******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251110_204400 produced at 2025-11-10 21:39:36.034324 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.24 0.0 0.00 0.00 0.00 0.00 -10.14 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.05 0.0 0.00 0.00 0.00 0.00 -23.65 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.21 0.0 999.00 -999.00 -0.22 -0.22 -20.46 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -1.40 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 -19.69 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.11 0.0 1.05 -1.05 -0.14 -0.14 -3.03 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.11 0.0 1.03 -1.03 -0.16 -0.16 -1.42 13.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.10 24.0 0 0 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.06 0.0 1.38 -1.38 -0.06 -0.06 -1.06 25.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.06 0.0 0.18 -0.18 -0.07 -0.07 -3.59 11.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.78 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.05 0.0 0.70 -0.70 -0.04 -0.04 -1.24 17.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.26 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 -0.22 2.0 0 0 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.04 0.0 0.92 -0.92 -0.04 -0.04 -0.96 22.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.14 -0.14 -0.05 -0.05 -4.63 18.0 -6 -6 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.58 17.0 0 0 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.03 0.0 1.03 -1.03 -0.07 -0.07 -0.37 14.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.72 3.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.11 -0.03 0.0 0.60 -0.60 -0.11 -0.11 -1.00 21.0 -4 -4 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.03 0.0 0.83 -0.83 -0.03 -0.03 -1.56 48.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.15 -0.15 0.00 0.00 -0.73 5.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.12 -0.02 0.0 0.76 -0.76 -0.12 -0.12 -0.38 13.0 -2 -2 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 NASDAQ_micro False False 0.03 -0.08 -0.02 0.0 0.60 -0.60 -0.08 -0.08 -0.77 23.0 -3 -3 caleb_strategy_v3 GOLD_micro False True 0.02 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -1.15 56.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.63 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.63 9.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.12 -0.01 0.0 0.43 -0.43 -0.12 -0.11 -1.10 68.0 -19 -18 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.32 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 -1.00 3.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.01 0.0 0.79 -0.79 -0.04 -0.02 -1.20 66.0 -3 -2 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.01 0.0 0.82 -0.82 -0.07 -0.07 -0.79 58.0 -5 -5 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.82 -0.82 -0.03 -0.03 -0.31 26.0 -1 -1 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.08 4.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.04 -0.01 0.0 0.15 -0.15 -0.04 -0.04 -1.82 26.0 -7 -7 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.90 10.0 -3 -3 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.06 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 -0.00 0.0 0.78 -0.78 0.00 0.00 -0.09 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.65 -0.65 0.00 0.00 0.02 8.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.15 12.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.01 0.0 0.22 -0.22 0.03 0.03 0.57 13.0 2 2 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.54 -0.54 0.02 0.02 0.32 23.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.22 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.27 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 1.88 51.0 1 1 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.21 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 0.22 6.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.35 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.03 0.0 0.15 -0.15 0.00 0.00 0.58 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 0.85 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.07 0.0 0.67 -0.67 0.20 0.20 2.20 20.0 6 6 caleb_strategy_v3 GASOIL False False 0.04 0.07 0.07 0.0 0.14 -0.14 0.07 0.07 1.88 4.0 2 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.46 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 2.50 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.18 9.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.27 19.0 1 1 caleb_strategy_v3 DX False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.75 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.71 -0.71 0.00 0.00 2.20 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.22 0.17 0.0 0.60 -0.60 0.22 0.22 10.31 36.0 13 13 caleb_strategy_v3 OAT False False 0.07 0.36 0.18 0.0 0.72 -0.72 0.36 0.36 2.50 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.33 0.45 0.0 0.82 -0.82 0.33 0.34 32.51 60.0 24 25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.54 0.0 1.43 -1.43 0.00 0.00 10.74 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 15.5 Shocked risk 43.4 Sum abs risk 48.5 Leverage 7.00 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1977320.1099999999, 'annual_cash_vol_target': 494330.0275, 'daily_cash_vol_target': 30895.62671875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6541 0.5373 8.5969 BITCOIN 2516.7306 106325.0000 2.3670 37.8723 BOBL 0.1694 118.0500 0.1435 2.2957 BTP 0.3804 121.2100 0.3138 5.0214 BUND 0.3388 129.0700 0.2625 4.1994 BUXL 0.8329 115.1800 0.7231 11.5703 CAC 62.7412 8100.0000 0.7746 12.3933 CAD 0.0024 0.7147 0.3321 5.3144 CANOLA 6.1895 653.8000 0.9467 15.1471 CHF 0.0052 1.2475 0.4132 6.6114 COCOA 139.8863 6199.0000 2.2566 36.1055 COFFEE 7.0831 394.1000 1.7973 28.7567 COPPER 0.0755 5.1015 1.4809 23.6940 CORN 3.9027 467.2500 0.8352 13.3638 COTTON2 0.7229 65.8100 1.0985 17.5757 CRUDE_W 0.7814 59.9700 1.3029 20.8465 DAX 192.3631 24137.0000 0.7970 12.7514 DOW 294.7698 47485.0000 0.6208 9.9322 DX 0.3617 99.4500 0.3637 5.8186 EUR 0.0044 1.1582 0.3818 6.1081 EURIBOR-ICE 0.0310 97.8100 0.0317 0.5065 EUROSTX 47.0305 5701.0000 0.8250 13.1992 FEEDCOW 4.7307 323.2250 1.4636 23.4173 GASOIL 10.6401 692.5000 1.5365 24.5836 GASOLINE 0.0276 1.9003 1.4541 23.2648 GAS_US_mini 0.1064 4.5600 2.3338 37.3408 GBP 0.0060 1.3181 0.4577 7.3228 GOLD_micro 51.8913 4121.3000 1.2591 20.1456 HEATOIL 0.0347 2.4154 1.4361 22.9771 JGB-SGX-mini 0.2039 135.6900 0.1502 2.4039 JPY 0.0000 0.0065 0.6004 9.6062 LEANHOG 1.1259 82.3750 1.3668 21.8683 LIVECOW 3.0475 226.9500 1.3428 21.4851 LUMBER-new 8.0544 579.0000 1.3911 22.2574 MXP 0.0003 0.0542 0.5654 9.0464 NASDAQ_micro 237.9231 25702.5000 0.9257 14.8109 NIKKEI 618.5331 51185.0000 1.2084 19.3348 NZD 0.0031 0.5654 0.5562 8.8990 OAT 0.3564 122.4600 0.2911 4.6571 OATIES 5.0594 314.7500 1.6074 25.7187 OJ 6.3822 181.7000 3.5125 56.1997 PALLAD 40.7454 1445.0000 2.8197 45.1160 PLAT 31.2793 1598.5000 1.9568 31.3086 REDWHEAT 8.3440 539.0000 1.5481 24.7689 RICE 0.1369 10.4000 1.3165 21.0636 ROBUSTA 83.8793 4634.0000 1.8101 28.9613 RUSSELL 28.6971 2474.7000 1.1596 18.5539 SHATZ 0.0487 107.0200 0.0455 0.7281 SILVER-mini 0.9067 51.0250 1.7769 28.4305 SMI 87.0392 12526.0000 0.6949 11.1179 SOFR 0.0503 96.6950 0.0520 0.8325 SOYBEAN 9.0887 1110.0000 0.8188 13.1008 SOYMEAL 4.2114 323.4000 1.3022 20.8356 SOYOIL 0.6294 51.3600 1.2254 19.6067 SP400 30.0465 3283.2000 0.9152 14.6426 SP500_micro 49.2480 6859.2500 0.7180 11.4877 SUGAR11 0.2352 13.8600 1.6967 27.1473 US10 0.3355 112.6562 0.2978 4.7654 US10U 0.4248 115.3594 0.3682 5.8919 US2 0.0843 104.1328 0.0810 1.2958 US20 0.6543 116.9375 0.5595 8.9524 US30 0.9697 120.6875 0.8035 12.8563 US5 0.2166 109.2188 0.1983 3.1725 VIX 0.4995 20.6000 2.4247 38.7953 WHEAT 7.5592 597.7500 1.2646 20.2338 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.10 0.54 351.45 1.00 351.45 30895.63 87.91 10.93 96.07 BITCOIN 106.32 2.37 251.67 1.00 251.67 30895.63 122.76 -14.79 -181.54 BOBL 1180.50 0.14 169.38 1.15 195.36 30895.63 158.15 7.93 125.45 BTP 1212.10 0.31 380.40 1.15 438.73 30895.63 70.42 9.13 64.30 BUND 1290.70 0.26 338.76 1.15 390.70 30895.63 79.08 2.61 20.65 BUXL 1151.80 0.72 832.91 1.15 960.63 30895.63 32.16 -2.42 -7.78 CAC 810.00 0.77 627.41 1.15 723.62 30895.63 42.70 10.00 42.71 CAD 714.70 0.33 237.39 1.00 237.39 30895.63 130.15 -8.97 -116.68 CANOLA 130.76 0.95 123.79 0.71 87.68 30895.63 352.38 2.19 77.32 CHF 1559.38 0.41 644.35 1.00 644.35 30895.63 47.95 -11.36 -54.49 COCOA 619.90 2.26 1398.86 1.00 1398.86 30895.63 22.09 -5.79 -12.78 COFFEE 1477.88 1.80 2656.18 1.00 2656.18 30895.63 11.63 14.24 16.56 COPPER 1275.37 1.48 1888.67 1.00 1888.67 30895.63 16.36 1.97 3.22 CORN 233.62 0.84 195.13 1.00 195.13 30895.63 158.33 0.38 5.96 COTTON2 329.05 1.10 361.46 1.00 361.46 30895.63 85.48 -17.25 -147.41 CRUDE_W 599.70 1.30 781.35 1.00 781.35 30895.63 39.54 -1.70 -6.71 DAX 241.37 0.80 192.36 1.15 221.86 30895.63 139.26 -1.66 -23.18 DOW 237.42 0.62 147.38 1.00 147.38 30895.63 209.63 -2.46 -51.54 DX 994.50 0.36 361.66 1.00 361.66 30895.63 85.43 7.87 67.26 EUR 1447.81 0.38 552.71 1.00 552.71 30895.63 55.90 -2.58 -14.42 EURIBOR-ICE 2445.25 0.03 77.41 1.15 89.28 30895.63 346.04 9.09 314.56 EUROSTX 570.10 0.82 470.30 1.15 542.42 30895.63 56.96 11.32 64.49 FEEDCOW 1616.12 1.46 2365.33 1.00 2365.33 30895.63 13.06 0.48 0.63 GASOIL 692.50 1.54 1064.01 1.00 1064.01 30895.63 29.04 14.91 43.30 GASOLINE 798.13 1.45 1160.52 1.00 1160.52 30895.63 26.62 7.34 19.55 GAS_US_mini 114.00 2.33 266.05 1.00 266.05 30895.63 116.13 -1.44 -16.77 GBP 823.81 0.46 377.04 1.00 377.04 30895.63 81.94 -4.49 -36.78 GOLD_micro 412.13 1.26 518.91 1.00 518.91 30895.63 59.54 -5.64 -33.57 HEATOIL 1014.47 1.44 1456.85 1.00 1456.85 30895.63 21.21 6.31 13.39 JGB-SGX-mini 135690.00 0.15 20386.84 0.01 132.83 30895.63 232.59 -9.38 -218.13 JPY 814.12 0.60 488.79 1.00 488.79 30895.63 63.21 -7.54 -47.68 LEANHOG 329.50 1.37 450.35 1.00 450.35 30895.63 68.60 1.36 9.34 LIVECOW 907.80 1.34 1219.01 1.00 1219.01 30895.63 25.34 -1.11 -2.81 LUMBER-new 159.22 1.39 221.50 1.00 221.50 30895.63 139.49 -10.95 -152.71 MXP 271.10 0.57 153.28 1.00 153.28 30895.63 201.56 10.97 221.21 NASDAQ_micro 514.05 0.93 475.85 1.00 475.85 30895.63 64.93 -5.08 -32.98 NIKKEI 51185.00 1.21 61853.31 0.01 403.01 30895.63 76.66 12.41 95.12 NZD 565.35 0.56 314.44 1.00 314.44 30895.63 98.26 -3.90 -38.36 OAT 1224.60 0.29 356.45 1.15 411.10 30895.63 75.15 9.73 73.12 OATIES 157.38 1.61 252.97 1.00 252.97 30895.63 122.13 -17.68 -215.95 OJ 272.55 3.51 957.33 1.00 957.33 30895.63 32.27 -12.73 -41.08 PALLAD 1445.00 2.82 4074.54 1.00 4074.54 30895.63 7.58 0.99 0.75 PLAT 799.25 1.96 1563.96 1.00 1563.96 30895.63 19.75 1.23 2.43 REDWHEAT 269.50 1.55 417.20 1.00 417.20 30895.63 74.05 -6.39 -47.35 RICE 208.00 1.32 273.83 1.00 273.83 30895.63 112.83 -17.39 -196.20 ROBUSTA 463.40 1.81 838.79 1.00 838.79 30895.63 36.83 6.55 24.11 RUSSELL 123.74 1.16 143.49 1.00 143.49 30895.63 215.32 -1.54 -33.18 SHATZ 1070.20 0.05 48.70 1.15 56.17 30895.63 550.04 -1.97 -108.37 SILVER-mini 1275.62 1.78 2266.67 1.00 2266.67 30895.63 13.63 4.73 6.45 SMI 1252.60 0.69 870.39 1.24 1077.55 30895.63 28.67 12.01 34.44 SOFR 2417.37 0.05 125.78 1.00 125.78 30895.63 245.64 -6.78 -166.63 SOYBEAN 555.00 0.82 454.43 1.00 454.43 30895.63 67.99 4.23 28.75 SOYMEAL 323.40 1.30 421.14 1.00 421.14 30895.63 73.36 -4.68 -34.30 SOYOIL 308.16 1.23 377.62 1.00 377.62 30895.63 81.82 -11.77 -96.30 SP400 3283.20 0.92 3004.65 1.00 3004.65 30895.63 10.28 -6.32 -6.50 SP500_micro 342.96 0.72 246.24 1.00 246.24 30895.63 125.47 -5.35 -67.15 SUGAR11 155.23 1.70 263.38 1.00 263.38 30895.63 117.30 -16.19 -189.91 US10 1126.56 0.30 335.54 1.00 335.54 30895.63 92.08 -4.97 -45.79 US10U 1153.59 0.37 424.80 1.00 424.80 30895.63 72.73 -4.13 -30.06 US2 2082.66 0.08 168.67 1.00 168.67 30895.63 183.17 -6.03 -110.43 US20 1169.38 0.56 654.29 1.00 654.29 30895.63 47.22 0.29 1.37 US30 1206.88 0.80 969.75 1.00 969.75 30895.63 31.86 -1.39 -4.44 US5 1092.19 0.20 216.56 1.00 216.56 30895.63 142.66 -5.84 -83.36 VIX 206.00 2.42 499.49 1.00 499.49 30895.63 61.85 -13.38 -82.77 WHEAT 298.88 1.26 377.96 1.00 377.96 30895.63 81.74 -5.82 -47.58 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 96.065 0.010 2.5 2.496 BITCOIN -181.537 0.043 2.5 -19.686 BOBL 125.446 0.004 2.5 1.274 BTP 64.305 0.014 2.5 2.196 BUND 20.653 0.004 2.5 0.210 BUXL -7.781 0.004 2.5 -0.079 CAC 42.707 0.014 2.5 1.459 CAD -116.679 0.010 2.5 -3.032 CANOLA 77.324 0.010 2.5 1.884 CHF -54.491 0.010 2.5 -1.416 COCOA -12.782 0.010 2.5 -0.311 COFFEE 16.561 0.005 2.5 0.220 COPPER 3.224 0.043 2.5 0.350 CORN 5.962 0.010 2.5 0.145 COTTON2 -147.408 0.010 2.5 -3.591 CRUDE_W -6.706 0.043 2.5 -0.727 DAX -23.177 0.014 2.5 -0.792 DOW -51.537 0.009 2.5 -1.199 DX 67.260 0.010 2.5 1.748 EUR -14.424 0.010 2.5 -0.375 EURIBOR-ICE 314.556 0.014 2.5 10.744 EUROSTX 64.485 0.014 2.5 2.203 FEEDCOW 0.631 0.013 2.5 0.021 GASOIL 43.299 0.017 2.5 1.880 GASOLINE 19.547 0.017 2.5 0.849 GAS_US_mini -16.768 0.043 2.5 -1.818 GBP -36.776 0.010 2.5 -0.956 GOLD_micro -33.570 0.014 2.5 -1.147 HEATOIL 13.387 0.017 2.5 0.581 JGB-SGX-mini -218.128 0.043 2.5 -23.654 JPY -47.681 0.010 2.5 -1.239 LEANHOG 9.336 0.024 2.5 0.568 LIVECOW -2.807 0.013 2.5 -0.093 LUMBER-new -152.710 0.010 2.5 -3.720 MXP 221.206 0.059 2.5 32.513 NASDAQ_micro -32.980 0.009 2.5 -0.768 NIKKEI 95.116 0.043 2.5 10.314 NZD -38.358 0.010 2.5 -0.997 OAT 73.116 0.014 2.5 2.497 OATIES -215.948 0.010 2.5 -5.261 OJ -41.084 0.010 2.5 -1.001 PALLAD 0.753 0.014 2.5 0.026 PLAT 2.435 0.014 2.5 0.083 REDWHEAT -47.349 0.005 2.5 -0.629 RICE -196.198 0.010 2.5 -4.780 ROBUSTA 24.113 0.005 2.5 0.320 RUSSELL -33.184 0.013 2.5 -1.101 SHATZ -108.374 0.004 2.5 -1.101 SILVER-mini 6.453 0.014 2.5 0.220 SMI 34.441 0.014 2.5 1.176 SOFR -166.633 0.024 2.5 -10.141 SOYBEAN 28.754 0.004 2.5 0.268 SOYMEAL -34.303 0.004 2.5 -0.319 SOYOIL -96.299 0.004 2.5 -0.898 SP400 -6.500 0.013 2.5 -0.216 SP500_micro -67.154 0.009 2.5 -1.563 SUGAR11 -189.908 0.010 2.5 -4.627 US10 -45.789 0.005 2.5 -0.581 US10U -30.064 0.005 2.5 -0.382 US2 -110.432 0.005 2.5 -1.401 US20 1.373 0.005 2.5 0.017 US30 -4.439 0.005 2.5 -0.056 US5 -83.362 0.005 2.5 -1.058 VIX -82.775 0.099 2.5 -20.461 WHEAT -47.584 0.005 2.5 -0.632 ===================== Position diags ===================== AUD 2.28 BITCOIN 13.31 BOBL 1.61 BTP 2.41 BUND 0.80 BUXL 0.33 CAC 1.46 CAD 3.38 CANOLA 8.58 CHF 1.25 COCOA 0.54 COFFEE 0.15 COPPER 1.77 CORN 3.86 COTTON2 2.08 CRUDE_W 4.29 DAX 4.76 DOW 4.88 DX 2.22 EUR 1.45 EURIBOR-ICE 11.82 EUROSTX 1.95 FEEDCOW 0.43 GASOIL 1.26 GASOLINE 1.16 GAS_US_mini 12.59 GBP 2.13 GOLD_micro 2.03 HEATOIL 0.92 JGB-SGX-mini 25.22 JPY 1.64 LEANHOG 4.18 LIVECOW 0.84 LUMBER-new 3.40 MXP 29.63 NASDAQ_micro 1.51 NIKKEI 8.31 NZD 2.55 OAT 2.57 OATIES 2.98 OJ 0.79 PALLAD 0.26 PLAT 0.67 REDWHEAT 0.98 RICE 2.75 ROBUSTA 0.49 RUSSELL 7.15 SHATZ 5.59 SILVER-mini 0.47 SMI 0.98 SOFR 14.95 SOYBEAN 0.63 SOYMEAL 0.68 SOYOIL 0.76 SP400 0.34 SP500_micro 2.92 SUGAR11 2.86 US10 1.17 US10U 0.92 US2 2.32 US20 0.60 US30 0.40 US5 1.81 VIX 15.29 WHEAT 1.09 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.7 0.0 0 BITCOIN -19.7 -21.0 -18.4 0.0 0 BOBL 1.3 1.1 1.4 1.0 1 BTP 2.2 2.0 2.4 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.5 1.3 1.6 0.0 0 CAD -3.0 -3.4 -2.7 -4.0 -4 CANOLA 1.9 1.0 2.7 1.0 1 CHF -1.4 -1.5 -1.3 -2.0 -2 COCOA -0.3 -0.4 -0.3 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.3 0.2 0.5 1.0 1 CORN 0.1 -0.2 0.5 0.0 0 COTTON2 -3.6 -3.8 -3.4 -4.0 -4 CRUDE_W -0.7 -1.2 -0.3 0.0 0 DAX -0.8 -1.3 -0.3 -5.0 -5 DOW -1.2 -1.7 -0.7 -3.0 -3 DX 1.7 1.5 2.0 0.0 0 EUR -0.4 -0.5 -0.2 -1.0 -1 EURIBOR-ICE 10.7 9.6 11.9 0.0 0 EUROSTX 2.2 2.0 2.4 6.0 6 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.9 1.8 2.0 2.0 2 GASOLINE 0.8 0.7 1.0 1.0 1 GAS_US_mini -1.8 -3.1 -0.6 -7.0 -7 GBP -1.0 -1.2 -0.7 -1.0 -1 GOLD_micro -1.1 -1.4 -0.9 -1.0 -1 HEATOIL 0.6 0.5 0.7 0.0 0 JGB-SGX-mini -23.7 -26.2 -21.1 0.0 0 JPY -1.2 -1.4 -1.1 -1.0 -1 LEANHOG 0.6 0.2 1.0 2.0 2 LIVECOW -0.1 -0.2 -0.0 0.0 0 LUMBER-new -3.7 -4.1 -3.4 0.0 0 MXP 32.5 29.6 35.5 24.0 24 NASDAQ_micro -0.8 -0.9 -0.6 -3.0 -3 NIKKEI 10.3 9.5 11.1 13.0 13 NZD -1.0 -1.3 -0.7 -4.0 -4 OAT 2.5 2.2 2.8 5.0 5 OATIES -5.3 -5.6 -5.0 NaN 0 OJ -1.0 -1.1 -0.9 -1.0 -1 PALLAD 0.0 -0.0 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -0.6 -0.7 -0.5 0.0 0 RICE -4.8 -5.1 -4.5 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL -1.1 -1.8 -0.4 -19.0 -19 SHATZ -1.1 -1.7 -0.5 NaN 0 SILVER-mini 0.2 0.2 0.3 0.0 0 SMI 1.2 1.1 1.3 0.0 0 SOFR -10.1 -11.6 -8.6 NaN 0 SOYBEAN 0.3 0.2 0.3 1.0 1 SOYMEAL -0.3 -0.4 -0.3 0.0 0 SOYOIL -0.9 -1.0 -0.8 -3.0 -3 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -1.6 -1.9 -1.3 -2.0 -2 SUGAR11 -4.6 -4.9 -4.3 -6.0 -6 US10 -0.6 -0.7 -0.5 0.0 0 US10U -0.4 -0.5 -0.3 -2.0 -2 US2 -1.4 -1.6 -1.2 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -1.1 -1.2 -0.9 -1.0 -1 VIX -20.5 -22.0 -18.9 -21.0 -21 WHEAT -0.6 -0.7 -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 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 0.4 -0.1 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 2.2 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 0.2 0.2 0.3 0.3 0.7 0.7 0.7 0.7 BITCOIN -0.5 -0.5 -0.6 0.1 0.0 0.2 0.0 0.2 0.0 -0.1 0.2 -0.1 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 -0.0 -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 -0.2 -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 -0.1 0.1 -0.2 0.3 0.7 0.5 0.7 BTP 0.1 0.3 0.1 0.0 -0.0 0.1 -0.1 -0.0 -0.0 -0.1 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 0.3 0.4 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 -0.2 0.1 -0.2 -0.3 0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.0 0.1 -0.1 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 -0.1 -0.2 -0.2 -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 -0.0 -0.1 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC -0.1 0.3 0.2 0.1 0.0 0.2 -0.0 0.2 0.0 -0.1 0.5 -0.1 0.6 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.3 0.0 0.4 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.4 -0.5 0.1 0.0 -0.3 0.7 0.7 0.7 0.7 CAD 0.1 -0.4 -0.4 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.0 -0.2 -0.1 -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 -0.0 -0.1 -0.1 -0.4 0.1 0.1 -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 0.2 0.2 0.2 -0.1 0.6 0.7 0.7 0.7 CHF -0.4 -0.4 -0.1 -0.0 -0.0 -0.0 -0.0 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 -0.1 -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 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 1.1 0.5 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 -0.0 -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 -0.2 0.0 -0.3 -0.6 0.7 0.3 0.7 0.4 CORN 0.3 0.2 0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.0 -0.2 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.4 0.1 1.4 0.1 0.0 0.0 0.1 -0.2 0.1 -1.1 0.3 0.6 0.6 0.6 -0.3 -0.1 0.1 -0.0 COTTON2 0.2 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 -2.0 -0.1 -0.1 -0.2 -0.1 -0.4 -0.0 -0.8 0.0 0.1 0.0 0.5 -0.3 -0.5 -0.3 -0.4 CRUDE_W 0.1 -0.3 -0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.0 -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 0.2 0.6 DAX -0.2 -0.0 -0.4 0.1 0.0 0.2 -0.0 0.2 0.0 -0.0 0.4 -0.1 0.6 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.4 -0.1 -1.5 -0.0 -0.0 0.0 -0.1 0.2 -0.0 -0.1 -0.3 -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 -0.0 0.4 0.1 0.5 0.1 0.2 -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 0.1 0.3 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.4 0.5 0.2 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 0.0 -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 -0.1 -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 -0.1 0.0 0.1 -0.0 -0.2 -0.7 -0.3 -0.7 EURIBOR-ICE -0.2 0.1 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 0.4 -0.0 0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.0 0.2 -0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 -0.0 0.8 0.1 0.0 0.0 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.1 0.3 0.2 0.1 0.0 0.2 -0.0 0.2 0.0 0.0 0.5 0.1 0.7 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 -0.0 0.4 0.1 -0.9 0.1 0.0 0.1 -0.0 0.1 0.0 0.3 0.0 0.1 0.3 -0.2 0.7 0.7 0.7 0.7 FEEDCOW -0.6 -0.6 -0.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.3 -0.1 -0.0 0.2 0.2 0.3 0.2 -0.0 0.1 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.3 -0.6 -0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.6 0.1 0.2 0.0 0.0 0.0 0.1 0.0 0.0 0.1 0.3 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 0.1 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 0.4 -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 0.3 0.4 0.0 0.0 0.1 0.0 0.1 -2.7 0.0 0.1 -0.0 0.1 -0.0 0.1 1.0 0.1 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 0.1 0.1 0.0 0.1 0.2 -0.5 0.2 -0.6 0.2 -0.0 -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 0.4 0.3 0.3 -0.5 -0.2 -0.7 -0.7 -0.7 GBP -0.5 -0.5 -0.3 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.0 0.1 -0.1 0.5 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.1 -0.1 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 -0.4 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.0 0.2 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 0.0 0.3 0.6 0.5 -0.2 0.1 -0.5 -0.3 HEATOIL 0.6 0.0 0.1 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.4 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 0.1 0.5 0.3 -0.0 0.6 0.2 -0.1 -0.3 JGB-SGX-mini 0.0 -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 -0.1 -0.3 -0.1 -0.8 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.8 -0.0 -0.2 -0.3 -0.4 -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 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 0.0 -0.1 -0.3 -0.3 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.6 -0.6 -0.2 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.1 0.3 -0.2 0.6 -0.2 -0.2 0.0 0.4 0.4 0.4 -0.2 -0.0 -0.2 0.3 -0.2 -0.2 -0.1 0.0 -0.0 -0.1 0.1 -0.1 1.1 -0.5 -0.6 -0.6 0.5 0.4 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 -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 -0.1 -0.6 -0.1 0.6 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.1 -0.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.4 -0.2 -0.4 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.2 -0.3 -0.2 NaN -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.2 -0.6 -0.7 -0.1 -0.2 0.4 0.8 0.5 0.8 MXP -0.2 -0.4 0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.2 0.5 0.1 0.7 0.1 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.1 0.5 0.0 -2.7 0.1 0.1 0.4 0.0 0.5 0.0 1.1 0.4 0.5 0.6 0.6 0.2 0.3 0.2 0.4 NASDAQ_micro 0.0 -0.4 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 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 -0.0 0.1 -0.0 0.2 0.0 -0.3 -0.1 0.2 0.3 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 -0.0 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 -1.3 0.0 0.0 0.1 0.0 0.1 0.0 1.1 0.3 0.6 0.6 0.6 -0.0 0.3 0.2 0.5 NZD -0.1 -0.5 -0.5 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -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 -0.4 -0.5 -0.5 0.3 0.7 0.4 0.7 OAT 0.0 0.4 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 0.4 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 0.2 0.3 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 -0.1 -0.2 -0.0 -0.3 -0.1 -1.2 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.6 -0.1 -0.2 -0.3 -0.4 -0.7 -0.5 -0.5 -0.4 OJ -0.2 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.2 -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 -0.3 -0.3 -0.1 -0.3 -0.5 -0.1 -0.5 PALLAD -0.4 0.3 0.2 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 1.6 0.0 -0.0 0.1 -0.0 0.1 0.0 0.3 -0.1 0.1 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 0.2 0.0 0.2 -0.1 -0.2 -0.0 -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 -0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.1 1.0 0.0 -0.0 -0.1 0.1 -0.2 0.1 -1.0 0.4 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE -0.0 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.2 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.8 -0.1 -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 0.2 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 -0.0 0.3 -0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 -0.0 0.8 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.2 -0.1 -0.2 0.2 -0.6 -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 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 1.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -1.1 0.1 -0.2 -0.1 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.5 -0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 -0.8 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.2 0.2 0.4 0.4 0.5 0.7 0.0 0.1 SMI -0.4 0.3 0.2 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 0.0 0.2 -0.0 1.4 0.0 0.1 0.1 0.0 0.1 -0.0 0.8 0.0 -0.4 -0.3 -0.1 0.7 0.7 0.7 0.7 SOFR -0.3 -0.3 0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 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 -0.1 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 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 0.3 0.2 -0.1 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 -0.1 SOYMEAL 0.6 0.6 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.1 0.2 -0.5 0.2 0.1 -0.2 -0.3 -0.3 -0.4 0.2 0.0 0.2 -0.2 0.2 -2.0 0.1 0.0 0.0 0.1 -0.0 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 -0.3 -0.0 0.1 0.1 -0.0 0.3 -0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.2 -0.1 -2.3 -0.0 0.1 -0.0 -0.0 0.1 -0.0 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 0.0 0.3 0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.1 -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 -0.0 0.5 0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -2.3 0.0 0.0 0.2 -0.0 0.2 0.0 -0.4 -0.0 0.1 -0.1 0.3 -0.5 -0.7 -0.6 -0.7 SUGAR11 -0.6 -0.4 -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 0.2 0.1 -0.2 -0.2 -0.1 -0.4 -0.2 -2.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.2 -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 -0.1 0.2 -0.0 -0.8 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.2 -0.2 -0.2 -0.2 0.4 -0.5 -0.7 -0.4 -0.7 US10U -0.3 -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 0.0 -0.0 0.2 -0.1 0.2 -0.0 -0.4 -0.3 -0.2 -0.1 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 0.0 -0.2 -0.3 -0.2 -0.3 -0.0 0.0 -0.1 0.1 -0.1 2.2 -0.0 -0.0 0.1 -0.1 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 -0.3 -0.1 0.1 0.5 0.4 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 -0.3 -0.1 0.1 0.4 0.4 0.3 -0.0 -0.6 US5 -0.3 -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 -0.1 0.2 -0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.5 -0.1 -0.2 -0.3 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.0 0.3 -0.5 -0.0 -0.1 -0.2 0.0 -0.1 0.0 -0.1 -0.9 -0.1 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.0 -0.2 0.0 NaN -0.0 -0.1 -0.2 0.0 -0.1 0.0 NaN NaN NaN NaN NaN -0.7 -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 0.1 -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 -1.1 0.4 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 -1.8 -8.1 1.5 -4.8 -0.5 -0.5 -5.3 2.2 -6.8 -4.0 14.9 -9.2 3.6 -15.5 -6.0 -0.5 -1.3 -0.9 -1.1 -3.0 1.9 -4.0 2.2 -5.3 16.3 -1.9 2.4 1.2 -3.1 0.3 -4.0 3.8 10.3 7.5 9.2 9.0 19.9 20.0 20.0 20.0 BITCOIN -14.2 -14.2 -20.0 5.9 3.3 7.3 1.0 6.2 2.6 -7.2 8.3 -13.5 14.7 -17.0 -14.4 -5.3 -7.2 -6.3 -6.8 -12.8 -1.3 -17.8 9.7 -20.0 -20.0 -5.5 -1.4 -1.4 -6.7 3.4 -7.7 -1.6 -20.0 -20.0 -20.0 -20.0 11.2 -5.6 -19.1 -12.1 BOBL -4.3 6.8 0.1 2.1 -3.2 1.6 -3.7 -0.6 -0.6 -14.4 2.5 -15.2 -0.7 -0.6 0.6 20.0 8.0 20.0 17.5 1.6 0.6 -7.5 -1.6 -2.2 2.8 1.3 -4.4 0.6 -4.5 -0.4 -1.2 14.8 2.1 -2.4 1.8 -4.7 10.1 20.0 16.1 20.0 BTP 2.3 8.5 3.0 2.7 -4.2 2.2 -4.8 -0.8 -0.8 -8.8 20.0 -3.8 20.0 15.8 19.1 6.1 8.6 7.9 8.8 14.0 14.1 -1.0 14.9 8.5 -20.0 7.0 -1.9 6.7 -0.8 6.8 4.1 9.5 12.8 13.2 13.5 6.6 4.6 20.0 6.7 20.0 BUND -3.1 8.8 3.4 2.4 -3.6 1.9 -4.2 -0.7 -0.7 -16.9 5.5 -16.2 -7.8 1.9 5.0 -6.5 2.9 -2.6 1.4 4.3 1.4 -7.8 -5.1 -0.7 -0.9 2.7 -5.0 1.5 -5.0 -1.1 -0.6 -1.1 1.4 -0.5 4.5 -1.6 7.1 20.0 9.6 20.0 BUXL -1.3 12.3 0.5 2.2 -3.4 1.7 -3.9 -0.7 -0.6 -16.5 -9.2 -14.8 -17.1 2.6 5.2 4.1 2.9 3.9 3.6 1.2 -6.1 -9.3 -16.0 -1.7 -1.7 1.1 -6.7 -2.0 -6.2 -5.6 -1.2 -0.0 -1.7 -2.2 5.7 -7.9 1.8 15.6 -5.5 5.3 CAC -3.2 10.5 7.6 5.6 2.5 6.9 -0.8 5.8 1.7 -6.0 18.4 -6.4 15.3 5.7 13.6 -1.9 -1.3 -2.1 -1.6 11.5 12.3 -11.3 9.3 0.9 3.3 4.0 -2.8 3.4 -5.6 1.0 -0.5 7.1 -20.0 2.1 1.0 -9.9 20.0 20.0 20.0 20.0 CAD 3.1 -13.7 -13.0 -5.5 -0.6 -0.6 -6.0 2.5 -7.7 -2.4 -7.9 -9.6 -6.4 -20.0 -20.0 -8.8 -7.3 -8.3 -7.8 -19.8 -15.1 -8.6 -9.4 -15.9 20.0 -7.7 2.9 -4.8 -4.1 -2.3 -7.1 -7.1 5.5 2.9 -4.7 -17.6 -20.0 -20.0 -20.0 -20.0 CANOLA 13.6 -2.5 -18.1 -4.9 -0.6 -6.5 -1.2 -5.8 -2.2 1.6 -3.6 6.6 -0.4 3.9 -11.6 -20.0 -11.1 -19.1 -14.3 -5.9 -9.0 4.5 -3.9 2.9 7.4 -3.1 1.7 -4.5 1.7 -2.5 0.7 -9.1 9.0 7.6 6.4 -2.3 16.6 20.0 20.0 20.0 CHF -11.7 -12.5 -4.5 -3.7 -0.4 -0.4 -4.1 1.7 -5.3 -7.6 10.2 -10.8 12.0 -12.9 -10.0 -16.2 -15.7 -15.9 -15.4 -7.5 2.9 -13.0 10.4 -13.8 -0.9 -2.9 -1.2 2.0 -6.2 4.9 -6.4 -20.0 -13.3 -1.6 5.6 0.9 -18.3 -20.0 -20.0 -20.0 COCOA 20.0 -17.9 -20.0 -2.8 -0.3 -3.7 -0.7 -3.3 -1.3 -4.0 -8.2 -0.2 -0.8 -5.2 -7.6 -3.4 10.1 0.1 4.8 -9.2 -9.6 -1.2 -1.6 -3.5 -20.0 -2.0 -1.3 -1.9 0.1 0.7 -0.5 20.0 1.7 8.3 -8.7 2.4 -8.0 1.1 -1.8 4.7 COFFEE 0.6 8.9 18.3 -5.1 -0.6 -6.8 -1.3 -6.1 -2.3 12.2 12.4 7.1 13.0 10.2 14.2 19.5 11.5 16.8 13.9 16.5 17.0 11.3 16.8 12.3 -20.0 5.6 3.4 7.0 2.9 8.0 3.4 20.0 20.0 19.2 20.0 20.0 10.4 14.4 18.2 20.0 COPPER 1.1 15.3 -0.0 2.6 1.5 3.3 0.4 2.8 1.2 -0.5 -1.5 -1.8 -1.1 5.1 -2.1 -6.2 -5.6 -5.7 -5.6 3.8 2.3 -0.4 2.0 2.3 -4.4 1.8 1.3 2.3 -0.3 3.2 0.7 0.8 -8.8 0.0 -7.7 -19.4 20.0 10.1 20.0 12.0 CORN 8.6 6.1 2.5 -7.1 -0.8 -9.5 -1.8 -8.5 -3.2 4.7 -8.0 17.1 -13.3 13.9 15.2 -19.1 -19.1 -20.0 -20.0 5.1 -4.1 8.4 -14.5 9.3 10.3 4.9 5.2 0.4 7.1 -6.1 7.6 -20.0 12.8 20.0 20.0 20.0 -8.9 -3.2 3.0 -1.3 COTTON2 7.3 -2.8 -0.8 -7.2 -0.8 -9.6 -1.8 -8.6 -3.3 -13.1 -20.0 -7.3 -20.0 -13.2 -16.9 -17.6 -14.7 -17.4 -16.2 -10.4 -14.5 -7.4 -20.0 -6.4 -14.7 -5.9 -7.4 -7.4 -5.0 -10.0 -3.9 -14.9 1.0 2.4 0.2 15.1 -9.4 -14.3 -8.1 -12.3 CRUDE_W 2.9 -8.1 -4.3 2.5 6.9 1.7 8.1 1.1 5.7 -0.3 -7.1 12.4 -12.2 -9.0 -15.1 0.5 6.0 2.9 4.4 -8.0 -8.4 0.9 -9.7 -3.7 6.0 -5.6 1.6 -6.2 0.5 -6.3 -2.3 -7.1 -13.9 -20.0 -14.5 -14.6 20.0 17.6 4.5 18.3 DAX -7.2 -1.3 -12.9 4.9 2.2 6.0 -0.7 5.1 1.5 -1.2 15.6 -8.6 17.0 -1.9 0.7 -6.5 -6.6 -6.2 -5.9 -1.0 5.2 -9.3 15.0 -6.0 -11.1 -1.7 -1.5 0.5 -6.4 5.7 -4.3 -1.0 -10.7 -20.0 -14.2 -20.0 9.2 20.0 15.5 20.0 DOW 6.7 -2.3 13.4 4.2 1.9 5.2 -0.6 4.4 1.3 -3.2 16.5 7.4 14.5 10.3 14.0 -8.4 -8.4 -8.5 -8.1 13.8 16.0 2.5 14.4 8.7 -11.9 4.8 0.5 5.9 0.3 5.3 2.4 -4.5 2.5 9.9 -4.0 4.0 -20.0 -20.0 -20.0 -20.0 DX 10.8 17.0 7.2 -3.9 -0.4 -0.4 -4.3 1.8 -5.5 5.1 -7.2 10.6 -13.0 15.2 12.7 6.0 6.1 6.0 5.9 12.6 1.1 12.3 -9.0 16.3 -20.0 5.2 0.6 1.2 5.3 -2.1 6.8 16.1 20.0 20.0 20.0 18.4 11.4 17.4 9.7 18.7 EUR -10.4 -14.9 -2.3 -4.7 -0.5 -0.5 -5.1 2.1 -6.6 -3.3 12.0 -11.0 16.4 -17.9 -11.3 -7.9 -7.6 -7.7 -7.6 -11.0 3.3 -9.7 15.1 -15.4 15.1 -5.0 1.1 1.0 -4.8 5.4 -7.3 -7.2 -3.4 0.1 3.3 -1.4 -6.8 -20.0 -10.3 -20.0 EURIBOR-ICE -4.7 4.0 -1.6 1.6 -2.5 1.3 -2.9 -0.5 -0.5 -7.0 7.8 -11.5 10.3 -1.4 0.0 11.8 10.6 12.5 12.3 2.0 3.3 -5.3 5.9 -1.7 4.5 1.4 -1.9 1.5 -2.7 2.0 -0.6 14.3 2.3 0.1 1.1 -1.7 7.1 20.0 10.3 20.0 EUROSTX -2.7 9.3 5.8 5.5 2.5 6.7 -0.8 5.7 1.7 5.2 20.0 5.0 19.4 15.4 18.8 -3.7 -1.4 -3.1 -2.3 14.2 15.2 -0.9 15.0 7.2 -6.5 5.7 1.2 4.9 -1.0 3.7 2.7 6.5 0.7 4.4 8.6 -5.3 19.7 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -6.1 -2.4 -0.3 -3.2 -0.6 -2.8 -1.1 -1.3 4.8 -6.5 7.0 -5.8 -1.1 12.2 7.7 14.0 12.3 -3.2 5.3 -12.7 9.1 -11.7 -20.0 -0.6 -0.9 1.8 -2.9 3.0 -2.7 20.0 -11.7 -20.0 -1.9 20.0 20.0 20.0 20.0 20.0 GASOIL 18.9 1.8 6.6 2.0 5.5 1.4 6.4 0.9 4.6 16.2 9.3 17.9 5.3 16.0 11.8 20.0 14.8 20.0 18.2 12.2 9.0 19.3 5.3 17.6 -1.0 4.8 5.2 3.7 7.2 2.3 6.7 11.6 5.3 13.7 12.5 10.7 10.1 12.5 3.5 9.0 GASOLINE 12.5 -3.6 1.1 2.3 6.4 1.6 7.5 1.0 5.4 18.9 4.4 20.0 0.4 9.8 0.4 6.5 19.4 17.2 20.0 3.5 1.2 15.5 0.2 10.3 -20.0 0.3 9.2 -1.6 9.1 -1.3 5.5 19.6 4.7 1.1 -4.2 -5.8 20.0 20.0 20.0 20.0 GAS_US_mini 20.0 16.0 -5.3 2.7 7.6 1.9 8.9 1.2 6.3 18.0 -18.4 20.0 -17.7 18.3 -2.6 -20.0 -20.0 -20.0 -20.0 3.9 -9.0 20.0 -12.8 17.1 20.0 3.0 8.6 -2.4 11.6 -3.7 9.0 -20.0 16.4 8.4 10.3 -13.9 -5.0 -20.0 -20.0 -20.0 GBP -14.4 -16.8 -10.2 -5.2 -0.5 -0.6 -5.7 2.4 -7.3 2.6 4.2 -12.0 14.2 -19.1 -16.3 0.6 -0.0 0.4 0.1 -18.1 -4.7 -14.9 8.3 -20.0 1.5 -6.4 1.2 -1.2 -6.3 3.2 -9.1 5.9 -16.4 -17.1 -10.2 -4.2 9.4 -4.0 9.2 -3.1 GOLD_micro -20.0 -13.4 -3.2 2.1 1.2 2.6 0.3 2.2 0.9 4.8 5.9 -4.2 6.9 0.5 3.9 -7.7 -11.1 -9.8 -10.3 7.9 10.1 1.0 9.8 2.6 -17.4 2.4 0.9 2.6 0.4 2.3 1.2 -7.9 0.0 8.3 17.3 16.0 -5.5 2.1 -16.3 -8.8 HEATOIL 20.0 0.6 3.9 2.2 6.2 1.5 7.3 1.0 5.2 17.6 13.3 19.7 8.5 17.8 12.7 13.9 9.2 11.0 9.8 12.8 9.0 20.0 6.3 20.0 -20.0 3.7 7.5 2.2 9.2 2.2 7.6 0.6 5.1 16.5 9.7 -1.0 16.9 7.2 -2.6 -8.1 JGB-SGX-mini 0.9 -1.8 -11.4 1.4 -2.1 1.1 -2.4 -0.4 -0.4 -9.9 -11.9 -9.4 -11.2 -9.4 -10.9 9.0 12.5 9.1 10.6 -7.1 -10.2 -6.3 -12.5 -5.1 -6.1 -3.6 -6.2 -4.9 -4.3 -6.3 -2.9 14.4 -0.9 -5.3 -10.2 -13.9 -13.1 -19.3 -7.6 -20.0 JPY -8.5 -14.4 -13.6 -3.0 -0.3 -0.3 -3.3 1.4 -4.2 -9.9 -12.6 -11.7 -9.6 -13.3 -13.4 -9.5 -10.8 -9.8 -10.0 -15.6 -13.0 -8.6 -9.2 -13.7 20.0 -4.7 -1.7 -3.5 -2.9 -2.3 -4.4 -11.9 1.5 -3.2 -8.7 -10.2 -2.1 -11.2 -3.2 -12.0 LEANHOG -18.9 -20.0 -6.4 -7.1 -0.8 -9.4 -1.8 -8.5 -3.2 6.0 11.8 -17.0 16.0 -20.0 -17.3 0.0 20.0 20.0 20.0 -19.6 -1.2 -20.0 11.2 -20.0 -1.8 -6.5 0.8 -1.6 -6.9 2.1 -9.2 20.0 -20.0 -20.0 -20.0 16.8 11.2 16.1 20.0 20.0 LIVECOW -20.0 -20.0 -10.3 -2.5 -0.3 -3.4 -0.6 -3.0 -1.2 0.8 5.5 -6.0 7.4 -5.7 -1.7 0.2 10.2 -1.1 5.3 -3.4 3.6 -9.5 7.6 -9.5 -20.0 -1.0 -0.3 1.4 -3.1 3.0 -3.0 20.0 -4.9 -20.0 -2.9 18.1 20.0 15.4 20.0 20.0 LUMBER-new -20.0 -1.6 -20.0 -4.1 -0.5 -5.5 -1.0 -4.9 -1.9 -11.9 -11.6 -13.6 -9.2 -12.2 -12.4 -20.0 -20.0 -20.0 -20.0 -16.6 -13.9 -19.1 -10.3 -19.7 NaN -4.1 -3.1 -2.9 -5.0 -1.6 -5.1 -20.0 -20.0 -20.0 -1.5 -5.8 9.6 20.0 12.2 20.0 MXP -7.5 -11.6 2.8 -5.3 -0.6 -0.6 -5.8 2.4 -7.5 18.5 20.0 10.3 20.0 8.0 18.2 12.0 12.7 12.6 12.5 8.7 20.0 5.9 20.0 2.1 -20.0 5.6 12.6 13.2 2.9 14.9 0.5 20.0 17.7 14.5 20.0 20.0 4.8 8.2 5.2 11.3 NASDAQ_micro 1.2 -13.8 5.9 3.7 1.7 4.5 -0.5 3.8 1.1 -3.7 14.5 2.4 13.9 6.8 11.5 -8.6 -8.9 -9.3 -9.0 14.1 17.2 -0.8 16.7 7.8 -20.0 4.5 -1.2 5.5 -0.8 5.2 2.1 -5.7 -2.2 7.5 9.5 12.0 -13.7 -20.0 -15.4 -20.0 NIKKEI 7.0 -0.8 19.6 2.8 1.3 3.5 -0.4 2.9 0.9 -2.1 11.3 5.8 10.3 8.5 10.4 0.2 7.4 2.9 5.5 20.0 19.0 7.0 13.9 15.7 -10.0 4.1 0.1 3.9 1.1 2.6 2.8 20.0 11.6 18.5 20.0 20.0 -1.3 8.6 7.3 14.3 NZD -3.4 -16.2 -14.6 -4.3 -0.5 -0.5 -4.7 2.0 -6.1 -15.6 -6.7 -17.8 -8.7 -19.5 -19.6 -4.7 -3.1 -4.2 -3.7 -20.0 -15.1 -20.0 -9.0 -20.0 15.1 -6.6 -6.6 -4.4 -8.6 -2.7 -7.9 0.0 -20.0 -11.0 -14.0 -15.8 9.7 20.0 12.2 20.0 OAT 0.7 11.2 0.6 2.1 -3.2 1.6 -3.7 -0.6 -0.6 -8.1 6.4 -9.8 -4.1 5.7 8.3 17.7 11.4 17.1 15.2 5.7 1.8 -3.1 -3.2 3.2 1.4 3.0 -1.3 1.3 -1.8 -0.4 1.5 17.0 8.8 7.9 7.7 -2.2 5.1 20.0 6.4 20.0 OATIES 10.1 0.5 -17.0 -5.0 -0.6 -6.7 -1.3 -6.0 -2.3 1.0 -15.6 -3.1 -11.8 -7.7 -15.1 -20.0 -10.4 -20.0 -18.1 -13.1 -14.9 -4.1 -11.7 -7.6 -9.3 -5.8 -0.9 -6.3 -2.0 -4.9 -3.7 -11.3 -4.7 -5.7 -8.9 -11.4 -20.0 -13.9 -14.4 -13.5 OJ -4.9 -20.0 -14.1 -2.0 -0.2 -2.7 -0.5 -2.4 -0.9 -1.1 -5.6 -4.3 -5.7 -6.3 -6.4 -3.9 4.3 -1.8 0.6 -9.8 -8.6 -4.7 -7.3 -8.5 -20.0 -2.2 -0.5 -1.9 -1.1 -1.6 -2.0 16.1 -4.3 -10.5 -10.2 -1.7 -8.0 -15.7 -1.6 -14.0 PALLAD -11.7 8.2 6.0 2.3 1.3 2.9 0.4 2.4 1.0 -0.5 4.7 -6.3 4.1 0.7 2.6 -2.8 -2.9 -2.9 -2.9 6.1 7.0 -1.8 5.1 1.8 12.1 2.4 -0.0 2.7 -0.2 2.3 1.1 5.3 -4.4 1.7 4.7 -0.7 -9.2 -18.8 -20.0 -19.0 PLAT -18.8 -1.6 3.8 2.5 1.4 3.1 0.4 2.7 1.1 2.0 7.1 -6.5 6.8 0.4 3.2 -3.3 -3.5 -3.3 -3.2 5.3 9.6 -1.8 10.0 -0.3 0.6 2.1 0.9 3.9 -0.5 4.3 0.1 4.6 -3.9 -7.2 -1.3 -6.1 20.0 9.1 -11.1 -8.0 REDWHEAT 20.0 10.1 -1.6 -6.5 -0.7 -8.6 -1.6 -7.7 -3.0 -4.7 -18.7 11.0 -20.0 10.1 -7.2 -15.2 -16.7 -18.1 -18.1 -1.3 -13.5 9.4 -20.0 9.9 7.4 1.4 -0.0 -3.3 5.7 -6.5 6.3 -18.3 18.4 20.0 18.5 14.8 -20.0 -20.0 -20.0 -20.0 RICE -1.2 -16.2 -20.0 -3.1 -0.4 -4.1 -0.8 -3.7 -1.4 -3.7 -11.4 -8.2 -11.1 -10.1 -11.1 -20.0 -11.8 -20.0 -18.1 -20.0 -20.0 -9.1 -20.0 -15.1 -0.9 -4.1 -0.8 -4.3 -2.0 -4.2 -3.2 -14.5 -5.9 -17.8 -17.7 -13.5 -8.3 -10.1 -0.2 -9.1 ROBUSTA 3.5 10.4 20.0 -3.0 -0.3 -4.0 -0.8 -3.6 -1.4 4.4 1.6 5.7 0.1 5.2 7.6 2.5 13.1 8.6 11.1 7.3 4.2 3.7 1.7 6.0 -20.0 2.6 0.5 1.5 1.2 0.8 2.0 20.0 9.6 6.9 9.1 20.0 -2.5 20.0 5.7 20.0 RUSSELL -7.7 -6.9 15.8 3.4 1.5 4.2 -0.5 3.5 1.1 -2.5 12.6 -3.0 9.5 1.6 9.8 -4.8 -5.4 -5.1 -5.1 6.4 10.4 -4.0 8.5 -0.5 6.1 2.9 -0.3 5.1 -2.2 4.1 -0.8 0.5 -6.7 -4.5 -6.7 5.5 -18.8 -20.0 -20.0 -20.0 SHATZ -3.4 4.6 -9.3 1.9 -3.0 1.5 -3.4 -0.6 -0.5 -12.1 -9.4 -15.8 -1.6 -5.5 -9.9 -5.0 -17.0 -12.9 -14.5 -4.9 -6.6 -7.6 -5.1 -5.2 7.6 -2.0 -3.8 -2.8 -4.7 -2.1 -2.9 -20.0 3.2 -6.2 -2.3 -15.8 14.6 20.0 18.7 20.0 SILVER-mini -16.8 -3.8 6.2 2.8 1.6 3.4 0.5 2.9 1.2 7.4 8.2 -4.3 8.8 2.2 5.6 -5.3 -6.6 -6.2 -6.4 10.4 12.9 4.0 11.0 4.8 -5.8 3.3 2.1 3.9 1.0 3.3 1.7 -0.8 7.2 6.1 12.2 13.5 13.7 20.0 0.3 2.1 SMI -12.7 8.3 7.6 4.7 2.1 5.8 -0.7 4.9 1.5 8.3 10.9 -5.0 8.2 5.7 9.8 6.4 3.6 4.9 3.8 5.7 7.1 0.5 6.5 -0.3 10.8 2.2 7.3 2.4 0.3 1.7 -0.4 15.7 0.3 -12.2 -9.8 -4.4 20.0 20.0 20.0 20.0 SOFR -9.4 -10.7 4.3 2.2 -3.5 1.8 -4.0 -0.7 -0.6 -6.1 13.2 -12.0 14.1 -11.5 3.2 6.8 5.4 7.0 6.6 -0.0 8.9 -9.3 12.5 -7.6 -20.0 -0.1 -3.8 4.8 -6.1 6.4 -4.9 4.8 -6.2 -9.8 -16.0 8.9 -2.1 -16.3 -6.2 -20.0 SOYBEAN 17.9 6.1 8.4 -6.5 -0.7 -8.6 -1.6 -7.7 -2.9 8.3 10.8 16.7 -3.8 16.0 15.4 0.1 -6.3 -4.6 -6.7 12.6 5.8 16.2 -2.9 18.2 -5.9 6.8 4.3 4.6 7.1 0.7 8.4 -0.1 20.0 20.0 20.0 20.0 -13.7 -5.0 -13.3 -1.6 SOYMEAL 20.0 20.0 15.8 -5.3 -0.6 -7.0 -1.3 -6.3 -2.4 5.3 -2.5 14.0 -14.0 14.4 8.7 -12.5 -15.9 -17.1 -17.7 16.7 2.0 20.0 -9.1 20.0 -15.2 4.8 2.3 1.4 6.3 -1.3 7.4 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.4 -20.0 SOYOIL -1.0 -8.7 -13.0 -6.0 -0.7 -8.0 -1.5 -7.2 -2.7 11.5 2.6 -2.2 8.6 -11.6 -16.0 -8.4 -4.4 -7.3 -5.8 -8.3 -2.1 -1.0 6.1 -6.5 -17.3 -4.6 6.7 -1.3 -0.7 2.0 -4.0 3.2 -2.6 -6.4 1.5 8.4 -20.0 -15.1 -20.0 -16.2 SP400 -2.1 -10.0 6.0 3.7 1.6 4.5 -0.5 3.8 1.1 3.9 12.1 0.2 6.3 1.6 3.2 -5.7 -6.0 -5.9 -5.8 0.7 4.3 -0.8 4.6 -2.1 -0.0 -0.8 3.5 1.2 -0.9 1.2 -2.3 -0.5 -2.2 -3.1 -20.0 -9.8 -20.0 -20.0 -20.0 -20.0 SP500_micro 2.6 -16.4 8.0 4.2 1.9 5.1 -0.6 4.3 1.3 -1.9 16.7 4.6 16.1 8.5 13.2 -8.9 -9.7 -9.7 -9.5 13.6 18.4 0.4 18.6 6.8 -16.9 4.0 0.7 6.2 -0.9 6.3 0.9 -6.7 -0.7 1.7 -4.0 8.3 -15.3 -20.0 -18.5 -20.0 SUGAR11 -19.1 -10.8 -10.5 -3.6 -0.4 -4.8 -0.9 -4.3 -1.6 -7.1 -12.7 -11.6 -12.0 -12.3 -12.3 15.8 8.0 7.7 4.4 -18.2 -15.6 -13.4 -13.3 -18.6 -16.1 -4.4 -1.3 -3.5 -3.3 -2.8 -4.6 20.0 -7.4 -20.0 -16.9 -2.4 -19.7 -20.0 -12.1 -20.0 US10 -9.0 -3.8 9.5 1.7 -2.7 1.4 -3.1 -0.5 -0.5 -5.4 11.8 -7.8 4.2 -4.5 8.8 1.9 -0.0 1.9 1.4 3.2 7.4 -6.0 6.1 -3.1 -6.0 2.0 -2.6 4.7 -4.1 4.4 -2.2 -4.3 -7.6 -4.9 -5.2 11.8 -15.4 -20.0 -11.1 -20.0 US10U -8.1 -0.3 12.2 2.5 -3.9 2.0 -4.4 -0.8 -0.7 -9.6 17.0 -11.7 2.2 -3.7 14.1 2.8 -1.1 1.3 0.0 7.3 12.0 -9.7 7.6 -3.3 -12.0 4.4 -3.8 7.4 -5.4 5.7 -1.8 -6.7 -11.0 -5.7 -2.1 20.0 -2.8 -15.0 -8.8 -20.0 US2 -10.8 -4.0 5.3 1.7 -2.6 1.3 -3.0 -0.5 -0.5 -6.1 3.1 -9.9 -2.2 -8.1 4.3 -12.0 -15.2 -12.2 -12.9 -1.0 2.7 -7.7 2.1 -6.3 16.8 -0.5 -3.0 2.2 -5.0 2.8 -4.0 -20.0 -8.8 -10.7 -8.6 4.8 -14.1 -9.5 -17.7 -20.0 US20 -9.3 3.8 14.1 1.7 -2.6 1.3 -3.0 -0.5 -0.5 -8.6 8.7 -8.9 -3.9 -2.8 10.2 3.6 2.9 4.0 3.8 5.9 7.6 -7.8 2.7 -1.9 -8.5 3.2 -3.4 4.5 -4.1 2.6 -1.1 0.2 -11.0 -4.5 2.4 15.5 12.8 13.6 -1.8 -16.7 US30 -7.4 5.6 14.0 1.9 -2.9 1.5 -3.4 -0.6 -0.5 -10.3 5.3 -10.3 -8.0 -3.0 10.5 1.5 -2.5 -1.0 -1.9 5.8 6.1 -8.3 -0.4 -1.7 -5.1 3.5 -4.0 4.3 -4.7 1.6 -1.0 -9.5 -10.9 -3.6 3.9 13.7 10.6 9.2 -0.2 -16.5 US5 -8.6 -5.8 6.8 1.8 -2.8 1.4 -3.2 -0.6 -0.5 -4.3 10.7 -8.8 4.5 -6.7 6.2 -1.4 -3.4 -1.7 -2.2 1.2 5.9 -6.1 5.9 -4.4 -1.2 1.0 -2.3 4.1 -4.3 4.7 -3.0 -10.2 -5.8 -6.5 -7.9 8.4 -17.5 -15.1 -13.8 -20.0 VIX 0.6 6.3 -10.3 -1.8 -5.8 -3.9 0.4 -1.3 1.6 -8.9 -20.0 -7.8 -11.1 -8.1 -15.8 -20.0 -20.0 -20.0 -20.0 -4.3 -7.5 -0.5 -5.1 0.3 NaN -1.8 -6.6 -4.4 0.4 -1.7 1.9 NaN NaN NaN NaN NaN -12.9 -20.0 NaN NaN WHEAT 19.2 8.7 -2.6 -6.8 -0.8 -9.0 -1.7 -8.1 -3.1 -6.7 -19.1 10.3 -20.0 9.8 -10.5 -17.1 -18.4 -18.3 -18.3 -1.4 -12.3 7.1 -19.7 8.4 12.7 1.5 -1.2 -2.6 5.0 -5.6 6.1 -19.8 16.0 20.0 20.0 14.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3