******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251106_204357 produced at 2025-11-06 21:39:41.394701 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.21 0.0 0.00 0.00 0.00 0.00 -9.81 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.91 0.0 0.00 0.00 0.00 0.00 -20.33 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 -17.63 999999999.0 -21 -21 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.16 0.0 1.05 -1.05 -0.14 -0.14 -4.34 29.0 -4 -4 caleb_strategy_v3 US2 False True 0.11 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.34 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -20.78 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.11 0.0 1.03 -1.03 -0.16 -0.24 -1.43 13.0 -2 -3 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -1.31 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 -1.03 25.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.06 0.0 0.18 -0.18 -0.08 -0.07 -3.36 11.0 -5 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.75 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.05 0.0 0.71 -0.71 -0.12 -0.08 -1.13 17.0 -3 -2 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.05 0.0 0.92 -0.92 -0.04 -0.04 -1.20 22.0 -1 -1 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.27 2.0 0 0 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.04 0.0 1.03 -1.03 -0.07 -0.07 -0.51 14.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.04 0.0 0.14 -0.14 -0.04 -0.05 -4.54 18.0 -5 -6 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.41 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -1.00 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.28 3.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.55 17.0 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 -1.28 56.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.83 -0.83 -0.02 -0.02 -1.62 48.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 -0.12 -0.02 0.0 0.76 -0.76 -0.12 -0.12 -0.35 13.0 -2 -2 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.06 -0.02 0.0 0.15 -0.15 -0.06 -0.04 -4.30 26.0 -10 -7 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 NZD False False 0.03 0.00 -0.02 0.0 0.60 -0.60 0.00 -0.11 -0.80 21.0 0 -4 caleb_strategy_v3 SOYOIL False False 0.02 -0.03 -0.02 0.0 0.15 -0.15 -0.03 -0.05 -1.02 10.0 -2 -3 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 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.03 3.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.08 -0.01 0.0 0.42 -0.42 -0.08 -0.13 -1.10 68.0 -13 -21 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 0.00 -0.36 9.0 -1 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.01 0.0 0.59 -0.59 -0.03 -0.08 -0.50 23.0 -1 -3 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.01 0.0 0.75 -0.75 0.00 0.00 -0.16 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.02 -0.54 9.0 -3 -1 caleb_strategy_v3 DAX False False 0.01 -0.03 -0.01 0.0 0.81 -0.81 -0.03 -0.03 -0.75 58.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.79 -0.79 0.00 0.00 -1.12 66.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.83 -0.83 -0.03 -0.03 -0.27 26.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.06 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.63 -0.63 0.00 0.00 0.01 8.0 0 0 caleb_strategy_v3 CORN False False 0.01 -0.01 0.00 0.0 0.14 -0.14 -0.01 0.00 0.17 12.0 -1 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.27 -0.27 0.00 0.00 -0.06 4.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.06 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.03 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.19 -0.19 0.03 0.03 0.24 7.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.19 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.53 -0.53 0.02 0.02 0.31 23.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.01 0.0 0.21 -0.21 0.03 0.05 0.61 13.0 2 3 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.23 -0.23 0.00 0.00 1.31 51.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.06 0.19 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.08 0.02 0.0 0.76 -0.76 0.08 0.00 0.24 10.0 1 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.36 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.46 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.68 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 1.70 4.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.63 -0.63 0.00 0.00 2.27 19.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.74 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.09 9.0 0 0 caleb_strategy_v3 DX False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.73 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.09 0.0 0.66 -0.66 0.16 0.20 2.87 20.0 5 6 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.24 19.0 1 1 caleb_strategy_v3 BTP False False 0.07 0.00 0.15 0.0 0.71 -0.71 0.00 0.00 2.12 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.17 0.0 0.72 -0.72 0.36 0.36 2.35 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.18 0.0 0.60 -0.60 0.23 0.23 10.87 36.0 14 14 caleb_strategy_v3 MXP False False 0.01 0.37 0.32 0.0 0.82 -0.82 0.37 0.33 23.14 60.0 27 24 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.44 0.0 1.43 -1.43 0.00 0.00 10.06 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.9 Shocked risk 39.4 Sum abs risk 46.4 Leverage 6.63 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1967730.87, 'annual_cash_vol_target': 491932.7175, 'daily_cash_vol_target': 30745.79484375} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6486 0.5306 8.4897 BITCOIN 2507.1589 101670.0000 2.4660 39.4556 BOBL 0.1735 118.1100 0.1469 2.3509 BTP 0.3852 121.1100 0.3180 5.0888 BUND 0.3474 129.1600 0.2690 4.3032 BUXL 0.8451 115.4200 0.7322 11.7157 CAC 57.8023 7983.0000 0.7241 11.5851 CAD 0.0022 0.7100 0.3112 4.9792 CANOLA 6.1945 634.1000 0.9769 15.6303 CHF 0.0053 1.2449 0.4255 6.8081 COCOA 144.2141 6277.0000 2.2975 36.7600 COFFEE 7.2172 379.3500 1.9025 30.4402 COPPER 0.0744 4.9780 1.4941 23.9057 CORN 3.9199 463.7500 0.8453 13.5241 COTTON2 0.7072 65.7400 1.0757 17.2119 CRUDE_W 0.8003 59.4700 1.3457 21.5308 DAX 167.4853 23840.0000 0.7025 11.2406 DOW 292.3680 47178.0000 0.6197 9.9154 DX 0.3712 99.5950 0.3727 5.9639 EUR 0.0045 1.1568 0.3915 6.2644 EURIBOR-ICE 0.0318 97.8100 0.0326 0.5208 EUROSTX 39.8835 5630.0000 0.7084 11.3346 FEEDCOW 4.5366 310.9250 1.4591 23.3452 GASOIL 10.9887 686.7500 1.6001 25.6017 GASOLINE 0.0284 1.8847 1.5073 24.1162 GAS_US_mini 0.1068 4.5600 2.3430 37.4883 GBP 0.0061 1.3132 0.4668 7.4692 GOLD_micro 51.0963 3994.1000 1.2793 20.4687 HEATOIL 0.0357 2.3999 1.4859 23.7747 JGB-SGX-mini 0.2012 136.1000 0.1478 2.3651 JPY 0.0000 0.0066 0.6084 9.7338 LEANHOG 0.9409 79.8000 1.1791 18.8659 LIVECOW 2.8129 216.7250 1.2979 20.7666 LUMBER-new 8.3035 581.5000 1.4279 22.8471 MXP 0.0003 0.0537 0.5625 9.0007 NASDAQ_micro 220.7326 25404.2500 0.8689 13.9021 NIKKEI 626.2771 50450.0000 1.2414 19.8621 NZD 0.0032 0.5648 0.5623 8.9969 OAT 0.3630 122.3400 0.2967 4.7477 OATIES 4.9776 312.5000 1.5928 25.4853 OJ 6.2317 179.8000 3.4659 55.4547 PALLAD 41.7012 1395.5000 2.9883 47.8122 PLAT 31.5354 1543.8000 2.0427 32.6834 REDWHEAT 8.3840 536.0000 1.5642 25.0269 RICE 0.1392 10.3000 1.3519 21.6305 ROBUSTA 84.2727 4559.0000 1.8485 29.5759 RUSSELL 28.6052 2439.9000 1.1724 18.7583 SHATZ 0.0492 107.0350 0.0459 0.7349 SILVER-mini 0.8798 48.2750 1.8225 29.1600 SMI 78.0510 12311.0000 0.6340 10.1439 SOFR 0.0512 96.7300 0.0529 0.8467 SOYBEAN 9.1883 1095.7500 0.8385 13.4167 SOYMEAL 4.3552 319.1000 1.3649 21.8376 SOYOIL 0.6208 50.1400 1.2382 19.8112 SP400 29.7243 3223.9000 0.9220 14.7520 SP500_micro 46.6275 6774.7500 0.6883 11.0121 SUGAR11 0.2402 13.8700 1.7319 27.7106 US10 0.3423 112.8125 0.3035 4.8553 US10U 0.4355 115.5312 0.3770 6.0315 US2 0.0853 104.1914 0.0819 1.3099 US20 0.6667 117.1875 0.5690 9.1033 US30 0.9900 121.0000 0.8182 13.0907 US5 0.2208 109.3281 0.2019 3.2309 VIX 0.4972 21.2500 2.3399 37.4389 WHEAT 7.5176 596.0000 1.2613 20.1815 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.55 0.53 344.12 1.00 344.12 30745.79 89.35 9.79 87.48 BITCOIN 101.67 2.47 250.72 1.00 250.72 30745.79 122.63 -15.63 -191.63 BOBL 1181.10 0.15 173.54 1.15 199.34 30745.79 154.24 7.90 121.91 BTP 1211.10 0.32 385.19 1.15 442.45 30745.79 69.49 8.92 61.95 BUND 1291.60 0.27 347.38 1.15 399.02 30745.79 77.05 3.01 23.17 BUXL 1154.20 0.73 845.14 1.15 970.78 30745.79 31.67 -1.84 -5.84 CAC 798.30 0.72 578.02 1.15 663.95 30745.79 46.31 11.02 51.05 CAD 710.00 0.31 220.95 1.00 220.95 30745.79 139.15 -11.99 -166.90 CANOLA 126.82 0.98 123.89 0.71 87.77 30745.79 350.31 1.53 53.63 CHF 1556.12 0.43 662.14 1.00 662.14 30745.79 46.43 -11.84 -54.98 COCOA 627.70 2.30 1442.14 1.00 1442.14 30745.79 21.32 -5.18 -11.05 COFFEE 1422.56 1.90 2706.44 1.00 2706.44 30745.79 11.36 12.27 13.93 COPPER 1244.50 1.49 1859.42 1.00 1859.42 30745.79 16.54 1.99 3.30 CORN 231.88 0.85 195.99 1.00 195.99 30745.79 156.87 0.46 7.18 COTTON2 328.70 1.08 353.60 1.00 353.60 30745.79 86.95 -15.86 -137.91 CRUDE_W 594.70 1.35 800.27 1.00 800.27 30745.79 38.42 -2.41 -9.25 DAX 238.40 0.70 167.49 1.15 192.38 30745.79 159.82 -1.38 -22.04 DOW 235.89 0.62 146.18 1.00 146.18 30745.79 210.32 -2.29 -48.24 DX 995.95 0.37 371.23 1.00 371.23 30745.79 82.82 8.05 66.64 EUR 1446.06 0.39 566.17 1.00 566.17 30745.79 54.30 -3.64 -19.74 EURIBOR-ICE 2445.25 0.03 79.60 1.15 91.43 30745.79 336.28 8.76 294.45 EUROSTX 563.00 0.71 398.83 1.15 458.13 30745.79 67.11 12.52 84.00 FEEDCOW 1554.62 1.46 2268.31 1.00 2268.31 30745.79 13.55 0.20 0.27 GASOIL 686.75 1.60 1098.87 1.00 1098.87 30745.79 27.98 13.98 39.13 GASOLINE 791.57 1.51 1193.11 1.00 1193.11 30745.79 25.77 6.09 15.70 GAS_US_mini 114.00 2.34 267.10 1.00 267.10 30745.79 115.11 -3.44 -39.64 GBP 820.75 0.47 383.15 1.00 383.15 30745.79 80.25 -5.75 -46.15 GOLD_micro 399.41 1.28 510.96 1.00 510.96 30745.79 60.17 -6.21 -37.36 HEATOIL 1007.96 1.49 1497.74 1.00 1497.74 30745.79 20.53 5.17 10.62 JGB-SGX-mini 136100.00 0.15 20118.22 0.01 130.96 30745.79 234.78 -7.99 -187.48 JPY 819.25 0.61 498.40 1.00 498.40 30745.79 61.69 -7.06 -43.53 LEANHOG 319.20 1.18 376.38 1.00 376.38 30745.79 81.69 1.23 10.08 LIVECOW 866.90 1.30 1125.16 1.00 1125.16 30745.79 27.33 -1.81 -4.94 LUMBER-new 159.91 1.43 228.35 1.00 228.35 30745.79 134.65 -10.00 -134.70 MXP 268.30 0.56 150.93 1.00 150.93 30745.79 203.71 7.73 157.46 NASDAQ_micro 508.08 0.87 441.47 1.00 441.47 30745.79 69.64 -3.09 -21.55 NIKKEI 50450.00 1.24 62627.71 0.01 407.67 30745.79 75.42 13.29 100.22 NZD 564.75 0.56 317.56 1.00 317.56 30745.79 96.82 -3.18 -30.78 OAT 1223.40 0.30 363.02 1.15 416.98 30745.79 73.73 9.32 68.74 OATIES 156.25 1.59 248.88 1.00 248.88 30745.79 123.54 -17.97 -221.94 OJ 269.70 3.47 934.76 1.00 934.76 30745.79 32.89 -12.81 -42.12 PALLAD 1395.50 2.99 4170.12 1.00 4170.12 30745.79 7.37 0.69 0.51 PLAT 771.90 2.04 1576.77 1.00 1576.77 30745.79 19.50 0.97 1.90 REDWHEAT 268.00 1.56 419.20 1.00 419.20 30745.79 73.34 -5.78 -42.39 RICE 206.00 1.35 278.49 1.00 278.49 30745.79 110.40 -17.64 -194.77 ROBUSTA 455.90 1.85 842.73 1.00 842.73 30745.79 36.48 6.45 23.54 RUSSELL 122.00 1.17 143.03 1.00 143.03 30745.79 214.97 -1.55 -33.27 SHATZ 1070.35 0.05 49.16 1.15 56.47 30745.79 544.49 -2.37 -129.05 SILVER-mini 1206.88 1.82 2199.53 1.00 2199.53 30745.79 13.98 4.00 5.59 SMI 1231.10 0.63 780.51 1.24 964.50 30745.79 31.88 9.99 31.85 SOFR 2418.25 0.05 127.98 1.00 127.98 30745.79 240.25 -6.71 -161.17 SOYBEAN 547.88 0.84 459.42 1.00 459.42 30745.79 66.92 3.82 25.54 SOYMEAL 319.10 1.36 435.52 1.00 435.52 30745.79 70.59 -5.49 -38.78 SOYOIL 300.84 1.24 372.50 1.00 372.50 30745.79 82.54 -13.20 -108.97 SP400 3223.90 0.92 2972.43 1.00 2972.43 30745.79 10.34 -7.73 -7.99 SP500_micro 338.74 0.69 233.14 1.00 233.14 30745.79 131.88 -5.27 -69.51 SUGAR11 155.34 1.73 269.04 1.00 269.04 30745.79 114.28 -16.32 -186.48 US10 1128.12 0.30 342.34 1.00 342.34 30745.79 89.81 -4.86 -43.62 US10U 1155.31 0.38 435.52 1.00 435.52 30745.79 70.60 -3.90 -27.52 US2 2083.83 0.08 170.60 1.00 170.60 30745.79 180.22 -5.85 -105.37 US20 1171.88 0.57 666.75 1.00 666.75 30745.79 46.11 1.01 4.64 US30 1210.00 0.82 989.98 1.00 989.98 30745.79 31.06 -0.66 -2.06 US5 1093.28 0.20 220.77 1.00 220.77 30745.79 139.27 -5.81 -80.92 VIX 212.50 2.34 497.24 1.00 497.24 30745.79 61.83 -11.54 -71.34 WHEAT 298.00 1.26 375.88 1.00 375.88 30745.79 81.80 -4.93 -40.36 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 87.480 0.010 2.5 2.273 BITCOIN -191.634 0.043 2.5 -20.781 BOBL 121.909 0.004 2.5 1.238 BTP 61.951 0.014 2.5 2.116 BUND 23.166 0.004 2.5 0.235 BUXL -5.841 0.004 2.5 -0.059 CAC 51.051 0.014 2.5 1.744 CAD -166.896 0.010 2.5 -4.336 CANOLA 53.629 0.010 2.5 1.307 CHF -54.976 0.010 2.5 -1.428 COCOA -11.046 0.010 2.5 -0.269 COFFEE 13.935 0.005 2.5 0.185 COPPER 3.298 0.043 2.5 0.358 CORN 7.179 0.010 2.5 0.175 COTTON2 -137.914 0.010 2.5 -3.360 CRUDE_W -9.253 0.043 2.5 -1.003 DAX -22.037 0.014 2.5 -0.753 DOW -48.240 0.009 2.5 -1.123 DX 66.638 0.010 2.5 1.731 EUR -19.743 0.010 2.5 -0.513 EURIBOR-ICE 294.455 0.014 2.5 10.058 EUROSTX 84.001 0.014 2.5 2.869 FEEDCOW 0.267 0.013 2.5 0.009 GASOIL 39.129 0.017 2.5 1.699 GASOLINE 15.699 0.017 2.5 0.682 GAS_US_mini -39.644 0.043 2.5 -4.299 GBP -46.150 0.010 2.5 -1.199 GOLD_micro -37.365 0.014 2.5 -1.276 HEATOIL 10.622 0.017 2.5 0.461 JGB-SGX-mini -187.484 0.043 2.5 -20.331 JPY -43.530 0.010 2.5 -1.131 LEANHOG 10.082 0.024 2.5 0.614 LIVECOW -4.941 0.013 2.5 -0.164 LUMBER-new -134.695 0.010 2.5 -3.282 MXP 157.464 0.059 2.5 23.144 NASDAQ_micro -21.549 0.009 2.5 -0.501 NIKKEI 100.223 0.043 2.5 10.868 NZD -30.784 0.010 2.5 -0.800 OAT 68.745 0.014 2.5 2.348 OATIES -221.937 0.010 2.5 -5.407 OJ -42.118 0.010 2.5 -1.026 PALLAD 0.507 0.014 2.5 0.017 PLAT 1.898 0.014 2.5 0.065 REDWHEAT -42.389 0.005 2.5 -0.563 RICE -194.774 0.010 2.5 -4.745 ROBUSTA 23.542 0.005 2.5 0.313 RUSSELL -33.270 0.013 2.5 -1.104 SHATZ -129.047 0.004 2.5 -1.310 SILVER-mini 5.589 0.014 2.5 0.191 SMI 31.853 0.014 2.5 1.088 SOFR -161.169 0.024 2.5 -9.809 SOYBEAN 25.538 0.004 2.5 0.238 SOYMEAL -38.781 0.004 2.5 -0.361 SOYOIL -108.973 0.004 2.5 -1.016 SP400 -7.994 0.013 2.5 -0.265 SP500_micro -69.513 0.009 2.5 -1.618 SUGAR11 -186.479 0.010 2.5 -4.543 US10 -43.622 0.005 2.5 -0.554 US10U -27.524 0.005 2.5 -0.349 US2 -105.366 0.005 2.5 -1.337 US20 4.641 0.005 2.5 0.059 US30 -2.056 0.005 2.5 -0.026 US5 -80.919 0.005 2.5 -1.027 VIX -71.338 0.099 2.5 -17.634 WHEAT -40.356 0.005 2.5 -0.536 ===================== Position diags ===================== AUD 2.32 BITCOIN 13.30 BOBL 1.57 BTP 2.37 BUND 0.78 BUXL 0.32 CAC 1.58 CAD 3.62 CANOLA 8.53 CHF 1.21 COCOA 0.52 COFFEE 0.15 COPPER 1.79 CORN 3.82 COTTON2 2.12 CRUDE_W 4.17 DAX 5.46 DOW 4.89 DX 2.15 EUR 1.41 EURIBOR-ICE 11.49 EUROSTX 2.29 FEEDCOW 0.45 GASOIL 1.21 GASOLINE 1.12 GAS_US_mini 12.48 GBP 2.08 GOLD_micro 2.06 HEATOIL 0.89 JGB-SGX-mini 25.46 JPY 1.60 LEANHOG 4.97 LIVECOW 0.91 LUMBER-new 3.28 MXP 29.94 NASDAQ_micro 1.62 NIKKEI 8.18 NZD 2.52 OAT 2.52 OATIES 3.01 OJ 0.80 PALLAD 0.25 PLAT 0.67 REDWHEAT 0.97 RICE 2.69 ROBUSTA 0.48 RUSSELL 7.13 SHATZ 5.53 SILVER-mini 0.48 SMI 1.09 SOFR 14.62 SOYBEAN 0.62 SOYMEAL 0.66 SOYOIL 0.77 SP400 0.34 SP500_micro 3.07 SUGAR11 2.78 US10 1.14 US10U 0.90 US2 2.29 US20 0.59 US30 0.39 US5 1.77 VIX 15.28 WHEAT 1.09 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.3 2.0 2.5 0.0 0 BITCOIN -20.8 -22.1 -19.5 0.0 0 BOBL 1.2 1.1 1.4 1.0 1 BTP 2.1 1.9 2.4 0.0 0 BUND 0.2 0.2 0.3 1.0 1 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 1.7 1.6 1.9 0.0 0 CAD -4.3 -4.7 -4.0 -4.0 -4 CANOLA 1.3 0.5 2.2 1.0 1 CHF -1.4 -1.5 -1.3 -2.0 -2 COCOA -0.3 -0.3 -0.2 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.4 0.2 0.5 1.0 1 CORN 0.2 -0.2 0.6 -1.0 -1 COTTON2 -3.4 -3.6 -3.1 -5.0 -5 CRUDE_W -1.0 -1.4 -0.6 0.0 0 DAX -0.8 -1.3 -0.2 -2.0 -2 DOW -1.1 -1.6 -0.6 0.0 0 DX 1.7 1.5 1.9 0.0 0 EUR -0.5 -0.7 -0.4 -1.0 -1 EURIBOR-ICE 10.1 8.9 11.2 0.0 0 EUROSTX 2.9 2.6 3.1 5.0 5 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.7 1.6 1.8 1.0 1 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini -4.3 -5.5 -3.1 -10.0 -10 GBP -1.2 -1.4 -1.0 -1.0 -1 GOLD_micro -1.3 -1.5 -1.1 -3.0 -3 HEATOIL 0.5 0.4 0.6 0.0 0 JGB-SGX-mini -20.3 -22.9 -17.8 0.0 0 JPY -1.1 -1.3 -1.0 -3.0 -3 LEANHOG 0.6 0.1 1.1 2.0 2 LIVECOW -0.2 -0.3 -0.1 0.0 0 LUMBER-new -3.3 -3.6 -3.0 0.0 0 MXP 23.1 20.1 26.1 27.0 27 NASDAQ_micro -0.5 -0.7 -0.3 -1.0 -1 NIKKEI 10.9 10.1 11.7 14.0 14 NZD -0.8 -1.1 -0.5 0.0 0 OAT 2.3 2.1 2.6 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 0.0 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 -1.1 -1.8 -0.4 -13.0 -13 SHATZ -1.3 -1.9 -0.8 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 1.1 1.0 1.2 0.0 0 SOFR -9.8 -11.3 -8.3 NaN 0 SOYBEAN 0.2 0.2 0.3 1.0 1 SOYMEAL -0.4 -0.4 -0.3 -1.0 -1 SOYOIL -1.0 -1.1 -0.9 -2.0 -2 SP400 -0.3 -0.3 -0.2 0.0 0 SP500_micro -1.6 -1.9 -1.3 -1.0 -1 SUGAR11 -4.5 -4.8 -4.3 -5.0 -5 US10 -0.6 -0.7 -0.4 0.0 0 US10U -0.3 -0.4 -0.3 -2.0 -2 US2 -1.3 -1.6 -1.1 NaN 0 US20 0.1 0.0 0.1 0.0 0 US30 -0.0 -0.1 0.0 0.0 0 US5 -1.0 -1.2 -0.9 -1.0 -1 VIX -17.6 -19.2 -16.1 -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 -0.3 0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.4 -0.2 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.1 2.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 0.2 0.3 0.0 0.3 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 -0.2 0.3 -0.2 0.6 -0.2 -0.2 -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 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.6 -0.4 BOBL 0.0 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 -0.3 -0.0 -0.0 -0.1 0.4 0.7 0.6 0.7 BTP 0.2 0.3 0.1 0.0 -0.0 0.1 -0.0 -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 0.2 -0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 -0.0 0.2 0.1 0.5 0.1 0.3 0.4 0.2 0.2 0.7 0.2 0.7 BUND 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.1 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 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.2 -0.0 0.1 -0.0 0.3 0.7 0.3 0.7 BUXL 0.1 0.4 0.0 0.0 -0.0 0.0 -0.0 -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 -0.2 -0.1 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC 0.2 0.4 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 -0.1 0.0 0.0 0.4 -0.5 0.2 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 -0.2 -0.1 -0.3 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 -0.1 -0.6 -0.1 -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 0.0 -0.1 0.0 0.9 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.4 0.2 0.2 0.2 -0.1 0.6 0.7 0.7 0.7 CHF -0.3 -0.4 -0.2 -0.0 -0.0 -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 -0.0 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 0.0 -0.0 -0.0 -2.7 -0.0 0.0 -0.1 0.0 0.0 -0.0 1.1 0.1 0.3 -0.3 0.1 -0.3 0.0 -0.0 0.2 COFFEE 0.0 0.3 0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.3 0.0 0.5 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 -0.1 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 0.1 -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 0.0 0.0 0.1 -0.2 0.1 -1.1 0.5 0.6 0.6 0.6 -0.3 -0.1 0.1 -0.0 COTTON2 0.2 -0.1 0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -0.5 0.0 -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 -0.1 -0.2 -0.0 -0.4 -0.0 -0.8 0.3 0.1 0.1 0.5 -0.3 -0.5 -0.3 -0.4 CRUDE_W -0.0 -0.2 -0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.2 -0.2 0.1 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.8 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.3 -0.4 -0.6 -0.4 -0.4 0.7 0.6 0.1 0.6 DAX -0.2 0.0 -0.3 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 -0.1 -1.5 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.1 -0.3 -0.5 -0.5 -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 0.2 0.0 -0.1 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.4 0.1 -1.6 0.1 -0.0 0.2 0.0 0.2 0.0 -0.2 0.4 0.2 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 0.6 0.2 -0.0 -0.0 -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 0.0 0.0 0.1 -0.1 0.1 0.9 0.5 0.6 0.6 0.6 0.4 0.6 0.3 0.6 EUR -0.3 -0.5 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 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 -0.0 0.0 -0.1 0.2 -0.1 -0.4 -0.1 -0.1 0.1 -0.0 -0.2 -0.7 -0.4 -0.7 EURIBOR-ICE 0.0 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 0.0 -0.0 -0.0 0.2 0.7 0.3 0.7 EUROSTX 0.1 0.4 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 0.1 -0.9 0.1 -0.0 0.1 -0.0 0.1 0.0 0.3 0.0 0.3 0.3 -0.2 0.7 0.7 0.7 0.7 FEEDCOW -0.6 -0.6 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -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 0.4 0.0 0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.2 0.2 0.2 0.2 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.6 0.2 0.4 0.4 0.3 0.4 0.4 0.1 0.3 GASOLINE 0.3 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.1 0.1 0.2 0.0 0.1 -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 -0.0 0.0 1.1 -0.0 0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.5 0.5 -0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.5 0.2 -0.6 0.2 -0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.1 0.2 -0.4 0.2 2.7 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.1 0.1 0.1 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 -0.1 0.1 -0.2 0.5 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.0 -0.2 0.2 -0.2 0.2 -0.1 -0.1 -0.0 -0.1 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 -0.0 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 -2.3 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 0.5 -0.0 0.1 0.0 0.1 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 0.1 0.0 0.1 0.1 0.1 0.0 0.2 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 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 0.1 0.2 0.2 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 -0.8 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 0.8 0.2 -0.0 -0.3 -0.5 -0.5 -0.6 -0.3 -0.7 JPY -0.3 -0.5 -0.4 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 -0.0 -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 -0.0 -0.6 0.1 -0.0 -0.3 -0.3 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.6 -0.6 -0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.2 0.3 -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 -0.6 0.6 0.4 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.0 -0.0 0.2 -0.0 0.1 -0.0 0.1 -0.2 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -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 -0.6 -0.0 -0.7 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.3 -0.2 -0.4 -0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -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 -0.0 0.5 -0.1 0.7 0.0 0.2 0.2 0.3 0.3 0.2 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.1 -0.0 0.4 -0.1 0.5 -0.0 1.1 0.1 0.2 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 -0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.1 -0.0 0.2 0.0 0.2 0.0 -0.3 0.4 0.2 0.4 0.4 -0.5 -0.7 -0.6 -0.7 NIKKEI 0.3 0.1 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 0.0 0.1 0.1 0.1 0.2 0.2 0.1 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 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 2.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.4 -0.3 -0.4 -0.5 0.4 0.7 0.4 0.7 OAT 0.2 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 0.0 0.2 0.0 -0.0 0.0 -0.0 -0.0 0.0 0.9 -0.1 0.2 0.2 -0.1 0.2 0.7 0.2 0.7 OATIES 0.3 -0.0 -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 -1.3 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.6 -0.3 0.0 -0.3 -0.4 -0.7 -0.4 -0.5 -0.4 OJ -0.4 -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 -0.1 -0.0 -0.1 -0.0 0.9 -0.1 -0.4 -0.3 0.0 -0.3 -0.5 -0.1 -0.5 PALLAD -0.6 0.3 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 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 0.2 0.2 -0.0 -0.3 -0.7 -0.7 -0.6 PLAT -0.6 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 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 -0.4 -0.3 REDWHEAT 0.6 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -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 1.0 0.0 0.0 -0.1 0.1 -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 -0.1 -0.0 -0.7 -0.1 -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 0.0 0.0 0.1 -0.0 0.0 0.1 0.1 0.3 0.2 0.2 0.1 0.0 0.0 0.0 0.1 -2.7 0.0 -0.0 0.0 0.0 0.0 0.0 1.1 0.1 0.3 0.4 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.2 -0.2 0.5 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.3 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 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 0.1 0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.2 -0.2 -0.0 -0.0 -0.1 -0.1 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.1 -0.1 1.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -1.1 -0.3 -0.2 -0.2 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.6 -0.1 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 -0.1 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 -0.7 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.0 0.2 0.4 0.4 0.5 0.7 0.0 0.1 SMI -0.3 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 1.5 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 -0.0 0.1 -0.0 -0.0 0.0 -0.1 0.4 -0.1 0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.0 0.1 -0.1 0.2 -0.1 0.3 -0.2 -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 0.0 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 0.0 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 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.1 0.2 -0.6 0.2 0.1 -0.3 -0.3 -0.4 -0.4 0.2 0.0 0.2 -0.3 0.2 -2.2 0.1 0.0 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 -0.1 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 0.0 0.3 -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 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.3 -0.6 -0.3 -0.7 -0.7 -0.7 -0.7 SP500_micro 0.1 -0.5 0.3 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.5 0.1 0.6 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.3 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.4 0.2 -0.2 -0.1 0.3 -0.6 -0.7 -0.7 -0.7 SUGAR11 -0.6 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.3 0.2 0.1 0.1 -0.2 -0.2 -0.1 -0.3 -0.2 -2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.4 -0.6 -0.5 -0.0 -0.7 -0.7 -0.4 -0.7 US10 -0.2 -0.1 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 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.0 -0.8 0.0 -0.0 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 -0.2 -0.0 0.4 0.0 -0.0 0.1 -0.0 -0.0 0.0 -0.1 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 -0.0 0.2 -0.1 0.2 -0.0 -0.4 -0.4 -0.2 0.0 0.6 -0.1 -0.5 -0.3 -0.7 US2 -0.3 -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 -0.0 0.1 -0.1 0.1 -0.0 -1.1 -0.3 -0.4 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.2 0.1 0.5 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 0.1 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.3 -0.2 0.2 0.5 0.5 0.5 -0.1 -0.5 US30 -0.1 0.2 0.5 0.0 -0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -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 -0.0 0.1 -0.1 0.1 -0.0 -0.5 -0.3 -0.1 0.2 0.5 0.4 0.3 -0.0 -0.5 US5 -0.2 -0.2 0.2 0.0 -0.0 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 -0.0 0.1 -0.1 0.2 -0.0 -0.5 -0.2 -0.3 -0.3 0.3 -0.6 -0.5 -0.4 -0.7 VIX 0.2 0.3 -0.6 -0.0 0.1 -0.2 0.1 -0.1 0.0 0.2 -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 0.1 -0.2 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.8 -1.1 NaN NaN WHEAT 0.6 0.3 -0.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.1 1.7 0.0 0.0 -0.1 0.1 -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 -8.3 1.9 -4.6 -6.5 -0.2 -8.4 2.4 -7.5 -18.3 15.1 -14.0 3.6 -15.6 -5.4 -0.6 -1.3 -0.9 -1.1 -3.0 2.2 -9.9 2.4 -6.4 16.3 -1.7 -11.2 1.4 -7.0 0.3 -4.5 3.7 14.3 1.4 10.5 8.8 20.0 20.0 20.0 20.0 BITCOIN -19.1 -15.0 -19.5 6.0 -1.8 7.2 -1.1 6.1 2.2 -16.8 9.3 -18.9 15.4 -18.2 -14.3 -5.4 -7.2 -6.5 -6.8 -12.3 -0.3 -20.0 10.6 -20.0 -20.0 -5.4 -10.7 -1.0 -10.6 3.7 -8.5 -1.7 -20.0 -20.0 -20.0 -20.0 10.8 -5.6 -18.8 -11.7 BOBL 0.9 6.2 -0.2 2.5 -1.4 1.7 -2.9 -0.6 0.4 -11.5 3.5 -11.2 -0.6 0.6 1.4 20.0 7.4 20.0 16.6 2.5 0.8 -7.5 -1.5 -1.0 2.7 1.8 -4.4 0.7 -4.4 -0.4 -0.4 13.7 -10.6 -0.9 -0.1 -4.2 10.7 20.0 16.6 20.0 BTP 6.4 7.8 2.8 3.4 -1.9 2.3 -3.8 -0.8 0.5 -20.0 20.0 7.1 20.0 16.8 19.4 6.2 8.7 8.1 8.9 14.8 13.9 -0.2 14.5 10.5 -20.0 7.2 -4.3 6.4 -0.5 6.4 5.0 9.7 2.9 10.2 13.4 6.5 5.0 20.0 6.8 20.0 BUND 1.6 8.4 3.2 2.9 -1.6 1.9 -3.3 -0.7 0.4 -13.4 6.1 -10.2 -7.6 3.6 5.8 -6.5 3.1 -2.3 1.7 5.3 1.6 -7.4 -5.0 1.0 -0.9 3.2 -5.4 1.5 -4.6 -1.0 0.5 -0.6 -9.1 -0.4 3.7 -1.3 7.8 20.0 10.2 20.0 BUXL 3.3 12.1 0.9 2.7 -1.5 1.8 -3.1 -0.6 0.4 -16.7 -9.0 -9.2 -16.8 5.2 5.9 4.1 2.8 3.9 3.6 2.5 -5.8 -7.8 -15.7 0.7 -1.8 1.9 -6.9 -1.7 -5.1 -5.4 0.3 -0.0 -7.7 -1.8 6.5 -8.0 2.5 15.4 -5.7 5.0 CAC 4.6 12.7 8.7 6.1 -5.9 7.0 -2.5 5.7 2.2 -19.9 19.0 -1.7 15.5 9.0 15.4 -1.9 -1.3 -2.2 -1.6 15.3 14.4 -15.4 10.3 4.7 3.2 5.0 -12.5 3.6 -6.7 1.0 1.0 7.1 -20.0 7.2 3.3 -9.7 20.0 20.0 20.0 20.0 CAD -0.5 -16.1 -13.5 -5.3 -7.4 -0.2 -9.6 2.7 -8.6 -20.0 -7.2 -20.0 -6.1 -20.0 -20.0 -8.8 -7.3 -8.3 -7.8 -20.0 -16.2 -20.0 -9.8 -20.0 20.0 -7.9 -12.5 -4.6 -10.7 -2.1 -8.8 -7.2 -9.6 -2.4 -8.1 -18.0 -20.0 -20.0 -20.0 -20.0 CANOLA 13.0 -4.6 -20.0 -4.7 -3.3 -6.2 -1.1 -5.5 -2.0 -7.0 -3.1 6.5 -0.3 2.7 -11.7 -20.0 -10.9 -19.1 -14.1 -6.7 -9.2 2.8 -3.8 2.3 7.1 -3.4 -3.3 -4.5 0.7 -2.4 0.3 -8.3 9.8 6.3 6.3 -2.6 16.5 20.0 20.0 20.0 CHF -8.9 -12.5 -5.0 -3.5 -4.9 -0.1 -6.4 1.8 -5.7 -11.6 10.3 -13.1 11.8 -12.9 -9.2 -15.9 -15.7 -15.7 -15.3 -6.6 3.5 -19.6 10.3 -14.6 -0.8 -2.5 -6.7 2.3 -9.5 4.9 -6.9 -20.0 -16.5 -0.6 5.2 1.2 -19.9 -20.0 -20.0 -20.0 COCOA 20.0 -18.6 -20.0 -2.9 -2.0 -3.8 -0.7 -3.3 -1.2 0.2 -8.5 3.3 -0.7 -4.8 -7.8 -2.9 10.4 0.5 5.1 -9.4 -9.7 3.7 -1.4 -2.2 -20.0 -2.0 0.4 -1.9 1.6 0.8 -0.1 20.0 4.8 9.0 -8.3 2.6 -7.7 1.3 -1.4 4.9 COFFEE 0.9 8.1 17.1 -5.0 -3.5 -6.6 -1.2 -5.8 -2.1 3.1 11.8 4.4 12.6 8.4 13.6 19.2 11.3 16.5 13.7 15.6 16.3 7.6 16.2 10.5 -20.0 5.4 1.0 6.8 2.0 7.7 3.0 20.0 -3.5 17.7 20.0 20.0 9.9 14.3 17.9 20.0 COPPER 2.4 16.8 -0.5 2.6 -0.8 3.1 -0.5 2.6 1.0 -5.3 -1.5 -2.2 -1.1 5.1 -2.1 -5.9 -5.6 -5.6 -5.5 4.0 2.2 -3.0 2.0 2.4 -4.4 1.8 -2.7 2.2 -1.6 3.0 0.7 0.8 -1.6 -2.6 -7.7 -18.1 20.0 9.7 20.0 11.5 CORN 8.5 5.8 3.6 -7.0 -4.9 -9.2 -1.7 -8.2 -2.9 6.6 -8.5 17.5 -13.6 13.0 13.8 -19.0 -19.1 -20.0 -20.0 4.6 -4.7 9.6 -14.9 9.7 10.4 4.6 1.3 0.0 8.1 -6.3 8.0 -20.0 20.0 17.3 20.0 20.0 -9.0 -2.9 2.9 -1.0 COTTON2 7.7 -3.2 1.7 -7.2 -5.0 -9.4 -1.7 -8.3 -3.0 -15.4 -20.0 0.8 -20.0 -10.1 -16.0 -17.7 -14.7 -17.4 -16.2 -10.0 -14.8 -2.2 -20.0 -3.5 -15.0 -5.3 -7.9 -7.3 -1.1 -10.0 -1.7 -14.4 14.4 2.8 2.8 16.9 -10.0 -14.7 -8.6 -12.6 CRUDE_W -0.2 -7.1 -4.3 1.7 6.8 1.3 7.8 1.0 4.9 -16.8 -6.9 7.6 -11.9 -9.3 -15.1 0.5 6.1 3.0 4.5 -8.4 -8.2 -0.9 -9.2 -4.7 5.6 -5.6 -2.7 -5.9 -0.7 -5.9 -2.8 -6.4 -18.6 -18.1 -13.7 -13.8 20.0 17.1 4.0 18.3 DAX -7.5 0.2 -8.1 5.5 -5.2 6.3 -2.2 5.1 2.0 -15.4 16.6 -13.9 17.9 0.5 2.6 -6.6 -6.6 -6.3 -5.9 0.6 7.1 -12.5 18.4 -5.0 -11.6 -0.8 -11.5 1.0 -7.9 6.7 -3.4 -1.0 -12.5 -16.0 -16.1 -20.0 9.9 20.0 16.9 20.0 DOW 6.6 -1.5 13.4 4.5 -4.3 5.1 -1.8 4.2 1.6 -9.4 16.5 9.6 14.3 11.2 14.4 -8.3 -8.4 -8.5 -8.1 14.7 16.2 3.2 14.4 10.7 -11.9 4.9 -3.0 5.7 0.4 5.1 2.9 -4.4 15.0 5.7 -4.2 3.7 -20.0 -20.0 -20.0 -20.0 DX 9.8 17.8 6.1 -3.7 -5.2 -0.2 -6.8 1.9 -6.1 9.9 -7.9 14.0 -13.1 15.8 12.3 5.9 6.1 5.9 5.9 12.0 0.3 18.9 -9.3 17.7 -20.0 5.1 5.3 0.9 8.4 -2.2 7.6 16.0 20.0 20.0 20.0 17.8 12.4 17.3 10.3 18.5 EUR -10.2 -16.0 -1.7 -4.4 -6.2 -0.2 -8.0 2.3 -7.2 -10.0 12.4 -16.3 16.3 -19.1 -10.4 -7.8 -7.6 -7.6 -7.5 -10.7 3.9 -17.7 15.1 -17.7 15.0 -4.8 -4.1 1.2 -8.8 5.4 -8.5 -7.2 -2.5 -2.3 1.7 -1.4 -7.5 -20.0 -11.4 -20.0 EURIBOR-ICE 0.2 3.1 -1.7 2.0 -1.1 1.3 -2.3 -0.5 0.3 -9.2 8.2 -9.5 10.2 -0.7 0.6 11.8 10.6 12.5 12.3 2.5 3.3 -6.6 5.7 -1.2 4.5 1.6 -3.2 1.5 -3.4 1.8 -0.3 14.3 -10.0 0.3 -1.0 -1.4 7.4 20.0 10.4 20.0 EUROSTX 3.4 13.8 9.6 6.0 -5.8 6.9 -2.4 5.6 2.1 -15.8 20.0 10.5 20.0 17.6 20.0 -3.7 -1.4 -3.1 -2.2 19.1 18.9 -1.0 18.3 11.9 -6.7 6.5 -5.2 5.1 -0.9 3.7 4.0 6.5 1.6 8.1 9.1 -6.3 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -2.0 -2.4 -1.7 -3.2 -0.6 -2.8 -1.0 -7.4 5.5 -7.4 7.5 -5.8 0.1 12.1 7.6 14.1 12.3 -2.2 6.7 -18.9 10.3 -12.9 -20.0 -0.3 -3.9 2.1 -4.2 3.3 -2.9 20.0 -20.0 -20.0 -2.5 20.0 20.0 20.0 20.0 20.0 GASOIL 12.5 1.4 5.8 1.3 5.3 1.1 6.1 0.8 3.8 15.0 8.2 16.7 4.5 13.9 9.6 20.0 14.6 20.0 17.9 9.8 7.5 18.2 4.5 15.2 -0.9 4.2 5.5 3.4 7.3 2.1 6.2 11.6 9.6 12.7 11.2 10.0 10.6 12.4 4.1 9.1 GASOLINE 8.1 -4.0 0.6 1.5 6.3 1.3 7.3 0.9 4.5 15.8 3.7 19.1 0.0 6.4 -1.9 6.8 19.7 18.0 20.0 1.8 0.5 13.3 -0.1 7.8 -20.0 -0.8 7.4 -2.1 8.0 -1.4 4.1 20.0 -1.5 0.2 -4.6 -6.5 20.0 20.0 20.0 20.0 GAS_US_mini 15.8 14.3 -6.6 1.9 7.6 1.5 8.7 1.1 5.4 20.0 -19.3 20.0 -17.9 16.4 -7.6 -20.0 -20.0 -20.0 -20.0 1.1 -10.5 20.0 -13.2 14.0 20.0 1.7 13.2 -3.4 12.6 -4.2 8.1 -20.0 2.5 4.5 7.6 -15.4 -4.7 -20.0 -20.0 -20.0 GBP -13.7 -18.1 -9.6 -5.0 -7.0 -0.2 -9.2 2.6 -8.2 -10.8 5.2 -19.3 14.7 -20.0 -17.1 0.5 -0.1 0.3 0.1 -18.4 -3.9 -20.0 8.9 -20.0 1.4 -6.3 -6.1 -0.8 -11.6 3.4 -10.8 5.8 -20.0 -20.0 -10.8 -4.6 8.9 -3.8 8.4 -2.9 GOLD_micro -20.0 -10.2 -4.7 2.1 -0.6 2.5 -0.4 2.1 0.8 -3.5 6.1 -5.8 7.1 0.4 4.1 -7.9 -11.1 -9.9 -10.4 8.4 10.5 -3.7 10.0 1.6 -17.6 2.4 -0.3 2.5 -0.1 2.3 1.2 -8.0 -7.4 10.5 17.9 15.7 -6.7 2.0 -17.1 -8.4 HEATOIL 15.5 -0.3 3.0 1.5 6.1 1.2 7.0 0.9 4.4 15.5 12.0 18.5 7.5 15.7 10.4 12.4 9.0 10.3 9.4 10.1 7.5 20.0 5.5 17.6 -20.0 2.9 7.9 1.8 9.1 2.1 6.9 0.6 10.1 15.0 7.5 -1.0 16.2 7.1 -3.0 -7.9 JGB-SGX-mini 2.9 -3.2 -11.8 1.7 -0.9 1.1 -1.9 -0.4 0.3 1.8 -11.6 -4.5 -11.0 -7.1 -10.1 7.0 12.4 8.5 10.4 -6.4 -10.1 -0.9 -12.5 -2.6 -6.2 -2.9 1.1 -4.7 -0.4 -6.2 -1.1 14.3 7.8 -0.9 -9.3 -14.0 -14.0 -18.9 -8.3 -20.0 JPY -7.8 -14.0 -13.1 -2.8 -3.9 -0.1 -5.1 1.4 -4.6 -4.4 -12.2 -10.9 -9.1 -12.8 -13.0 -9.4 -10.8 -9.8 -10.0 -15.1 -12.2 -8.9 -8.6 -13.9 20.0 -4.6 -0.3 -3.3 -3.0 -2.1 -4.6 -11.9 3.4 -1.2 -9.5 -10.4 -1.8 -11.0 -3.3 -11.5 LEANHOG -20.0 -20.0 -2.4 -7.2 -5.0 -9.5 -1.7 -8.4 -3.0 -20.0 13.0 -20.0 17.0 -20.0 -17.0 -1.0 20.0 20.0 20.0 -20.0 0.3 -20.0 14.9 -20.0 -1.7 -6.5 -10.7 -1.2 -11.3 2.5 -10.6 20.0 -20.0 -20.0 -20.0 18.5 12.4 16.3 20.0 20.0 LIVECOW -20.0 -20.0 -5.9 -2.7 -1.9 -3.5 -0.6 -3.1 -1.1 -8.2 6.4 -8.1 8.1 -6.4 -1.0 -0.9 10.3 -1.6 5.3 -3.1 4.9 -18.3 9.1 -12.1 -20.0 -0.8 -5.3 1.7 -5.2 3.3 -3.5 20.0 -20.0 -20.0 -3.1 20.0 20.0 15.6 20.0 20.0 LUMBER-new -16.8 -0.4 -19.9 -4.0 -2.7 -5.2 -0.9 -4.6 -1.7 -11.6 -10.9 -12.7 -8.7 -10.7 -11.5 -20.0 -20.0 -20.0 -20.0 -14.5 -12.4 -18.9 -9.4 -17.9 NaN -3.7 -3.6 -2.7 -5.3 -1.5 -4.9 -20.0 -20.0 -20.0 0.7 -3.2 10.5 20.0 13.2 20.0 MXP -8.3 -11.7 3.5 -5.1 -7.2 -0.2 -9.3 2.6 -8.3 -3.7 20.0 -5.1 20.0 1.6 16.9 12.1 12.7 12.7 12.5 7.9 20.0 -7.8 20.0 -2.8 -20.0 5.0 -4.2 13.1 -6.5 14.8 -2.8 20.0 4.0 5.3 20.0 20.0 4.6 8.0 4.5 11.0 NASDAQ_micro 5.5 -9.6 9.2 4.0 -3.9 4.6 -1.6 3.8 1.4 -8.6 15.2 6.6 14.5 9.7 12.9 -8.8 -8.9 -9.4 -9.0 17.5 19.7 2.1 18.6 12.6 -20.0 5.0 -4.0 5.6 0.1 5.2 3.2 -5.7 14.8 6.9 12.6 13.3 -15.1 -20.0 -17.0 -20.0 NIKKEI 7.9 2.0 19.3 3.1 -3.0 3.6 -1.3 2.9 1.1 -3.5 11.7 6.5 10.6 9.5 11.0 0.2 7.5 3.1 5.7 20.0 19.2 8.8 13.8 18.0 -10.2 4.2 -0.7 3.9 1.4 2.5 3.2 20.0 19.7 20.0 20.0 20.0 -0.9 9.0 8.5 14.9 NZD -2.8 -16.2 -13.7 -4.2 -5.8 -0.2 -7.6 2.1 -6.8 -17.4 -5.6 -17.9 -8.2 -19.3 -19.5 -4.6 -3.0 -4.2 -3.7 -19.2 -14.1 -20.0 -8.4 -19.8 15.1 -6.4 -11.3 -4.3 -9.6 -2.7 -7.6 0.0 -15.2 -8.8 -11.3 -14.9 10.7 20.0 13.3 20.0 OAT 5.9 10.3 0.3 2.5 -1.4 1.7 -2.9 -0.6 0.4 -13.5 6.3 -3.4 -4.1 6.5 8.3 17.2 11.2 16.8 14.9 6.1 1.7 -3.8 -3.1 4.2 1.4 3.1 -3.9 1.2 -2.1 -0.4 2.0 16.6 -4.0 6.3 7.4 -2.3 5.7 20.0 6.6 20.0 OATIES 10.0 -0.9 -17.5 -5.2 -3.6 -6.8 -1.2 -6.0 -2.2 -1.1 -16.2 -0.7 -12.0 -7.4 -15.6 -20.0 -10.2 -20.0 -17.9 -13.9 -15.7 -2.3 -12.1 -7.4 -9.9 -5.9 -1.1 -6.3 -1.4 -5.0 -3.6 -10.6 -12.8 0.6 -9.5 -11.9 -20.0 -13.3 -15.0 -12.9 OJ -11.4 -20.0 -14.3 -2.0 -1.4 -2.6 -0.5 -2.3 -0.8 -1.9 -5.5 -4.1 -5.6 -6.3 -6.3 -3.8 4.4 -1.6 0.8 -10.1 -8.6 -4.5 -7.4 -8.9 -20.0 -2.2 -0.4 -1.9 -1.0 -1.5 -2.0 16.8 -3.0 -10.8 -9.0 0.0 -7.7 -15.6 -1.5 -13.9 PALLAD -18.4 9.0 5.6 2.3 -0.7 2.8 -0.4 2.3 0.9 -6.2 4.9 -6.4 4.1 1.1 2.9 -2.8 -2.9 -2.9 -2.9 6.5 7.0 -2.8 5.0 2.3 12.1 2.4 -1.1 2.6 -0.3 2.1 1.2 5.3 -3.9 6.7 5.4 -0.1 -10.3 -19.7 -20.0 -19.1 PLAT -20.0 -0.4 4.8 2.4 -0.7 2.9 -0.4 2.5 0.9 -6.1 7.0 -7.3 6.7 0.5 3.4 -3.4 -3.5 -3.3 -3.2 5.6 9.6 -5.0 9.7 -0.8 0.6 2.1 -1.4 3.7 -1.4 4.0 0.0 4.6 -1.9 -8.5 -1.7 -5.5 20.0 9.0 -10.5 -7.7 REDWHEAT 20.0 9.2 -2.5 -6.7 -4.6 -8.7 -1.6 -7.7 -2.8 7.3 -20.0 16.6 -20.0 11.9 -8.4 -16.2 -16.8 -18.6 -18.3 -1.9 -14.7 18.1 -20.0 12.9 7.8 1.2 3.0 -3.6 10.2 -6.7 7.7 -18.2 20.0 20.0 19.9 15.4 -20.0 -20.0 -20.0 -20.0 RICE -1.9 -17.1 -20.0 -3.1 -2.1 -4.1 -0.7 -3.6 -1.3 -7.1 -11.4 -8.9 -11.1 -10.2 -11.1 -20.0 -11.6 -20.0 -17.9 -20.0 -20.0 -11.4 -20.0 -15.8 -1.0 -4.1 -2.3 -4.2 -2.6 -4.1 -3.4 -13.8 -4.6 -18.5 -18.5 -13.7 -8.5 -9.8 -0.5 -9.0 ROBUSTA 4.9 9.3 20.0 -3.0 -2.0 -3.9 -0.7 -3.4 -1.2 2.2 1.3 5.6 -0.0 4.6 7.4 2.7 13.3 9.1 11.4 7.3 3.9 4.0 1.5 6.3 -20.0 2.6 -0.4 1.4 1.3 0.7 2.1 20.0 5.1 8.0 10.9 20.0 -2.3 19.7 5.6 20.0 RUSSELL -7.5 -6.0 16.3 3.6 -3.5 4.2 -1.5 3.4 1.3 -9.4 12.8 0.3 9.4 2.9 10.4 -4.8 -5.4 -5.1 -5.1 7.4 11.0 -5.9 8.6 0.3 6.1 3.2 -4.1 5.1 -3.0 4.0 -0.5 0.5 -3.3 -5.2 -6.9 5.7 -20.0 -20.0 -20.0 -20.0 SHATZ 2.3 3.7 -9.6 2.4 -1.3 1.6 -2.7 -0.6 0.4 -12.0 -8.7 -14.6 -1.3 -4.3 -9.3 -5.9 -17.2 -13.8 -15.0 -4.3 -6.4 -8.6 -4.9 -4.7 7.4 -1.6 -4.4 -2.6 -5.2 -2.0 -2.5 -20.0 -12.0 -5.9 -5.3 -15.3 14.9 20.0 19.1 20.0 SILVER-mini -19.2 -2.7 6.6 2.6 -0.8 3.2 -0.5 2.7 1.0 1.5 8.0 -6.8 8.5 1.5 5.3 -5.4 -6.6 -6.3 -6.5 10.2 12.7 -1.6 10.8 3.1 -5.5 3.1 -0.1 3.6 -0.0 3.0 1.3 -0.8 0.2 6.8 12.1 12.9 15.0 20.0 1.1 2.4 SMI -9.4 8.3 8.4 5.1 -4.9 5.9 -2.1 4.8 1.8 -7.9 10.7 -11.1 8.2 4.8 9.9 6.3 3.5 4.7 3.7 6.6 8.2 -10.2 7.4 -3.2 11.0 2.1 -1.9 2.4 -4.3 1.7 -1.7 15.6 -20.0 -11.0 -15.1 -5.8 20.0 20.0 20.0 20.0 SOFR -7.0 -12.0 5.0 2.8 -1.6 1.9 -3.2 -0.7 0.4 -6.1 13.9 -13.9 14.4 -11.8 4.7 6.9 5.4 7.0 6.6 0.8 9.6 -11.8 12.7 -7.8 -20.0 0.4 -3.9 5.2 -7.8 6.5 -5.0 4.8 -9.6 -11.5 -16.2 9.8 -1.2 -16.3 -6.3 -20.0 SOYBEAN 16.6 4.4 10.4 -6.6 -4.5 -8.6 -1.5 -7.6 -2.7 4.6 10.0 16.4 -4.8 15.5 14.8 -0.5 -6.5 -5.1 -7.0 11.8 5.1 17.1 -3.4 18.7 -5.9 6.8 1.0 4.6 8.1 0.5 9.0 -0.1 20.0 20.0 20.0 20.0 -13.7 -4.8 -13.2 -1.3 SOYMEAL 20.0 19.5 16.0 -5.8 -4.0 -7.6 -1.4 -6.7 -2.4 9.6 -4.8 16.7 -16.1 16.3 8.3 -13.6 -16.0 -17.8 -18.0 16.3 0.5 20.0 -10.6 20.0 -16.7 5.1 3.6 1.2 9.1 -1.7 8.9 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -12.1 -20.0 SOYOIL -1.0 -9.9 -12.2 -5.9 -4.1 -7.8 -1.4 -6.9 -2.5 -5.8 3.3 -8.5 8.7 -13.4 -16.1 -8.3 -4.3 -7.2 -5.7 -9.1 -2.1 -9.4 6.4 -9.5 -17.1 -5.0 -5.2 -1.3 -6.1 2.1 -5.8 3.7 -12.4 -10.2 1.4 10.4 -20.0 -14.8 -20.0 -15.9 SP400 -3.9 -10.2 6.1 3.8 -3.7 4.4 -1.5 3.6 1.4 -11.2 11.9 0.6 6.1 0.5 3.2 -5.6 -6.0 -5.9 -5.8 0.5 4.4 -6.5 4.7 -3.6 -0.1 -0.9 -4.5 1.2 -4.2 1.2 -3.3 -0.5 -5.3 -8.9 -20.0 -10.0 -20.0 -20.0 -20.0 -20.0 SP500_micro 4.3 -14.3 10.3 4.5 -4.3 5.2 -1.8 4.2 1.6 -11.2 17.0 7.5 16.3 10.0 14.1 -9.0 -9.7 -9.8 -9.5 15.8 20.0 -0.3 19.9 9.4 -17.1 4.3 -5.0 6.3 -1.4 6.1 1.4 -6.7 9.3 -7.5 -2.3 9.0 -17.1 -20.0 -20.0 -20.0 SUGAR11 -19.4 -9.6 -8.1 -3.5 -2.4 -4.7 -0.8 -4.1 -1.5 -8.6 -12.5 -11.6 -11.9 -12.2 -12.1 15.6 7.9 7.1 3.9 -17.4 -14.6 -15.2 -12.6 -18.8 -16.0 -4.3 -2.2 -3.4 -3.9 -2.7 -4.8 20.0 -16.9 -20.0 -15.4 -1.1 -20.0 -20.0 -12.8 -20.0 US10 -6.4 -4.2 9.7 2.2 -1.2 1.5 -2.5 -0.5 0.3 -6.4 12.4 -8.8 4.3 -3.5 9.9 2.0 -0.0 2.0 1.4 4.0 7.9 -8.1 6.2 -3.0 -6.0 2.5 -3.6 4.9 -5.3 4.3 -2.0 -4.3 -9.6 -6.7 -4.6 12.4 -14.9 -20.0 -11.3 -20.0 US10U -5.3 -0.1 12.3 3.1 -1.7 2.1 -3.6 -0.7 0.5 -10.9 17.4 -11.7 2.1 -1.6 15.4 2.7 -1.1 1.1 -0.1 8.6 12.4 -12.1 7.5 -2.4 -12.0 4.9 -5.3 7.4 -6.5 5.5 -1.2 -6.8 -15.1 -6.7 0.4 20.0 -2.1 -14.9 -9.0 -20.0 US2 -7.8 -4.4 5.6 2.1 -1.2 1.4 -2.4 -0.5 0.3 -6.5 3.6 -11.1 -2.2 -7.6 5.0 -11.8 -15.3 -12.1 -12.9 -0.5 3.1 -9.9 2.2 -6.6 17.2 -0.1 -3.0 2.5 -6.4 2.9 -4.2 -20.0 -11.6 -12.3 -8.6 5.0 -13.7 -9.6 -17.3 -20.0 US20 -5.9 4.6 14.1 2.2 -1.2 1.4 -2.5 -0.5 0.3 -8.9 9.0 -8.2 -4.1 -0.6 11.5 3.7 2.9 4.1 3.8 7.1 8.1 -8.9 2.7 -0.7 -8.6 3.7 -4.6 4.6 -4.6 2.6 -0.4 0.2 -10.7 -5.0 5.1 16.0 14.4 13.8 -1.9 -16.4 US30 -4.0 6.3 13.9 2.4 -1.3 1.6 -2.7 -0.6 0.4 -10.4 5.6 -8.9 -8.2 -0.2 12.1 1.3 -2.6 -1.2 -2.0 7.1 6.6 -9.2 -0.4 -0.3 -5.2 4.1 -5.4 4.4 -5.0 1.6 -0.1 -9.6 -10.5 -4.0 7.0 14.0 11.9 9.4 -0.3 -16.4 US5 -6.2 -6.5 7.1 2.3 -1.3 1.5 -2.6 -0.5 0.4 -5.6 11.2 -10.6 4.6 -6.4 7.1 -1.3 -3.4 -1.7 -2.2 1.8 6.3 -8.6 6.0 -4.7 -1.0 1.4 -3.1 4.4 -5.9 4.7 -3.1 -10.2 -8.2 -8.1 -8.2 8.8 -17.1 -15.1 -13.5 -20.0 VIX 4.4 5.7 -10.7 -1.7 4.4 -3.9 4.5 -1.2 2.6 10.7 -20.0 -4.3 -10.9 -7.1 -15.8 -20.0 -20.0 -20.0 -20.0 -4.3 -7.7 5.6 -5.1 1.7 NaN -1.7 5.1 -4.4 5.2 -1.6 3.1 NaN NaN NaN NaN NaN -14.3 -20.0 NaN NaN WHEAT 18.2 8.1 -3.7 -6.9 -4.8 -9.1 -1.6 -8.0 -2.9 8.7 -20.0 16.7 -20.0 12.3 -11.4 -17.6 -18.4 -18.5 -18.4 -1.6 -13.3 16.5 -20.0 11.9 13.1 1.5 2.4 -2.8 10.2 -5.7 7.8 -19.5 20.0 20.0 20.0 14.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3