******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251118_204407 produced at 2025-11-18 21:39:53.310203 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.05 0.00 -1.12 0.0 0.00 0.00 0.00 0.00 -24.87 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.03 0.0 0.00 0.00 0.00 0.00 -8.23 11.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.52 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -2.18 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.14 0.0 999.00 -999.00 -0.24 -0.24 -12.34 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 -23.50 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.08 0.0 0.71 -0.71 -0.04 -0.12 -1.91 17.0 -1 -3 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.08 0.0 1.07 -1.07 -0.15 -0.15 -2.10 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.07 0.0 1.05 -1.05 -0.08 -0.08 -0.81 13.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -4.22 11.0 -4 -4 caleb_strategy_v3 US5 False False 0.06 -0.11 -0.06 0.0 1.41 -1.41 -0.11 -0.11 -1.06 25.0 -2 -2 caleb_strategy_v3 SP400 False False 0.16 -0.16 -0.05 0.0 0.33 -0.33 -0.16 0.00 -0.29 2.0 -1 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.08 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.35 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.04 0.0 0.83 -0.83 -0.02 0.00 -2.41 48.0 -1 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.10 -0.04 0.0 0.59 -0.59 -0.10 -0.13 -1.40 23.0 -4 -5 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.03 0.0 0.15 -0.15 -0.03 0.00 -0.92 5.0 -1 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.03 0.0 0.79 -0.79 0.00 0.00 -2.44 66.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.24 18.0 -6 -6 caleb_strategy_v3 US10 False True 0.06 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.58 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.03 0.0 1.19 -1.19 -0.04 -0.02 -1.19 56.0 -2 -1 caleb_strategy_v3 GBP False False 0.04 -0.04 -0.03 0.0 0.93 -0.93 -0.04 0.00 -0.64 22.0 -1 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.17 3.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.15 -0.02 0.0 0.62 -0.62 -0.15 -0.15 -0.64 21.0 -5 -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 DAX False False 0.01 -0.06 -0.02 0.0 0.81 -0.81 -0.06 -0.07 -1.51 58.0 -4 -5 caleb_strategy_v3 RUSSELL False False 0.01 -0.09 -0.02 0.0 0.42 -0.42 -0.09 -0.12 -3.73 68.0 -14 -19 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.73 -0.73 -0.03 -0.03 -0.58 26.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 -0.06 -0.02 0.0 0.77 -0.77 -0.06 -0.18 -0.38 13.0 -1 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.28 3.0 -2 -2 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 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.05 -0.53 10.0 -3 -3 caleb_strategy_v3 US30 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.13 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 -0.01 0.0 0.78 -0.78 0.00 -0.05 -0.19 17.0 0 -1 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.47 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 -0.01 0.0 0.77 -0.77 0.00 0.00 -0.07 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 -0.01 0.0 0.00 -0.01 -0.01 -0.01 -1.48 26.0 -2 -2 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.17 4.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.16 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 -0.00 0.0 0.21 -0.21 0.00 0.00 -0.01 13.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.00 0.0 1.05 -1.05 0.00 0.07 0.04 14.0 0 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.54 -0.54 0.02 0.02 0.15 23.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.66 -0.66 0.00 0.00 0.01 8.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.09 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.45 -0.45 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.51 12.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.06 0.33 7.0 1 2 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.25 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.03 0.0 999.00 -999.00 0.04 0.04 0.74 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.06 0.06 0.03 0.0 0.17 -0.17 0.06 0.06 0.57 3.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.13 0.03 0.0 999.00 -999.00 0.13 0.06 0.42 999999999.0 2 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.03 0.0 0.25 -0.25 0.00 0.00 5.22 51.0 1 1 caleb_strategy_v3 DX False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.25 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.08 0.06 0.0 0.15 -0.15 0.08 0.04 1.61 4.0 2 1 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.06 0.0 0.67 -0.67 0.17 0.17 1.72 20.0 5 5 caleb_strategy_v3 BOBL False False 0.07 0.07 0.07 0.0 1.34 -1.34 0.07 0.07 0.92 19.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.46 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.08 0.0 0.64 -0.64 0.00 0.00 2.49 19.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.72 -0.72 0.00 0.00 1.35 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 1.44 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.16 0.12 0.0 0.59 -0.59 0.16 0.15 7.42 36.0 10 9 caleb_strategy_v3 OAT False False 0.07 0.37 0.17 0.0 0.73 -0.73 0.37 0.37 2.30 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.41 0.53 0.0 0.84 -0.84 0.41 0.41 37.95 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.03 0.0 1.46 -1.46 0.00 0.00 7.03 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 12.1 Shocked risk 34.9 Sum abs risk 46.0 Leverage 6.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1935752.8900000001, 'annual_cash_vol_target': 483938.2225, 'daily_cash_vol_target': 30246.13890625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6519 0.5220 8.3521 BITCOIN 2401.0720 93545.0000 2.5668 41.0681 BOBL 0.1624 117.8900 0.1378 2.2044 BTP 0.3825 120.7700 0.3167 5.0672 BUND 0.3297 128.6600 0.2563 4.1002 BUXL 0.8240 113.8200 0.7239 11.5826 CAC 65.1776 7995.0000 0.8152 13.0437 CAD 0.0024 0.7163 0.3367 5.3874 CANOLA 6.0655 668.3000 0.9076 14.5215 CHF 0.0052 1.2556 0.4140 6.6238 COCOA 133.2514 5416.0000 2.4603 39.3653 COFFEE 7.3062 384.5000 1.9002 30.4031 COPPER 0.0678 4.9790 1.3610 21.7764 CORN 4.0723 468.2500 0.8697 13.9149 COTTON2 0.6977 64.4400 1.0826 17.3223 CRUDE_W 0.8480 59.8200 1.4177 22.6825 DAX 197.6860 23277.0000 0.8493 13.5884 DOW 337.4961 46372.0000 0.7278 11.6448 DX 0.3393 99.4500 0.3412 5.4595 EUR 0.0042 1.1603 0.3631 5.8099 EURIBOR-ICE 0.0300 97.7550 0.0307 0.4905 EUROSTX 48.2605 5555.0000 0.8688 13.9004 FEEDCOW 4.3981 317.8500 1.3837 22.1393 GASOIL 12.9381 731.7500 1.7681 28.2897 GASOLINE 0.0306 1.9091 1.6019 25.6301 GAS_US_mini 0.1055 4.6100 2.2895 36.6322 GBP 0.0057 1.3155 0.4308 6.8930 GOLD_micro 49.1697 4117.1000 1.1943 19.1085 HEATOIL 0.0437 2.5578 1.7088 27.3407 JGB-SGX-mini 0.1896 135.5900 0.1398 2.2373 JPY 0.0000 0.0064 0.5649 9.0389 LEANHOG 1.1732 77.7750 1.5084 24.1350 LIVECOW 2.8437 220.8250 1.2878 20.6045 LUMBER-new 8.2140 549.5000 1.4948 23.9170 MXP 0.0003 0.0544 0.5505 8.8078 NASDAQ_micro 228.2143 24774.7500 0.9212 14.7385 NIKKEI 596.2436 49000.0000 1.2168 19.4692 NZD 0.0031 0.5673 0.5387 8.6192 OAT 0.3526 122.3100 0.2883 4.6123 OATIES 4.9854 317.2500 1.5714 25.1429 OJ 5.8291 157.4000 3.7034 59.2543 PALLAD 38.0944 1424.5000 2.6742 42.7876 PLAT 29.1930 1557.8000 1.8740 29.9838 REDWHEAT 8.6006 543.0000 1.5839 25.3425 RICE 0.1359 10.3550 1.3127 21.0035 ROBUSTA 95.8795 4557.0000 2.1040 33.6641 RUSSELL 28.8309 2365.8000 1.2187 19.4985 SHATZ 0.0468 106.9850 0.0438 0.7006 SILVER-mini 0.9411 51.5750 1.8247 29.1947 SMI 91.0319 12568.0000 0.7243 11.5890 SOFR 0.0480 96.7350 0.0496 0.7938 SOYBEAN 9.0985 1125.7500 0.8082 12.9315 SOYMEAL 4.7113 330.8000 1.4242 22.7875 SOYOIL 0.6355 52.9800 1.1995 19.1927 SP400 30.4305 3174.1000 0.9587 15.3394 SP500_micro 48.4251 6675.7500 0.7254 11.6062 SUGAR11 0.2427 14.2500 1.7032 27.2509 US10 0.3204 112.7500 0.2842 4.5467 US10U 0.4066 115.3906 0.3524 5.6379 US2 0.0787 104.1445 0.0755 1.2087 US20 0.6260 116.6875 0.5365 8.5834 US30 0.9331 119.8438 0.7786 12.4576 US5 0.2066 109.2891 0.1890 3.0244 VIX 0.4942 22.4500 2.2011 35.2183 WHEAT 7.8633 605.5000 1.2986 20.7784 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.90 0.52 340.29 1.00 340.29 30246.14 88.88 10.79 95.91 BITCOIN 93.54 2.57 240.11 1.00 240.11 30246.14 125.97 -17.20 -216.71 BOBL 1178.90 0.14 162.42 1.16 188.54 30246.14 160.42 5.67 90.93 BTP 1207.70 0.32 382.48 1.16 443.99 30246.14 68.12 5.79 39.46 BUND 1286.60 0.26 329.71 1.16 382.73 30246.14 79.03 -0.88 -6.94 BUXL 1138.20 0.72 823.96 1.16 956.46 30246.14 31.62 -5.43 -17.18 CAC 799.50 0.82 651.78 1.16 756.59 30246.14 39.98 10.68 42.70 CAD 716.25 0.34 241.17 1.00 241.17 30246.14 125.41 -6.43 -80.66 CANOLA 133.66 0.91 121.31 0.71 86.49 30246.14 349.70 6.13 214.39 CHF 1569.56 0.41 649.78 1.00 649.78 30246.14 46.55 -6.72 -31.28 COCOA 541.60 2.46 1332.51 1.00 1332.51 30246.14 22.70 -10.50 -23.83 COFFEE 1441.88 1.90 2739.84 1.00 2739.84 30246.14 11.04 10.74 11.86 COPPER 1244.75 1.36 1694.13 1.00 1694.13 30246.14 17.85 2.15 3.85 CORN 234.12 0.87 203.61 1.00 203.61 30246.14 148.55 1.41 20.94 COTTON2 322.20 1.08 348.83 1.00 348.83 30246.14 86.71 -20.00 -173.42 CRUDE_W 598.20 1.42 848.04 1.00 848.04 30246.14 35.67 -2.39 -8.51 DAX 232.77 0.85 197.69 1.16 229.48 30246.14 131.80 -3.35 -44.13 DOW 231.86 0.73 168.75 1.00 168.75 30246.14 179.24 -5.85 -104.86 DX 994.50 0.34 339.34 1.00 339.34 30246.14 89.13 5.39 48.03 EUR 1450.38 0.36 526.66 1.00 526.66 30246.14 57.43 0.30 1.73 EURIBOR-ICE 2443.88 0.03 74.91 1.16 86.96 30246.14 347.81 5.91 205.69 EUROSTX 555.50 0.87 482.61 1.16 560.22 30246.14 53.99 9.31 50.28 FEEDCOW 1589.25 1.38 2199.05 1.00 2199.05 30246.14 13.75 0.14 0.19 GASOIL 731.75 1.77 1293.81 1.00 1293.81 30246.14 23.38 15.82 36.98 GASOLINE 801.82 1.60 1284.42 1.00 1284.42 30246.14 23.55 7.21 16.97 GAS_US_mini 115.25 2.29 263.87 1.00 263.87 30246.14 114.63 -1.19 -13.63 GBP 822.19 0.43 354.21 1.00 354.21 30246.14 85.39 -2.87 -24.50 GOLD_micro 411.71 1.19 491.70 1.00 491.70 30246.14 61.51 -5.67 -34.87 HEATOIL 1074.28 1.71 1835.72 1.00 1835.72 30246.14 16.48 7.95 13.10 JGB-SGX-mini 135590.00 0.14 18959.34 0.01 122.58 30246.14 246.75 -9.30 -229.39 JPY 805.88 0.56 455.26 1.00 455.26 30246.14 66.44 -11.08 -73.59 LEANHOG 311.10 1.51 469.28 1.00 469.28 30246.14 64.45 -0.01 -0.10 LIVECOW 883.30 1.29 1137.50 1.00 1137.50 30246.14 26.59 -2.19 -5.82 LUMBER-new 151.11 1.49 225.89 1.00 225.89 30246.14 133.90 -12.77 -170.99 MXP 271.90 0.55 149.68 1.00 149.68 30246.14 202.08 12.78 258.17 NASDAQ_micro 495.50 0.92 456.43 1.00 456.43 30246.14 66.27 -9.09 -60.23 NIKKEI 49000.00 1.22 59624.36 0.01 385.50 30246.14 78.46 8.72 68.41 NZD 567.30 0.54 305.60 1.00 305.60 30246.14 98.97 -2.48 -24.52 OAT 1223.10 0.29 352.58 1.16 409.28 30246.14 73.90 9.10 67.24 OATIES 158.62 1.57 249.27 1.00 249.27 30246.14 121.34 -14.71 -178.54 OJ 236.10 3.70 874.37 1.00 874.37 30246.14 34.59 -15.13 -52.34 PALLAD 1424.50 2.67 3809.44 1.00 3809.44 30246.14 7.94 1.19 0.95 PLAT 778.90 1.87 1459.65 1.00 1459.65 30246.14 20.72 1.28 2.65 REDWHEAT 271.50 1.58 430.03 1.00 430.03 30246.14 70.33 -6.01 -42.26 RICE 207.10 1.31 271.86 1.00 271.86 30246.14 111.25 -15.04 -167.31 ROBUSTA 455.70 2.10 958.80 1.00 958.80 30246.14 31.55 3.69 11.63 RUSSELL 118.29 1.22 144.15 1.00 144.15 30246.14 209.82 -5.35 -112.32 SHATZ 1069.85 0.04 46.84 1.16 54.38 30246.14 556.24 -3.87 -215.17 SILVER-mini 1289.38 1.82 2352.68 1.00 2352.68 30246.14 12.86 5.74 7.38 SMI 1256.80 0.72 910.32 1.26 1146.04 30246.14 26.39 15.92 42.02 SOFR 2418.38 0.05 119.99 1.00 119.99 30246.14 252.08 -5.36 -135.15 SOYBEAN 562.88 0.81 454.93 1.00 454.93 30246.14 66.49 5.40 35.89 SOYMEAL 330.80 1.42 471.13 1.00 471.13 30246.14 64.20 -2.65 -17.00 SOYOIL 317.88 1.20 381.31 1.00 381.31 30246.14 79.32 -7.22 -57.24 SP400 3174.10 0.96 3043.05 1.00 3043.05 30246.14 9.94 -8.78 -8.73 SP500_micro 333.79 0.73 242.13 1.00 242.13 30246.14 124.92 -8.28 -103.39 SUGAR11 159.60 1.70 271.83 1.00 271.83 30246.14 111.27 -11.96 -133.07 US10 1127.50 0.28 320.40 1.00 320.40 30246.14 94.40 -4.80 -45.36 US10U 1153.91 0.35 406.60 1.00 406.60 30246.14 74.39 -3.98 -29.60 US2 2082.89 0.08 157.35 1.00 157.35 30246.14 192.22 -6.23 -119.82 US20 1166.88 0.54 625.99 1.00 625.99 30246.14 48.32 -0.99 -4.77 US30 1198.44 0.78 933.10 1.00 933.10 30246.14 32.41 -3.23 -10.46 US5 1092.89 0.19 206.59 1.00 206.59 30246.14 146.41 -5.70 -83.43 VIX 224.50 2.20 494.16 1.00 494.16 30246.14 61.21 -8.16 -49.92 WHEAT 302.75 1.30 393.17 1.00 393.17 30246.14 76.93 -4.56 -35.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 95.907 0.010 2.5 2.492 BITCOIN -216.708 0.043 2.5 -23.500 BOBL 90.932 0.004 2.5 0.923 BTP 39.459 0.014 2.5 1.348 BUND -6.939 0.004 2.5 -0.070 BUXL -17.180 0.004 2.5 -0.174 CAC 42.703 0.014 2.5 1.459 CAD -80.659 0.010 2.5 -2.096 CANOLA 214.386 0.010 2.5 5.223 CHF -31.283 0.010 2.5 -0.813 COCOA -23.831 0.010 2.5 -0.581 COFFEE 11.860 0.005 2.5 0.158 COPPER 3.847 0.043 2.5 0.417 CORN 20.943 0.010 2.5 0.510 COTTON2 -173.416 0.010 2.5 -4.225 CRUDE_W -8.511 0.043 2.5 -0.923 DAX -44.132 0.014 2.5 -1.507 DOW -104.856 0.009 2.5 -2.440 DX 48.030 0.010 2.5 1.248 EUR 1.728 0.010 2.5 0.045 EURIBOR-ICE 205.694 0.014 2.5 7.026 EUROSTX 50.285 0.014 2.5 1.718 FEEDCOW 0.193 0.013 2.5 0.006 GASOIL 36.982 0.017 2.5 1.605 GASOLINE 16.969 0.017 2.5 0.737 GAS_US_mini -13.633 0.043 2.5 -1.478 GBP -24.498 0.010 2.5 -0.637 GOLD_micro -34.870 0.014 2.5 -1.191 HEATOIL 13.101 0.017 2.5 0.569 JGB-SGX-mini -229.385 0.043 2.5 -24.874 JPY -73.587 0.010 2.5 -1.912 LEANHOG -0.096 0.024 2.5 -0.006 LIVECOW -5.821 0.013 2.5 -0.193 LUMBER-new -170.994 0.010 2.5 -4.166 MXP 258.171 0.059 2.5 37.946 NASDAQ_micro -60.235 0.009 2.5 -1.402 NIKKEI 68.413 0.043 2.5 7.419 NZD -24.523 0.010 2.5 -0.637 OAT 67.243 0.014 2.5 2.297 OATIES -178.537 0.010 2.5 -4.350 OJ -52.341 0.010 2.5 -1.275 PALLAD 0.946 0.014 2.5 0.032 PLAT 2.655 0.014 2.5 0.091 REDWHEAT -42.255 0.005 2.5 -0.561 RICE -167.312 0.010 2.5 -4.076 ROBUSTA 11.632 0.005 2.5 0.155 RUSSELL -112.316 0.013 2.5 -3.727 SHATZ -215.170 0.004 2.5 -2.185 SILVER-mini 7.383 0.014 2.5 0.252 SMI 42.017 0.014 2.5 1.435 SOFR -135.150 0.024 2.5 -8.225 SOYBEAN 35.888 0.004 2.5 0.334 SOYMEAL -16.996 0.004 2.5 -0.158 SOYOIL -57.241 0.004 2.5 -0.534 SP400 -8.727 0.013 2.5 -0.290 SP500_micro -103.393 0.009 2.5 -2.406 SUGAR11 -133.065 0.010 2.5 -3.242 US10 -45.358 0.005 2.5 -0.576 US10U -29.598 0.005 2.5 -0.376 US2 -119.825 0.005 2.5 -1.521 US20 -4.768 0.005 2.5 -0.061 US30 -10.465 0.005 2.5 -0.133 US5 -83.427 0.005 2.5 -1.059 VIX -49.918 0.099 2.5 -12.339 WHEAT -35.073 0.005 2.5 -0.466 ===================== Position diags ===================== AUD 2.31 BITCOIN 13.66 BOBL 1.63 BTP 2.33 BUND 0.80 BUXL 0.32 CAC 1.37 CAD 3.26 CANOLA 8.52 CHF 1.21 COCOA 0.55 COFFEE 0.15 COPPER 1.94 CORN 3.62 COTTON2 2.11 CRUDE_W 3.87 DAX 4.50 DOW 4.17 DX 2.32 EUR 1.49 EURIBOR-ICE 11.88 EUROSTX 1.84 FEEDCOW 0.46 GASOIL 1.01 GASOLINE 1.02 GAS_US_mini 12.43 GBP 2.22 GOLD_micro 2.10 HEATOIL 0.72 JGB-SGX-mini 26.76 JPY 1.73 LEANHOG 3.92 LIVECOW 0.88 LUMBER-new 3.26 MXP 29.70 NASDAQ_micro 1.54 NIKKEI 8.51 NZD 2.57 OAT 2.52 OATIES 2.96 OJ 0.84 PALLAD 0.27 PLAT 0.71 REDWHEAT 0.93 RICE 2.71 ROBUSTA 0.42 RUSSELL 6.96 SHATZ 5.65 SILVER-mini 0.44 SMI 0.90 SOFR 15.34 SOYBEAN 0.62 SOYMEAL 0.60 SOYOIL 0.74 SP400 0.33 SP500_micro 2.91 SUGAR11 2.71 US10 1.20 US10U 0.94 US2 2.44 US20 0.61 US30 0.41 US5 1.86 VIX 15.13 WHEAT 1.02 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.5 2.3 2.7 0.0 0 BITCOIN -23.5 -24.9 -22.1 0.0 0 BOBL 0.9 0.8 1.1 1.0 1 BTP 1.3 1.1 1.6 0.0 0 BUND -0.1 -0.2 0.0 0.0 0 BUXL -0.2 -0.2 -0.1 -1.0 -1 CAC 1.5 1.3 1.6 0.0 0 CAD -2.1 -2.4 -1.8 -4.0 -4 CANOLA 5.2 4.4 6.1 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 0.0 0 COPPER 0.4 0.2 0.6 2.0 2 CORN 0.5 0.1 0.9 0.0 0 COTTON2 -4.2 -4.4 -4.0 -4.0 -4 CRUDE_W -0.9 -1.3 -0.5 -1.0 -1 DAX -1.5 -2.0 -1.1 -4.0 -4 DOW -2.4 -2.9 -2.0 0.0 0 DX 1.2 1.0 1.5 0.0 0 EUR 0.0 -0.1 0.2 0.0 0 EURIBOR-ICE 7.0 5.8 8.2 0.0 0 EUROSTX 1.7 1.5 1.9 5.0 5 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 1.6 1.5 1.7 2.0 2 GASOLINE 0.7 0.6 0.8 1.0 1 GAS_US_mini -1.5 -2.7 -0.2 -2.0 -2 GBP -0.6 -0.9 -0.4 -1.0 -1 GOLD_micro -1.2 -1.4 -1.0 -2.0 -2 HEATOIL 0.6 0.5 0.6 1.0 1 JGB-SGX-mini -24.9 -27.6 -22.2 0.0 0 JPY -1.9 -2.1 -1.7 -1.0 -1 LEANHOG -0.0 -0.4 0.4 0.0 0 LIVECOW -0.2 -0.3 -0.1 0.0 0 LUMBER-new -4.2 -4.5 -3.8 0.0 0 MXP 37.9 35.0 40.9 29.0 29 NASDAQ_micro -1.4 -1.6 -1.2 -4.0 -4 NIKKEI 7.4 6.6 8.3 10.0 10 NZD -0.6 -0.9 -0.4 -5.0 -5 OAT 2.3 2.0 2.5 5.0 5 OATIES -4.3 -4.6 -4.1 NaN 0 OJ -1.3 -1.4 -1.2 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -0.6 -0.7 -0.5 0.0 0 RICE -4.1 -4.3 -3.8 -3.0 -3 ROBUSTA 0.2 0.1 0.2 1.0 1 RUSSELL -3.7 -4.4 -3.0 -14.0 -14 SHATZ -2.2 -2.7 -1.6 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR -8.2 -9.8 -6.7 NaN 0 SOYBEAN 0.3 0.3 0.4 1.0 1 SOYMEAL -0.2 -0.2 -0.1 0.0 0 SOYOIL -0.5 -0.6 -0.5 -3.0 -3 SP400 -0.3 -0.3 -0.3 -1.0 -1 SP500_micro -2.4 -2.7 -2.1 -1.0 -1 SUGAR11 -3.2 -3.5 -3.0 -6.0 -6 US10 -0.6 -0.7 -0.5 0.0 0 US10U -0.4 -0.5 -0.3 -1.0 -1 US2 -1.5 -1.8 -1.3 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -1.1 -1.2 -0.9 -2.0 -2 VIX -12.3 -13.9 -10.8 -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 0.0 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 -0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 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 -0.1 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 -0.4 0.2 0.0 0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -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 -0.1 1.0 -0.1 -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 0.0 -0.1 -0.0 -0.0 -0.2 0.5 -0.2 0.7 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 0.4 0.0 -2.7 0.1 -0.1 0.2 -0.1 0.3 0.0 0.5 -0.1 0.2 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 0.0 -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 -0.1 -0.1 -0.2 -0.3 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 -0.1 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 -0.3 0.1 -0.3 -0.0 0.5 -0.1 0.2 CAC -0.4 0.2 0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 -0.0 0.6 0.1 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.2 0.0 0.5 0.0 -0.1 0.1 -0.0 0.0 0.0 0.4 0.3 -0.1 0.3 -0.2 0.6 0.7 0.7 0.7 CAD 0.2 -0.3 -0.4 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 0.2 -0.3 -0.0 -0.3 -0.1 -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 -0.0 -0.4 0.3 0.4 -0.1 -0.5 -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 0.2 -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 0.1 -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 0.0 0.3 -0.0 -0.1 -0.0 0.0 0.1 0.0 0.2 -0.0 -1.1 0.5 0.1 0.3 0.1 -0.5 -0.7 -0.6 -0.7 COCOA 0.0 -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 -0.2 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 0.2 0.1 0.6 0.6 0.4 0.5 0.7 0.7 COPPER -0.1 0.4 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -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 -0.1 0.1 -0.2 -0.6 0.7 0.4 0.7 0.5 CORN 0.3 0.3 0.2 -0.1 -0.0 -0.3 -0.0 -0.3 -0.0 0.0 -0.2 0.1 -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 0.0 -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 -0.4 -0.2 -0.4 0.3 -0.3 -0.5 -0.2 -0.4 CRUDE_W 0.1 -0.2 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 -0.2 -0.0 -0.4 -0.1 -0.2 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.2 -0.0 0.9 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.5 -0.4 -0.6 -0.6 -0.6 0.7 0.6 0.2 0.6 DAX -0.4 -0.2 -0.6 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.4 -0.1 0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.2 0.3 -0.1 -1.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.3 -0.1 -0.6 0.2 0.7 0.4 0.7 DOW -0.1 -0.3 0.3 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.4 -0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.1 0.3 0.0 -1.4 0.0 -0.1 0.1 -0.1 0.2 0.0 -0.2 -0.0 0.3 -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 0.1 0.0 -0.1 0.1 0.9 -0.4 0.6 0.6 0.6 0.3 0.6 0.3 0.6 EUR -0.2 -0.5 -0.1 -0.1 -0.0 -0.0 -0.0 0.1 -0.1 0.1 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 0.4 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 -0.1 -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 -0.4 0.0 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.3 0.1 0.1 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 -0.0 0.6 0.1 0.2 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.1 0.4 0.0 -0.8 0.1 -0.1 0.1 -0.0 0.1 0.0 0.3 0.1 0.2 0.4 -0.0 0.5 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 -0.0 -0.6 -0.2 0.5 0.7 0.7 0.7 0.7 GASOIL 0.5 0.1 0.2 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.3 0.2 0.2 0.2 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.2 0.1 0.2 -0.2 0.1 0.1 0.1 0.1 0.1 0.1 0.6 0.5 0.6 0.4 0.4 0.3 0.4 0.0 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 0.0 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 0.1 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 -0.0 0.1 -0.3 0.2 2.7 0.1 -0.0 -0.0 0.1 -0.1 0.1 -1.1 -0.0 -0.1 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 0.0 -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 0.3 -0.6 -0.3 -0.1 0.4 -0.1 0.4 -0.1 GOLD_micro -0.4 -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 0.5 0.1 0.1 0.0 0.0 0.1 0.1 0.0 0.1 0.1 0.4 0.2 0.3 0.2 0.1 0.4 0.2 0.3 0.2 0.1 0.1 0.2 0.2 0.2 -2.7 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.5 0.6 0.5 0.0 0.6 0.3 -0.1 -0.3 JGB-SGX-mini -0.1 0.0 -0.4 0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.1 -0.1 -0.4 -0.1 -0.8 -0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.8 -0.1 0.1 -0.3 -0.4 -0.4 -0.7 -0.2 -0.7 JPY -0.3 -0.6 -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 -0.4 -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 -0.2 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 -0.1 -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 -0.1 0.0 -0.1 0.2 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.0 -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 -0.6 -0.7 -0.3 -0.5 0.3 0.8 0.4 0.8 MXP -0.1 -0.4 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 -0.4 -0.6 0.1 0.0 -0.1 0.1 -0.1 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 -0.1 0.2 -0.0 -0.3 -0.3 0.2 0.0 0.3 -0.3 -0.7 -0.4 -0.7 NIKKEI -0.2 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 0.0 0.1 0.2 0.2 -0.1 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 0.2 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 -0.1 -0.2 -0.3 -0.6 0.2 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 0.4 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 0.2 0.2 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 -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 0.3 0.1 -0.1 -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 -0.2 -0.3 -0.5 -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 -0.0 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 -0.1 -0.2 -0.5 -0.7 -0.6 PLAT -0.3 -0.3 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 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 -0.1 -0.1 -0.1 -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 0.2 0.6 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.4 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 -0.1 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 -0.9 0.1 -0.2 -0.5 -0.4 -0.2 -0.4 0.1 -0.3 ROBUSTA -0.2 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 -0.6 -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 -0.2 -0.3 -0.4 0.1 -0.5 -0.7 -0.6 -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 -0.0 -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 -0.1 -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 -0.1 0.0 SMI -0.3 0.3 0.3 0.0 -0.1 0.1 -0.1 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 1.2 0.0 0.0 0.1 0.0 0.1 0.0 0.9 0.5 0.3 0.4 0.1 0.6 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 0.1 0.3 -0.1 0.5 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.3 -0.1 -2.7 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.3 0.3 -0.1 -0.4 0.3 -0.1 -0.5 -0.2 -0.7 SOYBEAN 0.5 0.4 0.3 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.1 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 -0.9 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 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.1 0.1 0.1 -0.3 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.1 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 -0.1 -0.4 -0.1 -0.0 -0.2 -0.0 -0.3 -0.0 0.2 0.1 0.2 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 0.1 0.2 0.1 -2.4 -0.0 0.2 -0.0 0.1 0.1 0.0 0.1 0.5 0.3 0.3 0.2 -0.7 -0.5 -0.7 -0.6 SP400 -0.3 -0.4 0.1 0.0 -0.1 0.1 -0.1 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 -0.0 -0.1 -0.6 -0.4 -0.5 -0.7 -0.6 -0.7 SP500_micro -0.3 -0.6 0.1 0.0 -0.1 0.1 -0.1 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 -0.1 0.2 -0.3 0.2 -0.4 -0.7 -0.4 -0.7 SUGAR11 -0.1 -0.4 -0.3 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.0 -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 0.4 -0.3 -0.4 -0.1 -0.6 -0.7 -0.3 -0.6 US10 -0.5 -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 -0.6 -0.7 -0.3 -0.7 US10U -0.5 -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 -0.0 0.2 -0.0 -0.3 0.2 -0.1 -0.1 0.6 -0.2 -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 -0.0 0.0 -0.1 -0.1 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.0 -0.1 2.3 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -1.1 0.1 -0.3 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.5 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 -1.2 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 -0.2 -0.3 -0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.1 -0.1 -0.0 -0.1 -0.7 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.5 -0.1 -0.1 0.0 0.4 0.2 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 -0.0 0.2 -0.0 -0.2 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.6 0.2 -0.1 -0.2 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.3 0.5 -0.5 0.0 0.2 -0.1 0.1 -0.1 0.1 0.3 -0.9 0.3 -0.7 -0.0 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 0.2 -0.2 0.1 NaN 0.0 0.2 -0.1 0.2 -0.1 0.1 NaN NaN NaN NaN NaN -0.5 -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 -0.4 0.2 -0.7 0.1 -0.0 -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 0.3 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.0 -8.9 1.4 -5.2 -1.9 -1.3 -3.1 1.9 -5.4 1.7 14.5 -7.2 3.5 -12.3 -6.7 -0.6 -1.2 -0.9 -1.1 -2.9 1.3 -2.9 2.0 -3.8 16.6 -2.1 -3.1 0.8 -2.6 0.1 -3.2 4.0 -2.9 15.6 10.3 8.6 15.1 20.0 20.0 20.0 BITCOIN -20.0 -20.0 -20.0 5.3 -2.1 7.2 -0.4 6.5 2.1 -15.8 3.6 -18.4 11.8 -18.8 -16.6 -4.9 -7.0 -6.0 -6.6 -20.0 -6.7 -20.0 6.5 -20.0 -20.0 -6.0 -8.9 -2.3 -9.6 1.6 -8.4 -1.4 -20.0 -20.0 -20.0 -20.0 11.2 -4.6 -20.0 -12.5 BOBL -11.2 5.7 0.3 0.3 -7.1 1.1 -7.0 -0.8 -3.5 -15.0 -1.1 -19.0 -1.0 -5.9 -3.2 20.0 9.8 20.0 20.0 -2.0 -0.7 -12.5 -2.1 -7.7 3.0 -1.0 -7.1 -0.2 -8.1 -0.7 -4.8 18.4 -4.7 -9.9 2.4 -5.0 8.0 20.0 14.6 20.0 BTP -5.6 7.4 3.9 0.3 -9.0 1.4 -8.8 -1.0 -4.4 -20.0 20.0 -18.8 20.0 12.0 17.4 5.8 8.5 7.5 8.5 10.3 13.2 -8.6 14.9 1.7 -20.0 5.7 -9.2 7.1 -6.0 7.7 0.5 9.0 -3.5 7.5 12.8 6.8 3.4 20.0 6.9 20.0 BUND -10.7 6.9 3.2 0.3 -8.1 1.3 -7.9 -0.9 -4.0 -20.0 2.6 -20.0 -8.3 -4.5 1.1 -6.6 2.5 -3.3 0.7 0.2 0.2 -14.5 -5.6 -7.3 -0.8 0.0 -10.3 0.7 -9.9 -1.3 -5.1 -2.3 -7.2 -7.9 4.1 -2.0 5.1 20.0 8.2 20.0 BUXL -10.0 9.8 0.6 0.3 -7.3 1.2 -7.2 -0.8 -3.6 -18.6 -10.1 -19.6 -17.6 -5.9 2.0 4.2 2.9 4.0 3.7 -3.0 -7.2 -15.7 -16.3 -8.5 -1.3 -1.7 -11.5 -2.8 -10.5 -5.8 -5.8 -0.0 -11.3 -7.9 2.9 -8.2 -0.0 15.9 -4.4 5.9 CAC -12.7 6.7 6.5 3.7 -12.5 6.3 -7.2 5.9 -1.6 -7.9 18.1 -1.9 15.3 7.5 13.5 -2.1 -1.4 -2.2 -1.7 10.0 11.5 -5.9 9.1 2.9 3.6 3.8 -10.0 3.5 -3.1 1.3 0.7 7.0 11.2 -2.4 10.2 -6.2 19.5 20.0 20.0 20.0 CAD 5.6 -9.3 -12.6 -5.7 -2.1 -1.4 -3.4 2.1 -6.0 17.0 -11.1 -0.1 -7.3 -13.7 -20.0 -9.0 -7.4 -8.6 -8.0 -16.1 -14.6 1.2 -9.9 -8.2 20.0 -7.2 5.3 -5.5 0.7 -3.0 -4.1 -7.2 13.5 13.2 -2.6 -16.8 -20.0 -20.0 -20.0 -20.0 CANOLA 17.4 4.5 -16.3 -5.6 -2.9 -7.4 -3.2 -6.9 -3.4 16.0 -5.1 16.6 -0.4 14.0 -9.5 -20.0 -11.5 -19.1 -14.8 -0.8 -7.2 15.6 -3.7 10.8 8.3 -0.9 7.8 -3.9 7.7 -2.6 4.8 -11.1 20.0 20.0 13.5 0.7 16.9 20.0 20.0 20.0 CHF -6.4 -11.9 -6.5 -4.1 -1.5 -1.0 -2.4 1.5 -4.3 6.3 9.7 5.1 12.5 -2.2 -7.0 -16.7 -15.8 -16.2 -15.6 -3.5 3.2 5.3 10.2 -1.3 -1.1 -1.1 1.3 2.4 3.2 5.6 -0.3 -20.0 20.0 2.8 8.1 3.2 -14.6 -20.0 -16.7 -20.0 COCOA 0.8 -18.6 -20.0 -2.5 -1.3 -3.4 -1.5 -3.1 -1.6 -7.5 -7.6 -7.6 -1.2 -7.4 -7.6 -5.2 9.3 -1.3 3.6 -11.8 -10.2 -15.4 -2.6 -12.3 -20.0 -2.4 -3.8 -1.8 -3.7 0.2 -2.7 20.0 -20.0 -3.1 -12.7 -0.9 -8.7 0.5 -1.9 4.1 COFFEE -7.1 4.1 16.0 -5.0 -2.6 -6.6 -2.9 -6.2 -3.1 -5.7 12.0 -1.9 12.3 7.2 13.0 20.0 12.1 18.1 14.9 11.9 14.4 -0.3 15.1 4.9 -20.0 4.8 0.2 6.9 -0.2 8.3 1.6 20.0 7.5 3.7 20.0 20.0 12.7 14.7 20.0 20.0 COPPER -3.2 12.0 2.3 3.0 -1.2 4.0 -0.2 3.6 1.2 -4.8 -1.5 -3.9 -1.2 4.4 -1.3 -6.5 -5.7 -5.9 -5.7 3.8 2.9 -2.4 2.7 1.4 -4.6 1.8 -2.8 2.8 -1.4 4.1 0.3 0.6 -2.4 3.7 -7.6 -20.0 20.0 11.5 20.0 13.6 CORN 9.0 7.8 6.9 -7.4 -3.9 -9.8 -4.2 -9.1 -4.5 1.2 -6.0 13.2 -11.8 16.2 18.2 -19.4 -19.2 -20.0 -20.0 7.7 -1.4 8.4 -12.1 11.0 9.8 6.2 1.3 1.8 6.2 -4.2 8.1 -20.0 20.0 20.0 20.0 20.0 -7.9 -4.0 4.2 -2.1 COTTON2 1.0 -4.2 -1.8 -7.5 -3.9 -10.0 -4.3 -9.3 -4.6 -17.3 -20.0 -20.0 -20.0 -20.0 -20.0 -17.5 -14.9 -17.5 -16.4 -15.3 -16.6 -18.9 -20.0 -16.5 -14.0 -7.5 -7.8 -7.1 -10.5 -8.5 -8.8 -16.3 -18.4 -6.6 -11.6 10.4 -8.0 -13.5 -6.6 -11.6 CRUDE_W 3.6 -6.4 -2.8 3.8 5.4 2.5 6.0 1.4 6.0 0.3 -7.8 -0.3 -12.1 -10.7 -15.3 0.5 5.8 2.4 4.0 -7.2 -7.8 -1.6 -8.9 -4.5 6.5 -5.7 1.9 -6.5 -1.6 -6.7 -3.5 -9.1 -17.9 -20.0 -18.8 -18.0 20.0 19.3 6.1 18.6 DAX -11.5 -5.2 -17.4 3.0 -10.1 5.1 -5.9 4.8 -1.3 -13.5 13.3 -9.0 14.8 -6.8 -2.4 -6.4 -6.6 -6.3 -6.0 -3.4 2.9 -17.6 12.0 -9.2 -9.9 -2.5 -16.1 -0.3 -9.4 4.1 -5.2 -1.1 -9.2 -10.3 -4.5 -20.0 7.4 20.0 11.4 20.0 DOW -4.0 -10.4 8.2 2.7 -8.9 4.5 -5.1 4.2 -1.1 -12.6 14.5 -6.8 13.2 4.7 10.7 -8.2 -8.4 -8.5 -8.1 8.7 12.1 -10.4 11.6 1.2 -10.7 3.4 -10.7 5.0 -4.7 4.8 0.0 -4.5 -0.6 10.7 -2.6 4.0 -16.8 -20.0 -20.0 -20.0 DX 6.8 17.8 9.3 -4.4 -1.6 -1.1 -2.6 1.6 -4.6 -5.9 -5.2 3.0 -13.4 12.2 13.2 6.5 6.2 6.2 6.1 12.6 2.6 3.3 -8.9 10.7 -20.0 5.4 1.0 1.9 1.5 -1.9 4.6 16.4 -16.4 20.0 20.0 20.0 9.0 17.1 8.4 18.5 EUR -5.0 -15.6 -4.2 -5.2 -1.9 -1.3 -3.1 1.9 -5.4 7.5 11.1 3.6 17.0 -11.8 -11.8 -8.4 -7.7 -8.0 -7.7 -9.2 2.7 0.6 15.5 -7.0 15.6 -4.4 -0.3 0.8 0.6 6.1 -3.4 -7.2 15.9 4.6 2.8 -0.2 -5.6 -20.0 -7.8 -20.0 EURIBOR-ICE -13.0 3.1 -1.5 0.2 -5.7 0.9 -5.6 -0.6 -2.8 -12.1 4.5 -15.0 10.5 -6.4 -3.7 12.1 10.7 12.5 12.3 -1.6 2.0 -13.0 5.9 -7.6 4.5 -0.6 -7.5 0.9 -7.4 1.9 -4.1 14.3 -6.5 -10.9 1.3 -2.1 6.0 20.0 9.8 20.0 EUROSTX -8.4 4.2 4.3 3.5 -11.7 5.9 -6.8 5.5 -1.5 -12.5 19.1 -4.0 18.0 9.0 15.8 -3.7 -1.6 -3.2 -2.4 11.4 13.7 -8.2 13.9 3.8 -6.0 4.8 -12.1 4.8 -3.9 3.7 1.5 6.2 3.7 7.4 13.5 -0.5 16.3 20.0 20.0 20.0 FEEDCOW -20.0 -20.0 -11.5 -2.4 -1.2 -3.2 -1.4 -2.9 -1.5 0.0 3.4 -6.0 6.1 -6.3 -3.6 14.0 8.1 14.5 12.7 -5.3 3.3 -7.2 8.2 -10.2 -20.0 -1.0 -0.2 1.2 -1.6 2.7 -2.2 20.0 -1.4 -20.0 -4.9 17.0 20.0 20.0 20.0 20.0 GASOIL 15.2 2.6 7.2 3.1 4.3 2.0 4.8 1.1 4.8 10.4 11.1 14.3 6.8 14.8 13.0 20.0 15.4 20.0 19.0 12.9 9.3 18.2 5.4 16.5 -1.3 5.3 9.6 4.0 7.2 2.4 6.6 11.3 20.0 20.0 12.8 12.2 8.9 12.9 1.4 8.5 GASOLINE 12.6 0.3 2.2 3.5 5.0 2.3 5.6 1.3 5.5 3.0 6.0 12.5 1.6 12.3 6.0 7.2 18.9 15.6 20.0 6.0 2.8 10.0 0.9 10.2 -20.0 2.4 4.1 -0.3 6.3 -0.7 6.1 16.7 0.3 0.3 -2.5 -4.3 20.0 20.0 20.0 20.0 GAS_US_mini 17.7 18.7 -0.2 4.4 6.2 2.8 7.0 1.6 6.9 -2.6 -14.6 16.8 -17.0 20.0 8.5 -20.0 -20.0 -20.0 -20.0 10.8 -4.3 14.3 -11.0 20.0 20.0 5.2 -1.6 -0.2 5.8 -2.4 8.7 -20.0 -1.9 -4.3 19.2 -5.6 -3.8 -20.0 -20.0 -20.0 GBP -11.5 -17.8 -12.3 -5.5 -2.0 -1.4 -3.3 2.0 -5.8 11.6 1.6 -6.6 13.3 -14.1 -15.9 0.4 -0.0 0.3 0.1 -18.6 -7.2 -6.6 7.0 -17.0 1.8 -6.7 -0.4 -2.2 -2.9 2.7 -6.8 6.0 12.6 -20.0 -10.2 -3.4 10.5 -4.3 10.8 -3.8 GOLD_micro -11.9 -20.0 -2.3 2.1 -0.8 2.8 -0.2 2.5 0.8 -0.5 5.6 -0.8 6.7 1.0 4.0 -7.2 -10.9 -9.2 -9.9 8.1 10.5 1.2 10.5 3.9 -17.5 2.4 -0.2 2.8 0.3 2.7 1.2 -7.5 5.4 -4.2 15.6 17.9 -2.7 2.4 -14.7 -10.3 HEATOIL 16.8 3.3 3.9 3.3 4.6 2.1 5.1 1.2 5.1 12.8 13.7 15.3 9.2 15.6 13.4 17.6 9.9 13.1 11.0 13.7 9.2 20.0 5.8 19.4 -20.0 4.7 10.6 2.7 8.7 2.1 7.5 0.6 20.0 20.0 13.9 1.1 19.0 7.8 -2.0 -8.7 JGB-SGX-mini -1.8 0.2 -12.8 0.2 -4.7 0.8 -4.6 -0.5 -2.3 -11.7 -13.2 -10.9 -12.3 -11.1 -12.4 13.2 12.7 10.9 11.4 -8.5 -11.7 -7.3 -14.4 -6.7 -6.3 -4.3 -5.8 -5.5 -4.9 -6.9 -4.0 15.1 -4.3 2.0 -8.2 -12.3 -11.6 -20.0 -5.7 -20.0 JPY -8.1 -18.6 -16.1 -3.4 -1.3 -0.9 -2.0 1.3 -3.6 -13.7 -14.7 -15.1 -11.4 -15.6 -15.6 -10.0 -10.9 -10.0 -10.1 -19.5 -16.9 -13.8 -12.1 -17.3 20.0 -5.4 -4.0 -4.2 -4.3 -2.8 -5.2 -11.8 -16.8 -13.3 -12.4 -11.8 -3.6 -11.4 -4.0 -12.8 LEANHOG -14.4 -20.0 -9.7 -6.2 -3.2 -8.3 -3.6 -7.7 -3.8 -17.3 7.4 -17.4 11.5 -19.2 -16.6 -2.4 20.0 20.0 20.0 -18.7 -4.6 -20.0 6.7 -20.0 -1.7 -5.9 -6.7 -2.2 -6.6 1.0 -7.2 20.0 -8.3 -20.0 -20.0 11.9 8.0 14.8 20.0 20.0 LIVECOW -20.0 -20.0 -14.6 -2.4 -1.3 -3.2 -1.4 -3.0 -1.5 -1.3 3.9 -5.4 6.1 -5.6 -3.5 -0.1 9.7 -0.9 4.8 -4.7 1.8 -6.4 6.5 -8.2 -20.0 -1.3 -0.7 0.8 -1.8 2.5 -2.4 20.0 -1.7 -20.0 -6.0 12.3 20.0 15.0 20.0 20.0 LUMBER-new -20.0 -8.4 -20.0 -4.2 -2.2 -5.6 -2.4 -5.2 -2.6 -10.7 -12.2 -13.3 -9.8 -13.4 -13.3 -20.0 -20.0 -20.0 -20.0 -20.0 -15.9 -20.0 -11.4 -20.0 NaN -4.4 -5.5 -3.1 -5.8 -1.7 -5.4 -20.0 -20.0 -20.0 -7.3 -12.9 7.3 20.0 10.1 20.0 MXP -2.9 -10.8 3.3 -5.6 -2.1 -1.4 -3.3 2.0 -5.8 16.3 20.0 19.0 20.0 17.5 20.0 12.2 12.7 12.6 12.5 12.3 20.0 11.0 20.0 10.2 -20.0 7.5 3.9 13.0 6.4 14.6 5.7 20.0 20.0 20.0 20.0 20.0 5.5 8.7 7.1 12.2 NASDAQ_micro -11.2 -20.0 3.5 2.4 -8.0 4.1 -4.7 3.8 -1.0 -12.1 13.1 -10.2 13.0 -0.6 8.0 -8.2 -8.9 -9.0 -8.9 8.6 15.0 -13.1 16.1 -2.2 -20.0 2.9 -6.2 5.2 -4.7 5.5 -1.0 -5.6 -12.3 4.8 1.5 9.0 -9.7 -20.0 -11.1 -20.0 NIKKEI -4.8 0.1 19.7 1.9 -6.4 3.2 -3.7 3.0 -0.8 -9.6 10.6 -3.3 10.0 5.5 8.9 0.2 7.0 2.4 5.0 16.3 18.6 -5.7 14.6 6.5 -10.2 3.7 -2.3 4.2 -1.0 3.0 1.4 20.0 -6.4 12.2 20.0 20.0 -2.5 7.5 3.9 12.7 NZD -4.1 -14.9 -15.5 -4.6 -1.7 -1.1 -2.7 1.7 -4.8 5.5 -9.2 -12.0 -10.0 -16.8 -19.2 -4.8 -3.2 -4.4 -3.9 -20.0 -17.0 -8.0 -10.7 -16.6 15.6 -6.8 -0.3 -5.1 -3.1 -3.2 -6.0 0.0 -5.8 -6.7 -10.5 -17.8 7.3 20.0 9.6 20.0 OAT -4.0 11.6 1.7 0.3 -7.1 1.1 -7.0 -0.8 -3.5 -15.0 7.2 -13.7 -3.9 6.0 9.2 18.3 11.8 17.5 15.6 5.3 2.4 -3.5 -2.7 2.2 1.5 3.1 -4.9 1.8 -2.2 -0.2 1.2 17.6 5.8 4.3 11.4 -1.2 3.7 20.0 6.5 20.0 OATIES 7.2 5.6 -15.3 -5.2 -2.7 -7.0 -3.0 -6.5 -3.2 5.1 -14.6 5.7 -11.8 -0.1 -12.6 -20.0 -10.8 -20.0 -18.0 -9.1 -13.3 2.7 -11.6 -1.4 -8.7 -4.8 0.0 -6.6 1.1 -5.7 -1.2 -13.0 11.3 3.5 -4.5 -8.6 -17.4 -15.0 -11.7 -14.7 OJ -12.3 -20.0 -17.9 -2.1 -1.1 -2.8 -1.2 -2.6 -1.3 -5.7 -6.0 -6.4 -5.9 -6.8 -6.8 -4.4 3.8 -2.4 0.1 -12.0 -10.4 -10.4 -8.6 -11.7 -20.0 -2.3 -1.9 -2.0 -2.2 -1.6 -2.4 14.1 -9.7 -8.4 -14.2 -6.1 -9.6 -15.8 -2.5 -14.2 PALLAD -9.3 3.7 7.6 2.4 -0.9 3.2 -0.2 2.9 0.9 -3.5 4.7 -4.5 4.2 -0.0 2.2 -2.9 -2.9 -2.9 -2.9 5.6 7.5 -1.9 5.9 1.3 12.5 2.4 -0.6 3.1 -0.3 2.8 0.9 5.3 -3.7 -2.9 5.7 -1.8 -6.2 -16.4 -20.0 -18.9 PLAT -10.8 -9.6 3.7 2.7 -1.1 3.6 -0.2 3.3 1.1 -5.5 7.3 -5.6 7.2 -2.0 2.9 -3.4 -3.5 -3.4 -3.2 4.8 10.2 -3.2 11.4 -0.6 0.6 2.1 -1.6 4.5 -1.1 5.3 -0.0 4.6 -2.5 -3.4 -2.0 -6.7 20.0 9.3 -12.6 -9.1 REDWHEAT 18.8 14.8 3.6 -6.6 -3.4 -8.7 -3.8 -8.1 -4.0 2.3 -16.0 10.9 -19.7 10.9 -2.2 -14.4 -16.6 -17.3 -17.6 1.1 -10.1 6.9 -18.5 8.0 6.9 2.4 3.1 -2.2 4.1 -6.1 5.3 -19.0 8.1 20.0 16.9 16.1 -20.0 -20.0 -20.0 -20.0 RICE 9.0 -10.8 -20.0 -3.3 -1.7 -4.4 -1.9 -4.1 -2.0 -2.0 -11.2 -3.5 -11.1 -8.8 -10.6 -20.0 -12.1 -20.0 -18.1 -18.0 -20.0 -4.2 -20.0 -10.2 -0.8 -3.9 -0.9 -4.6 -1.0 -4.7 -2.4 -15.9 2.8 -7.5 -16.9 -12.9 -7.2 -11.1 1.7 -9.8 ROBUSTA -7.0 6.5 20.0 -2.9 -1.5 -3.8 -1.7 -3.6 -1.8 1.8 1.6 -0.8 0.1 2.5 6.1 2.1 12.5 7.4 10.2 3.2 2.6 -2.2 1.4 -0.3 -20.0 1.2 0.8 1.0 -1.2 0.7 -0.3 20.0 -3.0 0.2 7.5 20.0 -2.6 20.0 6.7 20.0 RUSSELL -18.3 -16.0 12.3 2.3 -7.7 3.9 -4.4 3.6 -1.0 -9.2 11.4 -10.3 9.2 -6.2 6.4 -4.7 -5.4 -5.0 -5.1 1.2 7.7 -14.7 7.6 -8.1 5.9 0.3 -7.2 3.5 -6.8 3.4 -4.0 0.6 -6.4 -10.2 -12.0 3.2 -14.5 -20.0 -18.7 -20.0 SHATZ -9.8 4.8 -9.2 0.3 -6.5 1.0 -6.4 -0.7 -3.2 -9.4 -12.0 -16.9 -2.7 -11.9 -12.5 -2.8 -16.4 -11.1 -13.5 -8.0 -8.2 -11.4 -6.1 -9.7 8.2 -3.9 -4.4 -3.6 -6.9 -2.5 -5.6 -20.0 -2.7 -11.6 -1.9 -15.8 13.2 20.0 17.6 20.0 SILVER-mini -3.6 -10.3 6.7 2.8 -1.1 3.8 -0.2 3.4 1.1 1.0 8.7 2.3 9.0 4.9 7.0 -4.9 -6.5 -5.9 -6.2 11.8 13.4 6.4 11.5 8.7 -6.2 3.6 0.5 4.2 1.5 3.6 2.3 -0.6 14.6 6.9 14.1 15.7 10.5 20.0 -1.8 1.2 SMI -8.7 9.1 8.1 2.8 -9.3 4.7 -5.4 4.4 -1.2 1.7 10.8 5.2 7.8 9.2 10.3 6.2 3.7 5.1 4.0 8.8 7.6 8.2 6.2 9.0 9.4 3.5 0.6 2.6 3.8 1.7 3.8 16.0 20.0 8.1 10.9 2.5 18.8 20.0 20.0 20.0 SOFR -11.6 -9.5 2.6 0.3 -7.4 1.2 -7.3 -0.8 -3.7 9.1 12.3 -9.2 14.4 -10.4 0.3 6.9 5.5 7.0 6.7 -1.2 7.8 -3.6 12.5 -5.8 -20.0 -0.9 1.4 4.0 -2.2 6.2 -3.6 4.8 13.1 -3.4 -12.2 8.4 -4.0 -16.1 -5.7 -20.0 SOYBEAN 16.6 11.4 9.9 -6.7 -3.5 -9.0 -3.9 -8.3 -4.1 16.5 13.9 19.8 -0.7 19.8 18.6 1.3 -5.9 -3.2 -5.7 17.1 9.1 20.0 -0.9 20.0 -6.4 7.2 6.4 5.0 7.8 1.3 8.4 -0.1 20.0 20.0 20.0 20.0 -14.7 -5.4 -14.7 -2.2 SOYMEAL 20.0 20.0 18.8 -4.5 -2.3 -6.0 -2.6 -5.6 -2.8 7.2 2.1 12.3 -9.7 12.8 10.0 -10.1 -15.5 -15.3 -16.7 15.5 4.8 16.8 -4.7 20.0 -12.5 4.3 1.9 1.8 3.9 -0.5 5.2 -17.7 20.0 20.0 20.0 20.0 -18.8 -20.0 -9.4 -20.0 SOYOIL 4.0 -3.7 -11.3 -6.6 -3.4 -8.7 -3.8 -8.1 -4.0 17.5 1.9 14.3 8.7 6.4 -13.4 -8.7 -4.6 -7.7 -6.1 -3.2 -1.0 15.8 6.0 4.7 -18.1 -1.5 19.2 -0.6 10.9 2.1 3.4 1.5 20.0 8.7 10.7 6.5 -20.0 -16.0 -20.0 -17.1 SP400 -9.7 -13.8 3.5 2.6 -8.5 4.3 -4.9 4.0 -1.1 -9.9 11.6 -10.1 6.2 -3.8 -0.5 -5.6 -6.0 -5.9 -5.8 -2.3 2.7 -12.8 4.1 -7.6 0.3 -2.3 -9.6 0.2 -7.5 0.8 -5.0 -0.6 -0.3 -4.4 -19.8 -11.5 -15.2 -20.0 -19.2 -20.0 SP500_micro -7.9 -20.0 3.6 2.8 -9.4 4.7 -5.4 4.4 -1.2 -13.8 15.7 -10.2 15.4 2.9 10.5 -8.8 -9.6 -9.6 -9.4 8.9 16.3 -12.7 18.0 -1.7 -16.2 2.3 -9.0 5.6 -6.1 6.4 -2.2 -6.7 -6.0 5.4 -8.5 5.2 -10.7 -20.0 -13.0 -20.0 SUGAR11 -4.6 -11.6 -10.4 -3.9 -2.0 -5.2 -2.2 -4.8 -2.4 5.5 -12.6 -2.2 -12.3 -9.7 -11.5 17.1 8.6 9.8 5.8 -15.1 -15.4 1.2 -13.7 -9.2 -16.5 -4.1 1.9 -4.0 0.5 -3.3 -2.5 20.0 17.7 -10.5 -12.7 -2.5 -17.6 -20.0 -10.0 -18.9 US10 -14.0 -4.2 8.7 0.2 -5.7 0.9 -5.6 -0.6 -2.8 1.8 11.3 -8.1 4.4 -6.6 7.1 1.6 0.1 1.8 1.4 1.7 6.6 -4.1 6.2 -3.3 -6.3 1.1 -1.0 4.6 -3.0 4.8 -2.5 -4.4 5.9 -2.3 -4.3 11.8 -16.7 -20.0 -10.2 -20.0 US10U -14.4 -1.8 11.8 0.3 -8.3 1.3 -8.1 -0.9 -4.1 -0.8 16.5 -12.9 2.5 -6.9 11.7 2.8 -0.9 1.5 0.3 4.8 11.1 -7.0 7.9 -4.2 -12.6 3.2 -2.8 7.6 -4.4 6.6 -2.6 -6.4 6.8 -1.9 -1.9 20.0 -4.7 -14.7 -8.1 -20.0 US2 -14.9 -4.9 4.3 0.2 -5.7 0.9 -5.6 -0.6 -2.8 -2.5 1.7 -11.8 -2.5 -11.2 2.2 -13.2 -15.3 -12.6 -13.1 -3.0 1.6 -6.7 1.8 -7.2 17.1 -1.7 -1.4 1.5 -4.1 2.7 -4.5 -20.0 5.1 -7.8 -9.1 5.6 -15.3 -9.6 -19.2 -20.0 US20 -17.0 0.6 13.7 0.2 -5.6 0.9 -5.5 -0.6 -2.8 -8.2 8.7 -12.1 -3.8 -7.5 7.4 3.7 3.0 4.0 3.8 3.2 6.7 -7.4 2.8 -4.1 -8.7 1.9 -3.3 4.4 -4.2 2.9 -2.4 0.1 -0.3 -3.8 0.2 14.5 8.6 13.2 -1.6 -16.9 US30 -15.9 2.2 13.6 0.2 -6.3 1.0 -6.1 -0.7 -3.1 -13.9 5.3 -15.1 -8.0 -10.3 6.9 1.8 -2.3 -0.4 -1.5 2.5 5.0 -9.9 -0.4 -5.4 -5.1 1.8 -5.5 3.9 -5.9 1.7 -3.2 -9.1 -3.5 -4.1 0.4 12.6 7.2 8.5 -0.0 -16.2 US5 -12.5 -5.5 5.6 0.2 -6.0 1.0 -5.9 -0.7 -3.0 1.7 10.0 -8.8 4.7 -8.5 4.4 -1.8 -3.3 -1.8 -2.2 -0.2 5.1 -4.4 6.0 -4.5 -1.6 -0.0 -0.5 3.5 -2.9 4.6 -2.9 -10.4 7.7 -2.9 -6.5 8.6 -18.3 -15.3 -15.0 -20.0 VIX 5.7 9.2 -8.9 0.0 11.8 -3.1 8.3 -1.2 4.8 20.0 -20.0 15.9 -11.4 -1.7 -13.1 -20.0 -20.0 -20.0 -20.0 -1.5 -6.3 11.3 -5.0 5.4 NaN 0.3 13.5 -3.5 9.5 -1.6 5.6 NaN NaN NaN NaN NaN -10.0 -20.0 NaN NaN WHEAT 17.0 12.3 2.3 -6.9 -3.6 -9.1 -3.9 -8.5 -4.2 10.2 -16.2 14.8 -20.0 13.7 -2.7 -16.2 -18.3 -17.8 -18.1 1.8 -8.7 8.5 -16.8 8.8 11.7 3.0 4.1 -1.3 5.2 -4.9 6.0 -20.0 11.4 20.0 19.2 16.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3