******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251112_204357 produced at 2025-11-12 21:39:41.415733 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.01 0.0 0.00 0.00 0.00 0.00 -8.31 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.00 0.0 0.00 0.00 0.00 0.00 -22.69 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 -22.17 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.10 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.25 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.01 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -20.65 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.55 24.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.10 0.0 1.04 -1.04 -0.14 -0.14 -2.77 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.24 -0.09 0.0 1.03 -1.03 -0.24 -0.16 -1.09 13.0 -3 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -4.17 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.06 0.0 0.69 -0.69 -0.04 -0.04 -1.50 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 -0.87 25.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.04 0.0 0.14 -0.14 -0.05 -0.06 -4.44 18.0 -6 -7 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.23 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.64 2.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.04 0.0 0.91 -0.91 0.00 0.00 -0.92 22.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.45 17.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 -0.03 -0.90 5.0 0 -1 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.33 -0.33 0.00 0.00 -0.21 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.85 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 -0.94 21.0 -4 -4 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.02 0.0 0.83 -0.83 -0.02 0.00 -1.44 48.0 -1 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.05 -0.02 0.0 0.59 -0.59 -0.05 -0.03 -0.95 23.0 -2 -1 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 GOLD_micro False True 0.02 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.97 56.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.08 3.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.56 9.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.11 -0.01 0.0 0.42 -0.42 -0.11 -0.11 -1.52 68.0 -17 -17 caleb_strategy_v3 EUR False False 0.07 -0.07 -0.01 0.0 1.02 -1.02 -0.07 0.00 -0.17 14.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.79 10.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.75 -0.75 -0.03 -0.03 -0.37 26.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.01 0.0 0.76 -0.76 -0.06 -0.06 -0.26 13.0 -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 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 ROBUSTA False False 0.02 0.02 0.00 0.0 0.51 -0.51 0.02 0.00 0.20 23.0 1 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.04 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 0.06 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.03 6.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.28 9.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 -0.00 0.0 0.77 -0.77 0.00 0.00 -0.10 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 0.04 8.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.00 0.0 0.80 -0.80 -0.01 0.00 -0.14 66.0 -1 0 caleb_strategy_v3 GAS_US_mini False False 0.01 -0.04 0.00 0.0 0.16 -0.16 -0.04 -0.01 0.67 26.0 -7 -2 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.42 -0.42 0.00 0.07 0.16 6.0 0 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.24 -0.24 0.00 0.00 2.79 51.0 1 1 caleb_strategy_v3 DAX False False 0.01 -0.09 0.01 0.0 0.83 -0.83 -0.09 -0.03 0.42 58.0 -6 -2 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.33 7.0 1 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.01 0.0 0.41 -0.41 0.00 0.00 0.15 10.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.53 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 0.22 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.07 0.00 0.02 0.0 999.00 -999.00 0.00 0.07 0.29 999999999.0 0 1 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.02 0.0 0.21 -0.21 0.03 0.03 0.99 13.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.13 0.02 0.0 999.00 -999.00 0.13 0.06 0.39 999999999.0 2 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.15 -0.15 0.05 0.05 0.51 3.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.73 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.06 0.0 0.14 -0.14 0.07 0.03 1.65 4.0 2 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.82 12.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.31 -1.31 0.07 0.07 1.30 19.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 2.77 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.09 0.0 0.68 -0.68 0.20 0.20 2.78 20.0 6 6 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 0.12 0.0 0.00 0.00 0.00 0.00 1.48 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.20 0.17 0.0 0.60 -0.60 0.20 0.18 9.97 36.0 12 11 caleb_strategy_v3 BTP False False 0.07 0.00 0.17 0.0 0.71 -0.71 0.00 0.00 2.44 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.20 0.0 0.72 -0.72 0.36 0.36 2.82 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.37 0.53 0.0 0.82 -0.82 0.37 0.37 38.91 60.0 27 27 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.55 0.0 1.43 -1.43 0.00 0.00 10.87 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 16.5 Shocked risk 47.5 Sum abs risk 49.6 Leverage 6.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1986494.81, 'annual_cash_vol_target': 496623.7025, 'daily_cash_vol_target': 31038.98140625} ====================================================================== Vol calculation ====================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6546 0.5237 8.3796 BITCOIN 2464.7382 101520.0000 2.4278 38.8454 BOBL 0.1644 118.1500 0.1391 2.2258 BTP 0.3776 121.6100 0.3105 4.9680 BUND 0.3314 129.3300 0.2562 4.0996 BUXL 0.8215 115.9600 0.7085 11.3353 CAC 62.5759 8252.5000 0.7583 12.1323 CAD 0.0023 0.7155 0.3239 5.1828 CANOLA 6.2562 657.5000 0.9515 15.2243 CHF 0.0052 1.2584 0.4159 6.6543 COCOA 142.9263 5744.0000 2.4883 39.8123 COFFEE 8.0549 374.7000 2.1497 34.3952 COPPER 0.0726 5.0850 1.4279 22.8460 CORN 3.8382 468.5000 0.8193 13.1080 COTTON2 0.7169 64.8200 1.1060 17.6954 CRUDE_W 0.8816 58.5900 1.5047 24.0749 DAX 186.0217 24454.0000 0.7607 12.1712 DOW 302.0951 48399.0000 0.6242 9.9868 DX 0.3523 99.3650 0.3545 5.6724 EUR 0.0043 1.1608 0.3728 5.9649 EURIBOR-ICE 0.0301 97.8200 0.0308 0.4927 EUROSTX 45.4576 5797.0000 0.7842 12.5465 FEEDCOW 4.5217 320.3750 1.4114 22.5818 GASOIL 11.8238 687.5000 1.7198 27.5171 GASOLINE 0.0312 1.8769 1.6625 26.6000 GAS_US_mini 0.1048 4.7400 2.2108 35.3732 GBP 0.0059 1.3128 0.4459 7.1345 GOLD_micro 50.3544 4202.2000 1.1983 19.1726 HEATOIL 0.0406 2.4008 1.6897 27.0353 JGB-SGX-mini 0.2005 135.8600 0.1476 2.3614 JPY 0.0000 0.0065 0.5878 9.4047 LEANHOG 1.1482 81.3750 1.4110 22.5767 LIVECOW 2.9091 224.8500 1.2938 20.7010 LUMBER-new 7.9251 577.5000 1.3723 21.9571 MXP 0.0003 0.0544 0.5503 8.8052 NASDAQ_micro 228.8353 25581.0000 0.8946 14.3128 NIKKEI 605.8881 51185.0000 1.1837 18.9396 NZD 0.0031 0.5673 0.5455 8.7278 OAT 0.3581 123.0700 0.2910 4.6557 OATIES 5.0263 319.0000 1.5756 25.2104 OJ 6.1911 170.6000 3.6290 58.0641 PALLAD 39.4474 1501.5000 2.6272 42.0352 PLAT 30.3524 1635.2000 1.8562 29.6990 REDWHEAT 8.0847 541.0000 1.4944 23.9104 RICE 0.1392 10.5500 1.3194 21.1101 ROBUSTA 91.1271 4362.0000 2.0891 33.4258 RUSSELL 27.1849 2462.0000 1.1042 17.6669 SHATZ 0.0472 107.0250 0.0441 0.7055 SILVER-mini 0.9390 54.0875 1.7361 27.7784 SMI 91.7234 12788.0000 0.7173 11.4762 SOFR 0.0501 96.7400 0.0518 0.8287 SOYBEAN 8.8326 1115.5000 0.7918 12.6689 SOYMEAL 4.1808 327.3000 1.2774 20.4378 SOYOIL 0.6211 51.4500 1.2073 19.3163 SP400 28.5868 3282.0000 0.8710 13.9363 SP500_micro 47.0033 6869.2500 0.6843 10.9481 SUGAR11 0.2349 14.1100 1.6648 26.6370 US10 0.3325 112.9844 0.2943 4.7086 US10U 0.4186 115.7812 0.3616 5.7849 US2 0.0825 104.1836 0.0792 1.2668 US20 0.6457 117.5938 0.5491 8.7849 US30 0.9536 121.5000 0.7848 12.5572 US5 0.2147 109.3984 0.1963 3.1404 VIX 0.4878 20.7500 2.3508 37.6133 WHEAT 7.3830 605.2500 1.2198 19.5173 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.60 0.52 342.83 1.00 342.83 31038.98 90.54 11.78 106.68 BITCOIN 101.52 2.43 246.47 1.00 246.47 31038.98 125.93 -15.12 -190.42 BOBL 1181.50 0.14 164.36 1.16 189.89 31038.98 163.45 7.82 127.82 BTP 1216.10 0.31 377.60 1.16 436.25 31038.98 71.15 10.04 71.43 BUND 1293.30 0.26 331.37 1.16 382.85 31038.98 81.07 2.69 21.77 BUXL 1159.60 0.71 821.52 1.16 949.13 31038.98 32.70 -2.34 -7.66 CAC 825.25 0.76 625.76 1.16 722.96 31038.98 42.93 12.42 53.30 CAD 715.50 0.32 231.77 1.00 231.77 31038.98 133.92 -7.97 -106.69 CANOLA 131.50 0.95 125.12 0.71 89.12 31038.98 348.27 3.29 114.59 CHF 1572.94 0.42 654.18 1.00 654.18 31038.98 47.45 -8.88 -42.14 COCOA 574.40 2.49 1429.26 1.00 1429.26 31038.98 21.72 -7.05 -15.31 COFFEE 1405.12 2.15 3020.60 1.00 3020.60 31038.98 10.28 11.88 12.21 COPPER 1271.25 1.43 1815.18 1.00 1815.18 31038.98 17.10 2.09 3.58 CORN 234.25 0.82 191.91 1.00 191.91 31038.98 161.74 1.35 21.80 COTTON2 324.10 1.11 358.44 1.00 358.44 31038.98 86.59 -19.75 -171.02 CRUDE_W 585.90 1.50 881.59 1.00 881.59 31038.98 35.21 -2.35 -8.27 DAX 244.54 0.76 186.02 1.16 214.92 31038.98 144.42 0.86 12.39 DOW 242.00 0.62 151.05 1.00 151.05 31038.98 205.49 -0.30 -6.12 DX 993.65 0.35 352.28 1.00 352.28 31038.98 88.11 7.61 67.04 EUR 1451.06 0.37 540.97 1.00 540.97 31038.98 57.38 -1.15 -6.62 EURIBOR-ICE 2445.50 0.03 75.31 1.16 87.01 31038.98 356.75 8.92 318.17 EUROSTX 579.70 0.78 454.58 1.16 525.19 31038.98 59.10 13.75 81.29 FEEDCOW 1601.88 1.41 2260.83 1.00 2260.83 31038.98 13.73 0.90 1.24 GASOIL 687.50 1.72 1182.38 1.00 1182.38 31038.98 26.25 14.47 37.99 GASOLINE 788.30 1.66 1310.55 1.00 1310.55 31038.98 23.68 7.06 16.71 GAS_US_mini 118.50 2.21 261.98 1.00 261.98 31038.98 118.48 0.52 6.16 GBP 820.50 0.45 365.87 1.00 365.87 31038.98 84.84 -4.19 -35.56 GOLD_micro 420.22 1.20 503.54 1.00 503.54 31038.98 61.64 -4.60 -28.37 HEATOIL 1008.34 1.69 1703.79 1.00 1703.79 31038.98 18.22 6.47 11.79 JGB-SGX-mini 135860.00 0.15 20051.66 0.01 130.02 31038.98 238.73 -8.77 -209.28 JPY 810.62 0.59 476.48 1.00 476.48 31038.98 65.14 -8.85 -57.63 LEANHOG 325.50 1.41 459.29 1.00 459.29 31038.98 67.58 2.41 16.31 LIVECOW 899.40 1.29 1163.65 1.00 1163.65 31038.98 26.67 -1.10 -2.95 LUMBER-new 158.81 1.37 217.94 1.00 217.94 31038.98 142.42 -11.09 -157.90 MXP 272.15 0.55 149.77 1.00 149.77 31038.98 207.24 12.77 264.75 NASDAQ_micro 511.62 0.89 457.67 1.00 457.67 31038.98 67.82 -6.03 -40.90 NIKKEI 51185.00 1.18 60588.81 0.01 392.86 31038.98 79.01 11.64 91.95 NZD 567.30 0.55 309.46 1.00 309.46 31038.98 100.30 -3.60 -36.06 OAT 1230.70 0.29 358.11 1.16 413.74 31038.98 75.02 11.00 82.56 OATIES 159.50 1.58 251.32 1.00 251.32 31038.98 123.51 -15.43 -190.55 OJ 255.90 3.63 928.66 1.00 928.66 31038.98 33.42 -13.25 -44.28 PALLAD 1501.50 2.63 3944.74 1.00 3944.74 31038.98 7.87 1.64 1.29 PLAT 817.60 1.86 1517.62 1.00 1517.62 31038.98 20.45 2.11 4.32 REDWHEAT 270.50 1.49 404.24 1.00 404.24 31038.98 76.78 -6.76 -51.92 RICE 211.00 1.32 278.39 1.00 278.39 31038.98 111.49 -15.58 -173.67 ROBUSTA 436.20 2.09 911.27 1.00 911.27 31038.98 34.06 4.32 14.71 RUSSELL 123.10 1.10 135.92 1.00 135.92 31038.98 228.35 -2.01 -45.83 SHATZ 1070.25 0.04 47.19 1.16 54.52 31038.98 569.31 -2.68 -152.83 SILVER-mini 1352.19 1.74 2347.60 1.00 2347.60 31038.98 13.22 6.33 8.37 SMI 1278.80 0.72 917.23 1.24 1139.50 31038.98 27.24 15.87 43.24 SOFR 2418.50 0.05 125.26 1.00 125.26 31038.98 247.79 -5.51 -136.62 SOYBEAN 557.75 0.79 441.63 1.00 441.63 31038.98 70.28 4.97 34.91 SOYMEAL 327.30 1.28 418.08 1.00 418.08 31038.98 74.24 -4.04 -29.98 SOYOIL 308.70 1.21 372.68 1.00 372.68 31038.98 83.29 -10.21 -85.05 SP400 3282.00 0.87 2858.68 1.00 2858.68 31038.98 10.86 -5.82 -6.32 SP500_micro 343.46 0.68 235.02 1.00 235.02 31038.98 132.07 -4.70 -62.06 SUGAR11 158.03 1.66 263.09 1.00 263.09 31038.98 117.98 -15.45 -182.25 US10 1129.84 0.29 332.50 1.00 332.50 31038.98 93.35 -3.83 -35.73 US10U 1157.81 0.36 418.61 1.00 418.61 31038.98 74.15 -2.73 -20.27 US2 2083.67 0.08 164.98 1.00 164.98 31038.98 188.14 -5.24 -98.65 US20 1175.94 0.55 645.65 1.00 645.65 31038.98 48.07 0.95 4.58 US30 1215.00 0.78 953.56 1.00 953.56 31038.98 32.55 -0.80 -2.61 US5 1093.98 0.20 214.72 1.00 214.72 31038.98 144.55 -4.77 -68.93 VIX 207.50 2.35 487.80 1.00 487.80 31038.98 63.63 -14.10 -89.70 WHEAT 302.62 1.22 369.15 1.00 369.15 31038.98 84.08 -5.03 -42.30 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 106.680 0.010 2.5 2.772 BITCOIN -190.421 0.043 2.5 -20.649 BOBL 127.820 0.004 2.5 1.298 BTP 71.431 0.014 2.5 2.440 BUND 21.769 0.004 2.5 0.221 BUXL -7.662 0.004 2.5 -0.078 CAC 53.304 0.014 2.5 1.821 CAD -106.686 0.010 2.5 -2.772 CANOLA 114.589 0.010 2.5 2.792 CHF -42.138 0.010 2.5 -1.095 COCOA -15.308 0.010 2.5 -0.373 COFFEE 12.209 0.005 2.5 0.162 COPPER 3.575 0.043 2.5 0.388 CORN 21.797 0.010 2.5 0.531 COTTON2 -171.024 0.010 2.5 -4.167 CRUDE_W -8.274 0.043 2.5 -0.897 DAX 12.391 0.014 2.5 0.423 DOW -6.122 0.009 2.5 -0.142 DX 67.039 0.010 2.5 1.742 EUR -6.624 0.010 2.5 -0.172 EURIBOR-ICE 318.166 0.014 2.5 10.867 EUROSTX 81.292 0.014 2.5 2.777 FEEDCOW 1.239 0.013 2.5 0.041 GASOIL 37.988 0.017 2.5 1.649 GASOLINE 16.714 0.017 2.5 0.726 GAS_US_mini 6.162 0.043 2.5 0.668 GBP -35.556 0.010 2.5 -0.924 GOLD_micro -28.365 0.014 2.5 -0.969 HEATOIL 11.795 0.017 2.5 0.512 JGB-SGX-mini -209.279 0.043 2.5 -22.694 JPY -57.626 0.010 2.5 -1.497 LEANHOG 16.306 0.024 2.5 0.992 LIVECOW -2.945 0.013 2.5 -0.098 LUMBER-new -157.896 0.010 2.5 -3.847 MXP 264.746 0.059 2.5 38.912 NASDAQ_micro -40.902 0.009 2.5 -0.952 NIKKEI 91.951 0.043 2.5 9.971 NZD -36.062 0.010 2.5 -0.937 OAT 82.555 0.014 2.5 2.820 OATIES -190.552 0.010 2.5 -4.642 OJ -44.278 0.010 2.5 -1.079 PALLAD 1.287 0.014 2.5 0.044 PLAT 4.316 0.014 2.5 0.147 REDWHEAT -51.918 0.005 2.5 -0.690 RICE -173.670 0.010 2.5 -4.231 ROBUSTA 14.707 0.005 2.5 0.195 RUSSELL -45.832 0.013 2.5 -1.521 SHATZ -152.826 0.004 2.5 -1.552 SILVER-mini 8.375 0.014 2.5 0.286 SMI 43.241 0.014 2.5 1.477 SOFR -136.616 0.024 2.5 -8.314 SOYBEAN 34.914 0.004 2.5 0.325 SOYMEAL -29.976 0.004 2.5 -0.279 SOYOIL -85.053 0.004 2.5 -0.793 SP400 -6.323 0.013 2.5 -0.210 SP500_micro -62.062 0.009 2.5 -1.444 SUGAR11 -182.250 0.010 2.5 -4.440 US10 -35.728 0.005 2.5 -0.453 US10U -20.270 0.005 2.5 -0.257 US2 -98.648 0.005 2.5 -1.252 US20 4.583 0.005 2.5 0.058 US30 -2.606 0.005 2.5 -0.033 US5 -68.929 0.005 2.5 -0.875 VIX -89.703 0.099 2.5 -22.174 WHEAT -42.304 0.005 2.5 -0.562 ===================== Position diags ===================== AUD 2.35 BITCOIN 13.66 BOBL 1.66 BTP 2.43 BUND 0.82 BUXL 0.33 CAC 1.47 CAD 3.48 CANOLA 8.48 CHF 1.23 COCOA 0.53 COFFEE 0.14 COPPER 1.85 CORN 3.94 COTTON2 2.11 CRUDE_W 3.82 DAX 4.93 DOW 4.78 DX 2.29 EUR 1.49 EURIBOR-ICE 12.19 EUROSTX 2.02 FEEDCOW 0.46 GASOIL 1.14 GASOLINE 1.03 GAS_US_mini 12.85 GBP 2.20 GOLD_micro 2.11 HEATOIL 0.79 JGB-SGX-mini 25.89 JPY 1.69 LEANHOG 4.11 LIVECOW 0.89 LUMBER-new 3.47 MXP 30.46 NASDAQ_micro 1.58 NIKKEI 8.57 NZD 2.61 OAT 2.56 OATIES 3.01 OJ 0.81 PALLAD 0.27 PLAT 0.70 REDWHEAT 1.02 RICE 2.72 ROBUSTA 0.45 RUSSELL 7.58 SHATZ 5.78 SILVER-mini 0.45 SMI 0.93 SOFR 15.08 SOYBEAN 0.65 SOYMEAL 0.69 SOYOIL 0.78 SP400 0.36 SP500_micro 3.07 SUGAR11 2.87 US10 1.18 US10U 0.94 US2 2.39 US20 0.61 US30 0.41 US5 1.83 VIX 15.73 WHEAT 1.12 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.5 3.0 0.0 0 BITCOIN -20.6 -22.0 -19.3 0.0 0 BOBL 1.3 1.1 1.5 1.0 1 BTP 2.4 2.2 2.7 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.1 -0.0 -1.0 -1 CAC 1.8 1.7 2.0 0.0 0 CAD -2.8 -3.1 -2.4 -4.0 -4 CANOLA 2.8 1.9 3.6 1.0 1 CHF -1.1 -1.2 -1.0 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 0.4 0.2 0.6 2.0 2 CORN 0.5 0.1 0.9 0.0 0 COTTON2 -4.2 -4.4 -4.0 -4.0 -4 CRUDE_W -0.9 -1.3 -0.5 0.0 0 DAX 0.4 -0.1 0.9 -6.0 -6 DOW -0.1 -0.6 0.3 -1.0 -1 DX 1.7 1.5 2.0 0.0 0 EUR -0.2 -0.3 -0.0 -1.0 -1 EURIBOR-ICE 10.9 9.6 12.1 0.0 0 EUROSTX 2.8 2.6 3.0 6.0 6 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.6 1.5 1.8 2.0 2 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini 0.7 -0.6 2.0 -7.0 -7 GBP -0.9 -1.1 -0.7 0.0 0 GOLD_micro -1.0 -1.2 -0.8 0.0 0 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -22.7 -25.3 -20.1 0.0 0 JPY -1.5 -1.7 -1.3 -1.0 -1 LEANHOG 1.0 0.6 1.4 2.0 2 LIVECOW -0.1 -0.2 -0.0 0.0 0 LUMBER-new -3.8 -4.2 -3.5 0.0 0 MXP 38.9 35.9 42.0 27.0 27 NASDAQ_micro -1.0 -1.1 -0.8 -2.0 -2 NIKKEI 10.0 9.1 10.8 12.0 12 NZD -0.9 -1.2 -0.7 -4.0 -4 OAT 2.8 2.6 3.1 5.0 5 OATIES -4.6 -4.9 -4.3 NaN 0 OJ -1.1 -1.2 -1.0 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -0.7 -0.8 -0.6 0.0 0 RICE -4.2 -4.5 -4.0 -3.0 -3 ROBUSTA 0.2 0.2 0.2 1.0 1 RUSSELL -1.5 -2.3 -0.8 -17.0 -17 SHATZ -1.6 -2.1 -1.0 NaN 0 SILVER-mini 0.3 0.2 0.3 0.0 0 SMI 1.5 1.4 1.6 0.0 0 SOFR -8.3 -9.8 -6.8 NaN 0 SOYBEAN 0.3 0.3 0.4 1.0 1 SOYMEAL -0.3 -0.3 -0.2 0.0 0 SOYOIL -0.8 -0.9 -0.7 -3.0 -3 SP400 -0.2 -0.2 -0.2 0.0 0 SP500_micro -1.4 -1.8 -1.1 -1.0 -1 SUGAR11 -4.4 -4.7 -4.2 -6.0 -6 US10 -0.5 -0.6 -0.3 0.0 0 US10U -0.3 -0.4 -0.2 -1.0 -1 US2 -1.3 -1.5 -1.0 NaN 0 US20 0.1 -0.0 0.1 0.0 0 US30 -0.0 -0.1 0.0 0.0 0 US5 -0.9 -1.1 -0.7 -1.0 -1 VIX -22.2 -23.7 -20.6 -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 0.1 0.4 -0.0 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.0 0.1 -0.0 2.2 -0.0 0.1 0.0 0.0 0.0 -0.0 0.2 0.1 0.4 0.3 0.3 0.6 0.7 0.7 0.7 BITCOIN -0.5 -0.5 -0.6 0.1 0.1 0.2 0.0 0.2 0.0 -0.1 0.2 -0.2 0.5 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.2 -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 -0.0 0.0 -0.2 -0.0 -0.0 0.0 0.4 0.2 0.4 0.4 0.0 0.0 -0.0 -0.0 -0.0 0.4 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.9 -0.1 -0.2 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 0.2 0.5 0.0 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.4 0.1 -2.7 0.1 0.1 0.2 0.0 0.3 0.1 0.5 0.2 0.4 0.5 0.2 0.1 0.7 0.2 0.7 BUND -0.2 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 -0.1 0.2 -0.1 0.2 0.7 0.3 0.7 BUXL -0.1 0.4 -0.0 0.0 0.0 0.1 -0.0 -0.0 0.0 -0.0 -0.2 -0.1 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 -0.0 -0.4 -0.0 -0.2 0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.2 -0.1 0.1 -0.3 0.0 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 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 0.5 0.0 0.1 0.1 0.0 0.0 0.0 0.4 -0.1 0.0 0.1 -0.3 0.7 0.7 0.7 0.7 CAD 0.2 -0.4 -0.4 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.1 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.3 -0.1 2.7 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.4 -0.1 0.3 -0.1 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 -0.0 -0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.0 0.1 -0.1 -0.4 -0.2 -0.4 -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 -0.5 0.3 0.3 0.2 -0.0 0.6 0.7 0.7 0.7 CHF -0.3 -0.4 -0.2 -0.0 0.0 -0.0 -0.0 0.1 -0.1 0.1 0.3 -0.0 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.0 0.3 -0.1 -0.1 -0.0 0.1 0.1 0.0 0.2 -0.0 -1.1 0.2 0.0 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 -0.1 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 1.1 -0.1 0.1 -0.3 0.0 -0.3 0.0 -0.1 0.2 COFFEE -0.2 0.2 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.0 0.3 0.0 0.5 0.1 0.2 0.4 0.2 0.3 0.3 0.1 0.2 0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 1.1 0.4 0.4 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 -0.4 0.1 -0.3 -0.6 0.7 0.4 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 -0.1 COTTON2 0.2 -0.1 -0.0 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -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 -0.3 -0.1 -0.8 -0.5 -0.0 -0.2 0.4 -0.3 -0.5 -0.3 -0.4 CRUDE_W 0.2 -0.2 -0.1 0.0 0.0 0.1 0.1 0.0 0.1 -0.1 -0.2 0.1 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.0 -0.2 -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 0.1 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 0.1 0.0 0.0 0.2 -0.0 -0.1 0.0 -0.5 -0.3 -0.6 0.3 0.7 0.5 0.7 DOW 0.2 -0.1 0.4 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.5 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 0.1 0.2 0.0 -0.2 0.2 0.5 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 DX 0.3 0.6 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 -0.0 0.4 -0.1 2.0 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.4 0.1 -0.0 0.1 -0.1 -0.2 -0.7 -0.3 -0.7 EURIBOR-ICE -0.3 0.2 -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 -0.1 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 0.2 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 0.1 0.1 0.1 0.3 0.2 0.3 0.4 -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 -0.1 -0.6 -0.0 0.6 0.7 0.7 0.7 0.7 GASOIL 0.6 0.0 0.2 0.0 0.0 0.0 0.1 0.0 0.1 0.0 0.3 0.2 0.2 0.2 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.1 0.2 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.6 0.1 0.5 0.4 0.4 0.3 0.4 0.1 0.3 GASOLINE 0.5 -0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.0 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 0.0 -0.0 0.1 -0.0 0.1 1.0 0.0 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 0.0 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 0.1 -0.1 0.1 -1.1 0.5 0.6 0.4 -0.4 -0.2 -0.7 -0.7 -0.7 GBP -0.5 -0.6 -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 -0.1 -0.6 -0.4 -0.2 0.3 -0.1 0.3 -0.1 GOLD_micro -0.5 -0.4 -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 0.1 0.3 0.1 -2.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.4 0.2 0.1 0.5 0.5 -0.1 0.1 -0.5 -0.3 HEATOIL 0.6 0.0 0.1 0.0 0.0 0.0 0.1 0.0 0.1 0.0 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 0.0 0.1 0.1 0.1 0.1 0.0 0.2 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 -0.7 -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 -0.2 -0.2 -0.2 -0.2 -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 -0.6 -0.1 -0.3 -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 0.5 -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 0.0 -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 -0.0 0.2 -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 0.5 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 -0.4 -0.2 NaN -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.2 -0.3 -0.7 -0.1 -0.3 0.3 0.8 0.4 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 0.2 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 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 0.1 0.2 0.0 0.5 0.1 -2.7 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.3 -0.5 0.2 0.2 0.4 -0.4 -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 -0.0 0.5 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 -0.1 -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 -0.0 -0.1 0.1 0.1 0.4 0.2 0.3 0.3 0.1 0.0 0.1 -0.1 0.1 0.2 0.0 0.1 0.0 0.0 -0.0 0.0 0.9 0.2 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 -0.0 -0.2 -0.4 -0.2 -0.4 -0.4 -0.1 -0.2 0.0 -0.3 -0.0 -1.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.6 0.3 -0.1 -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 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.8 -0.1 -0.3 -0.4 -0.1 -0.3 -0.5 -0.1 -0.5 PALLAD -0.3 0.2 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 1.7 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 -0.4 -0.1 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 -0.0 0.3 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 0.4 -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 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.2 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.0 -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 -0.4 -0.6 -0.4 -0.3 -0.3 0.0 -0.3 ROBUSTA -0.0 0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.0 0.0 0.0 0.1 0.1 0.3 0.2 0.2 0.1 0.0 -0.0 0.0 0.0 -2.7 0.0 -0.0 0.0 -0.0 0.0 0.0 1.1 -0.1 0.1 0.2 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 0.4 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 -0.3 -0.4 -0.3 0.1 -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 -0.2 -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 -0.3 -0.0 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.3 -0.2 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.2 0.0 0.3 0.1 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 0.4 0.2 0.5 0.5 0.4 0.7 -0.0 0.1 SMI -0.4 0.3 0.3 0.1 0.1 0.2 0.0 0.2 0.0 0.1 0.3 0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.1 1.4 0.0 0.1 0.1 0.1 0.1 0.0 0.8 0.5 -0.1 -0.0 -0.1 0.7 0.7 0.7 0.7 SOFR -0.4 -0.3 0.1 0.0 0.0 0.0 -0.0 -0.0 0.0 0.1 0.3 -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 0.0 -0.2 -0.5 0.3 -0.1 -0.5 -0.2 -0.7 SOYBEAN 0.6 0.3 0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.2 0.3 0.2 -0.1 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.1 0.2 -0.1 0.2 -0.8 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.6 0.6 -0.5 -0.2 -0.5 -0.1 SOYMEAL 0.6 0.6 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.0 0.1 -0.5 0.2 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.0 0.2 -0.2 0.2 -1.9 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 -0.2 -0.4 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 0.1 0.1 0.3 -0.0 -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 0.1 0.2 -0.1 0.1 0.2 -0.7 -0.5 -0.7 -0.6 SP400 -0.1 -0.3 0.2 0.0 0.0 0.1 0.0 0.1 0.0 0.1 0.3 0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.2 -0.6 -0.4 -0.6 -0.7 -0.7 -0.7 SP500_micro 0.1 -0.5 0.3 0.0 0.1 0.1 0.0 0.2 0.0 0.1 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 -0.2 0.2 -0.2 0.2 -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 0.0 -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 0.0 -0.6 -0.6 -0.1 -0.6 -0.7 -0.4 -0.7 US10 -0.4 -0.1 0.3 0.0 0.0 0.0 -0.0 -0.0 0.0 0.1 0.3 -0.0 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 0.0 -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 -0.1 -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 -0.0 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.4 0.1 0.4 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 -0.0 0.1 -0.0 -1.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 -0.2 -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 0.1 0.1 -0.1 -0.3 -0.0 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.0 -0.0 -0.0 -0.7 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.5 -0.2 -0.1 0.1 0.4 0.3 0.3 -0.0 -0.5 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 -0.2 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 -0.6 -1.1 NaN NaN WHEAT 0.6 0.3 -0.0 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.5 0.2 -0.7 0.1 -0.1 -0.3 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 1.7 0.0 0.1 -0.1 0.1 -0.2 0.1 -1.1 0.3 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 0.0 -7.7 1.4 -4.9 1.1 -0.8 -3.2 2.1 -6.0 8.9 14.9 -3.4 3.6 -12.6 -5.8 -0.6 -1.2 -0.9 -1.1 -2.6 1.8 0.9 2.2 -3.3 16.4 -1.6 5.9 1.2 0.5 0.3 -2.6 3.9 3.8 12.1 9.8 9.2 18.2 20.0 20.0 20.0 BITCOIN -14.7 -14.1 -17.8 6.0 5.7 7.3 3.3 6.3 3.5 -14.9 7.1 -16.1 13.9 -17.9 -15.4 -5.1 -7.1 -6.2 -6.7 -14.5 -2.6 -20.0 8.9 -20.0 -20.0 -5.7 -5.4 -1.7 -7.0 2.9 -7.7 -1.6 -20.0 -20.0 -20.0 -20.0 11.5 -5.2 -19.4 -12.3 BOBL -7.2 7.1 0.2 2.2 2.3 1.8 -0.8 -0.6 0.1 -3.9 1.6 -15.5 -0.7 -0.8 0.3 20.0 8.6 20.0 18.4 1.4 0.6 -4.4 -1.7 -1.9 2.8 1.2 -0.4 0.7 -2.7 -0.4 -1.0 16.1 -3.5 -6.6 2.6 -5.7 9.3 20.0 15.5 20.0 BTP -0.2 9.1 3.8 2.8 3.0 2.3 -1.1 -0.8 0.1 17.5 20.0 2.2 20.0 17.6 19.9 6.0 8.6 7.8 8.7 14.4 14.5 5.8 15.3 10.1 -20.0 7.3 6.5 7.1 3.3 7.1 5.2 9.4 7.8 11.5 13.9 6.4 4.2 20.0 6.7 20.0 BUND -5.8 8.8 3.1 2.5 2.6 2.0 -1.0 -0.7 0.1 5.9 5.2 -15.2 -7.9 2.1 5.0 -6.6 2.8 -2.9 1.2 4.3 1.5 -3.2 -5.2 0.1 -0.9 2.8 1.5 1.6 -2.0 -1.1 -0.0 -1.5 -3.9 -3.7 4.8 -2.3 6.4 20.0 9.0 20.0 BUXL -4.0 11.7 -0.1 2.3 2.4 1.9 -0.9 -0.7 0.1 -2.1 -9.2 -12.6 -17.4 2.5 5.6 4.2 2.9 4.0 3.6 1.0 -6.1 -4.1 -16.3 -1.0 -1.6 1.0 1.6 -2.1 -2.8 -6.0 -0.8 -0.0 -6.9 -4.3 4.4 -8.1 1.2 15.7 -5.2 5.5 CAC -5.9 10.6 7.7 5.9 7.7 7.0 3.4 5.9 3.2 14.7 18.6 4.0 15.5 8.9 14.3 -1.9 -1.4 -2.2 -1.7 12.4 12.7 7.0 9.5 6.3 3.4 4.4 11.3 3.5 2.4 1.1 1.9 7.1 -5.9 0.7 2.6 -9.1 20.0 20.0 20.0 20.0 CAD 4.6 -12.6 -13.3 -5.5 1.2 -0.9 -3.6 2.4 -6.8 9.9 -8.9 -2.4 -6.7 -17.9 -20.0 -8.9 -7.3 -8.4 -7.9 -18.7 -15.3 -1.0 -9.8 -12.1 20.0 -7.5 5.4 -5.0 -0.4 -2.5 -5.4 -7.2 -2.2 8.8 -3.0 -17.6 -20.0 -20.0 -20.0 -20.0 CANOLA 14.7 -0.1 -17.6 -5.0 -0.6 -6.8 -0.8 -6.2 -2.1 11.1 -3.9 11.0 -0.4 7.0 -11.3 -20.0 -11.2 -19.1 -14.4 -4.8 -8.6 8.3 -3.8 4.7 7.7 -3.1 3.6 -4.6 2.5 -2.6 1.0 -9.6 13.1 9.4 7.1 -1.5 16.6 20.0 20.0 20.0 CHF -10.5 -12.6 -5.6 -3.9 0.9 -0.6 -2.5 1.6 -4.7 12.4 10.1 -3.7 12.1 -9.6 -9.4 -16.4 -15.8 -16.0 -15.5 -6.4 2.8 -0.3 10.2 -8.6 -1.0 -2.5 8.4 2.1 0.1 5.2 -4.1 -20.0 7.0 0.4 5.8 1.1 -17.0 -20.0 -19.7 -20.0 COCOA 20.0 -17.0 -20.0 -2.6 -0.3 -3.6 -0.4 -3.3 -1.1 -7.7 -7.9 -5.1 -0.9 -6.3 -7.6 -3.7 9.9 -0.2 4.4 -9.3 -9.1 -8.5 -1.8 -6.5 -20.0 -2.1 -4.6 -1.9 -2.2 0.6 -1.5 20.0 -4.2 3.0 -10.1 1.2 -8.2 0.9 -1.7 4.5 COFFEE -5.7 5.0 15.0 -4.9 -0.6 -6.8 -0.8 -6.2 -2.1 -3.8 12.3 4.0 12.7 9.9 14.0 20.0 11.7 17.1 14.2 13.6 14.4 4.2 14.4 9.1 -20.0 5.4 -2.1 6.9 1.2 7.9 3.0 20.0 15.0 11.8 19.0 20.0 11.2 14.5 19.1 20.0 COPPER 1.4 14.8 0.8 2.8 2.7 3.5 1.6 3.0 1.7 4.2 -1.4 -0.3 -1.1 5.5 -2.0 -6.2 -5.6 -5.7 -5.6 4.1 2.6 1.4 2.3 3.0 -4.4 1.9 1.7 2.5 0.6 3.4 1.1 0.7 -17.3 2.7 -8.6 -20.0 20.0 10.5 20.0 12.5 CORN 10.2 6.9 3.9 -7.1 -0.9 -9.8 -1.2 -8.9 -3.0 14.6 -7.4 20.0 -12.9 17.3 17.2 -19.2 -19.2 -20.0 -20.0 6.6 -3.2 12.4 -14.2 11.6 10.2 5.7 8.4 1.0 9.4 -5.3 8.7 -20.0 12.5 20.0 20.0 20.0 -8.6 -3.5 3.4 -1.6 COTTON2 5.8 -3.5 -1.1 -7.1 -0.9 -9.8 -1.2 -8.9 -3.0 -20.0 -20.0 -16.1 -20.0 -16.6 -18.2 -17.5 -14.8 -17.4 -16.3 -11.6 -14.9 -13.1 -20.0 -9.7 -14.4 -6.5 -12.7 -7.4 -8.7 -9.7 -6.0 -15.3 -20.0 -1.4 -5.4 13.2 -8.8 -14.0 -7.5 -12.0 CRUDE_W 5.8 -7.5 -2.8 3.2 2.8 2.0 7.4 1.2 6.2 -9.2 -7.3 7.1 -12.1 -9.5 -15.0 0.5 5.9 2.7 4.3 -7.0 -7.4 -3.3 -8.6 -4.0 6.2 -5.5 -8.4 -6.1 -2.5 -6.4 -2.9 -7.7 -20.0 -20.0 -16.5 -15.7 20.0 18.2 5.1 18.4 DAX -6.4 -0.6 -13.0 5.1 6.6 6.0 2.9 5.1 2.7 14.0 15.4 3.4 16.7 0.4 1.6 -6.5 -6.6 -6.3 -6.0 -0.0 5.3 3.2 15.0 -1.7 -10.9 -1.1 11.4 0.6 1.4 5.7 -1.6 -1.0 0.2 -16.6 -9.3 -20.0 8.7 20.0 14.1 20.0 DOW 7.4 -2.7 12.8 4.5 5.8 5.3 2.6 4.5 2.4 12.9 16.8 12.5 14.7 12.7 14.8 -8.4 -8.4 -8.5 -8.1 15.3 16.4 16.0 14.6 13.7 -12.0 5.2 10.8 5.7 6.2 5.1 4.5 -4.5 10.0 15.8 -2.5 4.5 -20.0 -20.0 -20.0 -20.0 DX 10.1 17.2 7.8 -4.0 0.9 -0.6 -2.6 1.7 -4.9 -1.2 -6.5 7.7 -13.1 14.2 13.0 6.1 6.1 6.0 6.0 12.8 1.7 6.9 -9.0 14.3 -20.0 5.3 -1.3 1.5 3.0 -2.0 6.0 16.2 20.0 20.0 20.0 20.0 10.5 17.4 9.2 18.7 EUR -8.6 -15.2 -2.9 -4.8 1.1 -0.8 -3.2 2.1 -5.9 15.7 11.7 -6.2 16.6 -15.9 -11.8 -8.1 -7.6 -7.8 -7.6 -10.8 3.0 -3.1 15.3 -12.3 15.3 -4.9 4.3 0.9 -1.3 5.6 -5.9 -7.2 6.0 -0.5 3.2 -1.7 -6.4 -20.0 -9.4 -20.0 EURIBOR-ICE -7.9 4.7 -0.8 1.7 1.8 1.4 -0.7 -0.5 0.1 1.2 7.4 -11.7 10.6 -1.4 -0.2 11.8 10.6 12.4 12.3 1.9 3.4 -3.0 6.2 -1.3 4.5 1.4 -0.1 1.6 -1.5 2.2 -0.4 14.3 -2.6 -4.1 2.3 -2.4 6.7 20.0 10.1 20.0 EUROSTX -2.1 9.9 6.6 5.7 7.4 6.8 3.3 5.7 3.1 17.0 20.0 13.0 19.4 17.2 19.2 -3.7 -1.5 -3.2 -2.3 16.0 16.2 14.3 15.7 12.6 -6.4 6.1 12.2 5.0 5.7 3.7 4.8 6.4 9.3 8.0 11.5 -3.4 18.6 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -6.5 -2.3 -0.3 -3.2 -0.4 -2.9 -1.0 -0.4 4.3 -5.8 6.6 -5.6 -1.9 12.5 7.8 14.0 12.4 -3.8 4.7 -8.9 8.9 -10.7 -20.0 -0.7 -0.4 1.6 -2.0 3.0 -2.4 20.0 -4.1 -20.0 -1.3 20.0 20.0 20.0 20.0 20.0 GASOIL 20.0 0.0 6.6 2.5 2.2 1.6 5.9 0.9 5.0 3.5 10.0 15.4 5.8 15.4 12.3 20.0 15.0 20.0 18.5 12.2 8.8 15.8 5.2 16.5 -1.1 5.0 2.7 3.8 6.3 2.3 6.6 11.5 5.8 14.6 12.0 10.8 9.7 12.6 2.8 8.8 GASOLINE 15.5 -3.0 1.5 3.0 2.6 1.9 6.9 1.1 5.8 3.0 5.1 16.6 0.9 11.2 2.8 6.8 19.3 16.6 20.0 4.5 1.8 12.6 0.5 10.3 -20.0 1.3 3.6 -1.0 8.2 -1.0 6.2 18.7 1.6 0.0 -3.8 -5.2 20.0 20.0 20.0 20.0 GAS_US_mini 18.3 17.9 -3.5 3.6 3.1 2.2 8.3 1.3 7.0 20.0 -17.2 20.0 -17.5 20.0 3.0 -20.0 -20.0 -20.0 -20.0 7.9 -7.1 20.0 -12.3 20.0 20.0 4.3 12.9 -1.3 13.4 -3.0 10.4 -20.0 20.0 17.3 13.8 -11.0 -4.8 -20.0 -20.0 -20.0 GBP -14.9 -17.1 -10.7 -5.3 1.2 -0.8 -3.4 2.2 -6.4 8.4 3.2 -11.5 13.8 -17.9 -16.4 0.5 -0.0 0.3 0.1 -19.1 -5.8 -13.8 7.8 -20.0 1.6 -6.6 -1.9 -1.6 -5.6 2.9 -8.5 5.9 -3.0 -20.0 -11.8 -4.6 9.8 -4.1 9.8 -3.4 GOLD_micro -15.2 -11.4 -2.5 2.2 2.1 2.6 1.2 2.3 1.3 6.7 5.8 -1.5 6.9 1.5 4.1 -7.6 -11.0 -9.6 -10.2 8.7 10.5 6.3 10.2 5.0 -17.4 2.4 1.6 2.7 1.0 2.4 1.4 -7.8 6.8 4.6 16.8 16.5 -4.5 2.2 -15.7 -9.3 HEATOIL 20.0 0.4 3.3 2.8 2.5 1.8 6.6 1.1 5.6 4.1 13.6 16.7 8.8 16.9 13.2 15.0 9.4 11.7 10.2 12.7 8.7 19.8 5.7 19.1 -20.0 4.3 4.7 2.5 8.5 2.1 7.7 0.6 9.5 19.3 10.8 -0.6 17.6 7.4 -2.3 -8.3 JGB-SGX-mini 1.0 -1.0 -11.7 1.4 1.5 1.1 -0.5 -0.4 0.0 -2.8 -12.2 -6.2 -11.5 -8.9 -11.1 10.3 12.5 9.6 10.8 -7.1 -10.4 -3.7 -12.8 -4.6 -6.1 -3.6 -1.1 -5.0 -2.6 -6.5 -2.7 14.6 -1.2 -5.6 -10.1 -13.3 -12.5 -19.7 -6.9 -20.0 JPY -9.4 -15.2 -14.4 -3.1 0.7 -0.5 -2.0 1.3 -3.8 -12.8 -13.3 -13.5 -10.1 -14.2 -14.2 -9.6 -10.8 -9.9 -10.0 -16.8 -14.2 -10.8 -10.1 -14.8 20.0 -4.9 -3.1 -3.8 -3.5 -2.5 -4.7 -11.9 -5.2 -8.0 -9.6 -10.6 -2.7 -11.3 -3.5 -12.4 LEANHOG -15.5 -20.0 -7.0 -6.7 -0.8 -9.3 -1.1 -8.5 -2.8 6.2 10.7 -9.2 14.8 -19.6 -16.2 -1.0 20.0 20.0 20.0 -17.6 -1.9 -10.2 9.9 -20.0 -1.9 -6.1 1.3 -1.7 -3.2 1.9 -7.2 20.0 -3.2 -20.0 -20.0 15.9 9.8 15.6 20.0 20.0 LIVECOW -20.0 -20.0 -11.0 -2.4 -0.3 -3.3 -0.4 -3.0 -1.0 1.8 5.0 -4.6 6.9 -4.9 -2.1 0.6 10.1 -0.9 5.2 -3.5 3.1 -5.6 7.3 -8.0 -20.0 -1.1 0.1 1.2 -1.9 2.8 -2.6 20.0 -3.6 -20.0 -2.6 15.9 20.0 15.3 20.0 20.0 LUMBER-new -20.0 -3.4 -20.0 -4.2 -0.5 -5.8 -0.7 -5.3 -1.8 -9.2 -12.3 -14.0 -9.8 -13.2 -13.3 -20.0 -20.0 -20.0 -20.0 -18.3 -15.3 -18.1 -11.3 -20.0 NaN -4.4 -2.4 -3.1 -4.6 -1.8 -5.2 -20.0 -9.4 -20.0 -2.0 -8.4 8.7 20.0 11.4 20.0 MXP -5.2 -10.7 4.2 -5.3 1.2 -0.8 -3.5 2.3 -6.5 20.0 20.0 18.5 20.0 14.0 19.7 12.0 12.7 12.6 12.4 10.8 20.0 15.4 20.0 7.9 -20.0 6.6 15.3 12.9 9.1 14.5 4.2 20.0 20.0 20.0 20.0 20.0 5.1 8.3 5.9 11.6 NASDAQ_micro -0.6 -15.1 5.3 3.8 4.9 4.5 2.2 3.8 2.0 -2.0 14.2 2.2 13.7 6.1 11.0 -8.4 -8.9 -9.2 -8.9 13.8 17.4 0.5 17.1 7.2 -20.0 4.4 -0.4 5.6 -0.3 5.4 1.9 -5.7 -19.9 7.0 6.2 11.0 -12.2 -20.0 -13.9 -20.0 NIKKEI 6.8 -0.6 20.0 3.0 3.9 3.5 1.7 3.0 1.6 -1.5 11.2 5.4 10.3 8.2 10.2 0.2 7.2 2.8 5.3 20.0 19.5 6.2 14.4 14.5 -10.1 4.0 0.2 4.0 0.9 2.7 2.6 20.0 -0.9 16.6 20.0 20.0 -1.7 8.2 6.1 13.7 NZD -3.8 -15.5 -15.2 -4.4 1.0 -0.7 -2.8 1.9 -5.4 -8.8 -7.5 -14.6 -9.1 -18.6 -19.5 -4.7 -3.1 -4.2 -3.8 -20.0 -16.0 -15.4 -9.7 -20.0 15.2 -6.7 -1.6 -4.6 -5.8 -2.8 -7.2 0.0 -20.0 -8.9 -14.4 -16.5 8.8 20.0 11.2 20.0 OAT -1.4 11.9 0.9 2.2 2.3 1.8 -0.9 -0.6 0.1 14.1 7.1 -3.9 -4.0 7.9 9.5 17.9 11.5 17.2 15.3 6.7 2.4 5.8 -2.9 6.1 1.5 3.6 8.4 1.6 3.4 -0.3 3.3 17.2 9.1 5.1 9.2 -2.3 4.6 20.0 6.4 20.0 OATIES 10.7 2.2 -16.4 -4.9 -0.6 -6.8 -0.8 -6.2 -2.1 12.0 -15.1 2.5 -11.7 -4.6 -14.0 -20.0 -10.6 -20.0 -18.2 -11.5 -14.3 2.4 -11.6 -4.3 -9.0 -5.4 3.3 -6.3 0.7 -5.2 -2.4 -12.0 14.0 -2.2 -7.2 -10.0 -19.5 -14.3 -13.7 -14.0 OJ -2.5 -20.0 -15.2 -2.0 -0.2 -2.7 -0.3 -2.5 -0.8 -4.9 -5.8 -5.3 -5.8 -6.5 -6.5 -4.1 4.1 -2.0 0.5 -10.2 -9.1 -6.0 -7.7 -8.9 -20.0 -2.3 -1.4 -2.0 -1.4 -1.6 -2.0 15.4 -4.6 -10.6 -12.0 -3.4 -8.5 -15.7 -1.8 -14.0 PALLAD -8.2 7.0 6.7 2.5 2.4 3.0 1.4 2.6 1.4 6.8 4.9 -4.4 4.2 1.2 2.7 -2.9 -2.9 -2.9 -2.9 6.6 7.5 2.4 5.6 3.2 12.4 2.5 1.5 2.9 0.7 2.5 1.4 5.3 -3.1 -2.9 5.0 -1.2 -8.1 -18.0 -20.0 -18.9 PLAT -11.1 -4.2 3.7 2.7 2.6 3.3 1.5 2.9 1.6 7.4 7.4 -4.3 7.1 1.1 3.5 -3.3 -3.5 -3.3 -3.2 5.9 10.3 2.9 10.8 1.6 0.6 2.4 2.8 4.2 0.9 4.7 0.7 4.6 -4.7 -6.6 -0.7 -6.3 20.0 9.1 -11.5 -8.3 REDWHEAT 20.0 11.0 -0.8 -6.4 -0.8 -8.8 -1.1 -8.1 -2.7 -0.6 -17.9 10.9 -20.0 10.6 -5.4 -14.8 -16.6 -17.8 -17.9 -0.2 -12.8 9.1 -20.0 9.9 7.3 1.9 2.0 -2.9 5.2 -6.4 6.1 -18.5 6.1 20.0 16.5 14.9 -20.0 -20.0 -20.0 -20.0 RICE 4.9 -13.1 -20.0 -3.1 -0.4 -4.3 -0.5 -3.9 -1.3 5.0 -11.2 -4.3 -11.1 -8.9 -10.7 -20.0 -11.9 -20.0 -18.2 -18.9 -20.0 -2.8 -20.0 -11.6 -0.9 -3.9 1.1 -4.4 -0.7 -4.4 -2.6 -15.1 4.2 -13.8 -17.2 -13.2 -8.0 -10.4 0.4 -9.3 ROBUSTA -1.3 9.4 20.0 -3.0 -0.4 -4.1 -0.5 -3.7 -1.2 -5.6 1.7 -0.2 0.1 4.4 7.3 2.6 12.8 8.1 10.7 5.6 3.6 -3.0 1.6 2.6 -20.0 2.1 -4.8 1.4 -1.3 0.8 0.9 20.0 -5.9 2.3 6.9 20.0 -2.5 20.0 6.1 20.0 RUSSELL -8.7 -7.7 15.9 3.7 4.8 4.4 2.1 3.7 2.0 0.7 12.9 -4.2 9.8 1.1 9.8 -4.8 -5.4 -5.1 -5.1 6.2 10.9 -3.0 9.2 -0.7 6.3 2.7 -0.1 5.3 -1.7 4.4 -0.9 0.6 -10.6 -11.9 -8.8 4.6 -17.3 -20.0 -20.0 -20.0 SHATZ -6.5 4.9 -9.3 2.0 2.1 1.6 -0.8 -0.6 0.1 -14.6 -10.2 -17.0 -1.9 -6.4 -10.2 -3.7 -16.7 -12.0 -14.0 -5.4 -7.0 -6.7 -5.4 -5.5 7.8 -2.4 -2.9 -3.1 -4.2 -2.3 -3.2 -20.0 -5.1 -9.9 -1.3 -16.9 14.1 20.0 18.2 20.0 SILVER-mini -8.0 -7.4 6.0 3.0 2.9 3.7 1.7 3.2 1.8 9.5 8.8 2.3 9.2 4.6 6.6 -5.1 -6.6 -6.1 -6.3 12.1 13.5 14.5 11.5 9.7 -6.2 3.6 4.8 4.0 2.9 3.4 2.5 -0.7 17.2 5.5 14.5 14.7 12.6 20.0 -0.4 1.8 SMI -10.9 10.1 7.8 4.7 6.1 5.6 2.7 4.7 2.5 14.8 11.1 7.0 8.1 9.4 10.8 6.4 3.6 5.0 3.9 8.1 7.4 18.9 6.3 8.5 10.3 3.1 15.7 2.4 8.0 1.6 3.4 15.8 20.0 -1.8 -1.1 -2.1 20.0 20.0 20.0 20.0 SOFR -11.0 -10.1 3.9 2.3 2.4 1.9 -0.9 -0.7 0.1 13.5 12.8 -8.0 14.1 -9.3 2.6 6.8 5.4 7.0 6.6 0.0 8.5 -3.3 12.2 -5.4 -20.0 -0.1 2.1 4.6 -2.3 6.3 -3.5 4.8 0.1 -7.6 -14.7 8.4 -2.8 -16.2 -6.0 -20.0 SOYBEAN 18.2 8.0 8.6 -6.4 -0.8 -8.8 -1.1 -8.0 -2.7 17.5 12.0 19.4 -2.8 18.1 16.8 0.7 -6.2 -4.0 -6.3 14.4 7.0 19.0 -2.3 20.0 -6.1 7.0 6.0 4.8 7.5 0.9 8.4 -0.1 20.0 20.0 20.0 20.0 -14.0 -5.2 -13.7 -1.8 SOYMEAL 20.0 20.0 15.6 -5.0 -0.6 -6.8 -0.8 -6.2 -2.1 6.9 -0.7 13.7 -12.6 14.0 9.5 -11.7 -15.8 -16.5 -17.4 17.1 3.2 20.0 -7.9 20.0 -14.4 4.7 2.6 1.6 5.1 -1.0 6.6 -17.7 20.0 20.0 20.0 20.0 -20.0 -20.0 -10.6 -20.0 SOYOIL 0.1 -6.9 -12.3 -6.0 -0.7 -8.3 -1.0 -7.6 -2.5 13.4 2.3 6.5 8.6 -4.1 -15.1 -8.6 -4.5 -7.4 -5.9 -6.6 -1.8 6.5 6.1 -2.0 -17.6 -3.6 8.8 -1.1 4.3 2.0 -1.1 2.6 9.4 -3.6 2.0 7.4 -20.0 -15.4 -20.0 -16.5 SP400 -2.2 -9.5 6.0 4.0 5.2 4.7 2.3 4.0 2.1 11.9 12.5 0.9 6.5 2.8 3.5 -5.7 -6.0 -5.9 -5.8 1.0 4.5 2.0 5.0 -0.8 0.1 -0.7 3.9 1.2 0.8 1.3 -1.5 -0.6 -1.7 -5.9 -20.0 -10.9 -18.4 -20.0 -20.0 -20.0 SP500_micro 2.8 -16.2 7.8 4.4 5.8 5.3 2.5 4.5 2.4 7.7 16.8 7.3 16.3 9.7 13.5 -8.9 -9.7 -9.7 -9.5 14.5 19.4 5.5 19.8 8.5 -17.0 4.2 3.3 6.5 1.4 6.6 1.7 -6.7 -9.8 4.9 -5.9 7.5 -13.7 -20.0 -16.5 -20.0 SUGAR11 -17.0 -11.3 -11.2 -3.7 -0.4 -5.1 -0.6 -4.6 -1.5 1.7 -12.9 -10.0 -12.3 -12.0 -12.5 16.2 8.2 8.4 4.8 -18.2 -16.2 -8.0 -13.9 -16.5 -16.5 -4.4 0.9 -3.7 -2.0 -2.9 -4.1 20.0 0.1 -20.0 -17.0 -2.8 -18.8 -20.0 -11.2 -19.9 US10 -11.0 -3.6 9.2 1.8 1.8 1.4 -0.7 -0.5 0.1 12.2 11.6 -4.3 4.3 -3.4 8.6 1.8 0.0 1.9 1.4 3.2 7.2 -1.3 6.1 -1.6 -6.0 2.0 2.2 4.8 -1.2 4.5 -1.3 -4.4 0.9 -3.6 -5.1 11.7 -15.8 -20.0 -10.7 -20.0 US10U -10.3 -0.1 12.0 2.6 2.7 2.1 -1.0 -0.7 0.1 16.4 17.0 -7.0 2.4 -2.5 13.9 2.8 -1.0 1.3 0.1 7.2 12.0 -2.5 7.8 -1.3 -12.2 4.4 2.7 7.6 -1.6 6.0 -0.8 -6.6 -5.6 -3.1 -2.9 20.0 -3.4 -14.9 -8.4 -20.0 US2 -12.5 -3.6 5.0 1.7 1.8 1.4 -0.7 -0.5 0.1 8.2 2.8 -8.3 -2.2 -7.7 4.0 -12.3 -15.2 -12.3 -12.9 -1.3 2.5 -4.5 2.0 -5.3 16.7 -0.6 -0.1 2.2 -3.1 2.9 -3.5 -20.0 -0.2 -9.8 -9.1 4.8 -14.5 -9.5 -18.3 -20.0 US20 -12.1 3.3 13.8 1.7 1.8 1.4 -0.7 -0.5 0.1 9.9 8.8 -6.0 -3.8 -2.6 9.7 3.6 2.9 4.0 3.8 5.5 7.5 -2.9 2.8 -0.9 -8.5 3.1 1.2 4.6 -1.7 2.8 -0.6 0.1 -6.5 -2.8 1.2 15.3 11.4 13.5 -1.6 -16.8 US30 -10.3 5.0 13.6 2.0 2.1 1.6 -0.8 -0.6 0.1 8.4 5.4 -7.8 -7.9 -3.2 9.9 1.7 -2.5 -0.8 -1.7 5.4 6.1 -3.7 -0.3 -1.0 -5.1 3.4 1.0 4.4 -2.2 1.7 -0.6 -9.3 -8.4 -2.1 2.2 13.7 9.5 9.0 -0.1 -16.5 US5 -10.1 -5.3 6.4 1.8 1.9 1.5 -0.7 -0.5 0.1 11.1 10.5 -5.5 4.5 -5.5 6.0 -1.6 -3.4 -1.8 -2.2 1.2 5.7 -1.6 5.9 -2.8 -1.3 0.9 2.1 4.0 -1.3 4.7 -2.0 -10.3 2.5 -5.0 -7.4 8.3 -17.8 -15.2 -14.1 -20.0 VIX 0.3 6.4 -10.2 -2.2 -4.7 -4.1 -2.1 -1.4 0.2 -14.6 -20.0 -11.3 -11.3 -10.4 -16.5 -20.0 -20.0 -20.0 -20.0 -4.9 -7.8 -3.8 -5.3 -1.7 NaN -2.3 -5.4 -4.6 -2.4 -1.9 0.3 NaN NaN NaN NaN NaN -11.9 -20.0 NaN NaN WHEAT 20.0 9.6 -1.5 -6.7 -0.8 -9.2 -1.1 -8.5 -2.8 8.4 -18.2 14.0 -20.0 12.3 -8.0 -16.9 -18.3 -18.1 -18.3 0.3 -11.4 11.5 -19.5 10.2 12.5 2.3 5.8 -2.0 6.9 -5.4 6.8 -20.0 12.5 20.0 18.8 14.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3