******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251120_204358 produced at 2025-11-20 21:39:44.458353 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.26 0.0 0.00 0.00 0.00 0.00 -29.02 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.79 0.0 0.00 0.00 0.00 0.00 -6.41 11.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -1.39 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.86 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -25.13 59.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.21 -0.10 0.0 999.00 -999.00 -0.21 -0.21 -8.94 999999999.0 -18 -18 caleb_strategy_v3 CAD False False 0.04 -0.14 -0.10 0.0 1.05 -1.05 -0.14 -0.14 -2.65 29.0 -4 -4 caleb_strategy_v3 CHF False False 0.08 0.00 -0.09 0.0 1.03 -1.03 0.00 -0.08 -1.11 13.0 0 -1 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.69 -0.69 -0.12 -0.16 -2.08 17.0 -3 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.06 -0.07 0.0 0.18 -0.18 -0.06 -0.06 -4.34 11.0 -4 -4 caleb_strategy_v3 US5 False False 0.06 -0.06 -0.05 0.0 1.39 -1.39 -0.06 -0.06 -0.93 25.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.05 0.0 0.15 -0.15 -0.03 0.00 -1.53 5.0 -1 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.05 0.0 0.80 -0.80 0.00 -0.02 -2.85 48.0 0 -1 caleb_strategy_v3 SP400 False False 0.16 0.00 -0.05 0.0 0.32 -0.32 0.00 0.00 -0.33 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.04 0.0 0.77 -0.77 0.00 0.00 -3.25 66.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.04 0.0 0.91 -0.91 0.00 0.00 -0.95 22.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.09 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 -4.83 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.12 -0.04 0.0 0.57 -0.57 -0.12 -0.20 -1.61 23.0 -5 -8 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.22 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.05 -0.03 0.0 0.78 -0.78 -0.05 -0.04 -2.34 58.0 -4 -3 caleb_strategy_v3 RUSSELL False False 0.01 -0.17 -0.03 0.0 0.40 -0.40 -0.17 -0.17 -4.33 68.0 -28 -29 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.03 0.0 0.15 -0.15 -0.05 -0.05 -3.20 18.0 -6 -6 caleb_strategy_v3 NZD False False 0.03 -0.14 -0.03 0.0 0.60 -0.60 -0.14 -0.14 -1.02 21.0 -5 -5 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.52 17.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.02 0.0 1.03 -1.03 0.00 0.00 -0.21 14.0 0 0 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.02 0.0 0.26 -0.26 -0.07 -0.07 -0.23 4.0 -1 -1 caleb_strategy_v3 US10U False False 0.06 -0.18 -0.02 0.0 0.76 -0.76 -0.18 -0.18 -0.33 13.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.02 0.0 1.17 -1.17 0.00 -0.02 -1.14 56.0 0 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.02 0.0 0.69 -0.69 -0.03 -0.03 -0.59 26.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.31 3.0 -2 -2 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 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.73 8.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.14 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.53 10.0 -4 -4 caleb_strategy_v3 LIVECOW False False 0.04 0.00 -0.01 0.0 0.74 -0.74 0.00 -0.04 -0.25 17.0 0 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.67 9.0 0 0 caleb_strategy_v3 BUND False False 0.08 0.00 -0.01 0.0 0.75 -0.75 0.00 0.00 -0.14 10.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.43 12.0 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 0.39 -0.39 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.05 9.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 0.00 -0.20 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.54 -0.54 0.02 0.02 0.21 23.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.00 0.0 0.63 -0.63 0.00 0.00 -0.01 8.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.01 0.0 0.21 -0.21 0.00 0.00 0.55 13.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.01 0.0 0.43 -0.43 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.11 0.01 0.0 0.20 -0.20 0.11 0.11 0.28 7.0 4 4 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.01 0.0 0.00 -0.01 -0.01 -0.01 1.38 26.0 -2 -2 caleb_strategy_v3 COPPER False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.00 0.35 999999999.0 1 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 5.22 51.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.04 0.02 0.0 999.00 -999.00 0.04 0.04 0.46 999999999.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.02 0.0 0.15 -0.15 0.05 0.05 0.40 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.06 0.06 0.02 0.0 999.00 -999.00 0.06 0.06 0.29 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.04 0.0 0.64 -0.64 0.16 0.16 1.27 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.16 12.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.14 -0.14 0.03 0.00 1.53 4.0 1 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.07 0.0 1.31 -1.31 0.07 0.07 1.01 19.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.62 -0.62 0.00 0.00 2.00 19.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.71 -0.71 0.00 0.00 1.19 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.13 0.09 0.0 0.56 -0.56 0.13 0.09 5.76 36.0 8 6 caleb_strategy_v3 DX False False 0.05 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 1.86 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.41 9.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.15 0.0 0.71 -0.71 0.36 0.29 2.15 10.0 5 4 caleb_strategy_v3 MXP False False 0.01 0.40 0.53 0.0 0.83 -0.83 0.40 0.40 38.67 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.14 0.0 1.43 -1.43 0.00 0.00 7.98 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.4 Shocked risk 28.5 Sum abs risk 44.9 Leverage 6.28 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1970480.7999999998, 'annual_cash_vol_target': 492620.19999999995, 'daily_cash_vol_target': 30788.762499999997} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6452 0.5242 8.3867 BITCOIN 2349.3982 87075.0000 2.6981 43.1701 BOBL 0.1592 117.9000 0.1350 2.1600 BTP 0.3760 120.6300 0.3117 4.9878 BUND 0.3222 128.5800 0.2506 4.0089 BUXL 0.8086 113.1400 0.7147 11.4351 CAC 64.3597 7917.0000 0.8129 13.0069 CAD 0.0024 0.7105 0.3440 5.5037 CANOLA 5.9823 663.0000 0.9023 14.4369 CHF 0.0053 1.2449 0.4292 6.8677 COCOA 140.4209 5255.0000 2.6721 42.7542 COFFEE 7.4154 376.2000 1.9711 31.5380 COPPER 0.0667 5.0510 1.3215 21.1435 CORN 4.1432 460.5000 0.8997 14.3954 COTTON2 0.6906 63.7800 1.0828 17.3247 CRUDE_W 0.8490 58.2100 1.4585 23.3363 DAX 193.6445 23084.0000 0.8389 13.4219 DOW 329.8417 46060.0000 0.7161 11.4578 DX 0.3541 99.7400 0.3550 5.6806 EUR 0.0042 1.1553 0.3623 5.7967 EURIBOR-ICE 0.0295 97.7750 0.0302 0.4825 EUROSTX 48.3152 5510.0000 0.8769 14.0298 FEEDCOW 4.2813 308.0250 1.3899 22.2389 GASOIL 12.2488 683.5000 1.7921 28.6731 GASOLINE 0.0314 1.8342 1.7132 27.4113 GAS_US_mini 0.1096 4.6550 2.3554 37.6866 GBP 0.0058 1.3087 0.4411 7.0579 GOLD_micro 46.5703 4120.6000 1.1302 18.0829 HEATOIL 0.0480 2.3937 2.0038 32.0609 JGB-SGX-mini 0.1943 135.1600 0.1437 2.2997 JPY 0.0000 0.0064 0.5876 9.4023 LEANHOG 1.1783 79.6750 1.4789 23.6621 LIVECOW 2.7650 215.1000 1.2855 20.5675 LUMBER-new 8.5329 561.0000 1.5210 24.3364 MXP 0.0003 0.0543 0.5369 8.5906 NASDAQ_micro 228.6627 24397.7500 0.9372 14.9957 NIKKEI 676.4296 48700.0000 1.3890 22.2236 NZD 0.0032 0.5604 0.5634 9.0151 OAT 0.3465 122.0700 0.2839 4.5418 OATIES 4.9946 307.0000 1.6269 26.0305 OJ 5.8538 152.1500 3.8474 61.5581 PALLAD 36.5140 1411.0000 2.5878 41.4049 PLAT 28.1779 1522.8000 1.8504 29.6064 REDWHEAT 8.7904 523.5000 1.6792 26.8666 RICE 0.1383 10.0450 1.3763 22.0216 ROBUSTA 93.5751 4615.0000 2.0276 32.4421 RUSSELL 27.6674 2329.9000 1.1875 18.9999 SHATZ 0.0460 106.9850 0.0430 0.6884 SILVER-mini 0.8998 51.1875 1.7578 28.1254 SMI 92.0254 12473.0000 0.7378 11.8048 SOFR 0.0477 96.7550 0.0493 0.7894 SOYBEAN 9.0581 1115.2500 0.8122 12.9952 SOYMEAL 4.7352 322.6000 1.4678 23.4853 SOYOIL 0.6500 51.5900 1.2599 20.1584 SP400 29.4820 3132.3000 0.9412 15.0596 SP500_micro 48.2045 6599.0000 0.7305 11.6877 SUGAR11 0.2348 14.2100 1.6527 26.4431 US10 0.3201 112.8281 0.2837 4.5387 US10U 0.4000 115.4375 0.3465 5.5436 US2 0.0774 104.1758 0.0743 1.1891 US20 0.6158 116.5625 0.5283 8.4526 US30 0.9152 119.8750 0.7635 12.2156 US5 0.2047 109.3750 0.1872 2.9949 VIX 0.4974 22.9000 2.1719 34.7505 WHEAT 8.0985 586.5000 1.3808 22.0930 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 645.25 0.52 338.22 1.00 338.22 30788.76 91.03 8.47 77.14 BITCOIN 87.08 2.70 234.94 1.00 234.94 30788.76 131.05 -17.68 -231.76 BOBL 1179.00 0.14 159.17 1.16 184.41 30788.76 166.96 5.98 99.89 BTP 1206.30 0.31 376.05 1.16 435.69 30788.76 70.67 4.95 34.97 BUND 1285.80 0.25 322.17 1.16 373.26 30788.76 82.49 -1.67 -13.75 BUXL 1131.40 0.71 808.60 1.16 936.84 30788.76 32.86 -6.98 -22.94 CAC 791.70 0.81 643.60 1.16 745.67 30788.76 41.29 8.25 34.08 CAD 710.50 0.34 244.40 1.00 244.40 30788.76 125.98 -8.09 -101.87 CANOLA 132.60 0.90 119.65 0.71 85.51 30788.76 360.08 5.95 214.29 CHF 1556.12 0.43 667.94 1.00 667.94 30788.76 46.10 -9.26 -42.69 COCOA 525.50 2.67 1404.21 1.00 1404.21 30788.76 21.93 -11.09 -24.31 COFFEE 1410.75 1.97 2780.77 1.00 2780.77 30788.76 11.07 10.01 11.08 COPPER 1262.75 1.32 1668.68 1.00 1668.68 30788.76 18.45 1.75 3.24 CORN 230.25 0.90 207.16 1.00 207.16 30788.76 148.62 -1.19 -17.71 COTTON2 318.90 1.08 345.30 1.00 345.30 30788.76 89.16 -20.00 -178.33 CRUDE_W 582.10 1.46 849.00 1.00 849.00 30788.76 36.26 -3.89 -14.12 DAX 230.84 0.84 193.64 1.16 224.36 30788.76 137.23 -5.00 -68.57 DOW 230.30 0.72 164.92 1.00 164.92 30788.76 186.69 -7.48 -139.66 DX 997.40 0.36 354.12 1.00 354.12 30788.76 86.95 8.23 71.52 EUR 1444.06 0.36 523.17 1.00 523.17 30788.76 58.85 -1.40 -8.26 EURIBOR-ICE 2444.38 0.03 73.71 1.16 85.40 30788.76 360.54 6.48 233.66 EUROSTX 551.00 0.88 483.15 1.16 559.78 30788.76 55.00 6.74 37.06 FEEDCOW 1540.12 1.39 2140.67 1.00 2140.67 30788.76 14.38 -0.30 -0.43 GASOIL 683.50 1.79 1224.88 1.00 1224.88 30788.76 25.14 13.98 35.15 GASOLINE 770.36 1.71 1319.79 1.00 1319.79 30788.76 23.33 4.58 10.68 GAS_US_mini 116.38 2.36 274.11 1.00 274.11 30788.76 112.32 1.14 12.77 GBP 817.94 0.44 360.81 1.00 360.81 30788.76 85.33 -4.27 -36.41 GOLD_micro 412.06 1.13 465.70 1.00 465.70 30788.76 66.11 -5.04 -33.31 HEATOIL 1005.35 2.00 2014.53 1.00 2014.53 30788.76 15.28 6.02 9.20 JGB-SGX-mini 135160.00 0.14 19426.70 0.01 124.95 30788.76 246.41 -10.86 -267.65 JPY 795.19 0.59 467.29 1.00 467.29 30788.76 65.89 -12.17 -80.18 LEANHOG 318.70 1.48 471.32 1.00 471.32 30788.76 65.32 1.39 9.09 LIVECOW 860.40 1.29 1106.02 1.00 1106.02 30788.76 27.84 -2.66 -7.40 LUMBER-new 154.28 1.52 234.66 1.00 234.66 30788.76 131.21 -13.21 -173.29 MXP 271.35 0.54 145.69 1.00 145.69 30788.76 211.33 12.45 263.09 NASDAQ_micro 487.96 0.94 457.33 1.00 457.33 30788.76 67.32 -10.25 -68.98 NIKKEI 48700.00 1.39 67642.96 0.01 435.07 30788.76 70.77 7.51 53.13 NZD 560.45 0.56 315.78 1.00 315.78 30788.76 97.50 -4.03 -39.31 OAT 1220.70 0.28 346.51 1.16 401.47 30788.76 76.69 8.22 63.05 OATIES 153.50 1.63 249.73 1.00 249.73 30788.76 123.29 -16.07 -198.13 OJ 228.22 3.85 878.07 1.00 878.07 30788.76 35.06 -15.37 -53.90 PALLAD 1411.00 2.59 3651.40 1.00 3651.40 30788.76 8.43 1.00 0.84 PLAT 761.40 1.85 1408.90 1.00 1408.90 30788.76 21.85 0.37 0.81 REDWHEAT 261.75 1.68 439.52 1.00 439.52 30788.76 70.05 -7.85 -55.00 RICE 200.90 1.38 276.51 1.00 276.51 30788.76 111.35 -15.09 -168.07 ROBUSTA 461.50 2.03 935.75 1.00 935.75 30788.76 32.90 4.73 15.56 RUSSELL 116.50 1.19 138.34 1.00 138.34 30788.76 222.56 -5.86 -130.53 SHATZ 1069.85 0.04 46.03 1.16 53.33 30788.76 577.32 -3.17 -183.26 SILVER-mini 1279.69 1.76 2249.48 1.00 2249.48 30788.76 13.69 6.27 8.58 SMI 1247.30 0.74 920.25 1.25 1150.68 30788.76 26.76 15.41 41.22 SOFR 2418.88 0.05 119.34 1.00 119.34 30788.76 257.99 -4.08 -105.27 SOYBEAN 557.62 0.81 452.90 1.00 452.90 30788.76 67.98 4.37 29.72 SOYMEAL 322.60 1.47 473.52 1.00 473.52 30788.76 65.02 -3.22 -20.95 SOYOIL 309.54 1.26 389.99 1.00 389.99 30788.76 78.95 -7.15 -56.42 SP400 3132.30 0.94 2948.20 1.00 2948.20 30788.76 10.44 -9.45 -9.87 SP500_micro 329.95 0.73 241.02 1.00 241.02 30788.76 127.74 -9.58 -122.32 SUGAR11 159.15 1.65 263.03 1.00 263.03 30788.76 117.05 -11.24 -131.54 US10 1128.28 0.28 320.06 1.00 320.06 30788.76 96.20 -4.25 -40.87 US10U 1154.38 0.35 399.96 1.00 399.96 30788.76 76.98 -3.34 -25.74 US2 2083.52 0.07 154.84 1.00 154.84 30788.76 198.84 -5.52 -109.72 US20 1165.62 0.53 615.79 1.00 615.79 30788.76 50.00 -0.84 -4.21 US30 1198.75 0.76 915.22 1.00 915.22 30788.76 33.64 -3.30 -11.11 US5 1093.75 0.19 204.73 1.00 204.73 30788.76 150.39 -4.87 -73.28 VIX 229.00 2.17 497.37 1.00 497.37 30788.76 61.90 -5.84 -36.17 WHEAT 293.25 1.38 404.92 1.00 404.92 30788.76 76.04 -6.68 -50.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 77.143 0.010 2.5 2.004 BITCOIN -231.761 0.043 2.5 -25.132 BOBL 99.887 0.004 2.5 1.014 BTP 34.972 0.014 2.5 1.195 BUND -13.747 0.004 2.5 -0.140 BUXL -22.945 0.004 2.5 -0.233 CAC 34.077 0.014 2.5 1.164 CAD -101.865 0.010 2.5 -2.647 CANOLA 214.294 0.010 2.5 5.221 CHF -42.689 0.010 2.5 -1.109 COCOA -24.312 0.010 2.5 -0.592 COFFEE 11.083 0.005 2.5 0.147 COPPER 3.236 0.043 2.5 0.351 CORN -17.707 0.010 2.5 -0.431 COTTON2 -178.329 0.010 2.5 -4.345 CRUDE_W -14.121 0.043 2.5 -1.531 DAX -68.568 0.014 2.5 -2.342 DOW -139.664 0.009 2.5 -3.250 DX 71.524 0.010 2.5 1.858 EUR -8.264 0.010 2.5 -0.215 EURIBOR-ICE 233.665 0.014 2.5 7.981 EUROSTX 37.057 0.014 2.5 1.266 FEEDCOW -0.429 0.013 2.5 -0.014 GASOIL 35.149 0.017 2.5 1.526 GASOLINE 10.675 0.017 2.5 0.463 GAS_US_mini 12.767 0.043 2.5 1.384 GBP -36.409 0.010 2.5 -0.946 GOLD_micro -33.311 0.014 2.5 -1.138 HEATOIL 9.200 0.017 2.5 0.399 JGB-SGX-mini -267.654 0.043 2.5 -29.024 JPY -80.181 0.010 2.5 -2.083 LEANHOG 9.090 0.024 2.5 0.553 LIVECOW -7.402 0.013 2.5 -0.246 LUMBER-new -173.294 0.010 2.5 -4.222 MXP 263.087 0.059 2.5 38.668 NASDAQ_micro -68.976 0.009 2.5 -1.605 NIKKEI 53.126 0.043 2.5 5.761 NZD -39.305 0.010 2.5 -1.021 OAT 63.045 0.014 2.5 2.153 OATIES -198.134 0.010 2.5 -4.827 OJ -53.902 0.010 2.5 -1.313 PALLAD 0.844 0.014 2.5 0.029 PLAT 0.812 0.014 2.5 0.028 REDWHEAT -54.996 0.005 2.5 -0.731 RICE -168.068 0.010 2.5 -4.095 ROBUSTA 15.559 0.005 2.5 0.207 RUSSELL -130.527 0.013 2.5 -4.331 SHATZ -183.256 0.004 2.5 -1.861 SILVER-mini 8.576 0.014 2.5 0.293 SMI 41.223 0.014 2.5 1.408 SOFR -105.272 0.024 2.5 -6.407 SOYBEAN 29.719 0.004 2.5 0.277 SOYMEAL -20.951 0.004 2.5 -0.195 SOYOIL -56.420 0.004 2.5 -0.526 SP400 -9.869 0.013 2.5 -0.328 SP500_micro -122.324 0.009 2.5 -2.847 SUGAR11 -131.536 0.010 2.5 -3.205 US10 -40.872 0.005 2.5 -0.519 US10U -25.742 0.005 2.5 -0.327 US2 -109.717 0.005 2.5 -1.392 US20 -4.215 0.005 2.5 -0.053 US30 -11.108 0.005 2.5 -0.141 US5 -73.275 0.005 2.5 -0.930 VIX -36.167 0.099 2.5 -8.940 WHEAT -50.797 0.005 2.5 -0.675 ===================== Position diags ===================== AUD 2.37 BITCOIN 14.21 BOBL 1.70 BTP 2.41 BUND 0.84 BUXL 0.33 CAC 1.41 CAD 3.27 CANOLA 8.77 CHF 1.20 COCOA 0.53 COFFEE 0.15 COPPER 2.00 CORN 3.62 COTTON2 2.17 CRUDE_W 3.93 DAX 4.69 DOW 4.34 DX 2.26 EUR 1.53 EURIBOR-ICE 12.31 EUROSTX 1.88 FEEDCOW 0.48 GASOIL 1.09 GASOLINE 1.01 GAS_US_mini 12.18 GBP 2.22 GOLD_micro 2.26 HEATOIL 0.66 JGB-SGX-mini 26.72 JPY 1.71 LEANHOG 3.98 LIVECOW 0.92 LUMBER-new 3.20 MXP 31.06 NASDAQ_micro 1.57 NIKKEI 7.67 NZD 2.53 OAT 2.62 OATIES 3.00 OJ 0.85 PALLAD 0.29 PLAT 0.75 REDWHEAT 0.93 RICE 2.71 ROBUSTA 0.44 RUSSELL 7.39 SHATZ 5.86 SILVER-mini 0.47 SMI 0.91 SOFR 15.70 SOYBEAN 0.63 SOYMEAL 0.61 SOYOIL 0.74 SP400 0.35 SP500_micro 2.97 SUGAR11 2.85 US10 1.22 US10U 0.98 US2 2.52 US20 0.63 US30 0.43 US5 1.91 VIX 15.30 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.0 1.8 2.2 0.0 0 BITCOIN -25.1 -26.6 -23.7 0.0 0 BOBL 1.0 0.8 1.2 1.0 1 BTP 1.2 1.0 1.4 0.0 0 BUND -0.1 -0.2 -0.1 0.0 0 BUXL -0.2 -0.3 -0.2 -1.0 -1 CAC 1.2 1.0 1.3 0.0 0 CAD -2.6 -3.0 -2.3 -4.0 -4 CANOLA 5.2 4.3 6.1 1.0 1 CHF -1.1 -1.2 -1.0 0.0 0 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 -0.4 -0.8 -0.1 0.0 0 COTTON2 -4.3 -4.6 -4.1 -4.0 -4 CRUDE_W -1.5 -1.9 -1.1 -1.0 -1 DAX -2.3 -2.8 -1.9 -4.0 -4 DOW -3.3 -3.7 -2.8 0.0 0 DX 1.9 1.6 2.1 0.0 0 EUR -0.2 -0.4 -0.1 0.0 0 EURIBOR-ICE 8.0 6.7 9.2 0.0 0 EUROSTX 1.3 1.1 1.5 5.0 5 FEEDCOW -0.0 -0.1 0.0 0.0 0 GASOIL 1.5 1.4 1.6 1.0 1 GASOLINE 0.5 0.4 0.6 1.0 1 GAS_US_mini 1.4 0.2 2.6 -2.0 -2 GBP -0.9 -1.2 -0.7 0.0 0 GOLD_micro -1.1 -1.4 -0.9 0.0 0 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -29.0 -31.7 -26.4 0.0 0 JPY -2.1 -2.3 -1.9 -3.0 -3 LEANHOG 0.6 0.2 1.0 0.0 0 LIVECOW -0.2 -0.3 -0.2 0.0 0 LUMBER-new -4.2 -4.5 -3.9 0.0 0 MXP 38.7 35.6 41.8 29.0 29 NASDAQ_micro -1.6 -1.8 -1.4 -5.0 -5 NIKKEI 5.8 5.0 6.5 8.0 8 NZD -1.0 -1.3 -0.8 -5.0 -5 OAT 2.2 1.9 2.4 5.0 5 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -1.3 -1.4 -1.2 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 -0.0 0.1 0.0 0 REDWHEAT -0.7 -0.8 -0.6 0.0 0 RICE -4.1 -4.4 -3.8 -3.0 -3 ROBUSTA 0.2 0.2 0.3 1.0 1 RUSSELL -4.3 -5.1 -3.6 -28.0 -28 SHATZ -1.9 -2.4 -1.3 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.4 1.3 1.5 0.0 0 SOFR -6.4 -8.0 -4.8 NaN 0 SOYBEAN 0.3 0.2 0.3 4.0 4 SOYMEAL -0.2 -0.3 -0.1 0.0 0 SOYOIL -0.5 -0.6 -0.5 -4.0 -4 SP400 -0.3 -0.4 -0.3 0.0 0 SP500_micro -2.8 -3.1 -2.5 0.0 0 SUGAR11 -3.2 -3.5 -2.9 -6.0 -6 US10 -0.5 -0.6 -0.4 0.0 0 US10U -0.3 -0.4 -0.2 -3.0 -3 US2 -1.4 -1.6 -1.1 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -0.9 -1.1 -0.7 -1.0 -1 VIX -8.9 -10.5 -7.4 -18.0 -18 WHEAT -0.7 -0.8 -0.6 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 -0.2 0.3 -0.2 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 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 0.0 -0.2 0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 0.1 -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 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -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 -0.1 0.3 0.7 0.5 0.7 BTP -0.3 0.2 0.1 -0.0 -0.0 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 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.5 -0.1 0.1 0.4 0.2 0.1 0.7 0.2 0.7 BUND -0.4 0.2 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.2 0.0 -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 -0.1 -0.1 -0.1 -0.2 -0.3 0.1 -0.1 0.2 0.7 0.3 0.7 BUXL -0.4 0.3 0.0 -0.0 -0.0 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 -0.1 -0.1 -0.2 -0.5 -0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.4 -0.4 -0.0 -0.3 -0.0 0.5 -0.1 0.2 CAC -0.6 0.2 0.2 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 0.5 -0.1 0.5 0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.2 0.2 -0.1 0.5 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.4 0.4 -0.2 0.3 -0.2 0.6 0.7 0.7 0.7 CAD 0.1 -0.3 -0.4 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.1 2.7 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.4 0.5 0.3 -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 -0.1 0.1 -0.2 0.1 -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 0.1 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 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 0.0 -0.0 0.2 -0.0 -1.1 0.3 -0.0 0.2 0.1 -0.5 -0.7 -0.5 -0.7 COCOA -0.0 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 -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 -0.3 -0.4 -0.1 -0.3 0.0 -0.1 0.1 COFFEE -0.2 0.1 0.5 -0.1 -0.1 -0.2 -0.1 -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 0.0 -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 -0.2 0.3 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 -0.0 0.1 0.0 -0.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 0.0 0.0 -0.3 -0.6 0.7 0.4 0.7 0.5 CORN 0.2 0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 -0.0 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 -0.0 -0.3 0.0 1.3 0.1 -0.1 0.0 -0.0 -0.2 0.0 -1.1 0.3 0.6 0.6 0.6 -0.3 -0.1 0.2 -0.1 COTTON2 -0.2 -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 -1.8 -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 -0.1 0.1 -0.0 0.1 0.0 -0.2 -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 -0.2 -0.6 -0.6 -0.6 0.7 0.7 0.2 0.6 DAX -0.5 -0.3 -0.6 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 0.3 -0.2 -1.3 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.6 0.2 0.7 0.3 0.7 DOW -0.4 -0.4 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.4 -0.1 0.4 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.2 0.3 -0.1 -1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.2 -0.0 0.3 -0.1 0.1 -0.5 -0.7 -0.7 -0.7 DX 0.3 0.6 0.3 -0.1 -0.1 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.1 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 0.2 -2.7 0.1 0.1 0.1 0.1 -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 -0.1 -0.0 -0.1 0.1 -0.1 -0.2 0.3 -0.1 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 -0.1 0.2 -0.1 -0.4 0.3 0.2 0.1 0.1 -0.2 -0.7 -0.2 -0.7 EURIBOR-ICE -0.4 0.1 -0.0 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.1 -0.1 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 0.1 -0.1 0.2 0.7 0.3 0.7 EUROSTX -0.5 0.0 0.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.1 0.5 -0.1 0.6 0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.2 0.3 -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 -0.5 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 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 0.4 0.1 0.3 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.3 0.1 0.3 0.2 0.1 0.4 0.3 0.4 0.4 0.1 0.1 0.1 0.2 0.1 -0.2 0.1 -0.0 0.1 0.0 0.1 0.1 0.6 0.2 0.6 0.4 0.4 0.3 0.4 0.0 0.3 GASOLINE 0.3 0.0 0.1 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.1 -0.0 0.1 0.1 0.1 0.1 0.4 0.3 0.4 0.0 0.0 -0.0 0.0 0.0 -2.6 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.8 -0.1 -0.1 -0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.6 0.6 0.1 0.0 -0.1 0.1 -0.0 0.1 0.0 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 0.4 0.3 0.6 -0.0 -0.1 -0.7 -0.7 -0.7 GBP -0.3 -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 0.2 -0.5 -0.3 -0.1 0.4 -0.1 0.4 -0.1 GOLD_micro -0.3 -0.6 -0.0 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 -0.2 -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 0.2 -0.1 0.5 0.6 -0.1 0.1 -0.5 -0.4 HEATOIL 0.4 0.1 0.1 0.0 -0.1 0.1 -0.0 0.0 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 0.4 0.2 0.3 0.2 0.1 0.1 0.1 0.1 0.2 -2.7 0.0 -0.0 0.1 0.0 0.1 0.1 0.0 0.4 0.6 0.5 0.1 0.6 0.3 -0.1 -0.3 JGB-SGX-mini -0.2 0.0 -0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -0.4 -0.1 -0.5 -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 -0.5 -0.1 -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 -0.1 0.0 -0.1 -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 -0.5 -0.4 -0.4 -0.4 -0.1 -0.4 -0.1 -0.4 LEANHOG -0.3 -0.6 -0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.2 -0.1 0.4 -0.2 -0.2 -0.0 0.4 0.4 0.4 -0.2 -0.1 -0.1 0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 1.1 0.4 -0.6 -0.6 0.4 0.2 0.5 0.7 0.7 LIVECOW -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 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 0.3 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.4 -0.7 -0.1 -0.1 -0.2 -0.1 -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 -0.4 -0.6 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 -0.6 -0.6 0.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.5 -0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.2 0.4 -0.1 -2.7 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.3 -0.2 0.1 0.0 0.3 -0.3 -0.7 -0.3 -0.7 NIKKEI -0.6 0.1 0.5 0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.3 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 -0.1 0.3 0.0 -1.3 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 -0.2 -0.5 -0.5 -0.1 -0.1 -0.0 -0.1 0.0 -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 -0.2 -0.3 -0.2 2.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.3 -0.3 -0.6 0.2 0.7 0.3 0.7 OAT -0.2 0.4 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.2 0.2 -0.2 -0.1 0.0 0.1 0.4 0.2 0.4 0.3 0.0 0.0 -0.1 -0.1 -0.0 0.2 0.0 -0.1 0.0 -0.1 -0.0 -0.0 0.9 0.0 0.1 0.4 -0.1 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 -0.1 -0.4 -0.0 -0.4 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.1 -0.1 -0.3 -0.1 -1.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.7 0.2 -0.0 -0.1 -0.3 -0.5 -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 -0.0 -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 -0.2 -0.3 -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 -0.0 -0.1 0.2 -0.1 -0.2 -0.5 -0.7 -0.6 PLAT -0.4 -0.5 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.1 0.2 -0.1 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 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 0.4 0.5 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.0 -0.7 0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 0.0 0.9 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -1.0 0.1 0.6 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.3 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -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 0.0 -0.1 -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 0.1 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 0.2 0.1 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 -0.2 0.2 -0.1 0.8 -0.0 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.2 -0.4 0.1 -0.4 -0.7 -0.6 -0.7 SHATZ -0.3 0.1 -0.3 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.0 -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 -0.0 -0.3 0.3 0.0 -0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.3 0.1 -0.9 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 0.4 0.5 0.1 0.6 0.7 0.7 0.7 SOFR -0.3 -0.3 0.1 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.1 0.3 -0.0 0.5 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.1 0.0 0.3 -0.0 -2.7 -0.0 0.0 0.1 0.0 0.2 -0.0 0.3 0.4 0.0 -0.3 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.4 0.4 0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 0.0 0.4 0.2 0.0 0.2 0.2 0.0 -0.1 -0.1 -0.1 0.2 0.1 0.1 -0.0 0.2 -0.9 0.1 0.0 0.1 0.1 0.1 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 -0.1 -0.1 -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 0.1 0.1 0.1 -0.1 0.2 -1.5 0.0 -0.0 0.0 0.0 -0.0 0.0 -0.9 0.4 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 0.0 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 0.0 -2.4 -0.0 0.0 -0.0 0.1 0.1 0.0 0.1 0.5 0.5 0.5 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 0.1 -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 -0.5 -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 -0.2 0.5 -0.1 -2.1 0.0 -0.1 0.1 -0.1 0.2 -0.0 -0.4 -0.1 0.1 -0.3 0.1 -0.3 -0.7 -0.4 -0.7 SUGAR11 0.0 -0.4 -0.4 -0.0 -0.1 -0.1 -0.0 -0.2 -0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 0.4 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 -0.1 -0.4 -0.1 -0.6 -0.7 -0.3 -0.6 US10 -0.4 -0.1 0.3 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 0.0 0.3 -0.1 0.2 -0.1 0.1 0.0 0.0 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 0.2 -0.0 -0.1 0.4 -0.6 -0.7 -0.3 -0.7 US10U -0.4 -0.1 0.4 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 0.0 0.4 -0.1 0.1 -0.1 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.0 0.2 -0.0 -1.7 0.0 0.0 0.2 -0.0 0.3 -0.0 -0.4 0.3 -0.0 -0.0 0.6 -0.2 -0.5 -0.3 -0.7 US2 -0.4 -0.2 0.1 -0.0 -0.0 0.0 -0.0 -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 -0.0 0.0 -0.1 2.3 -0.0 0.0 0.0 -0.0 0.1 -0.0 -1.1 0.1 -0.2 -0.3 0.2 -0.5 -0.3 -0.7 -0.7 US20 -0.5 0.0 0.4 -0.0 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 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 0.2 0.4 -0.1 -0.6 US30 -0.5 0.0 0.4 -0.0 -0.0 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 -0.3 -0.2 0.2 -0.0 -0.0 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 -0.0 -0.2 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.5 0.6 -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 0.3 -0.2 0.2 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 0.4 0.4 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 0.0 -0.7 0.1 -0.0 -0.3 -0.4 -0.3 -0.4 0.0 -0.1 -0.0 -0.4 0.0 1.5 0.0 -0.1 -0.0 -0.0 -0.2 0.0 -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 -4.2 -9.8 1.2 -5.6 -9.9 -1.7 -7.8 1.4 -7.0 -18.9 12.8 -16.8 3.4 -16.7 -9.0 -0.6 -1.2 -0.8 -1.0 -4.9 0.4 -13.0 1.6 -8.5 16.6 -3.4 -15.6 0.1 -9.8 -0.1 -6.4 4.2 2.7 14.4 9.6 8.6 13.8 20.0 18.4 20.0 BITCOIN -20.0 -20.0 -20.0 4.9 -3.1 7.1 -1.6 6.6 1.2 -17.3 1.3 -18.8 10.6 -18.9 -17.0 -4.8 -7.0 -5.9 -6.5 -20.0 -9.1 -20.0 5.1 -20.0 -20.0 -5.9 -9.6 -2.5 -9.7 1.1 -8.4 -1.3 -20.0 -20.0 -20.0 -20.0 10.8 -4.3 -20.0 -12.7 BOBL -11.3 5.3 0.2 -0.3 -2.9 0.9 -5.7 -0.9 -3.9 -11.6 -2.3 -17.2 -1.1 -7.4 -4.2 20.0 10.4 20.0 20.0 -2.8 -1.1 -10.0 -2.3 -7.9 3.0 -1.6 -4.0 -0.4 -6.5 -0.8 -5.0 19.5 -3.6 -9.0 2.5 -4.6 7.6 20.0 14.5 20.0 BTP -7.8 7.0 4.4 -0.4 -3.6 1.1 -7.1 -1.1 -4.9 -20.0 20.0 -20.0 20.0 9.0 16.1 5.8 8.4 7.4 8.4 8.5 12.7 -10.9 15.0 -1.3 -20.0 4.6 -9.4 7.0 -7.7 8.0 -1.5 8.9 -5.7 4.2 11.7 6.2 3.1 20.0 7.0 20.0 BUND -12.1 6.2 3.1 -0.3 -3.3 1.0 -6.5 -1.0 -4.5 -20.0 1.4 -20.0 -8.6 -7.7 -0.7 -6.6 2.3 -3.5 0.4 -1.4 -0.5 -14.5 -5.9 -9.1 -0.8 -1.0 -8.4 0.2 -9.8 -1.4 -6.2 -2.7 -9.1 -9.4 2.8 -2.4 4.7 20.0 8.0 20.0 BUXL -13.0 8.5 0.6 -0.3 -3.0 0.9 -5.9 -0.9 -4.0 -19.2 -10.8 -20.0 -17.9 -11.0 -0.3 4.3 3.0 4.1 3.7 -5.2 -8.1 -19.1 -16.9 -12.1 -1.1 -2.9 -12.1 -3.1 -11.7 -5.5 -7.4 -0.0 -18.2 -12.2 -0.3 -9.3 -0.6 16.0 -4.1 6.1 CAC -17.9 4.7 5.6 1.7 -12.8 4.9 -10.1 5.0 -4.3 -17.3 16.7 -12.6 14.6 0.1 10.6 -2.3 -1.4 -2.3 -1.8 6.1 9.9 -18.6 8.5 -4.9 3.6 2.0 -13.6 2.8 -8.6 1.1 -2.7 6.9 15.2 -5.4 10.2 -5.9 18.4 20.0 20.0 20.0 CAD 2.5 -8.4 -12.4 -6.2 -10.9 -1.9 -8.5 1.6 -7.7 -13.5 -12.4 -9.8 -7.7 -15.5 -20.0 -9.1 -7.5 -8.6 -8.1 -16.4 -14.7 -8.6 -10.1 -10.8 20.0 -7.6 -8.0 -5.7 -4.5 -3.2 -5.5 -7.2 20.0 10.5 -0.3 -16.1 -20.0 -20.0 -20.0 -20.0 CANOLA 17.3 6.4 -15.6 -5.9 -8.5 -7.2 -6.4 -6.6 -4.9 7.6 -5.7 13.2 -0.4 14.2 -8.6 -20.0 -11.7 -19.4 -15.1 0.3 -6.6 11.1 -3.7 10.6 8.5 -0.3 1.7 -3.7 5.1 -2.6 4.6 -11.8 20.0 20.0 16.7 2.0 17.0 20.0 20.0 20.0 CHF -7.9 -12.9 -6.1 -4.4 -7.7 -1.3 -6.0 1.1 -5.4 -13.8 8.2 -4.3 11.9 -5.7 -8.4 -16.6 -15.9 -16.2 -15.7 -5.1 2.1 -8.3 9.2 -6.2 -1.1 -2.1 -9.9 1.8 -4.5 5.0 -3.1 -20.0 12.8 -0.3 6.3 3.7 -13.6 -20.0 -15.5 -20.0 COCOA -1.3 -16.0 -20.0 -2.5 -3.6 -3.1 -2.7 -2.8 -2.1 -5.8 -7.4 -7.2 -1.4 -7.3 -7.5 -5.8 9.0 -1.8 3.2 -12.0 -9.9 -15.6 -2.8 -13.4 -20.0 -2.4 -3.3 -1.8 -3.7 0.1 -3.0 20.0 -20.0 -9.3 -13.1 -1.9 -8.9 0.3 -1.9 4.0 COFFEE -7.3 2.8 14.2 -5.0 -7.3 -6.2 -5.5 -5.7 -4.2 -11.2 11.7 -4.1 12.1 4.7 12.5 20.0 12.4 18.7 15.3 10.3 13.4 -2.7 14.5 3.0 -20.0 4.5 -1.7 6.9 -1.0 8.5 1.1 20.0 7.4 2.4 20.0 20.0 13.3 14.8 20.0 20.0 COPPER -6.7 10.0 2.9 3.0 -1.9 4.4 -1.0 4.0 0.7 -6.1 -1.8 -5.2 -1.2 3.3 -0.1 -7.0 -5.7 -6.2 -5.8 3.5 3.1 -2.9 2.9 0.7 -4.7 1.7 -2.3 3.0 -1.6 4.5 -0.0 0.5 0.2 1.3 -7.8 -20.0 20.0 12.0 20.0 14.3 CORN 4.6 7.4 6.8 -7.5 -10.9 -9.2 -8.2 -8.5 -6.3 -18.9 -5.9 -3.4 -11.5 9.8 16.5 -19.6 -19.2 -20.0 -20.0 5.6 -1.5 -5.2 -11.5 4.6 9.6 5.0 -14.4 1.7 -3.5 -4.3 3.9 -20.0 14.2 20.0 20.0 20.0 -7.7 -4.3 4.5 -2.3 COTTON2 -4.6 -4.5 -2.5 -7.8 -11.2 -9.5 -8.5 -8.8 -6.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.6 -15.0 -17.6 -16.4 -17.1 -17.6 -20.0 -20.0 -19.1 -13.8 -7.8 -9.1 -7.0 -10.7 -8.0 -9.5 -16.7 -11.8 -1.7 -11.3 10.1 -7.6 -13.3 -6.3 -11.5 CRUDE_W 1.7 -6.5 -3.0 3.4 -8.2 2.5 -0.5 1.5 3.6 -17.8 -8.3 -12.9 -12.2 -13.5 -16.1 0.5 5.7 2.3 3.9 -8.2 -8.1 -9.1 -9.0 -7.5 6.6 -6.3 -9.7 -6.5 -6.7 -6.6 -5.5 -10.1 -8.5 -20.0 -19.5 -19.1 20.0 19.8 6.4 18.7 DAX -16.2 -9.1 -19.4 1.4 -10.3 4.0 -8.2 4.0 -3.5 -14.4 11.8 -12.8 13.9 -10.0 -5.0 -6.3 -6.5 -6.2 -6.0 -6.6 1.4 -20.0 11.0 -15.1 -9.4 -3.3 -12.8 -0.8 -10.5 2.9 -6.6 -1.1 -7.5 -10.8 -4.9 -20.0 6.8 20.0 10.3 20.0 DOW -12.4 -13.4 8.7 1.2 -9.1 3.5 -7.2 3.6 -3.1 -12.9 13.4 -10.9 12.5 0.0 8.2 -8.0 -8.4 -8.4 -8.1 5.5 10.8 -17.2 11.1 -4.8 -10.3 1.9 -9.8 4.2 -7.3 4.3 -2.4 -4.5 -0.5 9.4 -2.8 4.1 -15.2 -20.0 -20.0 -20.0 DX 8.5 18.2 9.6 -4.8 -8.4 -1.4 -6.5 1.2 -5.9 14.1 -2.6 12.0 -13.0 14.8 14.6 6.5 6.2 6.2 6.1 13.6 3.6 14.0 -7.8 14.3 -20.0 5.8 8.9 2.2 6.3 -1.5 6.2 16.6 18.4 20.0 20.0 20.0 8.3 16.9 7.9 18.4 EUR -5.8 -15.7 -4.0 -5.7 -10.1 -1.7 -7.9 1.5 -7.2 -18.3 9.9 -4.9 17.0 -13.7 -13.5 -8.6 -7.7 -8.1 -7.8 -10.5 1.8 -8.8 15.1 -10.4 15.6 -5.1 -8.8 0.3 -5.1 5.7 -5.4 -7.2 12.1 6.4 2.8 1.6 -5.4 -20.0 -7.2 -20.0 EURIBOR-ICE -13.1 2.6 -1.1 -0.2 -2.3 0.7 -4.6 -0.7 -3.2 -5.3 3.4 -11.6 10.5 -7.3 -4.6 12.4 10.8 12.6 12.4 -2.3 1.7 -9.0 5.9 -7.4 4.4 -1.0 -1.9 0.7 -5.1 1.9 -4.0 14.4 -4.0 -9.5 1.6 -1.7 5.7 20.0 9.8 20.0 EUROSTX -14.5 0.7 3.1 1.6 -11.8 4.6 -9.4 4.7 -4.0 -15.8 17.4 -11.6 16.8 0.8 12.7 -3.6 -1.6 -3.2 -2.5 7.4 11.7 -17.9 12.8 -3.5 -5.7 3.0 -13.0 4.0 -8.3 3.4 -1.8 6.1 4.0 5.9 11.8 -0.4 15.4 20.0 18.7 20.0 FEEDCOW -20.0 -20.0 -15.4 -2.5 -3.5 -3.0 -2.7 -2.8 -2.1 -5.6 2.9 -6.8 5.9 -6.8 -4.4 14.9 8.3 14.8 12.9 -6.2 2.6 -9.3 8.0 -11.0 -20.0 -1.2 -1.6 1.1 -1.9 2.6 -2.3 20.0 4.3 -20.0 -5.6 15.5 20.0 20.0 20.0 20.0 GASOIL 12.2 3.8 7.7 2.7 -6.6 2.0 -0.4 1.2 2.9 -7.4 11.6 8.0 7.2 13.9 12.9 20.0 15.8 20.0 19.7 12.8 9.9 7.5 5.9 13.4 -1.4 5.3 -1.6 4.2 3.2 2.6 5.5 11.4 10.2 17.5 12.7 12.8 8.8 13.2 1.0 8.4 GASOLINE 8.8 0.3 1.9 3.0 -7.4 2.2 -0.4 1.3 3.2 -15.9 5.5 -4.4 1.6 8.1 4.8 7.1 18.7 15.0 19.9 4.1 2.3 -3.1 0.8 4.3 -19.4 1.6 -10.3 -0.4 -1.9 -0.8 2.8 15.4 -2.3 -1.9 -2.2 -4.7 20.0 20.0 20.0 20.0 GAS_US_mini 19.5 18.5 1.9 3.9 -9.5 2.9 -0.5 1.7 4.2 1.5 -13.3 18.1 -16.6 20.0 11.0 -20.0 -20.0 -20.0 -20.0 11.6 -2.9 14.1 -10.0 19.7 20.0 5.6 1.8 0.3 5.9 -2.1 8.5 -20.0 17.8 9.6 20.0 -1.0 -3.1 -20.0 -20.0 -20.0 GBP -9.9 -18.4 -12.3 -6.0 -10.6 -1.8 -8.3 1.5 -7.5 -12.8 -0.7 -12.2 12.9 -16.3 -17.2 0.3 -0.0 0.3 0.1 -19.5 -8.2 -14.4 6.0 -19.3 1.8 -7.0 -5.7 -2.6 -5.8 2.3 -7.6 6.1 7.1 -16.6 -8.9 -2.6 11.0 -4.5 11.1 -4.0 GOLD_micro -8.2 -20.0 -0.4 2.0 -1.3 2.9 -0.7 2.7 0.5 -1.3 5.5 -0.1 6.8 0.6 4.0 -7.1 -10.8 -9.1 -9.8 8.2 11.1 0.7 11.3 3.5 -17.9 2.4 -0.0 3.0 0.2 2.9 1.1 -7.3 6.6 -2.1 16.0 18.7 -1.8 2.5 -14.3 -10.8 HEATOIL 12.3 3.3 3.4 2.6 -6.4 2.0 -0.4 1.2 2.8 -7.1 12.7 6.7 8.7 12.7 11.9 19.7 10.3 14.2 11.7 11.6 8.2 9.5 5.2 14.0 -20.0 4.5 -0.7 2.7 4.6 2.0 6.1 0.6 16.6 20.0 14.6 2.5 19.5 8.0 -2.2 -8.9 JGB-SGX-mini -4.9 0.7 -11.8 -0.2 -1.9 0.6 -3.8 -0.6 -2.6 -12.3 -13.4 -12.5 -12.5 -12.3 -12.9 14.1 12.9 11.6 11.8 -10.1 -12.2 -15.2 -14.4 -10.8 -6.2 -4.4 -10.7 -4.6 -8.2 -5.5 -5.5 15.4 -20.0 -4.4 -10.2 -13.2 -11.0 -20.0 -5.1 -20.0 JPY -9.9 -20.0 -16.6 -3.7 -6.6 -1.1 -5.2 1.0 -4.7 -13.9 -14.9 -15.3 -11.7 -15.8 -15.8 -10.0 -10.9 -10.0 -10.1 -20.0 -17.4 -20.0 -12.4 -20.0 20.0 -5.4 -7.4 -4.1 -6.4 -2.7 -5.9 -11.7 -20.0 -13.5 -13.5 -12.4 -3.9 -11.5 -4.3 -12.9 LEANHOG -10.6 -20.0 -10.7 -6.2 -9.0 -7.6 -6.8 -7.0 -5.2 -7.6 6.1 -13.0 10.6 -17.8 -16.2 -2.4 20.0 20.0 20.0 -18.2 -5.4 -14.9 5.8 -20.0 -1.7 -5.7 -1.0 -2.4 -4.3 0.8 -6.4 20.0 15.2 -20.0 -20.0 11.8 7.3 14.4 20.0 20.0 LIVECOW -20.0 -20.0 -17.2 -2.5 -3.6 -3.0 -2.7 -2.8 -2.1 -6.3 3.4 -6.7 5.9 -6.4 -4.4 -0.7 9.5 -1.1 4.5 -5.7 1.2 -9.1 6.2 -9.5 -20.0 -1.5 -2.1 0.6 -2.3 2.3 -2.6 20.0 5.0 -20.0 -6.4 10.7 20.0 14.9 20.0 20.0 LUMBER-new -20.0 -10.7 -20.0 -4.1 -5.9 -5.0 -4.5 -4.6 -3.4 -11.3 -11.7 -12.6 -9.4 -12.8 -12.7 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -20.0 -10.9 -20.0 NaN -4.2 -5.7 -2.9 -5.9 -1.6 -5.3 -20.0 -20.0 -20.0 -10.6 -15.4 6.8 20.0 9.6 20.0 MXP -1.6 -10.3 4.6 -6.1 -10.7 -1.8 -8.4 1.5 -7.6 7.1 20.0 18.5 20.0 18.1 20.0 12.3 12.7 12.6 12.5 12.7 20.0 8.3 20.0 9.9 -20.0 7.7 1.1 13.3 4.8 15.1 5.6 20.0 20.0 20.0 20.0 20.0 5.7 8.9 7.4 12.5 NASDAQ_micro -20.0 -20.0 3.0 1.1 -8.4 3.3 -6.7 3.3 -2.9 -11.5 12.5 -11.5 12.6 -4.6 6.2 -8.1 -8.8 -8.9 -8.8 5.5 13.5 -17.9 15.5 -6.9 -20.0 1.8 -7.1 4.6 -6.1 5.2 -2.6 -5.6 -7.1 4.4 0.7 7.9 -8.7 -20.0 -9.9 -20.0 NIKKEI -17.8 3.0 14.1 0.9 -6.5 2.5 -5.1 2.5 -2.2 -7.0 9.9 -5.3 9.4 4.2 7.9 0.2 6.9 2.3 4.8 12.2 15.1 -5.8 12.2 3.3 -9.8 3.3 -1.9 4.1 -1.2 3.1 0.9 19.9 2.1 13.3 20.0 20.0 -2.7 7.1 3.0 12.2 NZD -6.6 -14.9 -15.3 -4.9 -8.6 -1.5 -6.7 1.2 -6.1 -16.0 -10.3 -16.9 -10.4 -18.2 -19.5 -4.9 -3.2 -4.4 -3.9 -20.0 -17.0 -17.2 -10.8 -19.3 15.4 -6.8 -7.2 -5.0 -6.4 -3.2 -6.9 0.0 -2.5 -10.0 -9.4 -18.0 6.8 20.0 9.1 20.0 OAT -5.7 11.4 1.9 -0.3 -2.9 0.9 -5.8 -0.9 -4.0 -18.2 7.0 -17.7 -4.0 3.9 8.6 18.5 12.0 17.7 15.8 4.1 2.1 -7.3 -2.8 -0.4 1.5 2.4 -7.7 1.7 -4.8 -0.2 -0.4 17.8 1.8 2.4 10.8 -1.5 3.3 20.0 6.6 20.0 OATIES 7.3 3.6 -14.8 -5.3 -7.6 -6.5 -5.8 -6.0 -4.4 -11.4 -14.4 -3.2 -11.8 -3.7 -12.8 -19.9 -10.7 -20.0 -17.5 -9.8 -13.2 -7.2 -11.4 -5.1 -8.4 -5.1 -7.7 -6.5 -3.6 -5.6 -2.8 -12.8 7.1 -0.3 -4.2 -8.0 -16.1 -15.2 -10.5 -15.0 OJ -11.7 -20.0 -18.2 -2.2 -3.1 -2.6 -2.4 -2.4 -1.8 -5.2 -6.1 -6.2 -5.9 -6.8 -6.8 -4.6 3.6 -2.6 -0.1 -12.5 -10.8 -10.9 -8.9 -12.3 -20.0 -2.4 -1.8 -2.0 -2.3 -1.5 -2.5 13.5 -9.6 -8.2 -14.8 -6.1 -10.1 -15.8 -2.8 -14.2 PALLAD -10.0 3.1 8.2 2.3 -1.5 3.4 -0.8 3.2 0.6 -7.7 4.6 -7.3 4.2 -1.4 1.8 -2.9 -2.9 -2.9 -2.9 5.0 7.6 -4.2 6.3 -0.3 12.8 2.3 -1.3 3.3 -0.9 3.0 0.5 5.3 -2.0 -4.4 5.3 -2.4 -5.4 -15.7 -20.0 -19.0 PLAT -11.9 -14.1 3.2 2.6 -1.7 3.8 -0.9 3.6 0.6 -8.6 7.3 -8.1 7.3 -4.9 2.4 -3.4 -3.5 -3.4 -3.3 4.0 10.3 -6.1 12.0 -2.5 0.6 1.9 -2.8 4.6 -2.1 5.6 -0.6 4.6 -2.9 -3.7 -4.5 -6.5 20.0 9.3 -13.3 -9.5 REDWHEAT 12.7 16.2 4.5 -6.5 -9.3 -7.9 -7.0 -7.3 -5.4 -14.8 -15.1 -1.0 -18.7 6.8 -2.5 -14.1 -16.5 -17.0 -17.5 -0.1 -9.3 -4.1 -17.0 2.9 6.5 1.7 -8.9 -2.2 -2.0 -6.0 2.6 -19.1 3.6 20.0 16.0 15.7 -20.0 -20.0 -20.0 -20.0 RICE 8.4 -8.4 -20.0 -3.3 -4.8 -4.0 -3.6 -3.7 -2.8 -8.6 -10.9 -7.3 -10.8 -9.3 -10.5 -20.0 -12.1 -20.0 -18.1 -17.7 -20.0 -10.2 -20.0 -12.0 -0.7 -3.9 -3.4 -4.4 -2.5 -4.5 -2.8 -16.2 2.0 -4.2 -16.7 -12.5 -6.5 -11.4 2.4 -10.0 ROBUSTA -6.4 6.1 19.1 -3.0 -4.3 -3.6 -3.2 -3.3 -2.5 5.7 1.8 2.3 0.1 3.6 6.1 1.6 12.3 6.9 9.8 3.4 2.7 1.4 1.5 1.0 -20.0 1.3 2.1 1.1 0.2 0.8 0.1 20.0 7.3 3.8 10.2 20.0 -2.7 20.0 7.0 20.0 RUSSELL -20.0 -18.2 12.0 1.1 -8.2 3.1 -6.5 3.2 -2.8 -11.3 10.8 -11.8 9.1 -8.7 4.9 -4.7 -5.4 -5.0 -5.1 -1.0 6.9 -17.3 7.6 -11.4 5.9 -0.6 -6.6 2.7 -6.9 3.0 -4.8 0.6 -5.7 -7.6 -11.6 3.5 -13.3 -20.0 -17.5 -20.0 SHATZ -8.9 4.5 -9.1 -0.3 -2.6 0.8 -5.2 -0.8 -3.6 -4.9 -12.8 -12.7 -3.0 -12.6 -12.8 -2.3 -16.1 -10.3 -13.1 -8.3 -8.6 -7.9 -6.4 -8.9 8.3 -4.2 -1.6 -3.8 -4.8 -2.7 -5.2 -20.0 -0.7 -9.4 -2.0 -15.0 13.1 20.0 17.7 20.0 SILVER-mini -0.8 -9.1 8.3 2.7 -1.7 4.0 -0.9 3.7 0.7 0.0 8.9 2.2 9.2 4.4 7.3 -4.8 -6.5 -5.8 -6.2 12.3 14.3 5.0 12.4 8.5 -6.5 3.7 0.2 4.4 1.1 3.8 2.2 -0.5 15.6 9.6 14.0 16.8 9.6 20.0 -2.4 0.9 SMI -5.0 6.4 7.4 1.3 -9.5 3.7 -7.5 3.7 -3.2 -3.3 10.3 0.9 7.6 7.1 9.2 6.0 3.7 5.1 4.1 7.3 7.0 0.7 5.9 5.3 9.0 3.2 -2.4 2.6 0.9 1.7 2.6 16.0 20.0 11.4 15.4 4.2 16.9 20.0 20.0 20.0 SOFR -9.1 -9.0 2.8 -0.3 -3.0 0.9 -5.9 -0.9 -4.1 13.9 12.2 -2.2 14.6 -8.9 -0.7 7.0 5.5 7.1 6.7 -0.9 7.7 0.4 12.5 -3.8 -20.0 -0.6 4.4 3.9 0.4 6.2 -2.3 4.8 14.7 1.3 -9.6 8.7 -4.6 -16.0 -5.7 -20.0 SOYBEAN 12.6 12.2 9.6 -6.9 -9.9 -8.5 -7.5 -7.8 -5.7 3.8 14.2 14.6 0.1 18.2 18.3 1.3 -5.8 -2.9 -5.5 17.0 9.6 12.9 -0.4 19.5 -6.5 7.2 0.2 5.2 4.8 1.5 7.4 -0.1 20.0 20.0 20.0 20.0 -15.3 -5.6 -15.3 -2.3 SOYMEAL 19.4 20.0 19.0 -4.3 -6.1 -5.2 -4.6 -4.8 -3.5 -6.9 2.5 7.7 -8.5 10.4 9.0 -10.1 -15.4 -15.0 -16.5 13.4 4.7 6.3 -3.8 15.1 -11.5 3.9 -0.9 1.8 1.8 -0.4 4.1 -17.7 16.4 20.0 20.0 20.0 -18.2 -20.0 -9.0 -20.0 SOYOIL 5.7 -2.9 -9.0 -6.6 -9.6 -8.1 -7.2 -7.5 -5.5 1.8 1.3 9.4 8.5 6.2 -11.9 -8.7 -4.7 -7.7 -6.2 -2.2 -0.6 8.5 5.6 4.3 -17.8 -0.9 2.4 -0.4 6.4 2.1 3.4 1.1 20.0 16.7 14.8 7.0 -20.0 -16.3 -20.0 -17.4 SP400 -13.2 -14.9 3.0 1.2 -9.1 3.5 -7.2 3.6 -3.1 -12.2 11.0 -12.3 6.0 -7.4 -3.0 -5.6 -6.0 -5.9 -5.8 -4.3 1.8 -16.7 3.8 -11.1 0.4 -2.9 -8.9 -0.2 -8.1 0.5 -5.8 -0.6 -0.6 -3.5 -17.9 -11.3 -13.8 -20.0 -17.6 -20.0 SP500_micro -16.8 -20.0 4.0 1.3 -9.9 3.8 -7.8 3.9 -3.3 -13.5 15.1 -12.7 15.1 -1.7 8.4 -8.7 -9.6 -9.5 -9.4 5.6 14.8 -19.1 17.5 -7.2 -16.1 0.9 -9.8 4.7 -8.1 5.7 -4.1 -6.7 -2.9 4.6 -8.5 4.3 -9.4 -20.0 -11.4 -20.0 SUGAR11 0.4 -13.8 -11.3 -4.1 -5.9 -5.0 -4.5 -4.6 -3.4 3.3 -12.7 -0.2 -12.5 -9.4 -11.3 17.6 8.8 10.5 6.3 -14.9 -15.9 0.3 -14.4 -8.2 -16.7 -4.0 0.7 -4.2 0.3 -3.5 -2.2 20.0 20.0 -2.7 -11.2 -2.1 -17.1 -20.0 -9.6 -18.5 US10 -11.1 -4.3 8.4 -0.2 -2.3 0.7 -4.6 -0.7 -3.1 2.8 11.3 -5.9 4.5 -6.5 6.5 1.9 0.1 1.9 1.4 1.6 6.4 -1.9 6.2 -2.7 -6.5 1.0 1.5 4.5 -1.4 4.8 -2.0 -4.4 7.7 -1.0 -3.4 11.9 -17.1 -20.0 -10.2 -20.0 US10U -13.0 -1.6 11.6 -0.4 -3.4 1.1 -6.7 -1.0 -4.6 3.7 16.6 -10.2 2.7 -7.0 11.0 1.9 -0.9 1.3 0.2 4.4 11.0 -3.4 8.1 -3.4 -12.9 3.1 1.9 7.8 -2.2 7.0 -2.2 -6.6 11.9 -1.4 -1.4 20.0 -5.4 -14.5 -8.3 -20.0 US2 -11.8 -5.2 4.0 -0.2 -2.3 0.7 -4.6 -0.7 -3.2 2.9 1.4 -9.6 -2.7 -11.3 1.0 -13.8 -15.3 -12.9 -13.2 -3.2 1.3 -3.6 1.8 -6.2 17.4 -1.8 1.7 1.4 -2.1 2.7 -3.8 -20.0 5.2 -5.3 -7.7 6.4 -15.6 -9.7 -19.7 -20.0 US20 -15.6 0.1 13.4 -0.2 -2.3 0.7 -4.5 -0.7 -3.1 -4.6 8.9 -11.9 -3.9 -8.5 6.7 3.7 3.0 4.0 3.8 2.7 6.5 -5.3 2.9 -4.0 -8.9 1.7 -0.5 4.4 -3.1 3.1 -2.4 0.1 3.1 -3.8 -0.5 14.2 7.3 13.1 -1.8 -16.8 US30 -15.4 1.5 13.5 -0.3 -2.6 0.8 -5.0 -0.8 -3.5 -10.5 5.5 -15.6 -8.1 -12.3 6.0 1.9 -2.3 -0.3 -1.4 1.6 4.6 -8.1 -0.5 -5.8 -5.2 1.3 -2.4 3.8 -4.9 1.8 -3.5 -9.1 -0.4 -5.2 -0.9 12.1 6.1 8.2 -0.2 -16.1 US5 -9.6 -5.4 5.5 -0.3 -2.5 0.8 -4.9 -0.7 -3.3 5.3 10.1 -4.9 4.8 -8.0 3.8 -2.0 -3.3 -1.9 -2.2 -0.1 5.0 -1.2 6.0 -3.3 -1.8 0.0 2.7 3.5 -0.8 4.7 -2.2 -10.4 9.2 -0.1 -5.0 9.2 -18.5 -15.5 -15.5 -20.0 VIX 8.8 10.8 -7.5 1.7 12.8 -2.0 11.4 -0.9 7.3 20.0 -20.0 19.8 -11.3 6.1 -9.7 -20.0 -20.0 -20.0 -20.0 1.3 -5.0 17.9 -4.6 10.5 NaN 2.2 14.6 -2.2 13.0 -1.1 8.4 NaN NaN NaN NaN NaN -9.1 -20.0 NaN NaN WHEAT 11.5 13.0 4.0 -6.8 -9.7 -8.3 -7.4 -7.6 -5.6 -13.7 -15.3 2.6 -19.4 8.8 -2.2 -15.7 -18.2 -17.5 -17.9 0.5 -8.0 -3.8 -15.4 3.3 11.1 2.2 -9.9 -1.3 -1.9 -4.8 3.0 -20.0 6.6 20.0 17.4 16.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3