.1 -9.4 0.2 -7.0 2.1 -5.3 -15.2 10.7 -12.1 11.8 -11.2 -7.4 -15.8 -15.6 -15.7 -15.3 -4.4 4.6 -20.0 10.5 -12.1 -0.8 -1.6 -15.4 3.1 -11.7 5.6 -6.3 -20.0 -17.8 -2.2 5.3 1.6 -20.0 -20.0 -20.0 -20.0 COCOA 17.3 -20.0 -20.0 -3.0 1.0 -3.9 0.5 -3.4 -1.0 8.6 -9.0 5.5 -0.5 -5.3 -8.4 -2.8 10.6 0.8 5.4 -10.9 -10.6 9.0 -1.3 -2.6 -20.0 -2.3 5.5 -2.0 3.0 0.8 -0.2 20.0 20.0 4.7 -8.7 1.8 -7.1 1.5 -0.7 5.2 COFFEE 2.3 8.6 17.2 -4.9 1.6 -6.4 0.8 -5.6 -1.6 1.7 11.3 2.1 12.3 6.9 12.9 19.3 11.1 16.3 13.5 16.1 16.7 7.4 16.6 10.1 -20.0 5.2 3.1 6.5 1.8 7.4 2.7 20.0 -6.5 14.7 20.0 20.0 9.6 14.3 17.8 20.0 COPPER 4.1 16.6 -1.1 2.6 -1.1 3.0 -0.3 2.4 1.2 -5.8 -1.5 0.3 -1.1 6.3 -1.9 -5.7 -5.5 -5.5 -5.4 4.5 2.3 -1.5 1.9 4.1 -4.5 2.0 -4.1 2.1 -0.9 2.8 1.4 0.9 3.4 -3.7 -7.7 -17.3 20.0 9.3 20.0 11.1 CORN 6.1 5.2 2.2 -6.9 2.3 -9.0 1.1 -7.8 -2.3 14.6 -9.0 18.7 -13.9 11.2 11.9 -19.1 -19.1 -20.0 -20.0 3.8 -5.5 12.8 -15.7 9.9 10.5 4.0 8.6 -0.5 10.8 -6.8 8.1 -20.0 20.0 12.7 20.0 20.0 -9.1 -2.6 2.8 -0.7 COTTON2 5.9 -3.4 1.2 -7.1 2.3 -9.2 1.2 -8.0 -2.4 1.6 -20.0 7.5 -20.0 -8.6 -16.0 -17.7 -14.6 -17.4 -16.1 -10.0 -14.9 5.3 -20.0 -1.5 -15.1 -5.1 0.8 -7.0 4.1 -9.7 -0.3 -13.9 7.2 3.0 5.9 18.7 -10.6 -15.1 -9.3 -12.9 CRUDE_W -2.4 -6.8 -4.3 1.4 9.7 1.2 9.3 0.9 4.9 16.5 -6.5 8.6 -11.6 -8.4 -14.7 0.5 6.2 3.2 4.7 -8.0 -7.7 4.3 -8.7 -3.4 5.3 -5.3 3.8 -5.5 2.5 -5.5 -2.0 -5.8 -20.0 -16.5 -13.8 -13.6 20.0 16.7 3.5 18.3 DAX -5.8 0.4 -7.3 5.7 -5.3 6.0 -1.1 4.8 2.9 -14.2 16.6 -11.3 17.8 2.7 4.0 -6.6 -6.5 -6.2 -5.9 2.0 7.7 -9.7 18.7 -2.5 -11.5 0.0 -9.5 1.4 -6.1 6.8 -1.8 -1.0 -9.7 -11.7 -18.5 -20.0 10.4 20.0 18.2 20.0 DOW 6.7 -0.1 13.0 4.6 -4.3 4.9 -0.9 3.9 2.3 -0.3 16.2 10.8 13.9 12.0 14.4 -8.3 -8.3 -8.5 -8.1 14.7 15.5 6.7 13.6 12.4 -11.6 4.9 -3.0 5.4 1.7 4.7 3.5 -4.4 13.0 0.1 -4.0 3.4 -20.0 -20.0 -20.0 -20.0 DX 9.1 16.0 4.4 -3.3 -10.2 0.3 -7.6 2.2 -5.8 16.4 -8.8 15.3 -13.4 15.4 11.2 5.8 6.1 5.9 5.9 10.5 -0.9 20.0 -10.1 16.6 -20.0 4.8 13.9 0.4 10.6 -2.7 7.6 15.9 20.0 20.0 20.0 16.7 13.5 16.9 11.0 18.2 EUR -10.0 -13.9 0.1 -3.9 -11.9 0.3 -8.8 2.6 -6.7 -19.2 12.9 -19.2 16.2 -19.0 -8.3 -7.6 -7.6 -7.5 -7.5 -9.3 5.1 -20.0 15.7 -17.3 14.9 -4.3 -14.9 1.9 -11.9 5.9 -8.6 -7.2 -7.2 -6.0 -0.1 -1.4 -8.3 -20.0 -12.7 -20.0 EURIBOR-ICE 6.6 2.8 -2.0 2.3 -3.8 1.3 -2.5 -0.5 0.9 -10.6 8.7 -5.8 10.1 0.6 1.5 11.7 10.5 12.5 12.3 3.4 3.5 -6.2 5.6 0.4 4.6 2.0 -4.1 1.6 -3.0 1.8 0.6 14.4 -9.4 3.5 -1.9 -0.8 7.7 20.0 10.6 20.0 EUROSTX 5.2 14.4 9.0 6.2 -5.8 6.6 -1.2 5.2 3.1 -12.9 20.0 12.6 19.5 18.3 19.9 -3.6 -1.4 -3.0 -2.2 19.7 18.4 2.6 17.5 14.4 -6.6 6.5 -4.0 4.8 0.5 3.4 4.9 6.6 2.2 5.2 6.9 -7.5 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -7.3 -2.6 0.8 -3.3 0.4 -2.9 -0.9 -5.4 6.5 -6.3 8.2 -4.5 2.0 12.4 7.5 14.3 12.3 0.3 8.4 -15.0 11.3 -10.0 -20.0 0.2 -2.7 2.7 -3.9 3.8 -2.5 20.0 -20.0 -14.7 -0.6 20.0 20.0 20.0 20.0 20.0 GASOIL 7.2 0.8 5.3 1.1 7.8 1.0 7.4 0.7 3.9 15.5 7.6 16.0 4.1 12.2 8.1 20.0 14.4 20.0 17.8 8.4 6.8 17.9 4.2 13.5 -0.8 3.8 6.1 3.3 7.6 2.1 5.8 11.8 13.9 8.7 9.3 8.7 11.1 12.2 4.8 9.2 GASOLINE 4.2 -4.7 0.2 1.3 9.0 1.1 8.6 0.8 4.5 18.2 3.2 18.6 -0.3 3.9 -3.7 7.3 19.9 18.9 20.0 0.4 -0.1 13.9 -0.2 6.3 -20.0 -1.6 8.7 -2.3 8.1 -1.4 3.0 20.0 -4.5 -2.3 -6.7 -7.5 20.0 20.0 20.0 20.0 GAS_US_mini 10.4 12.8 -7.8 1.6 11.0 1.4 10.4 1.0 5.5 20.0 -20.0 17.9 -17.9 12.8 -10.1 -20.0 -20.0 -20.0 -20.0 -1.6 -11.6 20.0 -13.3 10.3 20.0 0.4 18.5 -4.2 12.6 -4.6 6.5 -20.0 -20.0 -6.9 2.9 -16.9 -4.4 -20.0 -20.0 -20.0 GBP -12.8 -16.5 -8.5 -4.6 -14.0 0.4 -10.4 3.1 -7.9 -20.0 6.8 -20.0 15.5 -20.0 -16.6 0.6 -0.1 0.3 0.1 -17.1 -2.4 -20.0 10.2 -20.0 1.3 -6.0 -18.8 -0.2 -16.0 4.1 -11.5 5.7 -20.0 -20.0 -9.9 -4.7 8.6 -3.5 7.8 -2.7 GOLD_micro -20.0 -8.9 -6.4 2.2 -1.0 2.5 -0.3 2.1 1.0 -5.6 6.6 -5.7 7.4 1.0 4.7 -8.1 -11.2 -10.2 -10.5 9.3 10.8 -4.9 10.0 2.4 -18.0 2.5 -0.7 2.5 -0.2 2.2 1.3 -8.2 -13.8 11.3 19.2 15.3 -7.9 1.9 -17.9 -8.1 HEATOIL 10.1 -1.7 2.5 1.3 8.7 1.1 8.2 0.8 4.3 17.1 10.8 17.4 6.7 13.5 8.0 11.0 8.8 9.7 9.1 7.9 6.4 20.0 4.9 15.3 -20.0 2.0 8.0 1.4 9.2 2.0 6.1 0.6 13.6 10.8 3.6 -2.0 15.5 7.0 -3.6 -7.8 JGB-SGX-mini 5.0 -5.0 -11.4 1.9 -3.2 1.1 -2.1 -0.4 0.8 -8.6 -11.2 -4.1 -10.6 -7.7 -9.9 7.0 12.4 8.5 10.4 -6.5 -9.9 -2.5 -12.0 -3.1 -6.1 -3.0 -2.7 -4.6 -1.5 -6.0 -1.4 14.3 7.4 -2.4 -9.9 -14.6 -15.1 -18.6 -9.2 -20.0 JPY -8.7 -13.7 -12.8 -2.5 -7.5 0.2 -5.6 1.6 -4.3 -8.4 -11.6 -12.0 -8.6 -12.6 -12.6 -9.4 -10.9 -9.8 -10.0 -14.7 -11.6 -12.1 -8.0 -14.7 20.0 -4.4 -2.3 -3.1 -4.1 -2.0 -4.8 -12.1 -3.1 -7.2 -11.0 -10.9 -1.9 -10.8 -3.6 -11.3 LEANHOG -20.0 -20.0 -1.1 -7.1 2.3 -9.2 1.2 -8.0 -2.4 -20.0 14.0 -20.0 17.6 -20.0 -14.6 -0.2 20.0 20.0 20.0 -18.9 2.8 -20.0 15.8 -20.0 -1.6 -6.0 -9.7 -0.5 -10.7 3.0 -10.2 20.0 -20.0 -20.0 -14.6 19.9 13.2 16.4 20.0 20.0 LIVECOW -20.0 -20.0 -8.8 -2.9 1.0 -3.8 0.5 -3.3 -1.0 -6.8 7.8 -7.0 9.3 -5.1 1.2 -2.9 10.3 -2.3 5.1 -0.7 6.8 -12.9 10.8 -8.9 -20.0 -0.2 -3.7 2.6 -4.6 4.3 -3.1 20.0 -20.0 -11.8 -0.6 20.0 20.0 15.7 20.0 20.0 LUMBER-new -10.4 0.7 -18.6 -3.9 1.3 -5.1 0.6 -4.4 -1.3 -9.8 -10.4 -12.1 -8.3 -9.3 -10.8 -20.0 -20.0 -20.0 -20.0 -12.9 -11.4 -20.0 -8.7 -17.0 NaN -3.4 -3.6 -2.5 -5.9 -1.4 -4.9 -20.0 -20.0 -20.0 1.7 -1.5 11.5 20.0 14.2 20.0 MXP -7.5 -8.5 6.1 -4.7 -14.3 0.4 -10.6 3.1 -8.1 -17.8 20.0 -7.5 20.0 6.8 18.8 12.6 12.7 12.9 12.6 10.1 20.0 -10.1 20.0 -1.5 -20.0 6.2 -12.0 13.7 -7.2 14.8 -1.5 20.0 5.2 13.0 20.0 20.0 4.5 7.8 3.8 10.7 NASDAQ_micro 7.4 -7.1 10.9 4.3 -4.0 4.6 -0.8 3.6 2.2 3.1 15.7 10.4 14.8 12.5 14.0 -8.9 -8.9 -9.5 -9.0 19.5 20.0 11.5 19.1 17.7 -20.0 5.3 -1.6 5.6 2.7 5.0 4.4 -5.7 20.0 12.4 14.2 14.0 -16.5 -20.0 -18.6 -20.0 NIKKEI 10.2 6.6 20.0 3.5 -3.2 3.7 -0.7 2.9 1.7 6.1 12.6 10.3 11.2 11.7 12.2 0.4 7.6 3.4 5.9 20.0 20.0 19.7 15.0 20.0 -10.7 4.6 1.0 4.0 2.9 2.5 4.0 20.0 20.0 20.0 20.0 20.0 -0.6 9.4 9.8 15.6 NZD -2.8 -15.7 -13.0 -3.8 -11.8 0.3 -8.7 2.6 -6.7 -18.5 -4.6 -17.3 -7.9 -19.1 -19.6 -4.5 -3.0 -4.1 -3.6 -17.8 -13.4 -18.4 -8.0 -16.3 15.4 -6.3 -14.1 -4.4 -8.4 -2.8 -6.6 0.0 -3.9 -3.7 -8.8 -14.9 11.8 20.0 14.7 20.0 OAT 12.2 9.8 0.2 2.9 -4.7 1.7 -3.1 -0.6 1.2 -15.4 6.2 2.8 -4.0 7.9 8.4 17.0 11.0 16.7 14.8 6.8 1.6 -1.4 -3.1 6.3 1.3 3.4 -3.2 1.2 -0.8 -0.4 3.0 16.5 -1.7 10.1 8.4 -2.6 6.3 20.0 7.0 20.0 OATIES 9.1 -2.0 -17.7 -5.3 1.7 -6.8 0.9 -6.0 -1.8 5.0 -16.8 -1.1 -12.2 -9.1 -16.6 -20.0 -9.9 -20.0 -17.6 -15.0 -16.3 -1.2 -12.3 -8.6 -10.4 -6.1 3.9 -6.3 -1.0 -4.9 -3.9 -9.6 -6.4 -1.8 -11.0 -11.9 -20.0 -12.9 -15.6 -12.4 OJ -15.8 -20.0 -13.7 -2.0 0.6 -2.6 0.3 -2.2 -0.7 -1.0 -5.3 -4.7 -5.5 -6.4 -6.2 -3.7 4.6 -1.4 1.0 -10.1 -8.3 -5.2 -7.1 -9.7 -20.0 -2.2 0.4 -1.8 -1.1 -1.4 -2.2 17.5 -1.9 -14.4 -8.1 1.6 -7.6 -15.6 -1.6 -13.9 PALLAD -8.3 9.4 5.1 2.4 -1.0 2.7 -0.3 2.2 1.1 -5.4 5.1 -4.4 4.2 1.8 3.4 -2.8 -2.9 -2.9 -2.9 7.3 7.1 -1.4 4.9 3.6 12.2 2.5 -0.7 2.5 0.0 2.0 1.5 5.3 0.2 11.9 6.4 0.5 -11.6 -20.0 -20.0 -19.3 PLAT -20.0 -1.5 5.3 2.5 -1.1 2.8 -0.3 2.3 1.1 -5.5 7.2 -6.3 6.7 1.1 4.0 -3.4 -3.5 -3.3 -3.2 6.3 9.7 -4.6 9.5 0.2 0.6 2.3 -1.8 3.6 -1.2 3.8 0.3 4.6 0.2 -9.4 -2.3 -5.1 20.0 9.0 -9.9 -7.5 REDWHEAT 20.0 6.9 -5.3 -6.7 2.2 -8.8 1.1 -7.6 -2.2 20.0 -20.0 20.0 -20.0 10.4 -11.3 -17.1 -16.9 -19.0 -18.5 -4.6 -17.9 20.0 -20.0 13.2 8.0 0.1 15.7 -4.5 14.5 -7.4 7.8 -18.0 20.0 20.0 18.6 14.4 -20.0 -20.0 -20.0 -20.0 RICE -3.2 -19.2 -20.0 -3.1 1.0 -4.1 0.5 -3.6 -1.0 -1.3 -11.7 -7.6 -11.4 -10.1 -11.4 -20.0 -11.4 -20.0 -17.7 -20.0 -20.0 -8.1 -20.0 -15.4 -1.2 -4.2 -0.9 -4.3 -1.8 -4.3 -3.3 -13.0 -10.7 -18.4 -18.1 -13.6 -8.4 -9.6 -0.6 -8.8 ROBUSTA 5.3 8.1 20.0 -2.9 0.9 -3.7 0.5 -3.2 -0.9 6.8 1.0 6.4 -0.1 4.2 7.0 2.7 13.3 9.3 11.5 7.1 3.6 6.4 1.3 6.6 -20.0 2.4 2.3 1.2 2.1 0.6 2.2 20.0 4.7 9.4 11.2 20.0 -2.1 19.3 5.6 20.0 RUSSELL -3.1 -2.4 17.1 3.8 -3.6 4.1 -0.7 3.2 1.9 -10.0 12.9 2.5 9.3 5.0 11.0 -4.9 -5.4 -5.2 -5.1 8.8 11.7 -4.6 8.8 2.2 6.2 3.6 -4.7 5.2 -2.4 3.8 0.3 0.5 -3.1 -6.3 -6.2 6.2 -20.0 -20.0 -20.0 -20.0 SHATZ 7.7 3.2 -9.6 2.8 -4.6 1.6 -3.1 -0.6 1.1 -12.5 -7.9 -11.0 -1.0 -2.3 -8.5 -6.4 -17.4 -14.2 -15.2 -3.3 -5.9 -8.0 -4.6 -3.0 7.3 -1.0 -5.0 -2.3 -4.8 -1.8 -1.4 -20.0 -10.2 -2.4 -7.6 -14.3 14.9 20.0 19.2 20.0 SILVER-mini -14.0 -1.2 6.1 2.7 -1.2 3.1 -0.4 2.5 1.2 -3.3 8.1 -6.8 8.5 1.9 5.6 -5.4 -6.6 -6.3 -6.5 10.4 12.3 -2.7 10.1 3.4 -5.3 3.1 -0.7 3.4 -0.1 2.8 1.4 -0.9 -2.9 2.9 11.7 12.5 16.4 20.0 1.9 2.6 SMI -6.3 8.8 8.0 5.3 -5.0 5.7 -1.0 4.5 2.7 -12.3 10.2 -13.3 8.0 5.2 10.4 6.2 3.4 4.5 3.5 7.6 8.5 -15.9 7.3 -3.3 10.6 2.4 -5.2 2.4 -6.3 1.6 -1.7 15.4 -20.0 -11.8 -16.7 -6.6 20.0 20.0 20.0 20.0 SOFR -3.4 -10.3 7.2 3.4 -5.5 2.0 -3.7 -0.7 1.4 -17.0 14.9 -15.5 14.6 -10.7 6.9 6.9 5.4 7.1 6.6 2.7 11.5 -14.3 14.2 -6.7 -20.0 1.5 -9.1 6.0 -8.9 6.9 -4.0 4.8 -14.9 -12.2 -15.6 10.6 -0.4 -16.0 -6.6 -20.0 SOYBEAN 14.8 3.0 9.2 -6.7 2.2 -8.7 1.1 -7.6 -2.2 13.6 9.2 19.5 -5.9 15.7 14.2 -1.3 -6.6 -5.6 -7.4 11.8 4.6 20.0 -4.4 20.0 -5.9 6.8 7.8 4.5 12.0 0.3 10.1 -0.1 20.0 20.0 20.0 20.0 -13.6 -4.6 -12.9 -1.0 SOYMEAL 20.0 16.3 11.7 -6.3 2.1 -8.2 1.0 -7.2 -2.1 16.3 -7.9 20.0 -18.6 18.1 7.1 -14.7 -16.1 -18.4 -18.4 17.9 -2.0 20.0 -15.5 20.0 -18.3 5.2 9.2 0.8 13.2 -2.3 10.5 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.3 -20.0 SOYOIL 0.4 -11.0 -11.9 -5.9 1.9 -7.6 1.0 -6.6 -1.9 -4.0 4.2 -8.5 9.0 -13.0 -15.8 -8.2 -4.2 -7.0 -5.6 -8.4 -1.5 -9.7 6.6 -8.9 -17.1 -4.6 -4.9 -1.0 -6.5 2.3 -5.5 4.3 -20.0 -6.0 2.3 13.3 -20.0 -14.5 -20.0 -15.6 SP400 -2.6 -8.8 6.3 3.9 -3.7 4.2 -0.8 3.3 2.0 -10.8 11.7 2.0 6.0 1.6 4.0 -5.6 -6.0 -5.9 -5.8 1.3 4.6 -5.9 4.6 -2.4 -0.2 -0.5 -5.6 1.4 -4.0 1.3 -2.8 -0.5 -3.0 -12.6 -20.0 -9.7 -20.0 -20.0 -20.0 -20.0 SP500_micro 5.3 -13.3 10.8 4.7 -4.4 5.0 -0.9 4.0 2.4 -0.6 17.0 10.6 16.2 12.2 14.8 -9.0 -9.7 -9.8 -9.5 16.7 19.9 6.6 19.3 12.9 -17.0 4.6 -3.0 6.1 1.0 5.8 2.6 -6.8 16.7 -6.2 -0.4 9.6 -18.8 -20.0 -20.0 -20.0 SUGAR11 -19.1 -7.7 -6.9 -3.5 1.2 -4.6 0.6 -4.0 -1.2 -9.6 -12.5 -11.8 -11.9 -12.2 -12.0 15.6 7.7 6.5 3.5 -16.3 -13.7 -16.1 -12.0 -18.5 -16.1 -4.3 -3.0 -3.4 -4.4 -2.7 -5.0 20.0 -20.0 -20.0 -13.4 0.5 -20.0 -20.0 -13.5 -20.0 US10 -1.8 -2.2 11.0 2.7 -4.4 1.6 -3.0 -0.5 1.1 -12.6 13.4 -7.8 4.5 -0.2 11.6 2.0 -0.1 2.0 1.4 6.0 9.4 -8.7 7.1 -1.2 -6.2 3.5 -5.6 5.4 -5.2 4.5 -0.8 -4.3 -8.6 -6.0 -2.6 13.1 -14.4 -20.0 -11.6 -20.0 US10U -0.3 2.2 13.3 3.7 -6.1 2.2 -4.1 -0.7 1.5 -18.0 18.2 -7.3 2.1 3.7 17.5 2.6 -1.2 1.0 -0.2 11.9 14.4 -11.3 8.2 1.3 -12.1 6.1 -6.7 7.7 -5.5 5.4 0.7 -6.9 -9.2 -4.6 5.7 20.0 -1.4 -14.6 -9.2 -20.0 US2 -4.1 -3.2 6.3 2.5 -4.1 1.5 -2.8 -0.5 1.0 -11.6 4.3 -11.8 -2.1 -5.8 6.3 -11.6 -15.3 -12.0 -12.9 0.8 3.9 -12.1 2.5 -5.8 17.5 0.8 -6.6 3.0 -7.6 3.1 -3.6 -20.0 -13.2 -13.1 -8.3 5.5 -13.3 -9.6 -16.8 -20.0 US20 -0.5 6.8 14.6 2.6 -4.3 1.5 -2.9 -0.5 1.1 -12.4 9.5 -4.7 -4.3 3.9 13.3 3.7 2.9 4.1 3.8 9.8 9.5 -7.4 3.0 2.6 -8.9 4.6 -5.1 4.9 -3.5 2.6 1.1 0.3 -6.8 -2.0 9.4 16.6 16.0 13.7 -1.9 -15.8 US30 1.0 8.1 14.0 2.9 -4.8 1.7 -3.2 -0.6 1.2 -13.5 6.0 -4.0 -8.5 4.8 14.2 1.1 -2.7 -1.5 -2.2 9.8 7.7 -7.2 -0.5 3.3 -5.4 5.1 -5.9 4.7 -3.6 1.6 1.7 -9.7 -5.4 -0.8 11.5 14.6 13.3 9.4 -0.2 -16.0 US5 -2.3 -5.0 8.3 2.7 -4.5 1.6 -3.0 -0.5 1.1 -12.5 12.1 -11.2 4.8 -4.0 8.8 -1.3 -3.4 -1.7 -2.2 3.3 7.6 -10.0 6.7 -3.5 -0.9 2.3 -6.3 5.0 -6.5 5.0 -2.2 -10.2 -9.4 -8.6 -7.6 9.3 -16.7 -15.1 -13.1 -20.0 VIX 6.0 4.8 -11.1 -2.2 10.5 -4.0 5.5 -1.2 2.1 20.0 -20.0 -5.1 -10.7 -8.6 -16.7 -20.0 -20.0 -20.0 -20.0 -5.2 -8.2 7.2 -5.2 0.9 NaN -2.2 12.1 -4.5 6.3 -1.6 2.6 NaN NaN NaN NaN NaN -16.0 -20.0 NaN NaN WHEAT 14.7 7.1 -5.9 -6.9 2.3 -9.0 1.1 -7.8 -2.3 20.0 -20.0 20.0 -20.0 10.7 -13.8 -18.2 -18.5 -18.7 -18.6 -3.8 -15.7 20.0 -20.0 12.4 13.5 0.4 16.4 -3.6 15.1 -6.2 8.0 -19.2 20.0 20.0 20.0 14.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3