******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251125_204408 produced at 2025-11-25 21:39:57.353290 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.32 0.0 0.00 0.00 0.00 0.00 -29.76 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.19 -0.16 0.0 999.00 -999.00 -0.19 -0.19 -14.09 999999999.0 -17 -17 caleb_strategy_v3 CAD False False 0.04 -0.07 -0.13 0.0 1.06 -1.06 -0.07 -0.07 -3.46 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 -25.21 59.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.08 -0.11 0.0 1.04 -1.04 -0.08 -0.08 -1.34 13.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -1.20 24.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.07 0.0 0.70 -0.70 -0.12 -0.12 -1.68 17.0 -3 -3 caleb_strategy_v3 US2 False True 0.11 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.64 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.07 -0.07 0.0 0.18 -0.18 -0.07 -0.07 -4.39 11.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.37 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.04 0.0 0.15 -0.15 -0.03 -0.03 -1.36 5.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.04 0.0 0.84 -0.84 -0.02 -0.02 -2.16 48.0 -1 -1 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.03 0.0 0.34 -0.34 0.00 0.00 -0.17 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.28 3.0 0 0 caleb_strategy_v3 DAX False False 0.01 -0.08 -0.03 0.0 0.81 -0.81 -0.08 -0.10 -1.99 58.0 -6 -7 caleb_strategy_v3 DOW False False 0.01 -0.12 -0.03 0.0 0.80 -0.80 -0.12 -0.12 -2.66 66.0 -10 -10 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.21 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.15 -0.03 0.0 0.59 -0.59 -0.15 -0.15 -1.34 23.0 -6 -6 caleb_strategy_v3 US5 False False 0.06 0.00 -0.02 0.0 1.41 -1.41 0.00 0.00 -0.27 25.0 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 -0.94 56.0 -3 -3 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 NZD False False 0.03 -0.14 -0.02 0.0 0.61 -0.61 -0.14 -0.14 -0.77 21.0 -5 -5 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.02 0.0 0.72 -0.72 -0.04 -0.04 -0.37 17.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.39 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.05 -0.02 0.0 0.68 -0.68 -0.05 -0.05 -0.66 26.0 -2 -2 caleb_strategy_v3 BUXL False True 0.07 -0.07 -0.02 0.0 0.00 -0.07 -0.07 -0.07 -0.23 4.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.02 0.0 0.15 -0.15 -0.04 -0.03 -2.84 18.0 -5 -4 caleb_strategy_v3 RUSSELL False False 0.01 -0.10 -0.01 0.0 0.43 -0.43 -0.10 -0.10 -1.74 68.0 -15 -15 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.62 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 -0.11 17.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 0.00 -0.76 8.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.89 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 -0.93 12.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.01 0.0 0.62 -0.62 0.00 0.00 -0.07 8.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.01 0.0 1.04 -1.04 0.00 0.00 -0.12 14.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.00 -0.00 0.0 0.93 -0.93 0.00 0.00 -0.10 22.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.00 0.0 0.00 -0.01 -0.01 -0.01 0.49 26.0 -2 -2 caleb_strategy_v3 US30 False False 0.06 0.00 -0.00 0.0 0.37 -0.37 0.00 0.00 -0.07 6.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 9.0 0 0 caleb_strategy_v3 US10U False False 0.06 -0.12 0.00 0.0 0.78 -0.78 -0.12 -0.06 0.05 13.0 -2 -1 caleb_strategy_v3 BUND False True 0.08 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.02 10.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.00 0.0 0.15 -0.15 -0.02 -0.02 -0.23 9.0 -1 -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 0.05 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.52 -0.52 0.00 0.00 0.20 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.44 -0.44 0.07 0.07 0.16 6.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.06 0.01 0.0 0.20 -0.20 0.06 0.06 0.24 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 0.40 13.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 0.01 0.0 0.15 -0.15 0.05 0.05 0.18 3.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.28 999999999.0 0 0 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 SOFR False True 0.12 0.00 0.02 0.0 0.00 0.00 0.00 0.00 0.14 11.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.24 -0.24 0.00 0.00 4.22 51.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.13 -0.13 0.03 0.03 1.02 4.0 1 1 caleb_strategy_v3 COPPER False False 0.07 0.07 0.03 0.0 999.00 -999.00 0.07 0.07 0.39 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 1.18 20.0 4 4 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.26 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 1.76 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.08 0.0 0.58 -0.58 0.10 0.11 4.89 36.0 6 7 caleb_strategy_v3 DX False False 0.05 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 1.79 999999999.0 0 0 caleb_strategy_v3 BOBL False True 0.07 0.07 0.09 0.0 0.07 0.00 0.07 0.07 1.28 19.0 1 1 caleb_strategy_v3 BTP False True 0.07 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.70 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.72 9.0 0 0 caleb_strategy_v3 OAT False True 0.07 0.36 0.20 0.0 0.36 0.00 0.36 0.36 2.71 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.40 0.49 0.0 0.84 -0.84 0.40 0.40 35.35 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 1.48 0.0 1.45 -1.45 0.00 0.00 10.25 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 11.9 Shocked risk 32.5 Sum abs risk 44.5 Leverage 5.68 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1947220.75, 'annual_cash_vol_target': 486805.1875, 'daily_cash_vol_target': 30425.32421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6473 0.5147 8.2359 BITCOIN 2323.4712 87205.0000 2.6644 42.6301 BOBL 0.1572 118.0700 0.1332 2.1307 BTP 0.3782 121.4100 0.3115 4.9836 BUND 0.3214 129.0700 0.2490 3.9848 BUXL 0.7950 114.1800 0.6963 11.1410 CAC 62.9093 8050.0000 0.7815 12.5037 CAD 0.0024 0.7101 0.3318 5.3090 CANOLA 6.1307 657.0000 0.9331 14.9302 CHF 0.0052 1.2425 0.4147 6.6347 COCOA 133.7569 5112.0000 2.6165 41.8644 COFFEE 7.1606 381.8000 1.8755 30.0079 COPPER 0.0638 5.1020 1.2499 19.9987 CORN 3.9745 461.5000 0.8612 13.7795 COTTON2 0.6755 64.2300 1.0516 16.8264 CRUDE_W 0.8342 57.8400 1.4423 23.0770 DAX 195.5574 23572.0000 0.8296 13.2739 DOW 348.1228 47135.0000 0.7386 11.8170 DX 0.3533 99.2700 0.3559 5.6945 EUR 0.0043 1.1596 0.3680 5.8886 EURIBOR-ICE 0.0292 97.8100 0.0299 0.4781 EUROSTX 47.8665 5595.0000 0.8555 13.6884 FEEDCOW 4.2308 300.1500 1.4096 22.5532 GASOIL 12.4482 649.7500 1.9158 30.6536 GASOLINE 0.0313 1.7941 1.7424 27.8787 GAS_US_mini 0.1105 4.4750 2.4695 39.5118 GBP 0.0060 1.3212 0.4562 7.2997 GOLD_micro 44.6166 4168.4000 1.0704 17.1256 HEATOIL 0.0477 2.2783 2.0949 33.5176 JGB-SGX-mini 0.1955 135.0900 0.1447 2.3157 JPY 0.0000 0.0064 0.6010 9.6158 LEANHOG 1.2150 79.0750 1.5365 24.5846 LIVECOW 2.7576 206.7500 1.3338 21.3402 LUMBER-new 8.3624 574.5000 1.4556 23.2895 MXP 0.0003 0.0543 0.5507 8.8110 NASDAQ_micro 255.3288 25030.2500 1.0201 16.3213 NIKKEI 670.6950 48925.0000 1.3709 21.9338 NZD 0.0032 0.5631 0.5629 9.0065 OAT 0.3455 122.8500 0.2813 4.5004 OATIES 4.9484 315.7500 1.5672 25.0751 OJ 5.7741 143.5500 4.0224 64.3578 PALLAD 34.5808 1428.0000 2.4216 38.7460 PLAT 27.2630 1564.0000 1.7432 27.8906 REDWHEAT 8.5377 528.2500 1.6162 25.8595 RICE 0.1502 10.2300 1.4681 23.4902 ROBUSTA 91.6017 4405.0000 2.0795 33.2719 RUSSELL 31.4549 2470.7000 1.2731 20.3699 SHATZ 0.0456 107.0050 0.0426 0.6814 SILVER-mini 0.8871 51.4625 1.7237 27.5794 SMI 89.0048 12794.0000 0.6957 11.1308 SOFR 0.0476 96.8600 0.0492 0.7868 SOYBEAN 8.6772 1117.7500 0.7763 12.4210 SOYMEAL 4.5153 326.0000 1.3851 22.1609 SOYOIL 0.6217 51.1400 1.2156 19.4495 SP400 33.4970 3277.8000 1.0219 16.3510 SP500_micro 52.4853 6775.7500 0.7746 12.3937 SUGAR11 0.2262 14.4500 1.5654 25.0467 US10 0.3184 113.5938 0.2803 4.4850 US10U 0.3978 116.3594 0.3419 5.4705 US2 0.0763 104.3125 0.0731 1.1697 US20 0.6049 117.6875 0.5140 8.2241 US30 0.8983 121.2188 0.7410 11.8567 US5 0.2029 109.8359 0.1847 2.9552 VIX 0.5440 21.5500 2.5246 40.3929 WHEAT 7.8158 583.0000 1.3406 21.4500 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 647.30 0.51 333.19 1.00 333.19 30425.32 91.31 7.40 67.56 BITCOIN 87.20 2.66 232.35 1.00 232.35 30425.32 130.95 -17.75 -232.48 BOBL 1180.70 0.13 157.23 1.15 181.15 30425.32 167.96 7.48 125.63 BTP 1214.10 0.31 378.16 1.15 435.69 30425.32 69.83 7.11 49.65 BUND 1290.70 0.25 321.45 1.15 370.35 30425.32 82.15 -0.22 -1.84 BUXL 1141.80 0.70 795.05 1.15 915.99 30425.32 33.22 -6.72 -22.31 CAC 805.00 0.78 629.09 1.15 724.79 30425.32 41.98 8.82 37.03 CAD 710.15 0.33 235.64 1.00 235.64 30425.32 129.12 -10.33 -133.35 CANOLA 131.40 0.93 122.61 0.71 87.02 30425.32 349.64 4.95 173.09 CHF 1553.12 0.41 644.04 1.00 644.04 30425.32 47.24 -10.94 -51.69 COCOA 511.20 2.62 1337.57 1.00 1337.57 30425.32 22.75 -11.83 -26.91 COFFEE 1431.75 1.88 2685.24 1.00 2685.24 30425.32 11.33 10.71 12.13 COPPER 1275.50 1.25 1594.27 1.00 1594.27 30425.32 19.08 1.88 3.59 CORN 230.75 0.86 198.73 1.00 198.73 30425.32 153.10 -2.50 -38.23 COTTON2 321.15 1.05 337.74 1.00 337.74 30425.32 90.09 -20.00 -180.17 CRUDE_W 578.40 1.44 834.23 1.00 834.23 30425.32 36.47 -3.44 -12.56 DAX 235.72 0.83 195.56 1.15 225.31 30425.32 135.04 -4.32 -58.30 DOW 235.68 0.74 174.06 1.00 174.06 30425.32 174.80 -6.54 -114.24 DX 992.70 0.36 353.31 1.00 353.31 30425.32 86.12 8.01 69.01 EUR 1449.56 0.37 533.49 1.00 533.49 30425.32 57.03 -0.80 -4.58 EURIBOR-ICE 2445.25 0.03 73.06 1.15 84.17 30425.32 361.46 8.30 300.00 EUROSTX 559.50 0.86 478.67 1.15 551.48 30425.32 55.17 6.26 34.54 FEEDCOW 1500.75 1.41 2115.42 1.00 2115.42 30425.32 14.38 -1.42 -2.04 GASOIL 649.75 1.92 1244.82 1.00 1244.82 30425.32 24.44 9.63 23.54 GASOLINE 753.52 1.74 1312.95 1.00 1312.95 30425.32 23.17 2.81 6.52 GAS_US_mini 111.88 2.47 276.27 1.00 276.27 30425.32 110.13 0.41 4.54 GBP 825.75 0.46 376.73 1.00 376.73 30425.32 80.76 -0.48 -3.88 GOLD_micro 416.84 1.07 446.17 1.00 446.17 30425.32 68.19 -4.06 -27.67 HEATOIL 956.89 2.09 2004.54 1.00 2004.54 30425.32 15.18 2.68 4.06 JGB-SGX-mini 135090.00 0.14 19552.07 0.01 124.78 30425.32 243.83 -11.25 -274.40 JPY 803.69 0.60 483.00 1.00 483.00 30425.32 62.99 -10.24 -64.47 LEANHOG 316.30 1.54 486.01 1.00 486.01 30425.32 62.60 1.04 6.52 LIVECOW 827.00 1.33 1103.02 1.00 1103.02 30425.32 27.58 -4.01 -11.07 LUMBER-new 157.99 1.46 229.97 1.00 229.97 30425.32 132.30 -13.27 -175.59 MXP 271.55 0.55 149.54 1.00 149.54 30425.32 203.46 11.82 240.53 NASDAQ_micro 500.60 1.02 510.66 1.00 510.66 30425.32 59.58 -9.69 -57.70 NIKKEI 48925.00 1.37 67069.50 0.01 428.04 30425.32 71.08 6.34 45.06 NZD 563.05 0.56 316.94 1.00 316.94 30425.32 96.00 -3.09 -29.69 OAT 1228.50 0.28 345.55 1.15 398.11 30425.32 76.42 10.37 79.23 OATIES 157.88 1.57 247.42 1.00 247.42 30425.32 122.97 -14.59 -179.35 OJ 215.32 4.02 866.11 1.00 866.11 30425.32 35.13 -16.20 -56.90 PALLAD 1428.00 2.42 3458.08 1.00 3458.08 30425.32 8.80 1.56 1.37 PLAT 782.00 1.74 1363.15 1.00 1363.15 30425.32 22.32 0.61 1.36 REDWHEAT 264.12 1.62 426.88 1.00 426.88 30425.32 71.27 -8.08 -57.58 RICE 204.60 1.47 300.38 1.00 300.38 30425.32 101.29 -12.99 -131.60 ROBUSTA 440.50 2.08 916.02 1.00 916.02 30425.32 33.21 4.64 15.43 RUSSELL 123.54 1.27 157.27 1.00 157.27 30425.32 193.45 -2.70 -52.33 SHATZ 1070.05 0.04 45.57 1.15 52.50 30425.32 579.49 -2.04 -118.33 SILVER-mini 1286.56 1.72 2217.66 1.00 2217.66 30425.32 13.72 5.87 8.06 SMI 1279.40 0.70 890.05 1.24 1100.99 30425.32 27.63 18.20 50.31 SOFR 2421.50 0.05 119.08 1.00 119.08 30425.32 255.51 0.09 2.31 SOYBEAN 558.88 0.78 433.86 1.00 433.86 30425.32 70.13 3.72 26.07 SOYMEAL 326.00 1.39 451.53 1.00 451.53 30425.32 67.38 -3.65 -24.60 SOYOIL 306.84 1.22 372.99 1.00 372.99 30425.32 81.57 -8.18 -66.71 SP400 3277.80 1.02 3349.70 1.00 3349.70 30425.32 9.08 -5.52 -5.01 SP500_micro 338.79 0.77 262.43 1.00 262.43 30425.32 115.94 -8.01 -92.88 SUGAR11 161.84 1.57 253.35 1.00 253.35 30425.32 120.09 -9.70 -116.51 US10 1135.94 0.28 318.41 1.00 318.41 30425.32 95.55 -0.94 -8.94 US10U 1163.59 0.34 397.84 1.00 397.84 30425.32 76.48 0.47 3.60 US2 2086.25 0.07 152.51 1.00 152.51 30425.32 199.49 -2.53 -50.51 US20 1176.88 0.51 604.92 1.00 604.92 30425.32 50.30 1.16 5.82 US30 1212.19 0.74 898.29 1.00 898.29 30425.32 33.87 -1.67 -5.64 US5 1098.36 0.18 202.87 1.00 202.87 30425.32 149.98 -1.40 -21.07 VIX 215.50 2.52 544.04 1.00 544.04 30425.32 55.92 -10.19 -56.99 WHEAT 291.50 1.34 390.79 1.00 390.79 30425.32 77.86 -8.60 -66.95 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 67.565 0.010 2.5 1.755 BITCOIN -232.484 0.043 2.5 -25.211 BOBL 125.625 0.004 2.5 1.276 BTP 49.655 0.014 2.5 1.696 BUND -1.837 0.004 2.5 -0.019 BUXL -22.306 0.004 2.5 -0.227 CAC 37.033 0.014 2.5 1.265 CAD -133.348 0.010 2.5 -3.465 CANOLA 173.087 0.010 2.5 4.217 CHF -51.689 0.010 2.5 -1.343 COCOA -26.909 0.010 2.5 -0.656 COFFEE 12.132 0.005 2.5 0.161 COPPER 3.592 0.043 2.5 0.390 CORN -38.230 0.010 2.5 -0.931 COTTON2 -180.172 0.010 2.5 -4.390 CRUDE_W -12.562 0.043 2.5 -1.362 DAX -58.298 0.014 2.5 -1.991 DOW -114.237 0.009 2.5 -2.659 DX 69.007 0.010 2.5 1.793 EUR -4.576 0.010 2.5 -0.119 EURIBOR-ICE 299.999 0.014 2.5 10.247 EUROSTX 34.541 0.014 2.5 1.180 FEEDCOW -2.042 0.013 2.5 -0.068 GASOIL 23.539 0.017 2.5 1.022 GASOLINE 6.522 0.017 2.5 0.283 GAS_US_mini 4.542 0.043 2.5 0.493 GBP -3.880 0.010 2.5 -0.101 GOLD_micro -27.667 0.014 2.5 -0.945 HEATOIL 4.062 0.017 2.5 0.176 JGB-SGX-mini -274.402 0.043 2.5 -29.756 JPY -64.473 0.010 2.5 -1.675 LEANHOG 6.522 0.024 2.5 0.397 LIVECOW -11.074 0.013 2.5 -0.367 LUMBER-new -175.589 0.010 2.5 -4.278 MXP 240.527 0.059 2.5 35.353 NASDAQ_micro -57.704 0.009 2.5 -1.343 NIKKEI 45.055 0.043 2.5 4.886 NZD -29.690 0.010 2.5 -0.771 OAT 79.229 0.014 2.5 2.706 OATIES -179.353 0.010 2.5 -4.370 OJ -56.898 0.010 2.5 -1.386 PALLAD 1.372 0.014 2.5 0.047 PLAT 1.362 0.014 2.5 0.047 REDWHEAT -57.579 0.005 2.5 -0.765 RICE -131.604 0.010 2.5 -3.206 ROBUSTA 15.427 0.005 2.5 0.205 RUSSELL -52.327 0.013 2.5 -1.736 SHATZ -118.329 0.004 2.5 -1.202 SILVER-mini 8.058 0.014 2.5 0.275 SMI 50.305 0.014 2.5 1.718 SOFR 2.312 0.024 2.5 0.141 SOYBEAN 26.074 0.004 2.5 0.243 SOYMEAL -24.599 0.004 2.5 -0.229 SOYOIL -66.712 0.004 2.5 -0.622 SP400 -5.010 0.013 2.5 -0.166 SP500_micro -92.881 0.009 2.5 -2.162 SUGAR11 -116.505 0.010 2.5 -2.838 US10 -8.940 0.005 2.5 -0.113 US10U 3.599 0.005 2.5 0.046 US2 -50.507 0.005 2.5 -0.641 US20 5.825 0.005 2.5 0.074 US30 -5.645 0.005 2.5 -0.072 US5 -21.069 0.005 2.5 -0.267 VIX -56.993 0.099 2.5 -14.088 WHEAT -66.947 0.005 2.5 -0.889 ===================== Position diags ===================== AUD 2.37 BITCOIN 14.20 BOBL 1.71 BTP 2.39 BUND 0.83 BUXL 0.34 CAC 1.43 CAD 3.35 CANOLA 8.52 CHF 1.23 COCOA 0.55 COFFEE 0.15 COPPER 2.07 CORN 3.73 COTTON2 2.19 CRUDE_W 3.95 DAX 4.61 DOW 4.07 DX 2.24 EUR 1.48 EURIBOR-ICE 12.35 EUROSTX 1.88 FEEDCOW 0.48 GASOIL 1.06 GASOLINE 1.01 GAS_US_mini 11.94 GBP 2.10 GOLD_micro 2.33 HEATOIL 0.66 JGB-SGX-mini 26.44 JPY 1.64 LEANHOG 3.81 LIVECOW 0.92 LUMBER-new 3.22 MXP 29.90 NASDAQ_micro 1.39 NIKKEI 7.71 NZD 2.49 OAT 2.61 OATIES 3.00 OJ 0.86 PALLAD 0.30 PLAT 0.76 REDWHEAT 0.95 RICE 2.47 ROBUSTA 0.44 RUSSELL 6.42 SHATZ 5.88 SILVER-mini 0.47 SMI 0.94 SOFR 15.55 SOYBEAN 0.65 SOYMEAL 0.63 SOYOIL 0.76 SP400 0.30 SP500_micro 2.70 SUGAR11 2.93 US10 1.21 US10U 0.97 US2 2.53 US20 0.64 US30 0.43 US5 1.90 VIX 13.82 WHEAT 1.03 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 1.8 1.5 2.0 0.0 0 BITCOIN -25.2 -26.6 -23.8 0.0 0 BOBL 1.3 1.1 1.4 1.0 1 BTP 1.7 1.5 1.9 0.0 0 BUND -0.0 -0.1 0.1 0.0 0 BUXL -0.2 -0.3 -0.2 -1.0 -1 CAC 1.3 1.1 1.4 0.0 0 CAD -3.5 -3.8 -3.1 -2.0 -2 CANOLA 4.2 3.4 5.1 1.0 1 CHF -1.3 -1.5 -1.2 -1.0 -1 COCOA -0.7 -0.7 -0.6 -2.0 -2 COFFEE 0.2 0.1 0.2 1.0 1 COPPER 0.4 0.2 0.6 1.0 1 CORN -0.9 -1.3 -0.6 0.0 0 COTTON2 -4.4 -4.6 -4.2 -4.0 -4 CRUDE_W -1.4 -1.8 -1.0 -1.0 -1 DAX -2.0 -2.5 -1.5 -6.0 -6 DOW -2.7 -3.1 -2.3 -10.0 -10 DX 1.8 1.6 2.0 0.0 0 EUR -0.1 -0.3 0.0 0.0 0 EURIBOR-ICE 10.2 9.0 11.5 0.0 0 EUROSTX 1.2 1.0 1.4 4.0 4 FEEDCOW -0.1 -0.1 -0.0 0.0 0 GASOIL 1.0 0.9 1.1 1.0 1 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini 0.5 -0.7 1.7 -2.0 -2 GBP -0.1 -0.3 0.1 0.0 0 GOLD_micro -0.9 -1.2 -0.7 -3.0 -3 HEATOIL 0.2 0.1 0.2 1.0 1 JGB-SGX-mini -29.8 -32.4 -27.1 0.0 0 JPY -1.7 -1.8 -1.5 -3.0 -3 LEANHOG 0.4 0.0 0.8 0.0 0 LIVECOW -0.4 -0.5 -0.3 -1.0 -1 LUMBER-new -4.3 -4.6 -4.0 0.0 0 MXP 35.4 32.4 38.3 29.0 29 NASDAQ_micro -1.3 -1.5 -1.2 -6.0 -6 NIKKEI 4.9 4.1 5.7 6.0 6 NZD -0.8 -1.0 -0.5 -5.0 -5 OAT 2.7 2.4 3.0 5.0 5 OATIES -4.4 -4.7 -4.1 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 -0.0 0.1 0.0 0 REDWHEAT -0.8 -0.9 -0.7 0.0 0 RICE -3.2 -3.5 -3.0 -3.0 -3 ROBUSTA 0.2 0.2 0.2 0.0 0 RUSSELL -1.7 -2.4 -1.1 -15.0 -15 SHATZ -1.2 -1.8 -0.6 NaN 0 SILVER-mini 0.3 0.2 0.3 1.0 1 SMI 1.7 1.6 1.8 0.0 0 SOFR 0.1 -1.4 1.7 NaN 0 SOYBEAN 0.2 0.2 0.3 2.0 2 SOYMEAL -0.2 -0.3 -0.2 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 -4.0 -4 SP400 -0.2 -0.2 -0.1 0.0 0 SP500_micro -2.2 -2.4 -1.9 -1.0 -1 SUGAR11 -2.8 -3.1 -2.5 -5.0 -5 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.0 -0.1 0.1 -2.0 -2 US2 -0.6 -0.9 -0.4 NaN 0 US20 0.1 0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -0.3 -0.5 -0.1 0.0 0 VIX -14.1 -15.5 -12.7 -17.0 -17 WHEAT -0.9 -1.0 -0.8 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 -0.0 -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 -0.0 -0.0 -0.1 -0.0 -0.1 0.2 -0.0 0.2 0.3 0.3 0.4 0.7 0.5 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 0.1 0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 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 -0.2 -0.1 0.0 -0.1 0.2 0.7 0.5 0.7 BTP -0.3 0.2 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 0.5 -0.1 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 0.1 0.1 0.2 0.0 0.3 0.0 0.5 -0.1 0.2 0.3 0.2 0.1 0.7 0.2 0.7 BUND -0.3 0.1 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.1 -0.3 -0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 -0.0 0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.3 -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 -0.5 -0.5 -0.2 -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 -0.0 -0.1 0.4 -0.1 0.5 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.1 0.5 0.0 -0.0 0.1 -0.1 0.0 -0.0 0.4 0.3 -0.0 0.3 -0.2 0.6 0.7 0.6 0.7 CAD 0.0 -0.3 -0.4 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.2 -0.4 -0.2 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 2.7 -0.1 -0.1 -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 0.1 -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 -0.2 -0.4 -0.2 -0.1 -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 -0.0 -0.1 0.1 0.1 -0.4 -0.7 -0.5 -0.7 COCOA -0.5 -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 -0.2 -2.7 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 1.1 -0.3 -0.3 -0.4 -0.1 -0.3 -0.0 -0.1 0.1 COFFEE -0.3 0.1 0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.0 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 0.0 0.5 0.6 0.6 0.5 0.5 0.7 0.7 COPPER -0.2 0.2 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 -0.7 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.2 -0.2 -0.6 0.7 0.4 0.7 0.5 CORN 0.0 0.2 0.2 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.4 0.0 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 0.2 0.6 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.3 -0.1 -0.1 -0.1 -0.0 -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 -0.1 -0.5 -0.2 -1.8 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.9 0.2 -0.1 -0.3 0.3 -0.2 -0.4 -0.2 -0.4 CRUDE_W -0.1 -0.2 -0.1 0.0 -0.1 0.0 -0.1 0.0 -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 0.3 -0.4 -0.5 -0.6 0.7 0.7 0.2 0.6 DAX -0.5 -0.4 -0.6 0.0 0.0 0.1 -0.0 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 -0.1 0.3 -0.1 -1.2 -0.0 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.6 0.2 0.7 0.3 0.7 DOW -0.6 -0.2 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.0 0.3 -0.1 0.4 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.3 -0.0 -1.3 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.2 0.0 0.2 -0.1 0.1 -0.4 -0.7 -0.6 -0.7 DX 0.2 0.5 0.3 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.1 0.0 0.1 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.1 -0.2 0.2 -2.7 0.1 -0.0 0.1 0.0 -0.0 0.1 0.9 0.5 0.6 0.6 0.6 0.2 0.6 0.2 0.6 EUR -0.1 -0.5 -0.2 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 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 0.0 -0.0 -0.0 0.2 -0.1 -0.4 0.3 0.2 0.1 0.1 -0.2 -0.7 -0.2 -0.7 EURIBOR-ICE -0.3 0.1 -0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 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 -0.0 0.6 -0.0 0.0 0.0 0.0 0.1 -0.0 0.8 -0.2 -0.1 0.1 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.6 0.0 0.1 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.1 0.4 -0.1 0.6 -0.1 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 -0.1 0.3 -0.1 -0.7 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.3 0.0 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 -0.2 -0.4 -0.3 0.4 0.7 0.7 0.7 0.7 GASOIL 0.1 0.1 0.2 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.3 -0.1 0.2 0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.1 -0.1 0.1 0.0 -0.2 0.0 -0.1 0.1 -0.0 0.1 0.0 0.6 0.0 0.2 0.3 0.4 0.3 0.5 0.0 0.3 GASOLINE 0.1 0.0 0.0 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.0 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 -0.0 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.5 0.6 0.1 0.0 -0.2 0.1 -0.1 0.1 -0.0 -0.1 -0.3 0.1 -0.6 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.0 -0.2 0.1 2.7 0.1 -0.1 0.0 0.0 -0.1 0.1 -1.1 0.5 0.6 0.6 0.1 -0.1 -0.7 -0.7 -0.7 GBP -0.1 -0.5 -0.4 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 0.1 -0.1 0.0 0.4 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.1 -0.0 0.1 -0.1 0.3 -0.1 0.1 -0.1 -0.0 0.1 -0.1 0.3 0.5 -0.0 -0.2 -0.0 0.4 -0.2 0.4 -0.1 GOLD_micro -0.1 -0.6 0.0 0.0 0.0 0.1 -0.0 0.1 0.0 0.0 0.2 0.0 0.3 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 0.1 0.5 0.6 -0.0 0.1 -0.5 -0.4 HEATOIL 0.1 0.1 0.1 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 0.2 0.3 0.2 0.1 0.1 -0.1 0.1 0.0 -2.3 0.0 -0.1 0.1 -0.0 0.1 0.0 0.0 0.1 0.4 0.4 0.1 0.7 0.3 -0.1 -0.3 JGB-SGX-mini -0.3 -0.1 -0.4 0.0 0.1 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 -0.1 -0.4 -0.1 -0.8 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 0.9 -0.5 -0.4 -0.4 -0.5 -0.3 -0.7 -0.1 -0.7 JPY -0.2 -0.6 -0.5 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.4 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.6 -0.2 -0.2 -0.5 -0.4 -0.1 -0.4 -0.2 -0.4 LEANHOG -0.2 -0.6 -0.4 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 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 -0.4 -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 0.1 -0.1 -2.7 -0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.3 -0.4 -0.3 0.3 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.5 -0.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.1 -0.4 -0.1 -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 -0.0 -0.1 -0.1 -1.2 -0.3 -0.7 -0.6 -0.7 0.2 0.8 0.3 0.8 MXP -0.0 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 0.5 0.1 0.7 0.2 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.0 0.5 0.1 -2.7 0.1 0.0 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 -0.4 -0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.3 -0.1 0.4 -0.0 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 -0.0 -0.1 -0.0 0.2 -0.2 -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 0.2 0.6 0.6 -0.1 0.2 0.1 0.4 NZD -0.2 -0.4 -0.5 -0.1 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.3 -0.1 -0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.3 -0.2 2.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.1 -0.4 -0.2 -0.6 0.2 0.7 0.3 0.7 OAT -0.1 0.3 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 0.0 0.2 -0.1 -0.1 0.1 0.1 0.4 0.2 0.4 0.3 0.0 0.0 0.0 -0.1 0.0 0.2 0.0 0.1 0.1 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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.3 -0.1 -1.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.0 -0.7 0.3 0.2 -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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -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 -0.4 0.0 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 0.0 0.1 -0.0 0.2 -0.0 1.8 0.0 -0.0 0.1 -0.0 0.1 0.0 0.3 -0.0 -0.1 0.2 -0.1 -0.1 -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 -0.3 -0.2 0.7 0.3 -0.5 -0.3 REDWHEAT 0.2 0.6 0.2 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 -0.1 -0.6 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 -0.0 -0.1 -0.0 -0.2 0.0 -1.0 0.2 0.6 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.4 -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 0.1 0.0 -0.4 -0.4 -0.2 -0.4 0.1 -0.4 ROBUSTA -0.3 0.2 0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.0 0.1 0.0 0.0 0.0 0.1 0.1 0.2 0.1 0.2 0.0 0.0 0.0 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 0.3 0.7 RUSSELL -0.6 -0.4 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.3 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.0 0.2 -0.1 0.7 -0.0 0.1 0.1 -0.0 0.1 -0.0 0.0 0.3 -0.0 -0.2 0.1 -0.4 -0.7 -0.5 -0.7 SHATZ -0.2 0.1 -0.3 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 1.2 -0.0 0.0 -0.1 -0.0 -0.1 -0.0 -1.1 -0.2 -0.1 -0.1 -0.5 0.4 0.7 0.6 0.7 SILVER-mini -0.0 -0.3 0.2 0.0 0.0 0.1 -0.0 0.1 0.0 -0.0 0.2 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.0 0.4 0.1 -0.9 0.0 0.0 0.1 0.0 0.2 0.0 -0.0 0.2 0.4 0.4 0.6 0.3 0.7 -0.1 0.0 SMI 0.1 0.2 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 1.2 0.0 0.1 0.1 0.1 0.1 0.0 0.9 0.5 0.6 0.6 0.2 0.5 0.7 0.6 0.7 SOFR -0.0 -0.2 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 0.2 0.3 0.2 0.5 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.3 0.1 -2.7 0.0 0.1 0.1 0.1 0.2 0.0 0.3 0.5 0.3 -0.1 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.2 0.4 0.3 -0.1 -0.0 -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 0.2 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 0.2 0.6 0.6 -0.0 -0.0 -0.1 -0.0 -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 -1.0 0.5 0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.2 -0.1 -0.3 -0.1 -0.0 -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 -0.0 -0.0 -0.0 0.1 0.0 0.0 0.4 0.6 0.6 0.3 -0.7 -0.6 -0.7 -0.6 SP400 -0.3 -0.3 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 0.0 0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.3 0.1 -0.4 -0.3 -0.4 -0.7 -0.5 -0.7 SP500_micro -0.6 -0.3 -0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.0 0.4 -0.0 0.5 -0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.4 -0.0 -2.0 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.4 0.1 0.0 -0.2 0.1 -0.3 -0.7 -0.3 -0.7 SUGAR11 0.2 -0.4 -0.4 -0.0 -0.0 -0.1 -0.0 -0.2 -0.0 0.1 -0.4 0.1 -0.5 -0.1 -0.1 0.4 0.2 0.2 0.1 -0.2 -0.2 0.0 -0.4 -0.1 -2.4 -0.0 0.0 -0.1 0.0 -0.1 -0.0 1.1 0.5 0.4 -0.4 -0.0 -0.5 -0.7 -0.3 -0.6 US10 -0.1 -0.1 0.3 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 0.3 0.1 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 0.1 0.2 0.0 -0.2 0.3 0.1 -0.0 0.4 -0.6 -0.7 -0.3 -0.7 US10U -0.2 -0.0 0.4 0.0 0.1 0.0 0.0 -0.0 -0.0 0.2 0.5 0.1 0.1 0.0 0.1 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.1 0.2 0.1 -1.8 0.1 0.2 0.2 0.1 0.3 0.0 -0.4 0.4 0.1 0.1 0.6 -0.2 -0.5 -0.3 -0.7 US2 -0.1 -0.1 0.1 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 0.0 0.1 -0.1 -0.1 0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.1 0.1 0.0 2.3 -0.0 0.1 0.0 0.1 0.1 0.0 -1.1 0.2 -0.0 -0.2 0.2 -0.5 -0.3 -0.7 -0.7 US20 -0.3 0.0 0.4 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 0.3 0.0 -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 0.1 -0.2 -0.0 0.4 0.2 0.4 -0.1 -0.6 US30 -0.4 0.0 0.4 0.0 0.1 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 0.1 0.0 -0.0 -0.0 -0.7 0.0 0.1 0.1 0.0 0.1 -0.0 -0.5 -0.0 -0.3 -0.1 0.4 0.2 0.3 -0.0 -0.5 US5 -0.1 -0.1 0.2 0.0 0.1 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 0.2 -0.0 0.3 -0.6 -0.5 -0.5 -0.7 VIX 0.4 0.4 -0.3 0.0 -0.2 -0.1 -0.0 -0.0 0.1 -0.2 -0.9 -0.0 -0.6 0.0 -0.1 -0.6 -0.6 -0.6 -0.6 0.0 -0.1 -0.0 -0.2 0.1 NaN 0.0 -0.2 -0.1 -0.0 -0.1 0.1 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT 0.1 0.4 0.1 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -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 0.1 0.5 0.5 0.6 -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 -6.6 -9.2 0.6 -6.0 -3.4 -2.2 -6.5 1.0 -7.3 -9.5 9.4 -15.4 3.1 -17.2 -11.7 -0.6 -1.2 -0.8 -1.0 -6.8 -0.8 -11.8 1.1 -10.8 16.6 -4.5 -4.8 -0.7 -8.3 -0.4 -7.5 4.3 -0.6 7.4 8.0 8.7 12.1 20.0 16.2 20.0 BITCOIN -20.0 -20.0 -19.3 4.4 0.6 7.1 -0.7 6.8 0.8 -13.3 -1.5 -16.8 9.1 -18.1 -16.9 -4.6 -6.9 -5.7 -6.4 -20.0 -12.1 -20.0 3.2 -20.0 -20.0 -5.9 -4.6 -2.7 -7.3 0.6 -7.8 -1.1 -20.0 -20.0 -20.0 -20.0 9.8 -4.0 -20.0 -13.0 BOBL -8.6 3.5 0.2 0.5 11.6 1.1 3.6 -0.8 -0.4 5.4 -3.5 -7.1 -1.2 -10.1 -4.6 20.0 11.2 20.0 20.0 -2.7 -1.3 -2.2 -2.4 -5.1 3.2 -1.6 4.0 -0.6 -1.3 -0.9 -3.4 20.0 -7.9 -4.4 0.6 -4.2 7.0 20.0 14.5 20.0 BTP -7.9 6.4 4.5 0.7 14.2 1.4 4.4 -1.0 -0.5 5.3 20.0 -6.9 20.0 9.2 16.4 5.8 8.4 7.2 8.3 8.3 12.5 1.8 15.0 1.7 -20.0 5.0 10.5 7.4 1.4 8.6 0.8 8.7 -5.4 4.9 9.8 6.3 2.7 20.0 7.1 20.0 BUND -10.0 4.4 3.2 0.6 13.2 1.3 4.1 -0.9 -0.5 1.1 0.4 -12.3 -8.8 -10.8 -1.2 -6.7 2.1 -3.9 0.1 -1.5 -0.7 -3.3 -6.0 -6.0 -0.7 -1.2 5.9 0.1 -2.1 -1.6 -4.3 -3.2 -10.7 -6.8 -0.4 -2.5 4.0 20.0 7.7 20.0 BUXL -13.0 5.2 1.1 0.5 11.8 1.2 3.6 -0.8 -0.4 -8.1 -11.6 -15.8 -18.4 -13.7 -2.1 4.3 3.0 4.1 3.8 -6.6 -8.9 -10.8 -17.5 -11.3 -0.9 -3.7 -0.1 -3.6 -6.4 -5.8 -6.9 -0.0 -20.0 -14.7 -5.8 -10.1 -1.5 16.2 -3.9 6.3 CAC -17.7 3.7 6.3 0.7 2.0 4.3 -4.8 4.9 -4.2 -10.2 15.9 -12.8 14.6 -3.5 8.7 -2.6 -1.5 -2.4 -1.9 4.4 9.2 -10.0 8.5 -5.3 3.8 1.3 -1.0 2.6 -5.0 1.1 -3.0 6.7 11.6 -1.4 10.1 -4.7 17.0 20.0 18.2 20.0 CAD 0.4 -8.1 -13.1 -6.5 -3.8 -2.4 -7.1 1.1 -7.9 -20.0 -14.5 -20.0 -8.4 -20.0 -20.0 -9.1 -7.5 -8.7 -8.1 -18.2 -16.0 -14.1 -11.1 -14.7 20.0 -8.1 -6.5 -6.0 -7.0 -3.4 -7.1 -7.2 -0.3 4.9 1.1 -16.1 -20.0 -20.0 -20.0 -20.0 CANOLA 13.3 7.7 -15.3 -6.0 -6.1 -7.0 -6.5 -6.4 -5.5 -9.1 -6.4 4.9 -0.5 11.5 -8.1 -20.0 -11.9 -19.5 -15.4 -0.1 -6.1 2.2 -3.6 6.7 8.6 -0.7 -4.2 -3.6 0.3 -2.6 2.5 -12.6 20.0 20.0 18.9 2.9 17.1 20.0 20.0 20.0 CHF -6.8 -11.8 -7.0 -4.7 -2.7 -1.7 -5.1 0.8 -5.7 -14.0 6.3 -12.8 11.7 -11.1 -11.2 -16.6 -15.9 -16.3 -15.7 -7.9 0.7 -14.7 8.8 -11.6 -1.1 -3.2 -6.7 0.9 -7.1 4.3 -5.4 -20.0 -1.0 -4.3 4.1 3.5 -12.4 -20.0 -13.9 -20.0 COCOA -16.1 -14.6 -20.0 -2.5 -1.4 -2.9 -2.3 -2.7 -2.2 -6.4 -7.3 -7.2 -1.7 -7.3 -7.4 -5.5 8.7 -1.9 2.9 -13.4 -10.9 -13.9 -3.5 -14.4 -20.0 -2.5 -2.1 -1.8 -2.9 -0.0 -2.9 20.0 -13.7 -10.0 -13.1 -3.3 -9.3 -0.1 -1.9 3.7 COFFEE -8.0 1.9 12.7 -5.2 -2.9 -6.1 -4.8 -5.6 -4.7 0.2 11.9 -5.3 12.3 2.2 12.4 20.0 12.8 19.7 16.0 9.3 13.4 -1.2 15.1 1.9 -20.0 4.3 1.0 7.2 -0.5 9.2 0.8 20.0 0.2 13.9 20.0 20.0 14.4 15.0 20.0 20.0 COPPER -7.2 7.6 3.9 3.1 0.4 4.9 -0.5 4.8 0.5 -0.5 -2.1 -5.0 -1.3 0.8 1.7 -7.3 -5.8 -6.4 -5.9 3.5 3.3 -1.1 3.4 0.6 -5.0 1.7 0.7 3.2 -0.6 5.0 -0.0 0.4 3.9 -5.0 -6.4 -20.0 20.0 12.9 20.0 15.3 CORN 0.3 7.3 7.3 -7.7 -4.3 -9.0 -7.0 -8.2 -6.9 -18.5 -6.1 -16.2 -11.3 3.4 14.5 -20.0 -19.3 -20.0 -20.0 3.4 -2.0 -9.2 -11.8 -0.5 9.5 3.5 -8.1 1.4 -6.7 -4.5 0.0 -20.0 7.2 18.5 20.0 20.0 -7.3 -4.8 5.0 -2.6 COTTON2 -8.4 -4.6 -3.5 -8.1 -4.5 -9.4 -7.4 -8.6 -7.2 -6.9 -20.0 -20.0 -20.0 -20.0 -20.0 -17.9 -15.1 -17.7 -16.6 -18.3 -18.8 -13.6 -20.0 -18.2 -13.6 -8.1 -1.0 -7.3 -6.6 -8.2 -8.7 -17.2 6.7 -2.6 -8.9 10.5 -7.2 -13.2 -5.8 -11.4 CRUDE_W -1.7 -6.6 -3.9 1.2 -16.1 1.8 -9.3 1.3 -1.8 -15.8 -9.2 -16.5 -12.5 -16.3 -17.6 0.1 5.5 2.0 3.7 -10.0 -9.0 -12.4 -9.5 -10.8 6.8 -6.8 -7.4 -6.5 -8.0 -6.4 -7.0 -10.8 11.7 -11.1 -16.3 -19.3 20.0 20.0 7.0 19.0 DAX -16.4 -11.6 -20.0 0.5 1.6 3.4 -3.7 3.8 -3.3 -7.2 10.3 -10.2 13.2 -10.5 -6.7 -6.1 -6.5 -6.2 -6.0 -7.8 0.1 -13.5 9.9 -13.8 -9.2 -3.7 -0.5 -1.2 -5.6 2.5 -5.9 -1.1 -2.4 -7.7 -5.5 -20.0 6.2 20.0 8.7 20.0 DOW -17.6 -6.1 5.8 0.5 1.4 3.0 -3.3 3.3 -2.9 -2.0 12.4 -5.7 11.8 -1.2 6.3 -7.8 -8.3 -8.3 -8.1 3.7 9.0 -4.7 9.9 -3.6 -9.9 1.3 3.3 3.8 -2.2 4.2 -2.0 -4.5 0.5 5.5 -1.9 3.7 -13.1 -20.0 -17.5 -20.0 DX 6.0 16.8 10.8 -5.1 -2.9 -1.9 -5.6 0.8 -6.2 5.6 0.4 12.9 -12.8 16.0 15.9 6.5 6.2 6.3 6.1 14.5 4.8 9.5 -7.0 14.3 -20.0 6.0 -0.0 2.6 4.2 -1.2 6.1 16.7 20.0 20.0 20.0 20.0 7.2 16.6 7.2 18.3 EUR -2.5 -14.4 -5.1 -6.2 -3.6 -2.3 -6.7 1.0 -7.5 -5.5 8.2 -6.5 16.9 -15.2 -15.5 -8.7 -7.8 -8.2 -7.9 -11.2 0.6 -6.6 14.1 -11.0 15.6 -5.6 2.0 -0.3 -3.7 5.3 -5.9 -7.2 13.7 7.7 2.7 2.2 -5.0 -20.0 -6.4 -20.0 EURIBOR-ICE -9.2 1.8 -0.7 0.4 9.3 0.9 2.9 -0.7 -0.3 8.8 2.5 -1.3 10.6 -7.7 -4.7 12.6 10.8 12.7 12.4 -1.8 1.6 -0.1 5.9 -3.9 4.3 -0.7 4.8 0.7 0.2 2.1 -2.1 14.4 -6.8 -3.9 1.8 -1.1 5.4 20.0 9.9 20.0 EUROSTX -17.4 0.1 2.9 0.6 1.8 3.9 -4.3 4.4 -3.8 -9.2 15.9 -11.2 16.1 -4.7 9.8 -3.5 -1.6 -3.2 -2.5 5.0 10.4 -11.0 12.3 -5.0 -5.5 2.0 -2.2 3.6 -5.5 3.4 -2.6 6.0 0.3 5.2 9.1 0.3 14.3 20.0 16.5 20.0 FEEDCOW -20.0 -20.0 -20.0 -2.5 -1.4 -2.9 -2.3 -2.7 -2.2 -5.9 2.0 -7.1 5.5 -7.3 -5.4 15.4 8.5 15.0 13.1 -8.1 1.2 -13.2 7.3 -13.3 -20.0 -1.5 -2.3 0.7 -2.6 2.3 -2.6 20.0 -9.2 -13.3 -8.2 12.9 20.0 20.0 20.0 20.0 GASOIL 2.5 3.4 7.2 0.9 -11.9 1.4 -6.9 1.0 -1.3 -14.2 10.4 -8.3 6.8 7.3 9.1 20.0 16.0 20.0 19.8 8.2 8.1 -10.6 5.2 2.8 -1.4 3.9 -9.7 3.9 -4.0 2.5 1.6 11.3 1.7 6.0 9.6 11.8 8.5 13.5 0.1 8.2 GASOLINE 1.8 0.3 1.2 1.1 -14.0 1.6 -8.1 1.1 -1.6 -16.0 4.1 -13.5 1.3 1.1 1.5 6.2 18.3 13.9 19.1 0.9 1.3 -12.9 0.5 -3.3 -18.4 -0.3 -12.3 -0.9 -8.2 -0.9 -2.1 14.2 1.9 1.1 -1.1 -4.8 20.0 20.0 20.0 20.0 GAS_US_mini 14.4 17.8 4.1 1.4 -18.8 2.1 -10.8 1.5 -2.1 -15.9 -11.9 13.1 -16.2 18.1 12.4 -20.0 -20.0 -20.0 -20.0 10.8 -1.8 1.1 -9.2 13.6 20.0 5.4 -8.1 0.7 0.4 -1.9 6.2 -20.0 20.0 20.0 20.0 2.7 -2.4 -20.0 -20.0 -20.0 GBP -2.1 -16.5 -13.5 -6.4 -3.7 -2.3 -7.0 1.1 -7.7 11.9 -3.3 0.7 12.4 -14.6 -17.1 0.1 -0.0 0.2 0.1 -17.5 -8.5 -1.7 5.0 -13.7 1.9 -6.9 6.3 -2.9 -0.8 2.1 -5.9 6.2 20.0 -0.5 -5.4 -0.6 11.8 -4.6 11.7 -4.2 GOLD_micro -4.6 -17.8 0.2 1.9 0.3 3.1 -0.3 3.0 0.3 0.4 5.6 2.0 7.0 0.2 4.2 -7.0 -10.7 -8.8 -9.7 8.5 11.8 2.9 12.3 4.1 -18.7 2.5 0.7 3.2 0.5 3.2 1.2 -7.1 5.6 3.6 16.2 19.3 -0.7 2.6 -13.8 -11.6 HEATOIL 3.2 3.7 3.1 0.8 -11.0 1.3 -6.4 0.9 -1.2 -13.3 10.1 -7.8 7.3 5.4 7.3 18.8 10.4 14.4 11.9 7.1 6.4 -8.4 4.4 3.3 -17.6 3.2 -7.4 2.4 -2.2 1.9 2.4 0.6 5.1 11.7 12.6 2.9 20.0 8.5 -2.1 -8.9 JGB-SGX-mini -9.0 -3.4 -11.1 0.3 7.4 0.7 2.3 -0.5 -0.3 -9.7 -13.6 -11.6 -12.7 -12.3 -13.2 17.4 13.4 13.7 12.9 -11.9 -12.9 -15.4 -14.7 -13.4 -6.0 -4.6 -5.7 -4.3 -7.0 -4.8 -5.9 16.6 -20.0 -13.7 -13.4 -15.5 -10.2 -20.0 -4.2 -20.0 JPY -6.1 -17.6 -16.5 -3.9 -2.3 -1.4 -4.3 0.6 -4.7 -2.7 -14.7 -10.7 -11.8 -14.4 -15.1 -10.1 -10.9 -10.1 -10.1 -20.0 -17.3 -12.7 -12.4 -18.2 20.0 -5.4 -0.9 -4.2 -3.9 -2.8 -5.3 -11.6 -6.3 -7.5 -13.9 -13.3 -4.4 -11.6 -4.7 -13.2 LEANHOG -6.2 -20.0 -13.3 -6.0 -3.3 -6.9 -5.4 -6.3 -5.3 -5.4 3.7 -11.0 9.1 -16.2 -15.5 -2.9 20.0 20.0 20.0 -16.9 -6.1 -10.6 4.3 -17.9 -1.5 -5.5 -0.7 -2.5 -3.2 0.5 -5.6 20.0 -6.0 -11.1 -20.0 9.3 6.4 13.9 20.0 20.0 LIVECOW -20.0 -20.0 -20.0 -2.5 -1.4 -2.9 -2.3 -2.7 -2.2 -6.9 2.3 -7.4 5.3 -7.1 -5.3 -0.7 9.2 -1.1 4.2 -7.7 -0.2 -14.5 5.4 -12.6 -20.0 -1.8 -3.4 0.2 -3.2 1.8 -2.9 20.0 -13.9 -13.0 -8.2 8.2 20.0 14.8 20.0 20.0 LUMBER-new -20.0 -14.6 -20.0 -4.2 -2.3 -4.9 -3.8 -4.4 -3.7 -7.3 -11.8 -10.7 -9.6 -12.3 -12.6 -20.0 -20.0 -20.0 -20.0 -20.0 -16.8 -18.0 -11.7 -20.0 NaN -4.3 -1.5 -3.0 -3.9 -1.7 -4.8 -20.0 -9.9 -20.0 -14.9 -18.9 6.1 20.0 9.0 20.0 MXP -1.1 -7.5 3.0 -6.5 -3.7 -2.4 -7.0 1.1 -7.8 -0.6 20.0 12.6 20.0 14.1 20.0 12.2 12.7 12.6 12.5 10.8 20.0 1.8 20.0 5.8 -20.0 7.1 1.1 13.6 0.6 16.0 3.2 20.0 14.5 20.0 20.0 20.0 5.9 9.3 7.7 13.0 NASDAQ_micro -20.0 -11.5 -3.1 0.4 1.3 2.7 -3.0 3.0 -2.6 0.7 11.3 -6.0 11.6 -4.5 4.1 -7.7 -8.8 -8.7 -8.7 2.9 10.3 -6.4 12.7 -5.6 -19.5 1.0 1.4 4.0 -2.8 4.8 -2.4 -5.5 -1.5 -3.6 -0.0 6.3 -7.2 -20.0 -8.2 -20.0 NIKKEI -20.0 1.0 12.7 0.3 1.0 2.0 -2.2 2.3 -2.0 -4.3 8.8 -5.8 8.6 2.8 6.6 0.2 6.7 2.1 4.6 9.5 13.4 -5.1 11.4 0.8 -9.2 2.8 -1.1 4.0 -1.1 3.1 0.4 19.5 -1.6 6.4 20.0 20.0 -2.8 6.7 2.0 11.5 NZD -6.0 -13.8 -15.6 -5.1 -2.9 -1.9 -5.5 0.8 -6.1 -4.8 -11.3 -13.9 -10.8 -16.8 -18.8 -4.9 -3.3 -4.5 -4.0 -20.0 -17.4 -12.2 -11.2 -18.1 15.1 -6.8 -1.4 -5.2 -4.5 -3.3 -6.4 0.0 5.3 -11.1 -6.7 -17.4 6.2 20.0 8.5 20.0 OAT -4.6 10.2 2.9 0.5 11.8 1.2 3.6 -0.8 -0.4 4.3 7.4 -5.3 -3.9 4.8 9.3 18.8 12.2 17.9 16.0 4.5 2.4 2.7 -2.7 2.1 1.6 2.9 9.1 2.0 2.2 -0.1 1.4 18.1 -0.4 6.1 9.1 -1.3 2.8 20.0 6.7 20.0 OATIES 6.4 4.0 -14.0 -5.5 -3.0 -6.4 -5.0 -5.8 -4.9 -3.1 -14.7 -3.3 -12.1 -4.9 -13.0 -16.9 -10.6 -20.0 -17.1 -10.0 -13.3 -4.3 -11.8 -5.7 -8.3 -5.3 0.8 -6.7 -2.1 -5.9 -3.1 -12.9 12.0 6.4 -3.5 -6.5 -14.2 -15.2 -8.8 -15.2 OJ -12.8 -20.0 -20.0 -2.2 -1.2 -2.6 -2.0 -2.4 -2.0 -5.2 -6.3 -6.3 -6.0 -6.8 -6.9 -4.9 3.4 -2.9 -0.4 -13.8 -11.7 -12.6 -9.4 -14.0 -20.0 -2.4 -1.9 -2.0 -2.4 -1.5 -2.6 12.7 -11.5 -10.4 -16.4 -6.0 -10.7 -15.9 -3.3 -14.4 PALLAD -11.2 0.8 9.5 2.3 0.3 3.7 -0.4 3.6 0.4 -6.0 4.5 -7.2 4.4 -2.5 1.5 -2.7 -2.9 -2.9 -2.9 4.6 7.9 -3.0 6.9 -0.9 13.5 2.3 -0.2 3.6 -0.7 3.5 0.3 5.4 -0.5 -3.1 5.8 -2.8 -4.2 -14.7 -20.0 -19.1 PLAT -11.5 -15.2 2.9 2.6 0.3 4.2 -0.4 4.0 0.5 -3.0 7.4 -5.5 7.6 -6.6 2.0 -3.7 -3.6 -3.5 -3.3 3.4 10.4 -2.7 12.8 -2.5 0.6 1.8 0.8 5.0 -0.9 6.3 -0.7 4.6 0.7 -3.6 -8.1 -6.5 20.0 9.5 -14.2 -10.0 REDWHEAT 5.2 17.2 5.5 -6.5 -3.6 -7.5 -5.9 -6.8 -5.7 -11.6 -14.6 -11.1 -18.0 3.1 -3.0 -13.7 -16.4 -16.6 -17.2 -1.4 -9.2 -6.5 -16.8 -0.7 6.3 0.9 -4.3 -2.4 -3.6 -6.2 0.4 -19.2 9.8 18.7 17.0 16.0 -20.0 -20.0 -20.0 -20.0 RICE 11.0 -2.5 -20.0 -3.2 -1.7 -3.7 -2.9 -3.3 -2.8 -1.2 -10.0 -2.6 -10.0 -7.5 -9.5 -20.0 -12.1 -20.0 -18.1 -14.1 -17.9 -4.0 -17.8 -8.2 -0.5 -3.5 -0.5 -4.3 -1.1 -4.5 -2.2 -16.6 3.0 0.2 -13.2 -11.4 -6.5 -12.1 2.6 -10.6 ROBUSTA -8.6 4.9 17.1 -3.0 -1.6 -3.4 -2.7 -3.1 -2.6 3.9 1.9 2.1 0.2 3.0 5.9 4.6 12.3 7.4 10.0 3.0 2.6 0.2 1.5 0.7 -20.0 1.1 0.4 1.0 -0.1 0.8 0.0 20.0 4.7 6.7 11.3 20.0 -2.8 20.0 7.5 20.0 RUSSELL -19.6 -12.6 8.3 0.4 1.2 2.6 -2.9 2.9 -2.5 7.8 10.0 -1.0 8.6 -4.2 4.1 -4.6 -5.3 -5.0 -5.0 -0.4 5.3 0.9 6.1 -4.6 5.6 -0.4 6.4 2.4 -0.1 2.8 -2.6 0.6 11.1 -0.9 -7.6 3.3 -11.7 -20.0 -16.0 -20.0 SHATZ -6.3 3.0 -8.9 0.5 10.5 1.0 3.2 -0.7 -0.4 6.5 -13.7 -5.6 -3.5 -12.7 -12.7 -1.8 -15.7 -9.3 -12.4 -8.0 -8.7 -3.3 -6.7 -6.8 8.7 -4.2 0.6 -4.1 -2.0 -2.9 -4.0 -20.0 -8.9 -4.5 -3.5 -14.1 13.2 20.0 18.0 20.0 SILVER-mini -0.7 -8.8 7.7 2.6 0.4 4.2 -0.4 4.1 0.5 -3.3 9.1 2.0 9.5 3.4 7.5 -4.8 -6.4 -5.7 -6.1 12.1 14.7 3.9 13.1 7.4 -6.8 3.8 0.5 4.7 0.9 4.2 2.1 -0.4 8.1 12.6 12.0 17.8 8.4 20.0 -3.4 0.5 SMI 4.2 5.8 8.0 0.5 1.5 3.3 -3.6 3.7 -3.2 8.9 11.1 8.3 8.2 9.6 10.6 6.1 3.8 5.2 4.2 9.5 8.1 11.8 6.6 9.9 9.2 3.9 6.7 2.9 5.0 1.9 4.2 16.1 20.0 20.0 20.0 6.1 14.4 20.0 18.7 20.0 SOFR -1.1 -6.0 2.1 0.5 11.8 1.2 3.6 -0.8 -0.4 19.4 12.9 15.5 14.9 1.1 1.2 7.2 5.6 7.1 6.8 2.6 8.5 15.5 12.7 5.1 -20.0 1.6 15.4 4.5 10.1 6.4 3.4 4.8 19.6 8.8 -3.1 8.5 -5.2 -15.8 -5.8 -20.0 SOYBEAN 7.6 13.8 9.8 -7.2 -4.0 -8.4 -6.5 -7.6 -6.4 -8.7 14.9 8.1 1.3 16.8 18.4 1.0 -5.6 -2.6 -5.2 17.2 10.8 7.7 0.3 16.6 -6.8 7.2 0.5 5.6 2.9 1.8 6.3 -0.1 20.0 20.0 20.0 20.0 -16.2 -5.8 -16.4 -2.5 SOYMEAL 6.7 20.0 19.3 -4.2 -2.3 -4.8 -3.8 -4.4 -3.7 -6.1 3.3 3.0 -7.6 9.1 8.5 -10.7 -15.3 -14.8 -16.3 12.6 5.3 3.6 -3.3 11.8 -11.0 3.7 -0.1 1.9 1.1 -0.2 3.3 -17.9 19.6 20.0 20.0 20.0 -17.4 -20.0 -8.4 -20.0 SOYOIL 6.3 -2.7 -9.3 -6.8 -3.8 -7.9 -6.2 -7.2 -6.0 -16.1 0.3 1.2 8.2 2.4 -11.8 -8.6 -4.8 -7.8 -6.3 -2.9 -0.9 -1.6 5.6 0.5 -17.7 -1.2 -4.5 -0.5 -0.5 2.0 0.9 0.6 17.5 17.0 17.5 8.1 -20.0 -16.8 -20.0 -18.0 SP400 -8.8 -9.3 0.8 0.5 1.4 2.9 -3.2 3.2 -2.8 7.7 10.2 0.7 5.6 -2.9 -2.1 -5.6 -6.0 -5.8 -5.8 -2.8 1.3 1.5 3.0 -4.4 0.5 -2.4 7.5 -0.4 0.2 0.4 -3.1 -0.6 12.2 3.4 -12.8 -10.2 -12.0 -20.0 -15.6 -20.0 SP500_micro -20.0 -8.5 -1.2 0.5 1.5 3.2 -3.5 3.6 -3.1 2.3 14.0 -4.4 14.2 -2.1 6.5 -8.4 -9.6 -9.3 -9.3 3.7 11.9 -3.8 14.9 -4.5 -15.3 0.3 4.0 4.0 -2.3 5.3 -3.1 -6.6 2.4 0.8 -7.5 3.3 -7.7 -20.0 -9.4 -20.0 SUGAR11 6.4 -13.6 -11.8 -4.5 -2.5 -5.2 -4.1 -4.7 -4.0 8.9 -13.1 6.9 -13.2 -8.7 -11.3 18.6 9.1 11.6 7.1 -14.2 -16.9 3.6 -15.8 -5.5 -17.7 -4.0 2.3 -4.6 1.3 -4.0 -1.4 20.0 20.0 11.2 -11.1 -1.3 -16.5 -20.0 -8.9 -17.9 US10 -3.9 -2.6 8.1 0.4 9.2 0.9 2.8 -0.7 -0.3 15.0 12.1 8.9 4.9 1.0 8.3 2.0 0.2 2.0 1.5 3.9 7.1 11.0 6.6 4.0 -6.7 2.6 12.8 5.0 7.4 5.1 2.5 -4.4 12.6 2.9 -0.0 11.5 -17.4 -20.0 -10.3 -20.0 US10U -6.2 -0.1 11.6 0.6 13.5 1.3 4.2 -1.0 -0.5 20.0 17.7 9.5 3.1 0.9 13.0 -0.1 -1.1 0.5 -0.1 7.2 11.8 14.7 8.7 5.4 -13.3 4.8 17.5 8.2 9.4 7.2 3.4 -7.0 17.3 2.7 2.0 20.0 -6.2 -14.2 -8.5 -20.0 US2 -3.8 -3.9 3.8 0.4 9.3 0.9 2.9 -0.7 -0.3 15.3 1.8 6.4 -2.6 -5.9 1.3 -14.6 -15.4 -13.4 -13.4 -1.0 1.9 7.9 2.0 0.2 17.6 -0.4 9.1 1.7 5.0 2.8 0.2 -20.0 8.5 -0.7 -4.6 5.5 -16.0 -9.8 -20.0 -20.0 US20 -10.3 0.0 13.7 0.4 9.3 0.9 2.9 -0.7 -0.3 14.0 9.7 0.9 -3.9 -5.5 7.3 3.8 3.0 4.0 3.8 3.7 6.9 5.4 3.2 0.4 -9.3 2.4 9.0 4.8 3.4 3.5 0.3 0.0 5.3 -4.7 -0.5 13.7 5.5 13.0 -2.1 -16.7 US30 -11.4 0.9 13.9 0.5 10.3 1.0 3.2 -0.7 -0.4 13.5 6.3 -5.0 -8.3 -10.2 6.2 1.6 -2.2 -0.2 -1.3 2.1 4.8 1.9 -0.4 -2.1 -5.4 1.7 7.4 4.1 1.4 2.0 -1.3 -9.0 -0.2 -8.3 -2.2 11.4 4.5 8.1 -0.5 -15.8 US5 -2.1 -3.0 5.2 0.5 9.8 1.0 3.0 -0.7 -0.3 16.0 11.0 11.1 5.1 -0.1 5.8 -2.2 -3.3 -2.0 -2.3 2.5 5.8 12.0 6.4 3.9 -2.0 1.8 13.4 4.1 8.2 5.1 2.7 -10.5 13.4 5.0 -0.8 8.9 -18.7 -15.6 -16.4 -20.0 VIX 7.4 8.3 -6.1 1.5 -11.2 -1.6 -0.2 -0.8 4.0 -14.9 -20.0 -0.9 -11.1 2.2 -8.1 -20.0 -20.0 -20.0 -20.0 0.9 -4.0 -1.5 -3.9 4.6 NaN 1.9 -12.8 -1.7 -0.2 -1.0 4.6 NaN NaN NaN NaN NaN -8.0 -20.0 NaN NaN WHEAT 3.4 12.7 4.3 -6.7 -3.7 -7.8 -6.1 -7.1 -6.0 -15.9 -15.2 -12.6 -18.8 1.2 -3.6 -15.3 -18.1 -17.2 -17.7 -2.0 -8.4 -11.9 -15.3 -3.1 10.6 0.6 -9.8 -1.7 -6.9 -4.9 -1.0 -20.0 2.3 16.5 16.1 17.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3