******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251119_204406 produced at 2025-11-19 21:39:59.976129 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.04 0.00 -1.18 0.0 0.00 0.00 0.00 0.00 -26.45 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.93 0.0 0.00 0.00 0.00 0.00 -7.46 11.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.55 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -2.02 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.12 0.0 999.00 -999.00 -0.24 -0.21 -10.15 999999999.0 -21 -18 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -24.19 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.15 -0.08 0.0 1.06 -1.06 -0.15 -0.15 -2.26 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.08 0.0 1.04 -1.04 -0.08 0.00 -0.99 13.0 -1 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.70 -0.70 -0.12 -0.12 -1.94 17.0 -3 -3 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 US5 False False 0.06 -0.11 -0.06 0.0 1.40 -1.40 -0.11 -0.06 -1.03 25.0 -2 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.05 0.0 0.82 -0.82 0.00 0.00 -2.64 48.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.05 0.0 0.32 -0.32 0.00 0.00 -0.31 2.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.04 0.0 0.92 -0.92 0.00 0.00 -0.93 22.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.78 -0.78 0.00 0.00 -3.02 66.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.55 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.04 0.0 0.15 -0.15 0.00 -0.03 -1.34 5.0 0 -1 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.13 -0.04 0.0 0.58 -0.58 -0.13 -0.13 -1.52 23.0 -5 -5 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -3.90 4.0 -3 -3 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.03 0.0 0.80 -0.80 -0.07 -0.06 -1.92 58.0 -5 -4 caleb_strategy_v3 NZD False False 0.03 -0.14 -0.03 0.0 0.60 -0.60 -0.14 -0.14 -0.88 21.0 -5 -5 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -3.95 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.21 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 -0.57 17.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.68 -0.68 -0.03 -0.03 -0.59 26.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 -0.02 0.0 1.18 -1.18 -0.02 0.00 -1.17 56.0 -1 0 caleb_strategy_v3 US10U False False 0.06 -0.18 -0.02 0.0 0.77 -0.77 -0.18 -0.18 -0.38 13.0 -3 -3 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 RUSSELL False False 0.01 -0.11 -0.02 0.0 0.41 -0.41 -0.11 -0.17 -4.09 68.0 -19 -28 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.64 8.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -1.29 3.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.02 -0.05 -0.01 0.0 0.16 -0.16 -0.05 -0.06 -0.50 10.0 -3 -4 caleb_strategy_v3 US30 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.01 0.0 0.76 -0.76 -0.04 0.00 -0.21 17.0 -1 0 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.56 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 -0.10 10.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 -0.01 0.0 1.04 -1.04 0.07 0.00 -0.18 14.0 1 0 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.01 0.0 0.27 -0.27 -0.07 -0.07 -0.20 4.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.01 12.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.18 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 0.25 13.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.53 -0.53 0.02 0.02 0.16 23.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.64 -0.64 0.00 0.00 0.00 8.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.07 9.0 0 0 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.14 -0.14 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 0.14 6.0 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 1.15 26.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.03 0.06 0.01 0.0 0.20 -0.20 0.06 0.11 0.30 7.0 2 4 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.27 999999999.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.55 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 5.12 51.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.03 0.0 0.16 -0.16 0.05 0.05 0.53 3.0 1 1 caleb_strategy_v3 COPPER False False 0.06 0.06 0.03 0.0 999.00 -999.00 0.06 0.06 0.43 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.05 0.0 0.66 -0.66 0.17 0.17 1.49 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.29 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.04 0.04 0.07 0.0 0.15 -0.15 0.04 0.04 1.86 4.0 1 1 caleb_strategy_v3 BOBL False False 0.07 0.07 0.07 0.0 1.33 -1.33 0.07 0.07 1.00 19.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.63 -0.63 0.00 0.00 2.08 19.0 0 0 caleb_strategy_v3 DX False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.58 999999999.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.72 -0.72 0.00 0.00 1.31 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 1.37 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.15 0.13 0.0 0.58 -0.58 0.15 0.13 7.75 36.0 9 8 caleb_strategy_v3 OAT False False 0.07 0.36 0.16 0.0 0.73 -0.73 0.36 0.36 2.25 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.40 0.53 0.0 0.84 -0.84 0.40 0.40 37.90 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.07 0.0 1.45 -1.45 0.00 0.00 7.34 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.2 Shocked risk 31.5 Sum abs risk 45.8 Leverage 6.31 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1946619.31, 'annual_cash_vol_target': 486654.8275, 'daily_cash_vol_target': 30415.92671875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6465 0.5355 8.5681 BITCOIN 2380.0808 89500.0000 2.6593 42.5489 BOBL 0.1614 117.9100 0.1369 2.1898 BTP 0.3780 120.7600 0.3130 5.0088 BUND 0.3267 128.5900 0.2540 4.0645 BUXL 0.8162 113.4200 0.7196 11.5133 CAC 65.2632 7973.0000 0.8186 13.0968 CAD 0.0025 0.7124 0.3456 5.5291 CANOLA 6.1076 662.9000 0.9213 14.7416 CHF 0.0056 1.2433 0.4465 7.1437 COCOA 139.1310 5099.0000 2.7286 43.6575 COFFEE 7.4986 376.8500 1.9898 31.8368 COPPER 0.0671 5.0230 1.3360 21.3760 CORN 4.1747 463.0000 0.9017 14.4265 COTTON2 0.6928 63.9400 1.0835 17.3359 CRUDE_W 0.8687 58.4300 1.4867 23.7868 DAX 196.8793 23265.0000 0.8462 13.5400 DOW 336.3697 46084.0000 0.7299 11.6785 DX 0.3586 100.1400 0.3581 5.7304 EUR 0.0043 1.1537 0.3755 6.0076 EURIBOR-ICE 0.0298 97.7600 0.0305 0.4877 EUROSTX 48.7243 5558.0000 0.8767 14.0264 FEEDCOW 4.3308 313.3500 1.3821 22.1135 GASOIL 11.3627 709.5000 1.6015 25.6241 GASOLINE 0.0318 1.8517 1.7200 27.5200 GAS_US_mini 0.1082 4.7650 2.2712 36.3390 GBP 0.0059 1.3043 0.4535 7.2553 GOLD_micro 47.7397 4109.0000 1.1618 18.5893 HEATOIL 0.0447 2.4871 1.7983 28.7726 JGB-SGX-mini 0.1936 135.2800 0.1431 2.2894 JPY 0.0000 0.0064 0.5898 9.4361 LEANHOG 1.1860 78.9500 1.5022 24.0347 LIVECOW 2.8238 217.1500 1.3004 20.8059 LUMBER-new 8.6901 534.5000 1.6258 26.0135 MXP 0.0003 0.0543 0.5424 8.6790 NASDAQ_micro 227.2986 24658.2500 0.9218 14.7487 NIKKEI 590.3444 49155.0000 1.2010 19.2158 NZD 0.0033 0.5599 0.5861 9.3782 OAT 0.3482 122.2100 0.2849 4.5592 OATIES 5.0193 311.5000 1.6113 25.7812 OJ 5.8926 148.2000 3.9761 63.6176 PALLAD 37.2355 1402.0000 2.6559 42.4942 PLAT 28.5082 1556.1000 1.8320 29.3124 REDWHEAT 8.7610 532.2500 1.6460 26.3364 RICE 0.1407 10.1000 1.3933 22.2925 ROBUSTA 94.7362 4503.0000 2.1038 33.6616 RUSSELL 28.0251 2352.0000 1.1915 19.0647 SHATZ 0.0465 106.9850 0.0434 0.6948 SILVER-mini 0.9136 51.5750 1.7714 28.3422 SMI 93.7740 12579.0000 0.7455 11.9277 SOFR 0.0478 96.7250 0.0494 0.7904 SOYBEAN 9.1728 1117.7500 0.8206 13.1303 SOYMEAL 4.7828 325.3000 1.4703 23.5243 SOYOIL 0.6576 51.9700 1.2653 20.2452 SP400 29.5759 3160.8000 0.9357 14.9714 SP500_micro 48.1013 6651.2500 0.7232 11.5711 SUGAR11 0.2388 14.1900 1.6829 26.9268 US10 0.3194 112.6562 0.2835 4.5365 US10U 0.4014 115.1562 0.3486 5.5770 US2 0.0780 104.1094 0.0749 1.1985 US20 0.6194 116.5625 0.5314 8.5024 US30 0.9225 119.7500 0.7704 12.3263 US5 0.2056 109.2266 0.1882 3.0117 VIX 0.5011 22.6500 2.2125 35.3995 WHEAT 8.0760 594.5000 1.3585 21.7353 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 646.50 0.54 346.21 1.00 346.21 30415.93 87.85 9.12 80.12 BITCOIN 89.50 2.66 238.01 1.00 238.01 30415.93 127.79 -17.46 -223.08 BOBL 1179.10 0.14 161.38 1.16 187.17 30415.93 162.50 6.05 98.38 BTP 1207.60 0.31 378.04 1.16 438.47 30415.93 69.37 5.51 38.21 BUND 1285.90 0.25 326.66 1.16 378.88 30415.93 80.28 -1.23 -9.88 BUXL 1134.20 0.72 816.15 1.16 946.63 30415.93 32.13 -6.19 -19.91 CAC 797.30 0.82 652.63 1.16 756.96 30415.93 40.18 9.39 37.74 CAD 712.35 0.35 246.17 1.00 246.17 30415.93 123.56 -7.04 -87.02 CANOLA 132.58 0.92 122.15 0.71 86.92 30415.93 349.95 6.01 210.15 CHF 1554.12 0.45 693.89 1.00 693.89 30415.93 43.83 -8.72 -38.21 COCOA 509.90 2.73 1391.31 1.00 1391.31 30415.93 21.86 -11.02 -24.09 COFFEE 1413.19 1.99 2811.96 1.00 2811.96 30415.93 10.82 10.00 10.82 COPPER 1255.75 1.34 1677.68 1.00 1677.68 30415.93 18.13 2.17 3.93 CORN 231.50 0.90 208.73 1.00 208.73 30415.93 145.72 -0.02 -0.27 COTTON2 319.70 1.08 346.39 1.00 346.39 30415.93 87.81 -20.00 -175.61 CRUDE_W 584.30 1.49 868.66 1.00 868.66 30415.93 35.01 -3.52 -12.33 DAX 232.65 0.85 196.88 1.16 228.35 30415.93 133.20 -4.22 -56.26 DOW 230.42 0.73 168.18 1.00 168.18 30415.93 180.85 -7.17 -129.61 DX 1001.40 0.36 358.65 1.00 358.65 30415.93 84.81 7.16 60.75 EUR 1442.12 0.38 541.48 1.00 541.48 30415.93 56.17 -1.20 -6.75 EURIBOR-ICE 2444.00 0.03 74.49 1.16 86.40 30415.93 352.03 6.11 214.96 EUROSTX 555.80 0.88 487.24 1.16 565.14 30415.93 53.82 8.09 43.56 FEEDCOW 1566.75 1.38 2165.40 1.00 2165.40 30415.93 14.05 0.07 0.09 GASOIL 709.50 1.60 1136.27 1.00 1136.27 30415.93 26.77 16.00 42.83 GASOLINE 777.71 1.72 1337.67 1.00 1337.67 30415.93 22.74 5.56 12.64 GAS_US_mini 119.12 2.27 270.56 1.00 270.56 30415.93 112.42 0.94 10.62 GBP 815.19 0.45 369.65 1.00 369.65 30415.93 82.28 -4.36 -35.91 GOLD_micro 410.90 1.16 477.40 1.00 477.40 30415.93 63.71 -5.38 -34.29 HEATOIL 1044.58 1.80 1878.46 1.00 1878.46 30415.93 16.19 7.58 12.27 JGB-SGX-mini 135280.00 0.14 19356.86 0.01 124.84 30415.93 243.64 -10.01 -243.90 JPY 798.12 0.59 470.70 1.00 470.70 30415.93 64.62 -11.56 -74.69 LEANHOG 315.80 1.50 474.38 1.00 474.38 30415.93 64.12 0.64 4.13 LIVECOW 868.60 1.30 1129.50 1.00 1129.50 30415.93 26.93 -2.34 -6.30 LUMBER-new 146.99 1.63 238.98 1.00 238.98 30415.93 127.27 -12.73 -162.07 MXP 271.60 0.54 147.33 1.00 147.33 30415.93 206.45 12.49 257.89 NASDAQ_micro 493.16 0.92 454.60 1.00 454.60 30415.93 66.91 -9.79 -65.52 NIKKEI 49155.00 1.20 59034.44 0.01 380.74 30415.93 79.89 8.95 71.47 NZD 559.90 0.59 328.18 1.00 328.18 30415.93 92.68 -3.64 -33.78 OAT 1222.10 0.28 348.24 1.16 403.91 30415.93 75.30 8.73 65.75 OATIES 155.75 1.61 250.96 1.00 250.96 30415.93 121.20 -15.41 -186.78 OJ 222.30 3.98 883.89 1.00 883.89 30415.93 34.41 -15.35 -52.82 PALLAD 1402.00 2.66 3723.55 1.00 3723.55 30415.93 8.17 0.99 0.81 PLAT 778.05 1.83 1425.41 1.00 1425.41 30415.93 21.34 1.03 2.20 REDWHEAT 266.12 1.65 438.05 1.00 438.05 30415.93 69.44 -6.96 -48.32 RICE 202.00 1.39 281.44 1.00 281.44 30415.93 108.07 -14.80 -159.91 ROBUSTA 450.30 2.10 947.36 1.00 947.36 30415.93 32.11 3.78 12.12 RUSSELL 117.60 1.19 140.13 1.00 140.13 30415.93 217.06 -5.67 -123.14 SHATZ 1069.85 0.04 46.46 1.16 53.88 30415.93 564.49 -3.52 -198.93 SILVER-mini 1289.38 1.77 2283.98 1.00 2283.98 30415.93 13.32 5.96 7.94 SMI 1257.90 0.75 937.74 1.26 1180.96 30415.93 25.76 15.63 40.25 SOFR 2418.12 0.05 119.46 1.00 119.46 30415.93 254.62 -4.82 -122.63 SOYBEAN 558.88 0.82 458.64 1.00 458.64 30415.93 66.32 4.80 31.81 SOYMEAL 325.30 1.47 478.28 1.00 478.28 30415.93 63.59 -3.10 -19.72 SOYOIL 311.82 1.27 394.55 1.00 394.55 30415.93 77.09 -6.95 -53.54 SP400 3160.80 0.94 2957.59 1.00 2957.59 30415.93 10.28 -9.02 -9.27 SP500_micro 332.56 0.72 240.51 1.00 240.51 30415.93 126.47 -8.96 -113.28 SUGAR11 158.93 1.68 267.46 1.00 267.46 30415.93 113.72 -11.57 -131.57 US10 1126.56 0.28 319.42 1.00 319.42 30415.93 95.22 -4.68 -44.59 US10U 1151.56 0.35 401.39 1.00 401.39 30415.93 75.78 -3.94 -29.82 US2 2082.19 0.07 155.97 1.00 155.97 30415.93 195.02 -6.25 -121.81 US20 1165.62 0.53 619.42 1.00 619.42 30415.93 49.10 -1.12 -5.51 US30 1197.50 0.77 922.55 1.00 922.55 30415.93 32.97 -3.37 -11.10 US5 1092.27 0.19 205.60 1.00 205.60 30415.93 147.94 -5.50 -81.34 VIX 226.50 2.21 501.12 1.00 501.12 30415.93 60.70 -6.77 -41.08 WHEAT 297.25 1.36 403.80 1.00 403.80 30415.93 75.32 -5.60 -42.19 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 80.123 0.010 2.5 2.082 BITCOIN -223.079 0.043 2.5 -24.191 BOBL 98.383 0.004 2.5 0.999 BTP 38.210 0.014 2.5 1.305 BUND -9.879 0.004 2.5 -0.100 BUXL -19.905 0.004 2.5 -0.202 CAC 37.736 0.014 2.5 1.289 CAD -87.017 0.010 2.5 -2.261 CANOLA 210.148 0.010 2.5 5.120 CHF -38.211 0.010 2.5 -0.993 COCOA -24.088 0.010 2.5 -0.587 COFFEE 10.820 0.005 2.5 0.144 COPPER 3.927 0.043 2.5 0.426 CORN -0.265 0.010 2.5 -0.006 COTTON2 -175.615 0.010 2.5 -4.278 CRUDE_W -12.332 0.043 2.5 -1.337 DAX -56.261 0.014 2.5 -1.922 DOW -129.612 0.009 2.5 -3.016 DX 60.753 0.010 2.5 1.579 EUR -6.747 0.010 2.5 -0.175 EURIBOR-ICE 214.960 0.014 2.5 7.342 EUROSTX 43.561 0.014 2.5 1.488 FEEDCOW 0.092 0.013 2.5 0.003 GASOIL 42.829 0.017 2.5 1.859 GASOLINE 12.640 0.017 2.5 0.549 GAS_US_mini 10.619 0.043 2.5 1.152 GBP -35.914 0.010 2.5 -0.933 GOLD_micro -34.290 0.014 2.5 -1.171 HEATOIL 12.269 0.017 2.5 0.533 JGB-SGX-mini -243.898 0.043 2.5 -26.448 JPY -74.688 0.010 2.5 -1.941 LEANHOG 4.126 0.024 2.5 0.251 LIVECOW -6.296 0.013 2.5 -0.209 LUMBER-new -162.067 0.010 2.5 -3.948 MXP 257.888 0.059 2.5 37.904 NASDAQ_micro -65.520 0.009 2.5 -1.525 NIKKEI 71.466 0.043 2.5 7.750 NZD -33.781 0.010 2.5 -0.878 OAT 65.746 0.014 2.5 2.246 OATIES -186.776 0.010 2.5 -4.550 OJ -52.819 0.010 2.5 -1.287 PALLAD 0.812 0.014 2.5 0.028 PLAT 2.196 0.014 2.5 0.075 REDWHEAT -48.316 0.005 2.5 -0.642 RICE -159.909 0.010 2.5 -3.896 ROBUSTA 12.124 0.005 2.5 0.161 RUSSELL -123.144 0.013 2.5 -4.086 SHATZ -198.931 0.004 2.5 -2.020 SILVER-mini 7.938 0.014 2.5 0.271 SMI 40.254 0.014 2.5 1.375 SOFR -122.632 0.024 2.5 -7.463 SOYBEAN 31.813 0.004 2.5 0.296 SOYMEAL -19.723 0.004 2.5 -0.184 SOYOIL -53.540 0.004 2.5 -0.499 SP400 -9.272 0.013 2.5 -0.308 SP500_micro -113.279 0.009 2.5 -2.636 SUGAR11 -131.574 0.010 2.5 -3.206 US10 -44.589 0.005 2.5 -0.566 US10U -29.822 0.005 2.5 -0.378 US2 -121.811 0.005 2.5 -1.546 US20 -5.512 0.005 2.5 -0.070 US30 -11.097 0.005 2.5 -0.141 US5 -81.340 0.005 2.5 -1.032 VIX -41.078 0.099 2.5 -10.154 WHEAT -42.189 0.005 2.5 -0.560 ===================== Position diags ===================== AUD 2.28 BITCOIN 13.86 BOBL 1.65 BTP 2.37 BUND 0.82 BUXL 0.33 CAC 1.37 CAD 3.21 CANOLA 8.53 CHF 1.14 COCOA 0.53 COFFEE 0.14 COPPER 1.97 CORN 3.55 COTTON2 2.14 CRUDE_W 3.80 DAX 4.55 DOW 4.21 DX 2.20 EUR 1.46 EURIBOR-ICE 12.02 EUROSTX 1.84 FEEDCOW 0.47 GASOIL 1.16 GASOLINE 0.99 GAS_US_mini 12.19 GBP 2.14 GOLD_micro 2.18 HEATOIL 0.70 JGB-SGX-mini 26.42 JPY 1.68 LEANHOG 3.90 LIVECOW 0.89 LUMBER-new 3.10 MXP 30.34 NASDAQ_micro 1.56 NIKKEI 8.66 NZD 2.41 OAT 2.57 OATIES 2.95 OJ 0.84 PALLAD 0.28 PLAT 0.73 REDWHEAT 0.92 RICE 2.63 ROBUSTA 0.43 RUSSELL 7.20 SHATZ 5.73 SILVER-mini 0.45 SMI 0.88 SOFR 15.50 SOYBEAN 0.62 SOYMEAL 0.59 SOYOIL 0.72 SP400 0.34 SP500_micro 2.94 SUGAR11 2.77 US10 1.21 US10U 0.96 US2 2.47 US20 0.62 US30 0.42 US5 1.88 VIX 15.00 WHEAT 1.00 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.1 1.9 2.3 0.0 0 BITCOIN -24.2 -25.6 -22.8 0.0 0 BOBL 1.0 0.8 1.2 1.0 1 BTP 1.3 1.1 1.5 0.0 0 BUND -0.1 -0.2 -0.0 0.0 0 BUXL -0.2 -0.2 -0.2 -1.0 -1 CAC 1.3 1.2 1.4 0.0 0 CAD -2.3 -2.6 -1.9 -4.0 -4 CANOLA 5.1 4.3 6.0 1.0 1 CHF -1.0 -1.1 -0.9 -1.0 -1 COCOA -0.6 -0.6 -0.5 -1.0 -1 COFFEE 0.1 0.1 0.2 0.0 0 COPPER 0.4 0.2 0.6 1.0 1 CORN -0.0 -0.4 0.3 0.0 0 COTTON2 -4.3 -4.5 -4.1 -4.0 -4 CRUDE_W -1.3 -1.7 -1.0 0.0 0 DAX -1.9 -2.4 -1.5 -5.0 -5 DOW -3.0 -3.4 -2.6 0.0 0 DX 1.6 1.4 1.8 0.0 0 EUR -0.2 -0.3 -0.0 1.0 1 EURIBOR-ICE 7.3 6.1 8.5 0.0 0 EUROSTX 1.5 1.3 1.7 5.0 5 FEEDCOW 0.0 -0.0 0.0 0.0 0 GASOIL 1.9 1.7 2.0 1.0 1 GASOLINE 0.5 0.5 0.6 1.0 1 GAS_US_mini 1.2 -0.1 2.4 -2.0 -2 GBP -0.9 -1.1 -0.7 0.0 0 GOLD_micro -1.2 -1.4 -1.0 -1.0 -1 HEATOIL 0.5 0.5 0.6 1.0 1 JGB-SGX-mini -26.4 -29.1 -23.8 0.0 0 JPY -1.9 -2.1 -1.8 -3.0 -3 LEANHOG 0.3 -0.1 0.6 0.0 0 LIVECOW -0.2 -0.3 -0.1 -1.0 -1 LUMBER-new -3.9 -4.3 -3.6 0.0 0 MXP 37.9 34.9 40.9 29.0 29 NASDAQ_micro -1.5 -1.7 -1.4 -5.0 -5 NIKKEI 7.7 6.9 8.6 9.0 9 NZD -0.9 -1.1 -0.6 -5.0 -5 OAT 2.2 2.0 2.5 5.0 5 OATIES -4.6 -4.8 -4.3 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 0.1 0.0 0 REDWHEAT -0.6 -0.7 -0.5 0.0 0 RICE -3.9 -4.2 -3.6 -3.0 -3 ROBUSTA 0.2 0.1 0.2 1.0 1 RUSSELL -4.1 -4.8 -3.4 -19.0 -19 SHATZ -2.0 -2.6 -1.4 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR -7.5 -9.0 -5.9 NaN 0 SOYBEAN 0.3 0.2 0.4 2.0 2 SOYMEAL -0.2 -0.2 -0.1 0.0 0 SOYOIL -0.5 -0.6 -0.4 -3.0 -3 SP400 -0.3 -0.3 -0.3 0.0 0 SP500_micro -2.6 -2.9 -2.3 0.0 0 SUGAR11 -3.2 -3.5 -2.9 -6.0 -6 US10 -0.6 -0.7 -0.4 0.0 0 US10U -0.4 -0.5 -0.3 -3.0 -3 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 -1.0 -1.2 -0.8 -2.0 -2 VIX -10.2 -11.7 -8.7 -21.0 -21 WHEAT -0.6 -0.7 -0.5 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD -0.1 -0.3 0.0 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 0.4 -0.1 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.0 -0.1 2.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 0.2 -0.1 0.5 0.3 0.3 0.5 0.7 0.6 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 0.0 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.4 -0.1 -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 -0.0 -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 -0.1 -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 -0.4 0.2 0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.2 0.1 -0.2 -0.3 -0.1 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.1 -0.1 0.2 0.7 0.3 0.7 BUXL -0.4 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 -0.2 -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 -0.5 0.2 0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.1 0.5 -0.1 0.5 0.0 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 -0.1 0.0 -0.0 0.4 0.3 -0.1 0.3 -0.2 0.6 0.7 0.7 0.7 CAD 0.1 -0.3 -0.4 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.3 -0.0 -0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.3 -0.1 2.7 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.4 0.5 0.4 -0.0 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.2 -0.5 -0.1 -0.1 -0.2 -0.1 -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 0.0 -0.1 0.1 -0.1 0.1 -0.6 0.5 0.6 0.5 0.0 0.6 0.7 0.7 0.7 CHF -0.3 -0.4 -0.2 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.0 0.4 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.0 0.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.2 -0.0 -1.1 0.4 0.0 0.2 0.1 -0.5 -0.7 -0.5 -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 -0.2 -0.1 -0.1 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.5 -0.3 -0.4 -0.0 -0.3 0.0 -0.1 0.1 COFFEE -0.2 0.1 0.5 -0.1 -0.1 -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 0.1 -0.0 0.4 0.0 -2.7 0.1 -0.0 0.2 -0.0 0.3 0.0 1.1 0.1 0.0 0.6 0.6 0.4 0.5 0.7 0.7 COPPER -0.2 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 0.2 0.0 0.0 0.0 0.1 -0.3 -0.6 0.7 0.4 0.7 0.5 CORN 0.2 0.2 0.2 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.2 0.1 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.0 -0.3 0.1 1.3 0.1 -0.1 0.0 0.0 -0.2 0.1 -1.1 0.4 0.6 0.6 0.6 -0.3 -0.1 0.1 -0.1 COTTON2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -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 -0.3 -0.1 -0.4 0.3 -0.3 -0.4 -0.2 -0.4 CRUDE_W 0.1 -0.2 -0.1 0.0 -0.0 0.1 0.0 0.1 0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -0.2 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.9 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.4 -0.6 -0.6 -0.6 0.7 0.7 0.2 0.6 DAX -0.5 -0.2 -0.6 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 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 -0.3 -0.4 0.2 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 0.1 -0.1 0.3 -0.0 -1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 -0.1 0.3 -0.1 0.1 -0.5 -0.7 -0.7 -0.7 DX 0.2 0.6 0.3 -0.0 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 0.1 -2.7 0.1 0.1 0.1 0.1 -0.1 0.1 0.9 0.1 0.6 0.6 0.6 0.3 0.6 0.3 0.6 EUR -0.2 -0.5 -0.2 -0.1 -0.1 -0.0 -0.1 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 -0.1 0.4 -0.1 2.1 -0.1 -0.1 0.0 -0.0 0.2 -0.1 -0.4 0.4 0.2 0.1 0.0 -0.2 -0.7 -0.2 -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 0.3 0.2 -0.0 0.0 -0.1 0.2 -0.1 0.6 -0.0 -0.0 0.0 -0.1 0.1 -0.0 0.8 -0.1 -0.3 0.0 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.4 0.1 0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.5 -0.1 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 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.3 0.1 0.2 0.4 -0.0 0.5 0.7 0.6 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 -0.2 0.5 0.7 0.7 0.7 0.7 GASOIL 0.5 0.2 0.3 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 0.3 0.2 0.3 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 0.4 0.6 0.4 0.4 0.3 0.4 0.0 0.3 GASOLINE 0.3 0.0 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 -0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.4 0.3 0.4 0.1 0.0 0.0 0.0 0.1 -2.6 0.0 -0.1 -0.0 0.0 -0.0 0.0 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 0.0 0.1 0.1 0.1 -0.4 0.2 -0.6 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.3 0.2 2.7 0.1 0.0 0.0 0.1 -0.1 0.1 -1.1 0.5 0.1 0.6 -0.1 -0.1 -0.7 -0.7 -0.7 GBP -0.4 -0.6 -0.4 -0.1 -0.1 -0.0 -0.1 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 -0.1 -0.1 -0.1 0.1 -0.1 0.3 0.3 -0.6 -0.3 -0.1 0.4 -0.1 0.4 -0.1 GOLD_micro -0.3 -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 -2.4 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 -0.4 HEATOIL 0.5 0.1 0.1 0.0 -0.0 0.1 0.0 0.0 0.0 0.1 0.4 0.1 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 0.1 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 -0.1 0.8 -0.3 -0.0 -0.3 -0.4 -0.4 -0.7 -0.2 -0.7 JPY -0.3 -0.6 -0.5 -0.0 -0.1 -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 -0.2 -0.3 -0.2 2.7 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.6 -0.4 -0.4 -0.4 -0.4 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.4 -0.6 -0.3 -0.1 -0.1 -0.2 -0.1 -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 -0.1 -0.2 0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 1.1 0.1 -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 0.1 -0.6 -0.2 0.4 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.3 -0.7 -0.1 -0.1 -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 -0.3 -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 -0.3 0.1 -0.1 -0.1 -0.0 -0.1 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 0.4 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 -0.5 -0.6 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.4 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.3 -0.2 0.2 0.0 0.3 -0.3 -0.7 -0.3 -0.7 NIKKEI -0.3 0.4 0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 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 -0.0 0.4 0.6 0.6 -0.1 0.2 0.1 0.4 NZD -0.1 -0.4 -0.5 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.2 -0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.3 -0.2 2.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.3 -0.3 -0.6 0.2 0.7 0.3 0.7 OAT -0.2 0.4 0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.2 0.2 -0.2 -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 -0.1 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 0.1 -0.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.4 0.0 -0.4 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.1 -0.0 -0.3 -0.0 -1.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.7 0.2 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 -0.1 -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 0.7 -0.3 -0.2 -0.5 -0.2 -0.3 -0.5 -0.1 -0.5 PALLAD -0.3 0.1 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.1 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 -0.4 -0.4 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 0.0 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 0.5 0.5 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 0.1 -0.7 0.1 -0.0 -0.3 -0.3 -0.3 -0.4 0.0 -0.1 0.0 -0.5 0.1 0.9 0.0 -0.0 -0.1 0.0 -0.2 0.0 -1.0 0.1 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.1 -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 0.2 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 -0.0 -0.0 0.3 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.6 -0.6 0.4 0.0 -0.1 0.1 -0.1 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 -0.1 -0.3 -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 -0.1 -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 -0.0 -0.3 -0.1 -0.5 0.4 0.7 0.6 0.7 SILVER-mini -0.1 -0.4 0.2 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.3 0.1 -0.8 0.0 0.0 0.1 0.0 0.1 0.0 -0.0 0.4 0.3 0.5 0.5 0.3 0.7 -0.1 0.0 SMI -0.2 0.2 0.2 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 0.3 0.0 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 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 0.0 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 0.5 -0.1 -0.4 0.3 -0.1 -0.5 -0.2 -0.7 SOYBEAN 0.5 0.4 0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 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 0.0 0.1 0.1 0.0 0.1 -0.0 0.5 0.6 0.6 0.6 -0.5 -0.2 -0.5 -0.1 SOYMEAL 0.6 0.6 0.6 -0.0 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 0.1 0.1 -0.3 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.2 0.1 0.1 -0.1 0.2 -1.6 0.0 0.0 0.0 0.0 -0.0 0.1 -0.9 0.3 0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 0.1 0.0 0.1 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 0.1 -0.0 0.1 0.1 0.0 0.1 0.5 0.5 0.4 0.2 -0.7 -0.5 -0.7 -0.6 SP400 -0.4 -0.5 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.2 -0.1 -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 -0.4 -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 0.5 -0.1 -2.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.4 -0.1 0.2 -0.3 0.2 -0.3 -0.7 -0.4 -0.7 SUGAR11 -0.1 -0.4 -0.4 -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 0.5 -0.2 -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 -0.9 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.2 0.3 -0.1 -0.1 0.4 -0.6 -0.7 -0.3 -0.7 US10U -0.5 -0.0 0.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.4 -0.1 0.1 -0.1 0.1 0.1 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.0 -1.7 0.0 -0.0 0.2 -0.0 0.2 -0.0 -0.3 0.3 -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 -0.1 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 0.2 -0.2 -0.3 0.2 -0.5 -0.3 -0.6 -0.7 US20 -0.6 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 0.1 -0.1 0.0 0.5 0.3 0.4 -0.1 -0.6 US30 -0.6 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 0.0 -0.2 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 0.3 -0.1 -0.2 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.4 0.5 -0.4 0.0 0.2 -0.1 0.2 -0.1 0.1 0.3 -0.9 0.3 -0.7 0.1 -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 0.5 0.4 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.0 -0.4 0.1 -0.7 0.1 -0.0 -0.3 -0.4 -0.4 -0.4 0.0 -0.1 0.0 -0.4 0.1 1.5 0.0 -0.0 -0.0 0.0 -0.2 0.1 -1.1 0.2 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 -2.3 -9.7 1.3 -5.4 -10.1 -1.5 -6.8 1.6 -6.5 -14.6 13.6 -13.4 3.4 -14.9 -8.0 -0.6 -1.2 -0.9 -1.1 -4.0 0.8 -9.5 1.8 -6.5 16.5 -2.9 -13.5 0.4 -7.7 -0.0 -5.3 4.1 -2.3 16.0 10.0 8.6 14.5 20.0 19.2 20.0 BITCOIN -20.0 -20.0 -20.0 5.1 -1.8 7.1 -0.8 6.5 1.7 -17.2 2.5 -18.8 11.1 -18.9 -16.8 -4.9 -7.0 -6.0 -6.5 -20.0 -7.9 -20.0 5.8 -20.0 -20.0 -5.9 -9.6 -2.4 -9.8 1.3 -8.5 -1.3 -20.0 -20.0 -20.0 -20.0 11.0 -4.5 -20.0 -12.6 BOBL -11.1 5.5 0.3 -0.2 -7.3 1.0 -7.3 -0.8 -4.1 -11.1 -1.7 -18.0 -1.0 -6.3 -3.7 20.0 10.1 20.0 20.0 -2.4 -0.9 -10.7 -2.2 -7.6 3.0 -1.3 -4.6 -0.3 -7.0 -0.7 -4.8 19.0 -2.4 -7.9 2.7 -4.6 7.8 20.0 14.5 20.0 BTP -6.6 7.3 4.2 -0.2 -9.1 1.2 -9.2 -1.0 -5.2 -20.0 20.0 -20.0 20.0 10.8 16.8 5.7 8.5 7.4 8.4 9.4 13.0 -9.6 15.0 0.3 -20.0 5.2 -8.3 7.1 -6.7 7.9 -0.5 8.9 -3.3 7.3 12.6 6.7 3.3 20.0 6.9 20.0 BUND -11.5 6.5 3.2 -0.2 -8.3 1.1 -8.4 -0.9 -4.7 -20.0 2.0 -20.0 -8.4 -5.8 0.1 -6.6 2.4 -3.5 0.5 -0.6 -0.1 -14.8 -5.7 -8.4 -0.8 -0.6 -9.6 0.4 -10.1 -1.4 -5.8 -2.5 -7.1 -7.4 3.8 -2.1 4.9 20.0 8.1 20.0 BUXL -11.6 9.1 0.6 -0.2 -7.5 1.0 -7.5 -0.8 -4.2 -18.9 -10.4 -20.0 -17.7 -8.8 0.8 4.3 3.0 4.0 3.7 -4.1 -7.6 -17.9 -16.6 -10.5 -1.2 -2.4 -12.2 -2.9 -11.4 -5.6 -6.7 -0.0 -14.4 -8.9 1.9 -8.5 -0.3 15.9 -4.3 6.0 CAC -15.3 6.0 6.0 2.6 -12.5 5.6 -9.1 5.4 -3.2 -14.6 17.3 -8.3 14.9 4.5 12.0 -2.2 -1.4 -2.2 -1.7 8.0 10.6 -12.6 8.7 -1.0 3.6 2.9 -12.2 3.2 -6.2 1.2 -1.0 6.9 13.3 -4.2 10.5 -6.0 18.9 20.0 20.0 20.0 CAD 4.1 -8.6 -12.3 -6.0 -11.2 -1.7 -7.5 1.8 -7.2 3.3 -11.7 -4.5 -7.5 -14.1 -20.0 -9.1 -7.4 -8.6 -8.0 -15.9 -14.4 -3.6 -9.8 -9.2 20.0 -7.4 -2.5 -5.6 -1.8 -3.1 -4.7 -7.2 20.0 12.7 -0.7 -16.4 -20.0 -20.0 -20.0 -20.0 CANOLA 17.6 5.9 -15.7 -5.7 -7.2 -7.3 -5.1 -6.8 -4.2 11.1 -5.4 14.4 -0.4 14.0 -9.1 -20.0 -11.6 -19.2 -15.0 -0.2 -6.7 12.8 -3.7 10.6 8.4 -0.6 3.3 -3.8 6.1 -2.6 4.7 -11.4 20.0 20.0 15.1 1.3 16.9 20.0 20.0 20.0 CHF -8.0 -13.1 -7.3 -4.2 -7.8 -1.2 -5.2 1.2 -5.0 -9.1 8.7 -1.5 12.0 -4.6 -7.8 -16.6 -15.9 -16.2 -15.7 -4.3 2.4 -4.9 9.0 -4.5 -1.1 -1.7 -10.1 2.0 -2.7 5.1 -2.2 -20.0 17.2 0.5 6.9 3.4 -14.1 -20.0 -16.1 -20.0 COCOA -0.5 -17.1 -20.0 -2.5 -3.2 -3.2 -2.2 -3.0 -1.9 -7.3 -7.5 -7.7 -1.3 -7.5 -7.6 -5.5 9.1 -1.5 3.4 -11.9 -9.9 -17.1 -2.7 -13.3 -20.0 -2.4 -4.8 -1.8 -4.1 0.2 -2.9 20.0 -20.0 -7.8 -13.3 -1.4 -8.8 0.4 -1.9 4.0 COFFEE -7.1 3.2 14.7 -5.0 -6.3 -6.4 -4.5 -5.9 -3.7 -8.5 11.8 -2.5 12.2 6.3 12.8 20.0 12.2 18.4 15.1 11.0 13.7 -1.1 14.5 4.2 -20.0 4.6 -1.0 6.9 -0.4 8.4 1.5 20.0 3.3 1.1 20.0 20.0 13.0 14.7 20.0 20.0 COPPER -4.7 11.1 2.6 3.0 -1.0 4.2 -0.5 3.8 1.0 -2.5 -1.6 -4.0 -1.2 4.0 -0.6 -6.6 -5.7 -6.0 -5.7 3.7 3.0 -1.9 2.8 1.3 -4.6 1.8 -1.0 2.9 -1.1 4.3 0.3 0.5 0.2 2.6 -8.1 -20.0 20.0 11.8 20.0 13.9 CORN 6.8 7.7 6.5 -7.5 -9.3 -9.5 -6.7 -8.8 -5.5 -14.0 -5.9 4.9 -11.6 13.2 17.4 -19.4 -19.2 -20.0 -20.0 6.7 -1.4 1.2 -11.6 7.8 9.7 5.7 -8.7 1.8 1.2 -4.2 6.2 -20.0 18.0 20.0 20.0 20.0 -7.7 -4.2 4.4 -2.2 COTTON2 -1.2 -4.3 -1.9 -7.7 -9.6 -9.8 -6.8 -9.1 -5.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.6 -14.9 -17.5 -16.4 -16.2 -17.1 -20.0 -20.0 -17.8 -13.9 -7.7 -9.1 -7.0 -10.7 -8.3 -9.2 -16.5 -12.5 -4.2 -11.4 10.2 -7.8 -13.4 -6.4 -11.6 CRUDE_W 2.9 -6.3 -2.6 3.7 -2.8 2.5 2.7 1.4 4.9 -13.8 -8.0 -8.3 -12.1 -12.2 -15.7 0.7 5.7 2.5 4.0 -7.6 -7.8 -6.3 -8.7 -6.1 6.5 -6.0 -7.4 -6.5 -5.0 -6.6 -4.7 -9.6 -16.9 -20.0 -19.6 -18.6 20.0 19.5 6.2 18.7 DAX -14.2 -7.2 -18.5 2.1 -10.1 4.5 -7.3 4.4 -2.6 -13.7 12.5 -11.0 14.3 -8.4 -3.7 -6.3 -6.5 -6.2 -6.0 -4.9 2.2 -20.0 11.4 -12.1 -9.6 -3.0 -13.9 -0.5 -10.2 3.4 -6.0 -1.1 -8.4 -10.5 -4.6 -20.0 7.1 20.0 10.8 20.0 DOW -9.1 -12.3 7.5 1.9 -8.9 3.9 -6.5 3.8 -2.2 -12.9 13.8 -9.3 12.7 1.8 9.2 -8.1 -8.4 -8.4 -8.1 6.7 11.2 -15.8 11.2 -2.6 -10.4 2.5 -11.6 4.4 -6.9 4.5 -1.5 -4.5 -2.6 8.9 -3.0 3.9 -16.0 -20.0 -20.0 -20.0 DX 7.3 18.3 10.3 -4.6 -8.6 -1.3 -5.8 1.4 -5.5 9.9 -3.9 8.6 -13.2 13.7 14.0 6.5 6.2 6.2 6.1 12.8 3.0 10.6 -8.0 12.6 -20.0 5.6 8.8 2.1 5.0 -1.7 5.6 16.5 4.0 20.0 20.0 20.0 8.6 17.0 8.1 18.5 EUR -5.7 -16.1 -5.2 -5.5 -10.3 -1.5 -6.9 1.6 -6.6 -11.9 10.3 -3.1 16.9 -13.3 -12.8 -8.5 -7.7 -8.0 -7.8 -9.8 2.0 -7.2 14.7 -9.4 15.5 -4.8 -10.1 0.5 -4.3 5.7 -4.9 -7.2 16.2 5.0 2.5 0.7 -5.5 -20.0 -7.5 -20.0 EURIBOR-ICE -13.2 2.8 -1.1 -0.1 -5.8 0.8 -5.9 -0.7 -3.3 -9.5 3.9 -14.2 10.4 -6.9 -4.2 12.2 10.7 12.5 12.3 -2.0 1.8 -11.5 5.8 -7.8 4.4 -0.9 -5.0 0.8 -6.5 1.9 -4.2 14.3 -4.9 -9.5 1.4 -1.8 5.9 20.0 9.8 20.0 EUROSTX -11.5 2.3 3.6 2.4 -11.7 5.2 -8.5 5.0 -2.9 -13.7 18.2 -8.0 17.3 5.5 14.2 -3.7 -1.6 -3.2 -2.4 9.3 12.5 -13.2 13.2 0.1 -5.8 3.9 -12.1 4.4 -6.3 3.6 -0.2 6.2 5.3 7.1 12.7 -0.4 15.9 20.0 19.5 20.0 FEEDCOW -20.0 -20.0 -13.4 -2.4 -3.0 -3.1 -2.2 -2.9 -1.8 -2.9 3.2 -6.3 6.0 -6.5 -4.0 14.5 8.2 14.6 12.8 -5.7 2.9 -7.7 8.1 -10.4 -20.0 -1.1 -0.8 1.2 -1.6 2.7 -2.2 20.0 4.7 -20.0 -5.5 16.0 20.0 20.0 20.0 20.0 GASOIL 15.6 4.9 8.4 3.0 -2.4 2.1 2.2 1.2 4.0 11.4 11.9 15.0 7.3 15.7 13.9 20.0 15.7 20.0 19.5 15.0 11.0 16.7 6.4 17.9 -1.4 5.6 5.3 4.3 6.0 2.6 6.5 11.5 14.9 20.0 13.5 13.1 8.9 13.1 1.2 8.5 GASOLINE 10.7 0.3 2.0 3.3 -2.6 2.3 2.4 1.3 4.4 -11.9 5.8 3.2 1.6 10.1 5.4 7.2 18.8 15.3 20.0 4.9 2.5 2.2 0.8 6.9 -19.7 2.0 -6.0 -0.3 1.6 -0.8 4.4 16.1 -2.4 -1.2 -2.7 -4.6 20.0 20.0 20.0 20.0 GAS_US_mini 18.7 19.3 0.9 4.3 -3.3 2.9 3.1 1.7 5.7 10.7 -13.9 18.9 -16.8 20.0 10.1 -20.0 -20.0 -20.0 -20.0 11.6 -3.4 17.5 -10.4 20.0 20.0 5.5 5.0 0.1 7.2 -2.2 8.9 -20.0 19.2 1.6 20.0 -2.9 -3.4 -20.0 -20.0 -20.0 GBP -10.9 -18.3 -13.0 -5.8 -10.8 -1.6 -7.2 1.7 -7.0 -11.8 0.3 -11.9 13.0 -16.0 -16.8 0.3 -0.0 0.3 0.1 -18.8 -7.6 -14.7 6.2 -19.0 1.8 -6.9 -8.1 -2.4 -6.0 2.4 -7.6 6.1 11.1 -20.0 -10.1 -3.2 10.8 -4.4 10.9 -3.9 GOLD_micro -10.3 -18.2 -1.7 2.0 -0.7 2.8 -0.3 2.6 0.7 -1.2 5.6 -0.7 6.7 0.7 4.0 -7.2 -10.8 -9.1 -9.9 8.1 10.8 0.4 10.9 3.5 -17.6 2.4 -0.2 2.9 0.2 2.8 1.1 -7.4 5.0 -3.5 15.5 18.3 -2.2 2.4 -14.5 -10.6 HEATOIL 15.7 3.9 4.0 3.0 -2.3 2.1 2.2 1.2 4.0 6.4 13.4 12.7 9.1 14.9 13.1 18.8 10.1 13.7 11.4 13.5 9.1 18.9 5.7 18.3 -20.0 4.7 6.2 2.8 7.5 2.1 7.2 0.6 20.0 20.0 15.1 2.1 19.2 7.9 -2.2 -8.9 JGB-SGX-mini -3.3 0.6 -12.0 -0.1 -4.8 0.6 -4.9 -0.5 -2.7 -12.1 -13.3 -11.9 -12.5 -11.8 -12.7 14.9 12.9 11.7 11.8 -9.2 -11.8 -11.7 -14.3 -8.7 -6.3 -4.4 -10.3 -5.1 -7.2 -6.2 -4.9 15.5 -12.3 -0.7 -9.0 -12.6 -11.3 -20.0 -5.4 -20.0 JPY -8.6 -19.7 -15.7 -3.6 -6.8 -1.0 -4.5 1.1 -4.4 -13.9 -14.8 -15.2 -11.6 -15.8 -15.7 -10.0 -10.9 -10.0 -10.1 -19.7 -16.8 -17.8 -12.0 -18.7 20.0 -5.4 -6.8 -4.2 -5.6 -2.7 -5.6 -11.7 -16.3 -13.2 -12.6 -12.1 -3.8 -11.4 -4.1 -12.9 LEANHOG -12.5 -20.0 -10.6 -6.2 -7.8 -7.9 -5.5 -7.3 -4.6 -12.4 6.7 -15.7 11.0 -18.6 -16.4 -2.4 20.0 20.0 20.0 -18.4 -5.0 -19.5 6.2 -20.0 -1.7 -5.8 -3.8 -2.3 -5.7 0.9 -6.9 20.0 5.4 -20.0 -20.0 11.7 7.6 14.6 20.0 20.0 LIVECOW -20.0 -20.0 -16.2 -2.4 -3.1 -3.1 -2.2 -2.9 -1.8 -4.8 3.6 -6.1 6.0 -6.0 -3.9 -0.4 9.6 -1.0 4.6 -5.1 1.5 -7.6 6.3 -8.7 -20.0 -1.4 -1.6 0.7 -2.0 2.4 -2.5 20.0 5.2 -20.0 -6.4 11.2 20.0 14.9 20.0 20.0 LUMBER-new -20.0 -8.2 -20.0 -4.1 -5.1 -5.2 -3.6 -4.8 -3.0 -10.8 -11.6 -12.5 -9.3 -12.7 -12.6 -20.0 -20.0 -20.0 -20.0 -18.8 -14.7 -20.0 -10.4 -20.0 NaN -4.2 -6.0 -2.9 -5.8 -1.6 -5.3 -20.0 -20.0 -20.0 -8.8 -13.8 7.1 20.0 9.8 20.0 MXP -2.4 -10.7 3.3 -5.9 -11.0 -1.6 -7.3 1.7 -7.0 14.7 20.0 18.7 20.0 17.8 20.0 12.2 12.7 12.6 12.5 12.5 20.0 9.7 20.0 10.1 -20.0 7.6 2.7 13.1 5.6 14.9 5.7 20.0 20.0 20.0 20.0 20.0 5.6 8.8 7.2 12.3 NASDAQ_micro -16.9 -20.0 2.7 1.7 -8.2 3.6 -6.0 3.5 -2.1 -11.2 12.8 -10.9 12.8 -2.7 7.0 -8.1 -8.9 -9.0 -8.8 7.0 14.3 -15.9 15.9 -4.8 -20.0 2.4 -6.4 4.9 -5.5 5.4 -1.9 -5.6 -10.1 5.0 1.1 8.3 -9.2 -20.0 -10.5 -20.0 NIKKEI -9.3 10.9 19.5 1.4 -6.6 2.9 -4.8 2.8 -1.7 -8.2 10.5 -5.1 9.9 4.7 8.5 0.2 7.0 2.4 4.9 15.4 18.4 -7.1 14.7 4.7 -10.2 3.5 -2.1 4.3 -1.3 3.1 1.1 20.0 -1.8 11.2 20.0 20.0 -2.6 7.3 3.4 12.4 NZD -4.5 -13.9 -14.7 -4.7 -8.8 -1.3 -5.9 1.4 -5.7 -11.6 -9.7 -15.1 -10.1 -17.5 -19.2 -4.9 -3.2 -4.4 -3.9 -19.9 -16.0 -14.9 -10.1 -17.7 15.3 -6.7 -7.5 -5.0 -5.9 -3.1 -6.7 0.0 -9.4 -8.6 -9.9 -17.7 7.1 20.0 9.4 20.0 OAT -4.7 11.3 1.9 -0.2 -7.3 1.0 -7.4 -0.8 -4.1 -17.6 7.1 -16.3 -3.9 5.1 8.9 18.4 11.9 17.6 15.7 4.7 2.3 -5.5 -2.8 0.9 1.5 2.8 -6.0 1.7 -3.5 -0.2 0.4 17.7 5.2 4.4 11.5 -1.2 3.5 20.0 6.6 20.0 OATIES 7.4 2.9 -14.9 -5.3 -6.6 -6.7 -4.7 -6.2 -3.9 -4.1 -14.5 1.8 -11.8 -1.4 -12.6 -20.0 -10.7 -20.0 -17.8 -9.2 -13.1 -2.1 -11.4 -2.9 -8.6 -4.9 -4.5 -6.6 -1.2 -5.7 -1.9 -12.9 9.7 2.3 -4.0 -8.3 -16.7 -15.1 -11.1 -14.9 OJ -12.1 -20.0 -17.7 -2.1 -2.7 -2.7 -1.9 -2.5 -1.6 -5.9 -6.1 -6.5 -5.9 -6.8 -6.8 -4.5 3.7 -2.5 -0.0 -12.2 -10.5 -11.5 -8.7 -12.2 -20.0 -2.4 -2.5 -2.0 -2.5 -1.5 -2.5 13.8 -11.4 -7.5 -14.7 -6.3 -9.9 -15.8 -2.7 -14.2 PALLAD -9.6 4.6 7.9 2.4 -0.8 3.3 -0.4 3.0 0.8 -5.8 4.6 -5.9 4.2 -0.7 2.0 -3.0 -2.9 -3.0 -3.0 5.3 7.5 -3.1 6.1 0.5 12.6 2.4 -1.1 3.2 -0.7 2.9 0.7 5.3 -4.8 -4.6 5.5 -2.1 -5.8 -16.1 -20.0 -18.9 PLAT -10.9 -11.7 3.8 2.7 -0.9 3.8 -0.4 3.4 0.9 -6.1 7.4 -6.5 7.3 -3.4 2.8 -3.4 -3.5 -3.4 -3.3 4.6 10.4 -3.8 11.8 -1.2 0.6 2.1 -1.4 4.6 -1.3 5.5 -0.2 4.6 -2.5 -3.3 -3.0 -6.6 20.0 9.3 -12.9 -9.3 REDWHEAT 15.8 15.8 4.3 -6.5 -8.1 -8.3 -5.8 -7.7 -4.8 -7.8 -15.5 5.8 -19.2 9.5 -2.1 -14.2 -16.5 -17.1 -17.6 0.7 -9.5 2.1 -17.6 5.9 6.7 2.2 -3.1 -2.2 1.5 -6.0 4.3 -19.1 2.9 20.0 17.0 16.1 -20.0 -20.0 -20.0 -20.0 RICE 10.3 -8.1 -20.0 -3.3 -4.1 -4.2 -2.9 -3.9 -2.4 -7.0 -11.0 -5.8 -10.9 -9.1 -10.5 -20.0 -12.1 -20.0 -18.1 -17.3 -20.0 -7.8 -20.0 -10.9 -0.7 -3.9 -2.9 -4.5 -2.0 -4.6 -2.6 -16.1 5.9 -6.0 -16.9 -12.7 -6.8 -11.3 2.1 -9.9 ROBUSTA -6.8 6.0 19.7 -2.9 -3.6 -3.7 -2.6 -3.4 -2.1 2.5 1.7 0.2 0.1 2.8 6.0 1.5 12.3 6.8 9.8 3.1 2.6 -1.2 1.4 -0.0 -20.0 1.2 0.6 1.0 -0.8 0.7 -0.2 20.0 -0.1 -0.2 8.4 20.0 -2.7 20.0 6.8 20.0 RUSSELL -20.0 -17.7 12.1 1.6 -7.9 3.5 -5.7 3.4 -2.0 -10.8 11.1 -11.4 9.1 -7.7 5.6 -4.7 -5.4 -5.0 -5.1 0.1 7.4 -16.1 7.6 -9.9 5.9 -0.1 -6.5 3.1 -6.8 3.2 -4.4 0.6 -5.8 -8.3 -11.8 3.5 -13.9 -20.0 -18.1 -20.0 SHATZ -9.3 4.6 -9.1 -0.2 -6.7 0.9 -6.7 -0.8 -3.8 -6.6 -12.4 -15.4 -2.9 -12.2 -12.7 -2.6 -16.3 -10.7 -13.3 -8.2 -8.4 -9.6 -6.3 -9.4 8.2 -4.1 -2.5 -3.7 -5.8 -2.6 -5.5 -20.0 -1.6 -9.6 -1.7 -15.4 13.2 20.0 17.6 20.0 SILVER-mini -1.8 -11.8 7.4 2.8 -1.0 3.9 -0.4 3.6 0.9 1.0 8.8 2.3 9.1 4.7 7.1 -4.8 -6.5 -5.8 -6.2 12.2 13.9 5.9 12.1 8.7 -6.3 3.6 0.6 4.3 1.3 3.7 2.3 -0.5 15.5 8.2 14.3 16.2 10.1 20.0 -2.1 1.0 SMI -6.3 7.4 7.5 1.9 -9.3 4.1 -6.7 4.0 -2.3 0.3 10.5 3.3 7.6 8.2 9.7 6.2 3.7 5.1 4.1 7.9 7.1 4.6 5.8 7.1 9.1 3.3 0.0 2.6 2.5 1.7 3.3 16.0 20.0 9.2 13.3 3.4 17.8 20.0 20.0 20.0 SOFR -11.3 -9.2 2.5 -0.2 -7.6 1.0 -7.6 -0.9 -4.3 5.1 12.2 -6.2 14.4 -9.9 0.0 7.0 5.5 7.1 6.7 -1.2 7.7 -2.2 12.5 -5.1 -20.0 -0.8 1.4 4.0 -1.3 6.2 -3.1 4.8 19.7 -1.5 -10.9 8.6 -4.3 -16.0 -5.7 -20.0 SOYBEAN 14.1 11.8 9.5 -6.8 -8.5 -8.7 -6.1 -8.1 -5.0 9.8 14.0 17.2 -0.3 19.0 18.5 1.4 -5.8 -3.0 -5.6 17.0 9.3 17.0 -0.6 20.0 -6.4 7.2 2.4 5.1 6.2 1.4 7.9 -0.1 20.0 20.0 20.0 20.0 -15.0 -5.5 -15.0 -2.2 SOYMEAL 20.0 20.0 18.9 -4.4 -5.5 -5.6 -3.9 -5.2 -3.2 0.3 2.4 10.0 -9.0 11.6 9.5 -10.0 -15.4 -15.1 -16.5 14.3 4.7 11.0 -4.2 17.7 -11.9 4.1 0.1 1.8 2.8 -0.4 4.7 -17.7 14.2 20.0 20.0 20.0 -18.5 -20.0 -9.2 -20.0 SOYOIL 5.1 -3.1 -9.2 -6.6 -8.2 -8.4 -5.9 -7.8 -4.8 9.4 1.6 12.3 8.6 6.8 -12.5 -8.7 -4.7 -7.7 -6.2 -2.4 -0.7 12.6 5.7 4.9 -17.9 -1.0 9.6 -0.4 9.2 2.1 3.8 1.3 20.0 14.6 13.3 6.5 -20.0 -16.2 -20.0 -17.3 SP400 -11.7 -14.9 3.2 1.8 -8.8 3.9 -6.4 3.8 -2.2 -11.4 11.3 -11.6 6.1 -5.8 -1.8 -5.6 -6.0 -5.9 -5.8 -3.3 2.3 -14.7 4.0 -9.5 0.4 -2.6 -8.5 -0.0 -7.8 0.7 -5.5 -0.6 1.8 -3.1 -18.7 -11.4 -14.5 -20.0 -18.4 -20.0 SP500_micro -12.6 -20.0 3.0 2.0 -9.6 4.2 -6.9 4.1 -2.4 -13.1 15.4 -11.6 15.2 0.5 9.4 -8.7 -9.6 -9.5 -9.4 7.2 15.6 -16.4 17.8 -4.7 -16.1 1.5 -9.1 5.1 -7.3 6.0 -3.3 -6.7 -3.3 5.1 -8.6 4.7 -10.1 -20.0 -12.2 -20.0 SUGAR11 -1.8 -13.1 -10.9 -4.0 -5.0 -5.1 -3.6 -4.7 -2.9 3.4 -12.6 -2.1 -12.4 -9.5 -11.4 17.4 8.7 10.1 6.1 -14.9 -15.6 0.4 -14.0 -8.7 -16.6 -4.1 0.9 -4.1 0.3 -3.4 -2.3 20.0 20.0 -6.2 -11.8 -2.4 -17.3 -20.0 -9.8 -18.7 US10 -14.4 -4.2 8.6 -0.1 -5.8 0.8 -5.9 -0.7 -3.3 -3.1 11.3 -7.5 4.4 -6.8 6.9 1.6 0.1 1.8 1.4 1.6 6.5 -3.7 6.2 -3.2 -6.4 1.0 -1.2 4.5 -2.6 4.8 -2.4 -4.4 10.9 -1.8 -3.8 11.9 -16.9 -20.0 -10.2 -20.0 US10U -15.2 -1.5 11.8 -0.2 -8.5 1.1 -8.6 -1.0 -4.8 -7.2 16.5 -12.9 2.6 -7.6 11.3 2.7 -0.9 1.5 0.3 4.4 11.0 -6.8 8.0 -4.5 -12.7 3.0 -2.9 7.6 -4.3 6.7 -2.8 -6.5 13.7 -1.9 -1.6 20.0 -5.1 -14.6 -8.2 -20.0 US2 -15.0 -5.1 4.2 -0.1 -5.9 0.8 -5.9 -0.7 -3.3 -7.3 1.5 -12.0 -2.6 -11.8 1.9 -13.4 -15.3 -12.8 -13.1 -3.4 1.4 -6.6 1.8 -7.3 17.3 -1.9 -2.1 1.4 -4.1 2.7 -4.5 -20.0 7.9 -7.2 -8.6 5.9 -15.4 -9.7 -19.4 -20.0 US20 -18.3 0.4 13.7 -0.1 -5.8 0.8 -5.8 -0.7 -3.2 -10.7 8.7 -12.8 -3.9 -8.4 7.0 3.8 3.0 4.0 3.8 2.8 6.6 -7.3 2.8 -4.5 -8.8 1.7 -3.3 4.3 -4.2 3.0 -2.6 0.1 4.5 -4.2 0.0 14.4 7.9 13.2 -1.7 -16.9 US30 -17.4 1.9 13.6 -0.1 -6.4 0.8 -6.5 -0.7 -3.6 -14.5 5.4 -15.8 -8.1 -11.6 6.4 1.9 -2.3 -0.3 -1.4 2.0 4.8 -9.7 -0.4 -5.9 -5.2 1.4 -5.0 3.8 -5.8 1.7 -3.5 -9.0 1.4 -4.9 0.1 12.4 6.6 8.4 -0.1 -16.2 US5 -12.5 -5.5 5.6 -0.1 -6.1 0.8 -6.2 -0.7 -3.5 -2.8 10.0 -7.7 4.7 -8.7 4.2 -1.9 -3.3 -1.9 -2.2 -0.3 5.0 -3.7 6.0 -4.2 -1.7 -0.1 -0.6 3.5 -2.4 4.6 -2.8 -10.4 12.4 -1.7 -5.8 8.9 -18.4 -15.4 -15.3 -20.0 VIX 7.6 10.3 -8.4 1.0 12.9 -2.5 10.7 -1.0 6.4 17.9 -20.0 17.1 -11.4 2.9 -11.1 -20.0 -20.0 -20.0 -20.0 0.2 -5.5 16.0 -4.7 8.6 NaN 1.4 14.8 -2.7 12.2 -1.3 7.4 NaN NaN NaN NaN NaN -9.6 -20.0 NaN NaN WHEAT 14.3 12.9 3.4 -6.8 -8.5 -8.7 -6.1 -8.1 -5.0 -2.6 -15.7 9.7 -20.0 12.0 -2.1 -15.9 -18.2 -17.6 -18.0 1.4 -8.2 2.9 -15.9 6.5 11.4 2.8 -3.4 -1.3 2.1 -4.9 4.9 -20.0 7.1 20.0 18.9 16.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3