******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251126_204410 produced at 2025-11-27 21:40:25.334653 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.63 0.0 0.00 0.00 0.00 0.00 -36.69 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.19 0.0 999.00 -999.00 -0.18 -0.18 -17.20 999999999.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -2.19 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -24.46 59.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.07 -0.11 0.0 1.06 -1.06 -0.07 -0.11 -2.96 29.0 -2 -3 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.11 0.0 1.04 -1.04 -0.16 -0.16 -1.32 13.0 -2 -2 caleb_strategy_v3 JPY False False 0.04 -0.21 -0.07 0.0 0.70 -0.70 -0.21 -0.12 -1.78 17.0 -5 -3 caleb_strategy_v3 US2 False True 0.11 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.65 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 -4.26 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 -5.42 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 -3.34 4.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -1.06 5.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.03 0.0 0.80 -0.80 -0.02 -0.01 -2.19 66.0 -2 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.03 0.0 0.84 -0.84 0.00 0.00 -1.81 48.0 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 -4.15 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.10 -0.03 0.0 0.60 -0.60 -0.10 -0.08 -1.24 23.0 -4 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.29 3.0 -2 -2 caleb_strategy_v3 MILK False False 0.02 0.00 -0.02 0.0 0.09 -0.09 0.00 0.00 -1.35 5.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 -0.02 0.0 1.20 -1.20 -0.04 -0.02 -0.75 56.0 -2 -1 caleb_strategy_v3 DAX False False 0.01 -0.10 -0.02 0.0 0.82 -0.82 -0.10 -0.04 -1.38 58.0 -7 -3 caleb_strategy_v3 COCOA False False 0.03 -0.05 -0.02 0.0 0.68 -0.68 -0.05 -0.05 -0.67 26.0 -2 -2 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.02 0.0 0.34 -0.34 0.00 0.00 -0.11 2.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.15 -0.15 -0.03 -0.03 -2.64 18.0 -4 -4 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.60 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 -0.12 17.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.01 0.0 1.41 -1.41 0.00 0.00 -0.19 25.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 0.00 -0.01 0.0 0.11 -0.11 0.00 -0.01 -1.07 8.0 0 -1 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.01 0.0 0.74 -0.74 -0.04 -0.04 -0.32 17.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.96 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 -0.54 12.0 0 0 caleb_strategy_v3 BUXL False True 0.07 -0.07 -0.01 0.0 0.00 -0.07 -0.07 -0.07 -0.21 4.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.10 10.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 -0.00 0.0 1.04 -1.04 0.00 0.00 -0.00 14.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.00 0.0 0.15 -0.15 -0.02 0.00 -0.26 9.0 -1 0 caleb_strategy_v3 NZD False True 0.03 -0.12 -0.00 0.0 0.00 -0.12 -0.12 -0.12 -0.16 21.0 -4 -4 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.52 -0.52 0.00 0.00 0.16 23.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.04 -0.00 0.0 0.43 -0.43 -0.04 -0.06 -0.69 68.0 -7 -10 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.00 0.0 0.63 -0.63 0.00 0.00 -0.04 8.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.00 0.0 0.37 -0.37 -0.06 -0.06 -0.04 6.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.00 0.0 0.00 -0.01 -0.01 -0.01 0.32 26.0 -2 -2 caleb_strategy_v3 BUND False True 0.08 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 0.01 0.0 0.78 -0.78 0.00 0.00 0.14 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.12 9.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.06 0.01 0.0 0.20 -0.20 0.06 0.06 0.28 7.0 2 2 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.01 0.0 0.14 -0.14 0.00 0.05 0.14 3.0 0 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.44 -0.44 0.07 0.07 0.18 6.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.13 0.01 0.0 0.93 -0.93 0.13 0.13 0.17 22.0 3 3 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.32 999999999.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.00 0.02 0.0 0.22 -0.22 0.00 0.02 1.09 13.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.07 0.07 0.02 0.0 999.00 -999.00 0.07 0.07 0.32 999999999.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.02 0.0 0.25 -0.25 0.00 0.00 5.12 51.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.14 -0.14 0.03 0.03 0.89 4.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.04 0.0 0.67 -0.67 0.17 0.17 1.23 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.33 12.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.07 0.07 0.0 999.00 -999.00 0.07 0.07 1.01 999999999.0 1 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.07 0.0 0.63 -0.63 0.00 0.00 1.97 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.08 0.0 0.59 -0.59 0.08 0.10 4.94 36.0 5 6 caleb_strategy_v3 DX False False 0.05 0.00 0.09 0.0 999.00 -999.00 0.00 0.00 1.69 999999999.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.09 0.0 1.33 -1.33 0.07 0.07 1.33 19.0 1 1 caleb_strategy_v3 SOFR False True 0.12 0.00 0.10 0.0 0.00 0.00 0.00 0.00 0.83 11.0 0 0 caleb_strategy_v3 BTP False True 0.07 0.00 0.14 0.0 0.00 0.00 0.00 0.00 1.89 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.15 0.0 0.00 0.00 0.00 0.00 1.84 9.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.21 0.0 0.73 -0.73 0.36 0.36 2.94 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.40 0.54 0.0 0.84 -0.84 0.40 0.40 38.71 60.0 29 29 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.66 0.0 1.45 -1.45 0.00 0.00 11.45 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 13.8 Shocked risk 37.9 Sum abs risk 46.0 Leverage 5.98 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1950043.5099999998, 'annual_cash_vol_target': 487510.87749999994, 'daily_cash_vol_target': 30469.429843749997} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6520 0.5318 8.5096 BITCOIN 2369.3154 90445.0000 2.6196 41.9139 BOBL 0.1555 118.0700 0.1317 2.1066 BTP 0.3721 121.4700 0.3064 4.9019 BUND 0.3197 129.1100 0.2476 3.9620 BUXL 0.7965 114.2800 0.6969 11.1511 CAC 62.7909 8112.0000 0.7740 12.3848 CAD 0.0024 0.7130 0.3409 5.4541 CANOLA 5.9945 664.5000 0.9021 14.4336 CHF 0.0052 1.2459 0.4138 6.6208 COCOA 132.0458 5151.0000 2.5635 41.0160 COFFEE 7.0576 379.9000 1.8578 29.7241 COPPER 0.0643 5.1990 1.2375 19.8000 CORN 4.0495 466.2500 0.8685 13.8964 COTTON2 0.6765 64.6100 1.0470 16.7524 CRUDE_W 0.8247 58.3500 1.4133 22.6129 DAX 195.7894 23785.0000 0.8232 13.1706 DOW 348.8444 47560.0000 0.7335 11.7357 DX 0.3494 99.1750 0.3523 5.6370 EUR 0.0042 1.1606 0.3578 5.7253 EURIBOR-ICE 0.0288 97.8150 0.0294 0.4708 EUROSTX 48.9819 5664.0000 0.8648 13.8367 FEEDCOW 4.4789 309.3750 1.4477 23.1636 GASOIL 12.4045 648.0000 1.9143 30.6283 GASOLINE 0.0309 1.8232 1.6974 27.1583 GAS_US_mini 0.1098 4.5750 2.3990 38.3839 GBP 0.0058 1.3235 0.4405 7.0478 GOLD_micro 43.7519 4197.2000 1.0424 16.6785 HEATOIL 0.0464 2.2364 2.0742 33.1874 JGB-SGX-mini 0.1941 135.0600 0.1437 2.2996 JPY 0.0000 0.0064 0.5892 9.4276 LEANHOG 1.2994 81.6750 1.5909 25.4547 LIVECOW 2.9500 213.0500 1.3847 22.1547 LUMBER-new 8.4725 583.0000 1.4533 23.2522 MXP 0.0003 0.0544 0.5414 8.6616 NASDAQ_micro 253.3124 25329.7500 1.0001 16.0009 NIKKEI 677.6161 50140.0000 1.3514 21.6232 NZD 0.0035 0.5698 0.6170 9.8718 OAT 0.3438 122.9700 0.2796 4.4734 OATIES 4.8688 314.5000 1.5481 24.7695 OJ 6.0314 153.6000 3.9267 62.8274 PALLAD 34.4163 1466.0000 2.3476 37.5622 PLAT 27.3080 1599.5000 1.7073 27.3166 REDWHEAT 8.4103 530.2500 1.5861 25.3775 RICE 0.1479 10.1450 1.4575 23.3200 ROBUSTA 89.9724 4373.0000 2.0575 32.9193 RUSSELL 31.2322 2503.9000 1.2473 19.9574 SHATZ 0.0449 106.9950 0.0420 0.6720 SILVER-mini 0.9174 53.7500 1.7067 27.3074 SMI 87.0746 12833.0000 0.6785 10.8563 SOFR 0.0469 96.8450 0.0484 0.7749 SOYBEAN 8.5645 1121.7500 0.7635 12.2159 SOYMEAL 4.4336 326.0000 1.3600 21.7600 SOYOIL 0.6160 51.5600 1.1948 19.1163 SP400 33.5042 3319.3000 1.0094 16.1500 SP500_micro 52.3648 6840.0000 0.7656 12.2491 SUGAR11 0.2263 14.6500 1.5450 24.7199 US10 0.3184 113.5938 0.2803 4.4850 US10U 0.3922 116.4062 0.3369 5.3902 US2 0.0758 104.2617 0.0727 1.1637 US20 0.5965 117.8438 0.5062 8.0990 US30 0.8880 121.5000 0.7308 11.6935 US5 0.2004 109.7734 0.1826 2.9209 VIX 0.5406 21.1000 2.5621 40.9932 WHEAT 7.7314 586.5000 1.3182 21.0915 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 651.95 0.53 346.74 1.00 346.74 30469.43 87.87 8.64 75.94 BITCOIN 90.44 2.62 236.93 1.00 236.93 30469.43 128.60 -17.54 -225.61 BOBL 1180.70 0.13 155.45 1.15 179.15 30469.43 170.08 7.70 130.89 BTP 1214.70 0.31 372.15 1.15 428.88 30469.43 71.04 7.78 55.29 BUND 1291.10 0.25 319.71 1.15 368.45 30469.43 82.70 0.39 3.21 BUXL 1142.80 0.70 796.47 1.15 917.89 30469.43 33.20 -6.30 -20.92 CAC 811.20 0.77 627.91 1.15 723.63 30469.43 42.11 9.26 38.97 CAD 713.00 0.34 243.05 1.00 243.05 30469.43 125.36 -9.09 -113.99 CANOLA 132.90 0.90 119.89 0.71 84.91 30469.43 358.85 5.85 210.04 CHF 1557.38 0.41 644.44 1.00 644.44 30469.43 47.28 -10.72 -50.70 COCOA 515.10 2.56 1320.46 1.00 1320.46 30469.43 23.07 -11.94 -27.56 COFFEE 1424.62 1.86 2646.60 1.00 2646.60 30469.43 11.51 11.46 13.19 COPPER 1299.75 1.24 1608.44 1.00 1608.44 30469.43 18.94 2.97 5.62 CORN 233.12 0.87 202.47 1.00 202.47 30469.43 150.49 -1.48 -22.30 COTTON2 323.05 1.05 338.24 1.00 338.24 30469.43 90.08 -19.43 -175.02 CRUDE_W 583.50 1.41 824.66 1.00 824.66 30469.43 36.95 -2.63 -9.73 DAX 237.85 0.82 195.79 1.15 225.64 30469.43 135.04 -3.78 -51.04 DOW 237.80 0.73 174.42 1.00 174.42 30469.43 174.69 -5.39 -94.24 DX 991.75 0.35 349.40 1.00 349.40 30469.43 87.20 7.48 65.20 EUR 1450.75 0.36 519.13 1.00 519.13 30469.43 58.69 -0.03 -0.16 EURIBOR-ICE 2445.38 0.03 71.96 1.15 82.93 30469.43 367.40 8.62 316.66 EUROSTX 566.40 0.86 489.82 1.15 564.49 30469.43 53.98 6.64 35.87 FEEDCOW 1546.88 1.45 2239.45 1.00 2239.45 30469.43 13.61 -0.95 -1.29 GASOIL 648.00 1.91 1240.45 1.00 1240.45 30469.43 24.56 8.33 20.47 GASOLINE 765.74 1.70 1299.77 1.00 1299.77 30469.43 23.44 3.15 7.39 GAS_US_mini 114.38 2.40 274.39 1.00 274.39 30469.43 111.05 0.26 2.93 GBP 827.19 0.44 364.37 1.00 364.37 30469.43 83.62 0.79 6.63 GOLD_micro 419.72 1.04 437.52 1.00 437.52 30469.43 69.64 -3.16 -22.04 HEATOIL 939.29 2.07 1948.28 1.00 1948.28 30469.43 15.64 2.02 3.16 JGB-SGX-mini 135060.00 0.14 19411.29 0.01 123.93 30469.43 245.87 -11.52 -283.30 JPY 800.50 0.59 471.67 1.00 471.67 30469.43 64.60 -10.63 -68.67 LEANHOG 326.70 1.59 519.75 1.00 519.75 30469.43 58.62 3.06 17.95 LIVECOW 852.20 1.38 1180.02 1.00 1180.02 30469.43 25.82 -3.70 -9.56 LUMBER-new 160.33 1.45 232.99 1.00 232.99 30469.43 130.77 -13.03 -170.41 MXP 272.10 0.54 147.30 1.00 147.30 30469.43 206.85 12.73 263.37 NASDAQ_micro 506.60 1.00 506.62 1.00 506.62 30469.43 60.14 -8.83 -53.11 NIKKEI 50140.00 1.35 67761.61 0.01 432.61 30469.43 70.43 6.47 45.58 NZD 569.75 0.62 351.53 1.00 351.53 30469.43 86.68 -0.72 -6.27 OAT 1229.70 0.28 343.81 1.15 396.23 30469.43 76.90 11.20 86.12 OATIES 157.25 1.55 243.44 1.00 243.44 30469.43 125.16 -14.40 -180.21 OJ 230.40 3.93 904.71 1.00 904.71 30469.43 33.68 -15.68 -52.82 PALLAD 1466.00 2.35 3441.63 1.00 3441.63 30469.43 8.85 2.25 1.99 PLAT 799.75 1.71 1365.40 1.00 1365.40 30469.43 22.32 1.32 2.95 REDWHEAT 265.12 1.59 420.51 1.00 420.51 30469.43 72.46 -8.40 -60.87 RICE 202.90 1.46 295.73 1.00 295.73 30469.43 103.03 -13.33 -137.29 ROBUSTA 437.30 2.06 899.72 1.00 899.72 30469.43 33.87 4.72 15.98 RUSSELL 125.20 1.25 156.16 1.00 156.16 30469.43 195.12 -1.07 -20.79 SHATZ 1069.95 0.04 44.94 1.15 51.79 30469.43 588.31 -2.37 -139.19 SILVER-mini 1343.75 1.71 2293.39 1.00 2293.39 30469.43 13.29 7.09 9.42 SMI 1283.30 0.68 870.75 1.24 1076.66 30469.43 28.30 18.99 53.75 SOFR 2421.12 0.05 117.26 1.00 117.26 30469.43 259.84 0.53 13.68 SOYBEAN 560.88 0.76 428.23 1.00 428.23 30469.43 71.15 4.19 29.79 SOYMEAL 326.00 1.36 443.36 1.00 443.36 30469.43 68.72 -4.03 -27.71 SOYOIL 309.36 1.19 369.61 1.00 369.61 30469.43 82.44 -7.80 -64.30 SP400 3319.30 1.01 3350.42 1.00 3350.42 30469.43 9.09 -3.79 -3.44 SP500_micro 342.00 0.77 261.82 1.00 261.82 30469.43 116.37 -6.68 -77.72 SUGAR11 164.08 1.54 253.50 1.00 253.50 30469.43 120.19 -9.01 -108.30 US10 1135.94 0.28 318.41 1.00 318.41 30469.43 95.69 -0.95 -9.10 US10U 1164.06 0.34 392.16 1.00 392.16 30469.43 77.70 1.38 10.74 US2 2085.23 0.07 151.66 1.00 151.66 30469.43 200.91 -2.57 -51.53 US20 1178.44 0.51 596.51 1.00 596.51 30469.43 51.08 1.86 9.48 US30 1215.00 0.73 887.98 1.00 887.98 30469.43 34.31 -0.93 -3.20 US5 1097.73 0.18 200.40 1.00 200.40 30469.43 152.04 -0.98 -14.83 VIX 211.00 2.56 540.60 1.00 540.60 30469.43 56.36 -12.34 -69.57 WHEAT 293.25 1.32 386.57 1.00 386.57 30469.43 78.82 -9.13 -71.95 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 75.945 0.010 2.5 1.973 BITCOIN -225.607 0.043 2.5 -24.465 BOBL 130.892 0.004 2.5 1.329 BTP 55.291 0.014 2.5 1.889 BUND 3.207 0.004 2.5 0.033 BUXL -20.917 0.004 2.5 -0.212 CAC 38.975 0.014 2.5 1.331 CAD -113.985 0.010 2.5 -2.962 CANOLA 210.038 0.010 2.5 5.117 CHF -50.701 0.010 2.5 -1.317 COCOA -27.561 0.010 2.5 -0.671 COFFEE 13.192 0.005 2.5 0.175 COPPER 5.620 0.043 2.5 0.609 CORN -22.298 0.010 2.5 -0.543 COTTON2 -175.025 0.010 2.5 -4.264 CRUDE_W -9.732 0.043 2.5 -1.055 DAX -51.042 0.014 2.5 -1.743 DOW -94.236 0.009 2.5 -2.193 DX 65.205 0.010 2.5 1.694 EUR -0.155 0.010 2.5 -0.004 EURIBOR-ICE 316.657 0.014 2.5 10.816 EUROSTX 35.866 0.014 2.5 1.225 FEEDCOW -1.293 0.013 2.5 -0.043 GASOIL 20.469 0.017 2.5 0.889 GASOLINE 7.388 0.017 2.5 0.321 GAS_US_mini 2.930 0.043 2.5 0.318 GBP 6.629 0.010 2.5 0.172 GOLD_micro -22.041 0.014 2.5 -0.753 HEATOIL 3.162 0.017 2.5 0.137 JGB-SGX-mini -283.304 0.043 2.5 -30.721 JPY -68.671 0.010 2.5 -1.784 LEANHOG 17.949 0.024 2.5 1.092 LIVECOW -9.562 0.013 2.5 -0.317 LUMBER-new -170.412 0.010 2.5 -4.152 MXP 263.374 0.059 2.5 38.711 NASDAQ_micro -53.108 0.009 2.5 -1.236 NIKKEI 45.583 0.043 2.5 4.943 NZD -6.265 0.010 2.5 -0.163 OAT 86.117 0.014 2.5 2.941 OATIES -180.208 0.010 2.5 -4.390 OJ -52.823 0.010 2.5 -1.287 PALLAD 1.991 0.014 2.5 0.068 PLAT 2.950 0.014 2.5 0.101 REDWHEAT -60.865 0.005 2.5 -0.809 RICE -137.293 0.010 2.5 -3.345 ROBUSTA 15.985 0.005 2.5 0.212 RUSSELL -20.788 0.013 2.5 -0.690 SHATZ -139.192 0.004 2.5 -1.413 SILVER-mini 9.418 0.014 2.5 0.322 SMI 53.746 0.014 2.5 1.836 SOFR 13.676 0.024 2.5 0.832 SOYBEAN 29.790 0.004 2.5 0.277 SOYMEAL -27.712 0.004 2.5 -0.258 SOYOIL -64.303 0.004 2.5 -0.599 SP400 -3.445 0.013 2.5 -0.114 SP500_micro -77.722 0.009 2.5 -1.809 SUGAR11 -108.302 0.010 2.5 -2.639 US10 -9.098 0.005 2.5 -0.115 US10U 10.739 0.005 2.5 0.136 US2 -51.535 0.005 2.5 -0.654 US20 9.482 0.005 2.5 0.120 US30 -3.196 0.005 2.5 -0.041 US5 -14.829 0.005 2.5 -0.188 VIX -69.567 0.099 2.5 -17.196 WHEAT -71.950 0.005 2.5 -0.956 ===================== Position diags ===================== AUD 2.28 BITCOIN 13.95 BOBL 1.73 BTP 2.43 BUND 0.84 BUXL 0.34 CAC 1.44 CAD 3.26 CANOLA 8.74 CHF 1.23 COCOA 0.56 COFFEE 0.15 COPPER 2.05 CORN 3.67 COTTON2 2.19 CRUDE_W 4.01 DAX 4.61 DOW 4.07 DX 2.27 EUR 1.53 EURIBOR-ICE 12.55 EUROSTX 1.84 FEEDCOW 0.45 GASOIL 1.07 GASOLINE 1.02 GAS_US_mini 12.04 GBP 2.17 GOLD_micro 2.38 HEATOIL 0.68 JGB-SGX-mini 26.66 JPY 1.68 LEANHOG 3.57 LIVECOW 0.86 LUMBER-new 3.19 MXP 30.40 NASDAQ_micro 1.40 NIKKEI 7.64 NZD 2.25 OAT 2.63 OATIES 3.05 OJ 0.82 PALLAD 0.30 PLAT 0.76 REDWHEAT 0.96 RICE 2.51 ROBUSTA 0.45 RUSSELL 6.47 SHATZ 5.97 SILVER-mini 0.45 SMI 0.97 SOFR 15.81 SOYBEAN 0.66 SOYMEAL 0.64 SOYOIL 0.77 SP400 0.30 SP500_micro 2.71 SUGAR11 2.93 US10 1.21 US10U 0.99 US2 2.55 US20 0.65 US30 0.44 US5 1.93 VIX 13.93 WHEAT 1.05 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.0 1.7 2.2 0.0 0 BITCOIN -24.5 -25.9 -23.1 0.0 0 BOBL 1.3 1.2 1.5 1.0 1 BTP 1.9 1.6 2.1 0.0 0 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.2 -0.2 -0.2 -1.0 -1 CAC 1.3 1.2 1.5 0.0 0 CAD -3.0 -3.3 -2.6 -2.0 -2 CANOLA 5.1 4.2 6.0 1.0 1 CHF -1.3 -1.4 -1.2 -1.0 -2 COCOA -0.7 -0.7 -0.6 -2.0 -2 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 0.6 0.4 0.8 1.0 1 CORN -0.5 -0.9 -0.2 0.0 0 COTTON2 -4.3 -4.5 -4.0 -4.0 -4 CRUDE_W -1.1 -1.5 -0.7 -1.0 -1 DAX -1.7 -2.2 -1.3 -7.0 -7 DOW -2.2 -2.6 -1.8 -10.0 -2 DX 1.7 1.5 1.9 0.0 0 EUR -0.0 -0.2 0.1 0.0 0 EURIBOR-ICE 10.8 9.6 12.1 0.0 0 EUROSTX 1.2 1.0 1.4 4.0 5 FEEDCOW -0.0 -0.1 0.0 0.0 0 GASOIL 0.9 0.8 1.0 1.0 1 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini 0.3 -0.9 1.5 -2.0 -2 GBP 0.2 -0.0 0.4 0.0 3 GOLD_micro -0.8 -1.0 -0.5 -3.0 -2 HEATOIL 0.1 0.1 0.2 1.0 0 JGB-SGX-mini -30.7 -33.4 -28.1 0.0 0 JPY -1.8 -2.0 -1.6 -3.0 -5 LEANHOG 1.1 0.7 1.4 0.0 0 LIVECOW -0.3 -0.4 -0.2 -1.0 -1 LUMBER-new -4.2 -4.5 -3.8 0.0 0 MXP 38.7 35.7 41.8 29.0 29 NASDAQ_micro -1.2 -1.4 -1.1 -6.0 -4 NIKKEI 4.9 4.2 5.7 7.0 5 NZD -0.2 -0.4 0.1 -5.0 -4 OAT 2.9 2.7 3.2 5.0 5 OATIES -4.4 -4.7 -4.1 NaN 0 OJ -1.3 -1.4 -1.2 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.1 0.0 0.2 0.0 0 REDWHEAT -0.8 -0.9 -0.7 0.0 0 RICE -3.3 -3.6 -3.1 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL -0.7 -1.3 -0.0 -15.0 -7 SHATZ -1.4 -2.0 -0.8 NaN 0 SILVER-mini 0.3 0.3 0.4 1.0 1 SMI 1.8 1.7 1.9 0.0 0 SOFR 0.8 -0.7 2.4 NaN 0 SOYBEAN 0.3 0.2 0.3 2.0 2 SOYMEAL -0.3 -0.3 -0.2 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 -4.0 -4 SP400 -0.1 -0.1 -0.1 0.0 0 SP500_micro -1.8 -2.1 -1.5 -1.0 0 SUGAR11 -2.6 -2.9 -2.3 -4.0 -4 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.1 0.0 0.2 -1.0 0 US2 -0.7 -0.9 -0.4 NaN 0 US20 0.1 0.1 0.2 0.0 0 US30 -0.0 -0.1 0.0 0.0 -1 US5 -0.2 -0.4 0.0 0.0 0 VIX -17.2 -18.6 -15.8 -17.0 -17 WHEAT -1.0 -1.1 -0.9 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 -0.0 0.0 -0.1 0.0 0.2 -0.1 0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.0 0.0 -0.1 2.2 -0.0 0.1 -0.0 -0.0 -0.0 -0.1 0.2 0.1 0.2 0.2 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 -0.1 -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 0.1 -0.0 0.0 0.1 -0.1 -0.0 -0.0 -0.1 -0.0 0.4 0.2 0.4 0.4 -0.0 -0.0 -0.0 -0.1 -0.0 0.4 -0.0 0.0 -0.0 0.0 -0.0 -0.0 1.1 -0.2 -0.2 -0.0 -0.1 0.2 0.7 0.5 0.7 BTP -0.2 0.2 0.2 0.0 0.1 0.0 0.1 -0.0 0.0 0.2 0.5 0.0 0.7 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.4 0.0 -2.7 0.1 0.1 0.2 0.1 0.3 0.0 0.5 -0.2 0.1 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 0.1 -0.0 0.0 0.1 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 -0.0 -0.1 -0.0 0.1 0.0 0.0 -0.1 -0.0 -0.2 -0.2 -0.3 -0.0 -0.1 0.1 0.7 0.3 0.7 BUXL -0.4 0.2 0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.0 -0.3 -0.1 -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 -0.0 -0.2 -0.1 -0.0 -0.5 -0.6 -0.2 -0.3 -0.1 0.5 -0.1 0.2 CAC -0.5 0.1 0.2 0.0 0.1 0.1 -0.0 0.2 -0.0 -0.0 0.4 -0.1 0.5 -0.0 0.1 -0.1 -0.0 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.0 0.5 0.0 0.0 0.1 -0.0 0.0 -0.0 0.4 0.1 -0.0 0.3 -0.1 0.6 0.7 0.6 0.7 CAD 0.1 -0.2 -0.4 -0.1 0.0 -0.1 -0.0 0.0 -0.1 -0.1 -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 -0.1 2.7 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.4 0.0 0.1 0.1 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 0.3 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.0 -0.2 0.1 -0.0 0.1 -0.1 -0.4 -0.2 -0.4 -0.3 0.0 -0.1 0.1 -0.1 0.1 1.2 -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 -0.0 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 -0.0 0.0 -0.1 0.2 -0.1 -1.1 -0.2 -0.1 0.1 0.1 -0.4 -0.7 -0.4 -0.7 COCOA -0.6 -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 -0.0 -0.2 -0.0 0.0 0.3 -0.1 0.5 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 0.2 0.5 0.6 0.6 0.5 0.5 0.7 0.7 COPPER -0.1 0.2 0.1 0.0 0.0 0.1 0.0 0.2 0.0 0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.1 0.0 -0.7 0.0 0.1 0.1 0.0 0.2 0.0 0.0 0.2 -0.2 -0.2 -0.6 0.7 0.4 0.7 0.5 CORN -0.0 0.3 0.2 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.4 0.0 0.2 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.3 0.0 1.3 0.0 0.0 0.0 -0.0 -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 -0.0 -0.3 -0.1 -0.9 0.3 -0.3 -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 -0.3 -0.2 -0.5 -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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.6 0.4 -0.3 -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 0.0 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 -0.0 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.6 0.2 0.7 0.3 0.7 DOW -0.5 -0.1 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 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 0.1 0.1 0.0 0.2 -0.0 -0.2 -0.0 0.2 -0.0 0.1 -0.4 -0.7 -0.6 -0.7 DX 0.1 0.5 0.4 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.0 0.1 -0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.0 -0.2 0.1 -2.7 0.1 -0.0 0.1 0.0 -0.0 0.1 0.9 0.4 0.6 0.6 0.6 0.2 0.6 0.2 0.6 EUR -0.0 -0.4 -0.2 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.2 -0.0 0.6 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 -0.0 0.4 -0.1 2.1 -0.1 0.1 -0.0 -0.0 0.2 -0.1 -0.4 0.3 0.3 0.1 0.1 -0.2 -0.7 -0.2 -0.7 EURIBOR-ICE -0.3 0.0 -0.0 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.1 0.0 0.4 -0.1 -0.0 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 -0.1 -0.2 0.0 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.5 -0.0 0.1 0.0 0.1 0.1 -0.0 0.2 -0.0 -0.0 0.4 -0.1 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 -0.0 0.3 -0.0 -0.7 0.0 0.0 0.1 -0.0 0.1 -0.0 0.3 -0.1 0.1 0.3 0.0 0.5 0.7 0.5 0.7 FEEDCOW -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 0.0 -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 -0.4 -0.3 0.4 0.7 0.7 0.7 0.7 GASOIL -0.0 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 -0.1 0.1 0.0 0.6 -0.1 0.1 0.3 0.4 0.3 0.5 -0.0 0.3 GASOLINE 0.0 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 0.7 0.1 0.1 0.0 -0.1 0.7 0.7 0.7 0.7 GAS_US_mini 0.4 0.6 0.1 0.0 -0.1 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 -0.0 0.0 0.0 -0.1 0.1 -1.1 0.4 0.6 0.6 0.1 -0.1 -0.7 -0.7 -0.7 GBP -0.0 -0.5 -0.4 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.2 -0.1 0.1 0.4 -0.1 -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 0.2 -0.2 -0.0 0.4 -0.2 0.4 -0.1 GOLD_micro -0.0 -0.3 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 0.1 -2.5 0.0 0.0 0.1 0.0 0.1 0.0 -0.4 0.1 0.2 0.5 0.6 -0.0 0.1 -0.5 -0.4 HEATOIL 0.0 0.1 0.1 0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.3 -0.1 0.3 0.0 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 0.0 0.3 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 0.4 0.3 0.3 0.3 -0.1 -0.1 -0.1 -0.4 -0.2 -0.8 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 0.9 -0.5 -0.5 -0.5 -0.5 -0.3 -0.7 -0.1 -0.7 JPY -0.2 -0.6 -0.6 -0.0 0.0 -0.0 -0.0 0.0 -0.0 -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 -0.4 -0.2 2.7 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.6 -0.2 -0.3 -0.5 -0.4 -0.2 -0.4 -0.2 -0.4 LEANHOG -0.0 -0.6 -0.5 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 0.1 0.1 -0.0 0.3 -0.2 -0.2 -0.1 0.4 0.4 0.4 -0.2 -0.1 -0.0 0.1 -0.1 -0.2 -0.1 0.0 -0.1 -0.0 0.0 -0.0 1.1 0.1 -0.2 -0.6 0.3 0.2 0.5 0.6 0.7 LIVECOW -0.6 -0.6 -0.6 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 -0.0 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 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.7 -0.6 -0.7 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 -0.0 -0.4 -0.1 -0.4 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -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 0.1 -0.2 0.1 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.0 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 -0.3 -0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 -0.0 0.4 -0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.3 -0.0 -2.6 0.0 0.0 0.1 -0.0 0.2 -0.0 -0.3 0.1 -0.2 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 -0.0 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 0.1 0.6 0.6 -0.1 0.2 0.1 0.4 NZD -0.1 -0.3 -0.5 -0.1 0.0 -0.1 -0.0 0.0 -0.1 0.1 -0.3 -0.1 -0.4 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.3 -0.1 2.0 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 0.3 -0.3 -0.2 -0.5 0.2 0.7 0.3 0.7 OAT -0.1 0.3 0.1 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.2 0.0 -0.1 0.1 0.1 0.4 0.2 0.4 0.3 0.1 0.0 0.1 -0.1 0.0 0.2 0.0 0.1 0.1 0.1 -0.0 0.0 1.0 -0.1 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 -0.0 -0.2 -0.0 -0.0 -0.4 -0.0 -0.4 -0.0 -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 0.2 0.3 -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 -0.2 -0.1 -2.7 -0.0 -0.0 -0.1 -0.0 -0.1 -0.0 0.7 -0.2 -0.3 -0.5 -0.2 -0.4 -0.5 -0.1 -0.5 PALLAD -0.3 0.0 0.3 0.0 0.0 0.1 0.0 0.1 0.0 0.0 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 1.9 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 -0.3 -0.5 0.1 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.2 -0.0 0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.0 0.4 -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 0.1 0.6 0.2 -0.1 -0.0 -0.2 -0.0 -0.3 -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 -0.0 -0.5 -0.0 0.8 0.0 -0.0 -0.1 -0.0 -0.2 0.0 -1.0 0.1 0.5 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 0.1 0.5 -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 0.2 0.2 0.0 0.0 0.0 0.0 0.0 -2.7 0.0 0.0 0.0 -0.0 0.0 0.0 1.1 0.2 0.2 0.3 0.6 -0.1 0.7 0.3 0.7 RUSSELL -0.5 -0.3 0.3 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 0.0 0.3 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.2 -0.0 0.7 -0.0 0.1 0.1 0.0 0.1 -0.0 0.0 0.4 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 0.1 -0.0 0.0 0.0 -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 -0.3 -0.1 -0.5 0.4 0.7 0.6 0.7 SILVER-mini 0.0 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.4 0.1 -0.9 0.0 0.0 0.1 0.0 0.2 0.0 -0.0 0.2 0.5 0.4 0.6 0.3 0.7 -0.1 0.0 SMI 0.2 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 0.1 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 0.1 -0.0 0.0 0.2 0.4 0.2 0.5 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.4 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 0.5 0.3 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.0 0.4 0.1 0.1 0.2 0.2 0.0 -0.1 -0.0 -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 -0.6 -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 0.3 0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.2 -0.1 -0.3 -0.1 -0.0 -0.2 -0.0 -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 0.2 0.0 -2.4 -0.0 0.0 -0.0 0.0 0.1 0.0 0.0 0.4 0.6 0.5 0.3 -0.7 -0.6 -0.7 -0.6 SP400 -0.2 -0.2 0.0 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 0.3 0.1 0.2 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.1 -0.0 0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.4 0.2 -0.3 -0.3 -0.4 -0.7 -0.5 -0.7 SP500_micro -0.6 -0.2 -0.1 0.0 0.0 0.1 -0.0 0.1 -0.0 0.1 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 0.1 0.1 0.0 0.2 -0.0 -0.4 0.2 0.0 -0.2 0.1 -0.2 -0.7 -0.3 -0.7 SUGAR11 0.3 -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 -0.1 -0.2 0.1 -0.4 -0.0 -2.4 -0.0 0.0 -0.1 0.0 -0.2 -0.0 1.1 0.5 0.5 -0.3 -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 -0.1 -0.0 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.2 0.5 0.2 0.1 0.0 0.2 -0.0 -0.0 0.0 -0.0 0.1 0.1 0.2 0.2 0.1 -1.8 0.1 0.1 0.2 0.1 0.3 0.1 -0.4 0.4 0.2 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 0.1 -0.0 0.0 0.1 0.1 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 2.4 -0.0 0.0 0.0 0.0 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 0.1 -0.0 0.0 0.1 0.3 0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.0 -1.3 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -0.1 -0.0 0.4 0.2 0.4 -0.1 -0.6 US30 -0.3 0.0 0.4 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.2 0.0 -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 -0.2 -0.1 0.4 0.1 0.3 -0.0 -0.5 US5 -0.0 -0.1 0.2 0.0 0.1 0.0 0.1 -0.0 0.0 0.1 0.3 0.1 0.2 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 0.1 0.2 0.1 -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 -0.6 -0.7 VIX 0.2 0.4 -0.3 0.0 -0.2 -0.1 -0.1 -0.0 0.0 -0.3 -0.9 -0.2 -0.6 -0.0 -0.2 -0.6 -0.6 -0.6 -0.6 -0.0 -0.1 -0.1 -0.2 0.0 NaN 0.0 -0.3 -0.1 -0.1 -0.1 0.0 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT 0.0 0.4 0.1 -0.1 -0.0 -0.2 -0.0 -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 -0.0 -0.0 -0.1 -0.2 -0.0 -1.1 -0.1 0.4 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 -4.7 -8.5 0.4 -5.9 1.5 -2.3 -4.2 0.9 -6.5 5.4 8.7 -7.8 3.1 -14.8 -11.4 -0.6 -1.2 -0.8 -1.0 -6.0 -0.7 -4.1 1.1 -7.9 16.5 -4.2 6.3 -0.7 -3.1 -0.5 -5.9 4.3 2.5 6.3 7.7 8.9 11.6 20.0 15.5 20.0 BITCOIN -20.0 -20.0 -20.0 4.6 3.9 7.2 1.1 6.9 1.4 -7.3 -2.2 -15.0 8.7 -17.5 -16.8 -4.5 -6.9 -5.7 -6.3 -20.0 -12.4 -20.0 2.7 -20.0 -20.0 -5.9 -1.6 -2.8 -5.8 0.5 -7.3 -1.0 -20.0 -20.0 -20.0 -20.0 9.5 -3.9 -20.0 -13.1 BOBL -7.8 2.9 0.2 1.1 11.9 1.3 5.8 -0.8 1.0 14.0 -3.8 -4.0 -1.2 -10.5 -4.6 20.0 11.5 20.0 20.0 -2.5 -1.4 -0.4 -2.5 -4.1 3.2 -1.4 4.5 -0.6 0.0 -0.9 -2.7 20.0 -8.2 -6.7 -0.0 -4.2 6.9 20.0 14.5 20.0 BTP -7.3 6.3 4.8 1.3 14.4 1.6 7.0 -0.9 1.2 17.1 20.0 2.0 20.0 10.8 17.0 5.8 8.4 7.2 8.2 8.9 12.8 6.2 15.3 3.8 -20.0 5.4 13.0 7.5 4.7 8.7 2.4 8.6 -6.7 2.1 9.7 6.3 2.6 20.0 7.1 20.0 BUND -9.0 4.0 3.3 1.2 13.4 1.5 6.5 -0.9 1.2 15.2 0.3 -5.4 -8.8 -10.4 -1.0 -6.8 2.0 -4.0 -0.1 -1.1 -0.6 0.3 -6.0 -4.2 -0.7 -0.8 8.0 0.1 0.6 -1.6 -3.0 -3.4 -10.3 -8.8 -0.7 -2.5 3.8 20.0 7.7 20.0 BUXL -12.2 4.7 1.7 1.1 12.0 1.3 5.8 -0.8 1.0 2.7 -11.7 -12.8 -18.5 -13.3 -2.1 4.3 3.0 4.1 3.8 -6.4 -8.9 -7.0 -17.4 -9.8 -0.8 -3.7 2.1 -3.7 -4.2 -6.0 -6.1 -0.0 -20.0 -17.3 -6.3 -10.2 -1.8 16.2 -3.8 6.4 CAC -16.0 3.5 6.3 0.9 6.8 4.4 -1.4 5.0 -3.1 -3.0 15.9 -8.8 14.7 -2.8 8.7 -2.6 -1.5 -2.4 -1.9 4.6 9.1 -3.6 8.6 -3.4 3.9 1.4 4.7 2.7 -2.0 1.2 -2.2 6.7 4.2 -1.4 9.4 -4.5 16.6 20.0 17.5 20.0 CAD 2.6 -6.7 -12.8 -6.5 1.6 -2.5 -4.5 1.0 -7.1 -5.6 -14.9 -13.9 -8.5 -18.1 -20.0 -9.0 -7.5 -8.7 -8.1 -17.0 -15.4 -7.4 -10.8 -12.3 20.0 -7.9 1.6 -6.2 -3.7 -3.6 -6.2 -7.2 1.7 2.4 2.2 -15.9 -20.0 -20.0 -20.0 -20.0 CANOLA 11.9 8.7 -14.4 -6.1 -0.2 -7.2 -4.0 -6.6 -5.0 4.1 -6.9 8.0 -0.5 12.5 -7.1 -20.0 -12.2 -19.8 -15.7 0.8 -5.6 5.8 -3.5 7.5 8.8 -0.2 3.0 -3.4 2.4 -2.6 3.0 -13.2 20.0 20.0 20.0 4.0 17.3 20.0 20.0 20.0 CHF -4.7 -11.4 -7.7 -4.7 1.2 -1.8 -3.3 0.7 -5.2 -11.1 5.8 -12.3 11.7 -11.6 -11.7 -16.7 -15.9 -16.3 -15.8 -8.2 0.4 -11.7 8.7 -11.3 -1.2 -3.4 -2.4 0.8 -5.6 4.3 -5.3 -20.0 -7.4 -2.4 3.7 3.6 -12.0 -20.0 -13.5 -20.0 COCOA -19.8 -13.9 -20.0 -2.5 -0.1 -2.9 -1.6 -2.7 -2.0 -5.9 -7.3 -7.2 -1.8 -7.3 -7.4 -5.2 8.5 -2.0 2.7 -13.7 -11.2 -12.8 -3.7 -14.4 -20.0 -2.5 -1.5 -1.8 -2.6 -0.1 -2.8 20.0 -11.6 -10.3 -13.2 -3.9 -9.2 -0.2 -1.8 3.6 COFFEE -8.8 1.8 12.7 -5.3 -0.2 -6.3 -3.4 -5.8 -4.4 2.0 12.1 -4.9 12.6 2.3 12.6 20.0 13.0 20.0 16.3 9.4 13.7 0.0 15.5 2.3 -20.0 4.4 0.9 7.4 -0.1 9.6 0.9 20.0 9.9 15.0 20.0 20.0 14.7 15.0 20.0 20.0 COPPER -4.3 7.1 4.2 3.3 2.8 5.2 0.8 5.0 1.0 8.3 -2.1 1.2 -1.3 2.0 2.7 -7.0 -5.8 -6.3 -5.9 4.1 3.6 3.4 3.5 2.4 -5.1 2.0 5.9 3.4 2.0 5.2 1.0 0.4 8.6 -6.9 -6.1 -20.0 20.0 13.2 20.0 15.7 CORN -0.1 8.0 7.7 -7.7 -0.2 -9.1 -5.0 -8.4 -6.3 -7.5 -5.9 -11.5 -11.2 4.2 14.7 -20.0 -19.3 -20.0 -20.0 3.6 -1.7 -3.1 -11.4 0.8 9.5 3.7 3.5 1.5 -2.1 -4.5 1.1 -20.0 9.1 17.7 20.0 20.0 -7.1 -4.9 5.3 -2.7 COTTON2 -8.1 -3.7 -3.8 -8.1 -0.2 -9.6 -5.2 -8.8 -6.7 12.7 -20.0 -18.1 -20.0 -20.0 -20.0 -17.9 -15.1 -17.7 -16.6 -17.8 -18.8 -8.5 -20.0 -16.1 -13.6 -8.1 3.0 -7.5 -4.1 -8.4 -7.8 -17.4 11.3 -7.8 -8.3 10.6 -7.0 -13.1 -5.6 -11.3 CRUDE_W -2.2 -6.3 -4.1 0.8 -11.4 1.7 -9.0 1.3 -2.6 -9.1 -9.5 -14.6 -12.6 -15.6 -17.7 -0.0 5.5 1.9 3.6 -10.1 -9.3 -9.7 -9.7 -10.3 6.9 -6.9 -3.1 -6.6 -6.3 -6.5 -6.7 -11.0 16.8 -8.6 -14.8 -19.0 20.0 20.0 7.3 19.1 DAX -14.7 -12.1 -20.0 0.7 5.3 3.4 -1.1 3.9 -2.4 0.4 10.1 -7.3 13.1 -9.3 -6.5 -6.1 -6.5 -6.2 -6.0 -7.4 0.0 -6.9 9.7 -11.4 -9.2 -3.6 3.9 -1.2 -3.0 2.5 -5.0 -1.1 -6.6 -6.4 -6.3 -20.0 6.1 20.0 8.3 20.0 DOW -15.7 -3.5 5.3 0.6 4.6 3.0 -1.0 3.4 -2.1 7.7 12.3 -1.9 11.8 0.2 6.5 -7.7 -8.3 -8.3 -8.1 4.3 9.0 2.3 9.8 -0.8 -9.8 1.6 7.5 3.8 1.0 4.2 -0.7 -4.5 -0.8 5.6 -0.7 3.8 -12.5 -20.0 -16.7 -20.0 DX 3.4 16.4 11.0 -5.1 1.3 -2.0 -3.6 0.8 -5.6 0.1 1.1 8.6 -12.7 15.0 15.7 6.5 6.2 6.3 6.1 14.1 4.9 5.0 -6.9 12.4 -20.0 5.9 -2.6 2.7 2.3 -1.1 5.4 16.7 18.5 20.0 20.0 20.0 6.9 16.6 7.0 18.3 EUR -0.5 -13.7 -5.1 -6.2 1.5 -2.4 -4.3 1.0 -6.8 0.6 7.9 -2.6 17.0 -14.3 -15.6 -8.7 -7.8 -8.2 -7.9 -11.0 0.5 -2.5 14.4 -9.6 15.6 -5.5 5.8 -0.4 -1.2 5.4 -5.0 -7.2 11.0 9.5 2.8 2.2 -4.8 -20.0 -6.1 -20.0 EURIBOR-ICE -8.1 1.2 -0.8 0.8 9.6 1.1 4.7 -0.6 0.8 13.0 2.3 2.0 10.7 -7.7 -4.6 12.6 10.9 12.7 12.4 -1.5 1.6 1.6 6.0 -2.9 4.3 -0.6 5.5 0.8 1.3 2.1 -1.5 14.4 -5.4 -5.4 1.4 -1.1 5.3 20.0 10.0 20.0 EUROSTX -16.9 -0.2 2.2 0.8 6.1 3.9 -1.3 4.4 -2.7 -0.5 15.7 -7.4 15.9 -3.9 9.6 -3.5 -1.7 -3.2 -2.5 5.0 10.0 -3.7 11.9 -2.9 -5.4 2.1 4.6 3.7 -2.1 3.5 -1.7 6.0 -3.2 4.3 8.0 0.4 13.9 20.0 15.9 20.0 FEEDCOW -20.0 -20.0 -20.0 -2.5 -0.1 -3.0 -1.6 -2.7 -2.1 -1.4 1.8 -5.6 5.4 -6.9 -5.4 15.2 8.6 15.0 13.1 -7.6 0.8 -9.1 6.7 -11.6 -20.0 -1.5 -0.5 0.7 -1.9 2.3 -2.4 20.0 -5.6 -11.0 -8.7 12.0 20.0 20.0 20.0 20.0 GASOIL -0.9 3.1 6.9 0.5 -8.1 1.2 -6.4 0.9 -1.9 -13.5 9.8 -10.4 6.6 5.0 7.6 20.0 16.0 20.0 19.7 6.6 7.4 -13.8 5.0 -0.3 -1.4 3.2 -9.3 3.6 -5.3 2.4 0.3 11.2 -6.1 3.6 8.1 11.0 8.4 13.7 -0.1 8.2 GASOLINE 0.3 0.7 1.0 0.7 -9.9 1.5 -7.8 1.1 -2.3 -12.4 3.9 -13.4 1.3 0.5 1.2 5.9 18.2 13.6 18.8 0.6 1.2 -10.4 0.5 -3.5 -18.4 -0.5 -6.3 -1.0 -6.7 -1.0 -2.2 13.7 4.3 2.3 0.1 -4.6 20.0 20.0 20.0 20.0 GAS_US_mini 12.2 18.6 4.5 0.9 -13.2 2.0 -10.5 1.5 -3.0 -11.3 -11.5 9.8 -16.0 17.4 12.6 -20.0 -20.0 -20.0 -20.0 10.5 -1.6 0.2 -9.0 12.1 20.0 5.3 -4.9 0.8 0.0 -1.9 5.6 -20.0 15.2 20.0 20.0 3.2 -2.1 -20.0 -20.0 -20.0 GBP -0.1 -16.2 -13.8 -6.4 1.6 -2.5 -4.5 1.0 -7.0 17.0 -3.9 7.0 12.3 -13.2 -16.8 0.1 -0.0 0.2 0.1 -17.1 -8.8 3.7 5.0 -11.4 1.9 -6.7 9.1 -3.0 1.4 2.1 -4.8 6.2 20.0 6.1 -5.2 -0.1 12.3 -4.5 12.1 -4.2 GOLD_micro -1.5 -9.5 0.7 2.0 1.8 3.2 0.5 3.1 0.6 3.9 5.7 3.3 7.1 0.3 4.3 -7.0 -10.7 -8.8 -9.6 9.0 12.3 4.3 12.8 4.8 -19.1 2.6 1.0 3.3 0.8 3.3 1.3 -7.0 2.9 4.8 15.8 19.6 -0.3 2.6 -13.7 -11.9 HEATOIL 0.1 4.1 3.1 0.5 -7.5 1.1 -5.9 0.8 -1.7 -13.0 9.5 -9.9 7.0 3.6 6.0 18.5 10.5 14.5 12.0 6.0 6.1 -10.6 4.3 1.1 -16.9 2.8 -7.0 2.3 -3.2 1.9 1.5 0.6 1.9 9.0 11.7 2.9 20.0 8.6 -2.2 -8.9 JGB-SGX-mini -10.1 -4.3 -11.1 0.7 7.5 0.8 3.7 -0.5 0.7 -10.9 -13.7 -12.3 -12.8 -12.7 -13.4 18.0 13.6 14.2 13.2 -12.6 -13.3 -15.5 -14.9 -14.2 -6.0 -4.7 -5.0 -4.2 -6.7 -4.6 -5.9 17.0 -20.0 -16.7 -14.1 -16.3 -10.0 -20.0 -3.9 -20.0 JPY -6.7 -17.7 -17.3 -3.9 1.0 -1.5 -2.7 0.6 -4.3 -4.8 -14.9 -10.5 -11.9 -14.4 -15.1 -10.1 -10.9 -10.1 -10.1 -20.0 -18.0 -12.4 -13.0 -18.4 20.0 -5.5 -1.4 -4.3 -3.7 -2.8 -5.2 -11.6 -6.9 -8.8 -15.8 -13.8 -4.6 -11.6 -4.9 -13.3 LEANHOG -1.4 -20.0 -14.4 -5.8 -0.2 -6.8 -3.7 -6.3 -4.7 8.9 3.3 -4.4 8.7 -13.9 -14.5 -3.4 20.0 20.0 20.0 -14.3 -5.5 -1.7 3.8 -12.8 -1.5 -5.1 4.3 -2.5 -0.7 0.4 -4.4 20.0 6.2 -5.0 -20.0 8.9 6.0 13.7 19.3 20.0 LIVECOW -20.0 -20.0 -20.0 -2.5 -0.1 -2.9 -1.6 -2.7 -2.0 -3.1 2.0 -6.1 5.2 -6.8 -5.3 -1.2 9.1 -1.2 4.1 -7.3 -0.5 -10.6 4.9 -11.1 -20.0 -1.8 -1.4 0.1 -2.5 1.8 -2.7 20.0 -11.0 -12.0 -8.5 7.3 20.0 14.8 20.0 20.0 LUMBER-new -17.9 -14.8 -20.0 -4.2 -0.1 -4.9 -2.7 -4.5 -3.4 -3.3 -11.8 -8.8 -9.7 -11.9 -12.5 -20.0 -20.0 -20.0 -20.0 -20.0 -16.8 -12.8 -11.8 -20.0 NaN -4.3 0.2 -3.1 -2.8 -1.8 -4.5 -20.0 -9.9 -20.0 -16.3 -19.5 5.9 20.0 8.9 20.0 MXP 2.1 -6.1 2.9 -6.4 1.6 -2.5 -4.5 1.0 -7.1 11.8 20.0 15.8 20.0 15.8 20.0 12.3 12.7 12.6 12.5 11.2 20.0 5.3 20.0 6.9 -20.0 7.3 6.6 13.6 3.4 16.1 4.1 20.0 11.5 20.0 20.0 20.0 6.0 9.3 7.9 13.0 NASDAQ_micro -20.0 -9.4 -3.1 0.5 4.2 2.7 -0.9 3.1 -1.9 7.9 11.2 -3.0 11.5 -3.2 4.2 -7.6 -8.8 -8.7 -8.7 3.3 10.3 -0.7 12.7 -3.4 -19.4 1.2 3.9 4.0 -0.8 4.9 -1.7 -5.5 3.0 -5.9 0.1 5.9 -6.7 -20.0 -7.7 -20.0 NIKKEI -20.0 -1.0 11.9 0.4 3.2 2.1 -0.7 2.3 -1.4 3.6 8.7 -4.1 8.5 3.0 6.5 0.1 6.7 2.0 4.5 9.2 13.0 -1.8 11.2 1.6 -9.2 2.8 0.4 4.0 -0.5 3.1 0.5 19.4 2.0 4.0 20.0 20.0 -2.8 6.5 1.6 11.3 NZD -1.7 -10.3 -14.0 -4.9 1.2 -1.9 -3.4 0.8 -5.4 9.4 -11.1 -7.1 -10.6 -14.1 -17.4 -4.8 -3.3 -4.5 -4.0 -17.1 -14.9 -2.4 -9.8 -12.4 14.6 -6.3 5.3 -5.0 -1.2 -3.3 -5.0 0.0 11.8 -8.2 -5.4 -16.3 6.0 20.0 8.2 20.0 OAT -3.4 10.1 3.3 1.1 11.9 1.3 5.8 -0.8 1.0 15.0 7.8 3.3 -3.8 6.4 10.0 18.8 12.3 18.0 16.0 5.3 2.7 7.5 -2.5 4.4 1.6 3.4 12.2 2.2 5.5 -0.0 3.0 18.2 -3.0 4.9 9.4 -1.0 2.7 20.0 6.7 20.0 OATIES 5.5 4.4 -14.0 -5.5 -0.2 -6.5 -3.6 -6.0 -4.5 -2.0 -14.8 -1.9 -12.3 -4.2 -13.0 -16.7 -10.7 -20.0 -17.0 -9.9 -13.5 -2.6 -12.1 -5.1 -8.3 -5.3 1.3 -6.9 -1.3 -6.1 -2.8 -13.0 6.9 9.6 -3.1 -6.2 -13.6 -15.2 -8.3 -15.2 OJ -12.2 -20.0 -20.0 -2.2 -0.1 -2.6 -1.4 -2.4 -1.8 -1.9 -6.3 -5.3 -6.0 -6.5 -6.8 -5.2 3.3 -3.1 -0.5 -13.0 -11.3 -9.1 -9.1 -12.5 -20.0 -2.4 -0.5 -2.0 -1.8 -1.5 -2.4 12.4 -7.3 -9.4 -16.2 -5.9 -10.9 -15.9 -3.4 -14.4 PALLAD -9.5 0.3 9.7 2.5 2.1 3.9 0.6 3.8 0.8 3.6 4.6 -4.9 4.5 -2.4 1.6 -2.6 -2.9 -2.8 -2.9 4.8 8.1 -0.5 7.2 -0.1 13.9 2.4 1.2 3.8 0.0 3.6 0.5 5.4 -1.2 -3.2 6.2 -2.7 -3.8 -14.3 -20.0 -19.1 PLAT -9.0 -14.4 2.4 2.8 2.4 4.4 0.7 4.2 0.9 5.8 7.7 -2.2 7.8 -6.2 2.2 -3.7 -3.6 -3.5 -3.3 3.8 10.7 1.1 13.1 -1.0 0.6 2.0 3.4 5.2 0.6 6.6 -0.1 4.5 0.6 -3.6 -8.4 -6.6 20.0 9.5 -14.5 -10.2 REDWHEAT 3.0 18.0 5.7 -6.5 -0.2 -7.6 -4.2 -7.0 -5.3 -8.0 -14.5 -10.8 -18.0 2.9 -2.9 -13.3 -16.4 -16.4 -17.1 -1.5 -9.2 -4.7 -17.0 -0.7 6.3 0.8 -1.5 -2.4 -2.6 -6.3 0.4 -19.2 4.3 14.2 17.6 16.2 -20.0 -20.0 -20.0 -20.0 RICE 10.9 -2.4 -20.0 -3.1 -0.1 -3.6 -2.0 -3.4 -2.5 -3.6 -9.8 -3.8 -9.8 -7.6 -9.3 -20.0 -12.1 -20.0 -18.1 -14.0 -17.8 -5.1 -17.8 -8.5 -0.4 -3.5 -1.3 -4.2 -1.4 -4.4 -2.3 -16.7 -3.1 0.3 -12.9 -11.6 -6.6 -12.3 2.6 -10.8 ROBUSTA -9.6 4.6 16.1 -3.0 -0.1 -3.5 -1.9 -3.2 -2.4 3.7 1.9 2.2 0.2 2.9 5.8 5.8 12.4 7.8 10.1 3.0 2.7 0.2 1.6 0.7 -20.0 1.0 0.1 1.0 -0.1 0.8 0.1 20.0 10.2 4.9 10.6 20.0 -2.8 20.0 7.8 20.0 RUSSELL -15.5 -9.4 7.9 0.5 4.1 2.6 -0.9 3.0 -1.8 9.9 10.1 3.4 8.6 -1.8 4.7 -4.6 -5.3 -4.9 -5.0 0.5 5.5 6.9 6.2 -1.5 5.5 -0.1 8.8 2.5 2.5 2.8 -1.3 0.6 16.8 1.5 -6.0 3.5 -11.2 -20.0 -15.6 -20.0 SHATZ -5.9 2.1 -9.0 0.9 10.7 1.2 5.2 -0.7 0.9 4.0 -14.0 -6.1 -3.7 -13.2 -12.9 -1.8 -15.6 -9.1 -12.2 -8.2 -9.0 -3.8 -6.9 -6.8 8.8 -4.3 -0.6 -4.2 -2.3 -3.0 -4.1 -20.0 -9.3 -7.8 -4.4 -14.1 13.3 20.0 18.2 20.0 SILVER-mini 1.2 0.3 6.7 2.8 2.4 4.4 0.7 4.2 0.8 6.0 9.4 5.3 9.7 5.0 8.1 -4.9 -6.4 -5.7 -6.1 12.6 14.7 9.0 13.1 9.3 -7.0 3.9 2.9 4.8 2.0 4.3 2.5 -0.4 6.7 14.6 12.0 18.4 8.1 20.0 -3.7 0.4 SMI 7.1 6.1 8.3 0.7 5.3 3.4 -1.1 3.8 -2.4 12.1 11.6 10.7 8.5 10.9 11.3 6.1 3.8 5.3 4.2 10.7 8.9 15.2 7.1 12.0 9.4 4.2 7.4 3.0 5.9 2.0 4.8 16.2 20.0 20.0 20.0 6.9 13.7 20.0 17.7 20.0 SOFR 0.8 -5.8 1.8 1.1 12.0 1.3 5.9 -0.8 1.0 18.0 13.2 17.1 15.2 3.2 1.7 7.2 5.6 7.2 6.8 3.5 8.9 15.8 13.1 6.7 -20.0 2.2 12.0 4.7 10.2 6.5 4.4 4.8 19.0 10.3 -3.1 8.4 -5.5 -15.7 -5.8 -20.0 SOYBEAN 7.7 14.6 10.1 -7.3 -0.2 -8.5 -4.7 -7.9 -5.9 -1.4 15.3 9.8 1.7 17.4 18.8 1.1 -5.6 -2.5 -5.1 17.8 11.3 9.5 0.6 17.0 -7.0 7.3 2.4 5.8 3.5 1.9 6.4 -0.1 20.0 20.0 20.0 20.0 -16.5 -5.8 -16.7 -2.5 SOYMEAL 5.0 20.0 19.9 -4.2 -0.1 -4.9 -2.7 -4.5 -3.4 -5.6 3.6 1.4 -7.5 9.0 8.6 -10.9 -15.3 -14.7 -16.2 12.7 5.6 3.5 -3.1 11.4 -11.1 3.7 0.1 2.0 1.1 -0.2 3.2 -17.9 11.4 20.0 20.0 20.0 -17.1 -20.0 -8.3 -20.0 SOYOIL 7.1 -2.3 -9.2 -6.8 -0.2 -8.1 -4.4 -7.4 -5.6 -10.9 0.0 2.0 8.3 2.6 -11.6 -8.6 -4.8 -7.9 -6.4 -2.7 -0.8 0.4 5.6 0.9 -17.9 -1.0 0.5 -0.4 0.8 2.0 1.2 0.4 17.1 17.9 16.9 8.5 -20.0 -16.9 -20.0 -18.1 SP400 -5.5 -7.2 0.5 0.6 4.5 2.9 -0.9 3.3 -2.0 10.7 10.2 5.1 5.7 0.2 -0.8 -5.5 -6.0 -5.8 -5.8 -1.6 1.6 8.3 3.0 -0.9 0.5 -1.8 11.1 -0.2 3.5 0.5 -1.4 -0.6 16.8 6.6 -10.8 -9.7 -11.4 -20.0 -15.0 -20.0 SP500_micro -18.5 -5.5 -1.9 0.6 5.0 3.2 -1.0 3.6 -2.2 9.8 13.9 0.6 14.1 -0.1 6.9 -8.4 -9.6 -9.3 -9.3 4.4 11.9 3.4 14.9 -1.5 -15.2 0.6 7.7 4.1 0.8 5.4 -1.8 -6.6 7.1 0.4 -6.9 3.1 -7.2 -20.0 -8.7 -20.0 SUGAR11 8.9 -13.4 -11.4 -4.6 -0.1 -5.4 -2.9 -4.9 -3.7 11.5 -13.2 9.4 -13.4 -8.1 -11.1 18.9 9.2 11.9 7.3 -13.4 -16.9 6.5 -16.1 -3.7 -18.1 -3.8 3.9 -4.7 2.3 -4.2 -0.9 20.0 20.0 14.3 -10.2 -0.9 -16.2 -20.0 -8.7 -17.6 US10 -3.9 -2.6 8.1 0.4 9.4 0.9 2.9 -0.7 -0.3 15.0 12.1 8.9 4.9 1.0 8.3 2.1 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 12.4 2.8 -0.0 11.5 -17.5 -20.0 -10.3 -20.0 US10U -4.0 -0.0 11.7 1.2 13.8 1.5 6.7 -0.9 1.2 20.0 18.2 14.8 3.3 4.2 14.0 -0.0 -1.0 0.6 -0.1 8.5 12.5 18.2 9.1 8.3 -13.4 5.4 16.4 8.2 11.1 7.2 5.0 -7.0 17.9 5.2 2.4 20.0 -6.5 -14.0 -8.6 -20.0 US2 -2.4 -4.2 3.7 0.8 9.6 1.1 4.7 -0.6 0.8 10.8 1.9 7.7 -2.6 -5.3 1.0 -14.9 -15.4 -13.5 -13.5 -0.7 1.9 6.8 2.0 0.7 17.7 -0.2 5.0 1.7 4.3 2.9 0.5 -20.0 6.4 1.4 -5.7 5.1 -16.2 -9.9 -20.0 -20.0 US20 -8.4 -0.2 13.8 0.9 9.6 1.1 4.7 -0.6 0.8 15.3 10.1 6.5 -3.8 -3.6 7.9 3.7 3.0 4.0 3.8 4.5 7.3 8.3 3.4 2.3 -9.5 2.8 9.7 5.0 5.1 3.6 1.4 0.0 6.0 -2.9 -0.4 13.8 4.9 13.1 -2.1 -16.7 US30 -9.7 0.5 13.7 0.9 10.6 1.2 5.2 -0.7 0.9 16.2 6.7 3.2 -8.4 -8.6 6.6 1.6 -2.2 -0.1 -1.3 2.7 5.0 5.0 -0.3 -0.3 -5.5 2.1 8.9 4.3 3.5 2.2 -0.1 -8.9 0.4 -7.2 -2.1 11.5 4.1 8.1 -0.6 -15.7 US5 -0.3 -3.0 5.1 0.9 10.1 1.1 4.9 -0.6 0.9 14.5 11.5 12.7 5.3 1.9 6.5 -2.3 -3.3 -2.1 -2.3 3.3 6.2 12.7 6.7 5.4 -2.1 2.3 10.6 4.3 8.6 5.3 3.6 -10.5 13.0 7.5 -1.0 8.8 -18.8 -15.7 -16.7 -20.0 VIX 4.7 7.1 -6.0 0.6 -16.0 -1.8 -5.4 -0.8 1.3 -20.0 -20.0 -10.0 -11.1 -2.8 -9.7 -20.0 -20.0 -20.0 -20.0 -0.5 -4.4 -9.8 -4.0 0.3 NaN 0.9 -18.3 -2.0 -6.1 -1.0 1.5 NaN NaN NaN NaN NaN -7.6 -20.0 NaN NaN WHEAT 1.0 13.3 4.2 -6.7 -0.2 -7.9 -4.3 -7.3 -5.5 -11.9 -15.2 -12.5 -18.8 0.3 -3.6 -15.2 -18.1 -17.1 -17.7 -2.4 -8.5 -10.1 -15.5 -3.6 10.6 0.4 -5.4 -1.8 -6.0 -5.0 -1.3 -20.0 -5.5 12.0 15.7 17.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3