******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251107_204357 produced at 2025-11-07 21:39:42.512427 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.13 0.0 0.00 0.00 0.00 0.00 -9.11 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 -22.10 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.18 0.0 999.00 -999.00 -0.23 -0.23 -16.36 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.24 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.13 0.0 1.06 -1.06 -0.15 -0.15 -3.41 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -20.41 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.24 -0.11 0.0 1.04 -1.04 -0.24 -0.16 -1.41 13.0 -3 -2 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.06 0.0 0.00 0.00 0.00 0.00 -1.02 24.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.18 -0.18 -0.07 -0.07 -3.56 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.04 -0.08 -0.05 0.0 0.71 -0.71 -0.08 -0.04 -1.13 17.0 -2 -1 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.05 0.0 1.40 -1.40 -0.06 -0.06 -0.94 25.0 -1 -1 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.05 0.0 0.93 -0.93 -0.04 -0.04 -1.08 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 -4.73 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.68 2.0 0 0 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 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.14 -0.14 -0.05 -0.05 -4.62 18.0 -6 -6 caleb_strategy_v3 NZD False False 0.03 -0.12 -0.03 0.0 0.61 -0.61 -0.12 -0.12 -0.97 21.0 -4 -4 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.51 3.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.83 -0.83 -0.02 -0.03 -1.79 48.0 -1 -2 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.03 0.0 1.04 -1.04 -0.07 -0.07 -0.42 14.0 -1 -1 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.98 -0.98 0.00 0.00 -0.51 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.08 -0.02 0.0 0.59 -0.59 -0.08 -0.08 -0.75 23.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.15 -1.15 -0.06 -0.02 -1.21 56.0 -3 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.04 -0.02 0.0 0.15 -0.15 -0.04 -0.04 -2.69 26.0 -7 -7 caleb_strategy_v3 DOW False False 0.01 0.00 -0.02 0.0 0.80 -0.80 0.00 -0.04 -1.33 66.0 0 -3 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 DAX False False 0.01 -0.03 -0.02 0.0 0.82 -0.82 -0.03 -0.07 -1.11 58.0 -2 -5 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.78 5.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.02 0.0 0.16 -0.16 -0.05 -0.05 -0.98 10.0 -3 -3 caleb_strategy_v3 US10U False False 0.06 -0.12 -0.02 0.0 0.77 -0.77 -0.12 -0.12 -0.34 13.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.64 8.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.13 -0.01 0.0 0.43 -0.43 -0.13 -0.12 -1.30 68.0 -21 -19 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.34 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.05 3.0 -1 -1 caleb_strategy_v3 LIVECOW False False 0.05 0.00 -0.01 0.0 0.77 -0.77 0.00 0.00 -0.17 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.64 9.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.82 -0.82 -0.03 -0.03 -0.30 26.0 -1 -1 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.03 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 0.05 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.06 12.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.01 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 0.06 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.64 -0.64 0.00 0.00 0.00 8.0 0 0 caleb_strategy_v3 BUXL False False 0.07 0.00 -0.00 0.0 0.27 -0.27 0.00 -0.07 -0.07 4.0 0 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.22 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 1.53 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 0.00 0.20 999999999.0 1 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.01 0.0 0.21 -0.21 0.05 0.03 0.42 13.0 3 2 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.20 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.55 -0.55 0.02 0.02 0.31 23.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.30 999999999.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.76 -0.76 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.74 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.03 0.0 0.16 -0.16 0.00 0.00 0.52 3.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.06 0.0 0.14 -0.14 0.04 0.07 1.73 4.0 1 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.60 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.63 -0.63 0.00 0.00 2.28 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 1.69 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.09 0.0 0.67 -0.67 0.20 0.20 2.73 20.0 6 6 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.33 -1.33 0.07 0.07 1.29 19.0 1 1 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.17 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.15 0.0 0.72 -0.72 0.00 0.00 2.10 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 2.30 10.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.24 0.17 0.0 0.61 -0.61 0.24 0.22 10.01 36.0 14 13 caleb_strategy_v3 MXP False False 0.01 0.33 0.39 0.0 0.83 -0.83 0.33 0.33 28.10 60.0 24 24 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.54 0.0 1.45 -1.45 0.00 0.00 10.64 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.5 Shocked risk 39.0 Sum abs risk 46.1 Leverage 6.74 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1948216.67, 'annual_cash_vol_target': 487054.1675, 'daily_cash_vol_target': 30440.88546875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6498 0.5268 8.4288 BITCOIN 2513.6860 103560.0000 2.4273 38.8364 BOBL 0.1710 118.1100 0.1448 2.3165 BTP 0.3819 121.0500 0.3155 5.0483 BUND 0.3440 129.0600 0.2665 4.2642 BUXL 0.8458 114.9800 0.7356 11.7692 CAC 58.1223 8017.0000 0.7250 11.5998 CAD 0.0024 0.7136 0.3330 5.3281 CANOLA 6.2366 650.5000 0.9587 15.3397 CHF 0.0052 1.2464 0.4201 6.7219 COCOA 142.7942 6133.0000 2.3283 37.2527 COFFEE 7.2123 388.2500 1.8576 29.7221 COPPER 0.0728 4.9590 1.4685 23.4965 CORN 3.8663 463.2500 0.8346 13.3536 COTTON2 0.7126 65.0900 1.0948 17.5170 CRUDE_W 0.7923 59.8200 1.3245 21.1920 DAX 165.9345 23811.0000 0.6969 11.1501 DOW 292.2602 47046.0000 0.6212 9.9396 DX 0.3674 99.4500 0.3694 5.9109 EUR 0.0045 1.1581 0.3869 6.1900 EURIBOR-ICE 0.0315 97.8200 0.0322 0.5145 EUROSTX 39.6752 5620.0000 0.7060 11.2954 FEEDCOW 4.4799 313.5250 1.4289 22.8623 GASOIL 10.8041 688.2500 1.5698 25.1166 GASOLINE 0.0278 1.8824 1.4783 23.6530 GAS_US_mini 0.1083 4.5550 2.3783 38.0532 GBP 0.0061 1.3158 0.4633 7.4126 GOLD_micro 50.0317 4014.2000 1.2464 19.9419 HEATOIL 0.0351 2.3967 1.4665 23.4638 JGB-SGX-mini 0.1962 135.9400 0.1443 2.3087 JPY 0.0000 0.0065 0.6061 9.6975 LEANHOG 0.9264 79.3500 1.1675 18.6805 LIVECOW 2.8216 219.7250 1.2842 20.5467 LUMBER-new 8.1919 575.0000 1.4247 22.7949 MXP 0.0003 0.0540 0.5692 9.1080 NASDAQ_micro 225.7348 25113.5000 0.8989 14.3817 NIKKEI 624.9532 50330.0000 1.2417 19.8674 NZD 0.0031 0.5635 0.5577 8.9231 OAT 0.3600 122.2200 0.2946 4.7132 OATIES 4.9467 308.2500 1.6048 25.6763 OJ 6.2051 171.7000 3.6139 57.8223 PALLAD 41.3447 1419.0000 2.9136 46.6184 PLAT 31.0593 1553.7000 1.9991 31.9849 REDWHEAT 8.3239 531.0000 1.5676 25.0814 RICE 0.1371 10.3100 1.3299 21.2777 ROBUSTA 86.2429 4659.0000 1.8511 29.6177 RUSSELL 28.5886 2437.5000 1.1729 18.7658 SHATZ 0.0486 107.0450 0.0454 0.7263 SILVER-mini 0.8596 48.8875 1.7583 28.1329 SMI 78.7315 12380.0000 0.6360 10.1753 SOFR 0.0507 96.7300 0.0524 0.8385 SOYBEAN 9.0733 1100.5000 0.8245 13.1915 SOYMEAL 4.2870 321.7000 1.3326 21.3217 SOYOIL 0.6141 50.4600 1.2169 19.4711 SP400 29.9271 3246.4000 0.9219 14.7497 SP500_micro 46.7619 6742.0000 0.6936 11.0975 SUGAR11 0.2357 13.7500 1.7141 27.4253 US10 0.3395 112.8594 0.3008 4.8125 US10U 0.4297 115.5469 0.3719 5.9498 US2 0.0850 104.2109 0.0815 1.3043 US20 0.6640 117.0938 0.5671 9.0736 US30 0.9833 120.8125 0.8139 13.0229 US5 0.2190 109.3828 0.2002 3.2037 VIX 0.4920 21.5000 2.2885 36.6161 WHEAT 7.5104 590.0000 1.2729 20.3671 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 649.75 0.53 342.29 1.00 342.29 30440.89 88.93 9.87 87.77 BITCOIN 103.56 2.43 251.37 1.00 251.37 30440.89 121.10 -15.55 -188.26 BOBL 1181.10 0.14 171.00 1.15 196.78 30440.89 154.69 8.19 126.77 BTP 1210.50 0.32 381.94 1.15 439.53 30440.89 69.26 8.87 61.47 BUND 1290.60 0.27 343.96 1.15 395.83 30440.89 76.90 2.77 21.28 BUXL 1149.80 0.74 845.77 1.15 973.30 30440.89 31.28 -2.22 -6.94 CAC 801.70 0.72 581.22 1.15 668.87 30440.89 45.51 10.30 46.86 CAD 713.55 0.33 237.61 1.00 237.61 30440.89 128.11 -10.26 -131.41 CANOLA 130.10 0.96 124.73 0.71 88.45 30440.89 344.16 1.82 62.62 CHF 1558.06 0.42 654.57 1.00 654.57 30440.89 46.51 -11.65 -54.18 COCOA 613.30 2.33 1427.94 1.00 1427.94 30440.89 21.32 -5.72 -12.20 COFFEE 1455.94 1.86 2704.60 1.00 2704.60 30440.89 11.26 13.18 14.83 COPPER 1239.75 1.47 1820.61 1.00 1820.61 30440.89 16.72 1.65 2.75 CORN 231.62 0.83 193.31 1.00 193.31 30440.89 157.47 -0.15 -2.43 COTTON2 325.45 1.09 356.31 1.00 356.31 30440.89 85.43 -17.13 -146.33 CRUDE_W 598.20 1.32 792.31 1.00 792.31 30440.89 38.42 -1.87 -7.17 DAX 238.11 0.70 165.93 1.15 190.96 30440.89 159.41 -2.04 -32.56 DOW 235.23 0.62 146.13 1.00 146.13 30440.89 208.31 -2.75 -57.35 DX 994.50 0.37 367.40 1.00 367.40 30440.89 82.85 7.83 64.87 EUR 1447.62 0.39 560.05 1.00 560.05 30440.89 54.35 -2.96 -16.06 EURIBOR-ICE 2445.50 0.03 78.64 1.15 90.50 30440.89 336.37 9.26 311.50 EUROSTX 562.00 0.71 396.75 1.15 456.58 30440.89 66.67 12.01 80.06 FEEDCOW 1567.62 1.43 2239.97 1.00 2239.97 30440.89 13.59 0.01 0.02 GASOIL 688.25 1.57 1080.41 1.00 1080.41 30440.89 28.18 14.19 39.97 GASOLINE 790.61 1.48 1168.76 1.00 1168.76 30440.89 26.05 6.58 17.15 GAS_US_mini 113.88 2.38 270.83 1.00 270.83 30440.89 112.40 -2.21 -24.81 GBP 822.38 0.46 381.00 1.00 381.00 30440.89 79.90 -5.20 -41.51 GOLD_micro 401.42 1.25 500.32 1.00 500.32 30440.89 60.84 -5.80 -35.30 HEATOIL 1006.61 1.47 1476.19 1.00 1476.19 30440.89 20.62 5.85 12.05 JGB-SGX-mini 135940.00 0.14 19615.10 0.01 127.40 30440.89 238.94 -8.53 -203.77 JPY 816.75 0.61 495.03 1.00 495.03 30440.89 61.49 -7.07 -43.45 LEANHOG 317.40 1.17 370.57 1.00 370.57 30440.89 82.15 0.83 6.85 LIVECOW 878.90 1.28 1128.66 1.00 1128.66 30440.89 26.97 -1.93 -5.20 LUMBER-new 158.12 1.42 225.28 1.00 225.28 30440.89 135.13 -10.67 -144.19 MXP 269.95 0.57 153.67 1.00 153.67 30440.89 198.09 9.65 191.21 NASDAQ_micro 502.27 0.90 451.47 1.00 451.47 30440.89 67.43 -4.78 -32.20 NIKKEI 50330.00 1.24 62495.32 0.01 405.90 30440.89 75.00 12.31 92.34 NZD 563.50 0.56 314.26 1.00 314.26 30440.89 96.86 -3.86 -37.44 OAT 1222.20 0.29 360.03 1.15 414.32 30440.89 73.47 9.16 67.30 OATIES 154.12 1.60 247.34 1.00 247.34 30440.89 123.08 -18.93 -233.02 OJ 257.55 3.61 930.76 1.00 930.76 30440.89 32.71 -13.15 -43.02 PALLAD 1419.00 2.91 4134.47 1.00 4134.47 30440.89 7.36 0.52 0.38 PLAT 776.85 2.00 1552.97 1.00 1552.97 30440.89 19.60 0.86 1.68 REDWHEAT 265.50 1.57 416.19 1.00 416.19 30440.89 73.14 -6.63 -48.47 RICE 206.20 1.33 274.22 1.00 274.22 30440.89 111.01 -17.49 -194.21 ROBUSTA 465.90 1.85 862.43 1.00 862.43 30440.89 35.30 6.61 23.31 RUSSELL 121.88 1.17 142.94 1.00 142.94 30440.89 212.96 -1.84 -39.14 SHATZ 1070.45 0.05 48.59 1.15 55.92 30440.89 544.35 -1.84 -100.34 SILVER-mini 1222.19 1.76 2148.98 1.00 2148.98 30440.89 14.17 4.13 5.84 SMI 1238.00 0.64 787.31 1.24 972.71 30440.89 31.29 10.94 34.25 SOFR 2418.25 0.05 126.73 1.00 126.73 30440.89 240.19 -6.23 -149.61 SOYBEAN 550.25 0.82 453.66 1.00 453.66 30440.89 67.10 3.58 24.01 SOYMEAL 321.70 1.33 428.70 1.00 428.70 30440.89 71.01 -5.16 -36.64 SOYOIL 302.76 1.22 368.44 1.00 368.44 30440.89 82.62 -12.78 -105.61 SP400 3246.40 0.92 2992.71 1.00 2992.71 30440.89 10.17 -7.15 -7.27 SP500_micro 337.10 0.69 233.81 1.00 233.81 30440.89 130.20 -5.91 -76.94 SUGAR11 154.00 1.71 263.97 1.00 263.97 30440.89 115.32 -16.46 -189.79 US10 1128.59 0.30 339.46 1.00 339.46 30440.89 89.67 -4.52 -40.56 US10U 1155.47 0.37 429.67 1.00 429.67 30440.89 70.85 -3.79 -26.83 US2 2084.22 0.08 169.90 1.00 169.90 30440.89 179.17 -5.45 -97.66 US20 1170.94 0.57 664.04 1.00 664.04 30440.89 45.84 0.82 3.77 US30 1208.12 0.81 983.33 1.00 983.33 30440.89 30.96 -0.89 -2.75 US5 1093.83 0.20 219.02 1.00 219.02 30440.89 138.99 -5.35 -74.34 VIX 215.00 2.29 492.03 1.00 492.03 30440.89 61.87 -10.69 -66.17 WHEAT 295.00 1.27 375.52 1.00 375.52 30440.89 81.06 -5.98 -48.49 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 87.771 0.010 2.5 2.281 BITCOIN -188.255 0.043 2.5 -20.414 BOBL 126.767 0.004 2.5 1.287 BTP 61.465 0.014 2.5 2.099 BUND 21.281 0.004 2.5 0.216 BUXL -6.937 0.004 2.5 -0.070 CAC 46.857 0.014 2.5 1.600 CAD -131.412 0.010 2.5 -3.414 CANOLA 62.615 0.010 2.5 1.525 CHF -54.178 0.010 2.5 -1.408 COCOA -12.197 0.010 2.5 -0.297 COFFEE 14.832 0.005 2.5 0.197 COPPER 2.754 0.043 2.5 0.299 CORN -2.427 0.010 2.5 -0.059 COTTON2 -146.327 0.010 2.5 -3.565 CRUDE_W -7.170 0.043 2.5 -0.778 DAX -32.560 0.014 2.5 -1.112 DOW -57.349 0.009 2.5 -1.335 DX 64.867 0.010 2.5 1.685 EUR -16.064 0.010 2.5 -0.417 EURIBOR-ICE 311.501 0.014 2.5 10.640 EUROSTX 80.059 0.014 2.5 2.735 FEEDCOW 0.016 0.013 2.5 0.001 GASOIL 39.967 0.017 2.5 1.735 GASOLINE 17.146 0.017 2.5 0.744 GAS_US_mini -24.813 0.043 2.5 -2.691 GBP -41.513 0.010 2.5 -1.079 GOLD_micro -35.300 0.014 2.5 -1.206 HEATOIL 12.053 0.017 2.5 0.523 JGB-SGX-mini -203.766 0.043 2.5 -22.096 JPY -43.452 0.010 2.5 -1.129 LEANHOG 6.848 0.024 2.5 0.417 LIVECOW -5.199 0.013 2.5 -0.173 LUMBER-new -144.187 0.010 2.5 -3.513 MXP 191.207 0.059 2.5 28.103 NASDAQ_micro -32.198 0.009 2.5 -0.749 NIKKEI 92.344 0.043 2.5 10.014 NZD -37.437 0.010 2.5 -0.973 OAT 67.299 0.014 2.5 2.299 OATIES -233.024 0.010 2.5 -5.677 OJ -43.023 0.010 2.5 -1.048 PALLAD 0.384 0.014 2.5 0.013 PLAT 1.681 0.014 2.5 0.057 REDWHEAT -48.474 0.005 2.5 -0.644 RICE -194.213 0.010 2.5 -4.732 ROBUSTA 23.314 0.005 2.5 0.310 RUSSELL -39.139 0.013 2.5 -1.299 SHATZ -100.341 0.004 2.5 -1.019 SILVER-mini 5.844 0.014 2.5 0.200 SMI 34.251 0.014 2.5 1.170 SOFR -149.613 0.024 2.5 -9.105 SOYBEAN 24.006 0.004 2.5 0.224 SOYMEAL -36.640 0.004 2.5 -0.341 SOYOIL -105.611 0.004 2.5 -0.985 SP400 -7.274 0.013 2.5 -0.241 SP500_micro -76.940 0.009 2.5 -1.791 SUGAR11 -189.790 0.010 2.5 -4.624 US10 -40.556 0.005 2.5 -0.515 US10U -26.832 0.005 2.5 -0.340 US2 -97.664 0.005 2.5 -1.239 US20 3.766 0.005 2.5 0.048 US30 -2.749 0.005 2.5 -0.035 US5 -74.336 0.005 2.5 -0.943 VIX -66.167 0.099 2.5 -16.356 WHEAT -48.488 0.005 2.5 -0.644 ===================== Position diags ===================== AUD 2.31 BITCOIN 13.13 BOBL 1.57 BTP 2.37 BUND 0.78 BUXL 0.32 CAC 1.55 CAD 3.33 CANOLA 8.38 CHF 1.21 COCOA 0.52 COFFEE 0.15 COPPER 1.81 CORN 3.84 COTTON2 2.08 CRUDE_W 4.17 DAX 5.44 DOW 4.85 DX 2.15 EUR 1.41 EURIBOR-ICE 11.49 EUROSTX 2.28 FEEDCOW 0.45 GASOIL 1.22 GASOLINE 1.13 GAS_US_mini 12.19 GBP 2.08 GOLD_micro 2.08 HEATOIL 0.90 JGB-SGX-mini 25.91 JPY 1.60 LEANHOG 5.00 LIVECOW 0.90 LUMBER-new 3.29 MXP 29.12 NASDAQ_micro 1.57 NIKKEI 8.13 NZD 2.52 OAT 2.51 OATIES 3.00 OJ 0.80 PALLAD 0.25 PLAT 0.67 REDWHEAT 0.97 RICE 2.70 ROBUSTA 0.47 RUSSELL 7.07 SHATZ 5.53 SILVER-mini 0.48 SMI 1.07 SOFR 14.62 SOYBEAN 0.62 SOYMEAL 0.66 SOYOIL 0.77 SP400 0.34 SP500_micro 3.03 SUGAR11 2.81 US10 1.14 US10U 0.90 US2 2.27 US20 0.58 US30 0.39 US5 1.76 VIX 15.29 WHEAT 1.08 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 -20.4 -21.7 -19.1 0.0 0 BOBL 1.3 1.1 1.4 1.0 1 BTP 2.1 1.9 2.3 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.1 -0.0 0.0 0 CAC 1.6 1.4 1.8 0.0 0 CAD -3.4 -3.7 -3.1 -4.0 -4 CANOLA 1.5 0.7 2.4 1.0 1 CHF -1.4 -1.5 -1.3 -3.0 -3 COCOA -0.3 -0.3 -0.2 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.3 0.1 0.5 1.0 1 CORN -0.1 -0.4 0.3 0.0 0 COTTON2 -3.6 -3.8 -3.4 -4.0 -4 CRUDE_W -0.8 -1.2 -0.4 0.0 0 DAX -1.1 -1.7 -0.6 -2.0 -2 DOW -1.3 -1.8 -0.8 0.0 0 DX 1.7 1.5 1.9 0.0 0 EUR -0.4 -0.6 -0.3 -1.0 -1 EURIBOR-ICE 10.6 9.5 11.8 0.0 0 EUROSTX 2.7 2.5 3.0 6.0 6 FEEDCOW 0.0 -0.0 0.0 0.0 0 GASOIL 1.7 1.6 1.9 1.0 1 GASOLINE 0.7 0.6 0.9 1.0 1 GAS_US_mini -2.7 -3.9 -1.5 -7.0 -7 GBP -1.1 -1.3 -0.9 -1.0 -1 GOLD_micro -1.2 -1.4 -1.0 -3.0 -3 HEATOIL 0.5 0.4 0.6 0.0 0 JGB-SGX-mini -22.1 -24.7 -19.5 0.0 0 JPY -1.1 -1.3 -1.0 -2.0 -2 LEANHOG 0.4 -0.1 0.9 3.0 3 LIVECOW -0.2 -0.3 -0.1 0.0 0 LUMBER-new -3.5 -3.8 -3.2 0.0 0 MXP 28.1 25.2 31.0 24.0 24 NASDAQ_micro -0.7 -0.9 -0.6 -3.0 -3 NIKKEI 10.0 9.2 10.8 14.0 14 NZD -1.0 -1.2 -0.7 -4.0 -4 OAT 2.3 2.0 2.5 5.0 5 OATIES -5.7 -6.0 -5.4 NaN 0 OJ -1.0 -1.1 -1.0 -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 -1.3 -2.0 -0.6 -21.0 -21 SHATZ -1.0 -1.6 -0.5 NaN 0 SILVER-mini 0.2 0.2 0.2 1.0 1 SMI 1.2 1.1 1.3 0.0 0 SOFR -9.1 -10.6 -7.6 NaN 0 SOYBEAN 0.2 0.2 0.3 1.0 1 SOYMEAL -0.3 -0.4 -0.3 0.0 0 SOYOIL -1.0 -1.1 -0.9 -3.0 -3 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -1.8 -2.1 -1.5 -1.0 -1 SUGAR11 -4.6 -4.9 -4.3 -6.0 -6 US10 -0.5 -0.6 -0.4 0.0 0 US10U -0.3 -0.4 -0.3 -2.0 -2 US2 -1.2 -1.5 -1.0 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.0 -0.1 0.0 0.0 0 US5 -0.9 -1.1 -0.8 -1.0 -1 VIX -16.4 -17.9 -14.8 -21.0 -21 WHEAT -0.6 -0.8 -0.5 -1.0 -1 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 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 -0.1 0.2 0.3 0.2 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 -0.1 0.2 -0.2 0.5 -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 -0.1 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 0.2 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 0.8 -0.0 -0.0 0.0 -0.1 0.3 0.7 0.5 0.7 BTP 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.2 0.5 0.0 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 0.0 0.5 0.2 0.4 0.4 0.2 0.2 0.7 0.2 0.7 BUND -0.0 0.3 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 -0.2 0.2 -0.2 -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 -0.0 0.1 -0.0 0.2 0.7 0.3 0.7 BUXL 0.0 0.4 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.2 -0.2 -0.1 -0.6 0.0 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 -0.1 -0.1 -0.2 -0.0 -0.0 -0.1 -0.1 0.2 -0.2 0.1 0.5 -0.2 0.2 CAC 0.0 0.4 0.3 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.1 0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.3 0.0 0.4 0.0 -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 0.1 -0.5 -0.4 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.4 0.0 -0.0 -0.2 -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 -0.0 -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 1.0 -0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.5 0.3 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 -0.1 0.3 -0.2 -0.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -1.1 -0.3 -0.1 0.2 0.0 -0.6 -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 0.0 0.3 -0.3 0.1 -0.3 0.0 -0.1 0.2 COFFEE 0.0 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 0.4 0.1 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 1.1 0.2 0.6 0.6 0.6 0.3 0.5 0.6 0.7 COPPER 0.0 0.5 -0.0 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.1 -0.0 -0.3 -0.6 0.7 0.3 0.7 0.4 CORN 0.3 0.2 0.1 -0.1 -0.1 -0.3 -0.0 -0.3 -0.0 -0.1 -0.2 0.2 -0.5 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 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 -0.1 -0.3 -0.0 -0.3 -0.0 -0.2 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 -2.0 -0.1 -0.1 -0.2 -0.1 -0.4 -0.0 -0.8 0.2 0.1 0.0 0.5 -0.3 -0.5 -0.3 -0.4 CRUDE_W 0.1 -0.2 -0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.1 -0.2 0.1 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.0 0.8 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.4 -0.3 -0.6 -0.5 -0.5 0.7 0.6 0.1 0.6 DAX -0.3 -0.0 -0.3 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.4 -0.2 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 -0.1 -0.1 -0.2 -0.6 -0.5 -0.6 0.3 0.7 0.5 0.7 DOW 0.2 -0.1 0.4 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.4 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.4 0.1 -1.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.3 0.3 -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 0.1 -0.5 0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 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 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.6 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.1 0.4 -0.2 2.0 -0.1 -0.0 0.0 -0.1 0.2 -0.1 -0.4 -0.0 -0.0 0.1 -0.0 -0.2 -0.7 -0.4 -0.7 EURIBOR-ICE -0.1 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 0.4 -0.0 0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.0 0.2 -0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 -0.0 0.8 -0.0 0.0 0.0 -0.0 0.2 0.7 0.3 0.7 EUROSTX 0.0 0.4 0.3 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.2 0.5 0.0 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 -0.1 0.1 -0.0 0.1 0.0 0.3 0.2 0.2 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 0.5 0.1 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 0.1 0.4 0.4 0.3 0.3 0.4 0.1 0.3 GASOLINE 0.3 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 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 -0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.6 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 -0.3 0.2 2.7 0.0 0.1 -0.1 0.1 -0.1 0.1 -1.1 0.3 0.2 0.3 -0.5 -0.2 -0.7 -0.7 -0.7 GBP -0.5 -0.6 -0.3 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 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 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.4 -0.6 -0.3 -0.1 0.3 -0.1 0.3 -0.1 GOLD_micro -0.6 -0.3 -0.0 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 -0.1 0.3 0.6 0.5 -0.2 0.1 -0.6 -0.3 HEATOIL 0.6 0.0 0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.1 0.3 0.2 0.3 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.2 0.2 0.2 -2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.2 0.5 0.3 -0.0 0.6 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 0.2 0.2 0.2 0.2 -0.1 -0.1 -0.0 -0.4 -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 -0.4 -0.6 -0.3 -0.7 JPY -0.3 -0.5 -0.4 -0.0 -0.0 -0.0 -0.0 0.0 -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 -0.1 2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.1 -0.1 -0.3 -0.3 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.6 -0.6 -0.1 -0.1 -0.1 -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 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.5 -0.6 -0.1 0.6 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.0 -0.7 -0.1 -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 -0.2 0.4 0.8 0.5 0.8 MXP -0.3 -0.4 0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 0.5 0.0 0.7 0.0 0.2 0.2 0.3 0.3 0.2 0.1 0.2 -0.0 0.5 -0.0 -2.7 0.1 0.0 0.4 -0.0 0.5 -0.0 1.1 0.4 0.4 0.6 0.6 0.2 0.3 0.2 0.4 NASDAQ_micro 0.1 -0.4 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 0.0 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 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.3 0.2 0.2 0.4 0.4 -0.5 -0.7 -0.5 -0.7 NIKKEI 0.2 0.0 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 0.1 0.1 0.1 0.2 0.2 0.0 0.4 0.2 -1.3 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 0.4 0.6 0.6 0.6 -0.0 0.3 0.3 0.5 NZD -0.1 -0.5 -0.5 -0.0 -0.0 -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 -0.5 -0.3 -0.4 -0.5 0.3 0.7 0.4 0.7 OAT 0.1 0.3 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 0.1 0.1 0.3 0.2 0.3 0.3 0.1 0.0 -0.0 -0.1 0.0 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 -0.1 -0.4 -0.0 -0.4 -0.1 -0.2 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.1 -0.3 -0.1 -1.3 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.6 -0.5 -0.1 -0.3 -0.4 -0.7 -0.5 -0.5 -0.4 OJ -0.3 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -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 -0.0 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 0.1 0.2 -0.0 -0.3 -0.6 -0.7 -0.6 PLAT -0.6 -0.1 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 -0.1 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 -0.0 0.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.2 -0.1 -0.3 -0.0 -0.2 0.7 0.3 -0.4 -0.3 REDWHEAT 0.6 0.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.3 -0.4 -0.4 -0.0 -0.2 0.1 -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 -0.8 -0.0 -0.6 -0.6 -0.4 -0.3 -0.3 -0.0 -0.3 ROBUSTA 0.1 0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.1 0.0 0.1 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 0.2 0.3 0.3 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.3 -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 -0.1 -0.2 0.2 -0.7 -0.7 -0.7 -0.7 SHATZ -0.0 0.1 -0.3 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.1 -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 -0.0 -0.1 -0.0 -1.1 -0.0 -0.2 -0.1 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.6 -0.1 0.3 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 -0.8 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 -0.4 0.3 0.3 0.1 -0.1 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 1.5 0.0 0.0 0.1 -0.0 0.1 -0.0 0.8 -0.2 -0.4 -0.4 -0.2 0.7 0.7 0.7 0.7 SOFR -0.3 -0.4 0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.4 -0.1 0.5 -0.1 0.0 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 -0.0 0.3 -0.1 -0.3 -0.5 0.3 -0.1 -0.5 -0.2 -0.7 SOYBEAN 0.6 0.2 0.3 -0.1 -0.1 -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 0.1 -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 -0.5 0.2 0.1 -0.3 -0.3 -0.3 -0.4 0.2 0.0 0.2 -0.3 0.2 -2.1 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 -0.1 -0.3 -0.4 -0.1 -0.0 -0.2 -0.0 -0.3 -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 -0.1 -0.2 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 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -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 0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 -0.1 0.5 0.1 -2.3 0.0 -0.1 0.2 -0.0 0.2 0.0 -0.4 0.1 -0.1 -0.1 0.3 -0.5 -0.7 -0.7 -0.7 SUGAR11 -0.6 -0.3 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -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 -0.4 -0.2 -2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 1.1 -0.3 -0.6 -0.5 -0.1 -0.7 -0.7 -0.4 -0.7 US10 -0.3 -0.1 0.3 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 0.2 -0.0 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.8 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.2 -0.1 -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 -0.3 -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 -0.0 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 -0.0 0.1 -0.0 -1.1 -0.2 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.3 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 -0.2 -0.2 0.1 0.5 0.5 0.5 -0.1 -0.6 US30 -0.2 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 -0.2 -0.1 0.2 0.4 0.4 0.3 -0.0 -0.6 US5 -0.2 -0.2 0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.5 -0.1 -0.2 -0.2 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.1 0.3 -0.5 -0.0 0.1 -0.2 0.1 -0.1 0.1 0.2 -0.9 -0.0 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.1 -0.2 0.1 NaN -0.0 0.1 -0.2 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.7 -1.1 NaN NaN WHEAT 0.6 0.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -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 -3.3 -8.6 1.7 -4.8 -4.1 -0.4 -7.4 2.2 -7.4 -16.0 14.9 -14.9 3.6 -16.6 -6.2 -0.5 -1.3 -0.9 -1.1 -3.5 1.9 -10.0 2.3 -7.2 16.3 -2.1 -8.0 1.1 -7.1 0.3 -5.0 3.8 11.3 5.6 9.5 8.8 20.0 20.0 20.0 20.0 BITCOIN -17.2 -15.5 -20.0 5.8 -0.7 7.2 -0.8 6.1 2.1 -14.4 8.6 -17.7 15.0 -18.1 -14.7 -5.3 -7.2 -6.4 -6.8 -13.0 -1.0 -20.0 10.0 -20.0 -20.0 -5.5 -6.7 -1.2 -9.3 3.4 -8.4 -1.7 -20.0 -20.0 -20.0 -20.0 11.0 -5.6 -19.0 -11.9 BOBL -2.4 6.5 -0.0 2.3 -2.4 1.7 -3.3 -0.6 -0.2 -10.1 3.0 -13.2 -0.7 0.1 1.1 20.0 7.7 20.0 17.1 2.1 0.7 -7.0 -1.5 -1.5 2.7 1.6 -3.4 0.7 -4.2 -0.4 -0.7 14.3 -0.9 -0.9 1.0 -4.3 10.5 20.0 16.4 20.0 BTP 3.9 8.1 2.8 3.0 -3.2 2.2 -4.4 -0.8 -0.2 -20.0 20.0 1.4 20.0 16.1 19.1 6.1 8.7 8.0 8.8 14.3 14.0 -1.7 14.7 9.1 -20.0 7.0 -4.7 6.6 -1.3 6.6 4.4 9.6 8.6 12.2 13.5 6.8 4.8 20.0 6.6 20.0 BUND -1.5 8.5 3.4 2.6 -2.7 1.9 -3.8 -0.7 -0.2 -16.8 5.8 -14.0 -7.7 2.6 5.3 -6.5 3.0 -2.4 1.6 4.7 1.5 -8.1 -5.0 -0.1 -0.9 2.9 -5.7 1.5 -5.1 -1.0 -0.2 -0.8 -2.2 -0.4 4.0 -1.2 7.5 20.0 9.9 20.0 BUXL 0.3 12.3 1.3 2.4 -2.5 1.8 -3.6 -0.7 -0.2 -17.0 -9.1 -12.5 -16.9 3.6 5.5 4.1 2.8 3.9 3.6 1.8 -5.9 -9.4 -15.7 -0.8 -1.8 1.5 -8.5 -1.9 -6.2 -5.5 -0.6 -0.0 -3.8 -2.6 5.9 -7.7 2.2 15.5 -5.8 5.1 CAC 1.1 12.0 8.6 5.6 -7.3 6.9 -4.3 5.8 1.0 -15.8 18.8 -5.8 15.5 6.8 14.4 -1.9 -1.3 -2.2 -1.6 13.6 13.8 -16.6 10.2 1.8 3.2 4.4 -10.2 3.5 -7.5 1.0 -0.2 7.1 -19.9 4.7 3.3 -9.6 20.0 20.0 20.0 20.0 CAD 2.5 -14.5 -12.9 -5.4 -4.6 -0.4 -8.3 2.5 -8.4 -10.7 -7.6 -15.7 -6.3 -20.0 -20.0 -8.8 -7.3 -8.3 -7.8 -20.0 -15.2 -15.7 -9.3 -18.5 20.0 -7.9 -2.6 -4.7 -7.4 -2.2 -8.1 -7.2 0.3 -0.2 -5.7 -17.8 -20.0 -20.0 -20.0 -20.0 CANOLA 13.1 -3.5 -20.0 -4.9 -4.4 -6.3 -2.2 -5.6 -2.5 -4.7 -3.4 5.1 -0.4 2.8 -11.8 -20.0 -11.0 -19.0 -14.2 -6.4 -9.1 2.6 -3.8 2.1 7.2 -3.3 -1.1 -4.6 0.7 -2.5 0.2 -8.7 14.3 7.2 6.1 -2.4 16.6 20.0 20.0 20.0 CHF -10.5 -12.7 -5.0 -3.7 -3.1 -0.3 -5.6 1.7 -5.7 -9.1 10.2 -11.9 11.9 -13.0 -9.6 -16.1 -15.7 -15.8 -15.4 -7.1 3.2 -16.1 10.3 -14.3 -0.8 -2.7 -3.2 2.1 -7.7 4.9 -6.7 -20.0 -14.1 -1.9 5.6 1.1 -19.0 -20.0 -20.0 -20.0 COCOA 20.0 -18.2 -20.0 -2.9 -2.5 -3.7 -1.3 -3.3 -1.4 -4.0 -8.3 0.8 -0.7 -5.2 -7.7 -3.1 10.2 0.3 4.9 -9.3 -9.5 -0.1 -1.5 -3.2 -20.0 -2.0 -1.6 -1.9 0.5 0.7 -0.4 20.0 0.6 8.9 -8.1 2.7 -8.0 1.2 -1.8 4.8 COFFEE 0.5 8.5 17.5 -5.1 -4.6 -6.6 -2.3 -5.9 -2.6 6.9 12.0 5.1 12.7 9.0 13.8 19.2 11.4 16.6 13.8 15.7 16.3 8.7 16.2 11.0 -20.0 5.5 1.9 6.8 2.3 7.8 3.1 20.0 9.2 20.0 20.0 20.0 10.1 14.3 18.0 20.0 COPPER 1.4 15.6 -0.2 2.6 -0.3 3.2 -0.3 2.7 0.9 -6.3 -1.5 -4.0 -1.2 4.6 -2.2 -6.1 -5.6 -5.7 -5.5 3.7 2.3 -3.7 2.0 1.7 -4.4 1.7 -2.7 2.2 -1.9 3.1 0.4 0.8 -5.6 -1.2 -7.8 -18.9 20.0 9.9 20.0 11.7 CORN 8.2 5.7 4.0 -7.2 -6.4 -9.3 -3.3 -8.3 -3.6 -12.6 -8.3 14.9 -13.4 12.3 14.2 -19.1 -19.1 -20.0 -20.0 4.6 -4.5 6.1 -14.9 8.6 10.3 4.6 -2.6 0.1 5.2 -6.4 7.1 -20.0 20.0 18.8 20.0 20.0 -9.0 -3.0 2.9 -1.2 COTTON2 7.6 -3.3 2.0 -7.3 -6.5 -9.5 -3.3 -8.4 -3.7 -20.0 -20.0 -7.0 -20.0 -12.7 -16.8 -17.7 -14.7 -17.4 -16.2 -10.7 -14.8 -8.9 -20.0 -6.3 -14.8 -5.8 -14.7 -7.2 -5.8 -9.8 -3.7 -14.6 8.0 1.8 1.3 15.9 -9.7 -14.5 -8.3 -12.5 CRUDE_W 1.7 -7.6 -4.3 2.0 6.1 1.5 7.7 1.0 5.2 -7.6 -7.0 10.2 -12.0 -9.2 -15.1 0.4 6.1 2.9 4.5 -8.2 -8.3 -0.0 -9.4 -4.2 5.8 -5.6 -0.1 -6.0 -0.1 -6.1 -2.6 -6.8 -13.1 -18.8 -13.9 -14.1 20.0 17.4 4.3 18.3 DAX -8.4 -0.2 -8.6 5.0 -6.5 6.2 -3.8 5.2 0.9 -17.0 16.3 -15.9 17.8 -1.5 1.3 -6.5 -6.6 -6.2 -5.9 -0.7 6.6 -15.7 18.3 -7.4 -11.6 -1.5 -12.2 0.7 -9.5 6.3 -4.7 -1.0 -8.5 -19.9 -14.8 -20.0 9.6 20.0 16.3 20.0 DOW 6.4 -2.2 13.4 4.1 -5.4 5.1 -3.2 4.3 0.7 -12.6 16.4 6.2 14.3 9.8 13.9 -8.3 -8.4 -8.5 -8.1 13.8 16.0 -0.8 14.4 8.3 -11.9 4.6 -4.6 5.8 -1.3 5.2 2.0 -4.4 10.5 9.5 -4.0 3.9 -20.0 -20.0 -20.0 -20.0 DX 10.4 17.5 6.7 -3.8 -3.3 -0.3 -5.9 1.8 -5.9 5.7 -7.5 11.5 -13.0 15.3 12.4 6.0 6.1 6.0 5.9 12.1 0.7 14.5 -9.1 16.7 -20.0 5.1 1.6 1.0 6.4 -2.2 7.1 16.1 20.0 20.0 20.0 17.9 11.9 17.4 9.9 18.6 EUR -10.6 -15.5 -2.1 -4.6 -3.9 -0.4 -7.0 2.1 -7.1 -5.3 12.2 -13.3 16.3 -18.5 -10.9 -7.8 -7.6 -7.6 -7.5 -10.9 3.6 -13.1 15.1 -16.6 15.0 -4.9 -0.2 1.1 -6.5 5.4 -7.9 -7.2 -0.8 -0.8 2.8 -1.2 -7.1 -20.0 -10.8 -20.0 EURIBOR-ICE -3.1 3.5 -1.7 1.8 -1.9 1.3 -2.6 -0.5 -0.1 -3.4 8.0 -10.1 10.3 -0.9 0.4 11.8 10.6 12.4 12.3 2.3 3.3 -5.0 5.8 -1.1 4.5 1.6 -1.3 1.6 -2.5 1.9 -0.3 14.3 -0.8 1.2 0.3 -1.3 7.3 20.0 10.4 20.0 EUROSTX 1.3 13.1 9.6 5.5 -7.2 6.9 -4.2 5.7 1.0 -18.5 20.0 2.9 20.0 16.1 19.5 -3.7 -1.4 -3.1 -2.3 17.9 18.7 -5.3 18.4 9.0 -6.7 6.1 -6.8 5.1 -2.8 3.8 2.9 6.5 6.4 7.1 10.1 -5.7 20.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -3.6 -2.4 -2.2 -3.2 -1.1 -2.8 -1.2 -6.2 5.1 -7.4 7.2 -6.1 -0.7 12.1 7.6 14.0 12.3 -3.1 6.1 -18.1 9.9 -13.5 -20.0 -0.5 -3.0 1.9 -3.8 3.1 -2.9 20.0 -20.0 -20.0 -2.0 20.0 20.0 20.0 20.0 20.0 GASOIL 15.9 1.6 6.1 1.6 4.8 1.2 6.0 0.8 4.1 15.6 8.7 17.3 4.9 15.0 10.7 20.0 14.7 20.0 18.1 10.9 8.2 18.1 4.9 16.1 -1.0 4.5 4.8 3.6 7.0 2.2 6.4 11.6 4.5 12.3 11.5 10.3 10.3 12.4 3.8 9.0 GASOLINE 10.4 -3.9 0.8 1.9 5.7 1.4 7.1 1.0 4.9 18.0 4.0 20.0 0.2 7.7 -1.0 6.7 19.6 17.6 20.0 2.5 0.8 13.3 0.0 8.6 -20.0 -0.3 6.7 -1.9 7.9 -1.3 4.5 20.0 1.4 0.2 -4.5 -6.3 20.0 20.0 20.0 20.0 GAS_US_mini 19.0 15.9 -5.6 2.3 6.8 1.7 8.5 1.2 5.8 18.5 -18.8 20.0 -17.8 17.4 -5.1 -20.0 -20.0 -20.0 -20.0 2.7 -9.5 20.0 -12.7 16.0 20.0 2.5 11.2 -2.8 12.6 -3.9 8.8 -20.0 10.4 6.3 9.6 -14.9 -4.9 -20.0 -20.0 -20.0 GBP -14.2 -17.8 -10.1 -5.2 -4.4 -0.4 -7.9 2.4 -8.0 -5.3 4.6 -15.4 14.4 -20.0 -16.7 0.5 -0.1 0.3 0.1 -18.3 -4.3 -20.0 8.5 -20.0 1.4 -6.4 -1.6 -1.0 -8.8 3.2 -10.0 5.8 -17.9 -18.0 -10.1 -4.2 9.1 -3.9 8.7 -3.0 GOLD_micro -20.0 -10.1 -1.5 2.1 -0.2 2.6 -0.3 2.2 0.7 1.0 5.9 -5.7 7.0 0.2 3.9 -7.8 -11.1 -9.9 -10.3 8.1 10.5 -2.7 10.2 1.6 -17.5 2.4 -0.0 2.6 -0.0 2.3 1.1 -7.9 -6.2 9.9 17.6 15.9 -6.1 2.1 -16.7 -8.6 HEATOIL 18.8 0.2 3.4 1.8 5.5 1.4 6.9 0.9 4.7 16.2 12.7 19.1 8.0 16.8 11.5 13.2 9.1 10.7 9.6 11.4 8.2 20.0 5.8 18.9 -20.0 3.3 7.0 2.0 9.0 2.1 7.2 0.6 8.3 16.1 8.9 -0.9 16.6 7.1 -2.7 -8.0 JGB-SGX-mini 2.2 -3.0 -12.4 1.5 -1.6 1.1 -2.2 -0.4 -0.1 -6.1 -11.9 -7.5 -11.3 -7.7 -10.5 9.0 12.5 9.1 10.6 -6.7 -10.6 -2.1 -13.1 -3.2 -6.3 -3.1 -1.1 -4.9 -1.2 -6.4 -1.5 14.5 6.4 -2.7 -9.4 -14.0 -13.4 -19.1 -7.9 -20.0 JPY -8.1 -14.4 -13.3 -2.9 -2.5 -0.2 -4.5 1.4 -4.5 -5.7 -12.3 -10.7 -9.3 -12.9 -13.1 -9.5 -10.8 -9.8 -10.0 -15.2 -12.5 -8.0 -8.8 -13.5 20.0 -4.6 -0.6 -3.4 -2.7 -2.2 -4.4 -11.9 4.1 -1.6 -8.8 -10.1 -1.8 -11.1 -3.1 -11.7 LEANHOG -20.0 -20.0 -3.0 -7.4 -6.6 -9.6 -3.4 -8.5 -3.7 -20.0 12.4 -20.0 16.7 -20.0 -18.0 -0.9 20.0 20.0 20.0 -20.0 -1.0 -20.0 14.4 -20.0 -1.7 -6.8 -10.7 -1.5 -11.5 2.2 -10.7 20.0 -20.0 -20.0 -20.0 17.6 11.9 16.2 20.0 20.0 LIVECOW -20.0 -20.0 -7.6 -2.7 -2.4 -3.4 -1.2 -3.0 -1.3 -5.7 5.9 -7.7 7.8 -6.4 -1.6 -0.2 10.2 -1.3 5.3 -3.8 4.2 -16.3 8.6 -12.2 -20.0 -1.0 -3.4 1.5 -4.5 3.1 -3.5 20.0 -20.0 -20.0 -2.9 19.6 20.0 15.5 20.0 20.0 LUMBER-new -20.0 -1.2 -20.0 -4.1 -3.6 -5.3 -1.9 -4.7 -2.0 -12.3 -11.1 -13.1 -8.9 -11.4 -11.9 -20.0 -20.0 -20.0 -20.0 -15.6 -13.1 -20.0 -9.8 -19.3 NaN -3.9 -4.4 -2.8 -5.5 -1.5 -5.1 -20.0 -20.0 -20.0 -0.6 -4.4 10.0 20.0 12.7 20.0 MXP -8.1 -11.9 3.0 -5.3 -4.5 -0.4 -8.1 2.5 -8.1 9.8 20.0 2.5 20.0 3.8 17.2 12.1 12.7 12.7 12.5 7.9 20.0 -1.3 20.0 -0.9 -20.0 5.2 5.4 13.2 -2.2 14.9 -1.5 20.0 15.0 12.9 20.0 20.0 4.6 8.1 4.8 11.2 NASDAQ_micro 2.7 -11.9 7.7 3.6 -4.7 4.5 -2.8 3.8 0.6 -11.5 14.8 1.2 14.1 6.8 11.8 -8.6 -8.9 -9.3 -9.0 15.2 18.4 -5.3 17.8 8.0 -20.0 4.5 -6.5 5.5 -2.1 5.2 2.0 -5.7 6.3 6.9 10.9 12.6 -14.4 -20.0 -16.3 -20.0 NIKKEI 4.9 0.1 18.9 2.8 -3.6 3.4 -2.1 2.9 0.5 -7.3 11.3 4.9 10.3 8.4 10.4 0.2 7.4 3.0 5.6 20.0 18.7 5.1 13.6 15.5 -10.0 4.1 -1.0 3.9 0.8 2.5 2.8 20.0 15.2 19.9 20.0 20.0 -1.1 8.8 7.9 14.6 NZD -3.5 -16.6 -14.2 -4.3 -3.7 -0.4 -6.6 2.0 -6.6 -18.1 -6.2 -18.7 -8.5 -19.6 -19.6 -4.6 -3.1 -4.2 -3.7 -20.0 -14.8 -20.0 -8.8 -20.0 15.1 -6.5 -10.4 -4.3 -9.8 -2.6 -8.0 0.0 -20.0 -9.8 -12.8 -15.4 10.1 20.0 12.7 20.0 OAT 2.4 10.6 0.5 2.3 -2.4 1.7 -3.3 -0.6 -0.2 -15.5 6.3 -8.2 -4.1 5.7 8.1 17.3 11.2 16.9 15.0 5.7 1.7 -5.0 -3.2 3.0 1.4 3.0 -4.6 1.2 -2.8 -0.4 1.4 16.7 2.6 6.5 7.2 -2.0 5.4 20.0 6.4 20.0 OATIES 9.2 -0.6 -17.6 -5.2 -4.6 -6.7 -2.4 -6.0 -2.6 -6.0 -16.0 -4.4 -11.9 -8.4 -15.5 -20.0 -10.3 -20.0 -18.0 -14.0 -15.6 -6.6 -12.1 -8.7 -9.6 -5.9 -4.5 -6.3 -2.9 -4.9 -4.0 -10.9 -19.5 -3.7 -9.3 -11.8 -20.0 -13.6 -14.7 -13.2 OJ -9.7 -20.0 -14.9 -2.0 -1.8 -2.6 -0.9 -2.3 -1.0 -4.6 -5.6 -4.9 -5.7 -6.4 -6.4 -3.9 4.3 -1.7 0.7 -10.3 -8.8 -6.2 -7.5 -9.4 -20.0 -2.2 -1.5 -1.9 -1.4 -1.5 -2.1 16.4 -4.8 -10.9 -9.5 -0.8 -7.8 -15.6 -1.5 -13.9 PALLAD -20.0 8.4 5.7 2.3 -0.3 2.8 -0.3 2.4 0.8 -3.8 4.8 -6.5 4.1 0.8 2.7 -2.8 -2.9 -2.9 -2.9 6.2 6.9 -2.8 5.0 1.8 12.0 2.4 -0.7 2.7 -0.3 2.2 1.1 5.3 -2.5 4.2 5.1 -0.4 -9.7 -19.3 -20.0 -19.0 PLAT -20.0 -1.8 4.6 2.4 -0.3 3.0 -0.3 2.6 0.9 -5.4 7.0 -7.6 6.7 0.2 3.2 -3.3 -3.5 -3.3 -3.2 5.2 9.6 -4.8 9.9 -1.2 0.6 2.1 -1.0 3.8 -1.3 4.1 -0.1 4.6 -2.9 -7.9 -1.4 -5.7 20.0 9.1 -10.9 -7.8 REDWHEAT 20.0 9.6 -2.1 -6.7 -5.9 -8.6 -3.0 -7.6 -3.3 -8.7 -19.3 11.8 -20.0 10.1 -8.0 -15.7 -16.7 -18.3 -18.2 -1.9 -14.2 10.2 -20.0 10.4 7.6 1.2 -3.3 -3.5 6.2 -6.6 6.6 -18.2 20.0 20.0 19.1 15.1 -20.0 -20.0 -20.0 -20.0 RICE -2.8 -17.2 -20.0 -3.1 -2.8 -4.1 -1.4 -3.6 -1.6 -6.8 -11.4 -9.0 -11.1 -10.2 -11.1 -20.0 -11.7 -20.0 -18.0 -20.0 -20.0 -11.1 -20.0 -15.9 -1.0 -4.1 -1.8 -4.2 -2.5 -4.2 -3.3 -14.1 -1.1 -17.6 -17.9 -13.6 -8.5 -10.0 -0.4 -9.1 ROBUSTA 3.7 9.5 20.0 -3.0 -2.7 -3.9 -1.4 -3.5 -1.5 4.7 1.5 5.8 0.0 4.8 7.5 2.6 13.2 8.8 11.2 7.1 3.9 4.0 1.6 6.0 -20.0 2.6 0.6 1.4 1.4 0.8 2.1 20.0 8.7 8.5 10.7 20.0 -2.4 19.9 5.6 20.0 RUSSELL -7.7 -7.1 16.0 3.3 -4.3 4.1 -2.5 3.5 0.6 -9.7 12.6 -3.9 9.4 1.3 9.8 -4.8 -5.4 -5.1 -5.1 6.5 10.6 -7.4 8.5 -1.1 6.1 2.8 -4.3 5.0 -3.7 3.9 -1.1 0.5 -3.3 -3.1 -6.6 5.7 -19.7 -20.0 -20.0 -20.0 SHATZ -1.1 4.1 -9.5 2.2 -2.2 1.6 -3.1 -0.6 -0.1 -7.6 -9.1 -15.0 -1.4 -4.8 -9.6 -5.4 -17.1 -13.3 -14.8 -4.6 -6.5 -7.4 -5.0 -4.9 7.5 -1.8 -2.5 -2.7 -4.5 -2.0 -2.6 -20.0 -1.1 -5.2 -3.6 -15.5 14.9 20.0 19.0 20.0 SILVER-mini -20.0 -3.5 7.9 2.7 -0.3 3.3 -0.4 2.9 1.0 3.5 8.1 -6.8 8.6 1.5 5.3 -5.4 -6.6 -6.3 -6.4 10.4 13.3 -0.9 11.4 3.2 -5.7 3.2 0.2 3.8 0.1 3.2 1.4 -0.8 0.5 7.7 12.0 13.3 14.4 20.0 0.7 2.2 SMI -10.9 8.6 8.4 4.7 -6.2 5.9 -3.6 4.9 0.8 -2.6 10.9 -9.4 8.3 4.9 9.8 6.4 3.5 4.8 3.8 6.2 8.0 -6.6 7.3 -2.5 11.1 2.1 0.9 2.4 -2.9 1.7 -1.4 15.6 -6.4 -12.4 -12.2 -5.0 20.0 20.0 20.0 20.0 SOFR -8.4 -11.4 4.7 2.5 -2.6 1.8 -3.7 -0.7 -0.2 -1.7 13.6 -11.4 14.2 -10.9 4.1 6.9 5.4 7.0 6.6 0.6 9.3 -8.5 12.6 -7.0 -20.0 0.3 -0.8 5.1 -5.7 6.5 -4.6 4.8 -5.1 -9.2 -15.5 9.4 -1.6 -16.3 -6.2 -20.0 SOYBEAN 17.4 5.2 9.0 -6.6 -5.9 -8.6 -3.0 -7.6 -3.3 -2.3 10.3 15.1 -4.3 15.0 14.8 -0.2 -6.4 -4.8 -6.8 12.0 5.4 14.3 -3.2 17.7 -5.9 6.7 0.8 4.6 6.6 0.6 8.4 -0.1 20.0 20.0 20.0 20.0 -13.7 -4.9 -13.3 -1.5 SOYMEAL 20.0 20.0 15.3 -5.6 -5.0 -7.2 -2.5 -6.4 -2.8 7.5 -3.6 14.8 -14.9 15.0 8.4 -13.0 -16.0 -17.4 -17.9 16.3 1.2 20.0 -9.8 20.0 -15.8 4.9 2.5 1.3 7.3 -1.4 8.0 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.8 -20.0 SOYOIL -1.6 -9.5 -12.3 -6.1 -5.4 -7.9 -2.8 -7.0 -3.0 -3.0 2.9 -7.7 8.6 -13.4 -16.3 -8.4 -4.3 -7.2 -5.7 -9.3 -2.3 -7.9 6.3 -9.3 -17.2 -5.1 -2.4 -1.4 -5.0 2.0 -5.7 3.4 -3.7 -7.6 1.3 9.4 -20.0 -15.0 -20.0 -16.1 SP400 -3.3 -10.3 5.9 3.5 -4.6 4.4 -2.7 3.7 0.6 -7.5 11.9 -2.0 6.2 0.3 2.8 -5.7 -6.0 -5.9 -5.8 0.3 4.2 -5.3 4.6 -3.7 -0.1 -1.0 -1.9 1.1 -3.5 1.2 -3.3 -0.5 -0.1 -3.9 -20.0 -9.9 -20.0 -20.0 -20.0 -20.0 SP500_micro 3.2 -15.6 9.6 4.1 -5.4 5.1 -3.2 4.3 0.7 -13.6 16.8 2.3 16.2 7.8 13.2 -9.0 -9.7 -9.8 -9.5 14.3 19.4 -5.7 19.7 6.0 -17.0 3.8 -6.9 6.1 -3.4 6.1 0.3 -6.7 5.2 -1.8 -3.3 8.6 -16.3 -20.0 -19.6 -20.0 SUGAR11 -20.0 -10.3 -9.1 -3.6 -3.2 -4.7 -1.7 -4.2 -1.8 -10.5 -12.6 -12.0 -11.9 -12.4 -12.2 15.6 7.9 7.4 4.2 -18.1 -15.3 -15.2 -13.0 -19.2 -16.0 -4.3 -2.3 -3.5 -3.8 -2.7 -4.7 20.0 -12.5 -20.0 -15.8 -1.8 -20.0 -20.0 -12.5 -20.0 US10 -7.9 -4.0 9.6 1.9 -2.0 1.4 -2.8 -0.5 -0.1 -2.7 12.1 -7.0 4.3 -3.4 9.4 1.9 -0.0 2.0 1.4 3.8 7.6 -5.5 6.2 -2.5 -6.0 2.3 -0.9 4.9 -3.8 4.4 -1.8 -4.3 -6.0 -4.9 -4.6 12.1 -15.1 -20.0 -11.2 -20.0 US10U -6.9 -0.2 12.3 2.8 -2.9 2.0 -4.1 -0.8 -0.2 -7.4 17.2 -10.7 2.2 -2.3 14.8 2.8 -1.1 1.2 -0.0 8.1 12.3 -9.5 7.5 -2.5 -12.0 4.7 -2.6 7.4 -5.3 5.6 -1.3 -6.7 -11.7 -6.2 -0.6 20.0 -2.4 -15.0 -8.9 -20.0 US2 -9.2 -4.2 5.6 1.9 -2.0 1.4 -2.7 -0.5 -0.1 -2.0 3.4 -8.9 -2.2 -7.1 4.9 -11.9 -15.3 -12.1 -12.9 -0.5 3.0 -6.5 2.2 -5.7 16.9 -0.1 0.0 2.4 -4.4 2.9 -3.7 -20.0 -8.1 -10.2 -8.2 5.0 -13.9 -9.5 -17.5 -20.0 US20 -7.8 4.2 14.1 1.9 -2.0 1.4 -2.8 -0.5 -0.1 -7.5 8.9 -8.0 -4.0 -1.5 10.8 3.6 2.9 4.1 3.8 6.5 7.8 -7.7 2.7 -1.1 -8.5 3.4 -3.3 4.6 -4.1 2.6 -0.7 0.2 -8.5 -4.7 3.9 15.7 13.6 13.7 -1.9 -16.5 US30 -5.9 6.0 14.0 2.1 -2.2 1.5 -3.1 -0.6 -0.1 -9.6 5.4 -9.3 -8.1 -1.5 11.3 1.5 -2.6 -1.1 -1.9 6.5 6.3 -8.4 -0.4 -0.9 -5.2 3.8 -4.3 4.4 -4.7 1.6 -0.5 -9.5 -8.2 -3.8 5.4 13.8 11.3 9.3 -0.3 -16.5 US5 -7.5 -6.1 7.0 2.0 -2.1 1.5 -2.9 -0.5 -0.1 -0.7 11.0 -8.1 4.6 -5.8 6.8 -1.4 -3.4 -1.7 -2.2 1.7 6.1 -5.3 6.0 -3.8 -1.1 1.3 0.4 4.3 -3.8 4.7 -2.6 -10.2 -4.6 -6.4 -7.6 8.6 -17.3 -15.1 -13.6 -20.0 VIX 2.5 6.2 -10.5 -1.2 7.3 -3.7 6.1 -1.2 3.6 17.0 -20.0 -1.3 -10.9 -4.9 -14.9 -20.0 -20.0 -20.0 -20.0 -3.5 -7.5 8.4 -5.1 3.4 NaN -1.1 8.4 -4.1 7.0 -1.6 4.2 NaN NaN NaN NaN NaN -13.5 -20.0 NaN NaN WHEAT 18.4 8.5 -3.0 -6.9 -6.2 -9.0 -3.2 -8.0 -3.5 -11.5 -19.7 11.0 -20.0 9.9 -11.2 -17.3 -18.4 -18.4 -18.4 -1.8 -12.9 7.7 -20.0 9.0 12.9 1.3 -5.3 -2.8 5.5 -5.7 6.4 -19.7 20.0 20.0 20.0 14.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3