******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251117_204358 produced at 2025-11-17 21:39:45.268844 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.16 0.0 0.00 0.00 0.00 0.00 -9.39 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.05 0.0 0.00 0.00 0.00 0.00 -23.35 16.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.63 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -2.53 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.15 0.0 999.00 -999.00 -0.24 -0.24 -13.32 999999999.0 -21 -21 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -23.30 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.11 0.0 1.06 -1.06 -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 -4.28 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 -1.73 17.0 -1 -1 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.06 0.0 1.39 -1.39 -0.11 -0.11 -1.13 25.0 -2 -2 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.06 0.0 1.04 -1.04 -0.08 -0.08 -0.79 13.0 -1 -1 caleb_strategy_v3 SP400 False False 0.16 -0.16 -0.05 0.0 0.32 -0.32 -0.16 -0.16 -0.28 2.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.04 0.0 0.82 -0.82 -0.02 -0.02 -2.31 48.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -3.99 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.06 -0.03 0.0 0.15 -0.15 -0.06 -0.05 -3.39 18.0 -7 -6 caleb_strategy_v3 US10 False True 0.06 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.59 17.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -1.13 5.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.20 3.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.03 0.0 1.16 -1.16 -0.06 -0.04 -1.30 56.0 -3 -2 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.03 0.0 0.92 -0.92 -0.04 -0.04 -0.72 22.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.08 -0.03 0.0 0.58 -0.58 -0.08 -0.10 -1.38 23.0 -3 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.21 2.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.12 -0.02 0.0 0.61 -0.61 -0.12 -0.14 -0.77 21.0 -4 -5 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 0.77 -0.77 -0.06 -0.06 -0.38 13.0 -1 -1 caleb_strategy_v3 RUSSELL False False 0.01 -0.08 -0.02 0.0 0.41 -0.41 -0.08 -0.08 -3.72 68.0 -14 -14 caleb_strategy_v3 DOW False False 0.01 0.00 -0.02 0.0 0.78 -0.78 0.00 0.00 -1.89 66.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.72 -0.72 -0.03 -0.03 -0.55 26.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.56 8.0 0 0 caleb_strategy_v3 US30 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.11 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.69 10.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.04 -0.04 -0.02 -0.02 -1.24 3.0 -2 -2 caleb_strategy_v3 LIVECOW False False 0.05 0.00 -0.01 0.0 0.77 -0.77 0.00 0.00 -0.19 17.0 0 0 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.46 9.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 -0.01 0.0 0.81 -0.81 0.00 -0.06 -0.84 58.0 0 -4 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.16 4.0 -1 -1 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.00 0.0 0.21 -0.21 0.02 0.00 0.14 13.0 1 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.17 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.53 -0.53 0.00 0.02 0.13 23.0 0 1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.65 -0.65 0.00 0.00 0.00 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.02 2.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 -0.00 0.0 0.76 -0.76 0.00 0.00 -0.04 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.00 0.0 0.00 -0.01 -0.01 -0.01 0.07 26.0 -2 -2 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.04 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.33 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 0.61 12.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.01 0.0 1.04 -1.04 0.00 0.00 0.07 14.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.00 0.15 6.0 1 0 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.01 0.0 999.00 -999.00 0.06 0.06 0.22 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.25 -0.25 0.00 0.00 4.68 51.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.13 0.03 0.0 999.00 -999.00 0.13 0.13 0.50 999999999.0 2 2 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.16 -0.16 0.05 0.05 0.57 3.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.73 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.04 0.07 0.06 0.0 0.14 -0.14 0.07 0.07 1.80 4.0 2 2 caleb_strategy_v3 BOBL False False 0.07 0.07 0.06 0.0 1.33 -1.33 0.07 0.07 0.91 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 1.42 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.07 0.0 0.66 -0.66 0.17 0.17 2.09 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.76 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.63 -0.63 0.00 0.00 2.34 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 1.48 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.35 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.18 0.13 0.0 0.59 -0.59 0.18 0.16 7.93 36.0 11 10 caleb_strategy_v3 OAT False False 0.07 0.36 0.17 0.0 0.72 -0.72 0.36 0.36 2.35 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.40 0.51 0.0 0.83 -0.83 0.40 0.40 37.29 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.06 0.0 1.45 -1.45 0.00 0.00 7.32 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.5 Shocked risk 36.0 Sum abs risk 46.4 Leverage 6.45 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1958907.67, 'annual_cash_vol_target': 489726.9175, 'daily_cash_vol_target': 30607.93234375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6487 0.5337 8.5392 BITCOIN 2428.1170 92135.0000 2.6354 42.1662 BOBL 0.1643 117.8700 0.1394 2.2301 BTP 0.3865 120.8700 0.3198 5.1167 BUND 0.3339 128.6500 0.2596 4.1531 BUXL 0.8332 114.0400 0.7306 11.6898 CAC 63.7697 8075.5000 0.7897 12.6347 CAD 0.0023 0.7126 0.3195 5.1124 CANOLA 6.1742 666.5000 0.9264 14.8219 CHF 0.0052 1.2596 0.4148 6.6376 COCOA 136.1309 5401.0000 2.5205 40.3276 COFFEE 7.3796 377.8500 1.9530 31.2487 COPPER 0.0696 4.9775 1.3979 22.3657 CORN 4.1150 469.7500 0.8760 14.0158 COTTON2 0.6976 64.2100 1.0864 17.3827 CRUDE_W 0.8498 59.2900 1.4333 22.9326 DAX 202.7728 23469.0000 0.8640 13.8240 DOW 345.1249 46597.0000 0.7407 11.8505 DX 0.3466 99.4700 0.3484 5.5751 EUR 0.0043 1.1604 0.3703 5.9252 EURIBOR-ICE 0.0302 97.7500 0.0309 0.4950 EUROSTX 48.3073 5606.0000 0.8617 13.7873 FEEDCOW 4.5094 318.5250 1.4157 22.6515 GASOIL 11.1876 702.0000 1.5937 25.4988 GASOLINE 0.0309 1.8976 1.6292 26.0667 GAS_US_mini 0.1056 4.5800 2.3059 36.8940 GBP 0.0058 1.3147 0.4380 7.0079 GOLD_micro 51.1209 4046.3000 1.2634 20.2144 HEATOIL 0.0398 2.4504 1.6251 26.0019 JGB-SGX-mini 0.1924 135.7300 0.1418 2.2683 JPY 0.0000 0.0065 0.5723 9.1571 LEANHOG 1.1694 79.3000 1.4747 23.5949 LIVECOW 2.9122 221.9500 1.3121 20.9934 LUMBER-new 8.1338 547.5000 1.4856 23.7699 MXP 0.0003 0.0541 0.5549 8.8777 NASDAQ_micro 237.0652 24756.0000 0.9576 15.3217 NIKKEI 597.9216 49650.0000 1.2043 19.2684 NZD 0.0031 0.5657 0.5499 8.7977 OAT 0.3576 122.3400 0.2923 4.6763 OATIES 5.0082 321.2500 1.5590 24.9438 OJ 5.9151 155.7500 3.7978 60.7647 PALLAD 39.1097 1389.5000 2.8147 45.0345 PLAT 30.0074 1533.8000 1.9564 31.3026 REDWHEAT 8.7226 545.2500 1.5998 25.5960 RICE 0.1376 10.4500 1.3167 21.0666 ROBUSTA 98.4726 4496.0000 2.1902 35.0436 RUSSELL 29.5648 2340.1000 1.2634 20.2144 SHATZ 0.0465 106.9600 0.0435 0.6953 SILVER-mini 0.9671 50.0125 1.9338 30.9406 SMI 94.8040 12519.0000 0.7573 12.1165 SOFR 0.0482 96.7050 0.0498 0.7967 SOYBEAN 9.1866 1128.7500 0.8139 13.0220 SOYMEAL 4.6619 335.4000 1.3900 22.2393 SOYOIL 0.6225 52.0200 1.1966 19.1456 SP400 31.2235 3145.1000 0.9928 15.8843 SP500_micro 50.9071 6660.5000 0.7643 12.2290 SUGAR11 0.2469 14.3300 1.7227 27.5638 US10 0.3240 112.6406 0.2877 4.6027 US10U 0.4121 115.3125 0.3573 5.7176 US2 0.0790 104.0938 0.0759 1.2149 US20 0.6360 116.6875 0.5451 8.7208 US30 0.9464 120.0000 0.7886 12.6181 US5 0.2073 109.1719 0.1899 3.0388 VIX 0.5082 22.5000 2.2586 36.1382 WHEAT 7.9899 606.2500 1.3179 21.0868 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 648.70 0.53 346.21 1.00 346.21 30607.93 88.41 10.19 90.05 BITCOIN 92.14 2.64 242.81 1.00 242.81 30607.93 126.06 -17.04 -214.85 BOBL 1178.70 0.14 164.29 1.16 191.21 30607.93 160.07 5.60 89.68 BTP 1208.70 0.32 386.53 1.16 449.88 30607.93 68.04 6.39 43.46 BUND 1286.50 0.26 333.94 1.16 388.67 30607.93 78.75 -0.46 -3.60 BUXL 1140.40 0.73 833.19 1.16 969.75 30607.93 31.56 -4.91 -15.49 CAC 807.55 0.79 637.70 1.16 742.21 30607.93 41.24 12.52 51.61 CAD 712.65 0.32 227.71 1.00 227.71 30607.93 134.42 -8.34 -112.11 CANOLA 133.30 0.93 123.48 0.71 88.00 30607.93 347.82 5.52 191.94 CHF 1574.56 0.41 653.21 1.00 653.21 30607.93 46.86 -6.47 -30.34 COCOA 540.10 2.52 1361.31 1.00 1361.31 30607.93 22.48 -10.07 -22.65 COFFEE 1416.94 1.95 2767.34 1.00 2767.34 30607.93 11.06 10.25 11.33 COPPER 1244.38 1.40 1739.46 1.00 1739.46 30607.93 17.60 2.62 4.61 CORN 234.88 0.88 205.75 1.00 205.75 30607.93 148.76 1.68 25.03 COTTON2 321.05 1.09 348.79 1.00 348.79 30607.93 87.75 -20.00 -175.51 CRUDE_W 592.90 1.43 849.80 1.00 849.80 30607.93 36.02 -2.89 -10.40 DAX 234.69 0.86 202.77 1.16 236.01 30607.93 129.69 -1.90 -24.69 DOW 232.98 0.74 172.56 1.00 172.56 30607.93 177.37 -4.58 -81.28 DX 994.70 0.35 346.60 1.00 346.60 30607.93 88.31 6.18 54.57 EUR 1450.44 0.37 537.13 1.00 537.13 30607.93 56.98 0.46 2.61 EURIBOR-ICE 2443.75 0.03 75.61 1.16 88.00 30607.93 347.83 6.16 214.19 EUROSTX 560.60 0.86 483.07 1.16 562.24 30607.93 54.44 11.22 61.08 FEEDCOW 1592.62 1.42 2254.71 1.00 2254.71 30607.93 13.58 0.07 0.10 GASOIL 702.00 1.59 1118.76 1.00 1118.76 30607.93 27.36 15.18 41.54 GASOLINE 796.99 1.63 1298.43 1.00 1298.43 30607.93 23.57 7.13 16.80 GAS_US_mini 114.50 2.31 264.02 1.00 264.02 30607.93 115.93 0.05 0.61 GBP 821.69 0.44 359.90 1.00 359.90 30607.93 85.05 -3.28 -27.87 GOLD_micro 404.63 1.26 511.21 1.00 511.21 30607.93 59.87 -6.34 -37.96 HEATOIL 1029.17 1.63 1672.52 1.00 1672.52 30607.93 18.30 7.14 13.07 JGB-SGX-mini 135730.00 0.14 19242.32 0.01 124.49 30607.93 245.86 -8.76 -215.37 JPY 807.38 0.57 462.08 1.00 462.08 30607.93 66.24 -10.04 -66.53 LEANHOG 317.20 1.47 467.77 1.00 467.77 30607.93 65.43 0.36 2.35 LIVECOW 887.80 1.31 1164.87 1.00 1164.87 30607.93 26.28 -2.20 -5.77 LUMBER-new 150.56 1.49 223.68 1.00 223.68 30607.93 136.84 -12.60 -172.47 MXP 270.50 0.55 150.09 1.00 150.09 30607.93 203.93 12.44 253.69 NASDAQ_micro 495.12 0.96 474.13 1.00 474.13 30607.93 64.56 -9.16 -59.13 NIKKEI 49650.00 1.20 59792.16 0.01 386.85 30607.93 79.12 9.25 73.17 NZD 565.70 0.55 311.05 1.00 311.05 30607.93 98.40 -3.03 -29.79 OAT 1223.40 0.29 357.56 1.16 416.16 30607.93 73.55 9.34 68.70 OATIES 160.62 1.56 250.41 1.00 250.41 30607.93 122.23 -14.12 -172.60 OJ 233.62 3.80 887.26 1.00 887.26 30607.93 34.50 -14.71 -50.75 PALLAD 1389.50 2.81 3910.97 1.00 3910.97 30607.93 7.83 0.85 0.66 PLAT 766.90 1.96 1500.37 1.00 1500.37 30607.93 20.40 1.13 2.31 REDWHEAT 272.62 1.60 436.13 1.00 436.13 30607.93 70.18 -5.99 -42.05 RICE 209.00 1.32 275.18 1.00 275.18 30607.93 111.23 -14.71 -163.65 ROBUSTA 449.60 2.19 984.73 1.00 984.73 30607.93 31.08 3.12 9.70 RUSSELL 117.00 1.26 147.82 1.00 147.82 30607.93 207.06 -5.42 -112.19 SHATZ 1069.60 0.04 46.48 1.16 54.10 30607.93 565.82 -4.40 -249.21 SILVER-mini 1250.31 1.93 2417.84 1.00 2417.84 30607.93 12.66 5.05 6.40 SMI 1251.90 0.76 948.04 1.26 1197.24 30607.93 25.57 15.48 39.56 SOFR 2417.62 0.05 120.39 1.00 120.39 30607.93 254.24 -6.07 -154.37 SOYBEAN 564.38 0.81 459.33 1.00 459.33 30607.93 66.64 5.32 35.46 SOYMEAL 335.40 1.39 466.19 1.00 466.19 30607.93 65.66 -2.85 -18.72 SOYOIL 312.12 1.20 373.48 1.00 373.48 30607.93 81.95 -9.02 -73.89 SP400 3145.10 0.99 3122.35 1.00 3122.35 30607.93 9.80 -8.73 -8.55 SP500_micro 333.02 0.76 254.54 1.00 254.54 30607.93 120.25 -8.27 -99.45 SUGAR11 160.50 1.72 276.49 1.00 276.49 30607.93 110.70 -12.58 -139.21 US10 1126.41 0.29 324.03 1.00 324.03 30607.93 94.46 -4.92 -46.52 US10U 1153.12 0.36 412.07 1.00 412.07 30607.93 74.28 -4.05 -30.10 US2 2081.88 0.08 158.08 1.00 158.08 30607.93 193.62 -6.63 -128.35 US20 1166.88 0.55 636.01 1.00 636.01 30607.93 48.13 -0.63 -3.04 US30 1200.00 0.79 946.35 1.00 946.35 30607.93 32.34 -2.66 -8.59 US5 1091.72 0.19 207.35 1.00 207.35 30607.93 147.62 -6.02 -88.87 VIX 225.00 2.26 508.19 1.00 508.19 30607.93 60.23 -8.95 -53.90 WHEAT 303.12 1.32 399.50 1.00 399.50 30607.93 76.62 -4.56 -34.91 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 90.049 0.010 2.5 2.340 BITCOIN -214.853 0.043 2.5 -23.299 BOBL 89.679 0.004 2.5 0.911 BTP 43.465 0.014 2.5 1.485 BUND -3.599 0.004 2.5 -0.037 BUXL -15.494 0.004 2.5 -0.157 CAC 51.614 0.014 2.5 1.763 CAD -112.111 0.010 2.5 -2.913 CANOLA 191.944 0.010 2.5 4.676 CHF -30.338 0.010 2.5 -0.788 COCOA -22.650 0.010 2.5 -0.552 COFFEE 11.332 0.005 2.5 0.151 COPPER 4.615 0.043 2.5 0.500 CORN 25.034 0.010 2.5 0.610 COTTON2 -175.507 0.010 2.5 -4.276 CRUDE_W -10.401 0.043 2.5 -1.128 DAX -24.692 0.014 2.5 -0.843 DOW -81.281 0.009 2.5 -1.892 DX 54.571 0.010 2.5 1.418 EUR 2.611 0.010 2.5 0.068 EURIBOR-ICE 214.195 0.014 2.5 7.316 EUROSTX 61.078 0.014 2.5 2.086 FEEDCOW 0.098 0.013 2.5 0.003 GASOIL 41.538 0.017 2.5 1.803 GASOLINE 16.798 0.017 2.5 0.729 GAS_US_mini 0.610 0.043 2.5 0.066 GBP -27.873 0.010 2.5 -0.724 GOLD_micro -37.965 0.014 2.5 -1.297 HEATOIL 13.074 0.017 2.5 0.568 JGB-SGX-mini -215.370 0.043 2.5 -23.355 JPY -66.534 0.010 2.5 -1.729 LEANHOG 2.354 0.024 2.5 0.143 LIVECOW -5.774 0.013 2.5 -0.192 LUMBER-new -172.471 0.010 2.5 -4.202 MXP 253.687 0.059 2.5 37.287 NASDAQ_micro -59.126 0.009 2.5 -1.376 NIKKEI 73.165 0.043 2.5 7.934 NZD -29.791 0.010 2.5 -0.774 OAT 68.695 0.014 2.5 2.346 OATIES -172.604 0.010 2.5 -4.205 OJ -50.753 0.010 2.5 -1.236 PALLAD 0.665 0.014 2.5 0.023 PLAT 2.314 0.014 2.5 0.079 REDWHEAT -42.047 0.005 2.5 -0.559 RICE -163.645 0.010 2.5 -3.987 ROBUSTA 9.700 0.005 2.5 0.129 RUSSELL -112.191 0.013 2.5 -3.723 SHATZ -249.208 0.004 2.5 -2.531 SILVER-mini 6.398 0.014 2.5 0.219 SMI 39.563 0.014 2.5 1.351 SOFR -154.365 0.024 2.5 -9.395 SOYBEAN 35.456 0.004 2.5 0.330 SOYMEAL -18.716 0.004 2.5 -0.174 SOYOIL -73.889 0.004 2.5 -0.689 SP400 -8.554 0.013 2.5 -0.284 SP500_micro -99.447 0.009 2.5 -2.314 SUGAR11 -139.215 0.010 2.5 -3.392 US10 -46.516 0.005 2.5 -0.590 US10U -30.100 0.005 2.5 -0.382 US2 -128.353 0.005 2.5 -1.629 US20 -3.037 0.005 2.5 -0.039 US30 -8.588 0.005 2.5 -0.109 US5 -88.872 0.005 2.5 -1.128 VIX -53.903 0.099 2.5 -13.324 WHEAT -34.909 0.005 2.5 -0.464 ===================== Position diags ===================== AUD 2.30 BITCOIN 13.67 BOBL 1.63 BTP 2.32 BUND 0.80 BUXL 0.32 CAC 1.41 CAD 3.49 CANOLA 8.47 CHF 1.22 COCOA 0.55 COFFEE 0.15 COPPER 1.91 CORN 3.62 COTTON2 2.14 CRUDE_W 3.91 DAX 4.43 DOW 4.13 DX 2.29 EUR 1.48 EURIBOR-ICE 11.88 EUROSTX 1.86 FEEDCOW 0.45 GASOIL 1.19 GASOLINE 1.02 GAS_US_mini 12.57 GBP 2.21 GOLD_micro 2.05 HEATOIL 0.79 JGB-SGX-mini 26.66 JPY 1.72 LEANHOG 3.98 LIVECOW 0.87 LUMBER-new 3.33 MXP 29.97 NASDAQ_micro 1.50 NIKKEI 8.58 NZD 2.56 OAT 2.51 OATIES 2.98 OJ 0.84 PALLAD 0.27 PLAT 0.70 REDWHEAT 0.93 RICE 2.71 ROBUSTA 0.41 RUSSELL 6.87 SHATZ 5.75 SILVER-mini 0.43 SMI 0.87 SOFR 15.47 SOYBEAN 0.62 SOYMEAL 0.61 SOYOIL 0.76 SP400 0.33 SP500_micro 2.80 SUGAR11 2.70 US10 1.20 US10U 0.94 US2 2.46 US20 0.61 US30 0.41 US5 1.87 VIX 14.89 WHEAT 1.02 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.3 2.1 2.6 0.0 0 BITCOIN -23.3 -24.7 -21.9 0.0 0 BOBL 0.9 0.7 1.1 1.0 1 BTP 1.5 1.3 1.7 0.0 0 BUND -0.0 -0.1 0.0 0.0 0 BUXL -0.2 -0.2 -0.1 -1.0 -1 CAC 1.8 1.6 1.9 0.0 0 CAD -2.9 -3.3 -2.6 -4.0 -4 CANOLA 4.7 3.8 5.5 1.0 1 CHF -0.8 -0.9 -0.7 -1.0 -1 COCOA -0.6 -0.6 -0.5 -1.0 -1 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.5 0.3 0.7 2.0 2 CORN 0.6 0.2 1.0 0.0 0 COTTON2 -4.3 -4.5 -4.1 -4.0 -4 CRUDE_W -1.1 -1.5 -0.7 -1.0 -1 DAX -0.8 -1.3 -0.4 0.0 0 DOW -1.9 -2.3 -1.5 0.0 0 DX 1.4 1.2 1.6 0.0 0 EUR 0.1 -0.1 0.2 0.0 0 EURIBOR-ICE 7.3 6.1 8.5 0.0 0 EUROSTX 2.1 1.9 2.3 5.0 5 FEEDCOW 0.0 -0.0 0.0 0.0 0 GASOIL 1.8 1.7 1.9 2.0 2 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini 0.1 -1.2 1.3 -2.0 -2 GBP -0.7 -0.9 -0.5 -1.0 -1 GOLD_micro -1.3 -1.5 -1.1 -3.0 -3 HEATOIL 0.6 0.5 0.6 1.0 1 JGB-SGX-mini -23.4 -26.0 -20.7 0.0 0 JPY -1.7 -1.9 -1.6 -1.0 -1 LEANHOG 0.1 -0.3 0.5 1.0 1 LIVECOW -0.2 -0.3 -0.1 0.0 0 LUMBER-new -4.2 -4.5 -3.9 0.0 0 MXP 37.3 34.3 40.3 29.0 29 NASDAQ_micro -1.4 -1.5 -1.2 -3.0 -3 NIKKEI 7.9 7.1 8.8 11.0 11 NZD -0.8 -1.0 -0.5 -4.0 -4 OAT 2.3 2.1 2.6 5.0 5 OATIES -4.2 -4.5 -3.9 NaN 0 OJ -1.2 -1.3 -1.2 -2.0 -2 PALLAD 0.0 -0.0 0.0 0.0 0 PLAT 0.1 0.0 0.1 0.0 0 REDWHEAT -0.6 -0.7 -0.5 0.0 0 RICE -4.0 -4.3 -3.7 -3.0 -3 ROBUSTA 0.1 0.1 0.2 0.0 0 RUSSELL -3.7 -4.4 -3.0 -14.0 -14 SHATZ -2.5 -3.1 -2.0 NaN 0 SILVER-mini 0.2 0.2 0.3 1.0 1 SMI 1.4 1.3 1.4 0.0 0 SOFR -9.4 -10.9 -7.8 NaN 0 SOYBEAN 0.3 0.3 0.4 1.0 1 SOYMEAL -0.2 -0.2 -0.1 0.0 0 SOYOIL -0.7 -0.8 -0.6 -3.0 -3 SP400 -0.3 -0.3 -0.3 -1.0 -1 SP500_micro -2.3 -2.6 -2.0 -1.0 -1 SUGAR11 -3.4 -3.7 -3.1 -7.0 -7 US10 -0.6 -0.7 -0.5 0.0 0 US10U -0.4 -0.5 -0.3 -1.0 -1 US2 -1.6 -1.9 -1.4 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -1.1 -1.3 -0.9 -2.0 -2 VIX -13.3 -14.8 -11.8 -21.0 -21 WHEAT -0.5 -0.6 -0.4 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 -0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.0 2.2 -0.0 -0.1 0.0 -0.0 0.0 -0.0 0.2 -0.2 0.5 0.3 0.3 0.5 0.7 0.7 0.7 BITCOIN -0.6 -0.6 -0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.2 0.1 -0.2 0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.0 0.4 0.2 0.4 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 0.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.9 -0.1 -0.3 0.1 -0.2 0.3 0.7 0.5 0.7 BTP -0.1 0.3 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 0.5 -0.2 0.7 0.1 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 0.2 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 -0.1 -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 0.3 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 -0.1 -0.0 -0.3 -0.2 0.1 -0.3 0.0 0.5 -0.2 0.2 CAC -0.3 0.3 0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.5 0.0 0.6 0.1 0.2 -0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.3 0.1 0.5 0.0 -0.0 0.1 0.0 0.0 0.0 0.4 0.5 0.0 0.3 -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 0.0 -0.3 -0.1 -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 0.0 0.4 -0.1 -0.6 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.1 -0.5 -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 1.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.6 0.5 0.6 0.4 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 0.1 -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 -0.5 -0.1 -0.4 -0.0 -0.3 0.0 -0.1 0.1 COFFEE -0.3 0.1 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 0.1 0.2 0.6 0.6 0.4 0.5 0.7 0.7 COPPER -0.0 0.4 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 -0.0 0.2 -0.3 -0.6 0.7 0.4 0.7 0.4 CORN 0.3 0.3 0.2 -0.1 -0.0 -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 -0.0 -0.3 -0.0 -0.3 -0.0 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -1.9 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.9 -0.5 -0.2 -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 0.9 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.5 -0.5 -0.6 -0.6 -0.6 0.7 0.6 0.2 0.6 DAX -0.3 -0.1 -0.6 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.4 -0.1 0.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -1.3 -0.0 -0.1 0.0 -0.1 0.2 -0.0 -0.1 -0.1 -0.3 -0.1 -0.6 0.3 0.7 0.4 0.7 DOW -0.0 -0.3 0.3 0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.1 0.4 -0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.3 0.0 -1.5 0.0 -0.1 0.1 -0.0 0.2 0.0 -0.2 0.1 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 -0.1 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 0.1 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 0.0 0.0 0.0 0.2 -0.0 -0.4 0.5 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 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.4 -0.1 -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 0.0 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.2 0.2 0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 0.0 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.0 0.1 0.2 -0.0 0.4 0.1 -0.8 0.1 -0.1 0.1 -0.0 0.1 0.0 0.3 0.3 0.3 0.5 -0.0 0.6 0.7 0.7 0.7 FEEDCOW -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 0.3 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 -0.1 -0.6 -0.1 0.6 0.7 0.7 0.7 0.7 GASOIL 0.6 0.1 0.3 0.0 0.0 0.1 0.0 0.0 0.1 0.0 0.3 0.2 0.2 0.2 0.1 0.4 0.3 0.4 0.4 0.2 0.1 0.1 0.2 0.2 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.6 0.2 0.6 0.4 0.4 0.3 0.4 0.1 0.3 GASOLINE 0.4 -0.0 0.1 0.0 0.0 0.1 0.1 0.0 0.1 0.0 0.2 0.1 0.1 0.1 0.1 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 0.9 0.1 0.0 -0.1 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini 0.6 0.6 -0.0 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -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 -0.0 -0.0 0.1 -0.1 0.1 -1.1 0.3 0.2 0.6 -0.2 -0.1 -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 -0.1 -0.0 0.1 -0.1 0.3 0.1 -0.6 -0.3 -0.1 0.3 -0.1 0.4 -0.1 GOLD_micro -0.6 -0.6 -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 0.0 -2.3 0.0 -0.0 0.1 0.0 0.1 0.0 -0.4 0.1 -0.1 0.5 0.6 -0.1 0.1 -0.5 -0.3 HEATOIL 0.6 0.1 0.1 0.0 0.0 0.1 0.0 0.0 0.1 0.0 0.4 0.2 0.3 0.2 0.1 0.3 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 -2.7 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.4 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 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.1 -0.0 -0.4 -0.1 -0.8 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.8 -0.0 0.1 -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 -0.2 -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 -0.4 -0.4 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.5 -0.6 -0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 -0.1 0.2 -0.2 0.4 -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 -0.0 -0.1 -0.1 0.0 -0.1 1.1 -0.2 -0.6 -0.6 0.4 0.3 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.5 -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 -0.1 -0.6 -0.2 0.4 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.3 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -1.2 -0.5 -0.7 -0.2 -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 0.1 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 0.0 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 -0.3 -0.6 0.1 0.0 -0.1 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 -0.1 0.1 -0.0 0.2 -0.0 -0.3 -0.5 0.1 0.1 0.3 -0.3 -0.7 -0.4 -0.7 NIKKEI 0.0 -0.0 0.6 0.0 -0.1 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 -1.4 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 -0.2 0.4 0.6 0.6 -0.1 0.3 0.1 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 -0.4 -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 0.1 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 0.1 0.1 0.4 -0.0 0.1 0.7 0.2 0.7 OATIES 0.3 0.2 -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 -0.4 -0.6 -0.6 -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 0.1 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.0 1.7 0.0 -0.0 0.1 -0.0 0.1 0.0 0.3 -0.1 -0.1 0.2 -0.1 -0.2 -0.6 -0.7 -0.6 PLAT -0.4 -0.3 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 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 -0.0 -0.1 -0.0 -0.2 0.7 0.3 -0.4 -0.3 REDWHEAT 0.6 0.5 0.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.0 -0.4 0.1 -0.7 0.1 -0.0 -0.3 -0.3 -0.3 -0.4 0.0 -0.1 0.1 -0.5 0.1 0.9 0.0 0.0 -0.1 0.0 -0.2 0.1 -1.0 0.3 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.4 -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 0.1 -0.3 -0.5 -0.4 -0.2 -0.4 0.0 -0.3 ROBUSTA -0.3 0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -0.0 0.0 0.0 0.1 0.0 0.3 0.1 0.2 0.0 0.0 -0.0 0.0 -0.0 -2.7 0.0 -0.0 0.0 -0.0 0.0 -0.0 1.1 -0.1 -0.0 0.2 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.5 -0.5 0.4 0.0 -0.1 0.1 -0.0 0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.2 -0.1 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 -0.6 -0.7 SHATZ -0.3 0.1 -0.3 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 -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 -0.1 -0.4 -0.1 -0.5 0.4 0.7 0.6 0.7 SILVER-mini -0.2 -0.4 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.1 -0.8 0.0 -0.0 0.1 0.0 0.1 0.0 -0.0 0.3 0.2 0.5 0.5 0.4 0.7 -0.0 0.0 SMI -0.3 0.3 0.3 0.0 -0.1 0.1 -0.0 0.2 -0.0 0.0 0.3 0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 1.3 0.0 0.0 0.1 0.0 0.1 0.0 0.8 0.5 0.2 0.3 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 0.2 -0.2 -0.4 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 0.4 0.2 -0.0 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 0.1 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 0.6 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 0.0 0.1 -0.4 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.0 0.2 -0.1 0.2 -1.7 0.0 0.0 0.0 0.0 -0.0 0.1 -0.9 0.5 0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.1 -0.2 -0.4 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 0.0 0.1 0.3 0.0 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 0.1 0.2 0.0 -2.4 -0.0 0.1 -0.0 0.1 0.1 0.0 0.1 0.5 0.0 0.2 0.2 -0.7 -0.5 -0.7 -0.6 SP400 -0.2 -0.4 0.1 0.0 -0.1 0.1 -0.0 0.1 -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 -0.1 0.1 -0.1 0.0 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 -0.6 -0.4 -0.5 -0.7 -0.7 -0.7 SP500_micro -0.2 -0.6 0.1 0.0 -0.1 0.1 -0.0 0.2 -0.0 -0.1 0.4 -0.1 0.6 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 0.0 -2.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.4 -0.3 0.2 -0.3 0.2 -0.4 -0.7 -0.5 -0.7 SUGAR11 -0.2 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.3 -0.0 -0.4 -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 -0.5 -0.4 -0.1 -0.6 -0.7 -0.3 -0.6 US10 -0.4 -0.1 0.3 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 0.0 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 -0.1 0.4 -0.5 -0.7 -0.3 -0.7 US10U -0.4 -0.1 0.4 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.4 -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 -1.7 0.0 -0.0 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 -0.2 0.1 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.1 -0.1 2.3 -0.0 -0.0 0.0 -0.1 0.1 -0.1 -1.1 0.1 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.5 0.0 0.4 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 -0.1 0.1 0.1 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 -0.1 -0.6 US30 -0.5 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 -0.1 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 0.0 -0.0 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 0.1 -0.1 -0.2 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.2 0.5 -0.5 -0.0 0.2 -0.1 0.1 -0.1 0.1 0.2 -0.9 0.2 -0.7 -0.1 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.1 -0.2 0.1 NaN -0.0 0.2 -0.2 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.6 -1.1 NaN NaN WHEAT 0.6 0.4 0.1 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.4 -0.4 -0.4 0.0 -0.1 0.1 -0.5 0.1 1.6 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 0.7 -8.7 1.2 -5.1 -3.1 -1.1 -3.3 1.9 -5.5 -7.2 14.7 -8.4 3.5 -12.9 -6.6 -0.6 -1.2 -0.9 -1.1 -3.0 1.4 -4.4 2.0 -4.3 16.5 -2.1 -8.5 0.9 -3.7 0.1 -3.5 4.0 -8.5 14.9 9.7 8.6 15.8 20.0 20.0 20.0 BITCOIN -18.7 -19.1 -20.0 5.4 -4.0 7.1 -0.5 6.4 2.2 -18.0 4.5 -18.8 12.2 -18.9 -16.4 -4.8 -7.1 -6.0 -6.6 -19.6 -5.7 -20.0 7.0 -20.0 -20.0 -5.9 -11.8 -2.2 -10.2 1.8 -8.5 -1.4 -20.0 -20.0 -20.0 -20.0 11.4 -4.7 -20.0 -12.5 BOBL -10.7 6.0 0.4 0.7 -9.0 1.3 -6.8 -0.7 -2.9 -17.8 -0.5 -19.1 -0.9 -4.9 -2.4 20.0 9.2 20.0 19.2 -1.3 -0.4 -12.5 -2.0 -6.8 2.9 -0.6 -9.2 0.0 -8.1 -0.6 -4.3 17.2 -5.0 -10.0 2.3 -5.2 8.3 20.0 14.7 20.0 BTP -4.6 7.8 3.9 0.9 -11.5 1.7 -8.7 -0.9 -3.7 -17.2 20.0 -15.1 20.0 13.4 18.1 5.7 8.5 7.5 8.5 11.2 13.4 -6.5 14.8 3.5 -20.0 6.2 -8.7 7.2 -4.5 7.6 1.6 9.1 -2.5 9.1 13.1 6.9 3.6 20.0 6.8 20.0 BUND -9.9 7.4 3.4 0.8 -10.3 1.5 -7.7 -0.8 -3.3 -19.9 3.3 -20.0 -8.2 -3.1 2.0 -6.6 2.5 -3.2 0.8 1.1 0.5 -13.8 -5.4 -5.9 -0.9 0.6 -12.2 0.9 -9.6 -1.2 -4.2 -2.1 -6.6 -6.9 4.2 -2.1 5.4 20.0 8.4 20.0 BUXL -8.8 10.4 0.8 0.7 -9.4 1.3 -7.1 -0.8 -3.0 -18.4 -9.8 -18.9 -17.5 -3.9 2.9 4.2 2.9 4.0 3.7 -2.0 -6.8 -14.3 -16.0 -6.9 -1.4 -1.1 -12.1 -2.6 -9.9 -5.8 -4.9 -0.0 -10.6 -5.9 3.3 -8.1 0.3 15.9 -4.6 5.9 CAC -9.9 8.6 7.1 4.4 -12.8 6.6 -5.8 5.9 -0.5 1.1 18.4 3.1 15.5 9.4 14.3 -1.9 -1.4 -2.1 -1.7 11.5 12.2 1.3 9.4 5.9 3.6 4.4 -3.5 3.7 0.3 1.3 2.0 7.0 19.9 0.5 10.0 -6.3 20.0 20.0 20.0 20.0 CAD 4.0 -11.1 -13.4 -5.7 -3.5 -1.3 -3.7 2.2 -6.2 5.2 -10.8 -5.1 -7.3 -16.9 -20.0 -9.1 -7.4 -8.5 -8.0 -18.3 -15.8 -4.8 -10.5 -11.5 20.0 -7.6 -2.7 -5.5 -2.4 -2.9 -5.3 -7.2 1.6 12.0 -4.5 -17.5 -20.0 -20.0 -20.0 -20.0 CANOLA 17.2 3.1 -16.6 -5.4 -3.4 -7.2 -3.2 -6.7 -3.2 14.8 -4.8 15.5 -0.4 12.5 -10.1 -20.0 -11.4 -19.1 -14.7 -2.0 -7.5 13.3 -3.8 8.9 8.1 -1.5 7.0 -4.2 6.6 -2.6 3.8 -10.7 18.9 19.0 11.8 0.2 16.8 20.0 20.0 20.0 CHF -6.5 -11.9 -6.4 -4.0 -2.5 -0.9 -2.6 1.5 -4.4 10.7 9.9 5.9 12.4 -3.1 -7.1 -16.7 -15.8 -16.2 -15.6 -3.6 3.2 8.8 10.2 -1.1 -1.1 -1.2 6.8 2.4 5.1 5.5 -0.2 -20.0 20.0 3.8 8.6 2.7 -15.2 -20.0 -17.4 -20.0 COCOA 4.2 -18.3 -20.0 -2.5 -1.6 -3.4 -1.5 -3.1 -1.5 -7.6 -7.6 -7.3 -1.2 -7.2 -7.6 -4.8 9.4 -1.0 3.8 -11.2 -9.8 -15.5 -2.4 -11.4 -20.0 -2.3 -4.8 -1.8 -3.8 0.3 -2.6 20.0 -20.0 -2.6 -12.3 -0.4 -8.6 0.6 -1.9 4.2 COFFEE -9.7 4.5 16.4 -4.9 -3.1 -6.5 -2.9 -6.0 -2.9 -11.1 11.8 -3.4 12.2 7.3 12.9 20.0 12.0 17.9 14.7 11.9 14.3 -2.9 14.9 4.6 -20.0 4.7 -2.2 6.8 -1.0 8.1 1.6 20.0 6.2 5.3 18.4 20.0 12.3 14.6 20.0 20.0 COPPER -1.5 13.3 1.9 2.9 -2.1 3.8 -0.3 3.4 1.2 -1.2 -1.4 -2.7 -1.1 5.1 -2.0 -6.2 -5.6 -5.8 -5.6 3.9 2.9 -1.3 2.6 2.0 -4.5 1.9 -2.4 2.7 -0.8 3.9 0.6 0.7 -1.7 6.9 -7.8 -20.0 20.0 11.3 20.0 13.3 CORN 10.3 7.8 6.3 -7.3 -4.6 -9.8 -4.3 -9.1 -4.4 4.8 -6.3 15.6 -12.0 16.9 18.1 -19.3 -19.2 -20.0 -20.0 7.6 -1.6 10.6 -12.3 11.7 9.9 6.2 4.1 1.7 7.9 -4.3 8.6 -20.0 20.0 20.0 20.0 20.0 -8.0 -3.9 4.1 -1.9 COTTON2 2.3 -4.2 -1.8 -7.4 -4.6 -9.9 -4.3 -9.2 -4.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.5 -14.9 -17.5 -16.4 -14.7 -16.3 -20.0 -20.0 -16.0 -14.1 -7.3 -12.2 -7.1 -11.7 -8.6 -8.7 -16.0 -20.0 -6.0 -10.3 10.8 -8.2 -13.6 -6.8 -11.7 CRUDE_W 3.7 -7.0 -2.8 3.6 2.7 2.3 5.2 1.3 5.7 -7.0 -7.7 -2.3 -12.1 -11.2 -15.4 0.7 5.8 2.6 4.1 -7.5 -7.8 -4.6 -8.9 -5.5 6.4 -5.8 -2.9 -6.4 -3.7 -6.6 -4.1 -8.6 -20.0 -20.0 -18.2 -17.2 20.0 19.0 5.8 18.5 DAX -9.0 -3.7 -17.3 3.5 -10.4 5.3 -4.7 4.8 -0.4 -10.5 13.8 -5.3 15.2 -4.5 -1.1 -6.4 -6.6 -6.3 -6.0 -2.0 3.5 -11.5 12.1 -6.1 -10.1 -2.1 -13.6 0.0 -7.0 4.7 -4.1 -1.1 -2.3 -8.1 -4.5 -20.0 7.8 20.0 12.1 20.0 DOW -0.3 -9.4 8.4 3.1 -9.2 4.7 -4.1 4.3 -0.3 -11.1 15.0 -2.7 13.5 7.1 11.9 -8.3 -8.4 -8.5 -8.1 10.0 12.6 -4.9 11.7 4.4 -11.0 4.1 -8.9 5.3 -2.3 4.9 1.5 -4.5 3.0 14.1 -2.0 4.2 -17.6 -20.0 -20.0 -20.0 DX 7.2 17.8 8.9 -4.3 -2.6 -1.0 -2.7 1.6 -4.6 -6.0 -5.5 3.7 -13.2 12.6 13.0 6.4 6.1 6.1 6.0 12.4 2.3 3.4 -8.7 11.1 -20.0 5.3 0.6 1.8 1.6 -1.9 4.8 16.4 0.1 20.0 20.0 20.0 9.3 17.2 8.5 18.6 EUR -5.0 -15.5 -4.0 -5.1 -3.1 -1.1 -3.3 1.9 -5.5 10.3 11.3 3.7 16.9 -12.6 -11.6 -8.4 -7.7 -7.9 -7.7 -9.1 2.8 1.9 15.3 -7.2 15.5 -4.4 1.6 0.9 1.4 6.0 -3.4 -7.1 18.9 3.8 3.6 -0.8 -5.8 -20.0 -8.1 -20.0 EURIBOR-ICE -12.3 3.5 -1.3 0.6 -7.3 1.0 -5.4 -0.6 -2.3 -14.1 5.2 -15.1 10.5 -5.3 -2.8 12.0 10.7 12.4 12.3 -0.8 2.4 -12.5 5.9 -6.4 4.5 -0.1 -9.4 1.1 -7.2 2.0 -3.4 14.3 -6.6 -10.2 1.3 -2.2 6.2 20.0 9.9 20.0 EUROSTX -5.7 6.0 4.8 4.1 -12.0 6.2 -5.4 5.6 -0.4 -6.2 19.7 1.6 18.4 12.0 17.0 -3.7 -1.6 -3.2 -2.4 13.0 14.3 -1.0 14.2 7.3 -6.1 5.5 -7.2 4.9 -0.5 3.7 3.1 6.2 14.3 9.9 14.3 -0.6 16.9 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -11.1 -2.4 -1.5 -3.1 -1.4 -2.9 -1.4 -1.0 3.6 -6.3 6.2 -6.2 -3.3 13.6 8.0 14.3 12.6 -5.0 3.5 -8.4 8.2 -10.6 -20.0 -1.0 -0.5 1.3 -1.8 2.7 -2.3 20.0 -5.0 -20.0 -3.8 17.9 20.0 20.0 20.0 20.0 GASOIL 18.1 3.6 8.0 2.9 2.2 1.9 4.2 1.1 4.6 5.2 11.1 14.0 6.7 14.8 12.9 20.0 15.3 20.0 18.8 13.9 10.3 14.0 6.0 16.7 -1.3 5.4 3.6 4.1 5.2 2.5 6.3 11.5 9.2 17.9 11.9 11.7 9.2 12.9 1.8 8.6 GASOLINE 13.0 -0.7 2.1 3.3 2.5 2.1 4.8 1.2 5.2 0.4 5.7 13.1 1.4 11.7 5.1 7.1 19.0 15.8 20.0 5.6 2.5 9.8 0.8 10.0 -20.0 2.1 3.3 -0.5 6.3 -0.8 6.0 17.4 2.8 0.2 -2.5 -4.2 20.0 20.0 20.0 20.0 GAS_US_mini 18.0 18.6 -1.1 4.1 3.1 2.7 5.9 1.6 6.5 0.5 -15.1 19.3 -17.1 20.0 7.8 -20.0 -20.0 -20.0 -20.0 10.8 -4.7 19.4 -11.2 20.0 20.0 5.2 -0.6 -0.3 7.9 -2.4 9.5 -20.0 12.3 6.4 18.8 -6.6 -4.2 -20.0 -20.0 -20.0 GBP -12.0 -17.5 -12.0 -5.4 -3.3 -1.2 -3.5 2.1 -5.9 12.7 2.0 -7.5 13.4 -14.8 -15.9 0.4 -0.0 0.3 0.1 -18.5 -6.8 -7.4 7.1 -17.8 1.7 -6.6 -0.6 -2.0 -3.2 2.7 -7.0 6.0 5.0 -20.0 -10.3 -3.6 10.4 -4.3 10.6 -3.7 GOLD_micro -17.6 -19.6 -4.3 2.1 -1.5 2.7 -0.2 2.4 0.8 -1.4 5.6 -2.2 6.7 0.9 4.0 -7.3 -10.9 -9.3 -10.0 7.9 10.1 0.6 10.0 3.7 -17.4 2.4 -0.7 2.8 0.2 2.6 1.2 -7.5 4.4 -4.5 16.1 17.5 -3.1 2.3 -14.9 -10.0 HEATOIL 18.6 2.9 4.3 3.1 2.3 2.0 4.4 1.2 4.9 5.4 13.6 14.0 9.1 15.1 13.0 16.3 9.7 12.5 10.7 13.6 9.5 16.3 6.2 18.0 -20.0 4.6 4.6 2.7 6.5 2.2 7.0 0.6 16.1 20.0 12.0 0.3 18.8 7.7 -1.9 -8.6 JGB-SGX-mini -0.4 0.5 -12.8 0.5 -6.0 0.9 -4.5 -0.5 -1.9 -7.6 -12.9 -8.3 -12.1 -9.9 -11.9 12.7 12.7 10.6 11.3 -7.8 -11.2 -5.0 -13.9 -5.4 -6.2 -4.0 -3.4 -5.4 -3.4 -6.9 -3.3 14.9 -1.9 2.0 -8.4 -12.2 -11.8 -20.0 -6.0 -20.0 JPY -8.1 -17.7 -15.5 -3.4 -2.1 -0.8 -2.2 1.3 -3.6 -12.8 -14.3 -14.5 -11.1 -15.2 -15.2 -9.9 -10.9 -10.0 -10.0 -18.6 -16.0 -12.3 -11.5 -16.3 20.0 -5.3 -3.5 -4.1 -3.9 -2.7 -5.0 -11.8 -5.4 -12.4 -11.3 -11.3 -3.3 -11.4 -3.9 -12.7 LEANHOG -14.7 -20.0 -8.8 -6.3 -4.0 -8.4 -3.7 -7.8 -3.8 -15.5 8.2 -16.3 12.2 -19.3 -16.4 -2.4 20.0 20.0 20.0 -18.1 -3.9 -19.7 7.4 -20.0 -1.8 -5.9 -4.8 -2.1 -5.8 1.2 -7.1 20.0 -7.9 -20.0 -20.0 12.7 8.4 15.0 20.0 20.0 LIVECOW -20.0 -20.0 -14.7 -2.4 -1.5 -3.2 -1.4 -3.0 -1.4 -1.2 4.1 -5.5 6.3 -5.5 -3.2 0.3 9.8 -0.8 4.9 -4.5 2.0 -6.8 6.5 -8.3 -20.0 -1.3 -0.8 0.9 -2.0 2.5 -2.5 20.0 -5.1 -20.0 -5.2 13.1 20.0 15.0 20.0 20.0 LUMBER-new -20.0 -7.4 -20.0 -4.3 -2.7 -5.8 -2.5 -5.3 -2.6 -12.7 -12.5 -14.2 -10.0 -13.9 -13.7 -20.0 -20.0 -20.0 -20.0 -20.0 -16.1 -20.0 -11.6 -20.0 NaN -4.5 -6.6 -3.2 -5.9 -1.8 -5.5 -20.0 -18.7 -20.0 -5.3 -11.7 7.6 20.0 10.4 20.0 MXP -3.3 -10.7 3.5 -5.5 -3.4 -1.2 -3.5 2.1 -6.0 13.0 20.0 17.7 20.0 16.4 20.0 12.1 12.7 12.6 12.4 11.9 20.0 10.5 20.0 9.6 -20.0 7.2 0.3 12.9 6.0 14.6 5.3 20.0 19.2 20.0 20.0 20.0 5.4 8.6 6.8 12.0 NASDAQ_micro -8.8 -20.0 2.8 2.8 -8.1 4.2 -3.7 3.8 -0.3 -11.8 13.3 -8.4 13.0 0.8 8.6 -8.2 -8.9 -9.1 -8.9 9.3 14.9 -11.5 15.6 -0.5 -20.0 3.2 -6.8 5.3 -4.2 5.4 -0.5 -5.6 -19.3 4.5 2.1 9.3 -10.3 -20.0 -11.7 -20.0 NIKKEI 0.1 -1.0 19.5 2.2 -6.5 3.3 -2.9 3.0 -0.2 -9.3 10.8 -0.7 10.1 6.3 9.2 0.2 7.1 2.5 5.1 17.5 18.9 -2.4 14.6 8.8 -10.2 3.8 -1.6 4.2 -0.4 3.0 1.7 20.0 -9.9 13.7 20.0 20.0 -2.3 7.6 4.4 12.9 NZD -3.3 -14.7 -15.5 -4.5 -2.8 -1.0 -2.9 1.7 -4.9 -2.3 -8.7 -13.0 -9.8 -17.4 -19.3 -4.9 -3.2 -4.4 -3.9 -20.0 -16.5 -10.2 -10.3 -17.6 15.5 -6.8 -1.6 -4.9 -3.9 -3.1 -6.4 0.0 -14.9 -5.8 -11.7 -17.6 7.7 20.0 10.0 20.0 OAT -3.5 11.8 1.6 0.7 -9.1 1.3 -6.8 -0.7 -2.9 -12.1 7.2 -11.1 -3.9 6.6 9.4 18.1 11.7 17.4 15.5 5.7 2.4 -1.9 -2.7 3.3 1.5 3.3 -4.4 1.8 -1.1 -0.2 1.8 17.5 6.2 4.6 11.0 -1.4 3.9 20.0 6.5 20.0 OATIES 9.6 5.1 -15.6 -5.2 -3.2 -6.9 -3.0 -6.4 -3.1 9.8 -14.7 6.9 -11.8 -0.3 -12.8 -20.0 -10.8 -20.0 -18.2 -9.4 -13.4 5.0 -11.5 -1.1 -8.8 -4.9 2.8 -6.5 2.1 -5.6 -1.0 -12.8 20.0 3.6 -5.3 -8.7 -18.1 -14.9 -12.4 -14.6 OJ -11.7 -20.0 -17.3 -2.1 -1.3 -2.8 -1.2 -2.6 -1.2 -6.1 -6.0 -6.4 -5.8 -6.8 -6.7 -4.3 3.9 -2.3 0.2 -11.6 -10.1 -10.6 -8.4 -11.3 -20.0 -2.3 -2.5 -2.0 -2.3 -1.6 -2.4 14.4 -5.6 -8.5 -13.7 -5.6 -9.3 -15.8 -2.3 -14.2 PALLAD -10.3 4.0 7.1 2.4 -1.8 3.1 -0.2 2.8 1.0 -6.0 4.7 -5.9 4.2 0.1 2.2 -2.8 -2.9 -2.9 -2.9 5.5 7.2 -2.7 5.6 1.1 12.4 2.4 -1.5 3.0 -0.5 2.7 0.9 5.3 -3.6 -3.3 5.6 -1.7 -6.6 -16.8 -20.0 -18.9 PLAT -11.3 -9.2 2.8 2.7 -2.0 3.5 -0.3 3.1 1.1 -6.7 7.3 -6.0 7.1 -1.2 3.0 -3.4 -3.5 -3.4 -3.2 4.9 9.9 -3.5 10.9 -0.5 0.6 2.1 -2.6 4.4 -1.1 5.1 0.0 4.6 -1.9 -4.5 -1.0 -6.6 20.0 9.2 -12.4 -8.9 REDWHEAT 20.0 14.0 3.1 -6.6 -4.1 -8.7 -3.8 -8.1 -3.9 0.4 -16.5 10.2 -20.0 10.4 -3.1 -14.5 -16.6 -17.4 -17.7 0.6 -10.5 6.2 -18.7 7.8 7.0 2.2 2.7 -2.4 3.7 -6.2 5.2 -18.9 12.9 20.0 17.1 15.7 -20.0 -20.0 -20.0 -20.0 RICE 11.4 -10.0 -20.0 -3.2 -2.0 -4.3 -1.9 -4.0 -1.9 1.8 -11.1 -2.8 -11.0 -8.6 -10.6 -20.0 -12.1 -20.0 -18.1 -17.9 -20.0 -2.9 -20.0 -10.0 -0.8 -3.9 -0.1 -4.5 -0.7 -4.6 -2.3 -15.8 3.8 -8.5 -16.8 -12.9 -7.5 -10.9 1.3 -9.7 ROBUSTA -8.1 6.8 20.0 -2.9 -1.8 -3.9 -1.7 -3.6 -1.7 -1.7 1.6 -3.1 0.0 1.9 6.1 2.1 12.5 7.4 10.2 3.1 2.6 -5.2 1.3 -1.0 -20.0 1.3 -1.6 1.1 -2.4 0.7 -0.6 20.0 -5.5 -0.6 6.3 20.0 -2.6 20.0 6.5 20.0 RUSSELL -15.8 -14.6 12.5 2.7 -7.8 4.0 -3.5 3.6 -0.3 -10.9 11.6 -10.2 9.3 -5.2 7.1 -4.8 -5.4 -5.1 -5.1 2.0 8.0 -14.8 7.6 -7.1 6.0 0.7 -10.0 3.8 -7.1 3.5 -3.7 0.6 -11.7 -12.1 -11.8 3.3 -15.1 -20.0 -19.3 -20.0 SHATZ -10.1 4.6 -9.2 0.7 -8.4 1.2 -6.3 -0.7 -2.7 -16.8 -11.6 -18.4 -2.5 -11.1 -12.1 -3.2 -16.5 -11.5 -13.8 -7.7 -8.0 -13.1 -6.0 -9.6 8.1 -3.7 -8.3 -3.4 -7.9 -2.4 -5.5 -20.0 -5.7 -13.1 -2.0 -16.2 13.4 20.0 17.7 20.0 SILVER-mini -7.6 -11.1 5.5 2.8 -2.1 3.7 -0.3 3.3 1.1 -0.9 8.6 1.3 9.0 4.5 6.7 -5.1 -6.5 -6.0 -6.3 11.3 12.9 5.3 11.1 8.1 -6.2 3.5 -0.5 4.1 1.3 3.5 2.3 -0.7 13.5 5.6 14.1 15.2 11.0 20.0 -1.4 1.3 SMI -10.1 9.4 7.8 3.2 -9.5 4.9 -4.3 4.4 -0.4 1.2 10.7 5.2 7.8 9.1 10.2 6.2 3.7 5.0 4.0 8.3 7.2 9.1 5.9 8.7 9.4 3.4 0.6 2.5 4.3 1.6 3.7 15.9 20.0 4.7 8.5 1.5 19.8 20.0 20.0 20.0 SOFR -11.9 -9.7 3.0 0.7 -9.4 1.4 -7.1 -0.8 -3.0 1.6 12.3 -10.6 14.2 -11.0 0.6 6.8 5.5 7.0 6.7 -1.3 7.9 -6.2 12.5 -6.7 -20.0 -0.9 -2.7 4.1 -3.9 6.2 -4.2 4.8 8.7 -5.7 -12.7 8.5 -3.7 -16.1 -5.8 -20.0 SOYBEAN 17.5 10.4 9.5 -6.7 -4.2 -8.9 -3.9 -8.2 -4.0 17.0 13.5 19.8 -1.3 19.5 18.3 1.2 -5.9 -3.4 -5.9 16.3 8.5 20.0 -1.2 20.0 -6.3 7.2 7.6 5.0 8.1 1.2 8.5 -0.1 20.0 20.0 20.0 20.0 -14.5 -5.3 -14.4 -2.1 SOYMEAL 20.0 20.0 18.0 -4.7 -2.9 -6.2 -2.7 -5.7 -2.8 10.6 1.6 13.3 -10.4 13.4 10.2 -10.5 -15.6 -15.6 -16.9 16.1 4.5 20.0 -5.3 20.0 -13.0 4.4 3.2 1.8 4.6 -0.6 5.7 -17.7 20.0 20.0 20.0 20.0 -19.1 -20.0 -9.6 -20.0 SOYOIL 2.0 -5.0 -11.3 -6.5 -4.1 -8.6 -3.8 -8.0 -3.8 13.9 1.8 10.6 8.6 2.8 -14.6 -8.8 -4.6 -7.6 -6.1 -5.1 -1.6 7.8 6.0 0.6 -18.0 -2.7 9.4 -1.0 5.3 2.0 0.6 1.8 20.0 0.1 6.8 6.5 -20.0 -15.9 -20.0 -17.0 SP400 -7.5 -12.9 3.8 2.9 -8.6 4.4 -3.9 4.0 -0.3 -11.9 11.8 -9.7 6.2 -2.2 0.4 -5.7 -6.0 -5.9 -5.8 -1.5 3.0 -12.1 4.1 -6.4 0.2 -2.0 -13.2 0.5 -7.5 0.9 -4.6 -0.6 -2.9 -5.1 -20.0 -11.3 -15.9 -20.0 -20.0 -20.0 SP500_micro -5.6 -20.0 2.9 3.2 -9.4 4.8 -4.3 4.4 -0.3 -12.8 15.8 -7.3 15.4 4.3 11.1 -8.8 -9.6 -9.6 -9.4 9.5 15.9 -10.6 17.2 0.1 -16.2 2.7 -10.1 5.8 -5.4 6.3 -1.5 -6.7 -10.8 4.7 -8.3 5.5 -11.4 -20.0 -13.8 -20.0 SUGAR11 -7.1 -11.4 -9.5 -3.9 -2.4 -5.2 -2.3 -4.8 -2.3 7.1 -12.7 -3.6 -12.3 -10.1 -11.7 16.9 8.5 9.5 5.6 -15.4 -15.2 0.9 -13.4 -10.2 -16.5 -4.1 2.9 -3.9 0.4 -3.2 -2.7 20.0 14.2 -14.8 -13.3 -2.4 -17.8 -20.0 -10.2 -19.2 US10 -13.4 -4.4 8.8 0.6 -7.2 1.0 -5.4 -0.6 -2.3 -1.1 11.3 -8.2 4.3 -6.2 7.3 1.7 0.0 1.9 1.4 1.9 6.7 -5.0 6.1 -3.3 -6.2 1.2 -3.2 4.6 -3.5 4.7 -2.5 -4.4 4.9 -3.0 -4.3 11.8 -16.4 -20.0 -10.2 -20.0 US10U -13.8 -1.6 11.8 0.8 -10.6 1.5 -8.0 -0.9 -3.4 -3.7 16.6 -12.8 2.5 -6.4 12.2 2.8 -0.9 1.5 0.3 5.2 11.2 -8.0 7.8 -4.1 -12.5 3.4 -5.0 7.5 -4.9 6.4 -2.5 -6.5 5.5 -2.0 -1.9 20.0 -4.3 -14.8 -8.1 -20.0 US2 -15.0 -4.7 4.5 0.6 -7.3 1.0 -5.4 -0.6 -2.3 -8.6 1.9 -12.3 -2.5 -11.0 2.5 -12.9 -15.2 -12.5 -13.0 -2.9 1.7 -8.5 1.9 -7.5 17.0 -1.6 -4.8 1.6 -5.3 2.7 -4.7 -20.0 3.2 -9.7 -9.3 5.4 -15.1 -9.6 -19.0 -20.0 US20 -15.8 1.1 13.7 0.6 -7.1 1.0 -5.4 -0.6 -2.3 -7.9 8.6 -11.2 -3.8 -6.5 8.0 3.6 3.0 4.0 3.8 3.7 6.8 -7.3 2.8 -3.6 -8.6 2.2 -4.1 4.4 -4.2 2.9 -2.1 0.1 -0.2 -3.0 0.8 14.8 9.3 13.3 -1.5 -16.9 US30 -14.6 2.8 13.6 0.6 -8.0 1.1 -6.0 -0.6 -2.6 -11.7 5.3 -13.8 -7.9 -8.5 7.6 1.8 -2.3 -0.5 -1.5 3.1 5.2 -9.3 -0.4 -4.5 -5.1 2.1 -5.8 4.0 -5.5 1.7 -2.7 -9.1 -2.3 -2.7 1.2 13.1 7.8 8.6 0.1 -16.3 US5 -12.3 -5.6 5.9 0.6 -7.6 1.1 -5.7 -0.6 -2.4 -3.1 10.0 -9.3 4.6 -8.4 4.6 -1.8 -3.3 -1.8 -2.2 -0.0 5.2 -5.9 5.9 -4.7 -1.5 0.1 -3.7 3.6 -3.9 4.6 -3.1 -10.3 5.4 -4.3 -6.7 8.6 -18.2 -15.3 -14.7 -20.0 VIX 4.1 8.8 -9.0 -0.5 12.7 -3.4 7.2 -1.3 3.9 17.3 -20.0 10.9 -11.4 -3.7 -13.9 -20.0 -20.0 -20.0 -20.0 -2.2 -6.4 9.5 -4.9 4.0 NaN -0.3 14.5 -3.7 8.3 -1.7 4.6 NaN NaN NaN NaN NaN -10.5 -20.0 NaN NaN WHEAT 20.0 11.8 2.6 -6.9 -4.3 -9.1 -4.0 -8.5 -4.1 6.8 -16.7 13.5 -20.0 12.8 -4.7 -16.4 -18.3 -17.9 -18.1 1.2 -9.1 7.4 -16.9 8.3 11.9 2.7 3.2 -1.5 4.7 -5.0 5.9 -20.0 14.6 20.0 19.0 15.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3