******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251105_204402 produced at 2025-11-05 21:39:50.573184 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.42 0.0 0.00 0.00 0.00 0.00 -11.50 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.05 0.00 -1.00 0.0 0.00 0.00 0.00 0.00 -22.18 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.19 0.0 999.00 -999.00 -0.22 -0.22 -18.05 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.48 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.15 0.0 1.05 -1.05 -0.15 -0.15 -4.05 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.12 0.0 1.03 -1.03 -0.16 -0.16 -1.45 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -19.72 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.14 24.0 0 0 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.06 0.0 1.39 -1.39 -0.06 -0.06 -1.16 25.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.06 0.0 0.19 -0.19 -0.08 -0.08 -3.27 11.0 -5 -5 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.05 0.0 0.92 -0.92 -0.04 -0.04 -1.31 22.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.74 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.05 0.0 0.71 -0.71 -0.12 -0.12 -1.28 17.0 -3 -3 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.05 0.0 1.03 -1.03 -0.07 -0.07 -0.66 14.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.14 -0.14 -0.04 -0.04 -4.52 18.0 -5 -5 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.24 2.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.06 -0.04 0.0 0.15 -0.15 -0.06 -0.06 -6.80 26.0 -10 -10 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.30 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.03 0.0 1.14 -1.14 -0.06 -0.06 -1.27 56.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -0.84 5.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.98 -0.98 0.00 0.00 -0.60 17.0 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 SP500_micro False False 0.02 -0.02 -0.02 0.0 0.84 -0.84 -0.02 -0.02 -1.29 48.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.02 0.0 0.02 -0.02 0.00 0.00 -2.98 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.02 0.0 0.76 -0.76 -0.06 -0.12 -0.36 13.0 -1 -2 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.01 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.45 9.0 -1 -1 caleb_strategy_v3 NZD False False 0.03 0.00 -0.01 0.0 0.61 -0.61 0.00 0.00 -0.51 21.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.01 0.0 0.61 -0.61 -0.03 -0.03 -0.27 23.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.03 -0.01 0.0 0.16 -0.16 -0.03 -0.03 -0.95 10.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.56 8.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.01 0.0 0.76 -0.76 0.00 0.00 -0.14 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.05 -0.51 9.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.85 -0.85 -0.03 -0.03 -0.25 26.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -0.97 66.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 0.00 0.0 0.14 -0.14 -0.01 -0.01 0.42 12.0 -1 -1 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.02 6.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.04 0.00 0.0 0.82 -0.82 -0.04 -0.03 0.09 58.0 -3 -2 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.04 4.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.65 -0.65 0.00 0.00 0.01 8.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.08 -0.00 0.0 0.43 -0.43 -0.08 -0.08 -0.59 68.0 -13 -13 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.55 -0.55 0.02 0.02 0.33 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 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.30 7.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.11 51.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.08 0.02 0.0 0.76 -0.76 0.08 0.08 0.27 10.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.39 999999999.0 1 1 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.02 0.0 0.46 -0.46 0.00 0.00 0.20 6.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.39 3.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.02 0.0 0.21 -0.21 0.03 0.03 1.19 13.0 2 2 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.59 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.06 0.0 0.14 -0.14 0.03 0.03 1.61 4.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.08 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.63 -0.63 0.00 0.00 2.51 19.0 0 0 caleb_strategy_v3 DX False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.80 999999999.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.32 -1.32 0.07 0.07 1.23 19.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.10 0.0 0.67 -0.67 0.17 0.17 3.13 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.09 12.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.71 -0.71 0.00 0.00 2.21 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 2.46 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.24 0.23 0.0 0.62 -0.62 0.24 0.24 13.25 36.0 14 14 caleb_strategy_v3 MXP False False 0.01 0.38 0.31 0.0 0.82 -0.82 0.38 0.37 22.89 60.0 28 27 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.46 0.0 1.44 -1.44 0.00 0.00 10.20 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.3 Shocked risk 43.1 Sum abs risk 48.3 Leverage 7.09 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1957092.13, 'annual_cash_vol_target': 489273.0325, 'daily_cash_vol_target': 30579.56453125} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6510 0.5325 8.5197 BITCOIN 2551.6208 104480.0000 2.4422 39.0754 BOBL 0.1769 118.0200 0.1499 2.3980 BTP 0.3927 121.0500 0.3244 5.1909 BUND 0.3526 129.0100 0.2733 4.3729 BUXL 0.8627 115.1400 0.7493 11.9886 CAC 55.7091 8105.5000 0.6873 10.9968 CAD 0.0022 0.7100 0.3151 5.0424 CANOLA 6.1744 640.2000 0.9645 15.4313 CHF 0.0053 1.2397 0.4237 6.7789 COCOA 147.8437 6390.0000 2.3137 37.0188 COFFEE 6.8853 396.2000 1.7378 27.8053 COPPER 0.0763 4.9975 1.5258 24.4129 CORN 3.8252 468.2500 0.8169 13.0706 COTTON2 0.6998 66.2700 1.0560 16.8957 CRUDE_W 0.8128 59.5400 1.3651 21.8415 DAX 164.7963 24179.0000 0.6816 10.9051 DOW 295.1682 47500.0000 0.6214 9.9425 DX 0.3610 100.0600 0.3608 5.7731 EUR 0.0044 1.1512 0.3839 6.1430 EURIBOR-ICE 0.0323 97.8000 0.0330 0.5277 EUROSTX 39.4790 5694.0000 0.6933 11.0935 FEEDCOW 4.6225 315.6750 1.4643 23.4292 GASOIL 11.0863 676.7500 1.6382 26.2106 GASOLINE 0.0285 1.8573 1.5350 24.5600 GAS_US_mini 0.1084 4.4500 2.4352 38.9627 GBP 0.0059 1.3047 0.4512 7.2186 GOLD_micro 52.6114 3997.5000 1.3161 21.0577 HEATOIL 0.0356 2.3597 1.5098 24.1564 JGB-SGX-mini 0.2018 135.8100 0.1486 2.3773 JPY 0.0000 0.0065 0.6039 9.6619 LEANHOG 0.9572 80.8500 1.1839 18.9422 LIVECOW 2.8820 218.1250 1.3212 21.1399 LUMBER-new 8.4227 586.5000 1.4361 22.9776 MXP 0.0003 0.0536 0.5717 9.1480 NASDAQ_micro 219.5258 25863.0000 0.8488 13.5808 NIKKEI 576.7647 51510.0000 1.1197 17.9154 NZD 0.0032 0.5671 0.5641 9.0254 OAT 0.3680 122.2700 0.3010 4.8159 OATIES 4.9161 318.7500 1.5423 24.6771 OJ 6.2644 184.1500 3.4018 54.4287 PALLAD 42.0086 1451.0000 2.8952 46.3224 PLAT 32.2415 1569.0000 2.0549 32.8785 REDWHEAT 7.6295 552.5000 1.3809 22.0945 RICE 0.1406 10.2500 1.3713 21.9404 ROBUSTA 82.9830 4696.0000 1.7671 28.2736 RUSSELL 28.9068 2480.5000 1.1654 18.6458 SHATZ 0.0499 107.0200 0.0466 0.7453 SILVER-mini 0.9015 48.1875 1.8708 29.9321 SMI 79.1289 12388.0000 0.6388 10.2201 SOFR 0.0486 96.6550 0.0503 0.8042 SOYBEAN 8.5815 1111.5000 0.7721 12.3530 SOYMEAL 3.7727 329.2000 1.1460 18.3362 SOYOIL 0.6282 50.5600 1.2425 19.8793 SP400 30.6703 3265.6000 0.9392 15.0271 SP500_micro 47.2611 6852.2500 0.6897 11.0355 SUGAR11 0.2412 13.7600 1.7532 28.0512 US10 0.3315 112.3281 0.2951 4.7222 US10U 0.4225 114.9844 0.3675 5.8797 US2 0.0828 104.0703 0.0795 1.2726 US20 0.6544 116.4688 0.5619 8.9898 US30 0.9775 120.0625 0.8141 13.0261 US5 0.2125 109.0078 0.1949 3.1187 VIX 0.5081 20.9000 2.4312 38.8994 WHEAT 6.9815 609.5000 1.1455 18.3273 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.00 0.53 346.64 1.00 346.64 30579.56 88.22 10.95 96.57 BITCOIN 104.48 2.44 255.16 1.00 255.16 30579.56 119.84 -15.17 -181.85 BOBL 1180.20 0.15 176.88 1.15 203.84 30579.56 150.02 8.06 120.89 BTP 1210.50 0.32 392.72 1.15 452.57 30579.56 67.57 9.59 64.80 BUND 1290.10 0.27 352.59 1.15 406.33 30579.56 75.26 3.53 26.59 BUXL 1151.40 0.75 862.73 1.15 994.20 30579.56 30.76 -1.19 -3.65 CAC 810.55 0.69 557.09 1.15 641.99 30579.56 47.63 12.84 61.15 CAD 710.05 0.32 223.77 1.00 223.77 30579.56 136.66 -11.42 -156.00 CANOLA 128.04 0.96 123.49 0.71 87.79 30579.56 348.34 2.48 86.42 CHF 1549.69 0.42 656.58 1.00 656.58 30579.56 46.57 -12.01 -55.91 COCOA 639.00 2.31 1478.44 1.00 1478.44 30579.56 20.68 -4.94 -10.23 COFFEE 1485.75 1.74 2581.98 1.00 2581.98 30579.56 11.84 13.02 15.42 COPPER 1249.37 1.53 1906.31 1.00 1906.31 30579.56 16.04 2.22 3.56 CORN 234.12 0.82 191.26 1.00 191.26 30579.56 159.89 1.07 17.06 COTTON2 331.35 1.06 349.90 1.00 349.90 30579.56 87.40 -15.37 -134.32 CRUDE_W 595.40 1.37 812.78 1.00 812.78 30579.56 37.62 -2.07 -7.77 DAX 241.79 0.68 164.80 1.15 189.91 30579.56 161.02 0.16 2.61 DOW 237.50 0.62 147.58 1.00 147.58 30579.56 207.20 -2.00 -41.49 DX 1000.60 0.36 361.03 1.00 361.03 30579.56 84.70 8.17 69.19 EUR 1439.00 0.38 552.49 1.00 552.49 30579.56 55.35 -4.59 -25.39 EURIBOR-ICE 2445.00 0.03 80.64 1.15 92.92 30579.56 329.08 9.08 298.76 EUROSTX 569.40 0.69 394.79 1.15 454.95 30579.56 67.21 13.62 91.53 FEEDCOW 1578.38 1.46 2311.26 1.00 2311.26 30579.56 13.23 0.26 0.35 GASOIL 676.75 1.64 1108.63 1.00 1108.63 30579.56 27.58 13.48 37.19 GASOLINE 780.07 1.53 1197.40 1.00 1197.40 30579.56 25.54 5.29 13.52 GAS_US_mini 111.25 2.44 270.91 1.00 270.91 30579.56 112.88 -5.55 -62.69 GBP 815.44 0.45 367.90 1.00 367.90 30579.56 83.12 -6.05 -50.29 GOLD_micro 399.75 1.32 526.11 1.00 526.11 30579.56 58.12 -6.39 -37.12 HEATOIL 991.07 1.51 1496.30 1.00 1496.30 30579.56 20.44 4.43 9.05 JGB-SGX-mini 135810.00 0.15 20178.89 0.01 131.39 30579.56 232.73 -8.79 -204.56 JPY 814.31 0.60 491.74 1.00 491.74 30579.56 62.19 -7.92 -49.23 LEANHOG 323.40 1.18 382.87 1.00 382.87 30579.56 79.87 2.44 19.50 LIVECOW 872.50 1.32 1152.78 1.00 1152.78 30579.56 26.53 -1.59 -4.21 LUMBER-new 161.29 1.44 231.63 1.00 231.63 30579.56 132.02 -9.26 -122.22 MXP 267.85 0.57 153.14 1.00 153.14 30579.56 199.68 7.80 155.75 NASDAQ_micro 517.26 0.85 439.05 1.00 439.05 30579.56 69.65 -1.69 -11.77 NIKKEI 51510.00 1.12 57676.47 0.01 374.11 30579.56 81.74 14.94 122.14 NZD 567.05 0.56 319.86 1.00 319.86 30579.56 95.60 -2.06 -19.73 OAT 1222.70 0.30 368.02 1.15 424.11 30579.56 72.10 9.99 72.06 OATIES 159.38 1.54 245.81 1.00 245.81 30579.56 124.40 -17.48 -217.48 OJ 276.23 3.40 939.66 1.00 939.66 30579.56 32.54 -12.73 -41.44 PALLAD 1451.00 2.90 4200.86 1.00 4200.86 30579.56 7.28 1.55 1.13 PLAT 784.50 2.05 1612.07 1.00 1612.07 30579.56 18.97 1.03 1.96 REDWHEAT 276.25 1.38 381.48 1.00 381.48 30579.56 80.16 -5.24 -42.03 RICE 205.00 1.37 281.11 1.00 281.11 30579.56 108.78 -17.89 -194.62 ROBUSTA 469.60 1.77 829.83 1.00 829.83 30579.56 36.85 6.83 25.17 RUSSELL 124.02 1.17 144.53 1.00 144.53 30579.56 211.57 -0.84 -17.71 SHATZ 1070.20 0.05 49.85 1.15 57.45 30579.56 532.27 -2.11 -112.51 SILVER-mini 1204.69 1.87 2253.68 1.00 2253.68 30579.56 13.57 3.93 5.33 SMI 1238.80 0.64 791.29 1.24 980.06 30579.56 31.20 10.13 31.62 SOFR 2416.38 0.05 121.46 1.00 121.46 30579.56 251.78 -7.50 -188.93 SOYBEAN 555.75 0.77 429.07 1.00 429.07 30579.56 71.27 4.50 32.06 SOYMEAL 329.20 1.15 377.27 1.00 377.27 30579.56 81.06 -5.93 -48.07 SOYOIL 303.36 1.24 376.91 1.00 376.91 30579.56 81.13 -12.55 -101.83 SP400 3265.60 0.94 3067.03 1.00 3067.03 30579.56 9.97 -7.14 -7.12 SP500_micro 342.61 0.69 236.31 1.00 236.31 30579.56 129.41 -4.29 -55.55 SUGAR11 154.11 1.75 270.19 1.00 270.19 30579.56 113.18 -16.38 -185.42 US10 1123.28 0.30 331.53 1.00 331.53 30579.56 92.24 -5.16 -47.62 US10U 1149.84 0.37 422.55 1.00 422.55 30579.56 72.37 -3.97 -28.76 US2 2081.41 0.08 165.55 1.00 165.55 30579.56 184.71 -6.32 -116.70 US20 1164.69 0.56 654.39 1.00 654.39 30579.56 46.73 1.23 5.74 US30 1200.62 0.81 977.46 1.00 977.46 30579.56 31.28 -0.42 -1.32 US5 1090.08 0.19 212.48 1.00 212.48 30579.56 143.92 -6.33 -91.15 VIX 209.00 2.43 508.12 1.00 508.12 30579.56 60.18 -12.13 -73.03 WHEAT 304.75 1.15 349.08 1.00 349.08 30579.56 87.60 -4.34 -38.05 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 96.566 0.010 2.5 2.509 BITCOIN -181.845 0.043 2.5 -19.719 BOBL 120.894 0.004 2.5 1.228 BTP 64.804 0.014 2.5 2.213 BUND 26.586 0.004 2.5 0.270 BUXL -3.652 0.004 2.5 -0.037 CAC 61.151 0.014 2.5 2.089 CAD -156.003 0.010 2.5 -4.053 CANOLA 86.416 0.010 2.5 2.105 CHF -55.914 0.010 2.5 -1.453 COCOA -10.227 0.010 2.5 -0.249 COFFEE 15.418 0.005 2.5 0.205 COPPER 3.556 0.043 2.5 0.386 CORN 17.060 0.010 2.5 0.416 COTTON2 -134.316 0.010 2.5 -3.272 CRUDE_W -7.770 0.043 2.5 -0.843 DAX 2.610 0.014 2.5 0.089 DOW -41.489 0.009 2.5 -0.966 DX 69.190 0.010 2.5 1.798 EUR -25.386 0.010 2.5 -0.660 EURIBOR-ICE 298.760 0.014 2.5 10.205 EUROSTX 91.533 0.014 2.5 3.126 FEEDCOW 0.345 0.013 2.5 0.011 GASOIL 37.190 0.017 2.5 1.614 GASOLINE 13.520 0.017 2.5 0.587 GAS_US_mini -62.687 0.043 2.5 -6.798 GBP -50.286 0.010 2.5 -1.307 GOLD_micro -37.123 0.014 2.5 -1.268 HEATOIL 9.048 0.017 2.5 0.393 JGB-SGX-mini -204.556 0.043 2.5 -22.182 JPY -49.233 0.010 2.5 -1.279 LEANHOG 19.499 0.024 2.5 1.187 LIVECOW -4.213 0.013 2.5 -0.140 LUMBER-new -122.222 0.010 2.5 -2.978 MXP 155.754 0.059 2.5 22.893 NASDAQ_micro -11.767 0.009 2.5 -0.274 NIKKEI 122.142 0.043 2.5 13.245 NZD -19.728 0.010 2.5 -0.513 OAT 72.056 0.014 2.5 2.461 OATIES -217.483 0.010 2.5 -5.299 OJ -41.439 0.010 2.5 -1.010 PALLAD 1.128 0.014 2.5 0.039 PLAT 1.959 0.014 2.5 0.067 REDWHEAT -42.025 0.005 2.5 -0.558 RICE -194.624 0.010 2.5 -4.742 ROBUSTA 25.170 0.005 2.5 0.334 RUSSELL -17.708 0.013 2.5 -0.588 SHATZ -112.508 0.004 2.5 -1.142 SILVER-mini 5.327 0.014 2.5 0.182 SMI 31.622 0.014 2.5 1.080 SOFR -188.926 0.024 2.5 -11.498 SOYBEAN 32.055 0.004 2.5 0.299 SOYMEAL -48.075 0.004 2.5 -0.448 SOYOIL -101.827 0.004 2.5 -0.949 SP400 -7.119 0.013 2.5 -0.236 SP500_micro -55.551 0.009 2.5 -1.293 SUGAR11 -185.421 0.010 2.5 -4.517 US10 -47.623 0.005 2.5 -0.604 US10U -28.762 0.005 2.5 -0.365 US2 -116.696 0.005 2.5 -1.481 US20 5.744 0.005 2.5 0.073 US30 -1.324 0.005 2.5 -0.017 US5 -91.150 0.005 2.5 -1.157 VIX -73.025 0.099 2.5 -18.051 WHEAT -38.054 0.005 2.5 -0.506 ===================== Position diags ===================== AUD 2.29 BITCOIN 13.00 BOBL 1.52 BTP 2.31 BUND 0.76 BUXL 0.31 CAC 1.63 CAD 3.55 CANOLA 8.49 CHF 1.21 COCOA 0.50 COFFEE 0.16 COPPER 1.74 CORN 3.90 COTTON2 2.13 CRUDE_W 4.08 DAX 5.50 DOW 4.82 DX 2.20 EUR 1.44 EURIBOR-ICE 11.24 EUROSTX 2.30 FEEDCOW 0.44 GASOIL 1.20 GASOLINE 1.11 GAS_US_mini 12.24 GBP 2.16 GOLD_micro 1.99 HEATOIL 0.89 JGB-SGX-mini 25.24 JPY 1.62 LEANHOG 4.86 LIVECOW 0.88 LUMBER-new 3.22 MXP 29.35 NASDAQ_micro 1.62 NIKKEI 8.86 NZD 2.48 OAT 2.46 OATIES 3.03 OJ 0.79 PALLAD 0.25 PLAT 0.65 REDWHEAT 1.06 RICE 2.65 ROBUSTA 0.49 RUSSELL 7.02 SHATZ 5.41 SILVER-mini 0.46 SMI 1.07 SOFR 15.32 SOYBEAN 0.66 SOYMEAL 0.75 SOYOIL 0.76 SP400 0.33 SP500_micro 3.01 SUGAR11 2.76 US10 1.17 US10U 0.92 US2 2.34 US20 0.59 US30 0.40 US5 1.83 VIX 14.88 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 -19.7 -21.0 -18.4 0.0 0 BOBL 1.2 1.1 1.4 1.0 1 BTP 2.2 2.0 2.4 0.0 0 BUND 0.3 0.2 0.3 1.0 1 BUXL -0.0 -0.1 -0.0 0.0 0 CAC 2.1 1.9 2.3 0.0 0 CAD -4.1 -4.4 -3.7 -4.0 -4 CANOLA 2.1 1.3 3.0 1.0 1 CHF -1.5 -1.6 -1.3 -2.0 -2 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 1.0 1 CORN 0.4 0.0 0.8 -1.0 -1 COTTON2 -3.3 -3.5 -3.1 -5.0 -5 CRUDE_W -0.8 -1.3 -0.4 0.0 0 DAX 0.1 -0.5 0.6 -3.0 -3 DOW -1.0 -1.4 -0.5 0.0 0 DX 1.8 1.6 2.0 0.0 0 EUR -0.7 -0.8 -0.5 -1.0 -1 EURIBOR-ICE 10.2 9.1 11.3 0.0 0 EUROSTX 3.1 2.9 3.4 5.0 5 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.6 1.5 1.7 1.0 1 GASOLINE 0.6 0.5 0.7 1.0 1 GAS_US_mini -6.8 -8.0 -5.6 -10.0 -10 GBP -1.3 -1.5 -1.1 -1.0 -1 GOLD_micro -1.3 -1.5 -1.1 -3.0 -3 HEATOIL 0.4 0.3 0.5 0.0 0 JGB-SGX-mini -22.2 -24.7 -19.7 0.0 0 JPY -1.3 -1.4 -1.1 -3.0 -3 LEANHOG 1.2 0.7 1.7 2.0 2 LIVECOW -0.1 -0.2 -0.1 0.0 0 LUMBER-new -3.0 -3.3 -2.7 0.0 0 MXP 22.9 20.0 25.8 28.0 28 NASDAQ_micro -0.3 -0.4 -0.1 -1.0 -1 NIKKEI 13.2 12.4 14.1 14.0 14 NZD -0.5 -0.8 -0.3 0.0 0 OAT 2.5 2.2 2.7 5.0 5 OATIES -5.3 -5.6 -5.0 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 -4.7 -5.0 -4.5 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL -0.6 -1.3 0.1 -13.0 -13 SHATZ -1.1 -1.7 -0.6 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 1.1 1.0 1.2 0.0 0 SOFR -11.5 -13.0 -10.0 NaN 0 SOYBEAN 0.3 0.2 0.4 1.0 1 SOYMEAL -0.4 -0.5 -0.4 -1.0 -1 SOYOIL -0.9 -1.0 -0.9 -2.0 -2 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -1.3 -1.6 -1.0 -1.0 -1 SUGAR11 -4.5 -4.8 -4.2 -5.0 -5 US10 -0.6 -0.7 -0.5 0.0 0 US10U -0.4 -0.5 -0.3 -1.0 -1 US2 -1.5 -1.7 -1.2 NaN 0 US20 0.1 0.0 0.1 0.0 0 US30 -0.0 -0.1 0.0 0.0 0 US5 -1.2 -1.3 -1.0 -1.0 -1 VIX -18.1 -19.5 -16.6 -21.0 -21 WHEAT -0.5 -0.6 -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 -0.1 -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 -0.1 0.1 -0.0 2.2 -0.0 -0.1 0.0 -0.1 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 -0.5 -0.6 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 0.3 -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 0.1 0.2 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.1 -0.1 -0.0 0.0 0.0 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 -0.1 -0.0 -0.0 0.7 -0.2 0.0 -0.0 -0.1 0.4 0.7 0.6 0.7 BTP 0.3 0.2 0.1 0.0 -0.1 0.1 -0.1 -0.0 0.0 -0.2 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 0.3 0.4 0.5 0.2 0.2 0.7 0.2 0.7 BUND 0.1 0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 0.2 -0.1 -0.3 0.0 0.1 -0.1 0.1 -0.0 0.0 0.1 0.0 -0.1 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.0 -0.1 0.1 0.1 -0.0 0.3 0.7 0.4 0.7 BUXL 0.2 0.4 0.1 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.2 -0.2 -0.1 -0.6 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.4 0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.2 0.0 -0.0 -0.0 0.0 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC 0.3 0.5 0.3 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.1 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 0.3 0.1 -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 -0.3 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 0.0 -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 0.0 -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 0.3 0.3 0.2 -0.1 0.5 0.7 0.7 0.7 CHF -0.3 -0.4 -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 -0.1 0.0 -0.2 0.3 -0.2 -0.1 -0.0 -0.1 0.1 -0.1 0.2 -0.1 -1.1 -0.4 -0.1 0.2 0.0 -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 0.0 -0.2 0.0 -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 0.2 0.2 -0.3 0.1 -0.2 0.0 -0.0 0.2 COFFEE 0.1 0.3 0.6 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.1 0.3 0.1 0.5 0.1 0.1 0.4 0.2 0.3 0.3 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 1.1 -0.1 0.6 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 -0.0 -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 0.0 -0.1 -0.3 -0.6 0.7 0.3 0.7 0.4 CORN 0.3 0.2 0.1 -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 0.1 -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 0.5 0.6 0.6 -0.3 -0.1 0.1 -0.0 COTTON2 0.2 -0.1 0.0 -0.1 0.0 -0.3 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 -0.4 -0.0 -0.8 0.2 0.1 0.1 0.6 -0.3 -0.5 -0.3 -0.4 CRUDE_W -0.0 -0.2 -0.1 0.0 0.0 0.0 0.1 0.0 0.0 -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 -0.2 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 0.5 -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 -1.6 0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.1 -0.3 -0.4 -0.6 -0.6 0.3 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 0.0 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 0.2 0.0 0.2 0.0 -0.2 0.3 0.1 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 0.6 0.2 -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 0.9 0.5 0.6 0.6 0.6 0.4 0.6 0.4 0.6 EUR -0.3 -0.5 -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 -0.2 -0.1 0.0 -0.2 0.4 -0.2 2.0 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -0.4 -0.2 -0.2 0.0 -0.1 -0.3 -0.7 -0.4 -0.7 EURIBOR-ICE 0.1 0.1 -0.1 0.0 -0.1 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 -0.1 0.1 -0.0 -0.0 0.3 0.7 0.3 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 0.1 0.2 0.3 -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 -0.1 0.2 -0.1 0.3 -0.1 0.0 0.2 0.2 0.3 0.2 -0.0 0.1 -0.2 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.1 -0.0 1.1 -0.5 -0.6 -0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.3 0.0 0.2 0.0 0.0 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 0.5 0.4 0.3 0.3 0.4 0.4 0.1 0.3 GASOLINE 0.2 -0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.0 0.1 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 0.0 -0.1 0.1 -0.1 0.0 1.1 -0.0 -0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.4 0.4 -0.2 0.0 0.0 0.0 0.1 0.0 0.1 0.1 -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 0.1 -0.1 0.1 -0.2 0.1 -1.1 -0.4 0.0 0.2 -0.5 -0.2 -0.7 -0.7 -0.7 GBP -0.4 -0.6 -0.3 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.2 -0.2 0.5 -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 0.1 -0.1 0.3 -0.5 -0.6 -0.4 -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 -0.0 0.2 -0.1 0.3 0.0 0.0 -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 -0.2 0.3 0.6 0.5 -0.2 0.1 -0.6 -0.3 HEATOIL 0.4 -0.0 0.1 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.3 0.2 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.1 0.2 0.1 0.2 -2.7 0.0 0.0 0.0 0.1 0.1 0.1 0.0 0.4 0.5 0.2 -0.0 0.5 0.2 -0.1 -0.3 JGB-SGX-mini 0.1 -0.1 -0.4 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.3 -0.1 -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 -0.5 -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 -0.1 -0.3 -0.3 -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 -0.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.1 0.1 -0.1 0.1 -0.0 1.1 -0.5 -0.6 -0.1 0.6 0.7 0.5 0.7 0.7 LUMBER-new -0.5 0.0 -0.7 -0.0 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.3 -0.1 -0.4 -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 0.0 -0.1 0.4 0.8 0.5 0.8 MXP -0.3 -0.4 0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 0.5 -0.1 0.7 0.0 0.2 0.2 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 0.2 0.3 0.6 0.6 0.2 0.3 0.1 0.4 NASDAQ_micro 0.2 -0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 -0.3 0.5 0.3 0.4 0.4 -0.5 -0.7 -0.6 -0.7 NIKKEI 0.4 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 0.3 0.5 NZD -0.1 -0.5 -0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -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 2.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.3 -0.5 0.4 0.7 0.5 0.7 OAT 0.3 0.3 0.0 0.0 -0.1 0.0 -0.1 -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 -0.4 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 -0.3 -0.4 -0.7 -0.4 -0.5 -0.4 OJ -0.5 -0.6 -0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -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 -0.4 -0.3 0.0 -0.3 -0.5 -0.1 -0.5 PALLAD -0.4 0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 -0.1 -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 -0.1 0.3 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 0.3 -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 0.2 1.1 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 RICE -0.1 -0.6 -0.6 -0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -0.1 -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 0.1 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 0.0 0.3 0.4 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.2 -0.1 0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.3 0.0 0.3 0.0 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 0.2 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 -0.2 -0.1 -0.2 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.6 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 -0.1 0.3 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 -0.0 0.1 0.4 0.4 0.5 0.7 0.0 0.1 SMI -0.2 0.3 0.3 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.3 -0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.2 -0.0 1.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.8 -0.5 -0.4 -0.5 -0.2 0.7 0.7 0.7 0.7 SOFR -0.2 -0.4 0.2 0.0 -0.1 0.0 -0.1 -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 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.1 0.3 -0.4 -0.4 -0.5 0.3 -0.0 -0.5 -0.2 -0.7 SOYBEAN 0.6 0.1 0.3 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 0.3 0.2 -0.2 0.2 0.2 -0.0 -0.1 -0.1 -0.1 0.1 0.1 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 0.6 0.4 -0.1 0.0 -0.2 0.0 -0.3 -0.0 0.2 -0.2 0.2 -0.6 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 -0.3 -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 -0.3 -0.3 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 -0.0 0.3 0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.4 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.2 -0.5 0.3 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 0.3 -0.2 -0.0 0.3 -0.6 -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 -0.2 -0.3 -0.2 -2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.5 -0.6 -0.5 -0.0 -0.7 -0.7 -0.4 -0.7 US10 -0.2 -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 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.0 -0.8 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 -0.3 -0.2 -0.1 0.4 -0.5 -0.7 -0.4 -0.7 US10U -0.1 0.0 0.4 0.0 -0.1 0.1 -0.1 -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 0.1 -0.1 0.2 -0.0 -1.6 0.1 -0.1 0.2 -0.1 0.2 -0.0 -0.4 -0.4 -0.2 0.1 0.6 -0.1 -0.5 -0.3 -0.7 US2 -0.2 -0.1 0.2 0.0 -0.1 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 -0.4 -0.4 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.1 0.2 0.5 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.2 -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 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.3 -0.1 0.2 0.5 0.5 0.5 -0.1 -0.5 US30 -0.1 0.2 0.5 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.3 0.0 0.1 0.0 -0.1 -0.0 -0.0 0.1 0.1 -0.1 -0.0 0.0 -0.7 0.0 -0.1 0.1 -0.1 0.1 0.0 -0.5 -0.2 -0.1 0.3 0.5 0.4 0.3 -0.0 -0.5 US5 -0.2 -0.2 0.2 0.0 -0.1 0.0 -0.0 -0.0 0.0 -0.1 0.3 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.5 -0.3 -0.3 -0.3 0.3 -0.6 -0.5 -0.4 -0.7 VIX 0.3 0.3 -0.6 -0.0 0.0 -0.2 0.1 -0.1 0.0 0.1 -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 0.0 -0.2 0.1 -0.1 0.0 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT 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 -0.4 -0.4 -0.4 -0.4 -0.0 -0.2 0.2 -0.5 0.2 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 -4.0 -7.6 2.2 -4.5 -11.0 0.0 -9.8 2.5 -7.6 -13.1 15.3 -9.2 3.7 -13.6 -4.4 -0.6 -1.3 -0.9 -1.1 -2.1 2.6 -6.3 2.5 -4.5 16.3 -1.1 -8.6 1.7 -4.7 0.4 -3.2 3.7 20.0 5.6 12.2 9.0 20.0 20.0 20.0 20.0 BITCOIN -19.2 -14.2 -18.5 6.2 -1.2 7.3 -0.7 6.0 2.6 -13.6 10.2 -18.2 16.1 -17.5 -13.7 -5.5 -7.2 -6.5 -6.9 -10.7 0.6 -20.0 11.1 -19.8 -20.0 -5.2 -10.6 -0.8 -10.3 4.2 -8.3 -1.8 -20.0 -20.0 -20.0 -20.0 10.7 -5.6 -18.7 -11.5 BOBL 3.6 5.9 -0.2 2.5 -7.6 1.6 -4.8 -0.6 0.1 -15.6 3.9 -8.9 -0.6 1.1 1.7 20.0 7.1 20.0 16.2 2.8 0.9 -8.6 -1.5 -0.6 2.7 1.9 -7.2 0.8 -5.0 -0.4 -0.2 13.1 -6.3 0.6 -0.6 -3.9 11.0 20.0 16.7 20.0 BTP 8.5 7.5 2.3 3.3 -10.2 2.2 -6.5 -0.8 0.2 -18.3 20.0 10.7 19.9 17.5 19.5 6.3 8.7 8.1 9.0 14.9 13.7 0.9 14.1 11.5 -20.0 7.2 -4.8 6.3 0.1 6.2 5.5 9.8 11.7 12.9 14.2 6.6 5.2 20.0 6.9 20.0 BUND 4.1 8.2 3.4 2.8 -8.5 1.8 -5.4 -0.7 0.1 -17.7 6.3 -6.5 -7.5 4.3 6.1 -6.4 3.2 -2.1 1.9 5.7 1.6 -8.1 -4.9 1.7 -0.9 3.4 -8.0 1.5 -4.9 -1.0 0.9 -0.4 -3.2 1.8 4.1 -1.1 8.2 20.0 10.5 20.0 BUXL 5.8 11.9 1.7 2.7 -8.1 1.7 -5.1 -0.6 0.1 -17.2 -9.0 -4.8 -16.7 6.2 5.9 4.0 2.8 3.8 3.5 2.9 -5.6 -7.9 -15.3 1.6 -1.9 2.1 -9.1 -1.7 -5.1 -5.2 0.9 -0.0 -1.4 0.5 7.4 -8.0 2.8 15.3 -5.6 4.9 CAC 9.2 14.5 9.3 6.5 -1.2 7.0 -0.1 5.6 3.4 -16.0 19.3 4.5 15.6 12.6 16.8 -1.9 -1.3 -2.2 -1.6 18.4 15.7 -6.3 10.9 10.6 3.1 5.8 -5.7 3.8 -2.9 1.0 3.2 7.1 -20.0 10.3 4.4 -9.5 20.0 20.0 20.0 20.0 CAD -0.4 -15.7 -13.0 -5.1 -12.5 0.0 -11.1 2.8 -8.7 -20.0 -6.5 -18.5 -5.8 -20.0 -20.0 -8.8 -7.2 -8.3 -7.8 -20.0 -15.5 -20.0 -9.3 -19.8 20.0 -7.7 -14.9 -4.5 -10.4 -2.0 -8.2 -7.2 -3.0 0.8 -9.0 -17.5 -20.0 -20.0 -20.0 -20.0 CANOLA 14.0 -5.2 -20.0 -4.6 0.6 -6.1 0.6 -5.4 -1.5 2.4 -2.7 10.4 -0.2 3.5 -11.6 -20.0 -10.7 -18.9 -13.8 -6.7 -9.3 7.1 -3.7 3.6 6.9 -3.3 0.6 -4.5 2.8 -2.3 0.9 -7.6 10.8 8.6 6.8 -2.5 16.5 20.0 20.0 20.0 CHF -7.7 -11.3 -4.3 -3.3 -8.2 0.0 -7.3 1.9 -5.7 -15.3 10.5 -13.8 11.8 -12.6 -8.6 -15.9 -15.7 -15.7 -15.3 -5.9 4.0 -20.0 10.5 -14.5 -0.8 -2.2 -12.6 2.5 -11.4 5.1 -6.9 -20.0 -18.6 -2.0 5.1 1.3 -20.0 -20.0 -20.0 -20.0 COCOA 20.0 -19.0 -20.0 -2.9 0.4 -3.8 0.4 -3.4 -0.9 3.5 -8.6 4.5 -0.6 -5.0 -8.0 -2.9 10.5 0.6 5.3 -9.6 -9.7 6.1 -1.3 -2.1 -20.0 -2.1 2.4 -1.9 2.4 0.8 -0.1 20.0 7.9 6.9 -8.6 2.0 -7.3 1.4 -1.0 5.0 COFFEE 2.7 8.7 17.7 -5.0 0.7 -6.6 0.6 -5.8 -1.6 11.3 11.9 6.7 12.7 8.9 13.7 19.4 11.2 16.4 13.6 17.2 17.4 13.7 17.1 12.8 -20.0 5.5 5.5 6.7 3.3 7.5 3.4 20.0 -6.2 17.9 20.0 20.0 9.8 14.3 17.9 20.0 COPPER 3.2 16.7 -0.9 2.6 -0.5 3.0 -0.3 2.5 1.1 -4.7 -1.5 -1.0 -1.1 5.7 -2.0 -5.7 -5.5 -5.5 -5.4 4.2 2.2 -2.2 1.9 3.2 -4.4 1.9 -3.0 2.1 -1.2 2.9 1.0 0.9 0.0 -2.2 -7.7 -17.7 20.0 9.5 20.0 11.3 CORN 8.1 5.6 2.4 -6.9 1.0 -9.2 0.9 -8.1 -2.2 19.7 -8.7 20.0 -13.7 13.6 13.3 -19.0 -19.1 -20.0 -20.0 4.7 -5.0 14.8 -15.5 11.3 10.4 4.5 11.5 -0.1 11.8 -6.3 8.8 -20.0 20.0 15.6 20.0 20.0 -9.0 -2.7 2.9 -0.8 COTTON2 7.4 -3.2 1.2 -7.1 1.0 -9.4 0.9 -8.3 -2.2 -4.6 -20.0 5.3 -20.0 -8.9 -15.8 -17.7 -14.6 -17.4 -16.2 -9.9 -15.0 2.6 -20.0 -2.0 -15.1 -5.1 -2.0 -7.2 2.3 -9.9 -0.6 -14.1 8.9 1.8 3.8 17.8 -10.3 -14.9 -9.0 -12.8 CRUDE_W -1.2 -6.7 -4.3 1.2 3.9 1.2 6.9 0.9 4.1 -9.9 -6.7 7.2 -11.7 -9.0 -14.9 0.5 6.2 3.1 4.6 -8.2 -7.9 0.8 -8.9 -4.2 5.5 -5.5 -1.3 -5.7 0.4 -5.7 -2.5 -6.1 -20.0 -14.8 -12.7 -13.2 20.0 16.9 3.8 18.3 DAX -6.0 0.9 -6.6 5.8 -1.1 6.2 -0.1 5.0 3.0 -6.6 16.8 -9.8 18.0 2.9 4.0 -6.6 -6.5 -6.2 -5.9 2.0 7.8 -6.2 19.0 -1.9 -11.6 0.0 -2.6 1.4 -3.9 6.9 -1.5 -1.0 -10.5 -12.7 -17.4 -20.0 10.2 20.0 17.6 20.0 DOW 7.3 -0.6 13.4 4.7 -0.9 5.0 -0.0 4.0 2.4 2.5 16.4 11.2 14.2 12.2 14.6 -8.3 -8.3 -8.5 -8.1 15.1 16.1 7.2 14.1 12.5 -11.8 5.0 -0.4 5.6 1.9 4.9 3.6 -4.4 12.2 2.2 -3.9 3.5 -20.0 -20.0 -20.0 -20.0 DX 9.9 17.2 5.0 -3.6 -8.9 0.0 -7.9 2.0 -6.2 16.4 -8.3 16.4 -13.3 16.2 12.1 5.9 6.1 5.9 5.9 12.0 -0.1 20.0 -9.9 18.9 -20.0 5.0 11.6 0.7 10.5 -2.4 7.9 16.0 20.0 20.0 20.0 17.9 12.9 17.1 10.6 18.3 EUR -10.6 -14.8 -0.5 -4.2 -10.4 0.0 -9.3 2.4 -7.2 -18.8 12.6 -20.0 16.3 -19.8 -9.7 -7.7 -7.6 -7.6 -7.5 -10.8 4.4 -20.0 15.7 -19.3 15.0 -4.7 -12.2 1.4 -11.8 5.4 -9.0 -7.2 -7.6 -5.1 0.5 -1.6 -7.9 -20.0 -12.1 -20.0 EURIBOR-ICE 3.4 2.8 -2.1 1.9 -5.9 1.3 -3.8 -0.5 0.1 -12.4 8.4 -7.6 10.1 -0.2 1.0 11.7 10.5 12.5 12.3 2.8 3.4 -7.2 5.6 -0.7 4.5 1.8 -4.7 1.5 -3.6 1.8 -0.0 14.4 -6.2 2.1 -1.4 -1.0 7.6 20.0 10.5 20.0 EUROSTX 5.6 14.9 10.1 6.4 -1.2 6.8 -0.1 5.5 3.3 -0.5 20.0 15.2 19.9 19.2 20.0 -3.7 -1.4 -3.0 -2.2 20.0 19.4 5.8 18.4 15.4 -6.6 6.7 0.5 5.0 1.9 3.5 5.2 6.6 3.5 7.3 7.9 -6.8 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -7.3 -2.5 0.3 -3.3 0.3 -2.9 -0.8 -7.0 6.0 -7.0 7.8 -5.2 1.0 12.2 7.5 14.2 12.3 -0.9 7.4 -16.9 10.6 -11.3 -20.0 -0.1 -3.7 2.4 -4.1 3.6 -2.7 20.0 -20.0 -19.9 -1.6 20.0 20.0 20.0 20.0 20.0 GASOIL 9.1 0.6 5.3 0.9 3.0 0.9 5.4 0.7 3.2 11.7 7.6 15.7 4.1 12.5 8.4 20.0 14.5 20.0 17.8 8.4 6.8 15.1 4.2 12.9 -0.9 3.8 3.6 3.3 6.5 2.1 5.6 11.7 19.0 11.1 10.4 9.3 10.8 12.3 4.4 9.2 GASOLINE 6.0 -4.4 0.3 1.1 3.6 1.1 6.4 0.8 3.8 7.8 3.4 17.7 -0.2 4.5 -3.1 6.9 19.8 18.4 20.0 0.8 0.1 11.3 -0.2 6.2 -20.0 -1.4 4.0 -2.3 6.7 -1.4 3.1 20.0 -1.6 -0.1 -4.9 -6.7 20.0 20.0 20.0 20.0 GAS_US_mini 12.8 13.3 -7.2 1.3 4.3 1.3 7.7 1.0 4.6 16.5 -19.7 18.0 -17.9 13.9 -9.1 -20.0 -20.0 -20.0 -20.0 -0.6 -11.1 19.4 -13.2 11.1 20.0 0.9 11.2 -4.0 11.4 -4.6 7.0 -20.0 -15.9 0.2 6.1 -15.9 -4.6 -20.0 -20.0 -20.0 GBP -13.7 -17.6 -8.5 -4.9 -12.1 0.0 -10.7 2.7 -8.4 -20.0 5.9 -20.0 15.1 -20.0 -17.3 0.6 -0.1 0.3 0.1 -18.9 -3.5 -20.0 9.8 -20.0 1.4 -6.2 -14.5 -0.6 -14.9 3.6 -11.5 5.7 -20.0 -20.0 -10.9 -4.7 8.8 -3.6 8.1 -2.8 GOLD_micro -20.0 -8.2 -5.4 2.2 -0.4 2.5 -0.2 2.1 0.9 -4.0 6.3 -5.7 7.2 0.6 4.4 -8.0 -11.2 -10.1 -10.4 8.7 10.5 -4.1 9.9 2.0 -17.7 2.5 -0.4 2.5 -0.1 2.2 1.2 -8.1 -10.0 9.7 18.2 15.4 -7.3 2.0 -17.5 -8.3 HEATOIL 12.7 -1.1 2.8 1.0 3.5 1.0 6.2 0.8 3.7 10.5 11.4 17.4 7.1 14.3 9.0 11.6 8.9 10.0 9.2 8.8 6.9 19.7 5.2 15.9 -20.0 2.4 5.6 1.6 8.4 2.0 6.3 0.6 15.1 14.4 6.2 -1.1 15.8 7.0 -3.3 -7.9 JGB-SGX-mini 3.0 -4.4 -11.7 1.6 -5.0 1.1 -3.2 -0.4 0.1 -9.6 -11.5 -5.9 -10.8 -8.2 -10.2 7.0 12.4 8.5 10.4 -6.7 -10.1 -3.8 -12.3 -3.7 -6.1 -3.1 -4.2 -4.7 -2.4 -6.1 -1.8 14.3 6.5 -1.7 -9.8 -14.3 -14.5 -18.7 -8.8 -20.0 JPY -8.6 -14.3 -13.3 -2.7 -6.6 0.0 -5.9 1.5 -4.6 -10.7 -12.0 -12.6 -8.9 -13.1 -13.0 -9.4 -10.9 -9.8 -10.0 -15.4 -12.2 -12.2 -8.5 -15.2 20.0 -4.5 -2.6 -3.2 -4.0 -2.1 -4.9 -12.0 -2.5 -3.3 -10.5 -10.7 -1.8 -10.8 -3.5 -11.4 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 -0.1 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 12.8 16.4 20.0 20.0 LIVECOW -20.0 -20.0 -11.2 -2.7 0.4 -3.6 0.3 -3.2 -0.9 -8.0 7.0 -7.7 8.7 -5.8 0.0 -1.7 10.3 -1.9 5.2 -1.9 5.6 -16.2 9.5 -10.4 -20.0 -0.5 -5.6 2.1 -5.2 3.7 -3.4 20.0 -20.0 -17.1 -2.1 20.0 20.0 15.7 20.0 20.0 LUMBER-new -13.1 1.2 -19.1 -3.9 0.6 -5.2 0.5 -4.5 -1.2 -9.2 -10.6 -11.8 -8.5 -9.7 -11.1 -20.0 -20.0 -20.0 -20.0 -13.5 -11.8 -18.3 -9.0 -16.9 NaN -3.6 -3.0 -2.6 -5.2 -1.5 -4.8 -20.0 -20.0 -20.0 0.6 -2.3 11.0 20.0 13.7 20.0 MXP -8.3 -11.0 3.9 -4.9 -12.2 0.0 -10.8 2.8 -8.5 -9.5 20.0 -7.0 20.0 2.8 17.5 12.2 12.7 12.7 12.5 8.4 20.0 -10.1 20.0 -2.8 -20.0 5.3 -9.0 13.2 -7.9 14.6 -2.6 20.0 6.4 9.4 20.0 20.0 4.6 7.9 4.2 10.9 NASDAQ_micro 7.5 -9.0 10.0 4.3 -0.8 4.6 -0.0 3.7 2.2 3.0 15.5 9.8 14.7 11.9 13.7 -8.8 -8.9 -9.4 -9.0 18.9 20.0 9.6 18.9 16.3 -20.0 5.2 -0.7 5.6 2.2 5.0 4.1 -5.7 20.0 9.7 13.3 13.7 -15.8 -20.0 -17.8 -20.0 NIKKEI 12.5 8.4 20.0 3.5 -2.7 3.7 -0.4 3.0 1.9 7.4 12.8 10.9 11.4 12.0 12.4 0.3 7.6 3.3 5.9 20.0 20.0 20.0 15.8 20.0 -10.8 4.6 1.4 4.1 3.1 2.6 4.1 20.0 20.0 20.0 20.0 20.0 -0.9 9.2 9.0 15.2 NZD -2.3 -15.8 -13.2 -4.1 -10.0 0.0 -8.9 2.3 -6.9 -15.5 -5.1 -16.6 -8.0 -18.9 -19.4 -4.5 -3.0 -4.1 -3.7 -18.2 -13.6 -20.0 -8.1 -17.8 15.2 -6.4 -11.7 -4.3 -9.1 -2.7 -7.1 0.0 -5.6 -5.2 -9.5 -14.6 11.2 20.0 14.0 20.0 OAT 9.1 10.0 0.3 2.5 -7.5 1.6 -4.8 -0.6 0.1 -15.6 6.2 0.7 -4.0 7.1 8.3 17.2 11.2 16.8 15.0 6.4 1.7 -3.2 -3.1 5.1 1.4 3.2 -4.6 1.2 -1.8 -0.4 2.4 16.7 1.5 9.4 8.5 -2.3 6.0 20.0 6.8 20.0 OATIES 9.7 -2.1 -17.8 -5.2 0.7 -6.9 0.6 -6.1 -1.6 5.3 -16.5 1.3 -12.1 -7.3 -16.0 -20.0 -10.1 -20.0 -17.8 -14.4 -16.2 0.8 -12.4 -7.2 -10.2 -6.0 3.3 -6.4 -0.2 -5.0 -3.4 -10.1 -8.3 2.3 -10.3 -12.0 -20.0 -13.1 -15.3 -12.6 OJ -13.9 -20.0 -13.9 -2.0 0.3 -2.6 0.2 -2.3 -0.6 -1.5 -5.4 -4.2 -5.6 -6.3 -6.2 -3.7 4.5 -1.5 0.9 -10.1 -8.5 -4.6 -7.2 -9.3 -20.0 -2.2 0.1 -1.8 -1.0 -1.5 -2.1 17.1 0.7 -12.8 -9.1 0.7 -7.7 -15.6 -1.5 -13.9 PALLAD -12.6 9.8 5.3 2.3 -0.5 2.7 -0.2 2.3 1.0 -1.7 5.0 -5.0 4.2 1.6 3.2 -2.8 -2.9 -2.9 -2.9 7.1 7.1 -0.9 5.0 3.4 12.2 2.5 -0.3 2.6 0.1 2.1 1.5 5.3 -3.2 9.5 6.1 0.3 -10.9 -20.0 -20.0 -19.2 PLAT -20.0 -2.5 4.8 2.5 -0.5 2.9 -0.3 2.4 1.1 -2.8 7.1 -6.4 6.7 0.9 3.7 -3.4 -3.5 -3.3 -3.2 6.0 9.6 -4.0 9.6 -0.0 0.6 2.2 -1.0 3.7 -1.1 3.9 0.3 4.6 -0.9 -8.8 -2.0 -5.2 20.0 9.0 -10.2 -7.6 REDWHEAT 20.0 8.0 -5.6 -6.7 0.9 -8.9 0.8 -7.8 -2.1 20.0 -20.0 20.0 -20.0 13.1 -9.3 -16.6 -16.8 -18.8 -18.4 -2.6 -17.1 20.0 -20.0 16.3 8.0 1.0 15.0 -3.8 14.7 -6.8 8.7 -18.1 20.0 20.0 20.0 15.2 -20.0 -20.0 -20.0 -20.0 RICE -2.0 -17.4 -20.0 -3.1 0.4 -4.1 0.4 -3.6 -1.0 -7.0 -11.5 -8.6 -11.2 -10.2 -11.2 -20.0 -11.5 -20.0 -17.8 -20.0 -20.0 -10.9 -20.0 -15.7 -1.1 -4.1 -2.7 -4.2 -2.5 -4.2 -3.4 -13.4 -11.8 -18.4 -18.5 -13.8 -8.4 -9.7 -0.6 -8.9 ROBUSTA 6.2 9.0 20.0 -2.9 0.4 -3.9 0.4 -3.4 -0.9 8.7 1.2 8.0 -0.1 4.9 7.4 2.8 13.4 9.3 11.6 7.7 4.0 7.4 1.5 7.5 -20.0 2.6 2.4 1.3 2.4 0.7 2.4 20.0 0.3 9.3 11.3 20.0 -2.2 19.5 5.6 20.0 RUSSELL -4.7 -4.5 16.5 3.9 -0.7 4.2 -0.0 3.3 2.0 -4.2 12.9 2.7 9.4 4.6 10.9 -4.8 -5.4 -5.1 -5.1 8.2 11.2 -3.2 8.6 1.9 6.1 3.5 -1.8 5.2 -1.9 3.9 0.2 0.5 -3.1 -6.1 -6.6 5.9 -20.0 -20.0 -20.0 -20.0 SHATZ 4.8 3.3 -9.6 2.4 -7.2 1.5 -4.6 -0.6 0.1 -15.2 -8.3 -13.5 -1.1 -3.7 -9.0 -5.9 -17.2 -13.8 -15.0 -4.0 -6.2 -9.5 -4.8 -4.3 7.4 -1.4 -6.4 -2.5 -5.7 -1.9 -2.2 -20.0 -8.0 -3.3 -6.7 -14.8 14.9 20.0 19.1 20.0 SILVER-mini -17.1 -1.4 6.4 2.7 -0.5 3.1 -0.3 2.6 1.1 -0.7 8.0 -6.8 8.4 1.7 5.4 -5.3 -6.6 -6.3 -6.5 10.2 12.4 -2.1 10.4 3.2 -5.4 3.1 -0.3 3.5 -0.1 2.9 1.4 -0.9 -2.0 4.1 11.8 12.6 15.7 20.0 1.5 2.5 SMI -7.6 8.6 8.2 5.4 -1.0 5.8 -0.1 4.6 2.8 -5.0 10.5 -10.4 8.1 5.4 10.3 6.3 3.5 4.7 3.6 7.2 8.3 -10.0 7.3 -2.4 10.8 2.4 -0.2 2.4 -4.1 1.6 -1.3 15.5 -20.0 -12.2 -16.2 -6.4 20.0 20.0 20.0 20.0 SOFR -5.8 -11.1 6.3 2.9 -8.7 1.8 -5.5 -0.7 0.1 -18.5 14.4 -17.4 14.6 -12.7 5.5 6.9 5.4 7.1 6.6 1.3 10.7 -17.3 13.8 -8.9 -20.0 0.7 -12.9 5.4 -10.7 6.6 -5.3 4.8 -17.0 -12.5 -16.3 10.2 -0.8 -16.1 -6.4 -20.0 SOYBEAN 17.0 4.2 9.6 -6.6 0.9 -8.8 0.8 -7.7 -2.1 17.4 9.9 20.0 -5.3 17.1 15.1 -0.8 -6.6 -5.3 -7.2 13.0 5.3 20.0 -4.0 20.0 -6.0 6.9 9.0 4.5 11.7 0.4 10.1 -0.1 20.0 20.0 20.0 20.0 -13.6 -4.7 -13.0 -1.2 SOYMEAL 20.0 18.1 12.7 -6.1 0.9 -8.2 0.8 -7.2 -2.0 18.5 -6.2 20.0 -17.7 18.7 8.5 -14.0 -16.1 -18.1 -18.2 19.5 -0.3 20.0 -13.8 20.0 -18.0 5.4 9.7 1.1 12.4 -1.9 10.2 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.5 -20.0 SOYOIL 0.0 -10.3 -12.4 -5.8 0.8 -7.7 0.7 -6.8 -1.8 -1.9 3.8 -7.1 8.9 -12.8 -15.8 -8.2 -4.2 -7.1 -5.6 -8.6 -1.7 -8.1 6.6 -8.8 -17.0 -4.7 -2.7 -1.1 -5.4 2.2 -5.4 4.0 -14.0 -9.4 1.8 12.0 -20.0 -14.7 -20.0 -15.7 SP400 -2.6 -9.4 6.1 4.0 -0.8 4.3 -0.0 3.5 2.1 -5.2 11.8 2.9 6.1 1.8 4.0 -5.6 -6.0 -5.9 -5.8 1.2 4.5 -3.5 4.6 -2.0 -0.2 -0.5 -1.1 1.4 -2.7 1.3 -2.5 -0.5 -2.9 -11.3 -20.0 -9.9 -20.0 -20.0 -20.0 -20.0 SP500_micro 5.7 -14.6 10.4 4.8 -0.9 5.1 -0.0 4.1 2.5 -0.2 17.0 10.4 16.3 11.9 14.7 -9.0 -9.7 -9.8 -9.5 16.7 20.0 6.0 19.6 12.3 -17.1 4.6 -1.2 6.2 0.9 5.9 2.5 -6.7 12.3 -7.0 -1.3 9.3 -17.9 -20.0 -20.0 -20.0 SUGAR11 -20.0 -8.6 -7.5 -3.5 0.5 -4.6 0.4 -4.1 -1.1 -10.7 -12.5 -12.0 -11.9 -12.3 -12.0 15.6 7.8 6.8 3.7 -17.1 -14.3 -16.7 -12.4 -19.2 -16.0 -4.3 -3.2 -3.4 -4.3 -2.7 -5.0 20.0 -20.0 -20.0 -15.1 -0.4 -20.0 -20.0 -13.2 -20.0 US10 -4.8 -3.4 10.3 2.2 -6.8 1.5 -4.3 -0.5 0.1 -14.2 12.9 -10.6 4.4 -3.2 10.5 2.0 -0.1 2.0 1.4 4.6 8.5 -11.7 6.6 -3.3 -6.1 2.7 -9.4 5.0 -7.0 4.4 -2.1 -4.3 -12.4 -6.8 -3.7 12.7 -14.7 -20.0 -11.4 -20.0 US10U -3.4 0.9 12.7 3.1 -9.6 2.0 -6.1 -0.8 0.2 -20.0 17.8 -13.0 2.1 -0.5 16.2 2.7 -1.2 1.1 -0.1 9.7 13.3 -16.2 7.8 -2.2 -12.1 5.3 -11.8 7.5 -8.1 5.4 -1.0 -6.8 -15.3 -5.9 3.0 20.0 -1.8 -14.8 -9.1 -20.0 US2 -6.8 -3.9 5.9 2.1 -6.5 1.4 -4.1 -0.5 0.1 -13.5 3.8 -13.2 -2.2 -7.7 5.4 -11.7 -15.3 -12.1 -12.9 -0.2 3.4 -14.1 2.4 -7.4 17.4 0.1 -9.1 2.6 -8.5 2.9 -4.4 -20.0 -15.0 -12.9 -8.6 5.2 -13.5 -9.6 -17.0 -20.0 US20 -3.9 5.5 14.3 2.2 -6.6 1.4 -4.2 -0.5 0.1 -13.9 9.2 -8.6 -4.2 0.7 12.2 3.7 2.9 4.1 3.8 8.1 8.6 -10.9 2.8 -0.1 -8.7 4.0 -8.3 4.7 -5.3 2.5 -0.1 0.3 -11.0 -3.7 7.3 16.3 15.2 13.8 -1.9 -16.1 US30 -2.1 7.1 14.0 2.4 -7.4 1.6 -4.7 -0.6 0.1 -15.4 5.7 -8.7 -8.4 1.2 12.9 1.2 -2.7 -1.3 -2.1 8.0 6.9 -10.9 -0.5 0.5 -5.3 4.5 -9.3 4.5 -5.6 1.5 0.3 -9.6 -9.9 -2.3 9.4 14.3 12.6 9.5 -0.3 -16.2 US5 -5.0 -5.8 7.7 2.3 -7.0 1.5 -4.5 -0.6 0.1 -14.6 11.6 -13.2 4.7 -6.6 7.6 -1.3 -3.4 -1.7 -2.2 2.1 6.9 -12.7 6.4 -5.4 -1.0 1.6 -10.1 4.5 -8.2 4.8 -3.4 -10.2 -11.9 -8.9 -8.1 9.0 -16.9 -15.1 -13.3 -20.0 VIX 5.0 5.5 -10.8 -2.1 2.4 -4.0 3.6 -1.2 1.9 7.1 -20.0 -6.3 -10.8 -8.6 -16.5 -20.0 -20.0 -20.0 -20.0 -4.9 -7.8 4.0 -5.0 0.5 NaN -2.2 2.8 -4.5 4.1 -1.6 2.3 NaN NaN NaN NaN NaN -15.2 -20.0 NaN NaN WHEAT 17.0 7.3 -6.2 -6.9 1.0 -9.2 0.9 -8.1 -2.2 20.0 -20.0 20.0 -20.0 13.5 -12.1 -17.9 -18.4 -18.6 -18.5 -2.0 -15.0 20.0 -20.0 15.0 13.4 1.3 14.6 -3.0 15.0 -5.8 8.8 -19.4 20.0 20.0 20.0 14.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3