******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251111_204359 produced at 2025-11-11 21:39:30.489858 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.07 0.0 0.00 0.00 0.00 0.00 -8.76 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.98 0.0 0.00 0.00 0.00 0.00 -22.11 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.23 0.0 999.00 -999.00 -0.22 -0.22 -21.84 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 -1.28 13.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.11 0.0 1.05 -1.05 -0.14 -0.14 -2.92 29.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -20.02 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.10 0.0 1.03 -1.03 -0.16 -0.24 -1.28 13.0 -2 -3 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.18 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 -3.89 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.06 0.0 0.70 -0.70 -0.04 -0.04 -1.36 17.0 -1 -1 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.05 0.0 1.38 -1.38 -0.06 -0.06 -0.93 25.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.33 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.14 -0.14 -0.05 -0.05 -4.72 18.0 -6 -6 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 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.81 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.51 17.0 0 0 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.03 0.0 0.91 -0.91 -0.04 0.00 -0.84 22.0 -1 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.91 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 -0.99 21.0 -4 -4 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 -0.05 -0.83 23.0 -3 -2 caleb_strategy_v3 GOLD_micro False True 0.02 -0.02 -0.02 0.0 0.00 -0.02 -0.02 0.00 -1.14 56.0 -1 0 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.02 0.0 1.02 -1.02 -0.07 -0.07 -0.28 14.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.02 0.0 0.83 -0.83 -0.03 -0.02 -1.43 48.0 -2 -1 caleb_strategy_v3 US10U False False 0.06 -0.12 -0.02 0.0 0.76 -0.76 -0.12 -0.06 -0.32 13.0 -2 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.11 -0.01 0.0 0.42 -0.42 -0.11 -0.11 -1.28 68.0 -18 -17 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.80 10.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.69 8.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.01 0.0 0.80 -0.80 -0.02 -0.01 -0.69 66.0 -2 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.42 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.77 -0.77 -0.03 -0.03 -0.33 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 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.04 3.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.31 9.0 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 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.10 10.0 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 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.03 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.06 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 -0.07 17.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.04 -0.00 0.0 0.16 -0.16 -0.04 -0.04 -0.03 26.0 -7 -7 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.65 -0.65 0.00 0.00 0.04 8.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.00 0.0 0.82 -0.82 -0.07 -0.08 -0.32 58.0 -5 -6 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.28 7.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.01 0.0 0.53 -0.53 0.02 0.02 0.32 23.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.27 51.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.46 12.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.02 0.0 0.22 -0.22 0.03 0.03 1.23 13.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.06 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.25 999999999.0 0 0 caleb_strategy_v3 COFFEE False False 0.08 0.00 0.02 0.0 0.45 -0.45 0.00 0.00 0.23 6.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.13 0.37 999999999.0 1 2 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.03 0.0 0.16 -0.16 0.00 0.05 0.65 3.0 0 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.04 0.0 999.00 -999.00 0.04 0.04 0.92 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.07 0.07 0.0 0.14 -0.14 0.07 0.07 1.81 4.0 2 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 2.58 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.08 0.0 0.67 -0.67 0.20 0.20 2.51 20.0 6 6 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.31 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 1.74 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.31 9.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.16 0.0 0.71 -0.71 0.00 0.00 2.32 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.22 0.18 0.0 0.60 -0.60 0.22 0.20 10.48 36.0 13 12 caleb_strategy_v3 OAT False False 0.07 0.36 0.19 0.0 0.71 -0.71 0.36 0.36 2.68 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.34 0.50 0.0 0.82 -0.82 0.34 0.37 36.23 60.0 25 27 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.58 0.0 1.42 -1.42 0.00 0.00 11.11 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.4 Shocked risk 47.0 Sum abs risk 49.3 Leverage 6.88 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1983388.9100000001, 'annual_cash_vol_target': 495847.2275, 'daily_cash_vol_target': 30990.45171875} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6532 0.5288 8.4605 BITCOIN 2496.0854 103595.0000 2.4095 38.5514 BOBL 0.1665 118.1200 0.1410 2.2558 BTP 0.3774 121.3200 0.3111 4.9776 BUND 0.3350 129.2300 0.2592 4.1476 BUXL 0.8250 115.4800 0.7144 11.4308 CAC 63.0970 8184.5000 0.7709 12.3349 CAD 0.0023 0.7150 0.3276 5.2410 CANOLA 6.2566 656.8000 0.9526 15.2413 CHF 0.0053 1.2542 0.4197 6.7155 COCOA 145.9312 5888.0000 2.4785 39.6552 COFFEE 6.9677 400.5000 1.7398 27.8361 COPPER 0.0741 5.0690 1.4612 23.3790 CORN 3.8752 469.7500 0.8249 13.1991 COTTON2 0.7151 65.4300 1.0930 17.4877 CRUDE_W 0.7857 60.6600 1.2953 20.7253 DAX 184.6295 24237.0000 0.7618 12.1883 DOW 303.7469 48037.0000 0.6323 10.1171 DX 0.3590 99.2900 0.3616 5.7848 EUR 0.0044 1.1606 0.3791 6.0653 EURIBOR-ICE 0.0305 97.8200 0.0312 0.4990 EUROSTX 45.9095 5751.0000 0.7983 12.7726 FEEDCOW 4.6179 323.7000 1.4266 22.8257 GASOIL 11.3552 715.0000 1.5881 25.4102 GASOLINE 0.0285 1.9392 1.4720 23.5513 GAS_US_mini 0.1090 4.7650 2.2865 36.5846 GBP 0.0059 1.3167 0.4502 7.2033 GOLD_micro 50.6777 4127.3000 1.2279 19.6458 HEATOIL 0.0367 2.4928 1.4730 23.5678 JGB-SGX-mini 0.2047 135.9000 0.1507 2.4106 JPY 0.0000 0.0065 0.5925 9.4804 LEANHOG 1.1201 83.1750 1.3467 21.5473 LIVECOW 2.9730 226.5250 1.3125 20.9993 LUMBER-new 7.9166 578.0000 1.3696 21.9144 MXP 0.0003 0.0544 0.5590 8.9444 NASDAQ_micro 233.5508 25663.5000 0.9101 14.5608 NIKKEI 612.3196 51145.0000 1.1972 19.1556 NZD 0.0031 0.5665 0.5515 8.8248 OAT 0.3548 122.7000 0.2892 4.6271 OATIES 5.1069 320.5000 1.5934 25.4948 OJ 6.2887 176.0500 3.5721 57.1535 PALLAD 40.1764 1476.5000 2.7211 43.5369 PLAT 30.4925 1600.3000 1.9054 30.4868 REDWHEAT 8.2109 539.2500 1.5226 24.3623 RICE 0.1416 10.6000 1.3357 21.3715 ROBUSTA 82.0674 4611.0000 1.7798 28.4771 RUSSELL 27.7635 2467.6000 1.1251 18.0019 SHATZ 0.0478 107.0300 0.0446 0.7142 SILVER-mini 0.8866 51.5375 1.7204 27.5261 SMI 94.5804 12743.0000 0.7422 11.8754 SOFR 0.0509 96.7500 0.0526 0.8417 SOYBEAN 8.9456 1110.5000 0.8055 12.8887 SOYMEAL 4.1668 321.9000 1.2944 20.7110 SOYOIL 0.6258 51.8900 1.2061 19.2974 SP400 29.1427 3276.0000 0.8896 14.2333 SP500_micro 48.0719 6876.7500 0.6991 11.1848 SUGAR11 0.2316 13.8900 1.6673 26.6772 US10 0.3387 113.0000 0.2998 4.7964 US10U 0.4245 115.7344 0.3667 5.8679 US2 0.0840 104.2109 0.0806 1.2895 US20 0.6543 117.4375 0.5572 8.9149 US30 0.9634 121.1562 0.7952 12.7229 US5 0.2189 109.4531 0.2000 3.2005 VIX 0.4949 20.6500 2.3966 38.3448 WHEAT 7.4854 602.2500 1.2429 19.8865 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 653.25 0.53 345.43 1.00 345.43 30990.45 89.72 11.06 99.23 BITCOIN 103.60 2.41 249.61 1.00 249.61 30990.45 124.16 -14.87 -184.66 BOBL 1181.20 0.14 166.53 1.16 192.47 30990.45 161.02 8.02 129.18 BTP 1213.20 0.31 377.43 1.16 436.20 30990.45 71.05 9.58 68.04 BUND 1292.30 0.26 334.99 1.16 387.16 30990.45 80.05 2.80 22.44 BUXL 1154.80 0.71 825.02 1.16 953.49 30990.45 32.50 -2.44 -7.93 CAC 818.45 0.77 630.97 1.16 729.22 30990.45 42.50 11.00 46.74 CAD 715.05 0.33 234.22 1.00 234.22 30990.45 132.31 -8.50 -112.48 CANOLA 131.36 0.95 125.13 0.71 88.63 30990.45 349.67 2.67 93.28 CHF 1567.69 0.42 657.99 1.00 657.99 30990.45 47.10 -10.45 -49.22 COCOA 588.80 2.48 1459.31 1.00 1459.31 30990.45 21.24 -6.38 -13.55 COFFEE 1501.88 1.74 2612.89 1.00 2612.89 30990.45 11.86 14.85 17.61 COPPER 1267.25 1.46 1851.69 1.00 1851.69 30990.45 16.74 2.03 3.40 CORN 234.88 0.82 193.76 1.00 193.76 30990.45 159.94 1.18 18.84 COTTON2 327.15 1.09 357.57 1.00 357.57 30990.45 86.67 -18.41 -159.57 CRUDE_W 606.60 1.30 785.75 1.00 785.75 30990.45 39.44 -0.97 -3.83 DAX 242.37 0.76 184.63 1.16 213.38 30990.45 145.24 -0.65 -9.50 DOW 240.18 0.63 151.87 1.00 151.87 30990.45 204.05 -1.46 -29.82 DX 992.90 0.36 358.99 1.00 358.99 30990.45 86.33 7.76 66.98 EUR 1450.81 0.38 549.97 1.00 549.97 30990.45 56.35 -1.91 -10.74 EURIBOR-ICE 2445.50 0.03 76.26 1.16 88.14 30990.45 351.60 9.25 325.20 EUROSTX 575.10 0.80 459.10 1.16 530.58 30990.45 58.41 12.57 73.41 FEEDCOW 1618.50 1.43 2308.97 1.00 2308.97 30990.45 13.42 1.01 1.35 GASOIL 715.00 1.59 1135.52 1.00 1135.52 30990.45 27.29 15.26 41.65 GASOLINE 814.46 1.47 1198.86 1.00 1198.86 30990.45 25.85 8.16 21.09 GAS_US_mini 119.12 2.29 272.38 1.00 272.38 30990.45 113.77 -0.03 -0.29 GBP 822.94 0.45 370.49 1.00 370.49 30990.45 83.65 -3.85 -32.17 GOLD_micro 412.73 1.23 506.78 1.00 506.78 30990.45 61.15 -5.44 -33.29 HEATOIL 1046.98 1.47 1542.18 1.00 1542.18 30990.45 20.10 7.44 14.96 JGB-SGX-mini 135900.00 0.15 20474.75 0.01 132.92 30990.45 233.15 -8.75 -203.92 JPY 813.75 0.59 482.17 1.00 482.17 30990.45 64.27 -8.15 -52.36 LEANHOG 332.70 1.35 448.05 1.00 448.05 30990.45 69.17 2.93 20.27 LIVECOW 906.10 1.31 1189.22 1.00 1189.22 30990.45 26.06 -0.86 -2.23 LUMBER-new 158.95 1.37 217.71 1.00 217.71 30990.45 142.35 -11.27 -160.46 MXP 272.10 0.56 152.11 1.00 152.11 30990.45 203.74 12.10 246.50 NASDAQ_micro 513.27 0.91 467.10 1.00 467.10 30990.45 66.35 -5.38 -35.69 NIKKEI 51145.00 1.20 61231.96 0.01 397.51 30990.45 77.96 12.40 96.65 NZD 566.50 0.55 312.45 1.00 312.45 30990.45 99.18 -3.82 -37.93 OAT 1227.00 0.29 354.84 1.16 410.10 30990.45 75.57 10.39 78.52 OATIES 160.25 1.59 255.35 1.00 255.35 30990.45 121.37 -16.27 -197.52 OJ 264.08 3.57 943.30 1.00 943.30 30990.45 32.85 -12.94 -42.50 PALLAD 1476.50 2.72 4017.64 1.00 4017.64 30990.45 7.71 1.16 0.89 PLAT 800.15 1.91 1524.62 1.00 1524.62 30990.45 20.33 1.43 2.92 REDWHEAT 269.62 1.52 410.54 1.00 410.54 30990.45 75.49 -6.91 -52.19 RICE 212.00 1.34 283.17 1.00 283.17 30990.45 109.44 -16.22 -177.57 ROBUSTA 461.10 1.78 820.67 1.00 820.67 30990.45 37.76 6.29 23.76 RUSSELL 123.38 1.13 138.82 1.00 138.82 30990.45 223.25 -1.72 -38.43 SHATZ 1070.30 0.04 47.77 1.16 55.21 30990.45 561.31 -2.07 -116.43 SILVER-mini 1288.44 1.72 2216.61 1.00 2216.61 30990.45 13.98 5.24 7.33 SMI 1274.30 0.74 945.80 1.24 1172.90 30990.45 26.42 14.51 38.33 SOFR 2418.75 0.05 127.25 1.00 127.25 30990.45 243.55 -5.91 -143.93 SOYBEAN 555.25 0.81 447.28 1.00 447.28 30990.45 69.29 4.29 29.73 SOYMEAL 321.90 1.29 416.68 1.00 416.68 30990.45 74.37 -4.48 -33.31 SOYOIL 311.34 1.21 375.50 1.00 375.50 30990.45 82.53 -10.41 -85.89 SP400 3276.00 0.89 2914.27 1.00 2914.27 30990.45 10.63 -6.13 -6.52 SP500_micro 343.84 0.70 240.36 1.00 240.36 30990.45 128.93 -4.76 -61.40 SUGAR11 155.57 1.67 259.38 1.00 259.38 30990.45 119.48 -16.22 -193.78 US10 1130.00 0.30 338.75 1.00 338.75 30990.45 91.49 -4.39 -40.16 US10U 1157.34 0.37 424.45 1.00 424.45 30990.45 73.01 -3.42 -24.97 US2 2084.22 0.08 167.98 1.00 167.98 30990.45 184.49 -5.47 -100.84 US20 1174.38 0.56 654.34 1.00 654.34 30990.45 47.36 0.45 2.13 US30 1211.56 0.80 963.41 1.00 963.41 30990.45 32.17 -1.40 -4.51 US5 1094.53 0.20 218.94 1.00 218.94 30990.45 141.55 -5.15 -72.93 VIX 206.50 2.40 494.89 1.00 494.89 30990.45 62.62 -14.11 -88.34 WHEAT 301.12 1.24 374.27 1.00 374.27 30990.45 82.80 -5.76 -47.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 99.232 0.010 2.5 2.578 BITCOIN -184.657 0.043 2.5 -20.024 BOBL 129.179 0.004 2.5 1.312 BTP 68.037 0.014 2.5 2.324 BUND 22.443 0.004 2.5 0.228 BUXL -7.930 0.004 2.5 -0.081 CAC 46.739 0.014 2.5 1.596 CAD -112.477 0.010 2.5 -2.922 CANOLA 93.276 0.010 2.5 2.272 CHF -49.219 0.010 2.5 -1.279 COCOA -13.548 0.010 2.5 -0.330 COFFEE 17.608 0.005 2.5 0.234 COPPER 3.402 0.043 2.5 0.369 CORN 18.841 0.010 2.5 0.459 COTTON2 -159.571 0.010 2.5 -3.888 CRUDE_W -3.833 0.043 2.5 -0.416 DAX -9.501 0.014 2.5 -0.325 DOW -29.815 0.009 2.5 -0.694 DX 66.975 0.010 2.5 1.740 EUR -10.738 0.010 2.5 -0.279 EURIBOR-ICE 325.196 0.014 2.5 11.108 EUROSTX 73.411 0.014 2.5 2.507 FEEDCOW 1.354 0.013 2.5 0.045 GASOIL 41.648 0.017 2.5 1.808 GASOLINE 21.089 0.017 2.5 0.915 GAS_US_mini -0.288 0.043 2.5 -0.031 GBP -32.172 0.010 2.5 -0.836 GOLD_micro -33.290 0.014 2.5 -1.137 HEATOIL 14.958 0.017 2.5 0.649 JGB-SGX-mini -203.921 0.043 2.5 -22.113 JPY -52.360 0.010 2.5 -1.360 LEANHOG 20.271 0.024 2.5 1.234 LIVECOW -2.231 0.013 2.5 -0.074 LUMBER-new -160.461 0.010 2.5 -3.909 MXP 246.505 0.059 2.5 36.231 NASDAQ_micro -35.695 0.009 2.5 -0.831 NIKKEI 96.646 0.043 2.5 10.480 NZD -37.926 0.010 2.5 -0.985 OAT 78.518 0.014 2.5 2.682 OATIES -197.523 0.010 2.5 -4.812 OJ -42.497 0.010 2.5 -1.035 PALLAD 0.892 0.014 2.5 0.030 PLAT 2.917 0.014 2.5 0.100 REDWHEAT -52.195 0.005 2.5 -0.693 RICE -177.566 0.010 2.5 -4.326 ROBUSTA 23.762 0.005 2.5 0.316 RUSSELL -38.433 0.013 2.5 -1.275 SHATZ -116.426 0.004 2.5 -1.182 SILVER-mini 7.332 0.014 2.5 0.250 SMI 38.334 0.014 2.5 1.309 SOFR -143.926 0.024 2.5 -8.759 SOYBEAN 29.727 0.004 2.5 0.277 SOYMEAL -33.311 0.004 2.5 -0.310 SOYOIL -85.888 0.004 2.5 -0.801 SP400 -6.523 0.013 2.5 -0.216 SP500_micro -61.400 0.009 2.5 -1.429 SUGAR11 -193.777 0.010 2.5 -4.721 US10 -40.163 0.005 2.5 -0.510 US10U -24.969 0.005 2.5 -0.317 US2 -100.838 0.005 2.5 -1.280 US20 2.128 0.005 2.5 0.027 US30 -4.508 0.005 2.5 -0.057 US5 -72.935 0.005 2.5 -0.926 VIX -88.339 0.099 2.5 -21.836 WHEAT -47.661 0.005 2.5 -0.633 ===================== Position diags ===================== AUD 2.33 BITCOIN 13.46 BOBL 1.64 BTP 2.43 BUND 0.81 BUXL 0.33 CAC 1.45 CAD 3.44 CANOLA 8.52 CHF 1.22 COCOA 0.52 COFFEE 0.16 COPPER 1.81 CORN 3.90 COTTON2 2.11 CRUDE_W 4.28 DAX 4.96 DOW 4.75 DX 2.24 EUR 1.46 EURIBOR-ICE 12.01 EUROSTX 2.00 FEEDCOW 0.45 GASOIL 1.18 GASOLINE 1.12 GAS_US_mini 12.34 GBP 2.17 GOLD_micro 2.09 HEATOIL 0.87 JGB-SGX-mini 25.28 JPY 1.67 LEANHOG 4.21 LIVECOW 0.86 LUMBER-new 3.47 MXP 29.95 NASDAQ_micro 1.54 NIKKEI 8.45 NZD 2.58 OAT 2.58 OATIES 2.96 OJ 0.80 PALLAD 0.26 PLAT 0.69 REDWHEAT 1.00 RICE 2.67 ROBUSTA 0.50 RUSSELL 7.41 SHATZ 5.70 SILVER-mini 0.48 SMI 0.90 SOFR 14.82 SOYBEAN 0.65 SOYMEAL 0.69 SOYOIL 0.77 SP400 0.35 SP500_micro 3.00 SUGAR11 2.91 US10 1.16 US10U 0.93 US2 2.34 US20 0.60 US30 0.41 US5 1.80 VIX 15.48 WHEAT 1.10 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.6 2.3 2.8 0.0 0 BITCOIN -20.0 -21.4 -18.7 0.0 0 BOBL 1.3 1.1 1.5 1.0 1 BTP 2.3 2.1 2.6 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.6 1.5 1.7 0.0 0 CAD -2.9 -3.3 -2.6 -4.0 -4 CANOLA 2.3 1.4 3.1 1.0 1 CHF -1.3 -1.4 -1.2 -2.0 -2 COCOA -0.3 -0.4 -0.3 -1.0 -1 COFFEE 0.2 0.2 0.2 0.0 0 COPPER 0.4 0.2 0.6 1.0 1 CORN 0.5 0.1 0.8 0.0 0 COTTON2 -3.9 -4.1 -3.7 -4.0 -4 CRUDE_W -0.4 -0.8 0.0 0.0 0 DAX -0.3 -0.8 0.2 -5.0 -5 DOW -0.7 -1.2 -0.2 -2.0 -2 DX 1.7 1.5 2.0 0.0 0 EUR -0.3 -0.4 -0.1 -1.0 -1 EURIBOR-ICE 11.1 9.9 12.3 0.0 0 EUROSTX 2.5 2.3 2.7 6.0 6 FEEDCOW 0.0 0.0 0.1 0.0 0 GASOIL 1.8 1.7 1.9 2.0 2 GASOLINE 0.9 0.8 1.0 1.0 1 GAS_US_mini -0.0 -1.3 1.2 -7.0 -7 GBP -0.8 -1.1 -0.6 -1.0 -1 GOLD_micro -1.1 -1.3 -0.9 -1.0 -1 HEATOIL 0.6 0.6 0.7 0.0 0 JGB-SGX-mini -22.1 -24.6 -19.6 0.0 0 JPY -1.4 -1.5 -1.2 -1.0 -1 LEANHOG 1.2 0.8 1.7 2.0 2 LIVECOW -0.1 -0.2 0.0 0.0 0 LUMBER-new -3.9 -4.3 -3.6 0.0 0 MXP 36.2 33.2 39.2 25.0 25 NASDAQ_micro -0.8 -1.0 -0.7 -3.0 -3 NIKKEI 10.5 9.6 11.3 13.0 13 NZD -1.0 -1.2 -0.7 -4.0 -4 OAT 2.7 2.4 2.9 5.0 5 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -1.0 -1.1 -1.0 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -0.7 -0.8 -0.6 0.0 0 RICE -4.3 -4.6 -4.1 -3.0 -3 ROBUSTA 0.3 0.3 0.4 1.0 1 RUSSELL -1.3 -2.0 -0.5 -18.0 -18 SHATZ -1.2 -1.8 -0.6 NaN 0 SILVER-mini 0.3 0.2 0.3 0.0 0 SMI 1.3 1.2 1.4 0.0 0 SOFR -8.8 -10.2 -7.3 NaN 0 SOYBEAN 0.3 0.2 0.3 1.0 1 SOYMEAL -0.3 -0.4 -0.2 0.0 0 SOYOIL -0.8 -0.9 -0.7 -3.0 -3 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -1.4 -1.7 -1.1 -2.0 -2 SUGAR11 -4.7 -5.0 -4.4 -6.0 -6 US10 -0.5 -0.6 -0.4 0.0 0 US10U -0.3 -0.4 -0.2 -2.0 -2 US2 -1.3 -1.5 -1.0 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -0.9 -1.1 -0.7 -1.0 -1 VIX -21.8 -23.4 -20.3 -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 -0.0 -0.3 0.0 -0.1 0.0 -0.0 -0.0 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 -0.0 2.2 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 0.1 0.3 0.3 0.3 0.6 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 -0.2 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 0.4 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 0.1 -0.1 0.1 -0.2 0.3 0.7 0.5 0.7 BTP 0.0 0.3 0.1 0.0 0.0 0.1 -0.0 -0.0 -0.0 0.0 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 0.3 0.0 0.5 0.3 0.4 0.4 0.2 0.1 0.7 0.2 0.7 BUND -0.1 0.3 0.1 0.0 0.0 0.1 -0.0 -0.0 -0.0 -0.1 0.1 -0.2 -0.3 0.0 0.1 -0.1 0.1 -0.1 0.0 0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.0 0.2 -0.1 0.2 0.7 0.3 0.7 BUXL -0.1 0.4 -0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.1 -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 -0.0 -0.1 -0.1 -0.2 -0.0 -0.0 -0.1 -0.1 0.2 -0.3 0.1 0.5 -0.2 0.2 CAC -0.2 0.3 0.2 0.1 0.1 0.2 0.0 0.2 0.0 0.1 0.5 -0.0 0.6 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 0.3 0.0 0.4 0.0 0.0 0.1 -0.0 0.0 0.0 0.4 -0.3 0.0 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 -0.0 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 -0.0 -0.3 -0.2 2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.4 0.0 0.2 -0.1 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 -0.1 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.4 -0.2 -0.4 -0.3 -0.1 -0.1 0.1 -0.1 0.0 1.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.5 0.3 0.3 0.2 -0.1 0.6 0.7 0.7 0.7 CHF -0.4 -0.4 -0.2 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.0 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 -0.0 0.2 -0.1 -1.1 -0.2 -0.0 0.2 0.0 -0.6 -0.7 -0.7 -0.7 COCOA 0.6 -0.5 -0.6 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 1.1 -0.0 0.2 -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 0.4 0.1 0.5 0.1 0.2 0.4 0.2 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 0.0 0.2 0.0 0.3 0.0 1.1 0.5 0.6 0.6 0.6 0.4 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 -0.3 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 0.1 -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 0.1 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 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.1 -0.2 -0.1 -0.5 -0.1 -1.9 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.8 -0.3 0.1 -0.1 0.5 -0.3 -0.5 -0.3 -0.4 CRUDE_W 0.2 -0.3 -0.1 0.0 0.1 0.1 0.1 0.0 0.1 0.1 -0.2 0.2 -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 0.1 -0.2 0.0 -0.2 -0.0 -0.4 -0.5 -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 0.1 0.4 -0.0 0.6 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.0 0.4 -0.0 -1.5 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.1 -0.2 -0.6 -0.4 -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 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.1 -1.6 0.1 0.1 0.2 0.0 0.2 0.0 -0.2 0.1 0.4 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 0.5 0.3 -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 0.0 -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 -0.0 0.1 -0.1 0.1 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 -0.1 2.0 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.4 0.0 -0.0 0.1 -0.1 -0.2 -0.7 -0.3 -0.7 EURIBOR-ICE -0.2 0.1 -0.0 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 0.1 -0.0 0.1 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.1 0.3 0.2 0.1 0.1 0.2 0.0 0.2 0.0 0.1 0.5 0.1 0.7 0.2 0.2 -0.1 -0.0 -0.1 -0.0 0.2 0.2 0.1 0.4 0.1 -0.9 0.1 0.1 0.1 0.0 0.1 0.0 0.3 0.1 0.2 0.3 -0.1 0.6 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 0.2 -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 -0.0 -0.6 -0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.6 0.0 0.2 0.0 0.1 0.0 0.1 0.0 0.1 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 0.1 0.1 0.1 0.1 0.1 0.6 0.0 0.5 0.4 0.4 0.3 0.4 0.1 0.3 GASOLINE 0.5 -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 0.1 0.0 0.2 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 0.6 -0.1 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 0.1 -0.1 0.2 -0.3 0.2 2.7 0.0 0.1 -0.0 0.2 -0.1 0.1 -1.1 0.5 0.4 0.4 -0.4 -0.2 -0.7 -0.7 -0.7 GBP -0.5 -0.5 -0.3 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 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 -0.2 -0.6 -0.3 -0.1 0.3 -0.1 0.3 -0.1 GOLD_micro -0.6 -0.5 -0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 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 0.1 0.2 0.5 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 0.2 0.1 0.2 0.2 0.2 -2.7 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.3 0.6 0.3 -0.0 0.6 0.2 -0.1 -0.3 JGB-SGX-mini 0.0 -0.0 -0.4 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.3 0.2 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 -0.8 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 0.0 -0.2 -0.3 -0.4 -0.4 -0.6 -0.2 -0.7 JPY -0.3 -0.5 -0.5 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.3 -0.2 2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.0 -0.6 -0.0 -0.2 -0.3 -0.3 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.5 -0.6 -0.2 -0.1 0.0 -0.3 -0.0 -0.3 -0.0 0.1 0.3 -0.1 0.6 -0.2 -0.2 -0.0 0.4 0.4 0.4 -0.2 -0.0 -0.1 0.3 -0.2 -0.2 -0.1 0.1 -0.0 -0.0 0.1 -0.1 1.1 -0.1 -0.6 -0.6 0.5 0.3 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.4 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 0.0 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 -0.0 -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 -0.5 -0.7 -0.1 -0.3 0.4 0.8 0.5 0.8 MXP -0.2 -0.3 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.2 0.5 0.2 0.7 0.1 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.2 0.4 0.1 0.5 0.0 1.1 0.5 0.6 0.6 0.6 0.2 0.3 0.2 0.4 NASDAQ_micro 0.0 -0.5 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 -0.3 0.3 0.3 0.4 -0.4 -0.7 -0.5 -0.7 NIKKEI 0.3 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 0.2 0.6 0.6 0.6 -0.1 0.3 0.2 0.5 NZD -0.1 -0.5 -0.5 -0.0 0.0 -0.0 -0.0 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 -0.3 -0.2 2.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.5 -0.3 -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 0.3 0.2 0.3 -0.1 0.2 0.7 0.2 0.7 OATIES 0.3 0.1 -0.5 -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 -0.1 -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 -0.2 -0.3 -0.7 -0.5 -0.5 -0.5 OJ -0.1 -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 0.8 -0.1 -0.4 -0.4 -0.1 -0.3 -0.5 -0.1 -0.5 PALLAD -0.4 0.2 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 -0.0 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 -0.0 -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 0.1 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.1 -0.4 -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 -0.0 -0.5 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.8 -0.1 -0.5 -0.6 -0.4 -0.3 -0.3 0.0 -0.3 ROBUSTA 0.1 0.4 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 0.0 0.3 0.2 0.2 0.1 0.0 0.0 0.1 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 0.2 -0.0 0.0 -0.2 -0.3 -0.2 0.2 -0.6 -0.7 -0.7 -0.7 SHATZ -0.2 0.2 -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 -0.0 -0.1 -0.0 -1.1 0.1 -0.2 -0.0 -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 0.1 0.3 0.1 -0.8 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.2 0.4 0.5 0.4 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 0.0 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.0 1.4 0.0 0.1 0.1 0.1 0.1 0.0 0.8 0.5 -0.2 -0.2 -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 -0.0 0.3 -0.1 -2.7 -0.0 0.0 0.1 -0.0 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 0.0 -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 0.2 -0.1 0.2 -0.8 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.3 0.6 0.6 0.6 -0.5 -0.2 -0.5 -0.1 SOYMEAL 0.6 0.6 0.5 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.0 0.1 -0.5 0.1 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 0.1 0.2 -0.0 -2.3 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.2 0.2 -0.1 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 -0.1 -0.2 -0.6 -0.3 -0.6 -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 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.3 0.0 0.0 0.2 0.0 0.2 0.0 -0.4 -0.1 0.1 -0.2 0.3 -0.5 -0.7 -0.6 -0.7 SUGAR11 -0.6 -0.4 -0.4 -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 -2.2 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 1.1 -0.1 -0.6 -0.6 -0.1 -0.6 -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 0.1 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 -0.1 -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 -0.0 0.2 -0.0 -1.6 0.0 0.0 0.2 -0.0 0.2 -0.0 -0.4 -0.2 -0.1 -0.1 0.6 -0.1 -0.5 -0.3 -0.7 US2 -0.4 -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 -0.0 0.1 -0.1 2.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -1.1 -0.1 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.3 0.1 0.4 0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 0.2 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.3 -0.1 0.0 0.5 0.4 0.5 -0.1 -0.6 US30 -0.3 0.2 0.4 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.0 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 -0.0 0.1 -0.0 -0.5 -0.3 -0.1 0.1 0.4 0.3 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 0.1 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 -0.2 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 -0.2 -0.9 -0.2 -0.6 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.1 -0.2 -0.0 NaN -0.0 -0.1 -0.2 -0.0 -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 0.0 -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 0.2 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 -1.2 -7.9 1.4 -4.9 1.2 -0.6 -3.9 2.2 -6.3 -0.9 14.8 -6.8 3.6 -14.7 -6.0 -0.6 -1.3 -0.9 -1.1 -2.9 1.8 -1.9 2.2 -4.6 16.3 -1.8 3.3 1.1 -1.5 0.2 -3.5 3.9 4.2 9.5 9.2 9.1 19.0 20.0 20.0 20.0 BITCOIN -13.9 -14.3 -20.0 5.9 4.0 7.3 1.9 6.3 2.9 -8.7 7.8 -13.6 14.4 -17.1 -14.7 -5.2 -7.1 -6.3 -6.7 -13.4 -1.9 -17.6 9.3 -20.0 -20.0 -5.6 -3.1 -1.5 -6.5 3.2 -7.6 -1.6 -20.0 -20.0 -20.0 -20.0 11.4 -5.4 -19.2 -12.2 BOBL -5.7 7.0 0.1 2.1 0.2 1.7 -2.3 -0.6 -0.4 -9.1 2.0 -15.5 -0.7 -0.7 0.4 20.0 8.0 20.0 17.5 1.5 0.6 -5.9 -1.6 -2.1 2.8 1.2 -2.0 0.6 -3.6 -0.4 -1.1 14.8 3.1 -3.8 2.4 -5.1 9.7 20.0 15.8 20.0 BTP 0.9 8.9 3.7 2.7 0.3 2.2 -3.1 -0.8 -0.5 4.4 20.0 -3.8 20.0 16.2 19.3 6.0 8.6 7.8 8.7 14.0 14.3 1.3 15.1 8.7 -20.0 7.1 1.1 6.9 0.5 7.0 4.4 9.4 13.2 12.0 13.8 6.5 4.4 20.0 6.7 20.0 BUND -4.4 8.9 2.9 2.4 0.2 1.9 -2.7 -0.7 -0.4 -8.8 5.3 -16.0 -7.9 1.9 4.9 -6.6 2.8 -2.7 1.3 4.3 1.5 -5.5 -5.2 -0.4 -0.9 2.7 -1.4 1.5 -3.6 -1.1 -0.4 -1.3 2.4 -1.5 5.0 -1.9 6.8 20.0 9.3 20.0 BUXL -2.7 12.3 -0.5 2.2 0.2 1.8 -2.5 -0.7 -0.4 -11.7 -9.2 -14.8 -17.2 2.1 5.2 4.3 2.9 4.0 3.7 1.0 -6.2 -7.5 -16.2 -1.8 -1.7 1.0 -3.3 -2.1 -5.1 -5.8 -1.3 -0.0 -2.9 -3.1 5.4 -8.1 1.5 15.7 -5.3 5.4 CAC -4.9 10.4 7.6 5.8 6.2 7.0 1.6 5.9 2.4 6.9 18.4 -2.3 15.4 6.7 13.7 -1.9 -1.3 -2.1 -1.7 11.5 12.3 -2.6 9.3 2.9 3.4 4.1 5.4 3.4 -1.8 1.0 0.4 7.1 -14.0 0.1 1.2 -9.6 20.0 20.0 20.0 20.0 CAD 4.0 -13.1 -13.3 -5.5 1.3 -0.7 -4.4 2.4 -7.1 1.0 -8.3 -5.6 -6.6 -19.2 -20.0 -8.8 -7.3 -8.4 -7.9 -19.3 -15.2 -4.3 -9.6 -14.0 20.0 -7.6 4.6 -4.9 -2.0 -2.4 -6.2 -7.1 2.1 4.9 -3.9 -17.7 -20.0 -20.0 -20.0 -20.0 CANOLA 14.1 -2.2 -18.0 -4.9 -0.6 -6.5 -1.2 -5.8 -2.2 5.8 -3.6 8.2 -0.4 4.4 -11.4 -20.0 -11.1 -19.1 -14.3 -5.6 -8.8 5.9 -3.8 3.5 7.4 -3.0 3.4 -4.5 2.4 -2.5 1.0 -9.1 11.5 8.5 6.7 -2.1 16.6 20.0 20.0 20.0 CHF -11.6 -12.7 -5.3 -3.8 0.9 -0.5 -3.0 1.7 -4.9 4.8 10.2 -7.6 12.0 -11.7 -9.9 -16.3 -15.7 -15.9 -15.5 -7.0 2.7 -6.6 10.1 -11.3 -0.9 -2.8 4.2 2.0 -3.1 5.0 -5.4 -20.0 -8.1 -1.0 5.3 0.8 -17.6 -20.0 -20.0 -20.0 COCOA 20.0 -16.4 -20.0 -2.7 0.4 -3.6 -0.3 -3.3 -1.1 -6.9 -8.0 -3.3 -0.8 -5.8 -7.6 -3.5 10.0 -0.0 4.6 -8.9 -9.0 -5.2 -1.7 -4.9 -20.0 -2.1 -3.6 -1.9 -1.2 0.6 -1.0 20.0 -1.3 5.1 -9.3 1.8 -8.1 1.0 -1.7 4.6 COFFEE 0.9 9.4 18.9 -5.2 0.9 -7.0 -0.6 -6.4 -2.1 14.7 13.0 10.7 13.4 11.8 15.0 19.7 11.6 16.9 14.1 17.8 17.9 15.8 17.6 14.7 -20.0 5.8 5.2 7.2 4.0 8.1 4.0 20.0 20.0 17.8 20.0 20.0 10.7 14.4 18.6 20.0 COPPER 0.7 15.4 0.4 2.7 1.9 3.4 0.9 2.9 1.3 0.0 -1.4 -1.1 -1.1 5.2 -2.1 -6.0 -5.6 -5.7 -5.5 3.9 2.4 0.5 2.1 2.6 -4.4 1.8 1.5 2.4 0.1 3.3 0.9 0.8 -12.0 1.4 -7.9 -20.0 20.0 10.3 20.0 12.2 CORN 9.3 6.6 3.3 -7.0 1.2 -9.6 -0.8 -8.7 -2.9 16.4 -7.7 19.7 -13.1 16.1 16.3 -19.2 -19.1 -20.0 -20.0 6.0 -3.6 12.2 -14.3 11.0 10.2 5.4 11.1 0.7 9.6 -5.6 8.5 -20.0 11.2 20.0 20.0 20.0 -8.7 -3.3 3.2 -1.5 COTTON2 7.0 -3.0 -1.3 -7.1 1.2 -9.7 -0.8 -8.8 -2.9 -15.8 -20.0 -11.4 -20.0 -14.4 -17.4 -17.5 -14.7 -17.4 -16.2 -10.9 -14.7 -9.0 -20.0 -7.5 -14.6 -6.1 -8.3 -7.4 -6.1 -10.0 -4.7 -15.1 -12.9 1.7 -2.6 14.2 -9.1 -14.2 -7.8 -12.2 CRUDE_W 5.0 -8.2 -3.9 3.1 13.7 1.9 10.9 1.1 7.0 13.4 -7.1 15.9 -12.2 -7.8 -14.6 0.5 6.0 2.8 4.4 -7.1 -8.2 5.2 -9.6 -1.7 6.1 -5.1 7.7 -6.2 3.5 -6.5 -1.0 -7.4 -19.5 -20.0 -15.6 -15.3 20.0 17.9 4.8 18.3 DAX -6.8 -0.8 -12.5 5.0 5.4 6.0 1.3 5.1 2.1 10.2 15.5 -3.3 16.9 -1.3 0.8 -6.5 -6.6 -6.3 -5.9 -0.8 5.3 -4.0 15.3 -4.6 -11.0 -1.6 4.7 0.5 -3.1 5.8 -3.4 -1.0 -9.2 -20.0 -11.8 -20.0 9.0 20.0 14.8 20.0 DOW 6.8 -2.8 12.8 4.4 4.7 5.3 1.2 4.4 1.8 8.7 16.6 10.4 14.6 11.5 14.4 -8.4 -8.4 -8.5 -8.1 14.1 15.8 9.1 14.2 10.7 -11.9 5.0 7.2 5.9 3.4 5.3 3.4 -4.5 4.6 12.2 -3.1 4.1 -20.0 -20.0 -20.0 -20.0 DX 10.7 16.9 7.7 -3.9 0.9 -0.5 -3.1 1.7 -5.1 2.4 -6.9 8.7 -13.0 14.6 12.8 6.1 6.1 6.0 6.0 12.6 1.4 8.7 -8.9 15.1 -20.0 5.2 -1.5 1.3 3.8 -2.0 6.3 16.2 20.0 20.0 20.0 19.6 10.9 17.4 9.4 18.7 EUR -9.7 -15.0 -2.9 -4.7 1.1 -0.6 -3.8 2.1 -6.2 6.7 11.9 -8.2 16.4 -16.8 -11.5 -8.0 -7.6 -7.7 -7.6 -10.8 3.1 -5.7 15.1 -13.7 15.2 -5.0 3.8 0.9 -2.7 5.5 -6.5 -7.2 0.1 -0.4 3.0 -1.6 -6.6 -20.0 -9.9 -20.0 EURIBOR-ICE -6.3 4.5 -0.9 1.6 0.2 1.3 -1.8 -0.5 -0.3 -2.7 7.7 -11.6 10.5 -1.4 -0.1 11.8 10.6 12.4 12.3 1.9 3.3 -3.9 6.1 -1.5 4.5 1.4 -0.4 1.6 -2.0 2.1 -0.4 14.3 3.0 -1.5 1.9 -2.0 6.9 20.0 10.2 20.0 EUROSTX -2.2 9.8 6.4 5.6 6.0 6.8 1.5 5.7 2.4 13.0 20.0 8.9 19.4 16.2 18.9 -3.7 -1.5 -3.1 -2.3 15.0 15.7 6.4 15.5 9.4 -6.4 5.9 7.9 5.0 2.4 3.7 3.6 6.4 5.3 5.2 9.8 -4.5 19.1 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -7.3 -2.3 0.4 -3.2 -0.2 -2.9 -0.9 0.5 4.6 -5.9 6.8 -5.6 -1.5 12.2 7.7 14.0 12.3 -3.4 5.0 -9.8 9.0 -10.9 -20.0 -0.6 -0.2 1.7 -2.3 3.0 -2.5 20.0 -1.5 -20.0 -1.6 20.0 20.0 20.0 20.0 20.0 GASOIL 20.0 1.1 6.7 2.5 10.9 1.5 8.6 0.9 5.5 16.1 9.9 18.0 5.7 16.6 12.6 20.0 14.9 20.0 18.3 12.9 9.2 20.0 5.3 19.2 -1.1 5.0 9.6 3.7 8.7 2.2 7.2 11.5 1.9 14.8 12.5 10.9 9.9 12.5 3.1 8.9 GASOLINE 15.1 -3.3 1.5 2.9 12.7 1.8 10.1 1.1 6.5 19.3 5.0 20.0 0.7 11.9 2.3 6.7 19.3 16.9 20.0 4.9 1.8 20.0 0.4 12.8 -20.0 1.2 15.1 -1.1 11.7 -1.1 6.8 19.1 2.7 0.6 -4.1 -5.6 20.0 20.0 20.0 20.0 GAS_US_mini 18.2 17.7 -3.9 3.4 15.0 2.1 11.9 1.3 7.7 20.0 -17.7 20.0 -17.6 20.0 0.4 -20.0 -20.0 -20.0 -20.0 6.1 -7.7 20.0 -12.1 20.0 20.0 3.8 15.2 -1.7 13.9 -3.2 10.1 -20.0 20.0 11.1 11.6 -12.9 -4.9 -20.0 -20.0 -20.0 GBP -14.6 -16.7 -10.3 -5.2 1.2 -0.7 -4.2 2.3 -6.8 10.8 3.8 -10.6 14.0 -18.2 -16.1 0.6 -0.0 0.4 0.1 -18.4 -5.2 -12.4 8.1 -20.0 1.5 -6.4 0.7 -1.4 -5.3 3.1 -8.6 5.9 -7.3 -17.4 -10.5 -4.2 9.6 -4.0 9.5 -3.2 GOLD_micro -20.0 -14.6 -2.9 2.1 1.4 2.6 0.7 2.2 1.0 6.2 5.8 -3.2 6.9 0.9 4.0 -7.7 -11.0 -9.7 -10.2 8.2 10.3 3.1 10.0 3.5 -17.3 2.4 1.1 2.6 0.7 2.4 1.3 -7.8 3.5 6.4 16.9 16.1 -5.0 2.1 -16.0 -9.1 HEATOIL 20.0 0.5 3.9 2.8 12.3 1.7 9.8 1.0 6.3 18.4 13.9 20.0 8.9 18.7 13.7 14.7 9.4 11.4 10.0 14.1 9.5 20.0 6.3 20.0 -20.0 4.2 13.0 2.4 11.2 2.1 8.3 0.6 11.8 19.0 10.4 -0.7 17.3 7.3 -2.4 -8.2 JGB-SGX-mini 1.4 -1.3 -11.0 1.3 0.1 1.1 -1.5 -0.4 -0.2 -3.2 -12.0 -7.1 -11.3 -9.0 -10.9 10.3 12.5 9.6 10.8 -6.9 -10.1 -4.2 -12.4 -4.6 -6.1 -3.6 -1.7 -5.0 -3.0 -6.4 -2.7 14.6 0.2 -5.8 -9.8 -13.8 -12.8 -19.5 -7.3 -20.0 JPY -8.9 -14.5 -14.0 -3.0 0.7 -0.4 -2.4 1.3 -4.0 -12.0 -13.0 -12.7 -9.9 -13.8 -13.8 -9.6 -10.8 -9.9 -10.0 -16.1 -13.5 -9.2 -9.6 -14.0 20.0 -4.8 -2.0 -3.7 -3.0 -2.4 -4.5 -11.8 -2.1 -5.6 -9.0 -10.4 -2.4 -11.3 -3.4 -12.2 LEANHOG -16.4 -20.0 -6.7 -6.9 1.1 -9.4 -0.7 -8.5 -2.8 16.5 11.4 -9.7 15.5 -20.0 -16.5 -0.6 20.0 20.0 20.0 -18.4 -1.4 -9.9 10.8 -20.0 -1.8 -6.2 5.9 -1.6 -3.2 2.0 -7.7 20.0 -2.1 -20.0 -20.0 16.7 10.5 15.9 20.0 20.0 LIVECOW -20.0 -20.0 -11.2 -2.4 0.4 -3.3 -0.3 -3.0 -1.0 2.6 5.2 -5.0 7.1 -5.2 -1.8 0.5 10.1 -0.9 5.3 -3.4 3.4 -6.6 7.5 -8.5 -20.0 -1.0 0.4 1.3 -2.2 2.9 -2.7 20.0 -0.1 -20.0 -2.7 17.0 20.0 15.3 20.0 20.0 LUMBER-new -20.0 -2.9 -20.0 -4.2 0.7 -5.7 -0.4 -5.1 -1.7 -12.8 -12.0 -14.2 -9.6 -13.0 -13.0 -20.0 -20.0 -20.0 -20.0 -17.6 -14.8 -18.5 -10.9 -20.0 NaN -4.2 -2.7 -3.0 -4.7 -1.7 -5.1 -20.0 -19.0 -20.0 -1.8 -7.2 9.1 20.0 11.8 20.0 MXP -6.5 -10.7 2.7 -5.3 1.3 -0.7 -4.2 2.3 -6.9 20.0 20.0 15.2 20.0 11.3 19.0 12.0 12.7 12.6 12.5 9.8 20.0 12.4 20.0 5.5 -20.0 6.1 16.7 13.0 7.3 14.6 2.7 20.0 20.0 17.6 20.0 20.0 4.9 8.2 5.6 11.5 NASDAQ_micro 0.5 -14.4 5.6 3.7 4.0 4.5 1.0 3.8 1.6 -1.7 14.4 2.7 13.8 6.6 11.3 -8.5 -8.9 -9.3 -9.0 14.0 17.3 0.7 16.9 7.7 -20.0 4.4 -0.1 5.6 -0.2 5.3 2.1 -5.7 -11.2 8.5 7.9 11.5 -12.9 -20.0 -14.6 -20.0 NIKKEI 8.9 0.3 19.8 2.9 3.1 3.5 0.8 3.0 1.2 -1.1 11.2 5.8 10.3 8.5 10.3 0.2 7.3 2.8 5.4 20.0 19.3 7.2 14.1 15.3 -10.0 4.1 0.2 4.0 1.1 2.6 2.7 20.0 6.3 19.1 20.0 20.0 -1.5 8.4 6.7 14.0 NZD -3.8 -15.8 -15.0 -4.3 1.0 -0.6 -3.4 1.9 -5.6 -12.4 -7.1 -16.1 -8.9 -19.2 -19.6 -4.7 -3.1 -4.3 -3.8 -20.0 -15.5 -18.8 -9.3 -20.0 15.1 -6.6 -3.6 -4.5 -7.2 -2.7 -7.6 0.0 -20.0 -10.8 -14.3 -16.0 9.2 20.0 11.7 20.0 OAT -0.5 11.5 0.5 2.1 0.2 1.7 -2.4 -0.6 -0.4 6.5 6.7 -8.4 -4.1 6.4 8.7 17.8 11.5 17.2 15.3 6.0 2.0 0.5 -3.1 4.1 1.5 3.2 2.9 1.5 0.3 -0.4 2.1 17.1 11.3 6.5 8.4 -2.3 4.9 20.0 6.4 20.0 OATIES 10.4 1.6 -16.5 -4.9 0.8 -6.7 -0.5 -6.1 -2.0 10.7 -15.3 0.8 -11.7 -5.8 -14.4 -20.0 -10.5 -20.0 -18.2 -12.0 -14.3 0.8 -11.4 -5.4 -9.1 -5.5 3.4 -6.3 -0.0 -5.0 -2.9 -11.7 4.9 -4.9 -7.7 -10.7 -19.8 -14.1 -14.1 -13.7 OJ -3.3 -20.0 -14.6 -2.0 0.3 -2.7 -0.2 -2.5 -0.8 -2.6 -5.7 -4.5 -5.7 -6.4 -6.5 -4.0 4.2 -1.9 0.6 -9.9 -8.8 -5.0 -7.5 -8.6 -20.0 -2.2 -0.8 -2.0 -1.2 -1.6 -2.0 15.7 -4.3 -10.8 -11.3 -2.5 -8.2 -15.7 -1.7 -14.0 PALLAD -12.5 7.5 6.3 2.4 1.6 2.9 0.8 2.5 1.2 4.5 4.8 -5.5 4.1 0.9 2.6 -2.8 -2.9 -2.9 -2.9 6.3 7.2 0.2 5.3 2.4 12.2 2.5 0.8 2.8 0.3 2.4 1.2 5.3 -2.8 -1.0 5.0 -0.9 -8.6 -18.4 -20.0 -19.0 PLAT -18.5 -2.3 4.0 2.6 1.8 3.2 0.9 2.8 1.3 4.7 7.2 -5.8 6.9 0.7 3.3 -3.3 -3.5 -3.3 -3.2 5.5 10.0 -0.2 10.5 0.3 0.6 2.2 1.4 4.1 0.0 4.5 0.3 4.6 -4.7 -6.7 -1.0 -6.2 20.0 9.1 -11.3 -8.1 REDWHEAT 20.0 10.4 -1.2 -6.4 1.1 -8.7 -0.7 -7.9 -2.6 -3.1 -18.2 10.6 -20.0 10.2 -6.3 -14.9 -16.7 -17.9 -18.0 -0.8 -13.1 8.9 -20.0 9.8 7.4 1.6 0.9 -3.1 5.2 -6.4 6.2 -18.4 5.7 20.0 17.1 14.6 -20.0 -20.0 -20.0 -20.0 RICE 3.1 -12.9 -20.0 -3.1 0.5 -4.2 -0.3 -3.8 -1.3 4.1 -11.3 -5.5 -11.0 -9.4 -10.9 -20.0 -11.9 -20.0 -18.1 -19.2 -20.0 -4.5 -20.0 -12.6 -0.9 -4.0 1.1 -4.3 -1.1 -4.3 -2.8 -14.8 -2.8 -16.3 -17.4 -13.2 -8.2 -10.2 0.1 -9.2 ROBUSTA 3.3 10.8 20.0 -3.0 0.5 -4.1 -0.3 -3.7 -1.2 1.2 1.8 4.8 0.1 5.7 7.8 2.5 13.0 8.4 10.9 7.4 4.3 2.8 1.9 5.7 -20.0 2.6 -0.0 1.5 0.9 0.9 1.9 20.0 8.0 6.0 7.9 20.0 -2.5 20.0 5.8 20.0 RUSSELL -8.2 -7.1 15.9 3.5 3.8 4.3 1.0 3.6 1.5 -0.3 12.7 -3.7 9.6 1.3 9.8 -4.8 -5.4 -5.1 -5.1 6.3 10.7 -3.4 8.9 -0.7 6.2 2.8 0.1 5.2 -1.9 4.2 -0.9 0.6 -8.8 -8.0 -7.7 5.0 -18.0 -20.0 -20.0 -20.0 SHATZ -4.9 4.8 -9.3 1.9 0.2 1.6 -2.2 -0.6 -0.4 -12.4 -9.8 -16.3 -1.7 -5.9 -10.2 -4.8 -17.0 -12.9 -14.5 -5.1 -6.8 -6.8 -5.3 -5.3 7.7 -2.2 -2.8 -2.9 -4.3 -2.2 -3.0 -20.0 3.5 -7.5 -1.5 -16.3 14.4 20.0 18.5 20.0 SILVER-mini -16.5 -4.1 7.1 2.9 2.0 3.6 1.0 3.1 1.4 8.9 8.5 -2.1 9.0 3.0 5.9 -5.3 -6.6 -6.2 -6.4 11.4 13.7 7.9 11.7 6.7 -6.0 3.4 2.8 4.0 1.6 3.4 2.0 -0.8 10.8 5.3 12.7 14.1 13.1 20.0 -0.0 1.9 SMI -12.5 8.7 7.2 4.7 5.1 5.7 1.3 4.8 2.0 13.4 11.0 1.8 8.1 7.6 10.2 6.4 3.6 4.9 3.8 6.5 6.8 11.4 6.0 4.3 10.6 2.7 15.3 2.4 5.3 1.7 1.7 15.8 20.0 -6.6 -5.1 -3.1 20.0 20.0 20.0 20.0 SOFR -10.2 -10.5 3.8 2.2 0.2 1.8 -2.5 -0.7 -0.4 10.5 13.0 -9.3 14.1 -10.1 2.9 6.8 5.4 7.0 6.6 0.0 8.6 -5.0 12.2 -6.1 -20.0 -0.1 2.0 4.7 -3.4 6.3 -4.0 4.7 -2.8 -7.9 -15.8 8.6 -2.5 -16.3 -6.1 -20.0 SOYBEAN 17.7 7.0 8.5 -6.4 1.1 -8.7 -0.7 -7.9 -2.6 12.4 11.3 17.9 -3.3 16.9 16.0 0.4 -6.2 -4.3 -6.5 13.4 6.4 17.0 -2.6 18.8 -6.0 6.9 4.7 4.7 7.1 0.8 8.3 -0.1 13.7 20.0 20.0 20.0 -13.8 -5.1 -13.5 -1.8 SOYMEAL 20.0 20.0 15.0 -5.0 0.8 -6.9 -0.5 -6.2 -2.1 1.4 -1.7 13.0 -13.2 13.7 8.9 -12.0 -15.8 -16.8 -17.5 16.7 2.5 20.0 -8.5 20.0 -14.7 4.7 1.4 1.5 5.2 -1.1 6.8 -17.6 20.0 20.0 20.0 20.0 -20.0 -20.0 -11.0 -20.0 SOYOIL -0.4 -7.8 -13.2 -6.0 1.0 -8.2 -0.6 -7.4 -2.4 16.5 2.5 4.5 8.6 -7.4 -15.4 -8.5 -4.4 -7.4 -5.8 -7.1 -1.9 5.7 6.1 -3.4 -17.4 -3.9 12.8 -1.2 3.7 2.0 -2.0 2.9 6.9 -3.9 1.4 8.0 -20.0 -15.3 -20.0 -16.3 SP400 -2.2 -9.6 5.9 3.8 4.1 4.6 1.0 3.9 1.6 9.2 12.3 0.0 6.4 2.0 3.3 -5.7 -6.0 -5.9 -5.8 0.8 4.4 0.4 4.8 -1.6 0.0 -0.8 3.4 1.2 -0.1 1.2 -2.0 -0.6 -2.7 -4.9 -20.0 -10.4 -19.3 -20.0 -20.0 -20.0 SP500_micro 2.9 -15.9 8.0 4.3 4.6 5.2 1.2 4.4 1.8 4.3 16.8 6.4 16.2 9.2 13.4 -8.9 -9.7 -9.7 -9.5 14.1 18.9 4.1 19.2 7.9 -16.9 4.1 3.4 6.3 0.8 6.4 1.4 -6.7 -4.9 4.5 -4.8 8.0 -14.5 -20.0 -17.5 -20.0 SUGAR11 -19.2 -11.7 -11.2 -3.6 0.6 -4.9 -0.4 -4.5 -1.5 -5.8 -12.8 -11.4 -12.2 -12.4 -12.5 16.0 8.1 8.0 4.6 -18.7 -16.2 -12.0 -13.8 -18.4 -16.3 -4.4 -0.7 -3.6 -2.9 -2.8 -4.4 20.0 -5.3 -20.0 -17.5 -2.8 -19.3 -20.0 -11.7 -20.0 US10 -10.0 -3.9 9.1 1.7 0.2 1.4 -1.9 -0.5 -0.3 7.8 11.7 -5.6 4.2 -3.8 8.7 1.9 -0.0 1.9 1.4 3.2 7.1 -2.9 6.0 -2.2 -5.9 2.0 1.4 4.7 -2.3 4.4 -1.7 -4.4 -5.5 -4.0 -5.5 11.7 -15.6 -20.0 -10.9 -20.0 US10U -9.1 -0.3 12.0 2.5 0.2 2.0 -2.8 -0.8 -0.5 6.3 16.9 -9.1 2.3 -3.1 14.0 2.8 -1.0 1.3 0.1 7.2 11.9 -5.4 7.6 -2.2 -12.1 4.4 1.0 7.5 -3.2 5.8 -1.3 -6.7 -9.9 -4.0 -2.9 20.0 -3.1 -15.0 -8.6 -20.0 US2 -11.5 -3.7 5.1 1.7 0.2 1.3 -1.9 -0.5 -0.3 7.6 2.9 -8.4 -2.2 -7.6 4.2 -12.1 -15.2 -12.2 -12.9 -1.1 2.6 -4.9 2.1 -5.4 16.7 -0.5 0.4 2.2 -3.4 2.9 -3.6 -20.0 -5.9 -10.0 -8.9 4.8 -14.3 -9.5 -18.0 -20.0 US20 -10.7 3.5 13.9 1.7 0.2 1.4 -1.9 -0.5 -0.3 0.5 8.7 -7.6 -3.8 -2.9 9.8 3.6 2.9 4.0 3.8 5.6 7.4 -5.3 2.7 -1.5 -8.4 3.1 -0.5 4.5 -2.9 2.7 -0.9 0.1 -11.5 -3.6 1.4 15.3 12.1 13.6 -1.7 -16.8 US30 -8.9 5.3 13.7 1.9 0.2 1.5 -2.1 -0.6 -0.3 -2.9 5.3 -9.6 -8.0 -3.5 10.1 1.6 -2.5 -0.9 -1.8 5.5 6.0 -6.4 -0.4 -1.7 -5.1 3.4 -1.5 4.3 -3.7 1.7 -1.0 -9.4 -13.4 -2.9 2.6 13.7 10.1 9.1 -0.2 -16.5 US5 -9.3 -5.6 6.4 1.8 0.2 1.4 -2.0 -0.5 -0.3 8.5 10.5 -6.4 4.5 -5.8 6.1 -1.5 -3.4 -1.7 -2.2 1.3 5.7 -2.7 5.8 -3.2 -1.2 1.0 2.3 4.1 -2.1 4.7 -2.3 -10.3 -2.4 -5.4 -7.9 8.3 -17.7 -15.1 -14.0 -20.0 VIX 0.4 6.2 -10.2 -2.1 -6.9 -4.0 -1.8 -1.4 0.6 -15.6 -20.0 -10.5 -11.2 -9.7 -16.3 -20.0 -20.0 -20.0 -20.0 -4.7 -7.6 -3.5 -5.2 -1.1 NaN -2.1 -7.9 -4.5 -2.0 -1.8 0.8 NaN NaN NaN NaN NaN -12.4 -20.0 NaN NaN WHEAT 20.0 8.9 -2.1 -6.7 1.1 -9.1 -0.7 -8.3 -2.7 1.4 -18.6 11.8 -20.0 10.8 -9.3 -16.9 -18.4 -18.2 -18.3 -0.6 -11.8 9.0 -19.5 9.1 12.6 1.9 3.1 -2.3 5.9 -5.5 6.3 -19.9 6.6 20.0 19.1 13.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3