******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251124_204410 produced at 2025-11-24 21:40:00.853014 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.36 0.0 0.00 0.00 0.00 0.00 -30.57 16.0 0 0 caleb_strategy_v3 SOFR False True 0.13 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -1.95 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.12 0.0 999.00 -999.00 -0.19 -0.19 -10.67 999999999.0 -17 -17 caleb_strategy_v3 CAD False False 0.04 -0.07 -0.12 0.0 1.06 -1.06 -0.07 -0.07 -3.33 29.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -24.80 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 0.00 -0.10 0.0 1.04 -1.04 0.00 -0.08 -1.29 13.0 0 -1 caleb_strategy_v3 US2 False True 0.11 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.81 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -1.22 24.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.70 -0.70 -0.12 -0.12 -1.85 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 -4.33 11.0 -4 -4 caleb_strategy_v3 DOW False False 0.01 -0.16 -0.04 0.0 0.79 -0.79 -0.16 -0.12 -3.17 66.0 -13 -10 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.04 0.0 0.15 -0.15 -0.03 -0.03 -1.48 5.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.04 0.0 0.83 -0.83 -0.03 -0.02 -2.49 48.0 -2 -1 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.18 -0.04 0.0 0.59 -0.59 -0.18 -0.15 -1.44 23.0 -7 -6 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.04 0.0 0.33 -0.33 0.00 0.00 -0.23 2.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.73 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.12 4.0 -3 -3 caleb_strategy_v3 DAX False False 0.01 -0.06 -0.03 0.0 0.80 -0.80 -0.06 -0.08 -2.36 58.0 -4 -6 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.33 3.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.03 0.0 1.04 -1.04 0.00 0.00 -0.34 14.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.03 0.0 1.42 -1.42 0.00 0.00 -0.48 25.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.03 0.0 0.93 -0.93 0.00 0.00 -0.76 22.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 -0.02 0.0 1.20 -1.20 -0.06 -0.06 -0.98 56.0 -3 -3 caleb_strategy_v3 NZD False False 0.03 -0.15 -0.02 0.0 0.61 -0.61 -0.15 -0.15 -0.86 21.0 -5 -5 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.12 -0.02 0.0 0.42 -0.42 -0.12 -0.09 -2.94 68.0 -19 -15 caleb_strategy_v3 COCOA False False 0.03 -0.05 -0.02 0.0 0.70 -0.70 -0.05 -0.05 -0.61 26.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.05 -0.02 0.0 0.15 -0.15 -0.05 -0.04 -2.89 18.0 -6 -5 caleb_strategy_v3 BUXL False True 0.07 -0.07 -0.02 0.0 0.00 -0.07 -0.07 -0.07 -0.22 4.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.76 8.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.59 10.0 -4 -4 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.99 -0.99 0.00 0.00 -0.25 17.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.10 6.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.01 0.0 0.03 -0.03 -0.02 -0.02 -1.37 3.0 -2 -2 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.01 0.0 0.73 -0.73 -0.04 -0.04 -0.32 17.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.79 9.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.77 12.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.53 -0.53 0.00 0.00 0.20 23.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 9.0 0 0 caleb_strategy_v3 BUND False True 0.08 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.00 0.0 0.15 -0.15 0.00 -0.02 -0.22 9.0 0 -1 caleb_strategy_v3 PALLAD False False 0.07 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.05 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 0.02 10.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.18 -0.00 0.0 0.78 -0.78 -0.18 -0.12 -0.08 13.0 -3 -2 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.00 0.0 0.62 -0.62 0.00 0.00 -0.06 8.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.06 0.01 0.0 0.20 -0.20 0.06 0.06 0.23 7.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.01 0.0 0.21 -0.21 0.00 0.00 0.41 13.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.34 999999999.0 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 2.24 26.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.01 0.0 0.15 -0.15 0.05 0.05 0.24 3.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.44 -0.44 0.07 0.07 0.15 6.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.28 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 4.05 51.0 1 1 caleb_strategy_v3 COPPER False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.31 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.04 0.0 0.66 -0.66 0.13 0.13 1.15 20.0 4 4 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.14 -0.14 0.03 0.03 1.18 4.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.24 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.06 0.0 0.63 -0.63 0.00 0.00 1.71 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.08 0.0 0.59 -0.59 0.10 0.10 5.03 36.0 6 6 caleb_strategy_v3 BOBL False True 0.07 0.07 0.08 0.0 0.07 0.00 0.07 0.07 1.21 19.0 1 1 caleb_strategy_v3 BTP False True 0.07 0.00 0.10 0.0 0.00 0.00 0.00 0.00 1.40 10.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 0.10 0.0 999.00 -999.00 0.00 0.00 2.03 999999999.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.13 0.0 0.00 0.00 0.00 0.00 1.61 9.0 0 0 caleb_strategy_v3 OAT False True 0.07 0.36 0.17 0.0 0.36 0.00 0.36 0.36 2.40 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.40 0.45 0.0 0.84 -0.84 0.40 0.40 32.66 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.40 0.0 1.45 -1.45 0.00 0.00 9.62 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 10.5 Shocked risk 28.6 Sum abs risk 44.1 Leverage 5.89 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1936178.9300000002, 'annual_cash_vol_target': 484044.7325000001, 'daily_cash_vol_target': 30252.795781250006} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6462 0.5210 8.3358 BITCOIN 2334.6956 88570.0000 2.6360 42.1758 BOBL 0.1575 118.0100 0.1335 2.1356 BTP 0.3688 121.0300 0.3047 4.8758 BUND 0.3199 128.9100 0.2482 3.9707 BUXL 0.7987 113.9200 0.7011 11.2171 CAC 62.0034 7963.5000 0.7786 12.4575 CAD 0.0024 0.7096 0.3357 5.3715 CANOLA 6.0975 655.1000 0.9308 14.8923 CHF 0.0052 1.2406 0.4198 6.7166 COCOA 136.9774 5205.0000 2.6317 42.1064 COFFEE 7.3107 377.6000 1.9361 30.9776 COPPER 0.0651 5.0745 1.2819 20.5105 CORN 4.0219 460.2500 0.8738 13.9815 COTTON2 0.6809 64.0800 1.0626 17.0015 CRUDE_W 0.8413 58.3100 1.4429 23.0859 DAX 190.6203 23247.0000 0.8200 13.1197 DOW 336.6849 46506.0000 0.7240 11.5834 DX 0.3428 99.8400 0.3433 5.4931 EUR 0.0041 1.1540 0.3541 5.6657 EURIBOR-ICE 0.0294 97.8000 0.0301 0.4811 EUROSTX 47.5301 5530.0000 0.8595 13.7519 FEEDCOW 4.2837 297.8000 1.4385 23.0153 GASOIL 12.2627 664.0000 1.8468 29.5487 GASOLINE 0.0313 1.8215 1.7178 27.4851 GAS_US_mini 0.1065 4.6650 2.2822 36.5152 GBP 0.0056 1.3110 0.4292 6.8670 GOLD_micro 45.2113 4155.2000 1.0881 17.4091 HEATOIL 0.0475 2.3297 2.0377 32.6032 JGB-SGX-mini 0.1925 135.0300 0.1425 2.2806 JPY 0.0000 0.0064 0.5912 9.4590 LEANHOG 1.2380 79.1250 1.5646 25.0329 LIVECOW 2.8250 207.5250 1.3613 21.7806 LUMBER-new 8.3530 565.0000 1.4784 23.6545 MXP 0.0003 0.0539 0.5403 8.6444 NASDAQ_micro 258.5976 24914.2500 1.0380 16.6072 NIKKEI 679.9440 49500.0000 1.3736 21.9780 NZD 0.0032 0.5615 0.5668 9.0683 OAT 0.3397 122.4900 0.2774 4.4378 OATIES 4.8525 309.5000 1.5678 25.0856 OJ 5.7793 140.9500 4.1003 65.6041 PALLAD 35.3853 1436.0000 2.4642 39.4266 PLAT 27.9294 1560.2000 1.7901 28.6419 REDWHEAT 8.6007 523.0000 1.6445 26.3118 RICE 0.1501 10.4000 1.4436 23.0971 ROBUSTA 92.2955 4471.0000 2.0643 33.0290 RUSSELL 30.5939 2414.1000 1.2673 20.2768 SHATZ 0.0459 107.0000 0.0429 0.6867 SILVER-mini 0.8939 51.5875 1.7327 27.7231 SMI 88.3865 12614.0000 0.7007 11.2112 SOFR 0.0479 96.8200 0.0495 0.7922 SOYBEAN 8.7987 1114.2500 0.7896 12.6344 SOYMEAL 4.5916 323.9000 1.4176 22.6814 SOYOIL 0.6324 51.0000 1.2400 19.8397 SP400 32.5132 3216.9000 1.0107 16.1712 SP500_micro 52.9640 6723.7500 0.7877 12.6035 SUGAR11 0.2293 14.3800 1.5946 25.5132 US10 0.3198 113.3125 0.2822 4.5156 US10U 0.3992 116.0469 0.3440 5.5042 US2 0.0773 104.2773 0.0742 1.1866 US20 0.6091 117.3125 0.5192 8.3080 US30 0.9066 120.8438 0.7502 12.0035 US5 0.2043 109.6641 0.1863 2.9802 VIX 0.5418 21.9000 2.4739 39.5824 WHEAT 7.9194 580.5000 1.3642 21.8277 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 646.20 0.52 336.66 1.00 336.66 30252.8 89.86 7.33 65.90 BITCOIN 88.57 2.64 233.47 1.00 233.47 30252.8 129.58 -17.65 -228.67 BOBL 1180.10 0.13 157.51 1.15 181.79 30252.8 166.41 7.16 119.13 BTP 1210.30 0.30 368.83 1.15 425.69 30252.8 71.07 5.76 40.94 BUND 1289.10 0.25 319.91 1.15 369.23 30252.8 81.93 -0.68 -5.57 BUXL 1139.20 0.70 798.66 1.15 921.79 30252.8 32.82 -6.69 -21.95 CAC 796.35 0.78 620.03 1.15 715.63 30252.8 42.27 8.62 36.43 CAD 709.55 0.34 238.21 1.00 238.21 30252.8 127.00 -10.08 -128.05 CANOLA 131.02 0.93 121.95 0.71 86.55 30252.8 349.55 4.76 166.36 CHF 1550.75 0.42 650.99 1.00 650.99 30252.8 46.47 -10.64 -49.46 COCOA 520.50 2.63 1369.77 1.00 1369.77 30252.8 22.09 -11.26 -24.88 COFFEE 1416.00 1.94 2741.52 1.00 2741.52 30252.8 11.04 10.07 11.11 COPPER 1268.62 1.28 1626.26 1.00 1626.26 30252.8 18.60 1.56 2.89 CORN 230.12 0.87 201.09 1.00 201.09 30252.8 150.44 -2.11 -31.70 COTTON2 320.40 1.06 340.46 1.00 340.46 30252.8 88.86 -20.00 -177.72 CRUDE_W 583.10 1.44 841.34 1.00 841.34 30252.8 35.96 -3.79 -13.62 DAX 232.47 0.82 190.62 1.15 220.01 30252.8 137.51 -5.03 -69.16 DOW 232.53 0.72 168.34 1.00 168.34 30252.8 179.71 -7.59 -136.39 DX 998.40 0.34 342.77 1.00 342.77 30252.8 88.26 8.83 77.97 EUR 1442.56 0.35 510.82 1.00 510.82 30252.8 59.22 -2.22 -13.15 EURIBOR-ICE 2445.00 0.03 73.51 1.15 84.85 30252.8 356.55 7.90 281.75 EUROSTX 553.00 0.86 475.30 1.15 548.58 30252.8 55.15 6.12 33.78 FEEDCOW 1489.00 1.44 2141.87 1.00 2141.87 30252.8 14.12 -1.35 -1.91 GASOIL 664.00 1.85 1226.27 1.00 1226.27 30252.8 24.67 11.00 27.15 GASOLINE 765.03 1.72 1314.18 1.00 1314.18 30252.8 23.02 3.40 7.83 GAS_US_mini 116.62 2.28 266.16 1.00 266.16 30252.8 113.66 1.82 20.69 GBP 819.38 0.43 351.67 1.00 351.67 30252.8 86.03 -3.40 -29.26 GOLD_micro 415.52 1.09 452.11 1.00 452.11 30252.8 66.91 -4.30 -28.74 HEATOIL 978.47 2.04 1993.84 1.00 1993.84 30252.8 15.17 3.59 5.45 JGB-SGX-mini 135030.00 0.14 19246.60 0.01 122.50 30252.8 246.97 -11.41 -281.89 JPY 799.25 0.59 472.51 1.00 472.51 30252.8 64.03 -11.12 -71.20 LEANHOG 316.50 1.56 495.18 1.00 495.18 30252.8 61.09 1.09 6.69 LIVECOW 830.10 1.36 1130.00 1.00 1130.00 30252.8 26.77 -3.61 -9.65 LUMBER-new 155.38 1.48 229.71 1.00 229.71 30252.8 131.70 -13.50 -177.78 MXP 269.50 0.54 145.60 1.00 145.60 30252.8 207.77 10.70 222.22 NASDAQ_micro 498.28 1.04 517.20 1.00 517.20 30252.8 58.49 -10.56 -61.79 NIKKEI 49500.00 1.37 67994.40 0.01 432.76 30252.8 69.91 6.63 46.37 NZD 561.50 0.57 318.24 1.00 318.24 30252.8 95.06 -3.48 -33.12 OAT 1224.90 0.28 339.74 1.15 392.12 30252.8 77.15 9.10 70.23 OATIES 154.75 1.57 242.62 1.00 242.62 30252.8 124.69 -15.57 -194.11 OJ 211.42 4.10 866.90 1.00 866.90 30252.8 34.90 -16.10 -56.19 PALLAD 1436.00 2.46 3538.53 1.00 3538.53 30252.8 8.55 1.59 1.36 PLAT 780.10 1.79 1396.47 1.00 1396.47 30252.8 21.66 0.31 0.68 REDWHEAT 261.50 1.64 430.03 1.00 430.03 30252.8 70.35 -8.15 -57.33 RICE 208.00 1.44 300.26 1.00 300.26 30252.8 100.75 -12.70 -127.93 ROBUSTA 447.10 2.06 922.96 1.00 922.96 30252.8 32.78 4.54 14.88 RUSSELL 120.70 1.27 152.97 1.00 152.97 30252.8 197.77 -4.47 -88.46 SHATZ 1070.00 0.04 45.93 1.15 53.01 30252.8 570.74 -2.11 -120.62 SILVER-mini 1289.69 1.73 2234.63 1.00 2234.63 30252.8 13.54 5.96 8.07 SMI 1261.40 0.70 883.87 1.24 1098.75 30252.8 27.53 17.07 47.01 SOFR 2420.50 0.05 119.85 1.00 119.85 30252.8 252.43 -1.27 -32.07 SOYBEAN 557.12 0.79 439.93 1.00 439.93 30252.8 68.77 3.62 24.93 SOYMEAL 323.90 1.42 459.16 1.00 459.16 30252.8 65.89 -3.57 -23.49 SOYOIL 306.00 1.24 379.43 1.00 379.43 30252.8 79.73 -7.99 -63.68 SP400 3216.90 1.01 3251.32 1.00 3251.32 30252.8 9.30 -7.53 -7.01 SP500_micro 336.19 0.79 264.82 1.00 264.82 30252.8 114.24 -9.36 -106.87 SUGAR11 161.06 1.59 256.82 1.00 256.82 30252.8 117.80 -10.08 -118.73 US10 1133.12 0.28 319.79 1.00 319.79 30252.8 94.60 -2.06 -19.45 US10U 1160.47 0.34 399.22 1.00 399.22 30252.8 75.78 -0.79 -6.02 US2 2085.55 0.07 154.67 1.00 154.67 30252.8 195.60 -3.26 -63.71 US20 1173.12 0.52 609.14 1.00 609.14 30252.8 49.66 0.33 1.63 US30 1208.44 0.75 906.59 1.00 906.59 30252.8 33.37 -2.37 -7.91 US5 1096.64 0.19 204.26 1.00 204.26 30252.8 148.11 -2.55 -37.79 VIX 219.00 2.47 541.78 1.00 541.78 30252.8 55.84 -7.73 -43.16 WHEAT 290.25 1.36 395.97 1.00 395.97 30252.8 76.40 -7.81 -59.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 65.900 0.010 2.5 1.712 BITCOIN -228.673 0.043 2.5 -24.797 BOBL 119.134 0.004 2.5 1.210 BTP 40.944 0.014 2.5 1.399 BUND -5.568 0.004 2.5 -0.057 BUXL -21.951 0.004 2.5 -0.223 CAC 36.429 0.014 2.5 1.244 CAD -128.054 0.010 2.5 -3.327 CANOLA 166.362 0.010 2.5 4.053 CHF -49.463 0.010 2.5 -1.285 COCOA -24.875 0.010 2.5 -0.606 COFFEE 11.113 0.005 2.5 0.148 COPPER 2.893 0.043 2.5 0.314 CORN -31.695 0.010 2.5 -0.772 COTTON2 -177.719 0.010 2.5 -4.330 CRUDE_W -13.624 0.043 2.5 -1.477 DAX -69.160 0.014 2.5 -2.362 DOW -136.389 0.009 2.5 -3.174 DX 77.970 0.010 2.5 2.026 EUR -13.155 0.010 2.5 -0.342 EURIBOR-ICE 281.755 0.014 2.5 9.624 EUROSTX 33.777 0.014 2.5 1.154 FEEDCOW -1.906 0.013 2.5 -0.063 GASOIL 27.148 0.017 2.5 1.178 GASOLINE 7.829 0.017 2.5 0.340 GAS_US_mini 20.694 0.043 2.5 2.244 GBP -29.263 0.010 2.5 -0.760 GOLD_micro -28.743 0.014 2.5 -0.982 HEATOIL 5.449 0.017 2.5 0.237 JGB-SGX-mini -281.892 0.043 2.5 -30.568 JPY -71.200 0.010 2.5 -1.850 LEANHOG 6.689 0.024 2.5 0.407 LIVECOW -9.652 0.013 2.5 -0.320 LUMBER-new -177.780 0.010 2.5 -4.331 MXP 222.220 0.059 2.5 32.662 NASDAQ_micro -61.786 0.009 2.5 -1.438 NIKKEI 46.373 0.043 2.5 5.029 NZD -33.116 0.010 2.5 -0.860 OAT 70.231 0.014 2.5 2.399 OATIES -194.112 0.010 2.5 -4.729 OJ -56.188 0.010 2.5 -1.369 PALLAD 1.362 0.014 2.5 0.047 PLAT 0.675 0.014 2.5 0.023 REDWHEAT -57.326 0.005 2.5 -0.762 RICE -127.931 0.010 2.5 -3.117 ROBUSTA 14.882 0.005 2.5 0.198 RUSSELL -88.456 0.013 2.5 -2.935 SHATZ -120.619 0.004 2.5 -1.225 SILVER-mini 8.066 0.014 2.5 0.276 SMI 47.005 0.014 2.5 1.606 SOFR -32.070 0.024 2.5 -1.952 SOYBEAN 24.927 0.004 2.5 0.232 SOYMEAL -23.494 0.004 2.5 -0.219 SOYOIL -63.684 0.004 2.5 -0.594 SP400 -7.006 0.013 2.5 -0.232 SP500_micro -106.871 0.009 2.5 -2.487 SUGAR11 -118.728 0.010 2.5 -2.893 US10 -19.447 0.005 2.5 -0.247 US10U -6.017 0.005 2.5 -0.076 US2 -63.705 0.005 2.5 -0.808 US20 1.633 0.005 2.5 0.021 US30 -7.914 0.005 2.5 -0.100 US5 -37.794 0.005 2.5 -0.480 VIX -43.160 0.099 2.5 -10.669 WHEAT -59.659 0.005 2.5 -0.793 ===================== Position diags ===================== AUD 2.33 BITCOIN 14.05 BOBL 1.69 BTP 2.43 BUND 0.83 BUXL 0.33 CAC 1.44 CAD 3.30 CANOLA 8.52 CHF 1.21 COCOA 0.54 COFFEE 0.15 COPPER 2.02 CORN 3.67 COTTON2 2.16 CRUDE_W 3.90 DAX 4.70 DOW 4.18 DX 2.29 EUR 1.54 EURIBOR-ICE 12.18 EUROSTX 1.88 FEEDCOW 0.47 GASOIL 1.07 GASOLINE 1.00 GAS_US_mini 12.33 GBP 2.24 GOLD_micro 2.29 HEATOIL 0.66 JGB-SGX-mini 26.78 JPY 1.66 LEANHOG 3.72 LIVECOW 0.89 LUMBER-new 3.21 MXP 30.54 NASDAQ_micro 1.36 NIKKEI 7.58 NZD 2.47 OAT 2.64 OATIES 3.04 OJ 0.85 PALLAD 0.29 PLAT 0.74 REDWHEAT 0.93 RICE 2.45 ROBUSTA 0.44 RUSSELL 6.56 SHATZ 5.80 SILVER-mini 0.46 SMI 0.94 SOFR 15.36 SOYBEAN 0.64 SOYMEAL 0.61 SOYOIL 0.74 SP400 0.31 SP500_micro 2.66 SUGAR11 2.87 US10 1.20 US10U 0.96 US2 2.48 US20 0.63 US30 0.42 US5 1.88 VIX 13.80 WHEAT 1.01 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.7 1.5 1.9 0.0 0 BITCOIN -24.8 -26.2 -23.4 0.0 0 BOBL 1.2 1.0 1.4 1.0 1 BTP 1.4 1.2 1.6 0.0 0 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.2 -0.3 -0.2 -1.0 -1 CAC 1.2 1.1 1.4 0.0 0 CAD -3.3 -3.7 -3.0 -2.0 -2 CANOLA 4.1 3.2 4.9 1.0 1 CHF -1.3 -1.4 -1.2 0.0 0 COCOA -0.6 -0.7 -0.6 -2.0 -2 COFFEE 0.1 0.1 0.2 1.0 1 COPPER 0.3 0.1 0.5 1.0 1 CORN -0.8 -1.1 -0.4 0.0 0 COTTON2 -4.3 -4.5 -4.1 -4.0 -4 CRUDE_W -1.5 -1.9 -1.1 -1.0 -1 DAX -2.4 -2.8 -1.9 -4.0 -4 DOW -3.2 -3.6 -2.8 -13.0 -13 DX 2.0 1.8 2.3 0.0 0 EUR -0.3 -0.5 -0.2 0.0 0 EURIBOR-ICE 9.6 8.4 10.8 0.0 0 EUROSTX 1.2 1.0 1.3 4.0 4 FEEDCOW -0.1 -0.1 -0.0 0.0 0 GASOIL 1.2 1.1 1.3 1.0 1 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini 2.2 1.0 3.5 -2.0 -2 GBP -0.8 -1.0 -0.5 0.0 0 GOLD_micro -1.0 -1.2 -0.8 -3.0 -3 HEATOIL 0.2 0.2 0.3 1.0 1 JGB-SGX-mini -30.6 -33.2 -27.9 0.0 0 JPY -1.8 -2.0 -1.7 -3.0 -3 LEANHOG 0.4 0.0 0.8 0.0 0 LIVECOW -0.3 -0.4 -0.2 -1.0 -1 LUMBER-new -4.3 -4.7 -4.0 0.0 0 MXP 32.7 29.6 35.7 29.0 29 NASDAQ_micro -1.4 -1.6 -1.3 -7.0 -7 NIKKEI 5.0 4.3 5.8 6.0 6 NZD -0.9 -1.1 -0.6 -5.0 -5 OAT 2.4 2.1 2.7 5.0 5 OATIES -4.7 -5.0 -4.4 NaN 0 OJ -1.4 -1.5 -1.3 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.0 -0.1 0.1 0.0 0 REDWHEAT -0.8 -0.9 -0.7 0.0 0 RICE -3.1 -3.4 -2.9 -3.0 -3 ROBUSTA 0.2 0.2 0.2 0.0 0 RUSSELL -2.9 -3.6 -2.3 -19.0 -19 SHATZ -1.2 -1.8 -0.6 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.6 1.5 1.7 0.0 0 SOFR -2.0 -3.5 -0.4 NaN 0 SOYBEAN 0.2 0.2 0.3 2.0 2 SOYMEAL -0.2 -0.3 -0.2 0.0 0 SOYOIL -0.6 -0.7 -0.5 -4.0 -4 SP400 -0.2 -0.3 -0.2 0.0 0 SP500_micro -2.5 -2.8 -2.2 -2.0 -2 SUGAR11 -2.9 -3.2 -2.6 -6.0 -6 US10 -0.2 -0.4 -0.1 0.0 0 US10U -0.1 -0.2 0.0 -3.0 -3 US2 -0.8 -1.1 -0.6 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.1 0.0 0 US5 -0.5 -0.7 -0.3 0.0 0 VIX -10.7 -12.0 -9.3 -17.0 -17 WHEAT -0.8 -0.9 -0.7 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 -0.2 -0.3 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 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 -0.0 0.3 0.3 0.3 0.4 0.7 0.6 0.7 BITCOIN -0.6 -0.6 -0.6 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.1 -0.0 -0.2 0.3 -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 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.5 -0.6 -0.6 -0.6 0.3 -0.1 -0.7 -0.4 BOBL -0.3 0.2 0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.0 0.4 0.2 0.4 0.4 -0.0 -0.0 -0.0 -0.1 -0.1 0.4 -0.0 0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.1 -0.1 0.1 -0.1 0.2 0.7 0.5 0.7 BTP -0.3 0.2 0.2 -0.0 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.5 -0.2 0.7 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 -0.0 0.4 -0.0 -2.7 0.0 0.0 0.2 -0.0 0.3 -0.0 0.5 -0.2 0.2 0.3 0.2 0.1 0.7 0.2 0.7 BUND -0.4 0.2 0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.0 -0.1 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 0.0 0.0 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.1 0.1 0.7 0.3 0.7 BUXL -0.4 0.2 0.0 -0.0 0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.7 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.5 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 -0.1 -0.0 -0.4 -0.4 -0.1 -0.3 -0.0 0.5 -0.1 0.2 CAC -0.6 0.1 0.2 0.0 -0.0 0.1 -0.1 0.2 -0.1 -0.2 0.4 -0.2 0.5 -0.0 0.1 -0.0 -0.0 -0.0 -0.0 0.1 0.1 -0.1 0.2 -0.1 0.5 0.0 -0.1 0.1 -0.1 0.0 -0.0 0.4 0.5 -0.0 0.4 -0.2 0.6 0.7 0.6 0.7 CAD 0.0 -0.3 -0.4 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 -0.4 -0.2 -0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 2.7 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.4 0.0 0.2 0.0 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 0.2 -0.5 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 0.0 -0.0 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 -0.0 -0.1 0.0 -0.1 0.1 1.1 -0.0 -0.0 -0.1 -0.0 -0.1 0.0 -0.7 0.5 0.6 0.6 0.1 0.6 0.7 0.7 0.7 CHF -0.3 -0.4 -0.2 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 0.0 -0.1 0.2 -0.1 -0.2 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -1.1 0.1 -0.1 0.1 0.1 -0.4 -0.7 -0.5 -0.7 COCOA -0.2 -0.5 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 -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 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 0.0 -0.0 1.1 -0.4 -0.3 -0.4 -0.1 -0.3 0.0 -0.1 0.1 COFFEE -0.3 0.1 0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 -0.1 0.4 0.0 0.1 0.4 0.3 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 0.1 0.3 0.6 0.6 0.5 0.5 0.7 0.7 COPPER -0.3 0.3 0.1 0.0 -0.0 0.1 -0.0 0.2 0.0 -0.0 -0.1 -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 -0.1 -0.2 -0.6 0.7 0.4 0.7 0.5 CORN 0.1 0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.1 -0.3 0.0 1.3 0.0 -0.1 0.0 -0.1 -0.2 0.0 -1.1 0.3 0.6 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.2 -0.2 -0.1 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -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 -0.0 -0.2 -0.1 -0.3 -0.1 -0.9 0.1 0.0 -0.3 0.3 -0.2 -0.4 -0.2 -0.4 CRUDE_W -0.0 -0.2 -0.1 0.0 -0.1 0.1 -0.1 0.1 0.0 -0.1 -0.2 -0.2 -0.4 -0.2 -0.2 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 0.9 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.6 0.0 -0.5 -0.6 -0.6 0.7 0.7 0.2 0.6 DAX -0.6 -0.4 -0.6 0.0 -0.0 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 -1.2 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.3 -0.2 -0.6 0.2 0.7 0.3 0.7 DOW -0.6 -0.5 0.2 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.1 0.3 -0.1 0.4 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.1 -1.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.2 0.1 0.2 -0.1 0.1 -0.5 -0.7 -0.6 -0.7 DX 0.3 0.6 0.3 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.0 0.2 -0.5 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 0.9 0.5 0.6 0.6 0.6 0.3 0.6 0.2 0.6 EUR -0.2 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 0.2 -0.1 0.6 -0.2 -0.2 -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 0.2 0.1 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 -0.0 0.4 -0.1 -0.1 0.3 0.2 0.3 0.2 -0.0 0.0 -0.0 0.2 -0.1 0.6 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.8 -0.1 -0.1 0.1 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.6 -0.1 0.1 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.1 0.4 -0.1 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.2 0.3 -0.1 -0.7 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.3 0.2 0.2 0.3 0.0 0.5 0.7 0.6 0.7 FEEDCOW -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 -0.1 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 0.2 0.1 0.2 0.0 -0.1 0.0 -0.1 0.0 0.0 -0.1 0.3 -0.1 0.3 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 -0.0 0.1 0.1 -0.2 0.0 -0.1 0.1 -0.0 0.1 0.0 0.6 0.1 0.3 0.3 0.4 0.3 0.4 0.0 0.3 GASOLINE 0.1 -0.0 0.0 0.0 -0.1 0.1 -0.1 0.0 0.0 -0.1 0.1 -0.1 0.1 0.0 0.0 0.1 0.4 0.3 0.4 0.0 0.0 -0.1 0.0 -0.0 -2.5 0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.8 -0.0 0.0 -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 -0.1 0.1 0.0 0.0 -0.3 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 0.5 0.6 0.6 0.1 -0.1 -0.7 -0.7 -0.7 GBP -0.2 -0.6 -0.4 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.1 -0.1 0.1 -0.2 0.3 -0.1 -0.0 -0.1 -0.1 0.1 -0.1 0.3 0.2 -0.3 -0.2 -0.1 0.4 -0.2 0.4 -0.1 GOLD_micro -0.2 -0.5 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 -2.5 0.0 0.0 0.1 0.0 0.1 0.0 -0.4 0.1 0.0 0.5 0.6 -0.0 0.1 -0.5 -0.4 HEATOIL 0.2 0.1 0.1 0.0 -0.1 0.0 -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 -0.0 0.1 0.1 -2.4 0.0 -0.1 0.1 -0.0 0.1 0.0 0.0 0.2 0.4 0.4 0.1 0.7 0.3 -0.1 -0.3 JGB-SGX-mini -0.3 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 0.3 0.3 -0.1 -0.1 -0.2 -0.4 -0.2 -0.8 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.9 -0.5 -0.4 -0.4 -0.5 -0.4 -0.7 -0.1 -0.7 JPY -0.3 -0.6 -0.5 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.3 -0.2 2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.6 -0.3 -0.3 -0.4 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.2 -0.6 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.1 0.3 -0.2 -0.2 -0.1 0.4 0.4 0.4 -0.2 -0.1 -0.1 0.1 -0.2 -0.2 -0.1 -0.0 -0.1 -0.0 0.0 -0.1 1.1 0.1 -0.5 -0.6 0.3 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 -0.1 -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 -0.2 -0.5 -0.2 0.3 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.5 -0.7 -0.1 -0.0 -0.1 -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 -0.4 -0.2 NaN -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.2 -0.5 -0.7 -0.5 -0.7 0.2 0.8 0.4 0.8 MXP -0.1 -0.4 0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.2 0.5 0.1 0.7 0.1 0.2 0.2 0.3 0.3 0.2 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.1 0.4 -0.0 0.6 0.0 1.1 0.3 0.6 0.6 0.6 0.2 0.3 0.3 0.4 NASDAQ_micro -0.6 -0.6 -0.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.3 -0.1 0.4 -0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.3 -0.1 -2.6 0.0 -0.0 0.1 -0.0 0.2 -0.0 -0.3 -0.1 -0.0 0.0 0.2 -0.3 -0.7 -0.3 -0.7 NIKKEI -0.6 -0.0 0.4 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.0 0.2 -0.1 0.3 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.1 -0.0 0.3 0.0 -1.2 0.0 -0.0 0.1 -0.0 0.1 0.0 1.0 0.0 0.3 0.6 0.6 -0.1 0.2 0.1 0.4 NZD -0.2 -0.5 -0.5 -0.1 -0.0 -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 -0.1 -0.3 -0.2 2.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.4 -0.2 -0.6 0.2 0.7 0.3 0.7 OAT -0.2 0.3 0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 0.0 0.1 0.4 0.2 0.4 0.3 0.0 0.0 -0.0 -0.1 0.0 0.2 0.0 0.0 0.0 -0.0 -0.0 -0.0 1.0 -0.0 0.2 0.3 -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 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.3 -0.1 -1.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.7 0.3 0.1 -0.1 -0.2 -0.5 -0.5 -0.3 -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 -0.3 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.7 -0.3 -0.3 -0.5 -0.2 -0.4 -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 1.8 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 -0.5 0.1 0.0 -0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 -0.1 0.3 -0.1 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 -0.0 -0.1 -0.2 -0.2 0.7 0.3 -0.5 -0.3 REDWHEAT 0.3 0.5 0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.1 -0.5 -0.0 0.8 0.0 -0.1 -0.1 -0.0 -0.2 0.0 -1.0 0.2 0.6 0.5 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.3 -0.1 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.0 -0.4 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.2 -0.2 -0.0 -0.5 -0.1 -0.1 -0.0 0.0 -0.1 -0.0 -0.2 -0.0 -0.9 0.3 0.0 -0.4 -0.4 -0.2 -0.4 0.1 -0.3 ROBUSTA -0.3 0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.0 0.0 0.0 0.0 0.1 0.1 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 0.1 0.2 0.4 0.6 -0.1 0.7 0.2 0.7 RUSSELL -0.6 -0.6 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 0.3 -0.1 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.2 -0.1 0.8 -0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.1 -0.1 -0.3 0.1 -0.4 -0.7 -0.6 -0.7 SHATZ -0.2 0.1 -0.3 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.0 -0.4 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 1.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.1 -0.1 -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 0.3 0.4 0.4 0.6 0.3 0.7 -0.1 0.0 SMI 0.0 0.2 0.3 0.0 -0.0 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 0.6 0.6 0.2 0.5 0.7 0.7 0.7 SOFR -0.1 -0.3 0.1 -0.0 0.1 0.0 -0.0 -0.0 -0.0 0.2 0.3 0.1 0.5 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.3 0.0 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.3 0.5 0.2 -0.2 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.3 0.4 0.3 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 0.4 0.1 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 0.0 0.1 0.1 -0.0 0.5 0.6 0.6 0.6 -0.5 -0.2 -0.5 -0.1 SOYMEAL 0.3 0.6 0.6 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 -0.1 0.1 0.0 -0.3 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 0.0 -0.1 0.1 -1.5 0.0 -0.0 0.1 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 -0.1 0.0 0.0 0.3 0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 0.1 0.0 -2.4 -0.0 -0.1 -0.0 0.0 0.1 0.0 0.0 0.5 0.6 0.5 0.2 -0.7 -0.6 -0.7 -0.6 SP400 -0.4 -0.5 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 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 0.0 -0.0 -0.0 0.0 -0.1 -0.0 0.2 0.0 -0.5 -0.3 -0.4 -0.7 -0.5 -0.7 SP500_micro -0.6 -0.6 -0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.4 -0.1 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.4 -0.1 -2.1 0.0 -0.0 0.1 -0.1 0.2 -0.0 -0.4 0.1 0.1 -0.2 0.1 -0.3 -0.7 -0.3 -0.7 SUGAR11 0.2 -0.5 -0.4 -0.0 -0.0 -0.1 -0.1 -0.2 -0.0 0.1 -0.3 0.0 -0.5 -0.1 -0.1 0.4 0.2 0.2 0.1 -0.2 -0.2 0.0 -0.4 -0.1 -2.3 -0.0 0.0 -0.1 0.0 -0.1 -0.0 1.1 0.5 0.2 -0.3 -0.1 -0.6 -0.7 -0.3 -0.6 US10 -0.2 -0.1 0.3 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.3 0.0 0.2 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.1 0.2 0.0 -0.9 0.0 0.1 0.1 0.0 0.2 0.0 -0.2 0.3 0.1 -0.0 0.4 -0.6 -0.7 -0.3 -0.7 US10U -0.3 -0.0 0.4 -0.0 0.1 0.0 -0.0 -0.0 -0.0 0.2 0.5 0.0 0.1 -0.0 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 0.2 0.0 -1.8 0.0 0.1 0.2 0.1 0.3 0.0 -0.4 0.4 0.1 0.0 0.6 -0.2 -0.5 -0.3 -0.7 US2 -0.2 -0.1 0.1 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.0 0.0 -0.1 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.0 0.1 -0.0 2.3 -0.0 0.1 0.0 0.0 0.1 -0.0 -1.1 0.3 -0.0 -0.2 0.2 -0.5 -0.3 -0.7 -0.7 US20 -0.4 -0.0 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.3 -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 0.1 0.1 0.0 0.1 -0.0 0.0 0.2 -0.1 -0.0 0.4 0.2 0.4 -0.1 -0.6 US30 -0.4 0.0 0.4 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.2 -0.1 -0.3 -0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.7 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.5 0.0 -0.2 -0.1 0.4 0.2 0.3 -0.0 -0.5 US5 -0.2 -0.1 0.2 -0.0 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.3 0.1 0.2 -0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 0.1 0.2 0.0 -0.3 0.0 0.1 0.1 0.1 0.2 0.0 -0.6 0.3 0.1 -0.1 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.5 0.6 -0.3 0.0 -0.1 -0.1 0.1 -0.0 0.1 -0.0 -0.9 0.2 -0.6 0.1 -0.1 -0.6 -0.6 -0.6 -0.6 0.0 -0.1 0.1 -0.2 0.1 NaN 0.0 -0.1 -0.1 0.1 -0.1 0.1 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT 0.2 0.4 0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 -0.4 -0.1 -0.7 0.0 -0.0 -0.3 -0.4 -0.3 -0.4 -0.0 -0.1 -0.1 -0.4 -0.0 1.4 0.0 -0.1 -0.0 -0.1 -0.2 -0.0 -1.1 0.2 0.6 0.5 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 -6.4 -10.4 0.8 -5.9 -6.3 -2.0 -7.6 1.1 -7.4 -13.5 10.4 -17.1 3.1 -17.6 -11.1 -0.6 -1.2 -0.8 -1.0 -6.5 -0.5 -14.3 1.3 -11.0 16.5 -4.3 -9.3 -0.5 -10.0 -0.4 -7.7 4.2 -1.6 9.9 8.8 8.6 12.7 20.0 16.9 20.0 BITCOIN -20.0 -20.0 -18.2 4.5 -0.6 7.1 -1.5 6.8 0.6 -13.3 -0.7 -17.5 9.6 -18.5 -17.0 -4.6 -7.0 -5.8 -6.4 -20.0 -11.2 -20.0 3.8 -20.0 -20.0 -6.0 -5.5 -2.7 -8.2 0.7 -8.1 -1.1 -20.0 -20.0 -20.0 -20.0 10.2 -4.1 -20.0 -12.9 BOBL -10.0 4.6 0.3 -0.1 5.5 1.0 -0.8 -0.9 -2.4 0.9 -3.1 -9.9 -1.1 -9.3 -4.5 20.0 11.0 20.0 20.0 -2.8 -1.3 -4.3 -2.4 -6.0 3.1 -1.6 1.9 -0.5 -2.8 -0.9 -3.9 20.0 -6.1 -4.0 1.8 -4.1 7.2 20.0 14.5 20.0 BTP -8.4 6.9 5.0 -0.1 6.8 1.2 -0.9 -1.1 -2.9 -11.7 20.0 -17.3 20.0 7.8 15.9 5.8 8.4 7.3 8.3 8.1 12.7 -4.7 15.3 -0.4 -20.0 4.6 1.1 7.3 -3.4 8.5 -0.8 8.7 -8.3 4.8 10.5 6.5 2.8 20.0 7.1 20.0 BUND -11.2 5.4 3.1 -0.1 6.3 1.1 -0.9 -1.0 -2.7 -6.1 0.7 -16.1 -8.7 -10.3 -1.2 -6.6 2.1 -3.8 0.2 -1.6 -0.7 -7.0 -6.0 -7.3 -0.8 -1.2 1.8 0.1 -4.7 -1.6 -5.1 -3.0 -9.3 -6.0 1.1 -2.2 4.2 20.0 7.8 20.0 BUXL -13.5 7.1 0.9 -0.1 5.6 1.0 -0.8 -0.9 -2.4 -11.3 -11.3 -17.6 -18.2 -13.2 -1.6 4.3 3.0 4.1 3.8 -6.3 -8.7 -13.8 -17.3 -11.9 -1.0 -3.6 -3.3 -3.4 -8.3 -5.7 -7.2 -0.0 -17.7 -12.4 -3.8 -9.6 -1.2 16.1 -4.0 6.3 CAC -18.1 3.0 6.5 0.6 -4.9 4.3 -8.2 4.7 -5.1 -16.9 16.1 -15.4 14.6 -3.3 9.1 -2.5 -1.5 -2.3 -1.8 4.7 9.5 -15.8 8.7 -6.4 3.7 1.4 -7.5 2.6 -7.5 1.1 -3.5 6.8 20.0 -1.2 10.8 -4.9 17.4 20.0 18.9 20.0 CAD 0.3 -8.4 -12.8 -6.5 -6.9 -2.2 -8.3 1.2 -8.1 -20.0 -13.9 -18.6 -8.1 -19.2 -20.0 -9.1 -7.5 -8.7 -8.1 -17.8 -15.7 -14.8 -10.8 -14.3 20.0 -7.9 -9.3 -5.9 -7.4 -3.3 -7.0 -7.2 2.0 7.4 0.4 -16.1 -20.0 -20.0 -20.0 -20.0 CANOLA 13.1 7.5 -15.3 -6.0 -6.7 -7.0 -6.7 -6.4 -5.5 -11.9 -6.4 3.9 -0.5 11.2 -8.2 -20.0 -11.9 -19.5 -15.4 -0.3 -6.2 1.2 -3.6 6.3 8.6 -0.8 -5.5 -3.7 -0.2 -2.7 2.3 -12.5 20.0 20.0 18.8 2.8 17.1 20.0 20.0 20.0 CHF -8.0 -12.4 -6.5 -4.6 -4.9 -1.6 -5.9 0.9 -5.8 -15.4 6.8 -11.6 11.7 -9.9 -10.4 -16.6 -15.9 -16.2 -15.7 -7.2 1.1 -15.3 8.9 -10.7 -1.1 -2.9 -10.0 1.1 -7.6 4.4 -5.1 -20.0 5.9 -3.4 4.6 3.4 -12.8 -20.0 -14.4 -20.0 COCOA -6.5 -14.8 -20.0 -2.5 -2.8 -2.9 -2.8 -2.6 -2.3 -5.5 -7.3 -6.9 -1.6 -7.1 -7.4 -5.5 8.9 -1.8 3.1 -12.8 -10.5 -14.0 -3.2 -13.9 -20.0 -2.5 -2.1 -1.8 -3.1 0.0 -2.9 20.0 -16.4 -10.2 -13.0 -2.7 -9.1 0.0 -1.8 3.8 COFFEE -8.3 1.8 12.9 -5.1 -5.7 -5.9 -5.8 -5.4 -4.7 -8.7 11.6 -6.2 12.1 2.2 12.2 20.0 12.7 19.3 15.8 9.1 13.1 -3.8 14.5 1.3 -20.0 4.2 -1.1 7.0 -1.3 8.9 0.6 20.0 3.5 9.5 20.0 20.0 14.0 14.9 20.0 20.0 COPPER -7.8 7.8 3.4 3.0 -0.4 4.7 -1.0 4.5 0.4 -4.6 -2.0 -6.0 -1.3 1.1 1.0 -7.3 -5.8 -6.3 -5.9 3.3 3.1 -2.6 3.1 0.2 -4.9 1.6 -0.9 3.1 -1.4 4.8 -0.3 0.4 1.5 -2.8 -6.6 -20.0 20.0 12.6 20.0 15.0 CORN 2.0 7.2 7.1 -7.7 -8.6 -8.9 -8.6 -8.1 -7.1 -20.0 -6.0 -14.5 -11.4 4.8 15.0 -19.9 -19.3 -20.0 -20.0 3.9 -1.9 -9.9 -11.7 0.4 9.5 3.8 -12.4 1.4 -7.2 -4.4 0.7 -20.0 13.7 20.0 20.0 20.0 -7.5 -4.7 4.8 -2.5 COTTON2 -7.5 -4.8 -3.5 -8.0 -9.0 -9.3 -9.0 -8.5 -7.4 -15.5 -20.0 -20.0 -20.0 -20.0 -20.0 -17.9 -15.0 -17.7 -16.5 -18.1 -18.4 -16.7 -20.0 -19.0 -13.7 -8.0 -3.5 -7.1 -8.2 -8.0 -9.1 -17.0 3.1 0.7 -9.2 10.6 -7.3 -13.2 -5.9 -11.4 CRUDE_W -0.4 -6.7 -3.7 2.1 -13.0 2.2 -6.4 1.4 0.2 -14.0 -8.9 -14.9 -12.4 -15.3 -17.1 0.2 5.6 2.1 3.8 -9.4 -8.7 -11.6 -9.3 -9.9 6.7 -6.6 -6.8 -6.5 -7.7 -6.4 -6.7 -10.6 1.3 -14.9 -17.9 -19.4 20.0 20.0 6.8 18.9 DAX -17.3 -12.6 -20.0 0.5 -3.9 3.4 -6.5 3.8 -4.0 -12.6 10.7 -13.2 13.4 -11.4 -6.7 -6.2 -6.5 -6.2 -6.0 -8.2 0.4 -20.0 10.4 -16.2 -9.3 -3.7 -6.6 -1.1 -8.4 2.5 -6.6 -1.1 -2.1 -8.2 -5.0 -20.0 6.4 20.0 9.2 20.0 DOW -17.9 -15.3 7.1 0.4 -3.4 3.0 -5.7 3.3 -3.5 -7.0 12.6 -8.8 12.0 -2.0 6.5 -7.9 -8.3 -8.3 -8.1 3.6 9.5 -12.1 10.3 -5.8 -10.0 1.2 -2.7 3.7 -5.3 4.1 -2.8 -4.5 4.0 6.8 -2.4 3.8 -13.8 -20.0 -18.3 -20.0 DX 9.0 17.8 9.9 -5.1 -5.5 -1.8 -6.6 0.9 -6.4 17.6 -0.3 16.6 -13.0 17.1 16.1 6.5 6.2 6.2 6.1 15.6 4.9 17.0 -7.5 17.2 -20.0 6.1 7.0 2.6 7.1 -1.2 6.9 16.6 20.0 20.0 20.0 20.0 7.6 16.7 7.5 18.3 EUR -5.0 -15.0 -3.8 -6.1 -6.6 -2.1 -7.9 1.1 -7.7 -18.6 8.6 -11.8 17.0 -16.2 -15.4 -8.7 -7.8 -8.2 -7.8 -12.2 0.7 -13.2 15.0 -13.4 15.7 -5.8 -7.9 -0.2 -7.4 5.3 -6.9 -7.2 8.7 4.6 1.7 1.7 -5.1 -20.0 -6.7 -20.0 EURIBOR-ICE -10.8 2.2 -0.8 -0.1 4.4 0.8 -0.6 -0.7 -1.9 4.9 2.8 -3.9 10.5 -7.6 -4.7 12.6 10.8 12.7 12.4 -1.9 1.6 -2.2 5.9 -4.9 4.4 -0.8 3.7 0.7 -1.1 2.0 -2.7 14.4 -4.7 -4.0 2.2 -1.0 5.5 20.0 9.9 20.0 EUROSTX -17.0 -2.0 3.3 0.6 -4.4 3.9 -7.4 4.3 -4.6 -14.9 16.3 -13.7 16.2 -4.4 10.4 -3.5 -1.6 -3.2 -2.5 5.3 10.8 -16.9 12.5 -6.1 -5.5 2.1 -8.7 3.6 -8.0 3.3 -3.0 6.1 7.0 6.4 10.3 0.3 14.6 20.0 17.2 20.0 FEEDCOW -20.0 -20.0 -20.0 -2.5 -2.8 -2.9 -2.8 -2.7 -2.3 -6.8 2.3 -7.3 5.6 -7.2 -5.1 15.3 8.5 15.0 13.1 -7.5 1.6 -12.9 7.5 -12.7 -20.0 -1.4 -2.8 0.8 -2.6 2.4 -2.6 20.0 -6.1 -17.3 -6.8 14.0 20.0 20.0 20.0 20.0 GASOIL 6.2 3.4 7.5 1.6 -9.9 1.7 -4.9 1.1 0.1 -13.9 10.9 -5.0 7.0 9.7 10.6 20.0 15.9 20.0 19.8 10.1 8.9 -5.4 5.5 6.5 -1.4 4.5 -7.8 4.1 -1.8 2.6 3.0 11.4 3.7 9.9 10.1 12.3 8.5 13.4 0.4 8.3 GASOLINE 4.5 -0.1 1.4 1.9 -11.4 1.9 -5.6 1.2 0.1 -13.9 4.6 -10.9 1.4 3.3 2.7 6.5 18.5 14.3 19.3 2.0 1.7 -10.2 0.6 -1.0 -18.7 0.3 -10.8 -0.7 -6.5 -0.9 -0.6 14.6 -0.1 0.0 -1.6 -4.8 20.0 20.0 20.0 20.0 GAS_US_mini 17.7 17.8 3.4 2.5 -15.2 2.5 -7.5 1.7 0.2 1.7 -12.1 18.7 -16.3 20.0 13.1 -20.0 -20.0 -20.0 -20.0 12.7 -1.8 12.2 -9.7 19.1 20.0 5.9 0.9 0.7 5.0 -1.9 8.0 -20.0 20.0 20.0 20.0 2.1 -2.6 -20.0 -20.0 -20.0 GBP -6.5 -17.9 -12.7 -6.4 -6.8 -2.2 -8.2 1.2 -8.0 -7.6 -2.8 -11.1 12.5 -16.8 -17.9 0.2 -0.0 0.3 0.1 -20.0 -9.3 -11.7 5.5 -18.9 1.9 -7.2 -1.8 -2.9 -4.7 2.1 -7.3 6.2 7.9 -10.5 -7.6 -1.6 11.6 -4.5 11.6 -4.1 GOLD_micro -5.9 -15.9 0.3 1.9 -0.3 3.0 -0.6 2.9 0.3 -1.6 5.6 0.8 6.9 0.1 4.0 -7.0 -10.8 -8.9 -9.7 8.2 11.5 1.4 11.9 3.5 -18.4 2.5 0.4 3.1 0.3 3.1 1.1 -7.1 5.6 1.3 16.5 19.1 -1.1 2.6 -13.9 -11.3 HEATOIL 6.5 3.0 3.4 1.5 -9.3 1.5 -4.6 1.0 0.1 -13.4 10.9 -4.8 7.8 7.6 8.8 19.2 10.4 14.4 11.9 8.6 7.0 -3.8 4.7 6.6 -18.4 3.6 -5.8 2.5 -0.4 2.0 3.6 0.6 9.0 13.0 13.1 2.8 20.0 8.3 -2.1 -8.9 JGB-SGX-mini -9.0 0.4 -11.8 -0.1 3.6 0.6 -0.5 -0.6 -1.6 -12.0 -13.7 -13.0 -12.8 -12.9 -13.4 16.8 13.3 13.2 12.7 -12.0 -13.0 -18.2 -14.9 -14.0 -6.1 -4.6 -8.5 -4.3 -8.2 -4.8 -6.1 16.3 -20.0 -11.4 -13.1 -14.9 -10.5 -20.0 -4.5 -20.0 JPY -8.4 -18.3 -16.8 -3.9 -4.2 -1.3 -5.0 0.7 -4.9 -8.3 -14.9 -12.9 -11.8 -15.1 -15.4 -10.1 -10.9 -10.1 -10.1 -20.0 -17.6 -17.0 -12.6 -20.0 20.0 -5.5 -3.3 -4.2 -5.0 -2.7 -5.6 -11.6 -11.2 -9.0 -13.7 -13.2 -4.3 -11.5 -4.6 -13.1 LEANHOG -7.3 -20.0 -12.6 -6.0 -6.7 -7.0 -6.7 -6.3 -5.5 -9.5 4.5 -12.4 9.4 -16.9 -15.7 -2.6 20.0 20.0 20.0 -17.0 -5.8 -12.8 4.6 -19.0 -1.6 -5.5 -1.5 -2.5 -3.9 0.6 -5.9 20.0 3.5 -14.8 -20.0 10.3 6.7 14.0 20.0 20.0 LIVECOW -20.0 -20.0 -20.0 -2.5 -2.8 -2.9 -2.8 -2.7 -2.3 -6.9 2.7 -7.3 5.5 -6.9 -5.1 -0.7 9.3 -1.1 4.3 -6.8 0.3 -12.7 5.6 -11.3 -20.0 -1.7 -3.5 0.3 -3.0 2.0 -2.8 20.0 -8.8 -14.5 -7.1 9.2 20.0 14.8 20.0 20.0 LUMBER-new -20.0 -13.9 -20.0 -4.1 -4.6 -4.8 -4.6 -4.3 -3.8 -10.9 -11.7 -12.2 -9.4 -12.6 -12.6 -20.0 -20.0 -20.0 -20.0 -20.0 -16.5 -20.0 -11.4 -20.0 NaN -4.2 -3.3 -2.9 -4.8 -1.6 -5.1 -20.0 -16.5 -20.0 -12.9 -17.9 6.3 20.0 9.2 20.0 MXP -1.6 -11.0 4.1 -6.4 -6.9 -2.2 -8.2 1.2 -8.0 -19.5 20.0 9.5 20.0 12.9 20.0 12.3 12.7 12.6 12.5 10.9 20.0 -2.5 20.0 5.0 -20.0 6.8 -10.4 13.4 -2.7 15.8 2.5 20.0 13.4 20.0 20.0 20.0 5.8 9.1 7.6 12.8 NASDAQ_micro -20.0 -20.0 -2.6 0.4 -3.1 2.7 -5.2 3.0 -3.2 -2.9 11.5 -8.4 11.8 -5.2 4.4 -7.8 -8.8 -8.8 -8.8 2.9 10.5 -11.4 12.8 -7.1 -19.8 1.0 -1.2 4.0 -4.5 4.8 -2.9 -5.5 -2.8 -0.2 0.1 6.6 -7.6 -20.0 -8.7 -20.0 NIKKEI -20.0 -1.0 13.0 0.3 -2.3 2.0 -3.9 2.3 -2.4 -2.8 9.1 -5.2 8.8 3.2 7.0 0.1 6.8 2.1 4.7 10.1 13.7 -4.7 11.5 1.6 -9.3 3.0 -0.8 4.0 -1.1 3.1 0.6 19.6 0.4 10.2 20.0 20.0 -2.7 6.8 2.3 11.7 NZD -6.9 -14.4 -15.5 -5.0 -5.4 -1.7 -6.5 0.9 -6.3 -8.9 -11.0 -15.4 -10.6 -17.4 -19.0 -4.9 -3.3 -4.5 -4.0 -20.0 -17.2 -15.4 -11.0 -19.2 15.1 -6.8 -3.7 -5.1 -5.6 -3.2 -6.7 0.0 5.3 -11.1 -7.6 -17.6 6.4 20.0 8.7 20.0 OAT -5.6 10.7 2.4 -0.1 5.6 1.0 -0.8 -0.9 -2.4 -8.4 7.2 -13.4 -4.0 3.6 8.8 18.7 12.1 17.9 15.9 4.0 2.2 -2.9 -2.8 0.2 1.6 2.5 1.2 1.8 -1.9 -0.2 -0.0 18.0 -1.2 5.4 9.6 -1.3 3.0 20.0 6.7 20.0 OATIES 7.3 2.8 -14.8 -5.4 -6.1 -6.3 -6.1 -5.7 -5.0 -11.2 -14.7 -6.4 -12.0 -6.1 -13.2 -17.4 -10.6 -20.0 -17.1 -10.6 -13.7 -8.9 -12.0 -7.0 -8.3 -5.3 -4.6 -6.6 -4.2 -5.7 -3.6 -12.8 13.4 2.5 -4.1 -7.4 -14.9 -15.2 -9.4 -15.2 OJ -12.2 -20.0 -20.0 -2.2 -2.5 -2.6 -2.5 -2.3 -2.0 -6.0 -6.2 -6.5 -6.0 -6.9 -6.9 -5.0 3.5 -2.9 -0.3 -13.5 -11.5 -13.2 -9.3 -13.9 -20.0 -2.4 -2.5 -2.0 -2.6 -1.5 -2.6 12.9 -12.0 -10.1 -15.7 -6.0 -10.5 -15.9 -3.1 -14.3 PALLAD -10.7 2.3 9.1 2.3 -0.3 3.6 -0.8 3.4 0.3 -5.9 4.5 -7.2 4.3 -2.2 1.6 -2.7 -2.9 -2.9 -2.9 4.6 7.7 -3.3 6.6 -0.8 13.3 2.3 -0.3 3.5 -0.7 3.3 0.3 5.4 2.2 -2.9 5.7 -2.6 -4.6 -15.0 -20.0 -19.0 PLAT -12.1 -16.6 2.8 2.5 -0.4 4.0 -0.9 3.8 0.4 -4.7 7.3 -6.9 7.4 -6.3 2.1 -3.6 -3.5 -3.4 -3.3 3.3 10.1 -4.4 12.2 -2.9 0.6 1.7 -0.2 4.8 -1.5 6.0 -0.8 4.6 -0.0 -3.4 -7.2 -6.4 20.0 9.4 -13.9 -9.9 REDWHEAT 8.3 16.8 5.1 -6.4 -7.2 -7.4 -7.2 -6.8 -5.9 -15.9 -14.7 -10.2 -18.1 3.7 -3.0 -13.8 -16.5 -16.7 -17.3 -1.2 -9.2 -7.7 -16.8 -0.2 6.3 1.0 -8.0 -2.3 -4.3 -6.1 0.7 -19.2 9.8 20.0 16.3 15.6 -20.0 -20.0 -20.0 -20.0 RICE 10.4 -3.0 -20.0 -3.2 -3.6 -3.7 -3.6 -3.4 -3.0 1.1 -10.2 -2.2 -10.2 -7.7 -9.7 -20.0 -12.1 -20.0 -18.1 -14.5 -18.3 -3.5 -18.2 -8.5 -0.6 -3.6 0.5 -4.3 -1.0 -4.5 -2.3 -16.5 11.3 1.3 -13.8 -11.4 -6.5 -11.9 2.6 -10.4 ROBUSTA -7.9 5.1 18.3 -3.0 -3.3 -3.5 -3.3 -3.2 -2.8 2.6 1.8 1.7 0.1 3.0 5.9 4.3 12.4 7.4 10.0 3.1 2.6 -0.4 1.5 0.5 -20.0 1.1 -0.6 1.0 -0.4 0.8 -0.0 20.0 3.6 6.1 11.3 20.0 -2.8 20.0 7.3 20.0 RUSSELL -20.0 -20.0 9.2 0.4 -3.0 2.6 -5.0 2.9 -3.1 0.8 10.1 -6.2 8.6 -6.6 3.8 -4.6 -5.3 -5.0 -5.0 -1.2 5.5 -6.7 6.4 -8.0 5.7 -0.7 1.8 2.4 -3.2 2.8 -3.8 0.6 5.5 -3.6 -9.0 3.3 -12.2 -20.0 -16.5 -20.0 SHATZ -7.2 4.4 -8.8 -0.1 5.0 0.9 -0.7 -0.8 -2.2 4.5 -13.3 -6.3 -3.3 -12.5 -12.6 -1.9 -15.9 -9.6 -12.6 -8.0 -8.6 -3.8 -6.6 -7.1 8.5 -4.2 0.8 -4.0 -2.3 -2.9 -4.3 -20.0 -6.2 -3.9 -2.4 -14.1 13.2 20.0 17.9 20.0 SILVER-mini -1.1 -7.8 7.9 2.6 -0.4 4.1 -0.9 3.9 0.4 -4.1 9.0 1.5 9.3 3.3 7.3 -4.8 -6.4 -5.8 -6.1 11.9 14.4 3.2 12.8 7.3 -6.7 3.7 0.4 4.6 0.8 4.1 2.0 -0.4 11.5 11.6 12.4 17.6 8.8 20.0 -3.1 0.6 SMI 0.6 5.3 7.9 0.5 -3.7 3.2 -6.1 3.6 -3.8 -1.9 10.7 3.9 7.9 7.7 9.7 6.1 3.8 5.2 4.2 8.4 7.7 5.2 6.4 7.1 9.1 3.6 1.9 2.8 2.6 1.9 3.2 16.1 20.0 20.0 20.0 5.4 15.2 20.0 19.8 20.0 SOFR -4.1 -7.9 2.3 -0.1 5.6 1.0 -0.8 -0.9 -2.4 18.8 12.6 12.2 14.7 -2.7 0.2 7.1 5.6 7.1 6.7 1.2 8.0 10.5 12.5 1.9 -20.0 0.7 11.9 4.2 6.9 6.3 1.4 4.8 20.0 7.3 -4.8 8.4 -5.0 -15.8 -5.8 -20.0 SOYBEAN 9.5 13.0 9.6 -7.1 -7.9 -8.2 -8.0 -7.5 -6.6 -10.3 14.5 8.1 0.9 16.8 18.2 1.1 -5.7 -2.7 -5.3 16.9 10.3 7.4 0.1 16.9 -6.7 7.1 -0.9 5.5 2.8 1.7 6.5 -0.1 20.0 20.0 20.0 20.0 -15.9 -5.7 -16.1 -2.4 SOYMEAL 10.6 20.0 19.7 -4.2 -4.6 -4.8 -4.7 -4.4 -3.8 -7.4 3.0 4.1 -7.8 9.2 8.5 -10.5 -15.4 -14.8 -16.3 12.7 5.0 3.5 -3.4 12.4 -11.0 3.7 -0.6 1.9 1.2 -0.3 3.5 -17.8 18.1 20.0 20.0 20.0 -17.6 -20.0 -8.6 -20.0 SOYOIL 7.2 -3.1 -9.0 -6.7 -7.5 -7.8 -7.6 -7.1 -6.2 -16.0 0.6 2.7 8.3 3.2 -11.8 -8.6 -4.8 -7.8 -6.3 -2.7 -0.8 -0.4 5.5 1.3 -17.6 -1.1 -6.1 -0.4 0.3 2.0 1.4 0.8 20.0 17.1 16.9 7.7 -20.0 -16.6 -20.0 -17.8 SP400 -11.2 -14.7 1.4 0.4 -3.3 2.9 -5.6 3.2 -3.4 0.1 10.2 -5.5 5.7 -5.4 -3.0 -5.6 -6.0 -5.8 -5.8 -3.9 1.2 -6.1 3.1 -7.7 0.5 -2.8 1.6 -0.4 -3.5 0.4 -4.6 -0.6 6.5 0.4 -14.5 -10.6 -12.6 -20.0 -16.2 -20.0 SP500_micro -20.0 -20.0 -0.6 0.5 -3.6 3.2 -6.1 3.5 -3.8 -2.9 14.1 -8.2 14.3 -3.2 6.6 -8.5 -9.6 -9.4 -9.3 3.4 12.0 -10.5 15.0 -6.7 -15.4 0.2 -0.4 4.0 -5.1 5.2 -4.0 -6.6 2.1 2.6 -7.7 3.4 -8.2 -20.0 -10.0 -20.0 SUGAR11 5.4 -14.0 -11.6 -4.3 -4.8 -5.0 -4.9 -4.6 -4.0 6.7 -12.9 4.4 -12.9 -9.0 -11.3 18.3 9.0 11.2 6.8 -14.4 -16.5 2.2 -15.3 -6.5 -17.3 -4.0 1.8 -4.4 0.9 -3.8 -1.7 20.0 20.0 7.5 -10.5 -1.6 -16.7 -20.0 -9.2 -18.1 US10 -6.7 -3.8 8.2 -0.1 4.4 0.8 -0.6 -0.7 -1.9 14.4 11.7 4.0 4.7 -2.2 7.4 2.0 0.1 2.0 1.5 2.8 6.7 6.4 6.4 1.4 -6.6 1.9 9.3 4.8 4.3 5.0 0.8 -4.4 12.9 2.0 -1.0 11.5 -17.3 -20.0 -10.2 -20.0 US10U -8.7 -1.5 11.5 -0.1 6.4 1.1 -0.9 -1.0 -2.8 20.0 17.2 1.6 2.9 -2.8 11.9 0.5 -1.0 0.8 -0.0 5.9 11.4 8.4 8.4 1.8 -13.1 4.1 13.5 8.2 5.5 7.3 1.2 -6.9 17.7 2.1 1.0 20.0 -6.0 -14.4 -8.5 -20.0 US2 -6.4 -4.5 3.9 -0.1 4.4 0.8 -0.6 -0.7 -1.9 14.6 1.6 0.8 -2.6 -7.6 1.1 -14.3 -15.3 -13.2 -13.3 -1.7 1.6 5.2 1.9 -1.7 17.4 -0.9 8.1 1.6 3.4 2.8 -1.0 -20.0 10.5 -1.2 -5.0 5.7 -15.9 -9.8 -20.0 -20.0 US20 -12.8 -0.4 13.5 -0.1 4.4 0.8 -0.6 -0.7 -1.9 10.8 9.3 -7.4 -3.9 -7.3 6.9 3.7 3.0 4.0 3.8 3.1 6.7 1.2 3.1 -1.7 -9.2 2.0 6.0 4.7 0.8 3.4 -1.0 0.0 6.4 -3.9 -0.6 13.8 6.0 13.0 -2.0 -16.8 US30 -13.5 0.9 13.6 -0.1 4.9 0.9 -0.7 -0.8 -2.1 5.6 5.9 -12.0 -8.3 -11.6 5.9 1.7 -2.2 -0.2 -1.3 1.7 4.6 -1.9 -0.4 -3.8 -5.3 1.4 4.6 4.0 -1.1 1.9 -2.4 -9.0 1.4 -6.4 -1.9 11.7 5.0 8.1 -0.4 -16.0 US5 -5.0 -4.5 5.3 -0.1 4.6 0.8 -0.6 -0.8 -2.0 15.4 10.6 7.0 5.0 -3.2 4.7 -2.1 -3.3 -2.0 -2.2 1.4 5.4 7.5 6.2 1.2 -1.9 1.1 10.0 3.8 5.1 4.9 0.9 -10.5 14.2 3.6 -2.0 8.8 -18.6 -15.6 -16.1 -20.0 VIX 8.9 12.2 -6.3 2.1 -4.0 -1.5 5.4 -0.7 6.2 -2.0 -20.0 9.0 -11.1 6.1 -7.5 -20.0 -20.0 -20.0 -20.0 2.0 -3.9 7.5 -3.9 8.4 NaN 2.6 -4.6 -1.6 6.1 -0.9 7.2 NaN NaN NaN NaN NaN -8.4 -20.0 NaN NaN WHEAT 7.0 13.1 4.4 -6.7 -7.5 -7.8 -7.5 -7.1 -6.2 -18.0 -15.1 -10.4 -18.9 3.2 -3.1 -15.4 -18.1 -17.3 -17.8 -1.3 -8.2 -11.3 -15.2 -1.6 10.7 1.1 -12.5 -1.5 -6.5 -4.9 -0.0 -20.0 8.6 20.0 16.2 16.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3