******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251201_204026 produced at 2025-12-01 21:38:52.467598 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.72 0.0 0.00 0.00 0.00 0.00 -38.61 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.23 0.0 999.00 -999.00 -0.18 -0.18 -21.82 999999999.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.22 0.0 0.00 0.00 0.00 0.00 -3.52 24.0 0 0 caleb_strategy_v3 CHF False True 0.08 -0.16 -0.11 0.0 0.00 -0.16 -0.16 -0.16 -1.39 13.0 -2 -2 caleb_strategy_v3 CAD False True 0.04 -0.11 -0.11 0.0 0.00 -0.11 -0.11 -0.11 -2.97 29.0 -3 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -22.92 59.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -0.98 13.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.73 11.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.70 -0.70 -0.12 -0.17 -2.05 17.0 -3 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.18 -0.18 -0.08 -0.08 -4.45 11.0 -5 -5 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.09 4.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.04 0.0 0.15 -0.15 0.00 0.00 -1.25 5.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.44 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.34 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.08 -0.03 0.0 0.60 -0.60 -0.08 -0.03 -1.06 23.0 -3 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -3.37 18.0 -3 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.40 9.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.06 -0.02 0.0 1.41 -1.41 0.06 0.00 -0.39 25.0 1 0 caleb_strategy_v3 BUXL False False 0.07 -0.07 -0.02 0.0 0.27 -0.27 -0.07 -0.13 -0.32 4.0 -1 -2 caleb_strategy_v3 BUND False False 0.08 0.00 -0.02 0.0 0.77 -0.77 0.00 0.00 -0.23 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 -0.04 -0.02 0.0 0.75 -0.75 -0.04 -0.04 -0.36 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 -1.44 3.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.02 -0.02 0.0 0.80 -0.80 -0.02 -0.05 -1.43 66.0 -2 -4 caleb_strategy_v3 DAX False False 0.01 -0.04 -0.02 0.0 0.82 -0.82 -0.04 -0.07 -1.18 58.0 -3 -5 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.84 -0.84 0.00 0.00 -1.27 48.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.06 -0.02 0.0 0.74 -0.74 -0.06 -0.06 -0.78 26.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.15 8.0 -1 -1 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 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.44 9.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -1.04 12.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.05 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.07 -0.01 0.0 0.16 -0.16 -0.07 -0.07 -0.62 10.0 -4 -4 caleb_strategy_v3 RUSSELL False False 0.01 -0.02 0.00 0.0 0.43 -0.43 -0.02 -0.01 0.53 68.0 -3 -1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.04 0.00 0.0 1.23 -1.23 -0.04 -0.02 0.13 56.0 -2 -1 caleb_strategy_v3 NZD False True 0.03 -0.12 0.00 0.0 0.00 -0.12 -0.12 -0.12 0.08 21.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.00 0.0 0.65 -0.65 0.00 0.00 -0.04 8.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.08 3.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.05 9.0 0 0 caleb_strategy_v3 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 ROBUSTA False False 0.02 0.00 0.00 0.0 0.51 -0.51 0.00 0.00 0.15 23.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.06 0.01 0.0 0.77 -0.77 0.06 0.06 0.12 13.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.01 0.0 0.21 -0.21 0.02 0.02 0.77 13.0 1 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.32 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.06 0.01 0.0 0.20 -0.20 0.06 0.03 0.27 7.0 2 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.44 -0.44 0.07 0.07 0.17 6.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.01 0.0 0.25 -0.25 0.00 0.00 2.60 51.0 1 1 caleb_strategy_v3 EUR False False 0.07 0.00 0.02 0.0 1.05 -1.05 0.00 0.00 0.22 14.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.43 -0.43 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 GBP False True 0.04 0.13 0.02 0.0 0.13 0.00 0.13 0.13 0.39 22.0 3 3 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.03 0.0 0.14 -0.14 0.07 0.07 0.88 4.0 2 2 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.03 0.0 0.00 -0.01 -0.01 -0.01 4.53 26.0 -2 -2 caleb_strategy_v3 BOBL False False 0.07 0.07 0.05 0.0 1.32 -1.32 0.07 0.07 0.67 19.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.08 0.08 0.05 0.0 999.00 -999.00 0.08 0.08 0.60 999999999.0 1 1 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.06 0.0 0.68 -0.68 0.17 0.17 1.78 20.0 5 5 caleb_strategy_v3 DX False False 0.05 0.00 0.07 0.0 999.00 -999.00 0.00 0.00 1.30 999999999.0 0 0 caleb_strategy_v3 AUD False True 0.03 0.00 0.07 0.0 0.00 0.00 0.00 0.00 2.20 19.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.69 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.59 -0.59 0.08 0.10 5.61 36.0 5 6 caleb_strategy_v3 COPPER False False 0.07 0.14 0.10 0.0 999.00 -999.00 0.14 0.20 1.45 999999999.0 2 3 caleb_strategy_v3 BTP False False 0.07 0.00 0.11 0.0 0.72 -0.72 0.00 0.00 1.54 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.02 9.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.17 0.0 0.72 -0.72 0.36 0.36 2.29 10.0 5 5 caleb_strategy_v3 MXP False True 0.01 0.42 0.61 0.0 0.42 0.00 0.42 0.42 43.21 60.0 30 30 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.20 0.0 1.46 -1.46 0.00 0.00 8.21 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 17.7 Shocked risk 48.6 Sum abs risk 53.2 Leverage 6.33 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1945269.13, 'annual_cash_vol_target': 486317.2825, 'daily_cash_vol_target': 30394.83015625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6544 0.5222 8.3549 BITCOIN 2495.7803 85340.0000 2.9245 46.7922 BOBL 0.1615 116.6700 0.1384 2.2143 BTP 0.3894 120.5000 0.3231 5.1702 BUND 0.3403 128.5900 0.2647 4.2346 BUXL 0.8291 112.4200 0.7375 11.7995 CAC 59.3834 8099.5000 0.7332 11.7308 CAD 0.0024 0.7150 0.3348 5.3561 CANOLA 5.7552 660.3000 0.8716 13.9458 CHF 0.0051 1.2450 0.4074 6.5184 COCOA 128.5574 5527.0000 2.3260 37.2158 COFFEE 6.8811 381.3500 1.8044 28.8704 COPPER 0.0631 5.2745 1.1957 19.1310 CORN 3.9953 467.0000 0.8555 13.6884 COTTON2 0.6663 64.6400 1.0308 16.4929 CRUDE_W 0.8115 58.8300 1.3794 22.0706 DAX 188.0967 23611.0000 0.7966 12.7464 DOW 345.6687 47400.0000 0.7293 11.6681 DX 0.3340 99.0100 0.3373 5.3971 EUR 0.0041 1.1671 0.3505 5.6078 EURIBOR-ICE 0.0289 97.7500 0.0296 0.4738 EUROSTX 45.8803 5677.0000 0.8082 12.9309 FEEDCOW 4.3589 315.5000 1.3816 22.1056 GASOIL 12.0063 660.2500 1.8184 29.0950 GASOLINE 0.0305 1.8806 1.6217 25.9469 GAS_US_mini 0.1129 4.9250 2.2930 36.6884 GBP 0.0058 1.3210 0.4389 7.0226 GOLD_micro 42.5926 4268.2000 0.9979 15.9665 HEATOIL 0.0454 2.2730 1.9955 31.9272 JGB-SGX-mini 0.1984 134.4800 0.1475 2.3604 JPY 0.0000 0.0064 0.5894 9.4296 LEANHOG 1.2767 80.3250 1.5894 25.4304 LIVECOW 2.8792 215.9500 1.3333 21.3325 LUMBER-new 8.1879 574.0000 1.4265 22.8234 MXP 0.0003 0.0546 0.5322 8.5154 NASDAQ_micro 247.0664 25374.2500 0.9737 15.5790 NIKKEI 643.2263 49460.0000 1.3005 20.8080 NZD 0.0035 0.5730 0.6125 9.8003 OAT 0.3662 121.1800 0.3022 4.8349 OATIES 4.8068 314.0000 1.5308 24.4932 OJ 5.9553 151.1500 3.9400 63.0402 PALLAD 34.7043 1461.0000 2.3754 38.0061 PLAT 26.9106 1667.1000 1.6142 25.8275 REDWHEAT 8.2625 527.0000 1.5678 25.0852 RICE 0.1467 10.1900 1.4401 23.0411 ROBUSTA 84.6790 4342.0000 1.9502 31.2037 RUSSELL 30.7400 2477.9000 1.2406 19.8491 SHATZ 0.0464 106.9000 0.0434 0.6941 SILVER-mini 0.9243 58.6500 1.5760 25.2156 SMI 82.9424 12824.0000 0.6468 10.3484 SOFR 0.0492 96.7400 0.0508 0.8132 SOYBEAN 8.4534 1124.5000 0.7517 12.0279 SOYMEAL 4.4841 319.1000 1.4052 22.4836 SOYOIL 0.6054 52.8100 1.1464 18.3417 SP400 32.3696 3303.4000 0.9799 15.6782 SP500_micro 51.1422 6829.5000 0.7488 11.9815 SUGAR11 0.2422 14.2900 1.6946 27.1138 US10 0.3312 112.8125 0.2936 4.6968 US10U 0.4212 115.5000 0.3646 5.8343 US2 0.0771 104.3359 0.0739 1.1824 US20 0.6502 116.2188 0.5594 8.9511 US30 0.9344 119.5625 0.7815 12.5038 US5 0.2107 109.4297 0.1925 3.0803 VIX 0.5315 20.7500 2.5616 40.9855 WHEAT 7.6223 580.7500 1.3125 20.9999 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 654.40 0.52 341.72 1.00 341.72 30394.83 88.95 9.50 84.53 BITCOIN 85.34 2.92 249.58 1.00 249.58 30394.83 121.78 -17.35 -211.34 BOBL 1166.70 0.14 161.46 1.16 187.03 30394.83 162.52 4.06 65.92 BTP 1205.00 0.32 389.38 1.16 451.03 30394.83 67.39 6.68 45.04 BUND 1285.90 0.26 340.33 1.16 394.21 30394.83 77.10 -3.00 -23.11 BUXL 1124.20 0.74 829.06 1.16 960.32 30394.83 31.65 -9.86 -31.20 CAC 809.95 0.73 593.83 1.16 687.85 30394.83 44.19 11.16 49.33 CAD 715.00 0.33 239.35 1.00 239.35 30394.83 126.99 -9.01 -114.41 CANOLA 132.06 0.87 115.10 0.71 81.99 30394.83 370.71 2.87 106.54 CHF 1556.25 0.41 634.02 1.00 634.02 30394.83 47.94 -11.13 -53.37 COCOA 552.70 2.33 1285.57 1.00 1285.57 30394.83 23.64 -13.59 -32.14 COFFEE 1430.06 1.80 2580.40 1.00 2580.40 30394.83 11.78 10.84 12.77 COPPER 1318.62 1.20 1576.67 1.00 1576.67 30394.83 19.28 6.96 13.41 CORN 233.50 0.86 199.76 1.00 199.76 30394.83 152.15 -2.82 -42.85 COTTON2 323.20 1.03 333.16 1.00 333.16 30394.83 91.23 -20.00 -182.47 CRUDE_W 588.30 1.38 811.51 1.00 811.51 30394.83 37.45 -3.08 -11.53 DAX 236.11 0.80 188.10 1.16 217.88 30394.83 139.51 -2.48 -34.63 DOW 237.00 0.73 172.83 1.00 172.83 30394.83 175.86 -3.49 -61.42 DX 990.10 0.34 333.98 1.00 333.98 30394.83 91.01 5.48 49.91 EUR 1458.88 0.35 511.32 1.00 511.32 30394.83 59.44 1.44 8.58 EURIBOR-ICE 2443.75 0.03 72.37 1.16 83.82 30394.83 362.61 6.63 240.28 EUROSTX 567.70 0.81 458.80 1.16 531.44 30394.83 57.19 9.13 52.24 FEEDCOW 1577.50 1.38 2179.47 1.00 2179.47 30394.83 13.95 -0.96 -1.33 GASOIL 660.25 1.82 1200.63 1.00 1200.63 30394.83 25.32 8.01 20.28 GASOLINE 789.85 1.62 1280.89 1.00 1280.89 30394.83 23.73 3.10 7.35 GAS_US_mini 123.12 2.29 282.33 1.00 282.33 30394.83 107.66 3.88 41.78 GBP 825.62 0.44 362.38 1.00 362.38 30394.83 83.88 1.79 14.98 GOLD_micro 426.82 1.00 425.93 1.00 425.93 30394.83 71.36 0.54 3.88 HEATOIL 954.66 2.00 1904.98 1.00 1904.98 30394.83 15.96 1.14 1.81 JGB-SGX-mini 134480.00 0.15 19838.89 0.01 126.85 30394.83 239.60 -14.86 -356.07 JPY 805.06 0.59 474.47 1.00 474.47 30394.83 64.06 -12.33 -78.98 LEANHOG 321.30 1.59 510.67 1.00 510.67 30394.83 59.52 2.13 12.70 LIVECOW 863.80 1.33 1151.69 1.00 1151.69 30394.83 26.39 -4.13 -10.91 LUMBER-new 157.85 1.43 225.17 1.00 225.17 30394.83 134.99 -16.23 -219.09 MXP 272.80 0.53 145.19 1.00 145.19 30394.83 209.35 14.04 293.97 NASDAQ_micro 507.48 0.97 494.13 1.00 494.13 30394.83 61.51 -7.41 -45.58 NIKKEI 49460.00 1.30 64322.63 0.01 411.29 30394.83 73.90 7.01 51.78 NZD 573.00 0.61 350.97 1.00 350.97 30394.83 86.60 0.37 3.23 OAT 1211.80 0.30 366.18 1.16 424.16 30394.83 71.66 9.35 67.03 OATIES 157.00 1.53 240.34 1.00 240.34 30394.83 126.47 -17.67 -223.44 OJ 226.72 3.94 893.30 1.00 893.30 30394.83 34.03 -17.39 -59.18 PALLAD 1461.00 2.38 3470.43 1.00 3470.43 30394.83 8.76 4.59 4.02 PLAT 833.55 1.61 1345.53 1.00 1345.53 30394.83 22.59 5.24 11.83 REDWHEAT 263.50 1.57 413.12 1.00 413.12 30394.83 73.57 -11.74 -86.35 RICE 203.80 1.44 293.49 1.00 293.49 30394.83 103.56 -16.19 -167.70 ROBUSTA 434.20 1.95 846.79 1.00 846.79 30394.83 35.89 3.08 11.07 RUSSELL 123.90 1.24 153.70 1.00 153.70 30394.83 197.75 0.81 15.95 SHATZ 1069.00 0.04 46.38 1.16 53.72 30394.83 565.80 -6.12 -346.44 SILVER-mini 1466.25 1.58 2310.77 1.00 2310.77 30394.83 13.15 13.35 17.56 SMI 1282.40 0.65 829.42 1.24 1029.95 30394.83 29.51 20.00 59.02 SOFR 2418.50 0.05 122.93 1.00 122.93 30394.83 247.26 -0.48 -11.97 SOYBEAN 562.25 0.75 422.67 1.00 422.67 30394.83 71.91 4.06 29.17 SOYMEAL 319.10 1.41 448.41 1.00 448.41 30394.83 67.78 -6.92 -46.92 SOYOIL 316.86 1.15 363.23 1.00 363.23 30394.83 83.68 -7.96 -66.62 SP400 3303.40 0.98 3236.96 1.00 3236.96 30394.83 9.39 -1.59 -1.49 SP500_micro 341.48 0.75 255.71 1.00 255.71 30394.83 118.86 -4.59 -54.60 SUGAR11 160.05 1.69 271.22 1.00 271.22 30394.83 112.07 -12.34 -138.33 US10 1128.12 0.29 331.16 1.00 331.16 30394.83 91.78 -0.92 -8.47 US10U 1155.00 0.36 421.16 1.00 421.16 30394.83 72.17 1.27 9.16 US2 2086.72 0.07 154.21 1.00 154.21 30394.83 197.10 -3.91 -76.99 US20 1162.19 0.56 650.18 1.00 650.18 30394.83 46.75 0.80 3.75 US30 1195.62 0.78 934.36 1.00 934.36 30394.83 32.53 -1.80 -5.87 US5 1094.30 0.19 210.67 1.00 210.67 30394.83 144.28 -2.12 -30.54 VIX 207.50 2.56 531.53 1.00 531.53 30394.83 57.18 -15.44 -88.29 WHEAT 290.38 1.31 381.12 1.00 381.12 30394.83 79.75 -13.25 -105.65 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 84.533 0.010 2.5 2.196 BITCOIN -211.337 0.043 2.5 -22.917 BOBL 65.917 0.004 2.5 0.669 BTP 45.038 0.014 2.5 1.538 BUND -23.114 0.004 2.5 -0.235 BUXL -31.198 0.004 2.5 -0.317 CAC 49.333 0.014 2.5 1.685 CAD -114.408 0.010 2.5 -2.973 CANOLA 106.539 0.010 2.5 2.596 CHF -53.369 0.010 2.5 -1.387 COCOA -32.138 0.010 2.5 -0.783 COFFEE 12.771 0.005 2.5 0.170 COPPER 13.413 0.043 2.5 1.455 CORN -42.854 0.010 2.5 -1.044 COTTON2 -182.466 0.010 2.5 -4.445 CRUDE_W -11.534 0.043 2.5 -1.251 DAX -34.631 0.014 2.5 -1.183 DOW -61.417 0.009 2.5 -1.429 DX 49.911 0.010 2.5 1.297 EUR 8.577 0.010 2.5 0.223 EURIBOR-ICE 240.277 0.014 2.5 8.207 EUROSTX 52.243 0.014 2.5 1.784 FEEDCOW -1.333 0.013 2.5 -0.044 GASOIL 20.276 0.017 2.5 0.880 GASOLINE 7.354 0.017 2.5 0.319 GAS_US_mini 41.776 0.043 2.5 4.530 GBP 14.984 0.010 2.5 0.389 GOLD_micro 3.881 0.014 2.5 0.133 HEATOIL 1.812 0.017 2.5 0.079 JGB-SGX-mini -356.071 0.043 2.5 -38.612 JPY -78.977 0.010 2.5 -2.052 LEANHOG 12.699 0.024 2.5 0.773 LIVECOW -10.912 0.013 2.5 -0.362 LUMBER-new -219.090 0.010 2.5 -5.338 MXP 293.974 0.059 2.5 43.208 NASDAQ_micro -45.580 0.009 2.5 -1.061 NIKKEI 51.778 0.043 2.5 5.615 NZD 3.226 0.010 2.5 0.084 OAT 67.034 0.014 2.5 2.290 OATIES -223.438 0.010 2.5 -5.444 OJ -59.181 0.010 2.5 -1.442 PALLAD 4.021 0.014 2.5 0.137 PLAT 11.834 0.014 2.5 0.404 REDWHEAT -86.348 0.005 2.5 -1.147 RICE -167.700 0.010 2.5 -4.086 ROBUSTA 11.070 0.005 2.5 0.147 RUSSELL 15.946 0.013 2.5 0.529 SHATZ -346.440 0.004 2.5 -3.518 SILVER-mini 17.557 0.014 2.5 0.600 SMI 59.022 0.014 2.5 2.016 SOFR -11.968 0.024 2.5 -0.728 SOYBEAN 29.173 0.004 2.5 0.272 SOYMEAL -46.922 0.004 2.5 -0.437 SOYOIL -66.621 0.004 2.5 -0.621 SP400 -1.493 0.013 2.5 -0.050 SP500_micro -54.601 0.009 2.5 -1.271 SUGAR11 -138.330 0.010 2.5 -3.370 US10 -8.470 0.005 2.5 -0.107 US10U 9.164 0.005 2.5 0.116 US2 -76.988 0.005 2.5 -0.977 US20 3.746 0.005 2.5 0.048 US30 -5.865 0.005 2.5 -0.074 US5 -30.540 0.005 2.5 -0.388 VIX -88.286 0.099 2.5 -21.823 WHEAT -105.647 0.005 2.5 -1.403 ===================== Position diags ===================== AUD 2.31 BITCOIN 13.21 BOBL 1.65 BTP 2.30 BUND 0.78 BUXL 0.32 CAC 1.51 CAD 3.30 CANOLA 9.03 CHF 1.25 COCOA 0.58 COFFEE 0.16 COPPER 2.09 CORN 3.71 COTTON2 2.22 CRUDE_W 4.06 DAX 4.76 DOW 4.09 DX 2.36 EUR 1.54 EURIBOR-ICE 12.39 EUROSTX 1.95 FEEDCOW 0.46 GASOIL 1.10 GASOLINE 1.03 GAS_US_mini 11.67 GBP 2.18 GOLD_micro 2.44 HEATOIL 0.69 JGB-SGX-mini 25.98 JPY 1.66 LEANHOG 3.62 LIVECOW 0.88 LUMBER-new 3.29 MXP 30.77 NASDAQ_micro 1.43 NIKKEI 8.01 NZD 2.25 OAT 2.45 OATIES 3.08 OJ 0.83 PALLAD 0.30 PLAT 0.77 REDWHEAT 0.98 RICE 2.52 ROBUSTA 0.48 RUSSELL 6.56 SHATZ 5.75 SILVER-mini 0.45 SMI 1.01 SOFR 15.05 SOYBEAN 0.67 SOYMEAL 0.63 SOYOIL 0.78 SP400 0.31 SP500_micro 2.77 SUGAR11 2.73 US10 1.16 US10U 0.92 US2 2.50 US20 0.59 US30 0.41 US5 1.83 VIX 14.14 WHEAT 1.06 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.2 2.0 2.4 0.0 0 BITCOIN -22.9 -24.2 -21.6 0.0 0 BOBL 0.7 0.5 0.8 1.0 1 BTP 1.5 1.3 1.8 0.0 0 BUND -0.2 -0.3 -0.2 0.0 0 BUXL -0.3 -0.3 -0.3 -1.0 -1 CAC 1.7 1.5 1.8 0.0 0 CAD -3.0 -3.3 -2.6 -3.0 -3 CANOLA 2.6 1.7 3.5 1.0 1 CHF -1.4 -1.5 -1.3 -2.0 -2 COCOA -0.8 -0.8 -0.7 -2.0 -2 COFFEE 0.2 0.2 0.2 1.0 1 COPPER 1.5 1.2 1.7 2.0 2 CORN -1.0 -1.4 -0.7 0.0 0 COTTON2 -4.4 -4.7 -4.2 -5.0 -5 CRUDE_W -1.3 -1.7 -0.8 0.0 0 DAX -1.2 -1.7 -0.7 -3.0 -3 DOW -1.4 -1.8 -1.0 -2.0 -2 DX 1.3 1.1 1.5 0.0 0 EUR 0.2 0.1 0.4 0.0 0 EURIBOR-ICE 8.2 7.0 9.4 0.0 0 EUROSTX 1.8 1.6 2.0 5.0 5 FEEDCOW -0.0 -0.1 0.0 0.0 0 GASOIL 0.9 0.8 1.0 2.0 2 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini 4.5 3.4 5.7 -2.0 -2 GBP 0.4 0.2 0.6 3.0 3 GOLD_micro 0.1 -0.1 0.4 -2.0 -2 HEATOIL 0.1 0.0 0.1 0.0 0 JGB-SGX-mini -38.6 -41.2 -36.0 0.0 0 JPY -2.1 -2.2 -1.9 -3.0 -3 LEANHOG 0.8 0.4 1.1 1.0 1 LIVECOW -0.4 -0.4 -0.3 -1.0 -1 LUMBER-new -5.3 -5.7 -5.0 0.0 0 MXP 43.2 40.1 46.3 30.0 30 NASDAQ_micro -1.1 -1.2 -0.9 -3.0 -3 NIKKEI 5.6 4.8 6.4 5.0 5 NZD 0.1 -0.1 0.3 -4.0 -4 OAT 2.3 2.0 2.5 5.0 5 OATIES -5.4 -5.8 -5.1 NaN 0 OJ -1.4 -1.5 -1.4 -2.0 -2 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.4 0.3 0.5 0.0 0 REDWHEAT -1.1 -1.2 -1.0 -1.0 -1 RICE -4.1 -4.3 -3.8 -3.0 -3 ROBUSTA 0.1 0.1 0.2 0.0 0 RUSSELL 0.5 -0.1 1.2 -3.0 -3 SHATZ -3.5 -4.1 -2.9 NaN 0 SILVER-mini 0.6 0.6 0.6 1.0 1 SMI 2.0 1.9 2.1 0.0 0 SOFR -0.7 -2.2 0.8 NaN 0 SOYBEAN 0.3 0.2 0.3 2.0 2 SOYMEAL -0.4 -0.5 -0.4 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 -4.0 -4 SP400 -0.0 -0.1 -0.0 0.0 0 SP500_micro -1.3 -1.5 -1.0 0.0 0 SUGAR11 -3.4 -3.6 -3.1 -3.0 -3 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.1 0.0 0.2 1.0 1 US2 -1.0 -1.2 -0.7 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -0.4 -0.6 -0.2 1.0 1 VIX -21.8 -23.2 -20.4 -17.0 -17 WHEAT -1.4 -1.5 -1.3 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 -0.0 -0.2 0.0 -0.2 -0.0 -0.2 -0.1 0.1 -0.2 0.2 0.2 0.1 0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 -0.0 2.2 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.2 0.3 0.1 0.2 0.3 0.3 0.7 0.5 0.7 BITCOIN -0.6 -0.6 -0.6 0.1 0.1 0.5 0.1 0.7 0.1 -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 0.0 -0.2 -2.7 -0.2 -0.2 -0.3 -0.2 0.0 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.3 -0.1 -0.7 -0.4 BOBL -0.2 -0.0 0.0 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.4 0.2 0.4 0.4 -0.0 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 1.1 -0.2 -0.3 -0.1 -0.1 0.2 0.7 0.5 0.7 BTP -0.2 0.1 0.2 0.0 -0.2 0.1 -0.1 -0.1 -0.0 -0.1 0.5 -0.0 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 0.4 -0.0 0.6 0.0 0.5 -0.0 -0.0 0.3 0.2 0.1 0.7 0.2 0.7 BUND -0.3 0.0 0.1 0.0 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -0.3 -0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.4 -0.1 -0.1 0.1 0.7 0.2 0.7 BUXL -0.4 0.1 0.1 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.3 -0.2 -0.7 -0.2 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.5 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.5 -0.2 0.0 -0.4 -0.6 -0.3 -0.4 -0.1 0.5 -0.1 0.2 CAC -0.3 0.1 0.2 0.0 0.1 0.2 0.0 0.4 -0.0 0.1 0.4 -0.0 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.3 0.0 0.6 0.0 0.1 0.2 0.0 0.1 -0.0 0.4 -0.3 0.1 0.3 -0.1 0.5 0.7 0.5 0.7 CAD 0.2 -0.1 -0.4 -0.2 -0.0 -0.3 -0.1 0.1 -0.2 0.1 -0.4 0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.1 -0.3 -0.1 2.7 -0.2 0.0 -0.4 -0.1 -0.3 -0.2 -0.4 0.2 0.1 0.2 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 0.3 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.0 -0.2 0.1 -0.0 0.1 -0.1 -0.4 -0.3 -0.4 -0.3 0.0 -0.1 0.0 -0.1 0.1 1.2 0.0 -0.0 -0.2 0.0 -0.2 0.1 -0.8 0.1 0.6 0.6 0.2 0.6 0.7 0.7 0.7 CHF -0.0 -0.4 -0.3 -0.2 -0.0 -0.2 -0.1 0.1 -0.2 -0.0 0.1 -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 -0.1 -0.0 0.0 -0.1 0.3 -0.1 -1.1 -0.5 0.1 0.1 0.1 -0.4 -0.7 -0.4 -0.7 COCOA -0.6 -0.4 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 1.0 -0.2 -0.5 -0.4 -0.2 -0.3 -0.0 -0.0 0.1 COFFEE -0.3 0.0 0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.0 0.3 -0.0 0.5 0.0 0.1 0.4 0.3 0.4 0.3 0.1 0.2 0.0 0.4 0.0 -2.7 0.1 0.0 0.5 0.0 0.7 0.0 1.1 0.3 0.4 0.6 0.6 0.5 0.5 0.7 0.7 COPPER 0.0 0.2 0.2 0.1 0.0 0.4 0.1 0.6 0.1 0.1 -0.1 0.1 -0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.7 0.1 0.1 0.2 0.1 0.4 0.0 0.0 0.1 -0.1 -0.2 -0.6 0.7 0.5 0.7 0.6 CORN 0.0 0.3 0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 -0.1 -0.0 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.0 -0.3 0.0 1.3 0.1 0.1 0.1 0.0 -0.2 0.0 -1.1 -0.0 0.6 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.2 -0.1 -0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -1.8 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.9 0.4 -0.3 -0.2 0.4 -0.2 -0.4 -0.2 -0.4 CRUDE_W -0.1 -0.1 -0.1 0.0 0.0 0.1 -0.1 0.1 -0.0 0.0 -0.3 -0.1 -0.5 -0.1 -0.2 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 1.0 -0.2 -0.0 -0.4 -0.1 -0.5 -0.1 -0.6 0.2 -0.3 -0.5 -0.6 0.7 0.7 0.3 0.6 DAX -0.3 -0.4 -0.6 0.0 0.1 0.2 0.0 0.3 -0.0 0.1 0.3 -0.0 0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.3 -0.1 -1.2 -0.1 0.0 -0.1 -0.0 0.2 -0.1 -0.1 -0.2 -0.2 -0.3 -0.6 0.2 0.7 0.2 0.7 DOW -0.4 -0.1 0.2 0.0 0.0 0.2 0.0 0.2 -0.0 0.1 0.3 0.0 0.4 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.0 -1.3 0.0 0.0 0.2 0.0 0.3 -0.0 -0.2 0.1 0.1 0.0 0.1 -0.4 -0.7 -0.5 -0.7 DX -0.0 0.5 0.4 -0.2 -0.0 -0.2 -0.1 0.1 -0.2 -0.1 0.1 -0.0 -0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.2 0.1 -2.7 0.2 -0.1 0.2 -0.0 -0.1 0.1 0.9 0.3 0.6 0.6 0.6 0.2 0.5 0.2 0.6 EUR 0.1 -0.4 -0.2 -0.2 -0.0 -0.2 -0.1 0.1 -0.2 0.2 0.2 0.1 0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.0 0.0 0.4 -0.1 2.1 -0.1 0.2 -0.0 0.1 0.5 -0.1 -0.4 0.2 0.5 0.2 0.1 -0.1 -0.7 -0.2 -0.7 EURIBOR-ICE -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -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 -0.1 0.0 -0.1 0.1 -0.1 0.8 0.0 -0.2 0.0 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.3 -0.0 0.1 0.0 0.1 0.2 0.0 0.3 -0.0 0.1 0.4 -0.0 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.4 0.0 -0.7 0.1 0.1 0.2 0.0 0.2 0.0 0.3 -0.1 0.2 0.2 0.0 0.4 0.7 0.5 0.7 FEEDCOW -0.5 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 0.0 -0.0 0.2 -0.1 -2.7 -0.1 -0.0 0.1 -0.1 0.3 -0.1 1.1 -0.1 -0.2 -0.3 0.3 0.7 0.7 0.7 0.7 GASOIL -0.3 0.1 0.2 0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.1 0.4 0.3 0.4 0.4 0.0 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.0 0.2 -0.1 0.2 -0.0 0.6 -0.2 -0.0 0.2 0.3 0.3 0.5 -0.0 0.3 GASOLINE -0.1 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 0.4 0.2 0.4 0.0 0.0 -0.0 0.0 -0.0 -2.5 -0.0 -0.0 -0.0 -0.1 -0.1 -0.0 0.7 -0.1 -0.0 -0.0 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.6 0.2 0.0 0.0 0.1 -0.1 0.1 -0.0 0.2 -0.3 0.2 -0.6 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.2 -0.2 0.2 2.7 0.1 0.2 0.1 0.1 -0.1 0.2 -1.1 0.5 0.6 0.6 0.2 -0.0 -0.7 -0.6 -0.7 GBP 0.1 -0.5 -0.5 -0.2 -0.0 -0.3 -0.1 0.1 -0.2 0.1 -0.1 0.2 0.4 -0.1 -0.2 0.0 -0.0 0.0 0.0 -0.2 -0.1 0.1 0.1 -0.1 0.3 -0.2 0.2 -0.2 0.1 0.2 -0.1 0.3 0.5 0.5 -0.1 0.0 0.4 -0.2 0.4 -0.1 GOLD_micro 0.1 -0.4 0.1 0.1 0.0 0.3 0.0 0.4 0.0 0.1 0.2 0.1 0.3 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.7 0.1 0.0 0.4 0.1 0.5 0.1 -0.4 0.1 0.2 0.5 0.6 0.0 0.1 -0.4 -0.4 HEATOIL -0.2 0.2 0.1 0.0 0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.0 0.4 0.2 0.3 0.2 0.0 0.1 -0.1 0.1 -0.0 -2.1 0.1 -0.1 0.1 -0.1 0.1 0.0 0.0 -0.2 0.1 0.3 0.1 0.7 0.3 -0.1 -0.3 JGB-SGX-mini -0.4 -0.2 -0.3 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.4 -0.2 -0.8 -0.2 -0.2 -0.3 -0.2 -0.5 -0.2 1.0 -0.5 -0.6 -0.5 -0.6 -0.3 -0.7 -0.1 -0.7 JPY -0.2 -0.5 -0.6 -0.1 -0.0 -0.2 -0.1 0.1 -0.1 0.1 -0.4 -0.1 -0.4 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.2 2.7 -0.2 0.0 -0.5 -0.1 -0.4 -0.2 -0.6 -0.1 -0.2 -0.5 -0.5 -0.2 -0.4 -0.2 -0.4 LEANHOG 0.2 -0.6 -0.5 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.1 0.1 -0.0 0.3 -0.1 -0.1 -0.1 0.4 0.4 0.4 -0.1 -0.1 0.0 0.1 -0.1 -0.2 -0.1 0.1 -0.2 0.0 0.0 -0.1 1.1 0.4 0.1 -0.6 0.3 0.2 0.4 0.6 0.7 LIVECOW -0.4 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.3 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.1 -0.0 0.2 -0.0 0.1 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.1 -0.0 0.0 -0.1 0.2 -0.1 1.1 -0.2 -0.3 -0.3 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.5 -0.7 -0.7 -0.2 -0.0 -0.6 -0.1 -0.7 -0.1 0.0 -0.4 -0.1 -0.4 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.4 -0.2 NaN -0.2 0.0 -0.5 -0.1 -0.4 -0.2 -1.2 0.1 -0.5 -0.7 -0.7 0.2 0.8 0.3 0.8 MXP 0.2 -0.2 0.1 -0.2 -0.0 -0.3 -0.1 0.1 -0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.3 0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.5 0.1 0.7 0.1 1.1 0.4 0.6 0.6 0.6 0.2 0.3 0.3 0.4 NASDAQ_micro -0.6 -0.3 -0.0 0.0 0.0 0.1 0.0 0.2 -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 0.1 0.3 0.0 -2.6 0.0 0.0 0.2 0.0 0.3 -0.0 -0.3 0.0 -0.3 0.0 0.1 -0.2 -0.7 -0.2 -0.7 NIKKEI -0.6 -0.0 0.4 0.0 0.0 0.1 0.0 0.2 -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 -1.3 0.1 -0.0 0.4 -0.0 0.4 0.0 1.0 -0.1 -0.2 0.6 0.6 -0.1 0.2 0.0 0.4 NZD 0.2 -0.2 -0.4 -0.2 -0.0 -0.2 -0.1 0.1 -0.1 0.1 -0.3 0.1 -0.4 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.0 1.8 -0.2 0.1 -0.4 0.1 -0.3 -0.1 0.0 0.3 -0.1 -0.1 -0.5 0.2 0.7 0.2 0.7 OAT -0.1 0.2 0.2 0.0 -0.2 0.0 -0.0 -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 -0.0 -0.1 0.0 0.2 0.1 -0.1 0.1 -0.0 0.0 0.0 1.0 -0.1 0.1 0.3 -0.0 0.1 0.7 0.2 0.7 OATIES 0.2 0.2 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.0 -0.4 -0.0 -0.5 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.1 -0.0 -0.3 -0.0 -1.1 -0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.8 -0.1 0.4 0.0 -0.2 -0.4 -0.5 -0.2 -0.5 OJ -0.3 -0.6 -0.6 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.0 -0.3 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.6 -0.1 -0.2 -0.5 -0.2 -0.4 -0.5 -0.1 -0.5 PALLAD -0.2 -0.2 0.3 0.1 0.0 0.3 0.0 0.4 0.0 0.0 0.1 -0.0 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 2.0 0.1 -0.0 0.3 -0.0 0.4 0.0 0.3 -0.2 -0.2 0.2 -0.1 -0.1 -0.4 -0.7 -0.6 PLAT -0.0 -0.5 0.1 0.1 0.0 0.4 0.0 0.5 0.0 0.1 0.2 0.1 0.3 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.4 0.1 0.1 0.1 0.0 0.3 0.0 0.6 0.0 0.2 -0.0 -0.1 -0.3 -0.2 0.7 0.3 -0.5 -0.4 REDWHEAT -0.0 0.6 0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.4 -0.1 -0.7 0.0 -0.0 -0.2 -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 -0.4 0.0 -1.0 -0.1 0.3 0.6 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.4 -0.0 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 -0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 -0.0 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -0.9 -0.1 -0.0 -0.4 -0.4 -0.2 -0.4 0.1 -0.4 ROBUSTA -0.3 0.1 0.4 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 -0.0 0.1 0.0 0.0 0.0 0.1 0.2 0.3 0.2 0.2 0.0 0.0 -0.0 0.0 0.0 -2.7 0.0 -0.0 0.1 -0.0 0.1 0.0 1.1 0.2 0.1 0.3 0.6 -0.1 0.7 0.3 0.7 RUSSELL -0.3 -0.3 0.2 0.0 0.0 0.1 0.0 0.2 -0.0 0.1 0.3 0.1 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 0.1 0.2 -0.0 0.0 0.4 0.1 -0.1 0.1 -0.3 -0.7 -0.5 -0.7 SHATZ -0.2 -0.0 -0.3 0.0 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.4 -0.1 -0.2 -0.2 -0.2 -0.1 -0.3 -0.2 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 1.2 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -1.1 -0.2 -0.4 -0.2 -0.5 0.5 0.7 0.6 0.7 SILVER-mini 0.3 -0.1 0.3 0.1 0.0 0.4 0.0 0.5 0.0 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -1.1 0.2 0.2 0.5 0.2 0.6 0.1 -0.0 0.4 0.6 0.4 0.6 0.2 0.7 -0.2 -0.0 SMI 0.4 0.2 0.3 0.0 0.1 0.2 0.0 0.3 -0.0 0.1 0.4 0.2 0.3 0.2 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2 1.3 0.2 0.1 0.3 0.2 0.2 0.2 0.9 0.3 0.6 0.6 0.3 0.4 0.7 0.5 0.7 SOFR 0.1 -0.2 0.0 0.0 -0.2 0.1 -0.0 -0.0 -0.0 -0.1 0.4 0.1 0.6 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.3 0.0 -2.7 0.0 -0.1 0.2 0.1 0.5 0.1 0.3 0.4 0.5 0.0 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.3 0.5 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.4 0.2 0.1 0.2 0.2 0.0 -0.1 -0.0 -0.1 0.2 0.1 0.1 0.0 0.2 -1.0 0.2 0.0 0.5 0.1 0.2 0.2 0.0 0.1 0.6 0.6 0.6 -0.6 -0.2 -0.6 -0.1 SOYMEAL 0.0 0.6 0.6 -0.2 -0.0 -0.5 -0.1 -0.6 -0.1 -0.1 0.1 -0.1 -0.3 0.1 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.0 -0.1 0.1 -1.5 0.2 -0.1 0.2 0.0 -0.0 0.1 -1.0 -0.2 0.5 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL 0.4 -0.0 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.0 0.1 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.1 0.2 0.1 -2.5 -0.0 0.1 -0.0 0.1 0.1 0.0 0.0 0.2 0.6 0.6 0.4 -0.7 -0.6 -0.7 -0.6 SP400 -0.0 -0.2 0.0 0.0 0.0 0.2 0.0 0.2 -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 0.1 0.0 -0.0 -0.0 0.4 0.3 -0.2 -0.3 -0.3 -0.7 -0.4 -0.7 SP500_micro -0.4 -0.2 -0.0 0.0 0.1 0.2 0.0 0.3 -0.0 0.1 0.4 0.1 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.0 -2.0 0.0 0.1 0.2 0.0 0.3 -0.0 -0.4 0.2 -0.0 -0.2 0.1 -0.2 -0.7 -0.2 -0.7 SUGAR11 0.5 -0.3 -0.3 -0.2 -0.0 -0.5 -0.1 -0.6 -0.1 -0.0 -0.4 0.1 -0.5 -0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 0.0 -0.4 -0.0 -2.5 -0.1 -0.0 -0.5 0.0 -0.5 -0.0 1.1 0.2 0.5 -0.4 -0.0 -0.5 -0.7 -0.3 -0.6 US10 0.0 -0.1 0.2 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.1 0.2 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 0.0 0.2 0.0 -0.9 0.1 -0.0 0.2 0.1 0.3 0.1 -0.2 0.3 0.4 0.1 0.4 -0.6 -0.7 -0.3 -0.7 US10U -0.0 -0.1 0.3 0.0 -0.2 0.1 -0.1 -0.0 -0.0 -0.0 0.5 0.1 0.1 0.0 0.2 0.0 -0.0 0.0 -0.0 0.1 0.1 0.0 0.2 0.1 -1.8 0.1 -0.1 0.5 0.1 0.6 0.1 -0.4 0.5 0.5 0.2 0.6 -0.2 -0.5 -0.3 -0.7 US2 -0.0 -0.2 0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.0 0.1 -0.0 2.4 -0.0 -0.1 0.1 -0.0 0.2 -0.0 -1.1 0.2 0.2 -0.2 0.1 -0.6 -0.3 -0.7 -0.7 US20 -0.2 -0.1 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 -1.3 0.1 -0.1 0.3 -0.0 0.3 0.0 0.0 0.2 0.1 0.0 0.4 0.1 0.4 -0.1 -0.6 US30 -0.2 -0.1 0.4 0.0 -0.1 0.0 -0.0 -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 0.0 -0.0 -0.0 -0.0 -0.7 0.0 -0.1 0.2 -0.0 0.2 -0.0 -0.5 0.1 -0.0 -0.0 0.4 0.1 0.3 -0.0 -0.5 US5 0.1 -0.1 0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.3 0.1 0.2 0.0 0.1 -0.0 -0.1 -0.0 -0.0 0.0 0.1 0.0 0.2 0.0 -0.3 0.0 -0.1 0.2 0.0 0.3 0.0 -0.6 0.3 0.4 0.0 0.3 -0.6 -0.5 -0.6 -0.7 VIX 0.0 0.2 -0.3 -0.0 -0.2 -0.2 -0.2 -0.1 -0.1 -0.3 -0.9 -0.3 -0.6 -0.2 -0.2 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.3 -0.2 -0.1 NaN -0.0 -0.3 -0.1 -0.3 -0.1 -0.0 NaN NaN NaN NaN NaN -0.4 -1.1 NaN NaN WHEAT -0.1 0.5 0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.2 -0.7 -0.0 -0.1 -0.3 -0.4 -0.3 -0.4 -0.0 -0.1 -0.1 -0.4 -0.1 1.4 -0.0 -0.1 -0.1 -0.1 -0.3 -0.0 -1.1 -0.3 0.1 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 -0.3 -6.2 0.3 -19.5 -1.1 -8.7 -7.5 2.5 -17.8 17.9 7.9 11.1 3.1 -6.5 -9.7 -0.6 -1.2 -0.8 -1.0 -3.8 -0.3 9.5 1.1 -1.1 16.5 -6.8 12.0 -1.3 1.5 -0.9 -7.5 4.4 11.2 3.8 7.7 9.1 10.1 20.0 13.7 20.0 BITCOIN -20.0 -20.0 -20.0 13.2 6.1 20.0 6.1 19.9 6.2 -10.0 -3.6 -14.3 7.6 -16.6 -16.2 -4.5 -6.9 -5.6 -6.3 -20.0 -12.7 -20.0 1.5 -20.0 -20.0 -20.0 -20.0 -11.6 -20.0 1.4 -20.0 -0.9 -20.0 -20.0 -20.0 -20.0 8.9 -3.5 -20.0 -13.4 BOBL -7.6 -0.9 0.2 1.0 -18.6 1.8 -4.1 -1.2 -0.9 -13.0 -5.4 -11.5 -1.4 -14.7 -6.6 20.0 11.3 20.0 20.0 -4.0 -2.1 -10.5 -2.6 -7.3 3.3 -4.8 -20.0 -2.1 -14.7 -2.0 -9.7 20.0 -9.5 -10.0 -2.6 -4.3 6.4 20.0 14.7 20.0 BTP -6.4 3.1 4.6 1.2 -20.0 2.2 -4.9 -1.4 -1.1 -7.9 20.0 -2.1 20.0 10.2 17.1 5.8 8.3 7.1 8.2 7.9 12.0 -0.2 14.6 2.9 -20.0 10.2 -14.5 14.9 -0.4 17.5 3.8 8.5 -0.0 -0.6 10.1 6.3 2.2 20.0 7.3 20.0 BUND -8.3 0.5 4.0 1.1 -20.0 2.1 -4.6 -1.3 -1.1 -12.9 -1.2 -11.2 -9.0 -14.3 -2.8 -4.5 2.0 -3.4 0.0 -2.5 -1.3 -9.9 -5.7 -6.8 -0.6 -3.6 -20.0 -0.8 -14.4 -3.2 -9.6 -3.4 -10.3 -11.0 -3.1 -2.8 3.2 20.0 7.5 20.0 BUXL -11.3 1.7 3.4 1.0 -18.6 1.8 -4.1 -1.2 -0.9 -12.8 -12.5 -15.4 -18.7 -16.0 -4.5 4.4 3.1 4.2 3.8 -7.7 -9.3 -13.4 -16.9 -11.6 -0.5 -10.6 -20.0 -9.4 -19.7 -13.5 -16.8 0.1 -18.4 -19.8 -9.4 -10.8 -2.6 16.5 -3.7 6.6 CAC -8.3 2.5 7.3 2.6 8.1 9.2 3.2 10.6 -2.1 12.8 16.2 -2.5 15.3 -0.7 9.1 -2.8 -1.5 -2.5 -2.0 5.5 9.8 3.4 9.4 0.4 4.2 3.7 8.0 5.8 3.0 2.7 -0.5 6.6 -12.9 3.1 8.8 -4.4 15.6 20.0 15.7 20.0 CAD 5.6 -3.6 -13.0 -20.0 -1.2 -9.5 -8.2 2.7 -19.4 15.6 -15.2 8.0 -8.6 -9.2 -20.0 -9.0 -7.5 -8.7 -8.2 -14.4 -14.9 7.7 -11.0 -5.0 20.0 -19.1 0.2 -15.1 -7.0 -8.8 -14.3 -7.2 6.5 3.4 5.2 -15.3 -20.0 -20.0 -20.0 -20.0 CANOLA 11.8 10.1 -13.2 -20.0 -0.3 -20.0 -7.4 -20.0 -14.8 0.9 -7.8 9.2 -0.5 13.5 -5.6 -20.0 -12.5 -20.0 -16.2 1.7 -5.1 4.5 -3.6 7.6 9.3 0.5 -1.8 -6.5 3.7 -5.6 6.3 -14.2 3.4 20.0 20.0 5.6 17.8 20.0 20.0 20.0 CHF -1.4 -11.5 -8.2 -15.8 -0.9 -7.0 -6.0 2.0 -14.4 -5.1 5.0 -10.7 11.8 -11.6 -12.5 -16.8 -16.0 -16.4 -15.8 -8.6 -0.1 -6.8 8.6 -10.2 -1.2 -7.9 -4.6 1.4 -10.5 9.2 -11.7 -20.0 -19.2 3.5 2.7 4.5 -11.0 -20.0 -12.2 -20.0 COCOA -20.0 -11.1 -20.0 -8.6 -0.1 -10.6 -3.0 -10.0 -5.9 6.5 -7.5 -5.0 -2.0 -6.2 -7.5 -5.3 8.4 -2.2 2.5 -13.7 -11.9 -3.3 -4.2 -11.3 -20.0 -10.5 -4.6 -7.5 -10.0 -0.5 -11.7 19.5 -6.5 -15.8 -11.7 -6.1 -9.3 -0.5 -1.4 3.4 COFFEE -8.2 0.9 11.9 -18.6 -0.2 -20.0 -6.4 -20.0 -12.8 4.5 12.8 -4.1 13.2 2.4 13.0 20.0 13.3 20.0 16.8 9.8 14.4 1.8 16.6 3.1 -20.0 10.2 1.3 17.6 0.3 20.0 2.2 20.0 10.9 13.3 19.0 20.0 15.6 15.3 20.0 20.0 COPPER 1.4 7.6 5.3 10.8 5.0 16.6 5.0 16.3 5.1 12.9 -2.0 10.0 -1.2 7.0 5.4 -7.6 -5.9 -6.6 -6.1 6.3 4.7 13.2 4.2 7.7 -5.4 4.6 12.9 6.9 8.8 10.2 4.3 0.3 3.9 -2.4 -6.0 -20.0 20.0 14.2 20.0 16.9 CORN 0.1 8.9 6.6 -20.0 -0.3 -20.0 -8.9 -20.0 -18.0 13.8 -5.3 -2.6 -10.9 6.9 15.4 -20.0 -19.4 -20.0 -20.0 4.5 -1.3 5.1 -11.2 4.0 9.5 5.9 5.7 2.5 0.9 -6.9 2.7 -20.0 -0.6 18.1 20.0 20.0 -6.4 -5.3 6.0 -2.9 COTTON2 -6.5 -2.2 -4.4 -20.0 -0.4 -20.0 -9.5 -20.0 -19.0 20.0 -20.0 -12.2 -20.0 -18.3 -20.0 -18.0 -15.2 -17.8 -16.7 -17.1 -19.1 -2.0 -20.0 -12.4 -13.5 -20.0 8.5 -20.0 -6.9 -20.0 -20.0 -17.8 16.7 -7.7 -5.4 12.0 -6.6 -13.0 -5.1 -11.2 CRUDE_W -1.8 -4.5 -4.6 1.0 3.4 2.9 -4.6 2.4 -3.0 2.0 -9.8 -8.7 -12.8 -12.7 -17.4 0.2 5.4 1.9 3.5 -9.8 -9.5 -2.6 -10.1 -7.9 7.2 -14.1 -0.4 -13.7 -8.7 -13.4 -12.8 -11.4 7.6 -9.3 -15.6 -19.2 20.0 20.0 8.1 19.3 DAX -9.0 -12.7 -17.3 2.0 6.3 7.1 2.5 8.2 -1.6 6.8 9.6 -3.3 13.2 -7.1 -6.0 -6.1 -6.5 -6.2 -6.0 -6.7 -0.2 -0.8 9.9 -7.4 -9.3 -6.5 2.3 -2.7 -0.9 4.8 -6.4 -1.1 -7.4 -5.3 -8.4 -20.0 5.7 20.0 7.1 20.0 DOW -11.6 -2.9 4.8 1.7 5.3 6.0 2.1 6.9 -1.4 8.9 12.2 2.3 11.7 2.4 6.8 -7.7 -8.3 -8.2 -8.0 5.3 9.2 7.7 9.9 3.0 -9.6 2.8 5.4 6.3 2.4 7.1 -0.3 -4.5 2.8 3.2 0.8 4.3 -10.7 -20.0 -14.6 -20.0 DX -0.8 15.4 11.6 -17.3 -0.9 -7.7 -6.6 2.2 -15.7 -15.5 3.0 -2.1 -12.9 11.7 15.6 6.4 6.2 6.3 6.1 13.2 5.4 -2.2 -6.9 8.2 -20.0 15.5 -11.4 8.2 -2.4 -2.9 9.8 16.7 13.3 18.3 20.0 20.0 6.0 16.3 6.4 18.2 EUR 2.6 -12.4 -5.5 -20.0 -1.1 -9.2 -7.9 2.6 -18.8 20.0 7.4 6.9 17.1 -9.6 -15.2 -8.7 -7.8 -8.3 -7.9 -9.6 0.5 5.3 14.4 -5.1 15.5 -11.7 19.1 -0.8 7.1 12.5 -7.5 -7.2 8.7 16.6 4.7 3.0 -4.5 -20.0 -5.3 -20.0 EURIBOR-ICE -7.2 -2.6 -1.5 0.8 -15.2 1.5 -3.3 -1.0 -0.8 -7.3 1.0 -3.7 10.7 -10.5 -5.8 12.7 10.9 12.7 12.5 -2.4 1.1 -5.5 5.9 -4.6 4.2 -2.3 -15.6 0.9 -7.3 4.0 -5.4 14.5 0.9 -5.6 0.3 -0.9 5.1 20.0 10.1 20.0 EUROSTX -10.5 -0.9 4.2 2.3 7.2 8.1 2.8 9.3 -1.9 15.4 15.8 -0.6 16.2 -1.2 9.8 -3.4 -1.7 -3.2 -2.5 6.3 10.9 5.6 13.0 1.8 -5.5 4.9 11.0 7.3 4.5 6.9 1.0 5.9 -5.2 5.4 6.7 0.3 13.1 20.0 14.1 20.0 FEEDCOW -14.2 -20.0 -20.0 -8.4 -0.1 -10.4 -2.9 -9.7 -5.8 5.2 1.5 -0.7 5.2 -5.9 -5.2 14.8 8.7 14.9 13.2 -7.1 0.6 -1.2 6.6 -8.3 -20.0 -5.3 -0.2 2.0 -4.7 7.9 -7.9 20.0 -3.9 -7.6 -9.6 10.0 20.0 20.0 20.0 20.0 GASOIL -8.3 4.4 6.7 0.7 2.3 2.0 -3.2 1.6 -2.1 -7.6 9.2 -9.0 6.4 2.4 5.3 20.0 16.0 20.0 19.5 4.4 6.6 -9.1 4.8 -2.6 -1.4 5.5 -5.0 7.7 -8.4 5.7 -1.6 10.8 -8.1 -1.3 6.2 9.8 8.2 14.1 -1.0 8.2 GASOLINE -1.8 2.8 0.8 0.9 3.0 2.6 -4.0 2.1 -2.6 2.5 3.9 -6.8 1.5 1.8 1.8 2.5 17.7 11.8 17.7 0.9 1.3 -0.2 0.5 -1.0 -18.5 -1.2 -0.9 -1.8 -7.0 -1.7 -3.8 12.2 -4.9 -0.5 -0.2 -5.0 20.0 20.0 20.0 20.0 GAS_US_mini 10.3 20.0 6.1 1.1 3.9 3.4 -5.3 2.7 -3.5 20.0 -9.9 19.9 -15.5 20.0 15.7 -20.0 -20.0 -20.0 -20.0 13.1 0.1 20.0 -8.0 18.9 20.0 12.7 17.9 2.3 13.0 -3.7 15.4 -20.0 20.0 20.0 20.0 4.9 -1.2 -20.0 -19.4 -20.0 GBP 4.1 -14.8 -14.1 -20.0 -1.2 -9.4 -8.1 2.7 -19.2 16.3 -4.7 15.7 12.1 -8.9 -15.3 0.1 -0.0 0.2 0.1 -14.5 -8.4 9.6 4.8 -5.3 1.9 -17.5 20.0 -8.6 11.4 5.9 -9.0 6.3 20.0 16.9 -2.6 0.5 13.2 -4.5 12.9 -4.2 GOLD_micro 4.2 -11.0 2.2 6.5 3.0 10.0 3.0 9.8 3.1 7.7 6.1 7.0 7.5 1.3 5.0 -7.0 -10.6 -8.7 -9.6 10.6 13.5 9.9 14.0 8.0 -20.0 11.7 5.4 15.0 5.0 15.0 6.4 -6.8 4.3 6.0 15.1 20.0 0.8 2.7 -13.3 -12.8 HEATOIL -6.0 5.9 2.9 0.6 2.1 1.8 -2.8 1.4 -1.9 -9.4 8.5 -10.0 6.5 1.6 4.3 18.3 10.6 14.7 12.2 4.5 5.4 -8.3 4.1 -1.1 -15.9 4.7 -10.5 4.4 -8.1 3.7 0.8 0.6 -10.0 2.9 9.0 2.1 20.0 9.1 -2.7 -8.8 JGB-SGX-mini -13.5 -6.5 -10.4 0.6 -11.8 1.2 -2.6 -0.7 -0.6 -12.4 -14.0 -13.5 -13.1 -13.6 -13.9 19.0 14.0 15.3 14.0 -14.7 -14.2 -20.0 -15.3 -17.4 -5.8 -15.1 -20.0 -12.6 -20.0 -12.8 -19.6 17.9 -20.0 -20.0 -16.7 -18.9 -9.5 -20.0 -3.2 -20.0 JPY -5.5 -16.6 -17.4 -12.9 -0.7 -5.8 -5.0 1.6 -11.8 7.8 -14.9 -7.1 -12.1 -12.8 -14.7 -10.0 -10.8 -10.1 -10.1 -20.0 -18.1 -6.2 -13.3 -15.5 20.0 -20.0 3.9 -18.1 -8.6 -12.1 -19.4 -11.6 -2.2 -7.1 -15.7 -14.4 -5.1 -11.8 -5.3 -13.5 LEANHOG 6.1 -20.0 -15.7 -18.4 -0.2 -20.0 -6.3 -20.0 -12.6 6.3 2.1 -0.7 7.9 -11.2 -13.2 -3.4 20.0 20.0 20.0 -12.6 -5.4 0.9 3.3 -9.1 -1.5 -12.4 9.7 -6.5 2.5 1.0 -8.9 20.0 18.7 4.0 -20.0 9.0 4.8 13.1 17.2 20.0 LIVECOW -13.5 -20.0 -20.0 -8.2 -0.1 -10.1 -2.8 -9.5 -5.6 2.1 1.5 -2.5 4.9 -5.7 -5.0 -2.2 8.8 -1.6 3.7 -7.1 -0.8 -3.8 4.7 -8.7 -20.0 -5.6 -2.8 0.2 -6.5 5.2 -8.1 20.0 -8.6 -10.2 -9.4 5.6 20.0 14.7 20.0 20.0 LUMBER-new -14.6 -19.1 -20.0 -14.6 -0.2 -18.0 -5.0 -16.8 -10.0 0.1 -12.3 -9.3 -10.2 -12.2 -12.9 -20.0 -20.0 -20.0 -20.0 -20.0 -18.5 -11.6 -13.1 -20.0 NaN -20.0 0.6 -16.2 -11.4 -9.3 -20.0 -20.0 2.6 -14.2 -20.0 -20.0 5.4 20.0 8.6 20.0 MXP 4.8 -5.5 3.0 -20.0 -1.2 -9.4 -8.1 2.7 -19.3 20.0 20.0 20.0 20.0 19.8 20.0 12.3 12.7 12.6 12.5 12.7 20.0 12.5 20.0 10.6 -20.0 13.1 13.0 20.0 10.9 20.0 9.0 20.0 18.3 20.0 20.0 20.0 6.4 9.3 8.5 13.1 NASDAQ_micro -18.5 -9.5 -1.5 1.5 4.8 5.5 1.9 6.3 -1.3 9.8 11.1 2.8 11.5 -0.9 4.5 -7.5 -8.8 -8.6 -8.6 4.2 10.4 5.6 12.9 0.5 -19.3 2.2 4.8 7.5 0.5 9.3 -2.2 -5.4 1.5 -10.0 0.5 4.6 -5.5 -20.0 -6.4 -20.0 NIKKEI -20.0 -0.7 12.4 1.2 3.7 4.2 1.5 4.8 -1.0 3.3 8.6 -2.5 8.6 2.3 6.3 0.1 6.5 1.8 4.3 9.0 13.4 -0.3 12.0 2.1 -9.4 9.1 -0.7 13.6 -0.6 11.2 1.9 19.0 -4.7 -5.6 20.0 20.0 -2.9 6.2 0.7 10.7 NZD 7.0 -6.6 -13.6 -14.8 -0.8 -6.6 -5.6 1.9 -13.4 13.7 -10.0 8.3 -9.8 -6.6 -13.9 -4.7 -3.3 -4.5 -4.0 -12.6 -12.9 11.6 -9.0 -3.3 13.5 -15.6 16.0 -13.2 5.0 -8.8 -9.3 0.0 13.4 -1.7 -3.1 -14.1 5.2 20.0 7.4 20.0 OAT -2.2 6.6 4.8 1.0 -18.4 1.8 -4.0 -1.2 -0.9 -7.7 8.0 -1.3 -3.6 6.1 10.2 18.5 12.3 17.9 16.1 4.7 2.7 -0.3 -2.1 2.9 1.6 5.8 -13.9 4.0 -0.2 0.2 3.8 18.4 -2.6 3.8 9.7 -0.4 2.2 20.0 6.9 20.0 OATIES 6.2 5.8 -13.8 -19.0 -0.2 -20.0 -6.5 -20.0 -13.1 5.4 -15.1 -0.9 -12.7 -2.7 -12.7 -20.0 -11.1 -20.0 -17.8 -9.5 -13.7 -0.1 -12.5 -3.7 -8.3 -11.4 -3.3 -14.9 -4.1 -13.4 -6.3 -14.3 -5.3 12.6 0.9 -5.1 -12.1 -15.1 -7.0 -15.3 OJ -10.7 -20.0 -20.0 -7.4 -0.1 -9.2 -2.5 -8.6 -5.1 1.3 -6.3 -3.9 -6.1 -5.8 -6.6 -5.3 3.2 -3.3 -0.7 -12.8 -11.6 -5.3 -9.4 -10.8 -20.0 -10.4 -3.7 -8.7 -7.6 -6.6 -10.3 11.8 -3.5 -7.2 -16.0 -5.7 -11.6 -16.0 -3.9 -14.6 PALLAD -5.8 -5.6 9.7 7.9 3.7 12.2 3.7 12.0 3.7 3.0 4.9 -0.5 4.8 -3.4 1.9 -2.6 -2.9 -2.8 -2.9 5.3 8.5 2.9 7.6 1.8 14.8 7.5 -2.9 12.2 -2.0 11.9 1.0 5.5 -6.6 -5.9 7.0 -2.5 -2.8 -13.3 -20.0 -19.3 PLAT -0.6 -14.8 2.5 9.3 4.3 14.2 4.3 14.0 4.3 9.1 8.7 6.1 8.7 -2.5 3.7 -4.1 -3.6 -3.7 -3.4 6.8 12.5 16.2 14.8 6.7 0.7 4.7 3.9 12.3 2.2 15.8 0.5 4.5 -0.7 -2.7 -10.1 -6.9 20.0 9.7 -15.5 -10.8 REDWHEAT -0.5 18.5 6.0 -20.0 -0.3 -20.0 -7.5 -20.0 -15.1 -10.5 -14.6 -13.0 -18.2 1.7 -2.6 -12.4 -16.3 -15.8 -16.8 -2.1 -9.3 -4.8 -17.3 -1.7 6.3 1.2 -1.7 -4.1 -3.5 -11.0 0.3 -19.1 -4.2 9.0 18.9 16.9 -20.0 -20.0 -20.0 -20.0 RICE 11.9 -0.7 -20.0 -10.1 -0.1 -12.4 -3.4 -11.7 -6.9 -2.7 -9.5 -5.0 -9.5 -7.6 -9.1 -20.0 -12.1 -20.0 -18.1 -13.5 -17.4 -5.2 -17.5 -8.4 -0.3 -12.2 -1.4 -14.9 -4.0 -15.6 -7.6 -17.0 -3.6 -1.2 -11.8 -12.3 -6.7 -12.9 2.8 -11.4 ROBUSTA -9.3 3.7 13.2 -10.3 -0.1 -12.7 -3.5 -11.9 -7.1 -3.1 2.1 2.4 0.2 2.8 5.8 8.8 12.5 8.7 10.5 3.0 2.8 -0.2 1.8 0.7 -20.0 2.1 -1.2 2.1 -0.4 1.8 0.1 20.0 8.0 2.7 8.9 20.0 -2.6 20.0 8.7 20.0 RUSSELL -8.7 -8.9 7.5 1.5 4.7 5.3 1.9 6.2 -1.2 8.7 10.1 7.8 8.8 1.6 5.4 -4.5 -5.3 -4.9 -5.0 1.9 5.8 9.7 6.3 2.2 5.5 0.2 8.0 4.6 5.2 5.2 -1.0 0.6 16.4 2.8 -4.1 3.8 -9.9 -20.0 -14.4 -20.0 SHATZ -5.7 -1.1 -8.6 0.9 -16.7 1.7 -3.7 -1.0 -0.9 -13.7 -15.1 -12.7 -4.2 -15.8 -14.5 -6.1 -15.8 -10.1 -12.6 -9.3 -9.4 -11.6 -7.2 -9.6 9.1 -11.6 -20.0 -10.3 -17.7 -7.1 -13.7 -20.0 -9.9 -11.1 -6.8 -13.9 13.6 20.0 18.7 20.0 SILVER-mini 10.5 -1.9 7.8 9.2 4.3 14.2 4.2 13.9 4.3 11.0 10.7 10.2 10.8 8.3 9.8 -5.0 -6.4 -5.7 -6.1 17.8 17.5 20.0 14.9 20.0 -7.9 15.4 19.8 18.1 15.5 16.2 12.3 -0.3 17.2 20.0 13.9 20.0 7.1 20.0 -4.7 -0.0 SMI 13.6 6.6 9.6 2.1 6.5 7.4 2.6 8.5 -1.7 13.5 13.3 14.7 9.7 14.1 13.6 6.1 3.9 5.4 4.3 14.2 11.2 17.2 8.6 16.2 10.1 14.1 12.0 10.0 17.1 6.3 16.4 16.3 14.1 20.0 20.0 8.9 11.6 20.0 15.0 20.0 SOFR 2.9 -7.1 0.2 1.0 -18.7 1.9 -4.1 -1.2 -1.0 -7.0 13.3 8.6 15.3 2.2 0.7 7.3 5.7 7.2 6.8 3.1 8.3 2.2 12.4 3.8 -20.0 4.1 -8.4 9.1 6.4 12.6 6.2 4.9 18.0 16.1 0.1 8.6 -6.1 -15.7 -5.9 -20.0 SOYBEAN 8.0 16.7 10.5 -20.0 -0.3 -20.0 -8.5 -20.0 -17.2 13.6 16.5 15.4 2.7 19.3 19.9 1.1 -5.4 -2.2 -4.9 19.2 12.6 13.3 1.2 18.7 -7.3 20.0 4.6 20.0 11.4 6.9 20.0 0.0 5.2 20.0 20.0 20.0 -17.4 -6.1 -17.8 -2.6 SOYMEAL 1.0 20.0 20.0 -13.9 -0.2 -17.1 -4.8 -16.1 -9.6 -10.5 3.8 -5.8 -7.2 7.8 8.1 -11.2 -15.3 -14.6 -16.1 11.3 5.5 -1.9 -2.8 7.9 -11.1 16.2 -6.8 9.2 0.4 -0.6 12.2 -18.1 -7.8 15.4 20.0 20.0 -16.5 -20.0 -7.8 -20.0 SOYOIL 11.4 -0.9 -8.9 -20.0 -0.3 -20.0 -8.1 -20.0 -16.3 14.0 0.2 12.3 8.6 8.9 -9.7 -8.6 -4.9 -7.9 -6.5 0.0 0.1 15.9 6.0 7.7 -18.4 -1.0 8.6 -0.4 6.2 3.2 3.4 0.1 9.9 20.0 17.7 11.3 -20.0 -17.3 -20.0 -18.7 SP400 -0.5 -5.7 0.4 1.7 5.2 5.9 2.0 6.8 -1.4 11.0 10.4 10.0 5.7 4.3 1.1 -5.5 -6.0 -5.8 -5.8 0.1 2.0 12.3 3.3 3.4 0.6 -2.3 11.3 -0.3 7.5 0.7 -0.4 -0.6 18.1 8.9 -7.2 -8.5 -9.9 -20.0 -13.3 -20.0 SP500_micro -12.4 -5.1 -1.3 1.8 5.7 6.5 2.3 7.5 -1.5 11.3 13.9 7.5 14.1 3.0 7.5 -8.3 -9.5 -9.2 -9.2 5.7 12.3 9.6 15.2 3.1 -15.1 1.3 7.7 6.7 3.2 8.9 -1.6 -6.6 6.9 -1.4 -5.7 2.4 -5.7 -20.0 -6.9 -20.0 SUGAR11 16.8 -9.0 -9.0 -15.5 -0.2 -19.1 -5.3 -17.9 -10.7 -2.3 -13.1 7.7 -13.5 -7.3 -10.7 19.2 9.5 12.5 7.8 -11.2 -15.5 4.0 -15.2 -2.0 -18.4 -13.3 -4.6 -16.7 1.7 -15.1 -3.8 20.0 6.9 16.9 -10.9 -0.1 -15.5 -20.0 -7.9 -17.0 US10 0.5 -4.6 7.1 0.8 -14.7 1.5 -3.2 -0.9 -0.8 -3.5 12.7 5.5 5.2 2.4 8.9 2.3 0.2 2.1 1.6 4.3 7.1 1.9 6.6 3.5 -7.1 5.3 -5.2 9.2 5.1 9.4 5.0 -4.2 14.5 11.3 2.2 11.6 -17.9 -20.0 -10.4 -20.0 US10U -0.8 -2.5 10.8 1.2 -20.0 2.1 -4.7 -1.3 -1.1 -3.3 18.4 8.6 3.5 3.6 14.0 0.4 -1.0 0.7 -0.0 7.8 11.5 4.8 8.5 6.0 -13.6 11.2 -7.0 17.5 8.4 15.5 8.5 -6.9 19.8 15.0 5.1 20.0 -7.1 -13.6 -8.7 -20.0 US2 -0.9 -5.9 3.2 0.8 -15.1 1.5 -3.3 -0.9 -0.8 -8.8 1.6 0.7 -2.7 -7.1 -0.8 -14.3 -15.3 -13.3 -13.4 -1.2 1.7 -2.3 1.9 -1.6 17.8 -0.9 -10.5 3.0 -1.8 5.2 -1.2 -20.0 8.4 5.9 -5.6 4.3 -16.8 -10.1 -20.0 -20.0 US20 -5.2 -3.4 13.2 0.8 -14.9 1.5 -3.3 -0.9 -0.8 -8.4 10.1 -0.7 -3.8 -5.6 7.4 3.6 3.0 3.9 3.8 3.5 6.4 -1.5 3.1 0.2 -9.5 5.1 -10.6 10.1 -1.2 7.4 0.5 0.0 7.7 3.0 0.6 13.6 3.5 13.2 -2.2 -16.6 US30 -6.7 -2.1 13.5 0.9 -16.6 1.6 -3.6 -1.0 -0.8 -9.0 6.9 -3.6 -8.5 -10.5 6.1 1.5 -2.1 -0.1 -1.2 1.9 4.4 -3.0 -0.3 -1.9 -5.5 3.7 -9.2 8.7 -2.7 4.5 -2.2 -8.8 6.0 -0.7 -1.1 11.4 2.9 8.1 -0.6 -15.3 US5 1.6 -4.5 4.0 0.9 -15.7 1.6 -3.5 -1.0 -0.8 -5.4 11.6 5.8 5.4 0.9 5.8 -2.3 -3.3 -2.0 -2.3 3.0 5.8 1.6 6.4 3.0 -2.4 3.8 -8.7 7.5 3.4 9.3 4.2 -10.5 14.4 11.9 0.7 8.8 -19.0 -16.0 -17.7 -20.0 VIX 0.2 3.8 -6.0 -1.6 -15.3 -3.5 -13.2 -1.5 -4.1 -20.0 -20.0 -19.2 -11.1 -11.3 -12.8 -20.0 -20.0 -20.0 -20.0 -3.5 -5.2 -20.0 -4.3 -7.5 NaN -0.1 -20.0 -3.1 -15.7 -1.6 -2.3 NaN NaN NaN NaN NaN -6.7 -20.0 NaN NaN WHEAT -2.6 14.0 4.2 -20.0 -0.3 -20.0 -7.8 -20.0 -15.6 -16.8 -15.5 -16.4 -18.9 -3.0 -4.6 -15.1 -18.0 -17.0 -17.6 -3.7 -8.9 -11.2 -15.7 -5.9 10.5 -0.2 -10.2 -3.2 -11.3 -8.6 -4.0 -20.0 -13.9 4.2 14.0 18.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3