******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251113_204404 produced at 2025-11-13 21:39:49.252437 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.11 0.0 0.00 0.00 0.00 0.00 -9.11 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.02 0.0 0.00 0.00 0.00 0.00 -22.96 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.18 0.0 999.00 -999.00 -0.23 -0.23 -16.17 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.38 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -2.05 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -21.46 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.10 0.0 1.04 -1.04 -0.14 -0.14 -2.90 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.07 0.0 1.04 -1.04 -0.16 -0.16 -0.85 13.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -4.25 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 -1.53 17.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.30 4.0 -3 -3 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.05 0.0 1.38 -1.38 -0.06 -0.11 -0.98 25.0 -1 -2 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.04 0.0 0.15 -0.15 -0.03 -0.03 -1.23 5.0 -1 -1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.32 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.04 0.0 0.14 -0.14 -0.06 -0.06 -4.55 18.0 -7 -7 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.50 17.0 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 -4.07 3.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.03 0.0 0.92 -0.92 0.00 -0.04 -0.68 22.0 0 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.03 0.0 0.82 -0.82 0.00 -0.02 -1.81 48.0 0 -1 caleb_strategy_v3 NZD False False 0.03 -0.11 -0.03 0.0 0.60 -0.60 -0.11 -0.11 -0.95 21.0 -4 -4 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.03 0.0 0.58 -0.58 -0.03 -0.10 -1.13 23.0 -1 -4 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.02 0.0 0.76 -0.76 -0.06 -0.06 -0.28 13.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.10 -0.02 0.0 0.41 -0.41 -0.10 -0.11 -2.58 68.0 -17 -19 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 False 0.02 0.00 -0.02 0.0 1.19 -1.19 0.00 -0.02 -0.99 56.0 0 -1 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.01 -1.11 3.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.15 -0.15 -0.05 -0.05 -0.81 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 -0.64 8.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.01 0.0 0.75 -0.75 0.00 -0.04 -0.16 17.0 0 -1 caleb_strategy_v3 WHEAT False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 0.00 -0.52 9.0 -1 0 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.12 4.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.74 -0.74 -0.03 -0.03 -0.44 26.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.79 -0.79 0.00 0.00 -0.73 66.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.00 0.0 0.21 -0.21 0.03 0.05 0.28 13.0 2 3 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 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 FEEDCOW False False 0.08 0.00 0.00 0.0 0.63 -0.63 0.00 0.00 0.01 8.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.24 9.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.00 0.0 1.03 -1.03 0.00 0.00 0.05 14.0 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 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.03 0.00 0.0 0.82 -0.82 -0.03 0.00 0.08 58.0 -2 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.15 23.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 0.01 0.0 0.75 -0.75 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.15 6.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.35 7.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.92 12.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.01 0.0 0.00 -0.01 -0.01 -0.01 1.82 26.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.02 0.0 0.15 -0.15 0.05 0.05 0.46 3.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 3.33 51.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.32 999999999.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.03 0.0 999.00 -999.00 0.06 0.06 0.47 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.70 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.06 0.0 0.14 -0.14 0.03 0.03 1.65 4.0 1 1 caleb_strategy_v3 BOBL False False 0.07 0.07 0.07 0.0 1.31 -1.31 0.07 0.07 1.06 19.0 1 1 caleb_strategy_v3 DX False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.55 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.09 0.0 0.67 -0.67 0.20 0.20 2.55 20.0 6 6 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.94 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 2.80 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.41 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.18 0.14 0.0 0.59 -0.59 0.18 0.20 8.66 36.0 11 12 caleb_strategy_v3 BTP False False 0.07 0.00 0.15 0.0 0.71 -0.71 0.00 0.00 2.07 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.19 0.0 0.72 -0.72 0.36 0.36 2.68 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.37 0.55 0.0 0.82 -0.82 0.37 0.37 39.98 60.0 27 27 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.30 0.0 1.43 -1.43 0.00 0.00 9.09 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.2 Shocked risk 40.5 Sum abs risk 47.8 Leverage 6.66 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1980858.6099999999, 'annual_cash_vol_target': 495214.6525, 'daily_cash_vol_target': 30950.91578125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6532 0.5181 8.2898 BITCOIN 2444.2809 98715.0000 2.4761 39.6176 BOBL 0.1682 117.9400 0.1426 2.2812 BTP 0.3828 121.1900 0.3159 5.0539 BUND 0.3403 128.8900 0.2640 4.2245 BUXL 0.8489 114.6600 0.7404 11.8458 CAC 62.0112 8205.0000 0.7558 12.0924 CAD 0.0023 0.7138 0.3224 5.1585 CANOLA 6.1314 659.5000 0.9297 14.8752 CHF 0.0054 1.2662 0.4232 6.7708 COCOA 140.6118 5609.0000 2.5069 40.1103 COFFEE 7.7317 372.6000 2.0751 33.2011 COPPER 0.0716 5.0430 1.4190 22.7041 CORN 3.9147 473.5000 0.8268 13.2280 COTTON2 0.7091 64.5800 1.0981 17.5690 CRUDE_W 0.8595 58.6700 1.4650 23.4394 DAX 197.2808 24032.0000 0.8209 13.1345 DOW 332.0913 47584.0000 0.6979 11.1665 DX 0.3550 99.0200 0.3586 5.7370 EUR 0.0044 1.1657 0.3747 5.9955 EURIBOR-ICE 0.0308 97.7800 0.0315 0.5042 EUROSTX 47.0189 5720.0000 0.8220 13.1521 FEEDCOW 4.5805 311.7750 1.4692 23.5069 GASOIL 11.4879 684.2500 1.6789 26.8624 GASOLINE 0.0308 1.8825 1.6364 26.1825 GAS_US_mini 0.1033 4.8150 2.1446 34.3134 GBP 0.0059 1.3190 0.4480 7.1678 GOLD_micro 49.5203 4204.8000 1.1777 18.8433 HEATOIL 0.0402 2.3895 1.6815 26.9035 JGB-SGX-mini 0.1986 135.8000 0.1462 2.3394 JPY 0.0000 0.0065 0.5829 9.3262 LEANHOG 1.2067 78.9250 1.5289 24.4623 LIVECOW 2.9944 218.6250 1.3697 21.9146 LUMBER-new 7.7622 573.5000 1.3535 21.6556 MXP 0.0003 0.0544 0.5443 8.7094 NASDAQ_micro 244.2595 25054.2500 0.9749 15.5988 NIKKEI 613.5303 50140.0000 1.2236 19.5782 NZD 0.0031 0.5663 0.5402 8.6436 OAT 0.3593 122.7200 0.2928 4.6849 OATIES 5.0172 323.5000 1.5509 24.8146 OJ 6.0909 165.5000 3.6803 58.8851 PALLAD 39.9391 1452.0000 2.7506 44.0101 PLAT 30.6369 1591.0000 1.9256 30.8102 REDWHEAT 7.9589 542.0000 1.4684 23.4950 RICE 0.1398 10.3800 1.3467 21.5467 ROBUSTA 88.7238 4336.0000 2.0462 32.7394 RUSSELL 29.4271 2388.3000 1.2321 19.7142 SHATZ 0.0475 106.9800 0.0444 0.7104 SILVER-mini 0.9163 53.1250 1.7248 27.5973 SMI 94.7460 12679.0000 0.7473 11.9563 SOFR 0.0496 96.7100 0.0513 0.8202 SOYBEAN 8.7336 1121.2500 0.7789 12.4626 SOYMEAL 4.2638 334.5000 1.2747 20.3946 SOYOIL 0.6138 51.1000 1.2011 19.2179 SP400 30.3381 3219.3000 0.9424 15.0781 SP500_micro 50.7256 6757.0000 0.7507 12.0114 SUGAR11 0.2296 13.9600 1.6447 26.3157 US10 0.3306 112.7500 0.2932 4.6912 US10U 0.4174 115.5000 0.3614 5.7823 US2 0.0815 104.1367 0.0782 1.2514 US20 0.6441 117.0625 0.5503 8.8041 US30 0.9534 120.6875 0.7900 12.6397 US5 0.2131 109.2422 0.1950 3.1206 VIX 0.5153 21.6500 2.3802 38.0826 WHEAT 7.2745 604.5000 1.2034 19.2542 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 653.15 0.52 338.41 1.00 338.41 30950.92 91.46 11.79 107.86 BITCOIN 98.72 2.48 244.43 1.00 244.43 30950.92 126.63 -15.63 -197.89 BOBL 1179.40 0.14 168.15 1.16 194.82 30950.92 158.87 6.58 104.60 BTP 1211.90 0.32 382.80 1.16 443.53 30950.92 69.78 8.68 60.55 BUND 1288.90 0.26 340.31 1.16 394.29 30950.92 78.50 1.07 8.41 BUXL 1146.60 0.74 848.90 1.16 983.56 30950.92 31.47 -3.84 -12.09 CAC 820.50 0.76 620.11 1.16 718.48 30950.92 43.08 13.21 56.92 CAD 713.75 0.32 230.12 1.00 230.12 30950.92 134.50 -8.29 -111.49 CANOLA 131.90 0.93 122.63 0.71 87.55 30950.92 353.52 3.87 136.74 CHF 1582.75 0.42 669.78 1.00 669.78 30950.92 46.21 -7.08 -32.71 COCOA 560.90 2.51 1406.12 1.00 1406.12 30950.92 22.01 -8.25 -18.15 COFFEE 1397.25 2.08 2899.39 1.00 2899.39 30950.92 10.67 10.75 11.47 COPPER 1260.75 1.42 1789.01 1.00 1789.01 30950.92 17.30 2.51 4.34 CORN 236.75 0.83 195.73 1.00 195.73 30950.92 158.13 2.38 37.62 COTTON2 322.90 1.10 354.56 1.00 354.56 30950.92 87.29 -20.00 -174.59 CRUDE_W 586.70 1.46 859.49 1.00 859.49 30950.92 36.01 -3.15 -11.34 DAX 240.32 0.82 197.28 1.16 228.58 30950.92 135.41 0.17 2.34 DOW 237.92 0.70 166.05 1.00 166.05 30950.92 186.40 -1.68 -31.32 DX 990.20 0.36 355.05 1.00 355.05 30950.92 87.17 6.84 59.60 EUR 1457.12 0.37 546.01 1.00 546.01 30950.92 56.69 0.37 2.07 EURIBOR-ICE 2444.50 0.03 77.03 1.16 89.25 30950.92 346.80 7.68 266.25 EUROSTX 572.00 0.82 470.19 1.16 544.78 30950.92 56.81 13.16 74.77 FEEDCOW 1558.88 1.47 2290.27 1.00 2290.27 30950.92 13.51 0.25 0.34 GASOIL 684.25 1.68 1148.79 1.00 1148.79 30950.92 26.94 14.14 38.09 GASOLINE 790.65 1.64 1293.83 1.00 1293.83 30950.92 23.92 6.73 16.11 GAS_US_mini 120.38 2.14 258.15 1.00 258.15 30950.92 119.89 1.40 16.80 GBP 824.38 0.45 369.31 1.00 369.31 30950.92 83.81 -3.12 -26.14 GOLD_micro 420.48 1.18 495.20 1.00 495.20 30950.92 62.50 -4.65 -29.09 HEATOIL 1003.59 1.68 1687.51 1.00 1687.51 30950.92 18.34 5.83 10.70 JGB-SGX-mini 135800.00 0.15 19855.87 0.01 128.44 30950.92 240.98 -8.79 -211.72 JPY 811.62 0.58 473.09 1.00 473.09 30950.92 65.42 -8.97 -58.71 LEANHOG 315.70 1.53 482.67 1.00 482.67 30950.92 64.12 0.72 4.60 LIVECOW 874.50 1.37 1197.77 1.00 1197.77 30950.92 25.84 -1.89 -4.89 LUMBER-new 157.71 1.35 213.46 1.00 213.46 30950.92 145.00 -11.53 -167.17 MXP 272.05 0.54 148.09 1.00 148.09 30950.92 209.01 13.01 272.01 NASDAQ_micro 501.08 0.97 488.52 1.00 488.52 30950.92 63.36 -7.69 -48.70 NIKKEI 50140.00 1.22 61353.03 0.01 396.87 30950.92 77.99 10.24 79.85 NZD 566.30 0.54 305.93 1.00 305.93 30950.92 101.17 -3.60 -36.39 OAT 1227.20 0.29 359.33 1.16 416.33 30950.92 74.34 10.55 78.42 OATIES 161.75 1.55 250.86 1.00 250.86 30950.92 123.38 -14.38 -177.46 OJ 248.25 3.68 913.64 1.00 913.64 30950.92 33.88 -13.51 -45.76 PALLAD 1452.00 2.75 3993.91 1.00 3993.91 30950.92 7.75 1.30 1.01 PLAT 795.50 1.93 1531.85 1.00 1531.85 30950.92 20.20 1.76 3.56 REDWHEAT 271.00 1.47 397.95 1.00 397.95 30950.92 77.78 -6.15 -47.82 RICE 207.60 1.35 279.57 1.00 279.57 30950.92 110.71 -15.93 -176.32 ROBUSTA 433.60 2.05 887.24 1.00 887.24 30950.92 34.88 3.25 11.33 RUSSELL 119.42 1.23 147.14 1.00 147.14 30950.92 210.36 -3.69 -77.61 SHATZ 1069.80 0.04 47.50 1.16 55.03 30950.92 562.43 -3.59 -202.01 SILVER-mini 1328.12 1.72 2290.79 1.00 2290.79 30950.92 13.51 6.84 9.25 SMI 1267.90 0.75 947.46 1.25 1184.29 30950.92 26.13 15.82 41.35 SOFR 2417.75 0.05 123.94 1.00 123.94 30950.92 249.72 -5.99 -149.65 SOYBEAN 560.62 0.78 436.68 1.00 436.68 30950.92 70.88 5.29 37.49 SOYMEAL 334.50 1.27 426.38 1.00 426.38 30950.92 72.59 -3.56 -25.82 SOYOIL 306.60 1.20 368.26 1.00 368.26 30950.92 84.05 -10.31 -86.67 SP400 3219.30 0.94 3033.81 1.00 3033.81 30950.92 10.20 -6.68 -6.81 SP500_micro 337.85 0.75 253.63 1.00 253.63 30950.92 122.03 -6.39 -77.97 SUGAR11 156.35 1.64 257.16 1.00 257.16 30950.92 120.36 -15.52 -186.80 US10 1127.50 0.29 330.58 1.00 330.58 30950.92 93.63 -4.20 -39.30 US10U 1155.00 0.36 417.41 1.00 417.41 30950.92 74.15 -3.03 -22.45 US2 2082.73 0.08 162.90 1.00 162.90 30950.92 190.00 -5.71 -108.45 US20 1170.62 0.55 644.14 1.00 644.14 30950.92 48.05 0.50 2.42 US30 1206.88 0.79 953.41 1.00 953.41 30950.92 32.46 -1.36 -4.41 US5 1092.42 0.20 213.06 1.00 213.06 30950.92 145.27 -5.32 -77.29 VIX 216.50 2.38 515.31 1.00 515.31 30950.92 60.06 -10.89 -65.40 WHEAT 302.25 1.20 363.72 1.00 363.72 30950.92 85.09 -4.62 -39.29 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 107.858 0.010 2.5 2.802 BITCOIN -197.891 0.043 2.5 -21.459 BOBL 104.598 0.004 2.5 1.062 BTP 60.545 0.014 2.5 2.068 BUND 8.405 0.004 2.5 0.085 BUXL -12.090 0.004 2.5 -0.123 CAC 56.923 0.014 2.5 1.944 CAD -111.491 0.010 2.5 -2.897 CANOLA 136.736 0.010 2.5 3.331 CHF -32.708 0.010 2.5 -0.850 COCOA -18.149 0.010 2.5 -0.442 COFFEE 11.472 0.005 2.5 0.152 COPPER 4.337 0.043 2.5 0.470 CORN 37.625 0.010 2.5 0.917 COTTON2 -174.585 0.010 2.5 -4.253 CRUDE_W -11.339 0.043 2.5 -1.230 DAX 2.341 0.014 2.5 0.080 DOW -31.320 0.009 2.5 -0.729 DX 59.601 0.010 2.5 1.549 EUR 2.073 0.010 2.5 0.054 EURIBOR-ICE 266.247 0.014 2.5 9.094 EUROSTX 74.768 0.014 2.5 2.554 FEEDCOW 0.341 0.013 2.5 0.011 GASOIL 38.086 0.017 2.5 1.653 GASOLINE 16.110 0.017 2.5 0.699 GAS_US_mini 16.804 0.043 2.5 1.822 GBP -26.142 0.010 2.5 -0.679 GOLD_micro -29.093 0.014 2.5 -0.994 HEATOIL 10.697 0.017 2.5 0.464 JGB-SGX-mini -211.718 0.043 2.5 -22.959 JPY -58.708 0.010 2.5 -1.525 LEANHOG 4.599 0.024 2.5 0.280 LIVECOW -4.894 0.013 2.5 -0.162 LUMBER-new -167.170 0.010 2.5 -4.073 MXP 272.006 0.059 2.5 39.979 NASDAQ_micro -48.703 0.009 2.5 -1.133 NIKKEI 79.849 0.043 2.5 8.659 NZD -36.393 0.010 2.5 -0.946 OAT 78.421 0.014 2.5 2.679 OATIES -177.461 0.010 2.5 -4.323 OJ -45.756 0.010 2.5 -1.115 PALLAD 1.007 0.014 2.5 0.034 PLAT 3.560 0.014 2.5 0.122 REDWHEAT -47.815 0.005 2.5 -0.635 RICE -176.318 0.010 2.5 -4.296 ROBUSTA 11.329 0.005 2.5 0.150 RUSSELL -77.610 0.013 2.5 -2.575 SHATZ -202.007 0.004 2.5 -2.051 SILVER-mini 9.246 0.014 2.5 0.316 SMI 41.353 0.014 2.5 1.412 SOFR -149.650 0.024 2.5 -9.108 SOYBEAN 37.492 0.004 2.5 0.349 SOYMEAL -25.823 0.004 2.5 -0.241 SOYOIL -86.670 0.004 2.5 -0.808 SP400 -6.811 0.013 2.5 -0.226 SP500_micro -77.974 0.009 2.5 -1.815 SUGAR11 -186.802 0.010 2.5 -4.551 US10 -39.303 0.005 2.5 -0.499 US10U -22.447 0.005 2.5 -0.285 US2 -108.450 0.005 2.5 -1.376 US20 2.424 0.005 2.5 0.031 US30 -4.408 0.005 2.5 -0.056 US5 -77.287 0.005 2.5 -0.981 VIX -65.402 0.099 2.5 -16.167 WHEAT -39.286 0.005 2.5 -0.522 ===================== Position diags ===================== AUD 2.38 BITCOIN 13.73 BOBL 1.61 BTP 2.38 BUND 0.80 BUXL 0.32 CAC 1.47 CAD 3.49 CANOLA 8.61 CHF 1.20 COCOA 0.54 COFFEE 0.14 COPPER 1.88 CORN 3.85 COTTON2 2.13 CRUDE_W 3.90 DAX 4.63 DOW 4.34 DX 2.27 EUR 1.47 EURIBOR-ICE 11.85 EUROSTX 1.94 FEEDCOW 0.45 GASOIL 1.17 GASOLINE 1.04 GAS_US_mini 13.00 GBP 2.18 GOLD_micro 2.13 HEATOIL 0.80 JGB-SGX-mini 26.13 JPY 1.70 LEANHOG 3.90 LIVECOW 0.86 LUMBER-new 3.53 MXP 30.72 NASDAQ_micro 1.47 NIKKEI 8.46 NZD 2.63 OAT 2.54 OATIES 3.01 OJ 0.83 PALLAD 0.26 PLAT 0.69 REDWHEAT 1.03 RICE 2.70 ROBUSTA 0.46 RUSSELL 6.98 SHATZ 5.71 SILVER-mini 0.46 SMI 0.89 SOFR 15.20 SOYBEAN 0.66 SOYMEAL 0.68 SOYOIL 0.78 SP400 0.34 SP500_micro 2.84 SUGAR11 2.93 US10 1.19 US10U 0.94 US2 2.41 US20 0.61 US30 0.41 US5 1.84 VIX 14.85 WHEAT 1.13 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.6 3.0 0.0 0 BITCOIN -21.5 -22.8 -20.1 0.0 0 BOBL 1.1 0.9 1.2 1.0 1 BTP 2.1 1.8 2.3 0.0 0 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.1 -0.2 -0.1 -1.0 -1 CAC 1.9 1.8 2.1 0.0 0 CAD -2.9 -3.2 -2.5 -4.0 -4 CANOLA 3.3 2.5 4.2 1.0 1 CHF -0.8 -1.0 -0.7 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.5 0.3 0.7 1.0 1 CORN 0.9 0.5 1.3 0.0 0 COTTON2 -4.3 -4.5 -4.0 -4.0 -4 CRUDE_W -1.2 -1.6 -0.8 -1.0 -1 DAX 0.1 -0.4 0.5 -2.0 -2 DOW -0.7 -1.2 -0.3 0.0 0 DX 1.5 1.3 1.8 0.0 0 EUR 0.1 -0.1 0.2 0.0 0 EURIBOR-ICE 9.1 7.9 10.3 0.0 0 EUROSTX 2.6 2.4 2.7 6.0 6 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.7 1.5 1.8 1.0 1 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini 1.8 0.5 3.1 -2.0 -2 GBP -0.7 -0.9 -0.5 0.0 0 GOLD_micro -1.0 -1.2 -0.8 0.0 0 HEATOIL 0.5 0.4 0.5 1.0 1 JGB-SGX-mini -23.0 -25.6 -20.3 0.0 0 JPY -1.5 -1.7 -1.4 -1.0 -1 LEANHOG 0.3 -0.1 0.7 2.0 2 LIVECOW -0.2 -0.2 -0.1 0.0 0 LUMBER-new -4.1 -4.4 -3.7 0.0 0 MXP 40.0 36.9 43.1 27.0 27 NASDAQ_micro -1.1 -1.3 -1.0 -1.0 -1 NIKKEI 8.7 7.8 9.5 11.0 11 NZD -0.9 -1.2 -0.7 -4.0 -4 OAT 2.7 2.4 2.9 5.0 5 OATIES -4.3 -4.6 -4.0 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 -0.6 -0.7 -0.5 0.0 0 RICE -4.3 -4.6 -4.0 -3.0 -3 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL -2.6 -3.3 -1.9 -17.0 -17 SHATZ -2.1 -2.6 -1.5 NaN 0 SILVER-mini 0.3 0.3 0.4 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR -9.1 -10.6 -7.6 NaN 0 SOYBEAN 0.3 0.3 0.4 1.0 1 SOYMEAL -0.2 -0.3 -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 -1.8 -2.1 -1.5 0.0 0 SUGAR11 -4.6 -4.8 -4.3 -7.0 -7 US10 -0.5 -0.6 -0.4 0.0 0 US10U -0.3 -0.4 -0.2 -1.0 -1 US2 -1.4 -1.6 -1.1 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -1.0 -1.2 -0.8 -1.0 -1 VIX -16.2 -17.7 -14.7 -21.0 -21 WHEAT -0.5 -0.6 -0.4 -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 0.0 0.0 0.0 0.0 -0.0 0.2 -0.0 0.5 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 -0.2 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 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.2 -0.7 -0.4 BOBL -0.3 0.2 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -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 -0.1 0.0 -0.1 -0.0 -0.0 0.9 -0.2 -0.3 0.1 -0.2 0.3 0.7 0.5 0.7 BTP -0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 -0.0 -0.0 0.0 0.5 -0.0 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.1 0.2 0.0 0.4 0.1 -2.7 0.1 -0.0 0.2 0.0 0.3 0.0 0.5 0.0 0.4 0.4 0.2 0.1 0.7 0.2 0.7 BUND -0.3 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 0.0 -0.1 0.1 -0.1 0.0 0.0 0.0 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.2 0.1 -0.1 0.2 0.7 0.3 0.7 BUXL -0.2 0.4 0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.6 0.0 0.1 0.1 0.1 0.1 0.1 0.0 -0.1 -0.1 -0.4 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.4 -0.2 0.1 -0.3 0.0 0.5 -0.2 0.2 CAC -0.2 0.3 0.3 0.1 -0.0 0.2 0.0 0.2 0.0 0.1 0.5 0.1 0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 0.5 0.0 0.1 0.1 0.0 0.0 0.0 0.4 0.2 -0.0 0.2 -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 0.1 -0.3 -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 -0.2 0.4 -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 0.2 -0.0 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.0 -0.1 0.1 -0.1 0.1 1.0 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.5 0.3 0.4 0.3 -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 -0.0 0.1 0.3 0.0 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 0.1 0.3 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.2 -0.0 -1.1 0.5 0.1 0.2 0.1 -0.5 -0.7 -0.6 -0.7 COCOA 0.4 -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 -0.1 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 0.0 -0.0 1.1 -0.2 0.0 -0.4 0.0 -0.3 0.0 -0.1 0.1 COFFEE -0.3 0.2 0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 0.3 -0.0 0.4 0.1 0.1 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 0.2 0.3 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 0.2 -0.3 -0.6 0.7 0.4 0.7 0.4 CORN 0.4 0.2 0.1 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.2 -0.2 0.2 -0.5 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.4 0.1 1.4 0.1 0.1 0.0 0.1 -0.2 0.1 -1.1 0.5 0.6 0.6 0.6 -0.3 -0.1 0.1 -0.1 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 -0.1 -0.2 0.4 -0.3 -0.5 -0.2 -0.4 CRUDE_W 0.1 -0.2 -0.1 0.0 -0.0 0.1 0.1 0.0 0.1 -0.1 -0.2 0.0 -0.4 -0.1 -0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.8 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.4 -0.5 -0.6 -0.6 -0.5 0.7 0.6 0.2 0.6 DAX -0.2 -0.0 -0.5 0.1 -0.0 0.2 0.0 0.2 0.0 0.0 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 -1.4 -0.0 0.0 0.0 -0.0 0.2 -0.0 -0.1 0.0 -0.4 -0.2 -0.6 0.3 0.7 0.4 0.7 DOW 0.2 -0.2 0.3 0.0 -0.0 0.1 0.0 0.2 0.0 0.0 0.4 0.1 0.5 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.4 0.1 -1.6 0.1 0.0 0.2 0.0 0.2 0.0 -0.2 0.2 0.6 -0.1 0.1 -0.6 -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 -0.1 -0.2 0.0 -0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.2 0.1 -2.7 0.1 -0.0 0.0 0.0 -0.1 0.1 0.9 0.4 0.6 0.6 0.6 0.3 0.6 0.3 0.6 EUR -0.2 -0.5 -0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.2 0.3 0.0 0.6 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 0.0 0.4 -0.1 2.0 -0.0 0.1 0.0 0.0 0.2 -0.0 -0.4 0.4 0.0 0.1 -0.0 -0.2 -0.7 -0.3 -0.7 EURIBOR-ICE -0.3 0.1 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.1 0.2 -0.0 0.6 0.0 -0.0 0.0 -0.0 0.1 -0.0 0.8 -0.1 -0.3 0.1 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.1 0.3 0.2 0.1 -0.0 0.2 0.0 0.2 0.0 0.1 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 -0.8 0.1 0.1 0.1 0.1 0.1 0.1 0.3 0.3 0.3 0.4 -0.1 0.6 0.7 0.7 0.7 FEEDCOW -0.6 -0.6 -0.3 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.0 0.3 0.2 0.3 0.2 -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 -0.2 -0.6 -0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.6 0.1 0.2 0.0 -0.0 0.0 0.0 0.0 0.0 -0.0 0.3 0.1 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 0.1 0.0 -0.0 0.1 0.1 0.0 0.1 -0.0 0.1 0.1 0.0 0.1 0.0 0.1 0.4 0.3 0.4 0.1 0.0 0.1 0.0 0.1 -2.7 0.0 0.0 -0.0 0.1 -0.0 0.1 1.0 0.1 -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 -0.0 0.1 0.1 0.1 0.1 0.2 -0.4 0.2 -0.6 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.1 0.2 -0.3 0.2 2.7 0.1 0.1 -0.0 0.1 -0.1 0.1 -1.1 0.5 0.6 0.6 -0.3 -0.2 -0.7 -0.7 -0.7 GBP -0.4 -0.6 -0.4 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.2 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 -0.0 0.1 -0.1 0.3 0.2 -0.6 -0.4 -0.1 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 -0.1 -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 0.6 0.5 -0.1 0.1 -0.5 -0.3 HEATOIL 0.6 0.0 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 0.4 0.1 0.3 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.1 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 -0.4 -0.0 -0.8 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.1 -0.1 -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 -0.0 -0.3 -0.3 -0.4 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.5 -0.6 -0.2 -0.1 -0.0 -0.2 -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 -0.2 0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 1.1 -0.4 -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 0.2 -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 -0.2 -0.6 -0.1 0.5 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.2 -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 -0.2 -0.7 -0.1 -0.4 0.3 0.8 0.4 0.8 MXP -0.1 -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 0.1 1.1 0.5 0.6 0.6 0.6 0.2 0.3 0.2 0.4 NASDAQ_micro -0.1 -0.6 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.4 -0.0 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.4 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.3 -0.5 0.2 0.2 0.3 -0.4 -0.7 -0.4 -0.7 NIKKEI 0.1 -0.1 0.6 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 0.0 0.4 0.1 0.1 0.0 0.1 0.1 0.1 0.2 0.2 0.0 0.4 0.1 -1.3 0.0 -0.0 0.1 0.0 0.1 0.0 1.1 -0.1 0.4 0.6 0.6 -0.1 0.3 0.2 0.4 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 -0.2 -0.4 -0.6 0.3 0.7 0.4 0.7 OAT -0.1 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 0.0 -0.1 0.1 0.2 0.0 0.0 0.0 0.0 -0.0 0.0 0.9 0.1 0.2 0.3 -0.1 0.1 0.7 0.2 0.7 OATIES 0.4 0.1 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.4 0.1 -0.4 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.2 0.1 -0.3 -0.0 -1.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.7 0.5 0.1 -0.2 -0.3 -0.6 -0.5 -0.4 -0.5 OJ -0.1 -0.6 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 0.0 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 -0.2 0.2 -0.0 -0.3 -0.6 -0.7 -0.6 PLAT -0.3 -0.2 0.1 0.0 0.0 0.1 0.0 0.1 0.0 0.0 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 -0.0 -0.3 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 1.0 0.0 0.0 -0.1 0.1 -0.2 0.1 -1.0 0.4 0.6 0.5 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 -0.1 -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 -0.4 -0.6 -0.4 -0.3 -0.4 0.0 -0.3 ROBUSTA -0.1 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 -0.1 0.0 0.0 -2.7 0.0 -0.1 0.0 -0.0 0.0 0.0 1.1 -0.3 -0.0 0.2 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.4 -0.4 0.4 0.0 -0.0 0.1 0.0 0.1 0.0 -0.1 0.3 -0.1 0.3 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.0 0.8 0.0 -0.1 0.1 -0.0 0.1 -0.0 0.0 -0.3 -0.4 -0.3 0.1 -0.6 -0.7 -0.7 -0.7 SHATZ -0.3 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 1.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -1.1 -0.2 -0.4 -0.1 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.2 -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 0.2 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 -0.3 0.3 0.2 0.0 -0.0 0.1 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 1.3 0.0 0.1 0.1 0.1 0.1 0.0 0.8 0.5 -0.0 0.1 -0.0 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 -0.3 -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 0.2 -0.4 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 -0.3 -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 -0.2 -0.1 -0.1 -0.0 0.0 0.2 -0.0 -2.4 -0.0 0.0 -0.0 0.0 0.1 -0.0 0.1 0.3 -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 -0.0 0.3 -0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 -0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.0 -0.0 0.1 -0.2 -0.6 -0.4 -0.6 -0.7 -0.7 -0.7 SP500_micro -0.0 -0.6 0.2 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.4 0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.1 -2.2 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.4 -0.3 0.2 -0.2 0.2 -0.4 -0.7 -0.5 -0.7 SUGAR11 -0.5 -0.4 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 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 -0.5 -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 -0.1 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 -0.3 -0.7 US10U -0.4 -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 0.1 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 -0.3 -0.0 -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 0.0 0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.3 -0.2 -0.3 -0.0 0.0 -0.1 0.1 -0.1 2.2 -0.0 -0.0 0.1 -0.0 0.1 -0.0 -1.1 0.0 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.5 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 -0.1 -0.1 0.0 0.5 0.4 0.4 -0.1 -0.6 US30 -0.4 0.1 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 -0.0 -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 -0.0 0.1 0.4 0.3 0.3 0.0 -0.5 US5 -0.4 -0.2 0.2 0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.3 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 -0.2 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 0.1 0.4 -0.5 -0.0 0.1 -0.2 0.1 -0.1 0.0 0.1 -0.9 0.0 -0.6 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.1 -0.2 0.0 NaN -0.0 0.2 -0.2 0.1 -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 -0.3 -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 0.0 -0.0 0.1 -0.2 0.1 -1.1 0.4 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.9 -7.9 1.4 -5.0 0.5 -0.9 -2.7 2.1 -5.7 9.1 14.9 -3.1 3.6 -11.9 -5.9 -0.5 -1.2 -0.9 -1.1 -2.6 1.8 0.7 2.2 -3.1 16.4 -1.6 2.9 1.1 0.4 0.2 -2.4 4.0 -0.0 15.3 10.0 9.0 17.4 20.0 20.0 20.0 BITCOIN -14.7 -15.3 -18.9 6.0 3.2 7.3 3.0 6.3 3.5 -17.4 6.4 -17.5 13.5 -18.5 -15.9 -5.1 -7.1 -6.2 -6.7 -15.8 -3.5 -20.0 8.4 -20.0 -20.0 -5.9 -7.8 -1.9 -7.9 2.6 -7.9 -1.5 -20.0 -20.0 -20.0 -20.0 11.6 -5.0 -19.6 -12.3 BOBL -9.3 6.8 0.3 1.9 -2.5 1.7 -2.2 -0.6 -0.5 -13.3 1.0 -17.1 -0.7 -2.1 -0.5 20.0 8.9 20.0 18.8 0.5 0.3 -7.9 -1.7 -3.5 2.9 0.6 -7.0 0.5 -5.2 -0.5 -2.2 16.7 -7.7 -9.9 2.3 -5.7 9.0 20.0 15.2 20.0 BTP -2.3 8.7 4.3 2.5 -3.2 2.2 -2.9 -0.8 -0.6 0.3 20.0 -4.3 20.0 16.8 19.6 5.9 8.6 7.7 8.6 13.5 14.2 2.2 15.1 8.4 -20.0 7.2 -0.4 7.2 1.2 7.3 4.5 9.3 1.6 11.2 13.8 6.6 4.0 20.0 6.7 20.0 BUND -7.9 8.4 3.1 2.2 -2.8 2.0 -2.5 -0.7 -0.5 -12.3 4.6 -18.0 -8.0 0.6 4.2 -6.6 2.7 -3.0 1.0 3.2 1.2 -7.1 -5.1 -1.8 -0.9 2.2 -6.8 1.4 -5.0 -1.1 -1.3 -1.7 -8.9 -6.2 4.4 -2.3 6.1 20.0 8.8 20.0 BUXL -6.2 11.6 0.2 2.0 -2.6 1.8 -2.3 -0.7 -0.5 -14.1 -9.3 -15.9 -17.4 0.5 4.8 4.2 2.9 4.0 3.7 0.1 -6.1 -8.2 -15.7 -3.0 -1.5 0.4 -7.4 -2.3 -6.0 -6.0 -2.3 -0.0 -15.7 -5.9 3.6 -8.2 0.9 15.8 -5.0 5.7 CAC -6.2 10.6 7.7 5.7 -1.4 7.0 0.7 6.0 2.4 14.0 18.6 6.5 15.6 10.0 14.7 -2.0 -1.4 -2.2 -1.7 12.8 12.9 9.4 9.7 7.9 3.5 4.6 8.7 3.7 3.6 1.2 2.7 7.0 9.6 -0.8 5.2 -8.2 20.0 20.0 20.0 20.0 CAD 4.1 -12.2 -13.4 -5.5 0.6 -1.0 -3.0 2.3 -6.4 10.0 -9.6 -3.2 -6.9 -17.6 -20.0 -8.9 -7.4 -8.5 -7.9 -18.6 -15.5 -2.5 -10.1 -11.9 20.0 -7.5 1.2 -5.2 -1.2 -2.7 -5.4 -7.2 -6.5 11.0 -3.6 -17.7 -20.0 -20.0 -20.0 -20.0 CANOLA 16.0 0.4 -17.4 -5.1 -2.4 -7.0 -1.6 -6.4 -2.4 14.9 -4.1 14.1 -0.4 9.6 -11.0 -20.0 -11.2 -19.1 -14.5 -4.0 -8.4 10.3 -3.9 6.2 7.8 -2.6 5.4 -4.5 4.6 -2.6 1.9 -10.0 12.0 11.7 8.0 -1.0 16.7 20.0 20.0 20.0 CHF -8.3 -12.4 -6.2 -3.9 0.4 -0.7 -2.1 1.6 -4.5 15.0 10.1 2.1 12.2 -6.3 -8.2 -16.5 -15.8 -16.0 -15.5 -4.9 3.0 7.7 9.9 -4.3 -1.0 -1.8 14.1 2.2 4.4 5.2 -1.9 -20.0 19.7 2.7 7.2 1.7 -16.3 -20.0 -18.9 -20.0 COCOA 12.2 -17.6 -20.0 -2.6 -1.2 -3.5 -0.8 -3.2 -1.2 -7.8 -7.8 -6.2 -1.0 -6.7 -7.6 -4.0 9.7 -0.5 4.2 -9.9 -9.3 -11.5 -2.0 -8.2 -20.0 -2.2 -5.1 -1.9 -3.0 0.5 -1.9 20.0 -8.0 0.3 -10.9 0.7 -8.3 0.8 -1.7 4.4 COFFEE -8.5 5.0 16.2 -4.8 -2.2 -6.7 -1.6 -6.1 -2.3 -10.5 12.0 -0.3 12.4 8.6 13.4 20.0 11.8 17.4 14.4 12.9 14.4 -0.8 14.6 6.9 -20.0 5.1 -3.9 6.8 -0.3 7.9 2.3 20.0 8.4 8.9 17.7 20.0 11.5 14.5 19.4 20.0 COPPER 1.1 14.4 1.2 2.9 1.6 3.6 1.5 3.1 1.7 3.0 -1.4 -0.7 -1.1 5.5 -2.0 -6.3 -5.6 -5.8 -5.6 4.1 2.7 0.9 2.4 2.8 -4.4 1.9 0.4 2.6 0.4 3.6 1.0 0.7 -10.7 5.8 -8.9 -20.0 20.0 10.8 20.0 12.8 CORN 11.2 7.7 4.2 -7.2 -3.3 -9.9 -2.3 -9.1 -3.4 19.7 -6.9 20.0 -12.6 18.9 18.1 -19.2 -19.2 -20.0 -20.0 7.8 -2.4 17.2 -13.6 13.8 10.2 6.0 15.0 1.3 12.1 -4.7 9.6 -20.0 20.0 20.0 20.0 20.0 -8.3 -3.6 3.7 -1.7 COTTON2 4.8 -3.8 -1.3 -7.2 -3.3 -9.9 -2.3 -9.1 -3.4 -20.0 -20.0 -18.9 -20.0 -18.2 -19.0 -17.5 -14.8 -17.4 -16.3 -12.5 -15.3 -16.2 -20.0 -11.8 -14.3 -6.8 -13.7 -7.3 -10.3 -9.4 -7.1 -15.6 -20.0 -2.2 -7.5 12.3 -8.6 -13.9 -7.3 -11.9 CRUDE_W 4.4 -7.7 -2.9 3.2 -0.7 2.1 5.2 1.2 5.7 -16.6 -7.5 0.3 -12.1 -10.7 -15.3 0.5 5.9 2.7 4.2 -7.6 -7.7 -6.7 -8.8 -5.6 6.2 -5.7 -10.3 -6.2 -4.9 -6.3 -3.9 -7.9 -20.0 -20.0 -17.1 -16.2 20.0 18.5 5.3 18.4 DAX -6.4 -1.4 -15.1 4.7 -1.1 5.9 0.6 5.1 2.0 4.5 14.8 2.2 16.1 -0.6 1.1 -6.4 -6.6 -6.3 -6.0 -0.3 4.6 -0.1 13.5 -2.1 -10.6 -1.2 1.5 0.5 -0.4 5.6 -1.9 -1.0 1.2 -13.4 -7.5 -20.0 8.4 20.0 13.4 20.0 DOW 5.2 -5.8 10.3 4.2 -1.0 5.2 0.5 4.5 1.8 2.5 16.3 9.2 14.4 11.5 14.1 -8.4 -8.4 -8.5 -8.1 13.3 14.5 9.5 13.0 11.0 -11.6 5.0 2.7 5.7 4.0 5.1 4.0 -4.5 7.4 17.4 -1.8 4.6 -19.4 -20.0 -20.0 -20.0 DX 8.5 17.1 8.2 -4.1 0.4 -0.7 -2.2 1.7 -4.7 -11.7 -6.2 4.0 -13.1 12.9 12.7 6.2 6.1 6.1 6.0 12.1 1.8 2.1 -8.8 11.8 -20.0 5.2 -4.5 1.5 0.9 -2.0 5.1 16.3 17.3 20.0 20.0 20.0 10.1 17.3 8.9 18.6 EUR -6.6 -15.2 -3.3 -4.9 0.5 -0.9 -2.7 2.0 -5.6 19.0 11.6 1.0 16.7 -13.8 -11.4 -8.1 -7.7 -7.8 -7.6 -9.6 3.0 3.4 15.2 -8.8 15.4 -4.5 10.1 1.0 2.3 5.7 -4.1 -7.1 17.0 1.2 3.9 -1.4 -6.2 -20.0 -9.0 -20.0 EURIBOR-ICE -10.1 4.4 -1.0 1.5 -2.0 1.4 -1.8 -0.5 -0.4 -9.2 6.7 -13.2 10.6 -2.5 -0.9 11.8 10.6 12.4 12.3 1.1 3.0 -6.2 6.0 -2.7 4.5 1.0 -5.4 1.5 -3.7 2.1 -1.3 14.3 -5.1 -8.0 2.1 -2.4 6.5 20.0 10.0 20.0 EUROSTX -2.3 8.6 5.7 5.4 -1.3 6.7 0.6 5.8 2.3 9.8 20.0 10.9 19.0 16.1 18.7 -3.7 -1.5 -3.2 -2.4 15.2 15.4 11.3 15.0 11.8 -6.3 6.0 5.8 5.0 4.7 3.7 4.8 6.3 12.7 8.2 12.5 -2.5 18.0 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -8.1 -2.3 -1.1 -3.2 -0.7 -2.9 -1.1 -4.5 4.0 -6.4 6.4 -6.0 -2.5 12.8 7.9 14.1 12.4 -4.4 4.2 -10.5 8.5 -11.1 -20.0 -0.8 -1.6 1.5 -2.3 2.8 -2.5 20.0 -9.3 -20.0 -1.9 19.7 20.0 20.0 20.0 20.0 GASOIL 20.0 1.8 7.1 2.6 -0.5 1.7 4.1 1.0 4.5 -4.8 10.2 13.4 6.0 14.5 12.2 20.0 15.1 20.0 18.5 12.6 9.3 12.3 5.4 15.7 -1.2 5.1 0.2 3.9 4.9 2.4 6.2 11.5 3.7 15.3 11.8 10.9 9.5 12.7 2.4 8.7 GASOLINE 14.6 -2.6 1.7 3.0 -0.6 1.9 4.8 1.1 5.2 -4.4 5.2 13.7 1.0 10.7 3.3 6.9 19.2 16.3 20.0 4.7 2.0 9.7 0.5 9.6 -20.0 1.5 1.0 -0.9 6.3 -1.0 5.8 18.3 3.7 -0.1 -3.4 -4.7 20.0 20.0 20.0 20.0 GAS_US_mini 19.2 19.1 -2.9 3.6 -0.8 2.4 5.9 1.4 6.4 20.0 -16.3 20.0 -17.3 20.0 5.4 -20.0 -20.0 -20.0 -20.0 10.2 -6.1 20.0 -12.1 20.0 20.0 4.8 13.4 -0.8 13.9 -2.6 10.8 -20.0 20.0 20.0 17.7 -8.8 -4.6 -20.0 -20.0 -20.0 GBP -13.6 -17.1 -11.4 -5.3 0.6 -0.9 -2.9 2.2 -6.1 17.9 2.9 -8.9 13.7 -16.2 -16.0 0.4 -0.0 0.3 0.1 -18.3 -6.0 -8.1 7.5 -19.4 1.6 -6.5 2.0 -1.7 -3.6 2.9 -7.7 6.0 7.7 -20.0 -11.4 -4.3 10.1 -4.2 10.1 -3.5 GOLD_micro -14.0 -13.2 -2.3 2.2 1.2 2.7 1.1 2.3 1.3 5.8 5.9 -0.9 6.9 1.8 4.2 -7.5 -11.0 -9.5 -10.1 9.0 10.8 6.7 10.5 5.7 -17.5 2.5 1.2 2.7 1.1 2.5 1.5 -7.7 6.8 1.9 17.2 17.0 -4.0 2.2 -15.4 -9.6 HEATOIL 20.0 0.9 3.6 2.8 -0.6 1.8 4.5 1.1 4.9 -3.3 13.4 13.6 8.8 15.2 12.5 15.2 9.5 11.8 10.3 12.5 8.7 14.3 5.8 17.2 -20.0 4.2 1.0 2.5 6.3 2.2 7.0 0.6 7.1 18.9 10.6 -0.4 18.0 7.5 -2.1 -8.4 JGB-SGX-mini 0.3 -0.3 -12.2 1.3 -1.6 1.1 -1.5 -0.4 -0.3 -3.8 -12.3 -5.7 -11.6 -8.7 -11.2 10.3 12.5 9.6 10.8 -7.2 -10.6 -3.5 -13.1 -4.5 -6.1 -3.6 -1.7 -5.1 -2.4 -6.6 -2.7 14.5 -4.0 -1.9 -10.0 -12.8 -12.3 -19.9 -6.6 -20.0 JPY -9.0 -15.9 -14.7 -3.2 0.3 -0.6 -1.7 1.3 -3.6 -10.3 -13.6 -13.5 -10.4 -14.4 -14.4 -9.7 -10.8 -9.9 -10.0 -17.3 -14.7 -10.8 -10.5 -15.1 20.0 -5.0 -2.5 -3.9 -3.5 -2.5 -4.7 -11.8 -1.8 -10.0 -9.9 -10.8 -2.9 -11.3 -3.6 -12.5 LEANHOG -15.0 -20.0 -7.7 -6.5 -3.0 -8.9 -2.1 -8.2 -3.0 -11.5 9.7 -13.3 13.7 -19.5 -16.2 -1.4 20.0 20.0 20.0 -17.2 -2.6 -17.4 8.5 -20.0 -1.8 -6.0 -5.9 -1.8 -5.5 1.6 -7.4 20.0 -16.3 -20.0 -20.0 14.3 9.3 15.4 20.0 20.0 LIVECOW -20.0 -20.0 -12.0 -2.4 -1.1 -3.3 -0.8 -3.0 -1.1 -2.9 4.6 -5.4 6.6 -5.3 -2.6 0.6 10.0 -0.8 5.1 -3.9 2.6 -7.6 6.8 -8.4 -20.0 -1.2 -1.7 1.1 -2.3 2.7 -2.6 20.0 -9.5 -20.0 -3.4 14.8 20.0 15.2 20.0 20.0 LUMBER-new -20.0 -6.2 -20.0 -4.4 -2.0 -6.0 -1.4 -5.5 -2.0 -12.0 -12.7 -14.6 -10.2 -13.9 -13.8 -20.0 -20.0 -20.0 -20.0 -19.6 -16.3 -18.3 -12.0 -20.0 NaN -4.5 -2.5 -3.3 -4.5 -1.8 -5.2 -20.0 -6.0 -20.0 -2.7 -9.4 8.3 20.0 11.0 20.0 MXP -4.1 -10.8 4.4 -5.4 0.6 -1.0 -2.9 2.2 -6.2 20.0 20.0 19.8 20.0 15.7 20.0 12.1 12.7 12.6 12.5 11.7 20.0 16.6 20.0 9.8 -20.0 7.0 12.3 12.8 9.7 14.3 5.3 20.0 20.0 20.0 20.0 20.0 5.2 8.4 6.2 11.8 NASDAQ_micro -3.6 -19.2 2.4 3.6 -0.9 4.5 0.4 3.8 1.5 -8.7 13.8 -2.9 13.4 4.3 10.1 -8.4 -8.9 -9.2 -8.9 11.5 15.6 -4.8 15.7 4.1 -20.0 4.0 -4.6 5.5 -2.0 5.4 1.0 -5.6 -20.0 5.9 4.7 10.3 -11.6 -20.0 -13.1 -20.0 NIKKEI 2.4 -2.5 20.0 2.8 -0.7 3.5 0.3 3.0 1.2 -7.4 11.0 3.6 10.1 7.5 9.8 0.2 7.2 2.7 5.2 18.7 18.9 2.1 14.2 12.0 -10.1 3.9 -1.0 4.1 0.3 2.8 2.3 20.0 -6.0 13.3 20.0 20.0 -1.9 8.0 5.5 13.5 NZD -3.9 -15.5 -15.5 -4.4 0.5 -0.8 -2.4 1.8 -5.1 -8.6 -7.9 -14.2 -9.4 -18.3 -19.6 -4.8 -3.1 -4.3 -3.8 -20.0 -16.5 -13.9 -10.1 -20.0 15.4 -6.7 -1.7 -4.7 -5.2 -2.9 -7.0 0.0 -20.0 -7.7 -13.7 -17.1 8.4 20.0 10.8 20.0 OAT -2.7 12.0 1.0 2.0 -2.5 1.7 -2.3 -0.7 -0.5 7.0 7.3 -3.7 -3.9 8.0 9.8 18.1 11.6 17.3 15.4 6.6 2.5 4.8 -2.8 5.9 1.5 3.7 4.0 1.8 2.9 -0.2 3.3 17.3 6.2 4.7 10.0 -2.0 4.4 20.0 6.4 20.0 OATIES 11.5 3.3 -16.2 -5.0 -2.3 -6.9 -1.6 -6.3 -2.4 14.4 -15.0 6.1 -11.7 -2.6 -13.5 -20.0 -10.7 -20.0 -18.1 -10.5 -13.9 5.9 -11.6 -2.2 -9.0 -5.1 5.5 -6.4 2.3 -5.3 -1.5 -12.3 20.0 1.7 -6.5 -9.4 -19.2 -14.5 -13.4 -14.2 OJ -2.1 -20.0 -15.9 -2.0 -0.9 -2.8 -0.6 -2.5 -0.9 -5.8 -5.8 -5.8 -5.8 -6.6 -6.6 -4.2 4.0 -2.1 0.4 -10.6 -9.4 -7.5 -7.9 -9.6 -20.0 -2.3 -1.9 -2.0 -1.7 -1.6 -2.1 15.0 -4.8 -9.6 -12.4 -4.3 -8.7 -15.7 -1.9 -14.1 PALLAD -8.5 5.8 6.9 2.5 1.4 3.1 1.3 2.7 1.5 2.7 4.9 -3.4 4.3 1.2 2.7 -2.8 -2.9 -2.9 -2.9 6.4 7.4 1.6 5.6 3.0 12.5 2.5 0.5 3.0 0.5 2.5 1.3 5.3 -4.7 -5.2 5.0 -1.4 -7.6 -17.6 -20.0 -18.9 PLAT -10.2 -5.9 3.1 2.8 1.5 3.4 1.4 2.9 1.6 3.1 7.4 -3.1 7.1 0.9 3.5 -3.3 -3.5 -3.3 -3.2 5.7 10.2 1.8 10.8 1.5 0.6 2.4 1.0 4.3 0.6 4.8 0.7 4.6 -5.5 -7.6 -0.9 -6.5 20.0 9.2 -11.8 -8.5 REDWHEAT 20.0 11.0 -0.4 -6.5 -3.0 -9.0 -2.1 -8.2 -3.1 0.1 -17.6 11.5 -20.0 11.2 -4.5 -14.8 -16.6 -17.7 -17.9 0.3 -12.6 9.4 -20.0 10.2 7.3 2.2 2.6 -2.7 5.2 -6.4 6.2 -18.7 17.3 20.0 16.9 15.4 -20.0 -20.0 -20.0 -20.0 RICE 6.3 -12.3 -20.0 -3.1 -1.4 -4.3 -1.0 -3.9 -1.5 -0.0 -11.1 -4.9 -11.0 -8.9 -10.7 -20.0 -12.0 -20.0 -18.1 -18.5 -20.0 -4.1 -20.0 -11.3 -0.9 -3.9 -0.4 -4.4 -1.0 -4.4 -2.6 -15.4 -2.8 -13.5 -17.1 -13.1 -8.0 -10.6 0.6 -9.5 ROBUSTA -4.6 9.1 20.0 -2.9 -1.4 -4.0 -0.9 -3.7 -1.4 -7.9 1.7 -3.5 0.1 3.3 6.9 2.6 12.8 8.0 10.7 4.8 3.4 -6.3 1.6 0.7 -20.0 1.8 -5.7 1.3 -2.6 0.8 0.1 20.0 -11.7 -0.6 5.9 20.0 -2.4 20.0 6.3 20.0 RUSSELL -10.9 -11.0 13.9 3.5 -0.8 4.3 0.4 3.7 1.5 -8.0 12.4 -7.4 9.6 -1.6 8.8 -4.8 -5.4 -5.1 -5.1 4.4 9.4 -8.4 8.2 -3.1 6.1 2.0 -7.2 4.8 -4.5 4.1 -2.1 0.6 -10.7 -13.3 -10.6 4.0 -16.5 -20.0 -20.0 -20.0 SHATZ -8.4 5.1 -9.1 1.8 -2.3 1.6 -2.1 -0.6 -0.4 -16.0 -10.7 -17.6 -2.1 -7.9 -10.7 -3.9 -16.7 -12.0 -14.0 -6.1 -7.2 -9.5 -5.6 -6.9 7.9 -2.9 -7.4 -3.2 -6.1 -2.3 -4.1 -20.0 -7.6 -12.6 -1.7 -16.8 13.9 20.0 18.0 20.0 SILVER-mini -5.3 -7.1 6.6 3.1 1.7 3.8 1.5 3.3 1.8 8.3 9.1 4.3 9.4 5.6 7.1 -5.2 -6.5 -6.1 -6.3 13.2 14.4 15.7 12.1 11.5 -6.4 3.7 3.8 4.2 3.1 3.5 2.8 -0.7 18.0 6.0 15.8 15.3 12.0 20.0 -0.8 1.6 SMI -10.7 10.3 7.7 4.3 -1.0 5.4 0.5 4.7 1.8 10.2 10.9 7.6 7.9 9.6 10.7 6.2 3.6 5.0 3.9 8.4 7.3 17.6 6.0 9.7 9.9 3.3 10.1 2.5 7.6 1.6 4.0 15.8 20.0 -0.6 3.2 -0.9 20.0 20.0 20.0 20.0 SOFR -12.3 -10.1 3.6 2.0 -2.6 1.8 -2.3 -0.7 -0.5 6.6 12.6 -8.9 14.1 -9.8 1.9 6.8 5.4 7.0 6.6 -0.4 8.3 -4.8 12.2 -5.9 -20.0 -0.4 -1.5 4.4 -3.1 6.2 -3.8 4.7 1.8 -7.8 -14.2 8.2 -3.1 -16.2 -5.9 -20.0 SOYBEAN 19.1 9.4 8.8 -6.5 -3.0 -8.9 -2.1 -8.2 -3.1 19.3 12.7 20.0 -2.3 19.1 17.6 1.0 -6.1 -3.8 -6.2 15.7 7.8 20.0 -2.0 20.0 -6.2 7.1 7.4 4.9 8.2 1.0 8.6 -0.1 20.0 20.0 20.0 20.0 -14.1 -5.2 -13.9 -1.9 SOYMEAL 20.0 20.0 16.6 -4.9 -2.3 -6.8 -1.6 -6.2 -2.3 12.4 0.3 14.7 -12.1 14.4 10.1 -11.3 -15.7 -16.2 -17.2 17.9 4.0 20.0 -7.1 20.0 -14.2 4.7 4.6 1.7 5.6 -0.9 6.5 -17.7 20.0 20.0 20.0 20.0 -20.0 -20.0 -10.3 -20.0 SOYOIL 0.8 -6.2 -11.8 -6.2 -2.8 -8.5 -2.0 -7.8 -2.9 8.5 2.1 5.9 8.6 -2.5 -15.1 -8.7 -4.5 -7.5 -6.0 -6.4 -1.8 4.5 6.1 -1.9 -17.7 -3.4 3.2 -1.1 2.9 2.0 -1.0 2.3 13.2 -3.4 2.6 6.8 -20.0 -15.6 -20.0 -16.7 SP400 -2.9 -10.7 5.1 3.8 -0.9 4.7 0.5 4.1 1.6 -3.9 12.4 -3.9 6.5 1.7 2.8 -5.7 -6.0 -5.9 -5.8 0.4 4.0 -2.6 4.6 -2.2 0.1 -1.0 -4.3 1.0 -2.1 1.2 -2.4 -0.6 2.2 -5.4 -20.0 -10.9 -17.6 -20.0 -20.0 -20.0 SP500_micro -0.2 -20.0 4.7 4.2 -1.0 5.2 0.5 4.5 1.8 -5.5 16.4 1.8 15.9 8.2 12.8 -8.9 -9.6 -9.7 -9.4 12.3 17.3 -0.7 17.9 5.5 -16.6 3.8 -3.9 6.3 -1.1 6.6 0.7 -6.7 -11.1 5.4 -6.5 6.8 -12.9 -20.0 -15.6 -20.0 SUGAR11 -15.5 -12.6 -12.0 -3.8 -1.7 -5.2 -1.2 -4.8 -1.8 -0.5 -13.1 -9.9 -12.5 -12.1 -12.6 16.6 8.3 8.8 5.1 -18.7 -16.9 -7.4 -14.5 -16.2 -16.7 -4.5 0.3 -3.8 -1.8 -3.0 -3.9 20.0 1.7 -20.0 -16.7 -3.1 -18.3 -20.0 -10.8 -19.6 US10 -12.5 -3.7 9.0 1.6 -2.0 1.4 -1.8 -0.5 -0.4 6.8 11.5 -5.1 4.3 -4.0 8.3 1.8 0.0 1.9 1.4 2.9 7.0 -2.4 6.1 -1.9 -6.0 1.8 -0.8 4.8 -1.9 4.6 -1.6 -4.4 2.8 -3.5 -4.9 11.6 -16.0 -20.0 -10.5 -20.0 US10U -12.0 -0.4 12.0 2.3 -2.9 2.0 -2.6 -0.8 -0.5 9.5 16.9 -8.1 2.4 -3.3 13.5 2.8 -1.0 1.4 0.2 6.7 11.8 -3.7 7.8 -1.8 -12.3 4.2 -0.9 7.7 -2.3 6.2 -1.1 -6.5 -0.6 -2.2 -2.7 20.0 -3.7 -14.9 -8.3 -20.0 US2 -13.9 -3.8 4.8 1.5 -2.0 1.4 -1.8 -0.5 -0.4 2.0 2.5 -9.2 -2.3 -8.6 3.5 -12.5 -15.2 -12.3 -12.9 -1.7 2.3 -5.7 2.0 -5.8 16.8 -0.9 -2.6 2.0 -3.8 2.8 -3.8 -20.0 1.8 -10.1 -9.3 4.9 -14.7 -9.6 -18.5 -20.0 US20 -14.1 2.8 13.7 1.5 -2.0 1.4 -1.8 -0.5 -0.4 4.4 8.8 -7.1 -3.8 -3.5 9.3 3.6 2.9 4.0 3.8 5.1 7.3 -4.0 2.8 -1.5 -8.5 2.9 -1.4 4.6 -2.3 2.8 -0.9 0.1 -4.0 -2.2 0.9 15.1 10.7 13.5 -1.5 -16.8 US30 -12.5 4.5 13.5 1.7 -2.2 1.5 -2.0 -0.6 -0.4 0.6 5.3 -9.4 -7.9 -4.3 9.4 1.7 -2.4 -0.7 -1.7 4.8 5.8 -5.0 -0.3 -1.8 -5.1 3.1 -2.2 4.4 -3.1 1.8 -1.1 -9.3 -6.8 -1.2 1.9 13.5 9.0 8.8 0.0 -16.4 US5 -11.5 -5.4 6.2 1.6 -2.1 1.4 -1.9 -0.5 -0.4 4.5 10.3 -6.5 4.5 -6.2 5.6 -1.6 -3.4 -1.8 -2.2 0.9 5.5 -3.2 5.8 -3.3 -1.4 0.7 -1.5 3.9 -2.3 4.6 -2.3 -10.3 3.2 -5.3 -7.3 8.2 -18.0 -15.2 -14.3 -20.0 VIX 1.8 7.6 -9.6 -1.4 9.7 -3.7 3.7 -1.4 2.1 10.3 -20.0 0.9 -11.3 -7.1 -15.3 -20.0 -20.0 -20.0 -20.0 -3.5 -6.9 4.4 -4.9 1.2 NaN -1.4 11.1 -4.2 4.2 -1.8 2.5 NaN NaN NaN NaN NaN -11.4 -20.0 NaN NaN WHEAT 20.0 9.7 -1.0 -6.8 -3.1 -9.4 -2.2 -8.6 -3.2 9.7 -17.8 15.2 -20.0 13.4 -6.8 -16.8 -18.3 -18.1 -18.2 1.0 -11.0 11.9 -19.6 10.8 12.4 2.7 5.2 -1.8 6.9 -5.2 6.9 -20.0 17.9 20.0 19.0 15.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3