******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251114_204352 produced at 2025-11-14 21:39:59.874920 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.20 0.0 0.00 0.00 0.00 0.00 -9.74 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 -22.45 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 -16.90 999999999.0 -21 -21 caleb_strategy_v3 US2 False True 0.11 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.56 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -2.41 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 -22.39 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.11 0.0 1.05 -1.05 -0.15 -0.15 -2.91 29.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -4.24 11.0 -4 -4 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.07 0.0 0.70 -0.70 -0.04 -0.04 -1.62 17.0 -1 -1 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.06 0.0 1.05 -1.05 -0.16 -0.08 -0.78 13.0 -2 -1 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.06 0.0 1.39 -1.39 -0.11 -0.11 -1.10 25.0 -2 -2 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.04 0.0 0.33 -0.33 0.00 -0.16 -0.25 2.0 0 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.04 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.29 2.0 0 0 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.03 0.0 0.92 -0.92 -0.04 -0.04 -0.69 22.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.11 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.10 -0.03 0.0 0.59 -0.59 -0.10 -0.08 -1.21 23.0 -4 -3 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -1.08 5.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.83 -0.83 -0.02 -0.02 -1.89 48.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.03 0.0 0.15 -0.15 -0.06 -0.06 -3.85 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 -0.57 17.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.12 -0.02 0.0 0.61 -0.61 -0.12 -0.12 -0.75 21.0 -4 -4 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.02 0.0 0.76 -0.76 -0.06 -0.06 -0.35 13.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.18 -1.18 -0.02 -0.06 -1.12 56.0 -1 -3 caleb_strategy_v3 RUSSELL False False 0.01 -0.12 -0.02 0.0 0.42 -0.42 -0.12 -0.09 -2.97 68.0 -19 -14 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.82 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 -0.71 8.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.01 -0.01 0.0 0.04 -0.04 -0.01 -0.02 -1.18 3.0 -1 -2 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.09 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.01 0.0 0.76 -0.76 -0.04 0.00 -0.19 17.0 -1 0 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.61 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.01 0.0 0.80 -0.80 0.00 0.00 -1.19 66.0 0 0 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.14 4.0 -1 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.72 -0.72 -0.03 -0.03 -0.49 26.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 0.00 0.00 0.0 0.82 -0.82 0.00 0.00 0.04 58.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.00 0.0 0.21 -0.21 0.05 0.02 0.06 13.0 3 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.12 23.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.11 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.23 9.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.64 -0.64 0.00 0.00 0.00 8.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 -0.00 0.0 0.76 -0.76 0.00 0.00 -0.01 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.02 9.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.01 0.0 1.04 -1.04 0.00 0.00 0.11 14.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.32 7.0 1 1 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.01 0.0 0.00 -0.01 -0.01 -0.01 2.37 26.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.07 0.15 6.0 1 1 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 0.54 12.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.26 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 3.23 51.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.16 -0.16 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 0.75 999999999.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.04 0.0 999.00 -999.00 0.06 0.13 0.54 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.06 0.0 0.14 -0.14 0.04 0.07 1.70 4.0 1 2 caleb_strategy_v3 BOBL False False 0.07 0.07 0.06 0.0 1.33 -1.33 0.07 0.07 0.92 19.0 1 1 caleb_strategy_v3 DX False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.35 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.09 0.0 0.68 -0.68 0.20 0.17 2.57 20.0 6 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.92 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.10 0.0 0.63 -0.63 0.00 0.00 2.90 19.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.11 0.0 0.72 -0.72 0.00 0.00 1.47 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.47 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.20 0.14 0.0 0.60 -0.60 0.20 0.18 8.39 36.0 12 11 caleb_strategy_v3 OAT False False 0.07 0.36 0.17 0.0 0.73 -0.73 0.36 0.36 2.38 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.37 0.57 0.0 0.83 -0.83 0.37 0.40 41.08 60.0 27 29 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.09 0.0 1.45 -1.45 0.00 0.00 7.49 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 14.3 Shocked risk 41.4 Sum abs risk 48.2 Leverage 6.54 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1963316.33, 'annual_cash_vol_target': 490829.0825, 'daily_cash_vol_target': 30676.81765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6540 0.5109 8.1748 BITCOIN 2424.5226 95775.0000 2.5315 40.5036 BOBL 0.1671 117.8400 0.1418 2.2690 BTP 0.3987 120.6500 0.3304 5.2872 BUND 0.3416 128.5800 0.2657 4.2511 BUXL 0.8493 113.9200 0.7455 11.9279 CAC 62.0787 8165.5000 0.7603 12.1641 CAD 0.0023 0.7140 0.3193 5.1080 CANOLA 6.1495 656.6000 0.9366 14.9852 CHF 0.0053 1.2638 0.4156 6.6496 COCOA 140.2002 5430.0000 2.5820 41.3113 COFFEE 7.5298 374.8500 2.0088 32.1401 COPPER 0.0698 5.0575 1.3797 22.0753 CORN 4.1432 467.0000 0.8872 14.1951 COTTON2 0.7044 64.1400 1.0982 17.5705 CRUDE_W 0.8663 59.3900 1.4586 23.3375 DAX 190.7433 23935.0000 0.7969 12.7508 DOW 329.6910 47383.0000 0.6958 11.1328 DX 0.3489 99.1950 0.3518 5.6283 EUR 0.0043 1.1638 0.3695 5.9116 EURIBOR-ICE 0.0311 97.7450 0.0318 0.5088 EUROSTX 46.0258 5696.0000 0.8080 12.9286 FEEDCOW 4.4876 313.0500 1.4335 22.9361 GASOIL 11.4644 698.7500 1.6407 26.2512 GASOLINE 0.0315 1.9207 1.6390 26.2247 GAS_US_mini 0.1016 4.7750 2.1267 34.0278 GBP 0.0058 1.3166 0.4438 7.1003 GOLD_micro 50.5179 4126.0000 1.2244 19.5901 HEATOIL 0.0406 2.4437 1.6610 26.5762 JGB-SGX-mini 0.1947 135.8400 0.1433 2.2935 JPY 0.0000 0.0065 0.5736 9.1778 LEANHOG 1.1874 79.0750 1.5016 24.0253 LIVECOW 2.9289 219.1750 1.3363 21.3809 LUMBER-new 7.9070 562.5000 1.4057 22.4909 MXP 0.0003 0.0544 0.5354 8.5671 NASDAQ_micro 237.3174 25232.2500 0.9405 15.0485 NIKKEI 607.1771 50530.0000 1.2016 19.2259 NZD 0.0031 0.5686 0.5425 8.6795 OAT 0.3656 122.3200 0.2989 4.7825 OATIES 5.0537 318.0000 1.5892 25.4275 OJ 5.9898 160.2000 3.7390 59.8234 PALLAD 39.6182 1420.0000 2.7900 44.6402 PLAT 30.2603 1563.6000 1.9353 30.9647 REDWHEAT 8.2725 529.7500 1.5616 24.9855 RICE 0.1400 10.4950 1.3339 21.3420 ROBUSTA 88.2096 4232.0000 2.0843 33.3496 RUSSELL 28.8579 2404.6000 1.2001 19.2018 SHATZ 0.0471 106.9650 0.0440 0.7045 SILVER-mini 0.9569 51.2875 1.8657 29.8511 SMI 92.5916 12657.0000 0.7315 11.7047 SOFR 0.0490 96.6850 0.0507 0.8108 SOYBEAN 8.8487 1113.0000 0.7950 12.7205 SOYMEAL 4.5320 326.9000 1.3864 22.1818 SOYOIL 0.6029 51.0300 1.1814 18.9025 SP400 29.6141 3223.3000 0.9188 14.7000 SP500_micro 49.6073 6786.2500 0.7310 11.6960 SUGAR11 0.2405 14.3700 1.6735 26.7758 US10 0.3283 112.5312 0.2917 4.6672 US10U 0.4174 115.1562 0.3624 5.7989 US2 0.0806 104.0820 0.0774 1.2388 US20 0.6441 116.5000 0.5529 8.8462 US30 0.9560 119.8438 0.7977 12.7628 US5 0.2108 109.1172 0.1932 3.0912 VIX 0.5032 21.1500 2.3790 38.0648 WHEAT 7.6180 592.5000 1.2857 20.5719 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.00 0.51 334.14 1.00 334.14 30676.82 91.81 12.14 111.42 BITCOIN 95.78 2.53 242.45 1.00 242.45 30676.82 126.53 -16.32 -206.44 BOBL 1178.40 0.14 167.11 1.16 193.62 30676.82 158.44 5.70 90.35 BTP 1206.50 0.33 398.68 1.16 461.94 30676.82 66.41 6.49 43.09 BUND 1285.80 0.27 341.63 1.16 395.83 30676.82 77.50 -0.12 -0.94 BUXL 1139.20 0.75 849.27 1.16 984.02 30676.82 31.18 -4.55 -14.17 CAC 816.55 0.76 620.79 1.16 719.28 30676.82 42.65 13.15 56.10 CAD 714.05 0.32 227.96 1.00 227.96 30676.82 134.57 -8.33 -112.03 CANOLA 131.32 0.94 122.99 0.71 87.78 30676.82 349.49 3.80 132.66 CHF 1579.75 0.42 656.54 1.00 656.54 30676.82 46.72 -6.45 -30.12 COCOA 543.00 2.58 1402.00 1.00 1402.00 30676.82 21.88 -9.14 -20.01 COFFEE 1405.69 2.01 2823.68 1.00 2823.68 30676.82 10.86 10.64 11.56 COPPER 1264.38 1.38 1744.46 1.00 1744.46 30676.82 17.59 2.85 5.02 CORN 233.50 0.89 207.16 1.00 207.16 30676.82 148.08 1.50 22.20 COTTON2 320.70 1.10 352.18 1.00 352.18 30676.82 87.11 -20.00 -174.21 CRUDE_W 593.90 1.46 866.26 1.00 866.26 30676.82 35.41 -2.80 -9.92 DAX 239.35 0.80 190.74 1.16 221.01 30676.82 138.80 0.08 1.05 DOW 236.92 0.70 164.85 1.00 164.85 30676.82 186.09 -2.75 -51.15 DX 991.95 0.35 348.94 1.00 348.94 30676.82 87.91 5.91 51.93 EUR 1454.75 0.37 537.49 1.00 537.49 30676.82 57.07 0.76 4.34 EURIBOR-ICE 2443.62 0.03 77.71 1.16 90.04 30676.82 340.71 6.44 219.37 EUROSTX 569.60 0.81 460.26 1.16 533.28 30676.82 57.52 13.07 75.20 FEEDCOW 1565.25 1.43 2243.79 1.00 2243.79 30676.82 13.67 0.08 0.11 GASOIL 698.75 1.64 1146.44 1.00 1146.44 30676.82 26.76 14.61 39.08 GASOLINE 806.69 1.64 1322.21 1.00 1322.21 30676.82 23.20 7.46 17.32 GAS_US_mini 119.38 2.13 253.88 1.00 253.88 30676.82 120.83 1.81 21.84 GBP 822.88 0.44 365.17 1.00 365.17 30676.82 84.01 -3.15 -26.45 GOLD_micro 412.60 1.22 505.18 1.00 505.18 30676.82 60.72 -5.41 -32.85 HEATOIL 1026.35 1.66 1704.79 1.00 1704.79 30676.82 17.99 6.50 11.70 JGB-SGX-mini 135840.00 0.14 19471.98 0.01 125.70 30676.82 244.05 -8.48 -206.99 JPY 811.06 0.57 465.23 1.00 465.23 30676.82 65.94 -9.48 -62.51 LEANHOG 316.30 1.50 474.95 1.00 474.95 30676.82 64.59 0.16 1.05 LIVECOW 876.70 1.34 1171.54 1.00 1171.54 30676.82 26.18 -2.13 -5.59 LUMBER-new 154.69 1.41 217.44 1.00 217.44 30676.82 141.08 -11.95 -168.54 MXP 272.25 0.54 145.77 1.00 145.77 30676.82 210.44 13.28 279.47 NASDAQ_micro 504.65 0.94 474.63 1.00 474.63 30676.82 64.63 -8.02 -51.83 NIKKEI 50530.00 1.20 60717.71 0.01 391.96 30676.82 78.27 9.88 77.33 NZD 568.60 0.54 308.45 1.00 308.45 30676.82 99.46 -2.91 -28.98 OAT 1223.20 0.30 365.62 1.16 423.64 30676.82 72.41 9.63 69.72 OATIES 159.00 1.59 252.69 1.00 252.69 30676.82 121.40 -14.50 -175.99 OJ 240.30 3.74 898.47 1.00 898.47 30676.82 34.14 -14.19 -48.45 PALLAD 1420.00 2.79 3961.82 1.00 3961.82 30676.82 7.74 1.06 0.82 PLAT 781.80 1.94 1513.01 1.00 1513.01 30676.82 20.28 1.63 3.31 REDWHEAT 264.88 1.56 413.63 1.00 413.63 30676.82 74.17 -7.17 -53.15 RICE 209.90 1.33 279.98 1.00 279.98 30676.82 109.57 -15.15 -166.00 ROBUSTA 423.20 2.08 882.10 1.00 882.10 30676.82 34.78 2.63 9.14 RUSSELL 120.23 1.20 144.29 1.00 144.29 30676.82 212.61 -4.20 -89.37 SHATZ 1069.65 0.04 47.10 1.16 54.57 30676.82 562.15 -4.22 -237.24 SILVER-mini 1282.19 1.87 2392.17 1.00 2392.17 30676.82 12.82 5.84 7.49 SMI 1265.70 0.73 925.92 1.25 1159.39 30676.82 26.46 16.27 43.06 SOFR 2417.12 0.05 122.49 1.00 122.49 30676.82 250.45 -6.39 -159.97 SOYBEAN 556.50 0.80 442.44 1.00 442.44 30676.82 69.34 4.90 33.95 SOYMEAL 326.90 1.39 453.20 1.00 453.20 30676.82 67.69 -3.60 -24.35 SOYOIL 306.18 1.18 361.72 1.00 361.72 30676.82 84.81 -10.35 -87.75 SP400 3223.30 0.92 2961.41 1.00 2961.41 30676.82 10.36 -7.25 -7.51 SP500_micro 339.31 0.73 248.04 1.00 248.04 30676.82 123.68 -6.57 -81.20 SUGAR11 160.94 1.67 269.34 1.00 269.34 30676.82 113.90 -13.86 -157.91 US10 1125.31 0.29 328.25 1.00 328.25 30676.82 93.45 -4.85 -45.29 US10U 1151.56 0.36 417.36 1.00 417.36 30676.82 73.50 -3.80 -27.94 US2 2081.64 0.08 161.17 1.00 161.17 30676.82 190.33 -6.45 -122.85 US20 1165.00 0.55 644.11 1.00 644.11 30676.82 47.63 -0.35 -1.69 US30 1198.44 0.80 955.97 1.00 955.97 30676.82 32.09 -2.27 -7.29 US5 1091.17 0.19 210.81 1.00 210.81 30676.82 145.52 -5.94 -86.42 VIX 211.50 2.38 503.17 1.00 503.17 30676.82 60.97 -11.21 -68.35 WHEAT 296.25 1.29 380.90 1.00 380.90 30676.82 80.54 -5.66 -45.59 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 111.425 0.010 2.5 2.895 BITCOIN -206.436 0.043 2.5 -22.386 BOBL 90.346 0.004 2.5 0.917 BTP 43.090 0.014 2.5 1.472 BUND -0.941 0.004 2.5 -0.010 BUXL -14.175 0.004 2.5 -0.144 CAC 56.097 0.014 2.5 1.916 CAD -112.031 0.010 2.5 -2.911 CANOLA 132.656 0.010 2.5 3.232 CHF -30.122 0.010 2.5 -0.783 COCOA -20.009 0.010 2.5 -0.487 COFFEE 11.559 0.005 2.5 0.154 COPPER 5.020 0.043 2.5 0.544 CORN 22.197 0.010 2.5 0.541 COTTON2 -174.212 0.010 2.5 -4.244 CRUDE_W -9.920 0.043 2.5 -1.076 DAX 1.046 0.014 2.5 0.036 DOW -51.146 0.009 2.5 -1.190 DX 51.933 0.010 2.5 1.349 EUR 4.344 0.010 2.5 0.113 EURIBOR-ICE 219.369 0.014 2.5 7.493 EUROSTX 75.205 0.014 2.5 2.569 FEEDCOW 0.113 0.013 2.5 0.004 GASOIL 39.082 0.017 2.5 1.697 GASOLINE 17.315 0.017 2.5 0.752 GAS_US_mini 21.837 0.043 2.5 2.368 GBP -26.451 0.010 2.5 -0.687 GOLD_micro -32.854 0.014 2.5 -1.122 HEATOIL 11.704 0.017 2.5 0.508 JGB-SGX-mini -206.993 0.043 2.5 -22.446 JPY -62.509 0.010 2.5 -1.624 LEANHOG 1.054 0.024 2.5 0.064 LIVECOW -5.587 0.013 2.5 -0.185 LUMBER-new -168.542 0.010 2.5 -4.106 MXP 279.469 0.059 2.5 41.076 NASDAQ_micro -51.832 0.009 2.5 -1.206 NIKKEI 77.330 0.043 2.5 8.386 NZD -28.977 0.010 2.5 -0.753 OAT 69.721 0.014 2.5 2.381 OATIES -175.989 0.010 2.5 -4.288 OJ -48.450 0.010 2.5 -1.180 PALLAD 0.821 0.014 2.5 0.028 PLAT 3.314 0.014 2.5 0.113 REDWHEAT -53.149 0.005 2.5 -0.706 RICE -165.997 0.010 2.5 -4.044 ROBUSTA 9.145 0.005 2.5 0.121 RUSSELL -89.370 0.013 2.5 -2.966 SHATZ -237.237 0.004 2.5 -2.409 SILVER-mini 7.486 0.014 2.5 0.256 SMI 43.061 0.014 2.5 1.471 SOFR -159.973 0.024 2.5 -9.736 SOYBEAN 33.951 0.004 2.5 0.316 SOYMEAL -24.354 0.004 2.5 -0.227 SOYOIL -87.747 0.004 2.5 -0.818 SP400 -7.508 0.013 2.5 -0.249 SP500_micro -81.199 0.009 2.5 -1.890 SUGAR11 -157.905 0.010 2.5 -3.847 US10 -45.285 0.005 2.5 -0.575 US10U -27.939 0.005 2.5 -0.355 US2 -122.846 0.005 2.5 -1.559 US20 -1.690 0.005 2.5 -0.021 US30 -7.294 0.005 2.5 -0.093 US5 -86.420 0.005 2.5 -1.097 VIX -68.355 0.099 2.5 -16.897 WHEAT -45.589 0.005 2.5 -0.606 ===================== Position diags ===================== AUD 2.39 BITCOIN 13.72 BOBL 1.61 BTP 2.27 BUND 0.79 BUXL 0.32 CAC 1.46 CAD 3.50 CANOLA 8.51 CHF 1.21 COCOA 0.53 COFFEE 0.14 COPPER 1.91 CORN 3.61 COTTON2 2.12 CRUDE_W 3.84 DAX 4.74 DOW 4.33 DX 2.28 EUR 1.48 EURIBOR-ICE 11.64 EUROSTX 1.96 FEEDCOW 0.45 GASOIL 1.16 GASOLINE 1.01 GAS_US_mini 13.10 GBP 2.18 GOLD_micro 2.07 HEATOIL 0.78 JGB-SGX-mini 26.46 JPY 1.71 LEANHOG 3.93 LIVECOW 0.87 LUMBER-new 3.44 MXP 30.93 NASDAQ_micro 1.50 NIKKEI 8.49 NZD 2.58 OAT 2.47 OATIES 2.96 OJ 0.83 PALLAD 0.26 PLAT 0.69 REDWHEAT 0.99 RICE 2.67 ROBUSTA 0.46 RUSSELL 7.06 SHATZ 5.71 SILVER-mini 0.44 SMI 0.90 SOFR 15.24 SOYBEAN 0.65 SOYMEAL 0.63 SOYOIL 0.79 SP400 0.34 SP500_micro 2.88 SUGAR11 2.77 US10 1.19 US10U 0.93 US2 2.42 US20 0.60 US30 0.41 US5 1.85 VIX 15.07 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.9 2.7 3.1 0.0 0 BITCOIN -22.4 -23.8 -21.0 0.0 0 BOBL 0.9 0.8 1.1 1.0 1 BTP 1.5 1.2 1.7 0.0 0 BUND -0.0 -0.1 0.1 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 -3.3 -2.6 -4.0 -4 CANOLA 3.2 2.4 4.1 1.0 1 CHF -0.8 -0.9 -0.7 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.5 0.4 0.7 1.0 1 CORN 0.5 0.2 0.9 0.0 0 COTTON2 -4.2 -4.5 -4.0 -4.0 -4 CRUDE_W -1.1 -1.5 -0.7 -1.0 -1 DAX 0.0 -0.4 0.5 0.0 0 DOW -1.2 -1.6 -0.8 0.0 0 DX 1.3 1.1 1.6 0.0 0 EUR 0.1 -0.0 0.3 0.0 0 EURIBOR-ICE 7.5 6.3 8.7 0.0 0 EUROSTX 2.6 2.4 2.8 6.0 6 FEEDCOW 0.0 -0.0 0.0 0.0 0 GASOIL 1.7 1.6 1.8 1.0 1 GASOLINE 0.8 0.7 0.9 1.0 1 GAS_US_mini 2.4 1.1 3.7 -2.0 -2 GBP -0.7 -0.9 -0.5 -1.0 -1 GOLD_micro -1.1 -1.3 -0.9 -1.0 -1 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -22.4 -25.1 -19.8 0.0 0 JPY -1.6 -1.8 -1.5 -1.0 -1 LEANHOG 0.1 -0.3 0.5 3.0 3 LIVECOW -0.2 -0.3 -0.1 -1.0 -1 LUMBER-new -4.1 -4.4 -3.8 0.0 0 MXP 41.1 38.0 44.2 27.0 27 NASDAQ_micro -1.2 -1.4 -1.1 -4.0 -4 NIKKEI 8.4 7.5 9.2 12.0 12 NZD -0.8 -1.0 -0.5 -4.0 -4 OAT 2.4 2.1 2.6 5.0 5 OATIES -4.3 -4.6 -4.0 NaN 0 OJ -1.2 -1.3 -1.1 -1.0 -1 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -0.7 -0.8 -0.6 0.0 0 RICE -4.0 -4.3 -3.8 -3.0 -3 ROBUSTA 0.1 0.1 0.2 0.0 0 RUSSELL -3.0 -3.7 -2.3 -19.0 -19 SHATZ -2.4 -3.0 -1.8 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.5 1.4 1.6 0.0 0 SOFR -9.7 -11.3 -8.2 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 -1.9 -2.2 -1.6 -1.0 -1 SUGAR11 -3.8 -4.1 -3.6 -7.0 -7 US10 -0.6 -0.7 -0.5 0.0 0 US10U -0.4 -0.4 -0.3 -1.0 -1 US2 -1.6 -1.8 -1.3 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.1 -0.1 -0.1 0.0 0 US5 -1.1 -1.3 -0.9 -2.0 -2 VIX -16.9 -18.4 -15.4 -21.0 -21 WHEAT -0.6 -0.7 -0.5 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.6 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 0.1 -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 -0.4 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 -0.0 0.4 0.2 0.4 0.4 -0.0 -0.0 -0.1 -0.0 -0.1 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 -0.2 0.2 0.1 0.0 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 0.5 -0.1 0.7 0.2 0.2 0.1 0.2 0.2 0.2 0.1 0.1 -0.1 0.4 0.0 -2.7 0.1 -0.1 0.2 -0.0 0.3 0.0 0.5 -0.1 0.3 0.4 0.2 0.1 0.7 0.2 0.7 BUND -0.3 0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 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 -0.3 0.4 0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.3 -0.2 -0.6 -0.0 0.0 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.4 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 -0.0 -0.3 -0.2 0.1 -0.3 0.0 0.5 -0.2 0.2 CAC -0.2 0.3 0.2 0.1 -0.0 0.2 -0.0 0.2 0.0 0.1 0.5 0.1 0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.3 0.1 0.5 0.1 0.0 0.1 0.0 0.0 0.0 0.4 0.3 -0.1 0.2 -0.2 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 -0.3 -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 -0.2 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 0.1 -0.6 -0.1 -0.1 -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 -0.0 -0.1 0.1 -0.1 0.1 1.1 -0.0 0.0 -0.1 0.0 -0.1 0.0 -0.6 0.2 0.5 0.3 -0.0 0.6 0.7 0.7 0.7 CHF -0.2 -0.4 -0.2 -0.0 0.0 -0.0 -0.0 0.1 -0.0 0.1 0.3 0.1 0.4 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.1 0.3 -0.0 -0.1 -0.0 0.1 0.1 0.1 0.2 -0.0 -1.1 0.5 0.1 0.3 0.1 -0.5 -0.7 -0.6 -0.7 COCOA 0.3 -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 -0.0 -0.0 0.0 -0.0 1.1 -0.3 -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 0.4 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 0.3 0.3 0.6 0.6 0.4 0.5 0.7 0.7 COPPER 0.0 0.5 0.1 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 -0.0 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 0.0 -0.6 0.0 0.0 0.1 0.0 0.1 0.0 0.0 -0.2 0.2 -0.3 -0.6 0.7 0.4 0.7 0.4 CORN 0.3 0.3 0.2 -0.1 -0.1 -0.3 -0.0 -0.3 -0.0 0.0 -0.2 0.2 -0.4 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.3 0.1 1.3 0.1 0.0 0.0 0.1 -0.2 0.1 -1.1 0.5 0.6 0.6 0.6 -0.3 -0.1 0.1 -0.1 COTTON2 0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.2 -0.5 -0.2 -1.9 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.8 -0.5 -0.1 -0.3 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 -0.0 -0.2 -0.1 0.8 -0.1 -0.0 -0.2 -0.0 -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 -0.1 -0.5 0.0 -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 0.0 -0.0 0.4 -0.0 -1.4 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.1 0.1 -0.3 -0.2 -0.6 0.3 0.7 0.4 0.7 DOW 0.1 -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 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.3 0.1 -1.5 0.1 -0.0 0.2 0.0 0.2 0.0 -0.2 0.0 0.5 -0.1 0.1 -0.6 -0.7 -0.7 -0.7 DX 0.2 0.6 0.3 -0.0 0.0 -0.0 -0.0 0.1 -0.0 -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 -0.0 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 2.1 -0.0 0.1 0.0 0.0 0.2 -0.0 -0.4 0.4 0.1 0.1 -0.0 -0.2 -0.7 -0.3 -0.7 EURIBOR-ICE -0.4 0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.2 0.4 -0.0 -0.0 0.2 0.2 0.2 0.2 0.0 0.0 -0.1 0.2 -0.1 0.6 0.0 -0.1 0.0 -0.1 0.1 -0.0 0.8 -0.2 -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 0.0 0.1 0.0 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 0.3 -0.1 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 0.1 0.0 0.1 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 0.2 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 0.4 -0.1 0.1 0.0 0.0 0.1 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 0.1 0.0 0.1 0.0 0.1 -2.7 0.0 0.1 -0.0 0.1 -0.0 0.1 1.0 0.1 0.0 -0.1 -0.1 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 -0.2 -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 0.1 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 -0.0 0.1 -0.1 0.3 0.1 -0.6 -0.4 -0.1 0.3 -0.1 0.3 -0.1 GOLD_micro -0.5 -0.5 -0.1 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 0.2 -0.0 0.2 0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.3 0.1 -2.3 0.0 0.0 0.1 0.0 0.1 0.0 -0.4 0.1 -0.0 0.6 0.6 -0.1 0.1 -0.5 -0.3 HEATOIL 0.6 0.0 0.1 0.0 0.0 0.1 0.1 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 0.3 0.6 0.4 -0.0 0.6 0.3 -0.1 -0.3 JGB-SGX-mini 0.0 0.0 -0.4 0.0 -0.1 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 -0.0 0.0 -0.3 -0.4 -0.4 -0.7 -0.2 -0.7 JPY -0.3 -0.6 -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 -0.4 -0.3 -0.4 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.5 -0.6 -0.3 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 0.2 -0.2 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 -0.1 -0.1 0.0 -0.1 1.1 -0.4 -0.6 -0.6 0.4 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 0.4 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 0.2 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 -0.2 -0.6 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.4 -0.1 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.4 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.3 -0.5 0.2 0.1 0.3 -0.4 -0.7 -0.4 -0.7 NIKKEI 0.1 -0.0 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 -0.3 0.5 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 -0.0 -0.2 -0.1 -0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.3 -0.2 2.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.4 -0.2 -0.4 -0.6 0.3 0.7 0.3 0.7 OAT -0.1 0.4 0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 0.1 0.1 0.4 0.2 0.3 0.3 0.1 0.0 0.0 -0.1 0.0 0.2 0.0 -0.0 0.0 0.0 -0.0 0.0 0.9 0.2 0.1 0.3 -0.1 0.1 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 0.1 -0.4 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.1 0.0 -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 -0.3 -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 -0.2 -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 -0.1 0.2 -0.0 -0.2 -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 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.3 -0.3 -0.4 -0.4 -0.0 -0.1 0.0 -0.5 0.1 1.0 0.0 -0.0 -0.1 0.0 -0.2 0.1 -1.0 0.3 0.6 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.3 -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 0.0 -0.3 -0.5 -0.4 -0.3 -0.4 0.0 -0.3 ROBUSTA -0.2 0.3 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.0 0.0 0.1 0.1 0.3 0.2 0.2 0.0 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 -0.1 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 -0.1 0.1 -0.0 0.0 -0.3 -0.4 -0.4 0.1 -0.5 -0.7 -0.7 -0.7 SHATZ -0.3 0.2 -0.3 0.0 -0.1 0.0 -0.1 -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 -0.2 -0.1 1.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.2 -0.4 -0.1 -0.5 0.5 0.7 0.6 0.7 SILVER-mini -0.2 -0.3 0.2 0.0 -0.0 0.1 0.0 0.1 0.0 0.0 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 0.0 SMI -0.3 0.3 0.3 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 0.2 0.0 0.7 0.7 0.7 0.7 SOFR -0.4 -0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.3 -0.1 0.5 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.0 -0.0 0.1 -0.0 0.2 -0.0 0.3 0.1 -0.2 -0.4 0.3 -0.1 -0.5 -0.2 -0.7 SOYBEAN 0.6 0.3 0.3 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 0.1 0.4 0.2 -0.1 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.1 0.2 -0.0 0.2 -0.8 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.6 0.6 -0.5 -0.2 -0.5 -0.1 SOYMEAL 0.6 0.6 0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.0 0.1 -0.4 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.0 0.2 -0.2 0.2 -1.8 0.0 0.0 0.0 0.0 -0.0 0.1 -0.9 0.4 0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.0 -0.2 -0.4 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 0.0 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 0.5 -0.1 0.1 0.2 -0.7 -0.5 -0.7 -0.6 SP400 -0.1 -0.4 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 0.3 -0.1 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 -0.0 -0.6 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.1 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 0.0 -2.2 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.4 -0.2 0.2 -0.2 0.2 -0.4 -0.7 -0.5 -0.7 SUGAR11 -0.4 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.4 -0.1 -0.5 -0.1 -0.1 0.3 0.2 0.2 0.1 -0.2 -0.2 -0.0 -0.4 -0.1 -2.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 1.1 0.3 -0.6 -0.5 -0.1 -0.6 -0.7 -0.3 -0.6 US10 -0.4 -0.1 0.3 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.3 -0.1 0.2 -0.1 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 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.5 -0.1 0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 0.1 0.1 -0.1 0.2 -0.0 -1.6 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.3 0.1 -0.1 -0.1 0.6 -0.1 -0.5 -0.3 -0.7 US2 -0.5 -0.1 0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.3 -0.2 -0.3 -0.0 0.0 -0.1 0.1 -0.1 2.2 -0.0 -0.0 0.0 -0.1 0.1 -0.0 -1.1 0.1 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.5 0.1 0.4 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 -0.0 -1.1 0.0 -0.0 0.1 -0.0 0.1 -0.0 0.0 -0.0 -0.1 0.0 0.5 0.3 0.4 -0.0 -0.6 US30 -0.4 0.1 0.4 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.3 -0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 -0.0 -0.0 -0.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.5 -0.1 -0.0 0.0 0.4 0.3 0.3 0.0 -0.5 US5 -0.4 -0.2 0.2 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.3 -0.1 0.2 -0.1 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.0 -0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 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 -0.7 -0.1 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 0.0 -0.2 0.0 NaN -0.0 0.1 -0.2 0.1 -0.1 0.0 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.6 0.3 0.0 -0.1 -0.1 -0.2 -0.0 -0.3 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.5 0.1 1.6 0.0 -0.0 -0.0 0.0 -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 1.3 -8.1 1.4 -5.0 0.9 -1.0 -2.0 2.0 -5.3 15.4 14.9 -1.5 3.6 -10.6 -5.8 -0.6 -1.2 -0.9 -1.1 -2.3 1.8 1.7 2.2 -2.3 16.5 -1.5 3.7 1.2 1.3 0.2 -1.9 4.0 -1.8 17.3 10.3 9.0 16.6 20.0 20.0 20.0 BITCOIN -16.3 -16.9 -20.0 5.8 -0.2 7.3 1.6 6.4 3.1 -18.2 5.5 -18.5 12.9 -18.8 -16.3 -5.1 -7.1 -6.1 -6.6 -17.6 -4.5 -20.0 7.8 -20.0 -20.0 -5.9 -9.9 -2.0 -9.1 2.2 -8.2 -1.5 -20.0 -20.0 -20.0 -20.0 11.6 -4.9 -19.8 -12.4 BOBL -11.2 6.3 0.4 1.2 -9.1 1.5 -5.6 -0.7 -2.0 -16.5 0.2 -18.2 -0.8 -3.8 -1.6 20.0 9.2 20.0 19.2 -0.5 -0.1 -11.8 -1.8 -5.7 2.9 -0.1 -10.9 0.2 -7.7 -0.6 -3.6 17.2 -8.1 -10.7 2.5 -5.4 8.6 20.0 14.9 20.0 BTP -4.8 7.6 3.5 1.6 -11.7 1.9 -7.1 -0.9 -2.5 -15.8 20.0 -11.8 20.0 14.2 18.5 5.8 8.5 7.6 8.6 11.5 13.2 -5.8 14.3 4.5 -20.0 6.4 -11.3 7.0 -4.0 7.4 2.3 9.2 -2.9 9.0 13.2 6.6 3.8 20.0 6.7 20.0 BUND -9.9 7.8 3.4 1.4 -10.4 1.7 -6.3 -0.8 -2.2 -17.9 3.9 -19.7 -8.1 -1.6 2.9 -6.6 2.6 -3.1 0.9 2.0 0.8 -12.3 -5.2 -4.4 -0.9 1.2 -13.6 1.1 -8.7 -1.2 -3.2 -1.9 -8.2 -7.2 4.4 -2.2 5.8 20.0 8.5 20.0 BUXL -8.2 11.2 0.8 1.3 -9.5 1.5 -5.8 -0.7 -2.1 -17.3 -9.5 -17.6 -17.4 -2.0 3.8 4.2 2.9 4.0 3.7 -1.0 -6.4 -12.7 -15.7 -5.3 -1.5 -0.5 -13.3 -2.4 -9.0 -5.9 -3.9 -0.0 -11.4 -5.9 3.5 -8.1 0.6 15.8 -4.8 5.8 CAC -7.3 10.2 7.7 5.5 -3.4 7.1 -0.6 6.2 1.9 11.2 18.7 7.5 15.7 10.9 14.9 -1.9 -1.4 -2.1 -1.7 13.0 13.0 8.8 9.8 8.6 3.5 4.7 4.6 3.8 3.4 1.3 3.0 7.0 11.9 -3.4 7.2 -7.4 20.0 20.0 20.0 20.0 CAD 4.1 -11.8 -13.6 -5.5 1.1 -1.1 -2.2 2.3 -5.9 12.0 -10.2 -3.0 -7.1 -16.9 -20.0 -9.0 -7.4 -8.5 -8.0 -18.4 -15.7 -2.4 -10.3 -11.2 20.0 -7.5 0.7 -5.3 -1.1 -2.8 -5.1 -7.2 -6.0 10.6 -4.9 -17.6 -20.0 -20.0 -20.0 -20.0 CANOLA 15.7 1.7 -17.1 -5.3 -5.6 -7.1 -3.3 -6.5 -3.1 9.2 -4.5 12.6 -0.4 10.3 -10.7 -20.0 -11.3 -19.0 -14.6 -3.4 -8.1 9.0 -3.9 6.5 8.0 -2.3 2.2 -4.4 3.9 -2.6 2.2 -10.3 8.8 14.4 9.5 -0.6 16.7 20.0 20.0 20.0 CHF -7.2 -12.0 -6.2 -3.9 0.7 -0.8 -1.6 1.6 -4.2 14.4 10.1 4.9 12.3 -4.2 -7.5 -16.6 -15.8 -16.1 -15.6 -4.1 3.2 10.4 10.2 -1.9 -1.0 -1.4 12.0 2.3 5.9 5.3 -0.6 -20.0 20.0 3.8 8.2 2.1 -15.7 -20.0 -18.1 -20.0 COCOA 8.4 -17.5 -20.0 -2.6 -2.7 -3.4 -1.6 -3.1 -1.5 -7.7 -7.7 -6.9 -1.1 -7.0 -7.6 -4.4 9.6 -0.7 4.0 -10.4 -9.4 -14.1 -2.2 -9.9 -20.0 -2.3 -5.5 -1.8 -3.7 0.4 -2.3 20.0 -13.0 -1.4 -11.7 0.2 -8.4 0.7 -1.8 4.3 COFFEE -9.3 4.7 16.3 -4.9 -5.2 -6.5 -3.1 -6.0 -2.8 -12.4 11.8 -2.4 12.2 7.8 13.1 20.0 11.9 17.7 14.6 12.3 14.3 -2.7 14.7 5.5 -20.0 4.9 -3.4 6.7 -0.9 8.0 1.8 20.0 11.8 8.2 18.4 20.0 11.9 14.5 19.8 20.0 COPPER 0.6 14.2 1.7 3.0 -0.1 3.7 0.8 3.3 1.6 4.7 -1.4 -0.4 -1.1 5.7 -1.9 -6.0 -5.6 -5.7 -5.6 4.3 2.9 1.2 2.5 3.0 -4.5 2.0 0.5 2.7 0.5 3.8 1.1 0.7 -6.3 6.3 -8.5 -20.0 20.0 11.0 20.0 13.0 CORN 10.2 7.7 5.8 -7.3 -7.7 -9.8 -4.6 -9.0 -4.2 2.6 -6.6 16.5 -12.3 17.1 17.9 -19.1 -19.2 -20.0 -20.0 7.2 -2.0 10.9 -12.5 11.6 10.0 6.0 3.1 1.5 8.4 -4.6 8.7 -20.0 20.0 20.0 20.0 20.0 -8.2 -3.7 3.9 -1.8 COTTON2 3.4 -4.0 -1.6 -7.3 -7.7 -9.8 -4.6 -9.0 -4.2 -20.0 -20.0 -20.0 -20.0 -19.6 -19.7 -17.5 -14.8 -17.4 -16.3 -13.7 -15.8 -20.0 -20.0 -14.4 -14.2 -7.1 -15.1 -7.1 -11.9 -8.9 -8.2 -15.8 -20.0 -4.3 -8.5 11.6 -8.4 -13.7 -7.0 -11.8 CRUDE_W 4.2 -7.3 -2.7 3.4 3.5 2.2 5.8 1.3 5.8 -8.1 -7.6 -0.4 -12.1 -10.9 -15.3 0.5 5.9 2.6 4.2 -7.4 -7.7 -5.2 -8.7 -5.4 6.3 -5.8 -4.5 -6.3 -4.0 -6.4 -4.0 -8.3 -20.0 -20.0 -17.8 -16.6 20.0 18.8 5.6 18.5 DAX -6.9 -1.7 -15.2 4.6 -2.9 5.9 -0.5 5.1 1.6 -0.3 14.6 0.8 15.9 -1.6 0.7 -6.4 -6.6 -6.3 -6.0 -0.6 4.5 -2.8 13.7 -2.8 -10.4 -1.4 -3.2 0.4 -2.0 5.5 -2.3 -1.0 2.2 -8.9 -6.2 -20.0 8.1 20.0 12.7 20.0 DOW 4.1 -6.6 10.1 4.0 -2.5 5.2 -0.5 4.5 1.4 -3.8 15.8 4.8 14.1 10.1 13.4 -8.3 -8.4 -8.5 -8.1 12.6 14.2 4.7 12.8 9.1 -11.4 4.8 -1.5 5.7 2.0 5.1 3.3 -4.5 0.6 15.7 -2.0 4.4 -18.5 -20.0 -20.0 -20.0 DX 7.6 17.4 8.4 -4.1 0.8 -0.8 -1.6 1.7 -4.4 -12.2 -5.9 2.9 -13.2 12.4 12.7 6.3 6.1 6.1 6.0 12.1 2.0 1.2 -8.8 10.9 -20.0 5.2 -3.1 1.6 0.6 -2.0 4.7 16.3 -1.2 20.0 20.0 20.0 9.7 17.2 8.7 18.6 EUR -5.5 -15.3 -3.4 -4.9 0.9 -1.0 -2.0 2.0 -5.3 17.3 11.5 4.3 16.8 -12.7 -11.3 -8.2 -7.7 -7.9 -7.7 -9.2 3.0 4.6 15.4 -7.3 15.4 -4.3 7.8 1.0 3.0 5.9 -3.3 -7.1 17.7 2.6 4.1 -1.4 -5.9 -20.0 -8.5 -20.0 EURIBOR-ICE -12.4 3.8 -1.4 1.0 -7.3 1.2 -4.4 -0.6 -1.6 -12.7 5.9 -14.2 10.5 -4.1 -2.0 11.9 10.7 12.4 12.3 0.0 2.6 -10.9 5.8 -5.0 4.5 0.3 -10.3 1.2 -6.5 2.0 -2.7 14.3 -8.1 -9.6 1.8 -2.3 6.3 20.0 9.9 20.0 EUROSTX -2.5 8.5 6.0 5.2 -3.3 6.8 -0.6 5.9 1.8 5.9 20.0 9.3 19.0 15.4 18.4 -3.7 -1.5 -3.2 -2.4 15.4 15.8 9.1 15.4 11.7 -6.3 6.1 1.7 5.1 3.8 3.8 4.7 6.3 13.6 9.5 13.2 -1.6 17.4 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -9.1 -2.3 -2.5 -3.1 -1.5 -2.9 -1.4 -5.3 3.8 -6.6 6.3 -6.3 -3.0 13.2 7.9 14.2 12.5 -4.9 3.8 -10.6 8.4 -11.4 -20.0 -0.9 -1.5 1.4 -2.3 2.8 -2.5 20.0 -6.9 -20.0 -2.5 18.7 20.0 20.0 20.0 20.0 GASOIL 19.5 2.2 7.5 2.8 2.9 1.8 4.7 1.0 4.7 2.1 10.6 13.8 6.3 14.7 12.6 20.0 15.2 20.0 18.7 13.1 9.7 13.5 5.7 16.2 -1.2 5.2 2.8 4.0 5.2 2.4 6.3 11.5 4.2 16.4 11.7 11.1 9.3 12.8 2.1 8.7 GASOLINE 13.7 -1.7 1.9 3.2 3.3 2.0 5.4 1.2 5.4 4.9 5.5 14.5 1.2 11.8 4.5 7.0 19.1 16.1 20.0 5.3 2.3 11.8 0.7 10.4 -20.0 2.0 6.4 -0.6 7.5 -0.9 6.2 17.8 5.7 0.4 -2.7 -4.3 20.0 20.0 20.0 20.0 GAS_US_mini 19.8 18.5 -2.1 4.0 4.1 2.5 6.7 1.5 6.7 20.0 -15.6 20.0 -17.2 20.0 7.5 -20.0 -20.0 -20.0 -20.0 11.7 -5.3 20.0 -11.9 20.0 20.0 5.2 9.7 -0.4 12.6 -2.4 10.8 -20.0 20.0 20.0 18.6 -7.6 -4.5 -20.0 -20.0 -20.0 GBP -12.7 -17.4 -11.5 -5.3 1.0 -1.1 -2.1 2.2 -5.6 16.3 2.5 -8.0 13.5 -15.2 -15.9 0.4 -0.0 0.3 0.1 -18.3 -6.3 -6.9 7.3 -18.2 1.7 -6.5 1.1 -1.8 -3.1 2.8 -7.2 6.0 3.8 -20.0 -10.8 -4.1 10.3 -4.2 10.4 -3.6 GOLD_micro -15.5 -16.8 -3.5 2.2 -0.1 2.7 0.6 2.4 1.2 2.7 5.8 -1.4 6.8 1.6 4.2 -7.4 -10.9 -9.4 -10.0 8.6 10.5 4.4 10.3 5.2 -17.5 2.5 0.3 2.7 0.8 2.5 1.4 -7.6 5.6 -0.7 17.0 17.3 -3.5 2.3 -15.1 -9.8 HEATOIL 19.7 1.5 3.8 3.0 3.1 1.9 5.0 1.1 5.1 2.7 13.4 13.7 8.9 15.0 12.7 15.8 9.6 12.2 10.5 12.8 8.9 15.4 5.9 17.4 -20.0 4.4 3.9 2.6 6.5 2.2 7.0 0.6 11.0 19.5 11.0 -0.1 18.4 7.6 -2.0 -8.5 JGB-SGX-mini 0.1 0.3 -12.7 0.8 -6.0 1.0 -3.7 -0.5 -1.3 -1.4 -12.6 -5.1 -11.8 -8.5 -11.4 10.9 12.5 9.8 10.9 -7.3 -10.9 -3.0 -13.5 -4.5 -6.2 -3.7 -1.1 -5.2 -2.1 -6.7 -2.6 14.6 -0.8 0.6 -8.9 -12.3 -12.0 -20.0 -6.3 -20.0 JPY -8.6 -17.0 -15.2 -3.2 0.6 -0.6 -1.3 1.3 -3.4 -10.9 -14.0 -13.9 -10.8 -14.8 -14.8 -9.8 -10.8 -9.9 -10.0 -17.9 -15.4 -10.8 -11.0 -15.5 20.0 -5.1 -2.2 -4.0 -3.4 -2.6 -4.8 -11.8 -4.2 -11.5 -10.7 -11.1 -3.1 -11.4 -3.7 -12.6 LEANHOG -15.0 -20.0 -8.3 -6.4 -6.8 -8.6 -4.0 -7.9 -3.7 -15.7 8.8 -15.5 12.9 -19.4 -16.3 -1.9 20.0 20.0 20.0 -17.7 -3.3 -20.0 7.9 -20.0 -1.8 -5.9 -6.2 -2.0 -6.1 1.4 -7.3 20.0 -15.7 -20.0 -20.0 13.4 8.8 15.2 20.0 20.0 LIVECOW -20.0 -20.0 -13.2 -2.4 -2.5 -3.2 -1.5 -2.9 -1.4 -4.1 4.3 -5.8 6.4 -5.6 -3.0 0.4 9.9 -0.8 5.0 -4.3 2.3 -8.3 6.7 -8.7 -20.0 -1.2 -1.8 1.0 -2.4 2.5 -2.6 20.0 -7.1 -20.0 -3.9 13.9 20.0 15.1 20.0 20.0 LUMBER-new -20.0 -6.6 -20.0 -4.5 -4.7 -6.0 -2.8 -5.5 -2.6 -12.6 -12.9 -14.6 -10.3 -14.2 -14.1 -20.0 -20.0 -20.0 -20.0 -19.9 -16.5 -20.0 -12.1 -20.0 NaN -4.6 -4.3 -3.3 -5.0 -1.9 -5.4 -20.0 -7.2 -20.0 -3.1 -10.5 8.0 20.0 10.7 20.0 MXP -3.2 -10.1 4.6 -5.4 1.0 -1.1 -2.2 2.2 -5.7 20.0 20.0 20.0 20.0 17.7 20.0 12.2 12.7 12.6 12.5 12.6 20.0 17.0 20.0 11.3 -20.0 7.3 10.4 12.7 9.8 14.3 6.1 20.0 20.0 20.0 20.0 20.0 5.3 8.5 6.5 11.9 NASDAQ_micro -4.7 -19.6 2.2 3.5 -2.2 4.5 -0.4 3.9 1.2 -8.9 13.6 -4.8 13.2 3.3 9.7 -8.3 -8.9 -9.1 -8.9 11.0 15.7 -5.6 16.0 3.0 -20.0 3.8 -3.7 5.5 -2.3 5.5 0.7 -5.6 -19.8 4.9 3.4 9.9 -10.9 -20.0 -12.4 -20.0 NIKKEI 1.8 -1.3 19.8 2.8 -1.7 3.6 -0.3 3.1 0.9 -6.4 10.9 2.2 10.1 7.1 9.6 0.2 7.1 2.6 5.1 18.3 18.9 1.3 14.4 11.0 -10.1 3.9 -0.7 4.1 0.2 2.9 2.1 20.0 -11.3 14.0 20.0 20.0 -2.1 7.8 4.9 13.2 NZD -3.4 -15.0 -15.6 -4.4 0.8 -0.9 -1.8 1.8 -4.7 -0.0 -8.2 -12.1 -9.6 -17.4 -19.3 -4.9 -3.2 -4.4 -3.8 -20.0 -16.5 -9.6 -10.2 -18.1 15.4 -6.7 0.8 -4.8 -3.7 -3.0 -6.5 0.0 -17.8 -5.6 -12.6 -17.4 8.0 20.0 10.4 20.0 OAT -4.1 11.8 1.4 1.2 -9.2 1.5 -5.6 -0.7 -2.0 -8.1 7.2 -8.5 -3.9 7.1 9.5 18.1 11.7 17.4 15.5 5.9 2.4 0.1 -2.7 4.2 1.5 3.4 -3.2 1.7 0.1 -0.2 2.4 17.4 7.9 4.3 10.7 -1.6 4.2 20.0 6.4 20.0 OATIES 10.0 4.3 -15.8 -5.1 -5.4 -6.8 -3.2 -6.3 -3.0 7.6 -14.8 5.5 -11.7 -1.8 -13.2 -20.0 -10.7 -20.0 -18.2 -9.9 -13.6 4.1 -11.4 -2.0 -8.9 -5.0 2.0 -6.4 1.6 -5.4 -1.5 -12.6 20.0 3.4 -6.2 -8.9 -18.9 -14.7 -13.1 -14.4 OJ -10.1 -20.0 -16.6 -2.1 -2.2 -2.8 -1.3 -2.5 -1.2 -6.1 -5.9 -6.2 -5.8 -6.7 -6.7 -4.2 4.0 -2.2 0.3 -11.1 -9.7 -9.0 -8.2 -10.4 -20.0 -2.3 -2.3 -2.0 -2.0 -1.6 -2.2 14.7 -3.7 -8.1 -12.9 -4.9 -9.0 -15.8 -2.0 -14.1 PALLAD -9.4 4.8 7.0 2.5 -0.1 3.1 0.7 2.7 1.3 -1.8 4.8 -4.2 4.2 0.8 2.5 -2.8 -2.9 -2.9 -2.9 6.0 7.3 -0.4 5.6 2.2 12.4 2.5 -0.6 3.0 0.0 2.6 1.1 5.3 -4.7 -4.5 5.3 -1.5 -7.1 -17.2 -20.0 -18.9 PLAT -10.3 -7.0 2.8 2.8 -0.1 3.5 0.8 3.1 1.5 -1.5 7.4 -3.7 7.2 0.4 3.3 -3.4 -3.5 -3.3 -3.2 5.5 10.2 -0.3 11.0 0.9 0.6 2.3 -0.8 4.4 -0.1 5.0 0.5 4.6 -2.9 -5.9 -1.1 -6.6 20.0 9.2 -12.1 -8.7 REDWHEAT 20.0 12.4 1.2 -6.6 -7.0 -8.8 -4.1 -8.1 -3.8 -13.2 -17.2 7.8 -20.0 9.3 -4.4 -14.7 -16.6 -17.6 -17.8 -0.1 -11.8 2.7 -20.0 7.2 7.2 1.9 -4.9 -2.7 1.8 -6.4 4.9 -18.8 10.7 20.0 16.3 15.3 -20.0 -20.0 -20.0 -20.0 RICE 9.4 -10.7 -20.0 -3.2 -3.4 -4.3 -2.0 -3.9 -1.8 2.6 -11.1 -3.2 -11.0 -8.7 -10.6 -20.0 -12.1 -20.0 -18.1 -17.9 -20.0 -3.0 -20.0 -10.4 -0.8 -3.9 0.2 -4.4 -0.7 -4.5 -2.4 -15.6 1.2 -10.7 -16.6 -13.0 -7.9 -10.7 0.8 -9.6 ROBUSTA -6.3 8.0 20.0 -2.9 -3.1 -3.9 -1.8 -3.6 -1.7 -8.5 1.6 -5.6 0.0 1.7 6.3 2.6 12.7 7.9 10.5 3.7 3.0 -9.7 1.5 -1.5 -20.0 1.4 -6.7 1.1 -3.9 0.8 -0.7 20.0 -10.8 -2.4 6.1 20.0 -2.5 20.0 6.5 20.0 RUSSELL -12.1 -12.1 13.6 3.4 -2.1 4.4 -0.4 3.8 1.2 -8.0 12.2 -8.4 9.5 -3.1 8.3 -4.8 -5.4 -5.1 -5.1 3.7 9.1 -9.6 8.2 -4.3 6.1 1.6 -6.4 4.5 -5.1 4.0 -2.6 0.6 -13.4 -12.8 -11.3 3.7 -15.8 -20.0 -20.0 -20.0 SHATZ -10.0 4.8 -9.2 1.1 -8.4 1.4 -5.1 -0.6 -1.8 -16.5 -11.1 -18.0 -2.3 -9.6 -11.4 -3.9 -16.7 -12.0 -14.0 -6.9 -7.6 -12.0 -5.8 -8.4 8.0 -3.3 -8.9 -3.3 -7.5 -2.4 -4.9 -20.0 -7.1 -13.2 -1.6 -16.4 13.6 20.0 17.8 20.0 SILVER-mini -6.4 -10.5 5.0 3.0 -0.1 3.8 0.8 3.3 1.6 3.6 8.9 3.5 9.3 5.4 7.1 -5.1 -6.5 -6.0 -6.3 12.3 13.5 10.9 11.5 10.2 -6.3 3.7 1.4 4.2 2.3 3.5 2.6 -0.7 15.0 5.9 15.2 15.4 11.5 20.0 -1.1 1.5 SMI -9.0 10.6 8.1 4.2 -2.6 5.4 -0.5 4.7 1.4 8.8 11.1 8.7 8.0 10.3 11.0 6.3 3.7 5.0 4.0 9.3 7.7 17.1 6.2 11.2 9.8 3.5 6.6 2.5 7.1 1.6 4.4 15.9 20.0 0.7 6.1 0.3 20.0 20.0 20.0 20.0 SOFR -12.0 -9.6 3.2 1.3 -9.5 1.5 -5.8 -0.7 -2.1 -1.6 12.4 -10.9 14.1 -10.9 1.1 6.8 5.5 7.0 6.6 -1.0 8.0 -7.1 12.3 -6.8 -20.0 -0.8 -4.8 4.2 -4.5 6.1 -4.3 4.7 5.0 -6.4 -13.6 8.2 -3.4 -16.2 -5.8 -20.0 SOYBEAN 18.0 9.9 9.1 -6.7 -7.0 -8.9 -4.2 -8.2 -3.9 11.2 13.0 18.7 -1.9 18.9 17.8 1.1 -6.0 -3.6 -6.0 15.8 8.1 18.3 -1.7 20.0 -6.3 7.2 3.6 5.0 6.9 1.1 8.2 -0.1 20.0 20.0 20.0 20.0 -14.3 -5.3 -14.1 -2.0 SOYMEAL 20.0 20.0 17.7 -4.8 -5.1 -6.4 -3.0 -5.9 -2.8 4.1 0.8 12.7 -11.2 13.4 9.9 -11.0 -15.6 -16.0 -17.0 16.3 4.1 19.1 -6.1 20.0 -13.5 4.6 2.1 1.7 4.5 -0.7 5.9 -17.7 17.2 20.0 20.0 20.0 -19.5 -20.0 -9.9 -20.0 SOYOIL 0.3 -5.8 -12.1 -6.4 -6.7 -8.5 -4.0 -7.8 -3.7 3.1 1.9 5.2 8.6 -1.4 -15.2 -8.8 -4.5 -7.6 -6.0 -6.4 -1.9 2.8 6.2 -1.9 -17.9 -3.4 0.6 -1.2 1.8 2.0 -1.0 2.0 20.0 -2.6 4.1 6.5 -20.0 -15.7 -20.0 -16.8 SP400 -4.1 -11.2 4.9 3.7 -2.3 4.8 -0.4 4.2 1.3 -8.0 12.3 -6.8 6.5 1.0 2.3 -5.7 -6.0 -5.9 -5.8 -0.1 3.8 -4.7 4.6 -3.2 0.2 -1.3 -5.3 0.9 -3.3 1.2 -2.9 -0.6 -1.5 -5.5 -20.0 -11.2 -16.7 -20.0 -20.0 -20.0 SP500_micro -1.2 -20.0 4.4 4.1 -2.5 5.3 -0.5 4.6 1.4 -5.8 16.3 -1.3 15.8 7.4 12.4 -8.8 -9.6 -9.6 -9.4 11.8 17.3 -2.1 18.2 4.5 -16.5 3.6 -3.7 6.3 -1.8 6.7 0.3 -6.7 -9.7 5.2 -7.2 6.2 -12.1 -20.0 -14.7 -20.0 SUGAR11 -11.1 -12.3 -10.6 -3.9 -4.1 -5.2 -2.4 -4.8 -2.2 8.0 -13.0 -7.1 -12.6 -11.1 -12.3 16.9 8.4 9.2 5.4 -17.0 -16.1 -1.9 -13.9 -12.8 -16.8 -4.4 2.8 -3.9 -0.4 -3.1 -3.3 20.0 12.0 -18.0 -15.0 -2.7 -17.9 -20.0 -10.4 -19.4 US10 -12.9 -3.9 8.9 1.0 -7.3 1.2 -4.4 -0.6 -1.6 -1.9 11.3 -7.5 4.3 -5.5 7.7 1.7 0.0 1.9 1.4 2.2 6.8 -5.0 6.0 -3.0 -6.1 1.4 -4.4 4.6 -3.5 4.6 -2.3 -4.4 3.8 -3.1 -4.7 11.5 -16.2 -20.0 -10.3 -20.0 US10U -13.0 -1.0 11.8 1.4 -10.7 1.7 -6.5 -0.8 -2.3 -4.4 16.7 -11.6 2.4 -5.3 12.8 2.8 -0.9 1.4 0.2 5.7 11.3 -7.7 7.7 -3.4 -12.3 3.7 -6.4 7.5 -4.7 6.2 -2.1 -6.5 5.4 -1.7 -2.4 20.0 -4.0 -14.8 -8.1 -20.0 US2 -14.4 -4.1 4.6 1.0 -7.3 1.2 -4.4 -0.6 -1.6 -7.7 2.2 -11.4 -2.4 -10.1 2.9 -12.7 -15.2 -12.4 -13.0 -2.4 2.0 -8.1 1.9 -7.0 16.8 -1.3 -5.5 1.8 -5.2 2.7 -4.4 -20.0 2.5 -10.1 -9.5 5.0 -14.9 -9.6 -18.7 -20.0 US20 -15.0 1.9 13.7 1.0 -7.2 1.2 -4.4 -0.5 -1.6 -7.6 8.6 -10.1 -3.8 -5.4 8.6 3.6 2.9 4.0 3.8 4.2 6.9 -7.0 2.7 -2.9 -8.5 2.4 -4.9 4.4 -4.0 2.8 -1.7 0.1 -2.0 -2.3 0.7 14.7 10.1 13.4 -1.5 -16.9 US30 -13.6 3.6 13.6 1.1 -8.1 1.3 -4.9 -0.6 -1.8 -11.2 5.3 -12.6 -7.9 -6.7 8.4 1.7 -2.4 -0.6 -1.6 3.8 5.4 -8.5 -0.3 -3.5 -5.1 2.6 -6.4 4.2 -5.1 1.7 -2.1 -9.2 -4.1 -1.4 1.5 13.1 8.4 8.7 0.1 -16.4 US5 -11.8 -5.2 6.0 1.0 -7.6 1.2 -4.7 -0.6 -1.6 -3.3 10.1 -8.6 4.6 -7.6 5.0 -1.7 -3.4 -1.8 -2.2 0.3 5.3 -5.6 5.8 -4.3 -1.4 0.3 -4.8 3.7 -3.8 4.6 -2.9 -10.3 3.9 -4.7 -7.1 8.3 -18.1 -15.2 -14.5 -20.0 VIX 2.1 7.9 -9.4 -1.4 4.8 -3.8 3.1 -1.4 2.1 4.6 -20.0 2.8 -11.3 -7.1 -15.2 -20.0 -20.0 -20.0 -20.0 -3.4 -7.0 3.4 -5.1 1.2 NaN -1.3 5.6 -4.2 3.5 -1.8 2.5 NaN NaN NaN NaN NaN -10.9 -20.0 NaN NaN WHEAT 20.0 10.7 0.7 -6.9 -7.3 -9.2 -4.3 -8.5 -4.0 -7.2 -17.4 10.9 -20.0 11.4 -6.6 -16.6 -18.3 -18.0 -18.2 0.6 -10.3 4.3 -18.4 7.8 12.2 2.4 -4.4 -1.8 2.9 -5.3 5.5 -20.0 13.6 20.0 18.1 15.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3