******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251202_204104 produced at 2025-12-02 21:41:41.543405 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.71 0.0 0.00 0.00 0.00 0.00 -38.60 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.25 0.0 999.00 -999.00 -0.18 -0.18 -23.48 999999999.0 -17 -17 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.24 0.0 0.00 0.00 0.00 0.00 -3.83 24.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.04 11.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.00 13.0 0 0 caleb_strategy_v3 CHF False True 0.08 -0.16 -0.11 0.0 0.00 -0.16 -0.16 -0.16 -1.32 13.0 -2 -2 caleb_strategy_v3 CAD False True 0.04 -0.11 -0.10 0.0 0.00 -0.11 -0.11 -0.11 -2.85 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 -20.67 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.09 0.0 0.70 -0.70 -0.12 -0.12 -2.13 17.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.18 -0.18 -0.08 -0.08 -4.51 11.0 -5 -5 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -5.68 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.05 0.0 0.15 -0.15 0.00 0.00 -1.65 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 -5.52 2.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.04 0.0 0.04 -0.04 -0.03 -0.03 -4.21 4.0 -3 -3 caleb_strategy_v3 BUND False False 0.08 0.00 -0.03 0.0 0.77 -0.77 0.00 0.00 -0.33 10.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -3.22 18.0 -2 -2 caleb_strategy_v3 US5 False False 0.06 0.00 -0.03 0.0 1.40 -1.40 0.00 0.00 -0.47 25.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.60 -0.60 -0.03 -0.03 -0.95 23.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.02 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.40 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.48 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.84 -0.84 0.00 0.00 -1.16 48.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.06 -0.02 0.0 0.73 -0.73 -0.06 -0.06 -0.82 26.0 -2 -2 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.02 0.0 0.81 -0.81 -0.05 -0.05 -1.27 66.0 -4 -4 caleb_strategy_v3 BUXL False False 0.07 -0.13 -0.02 0.0 0.27 -0.27 -0.13 -0.13 -0.34 4.0 -2 -2 caleb_strategy_v3 US10 False False 0.06 0.00 -0.01 0.0 0.98 -0.98 0.00 0.00 -0.15 17.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.10 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 -0.01 0.0 0.77 -0.77 -0.05 -0.05 -0.30 17.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.01 0.0 0.82 -0.82 -0.07 -0.07 -0.91 58.0 -5 -5 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.01 -1.06 8.0 -1 -1 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.01 0.0 0.34 -0.34 0.00 0.00 -0.06 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 -0.61 10.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 -0.02 -0.49 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 -0.67 12.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.08 23.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.02 9.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 0.00 0.0 0.43 -0.43 -0.01 -0.01 0.47 68.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 -0.00 0.0 0.66 -0.66 0.00 0.00 -0.01 8.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.00 0.0 1.22 -1.22 -0.02 0.00 0.15 56.0 -1 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.01 3.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.06 0.00 0.0 0.77 -0.77 0.06 0.06 0.08 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 0.70 13.0 1 1 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.07 0.14 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 1.95 51.0 1 1 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.01 0.0 0.20 -0.20 0.03 0.03 0.24 7.0 1 1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.17 2.0 0 0 caleb_strategy_v3 NZD False True 0.03 -0.12 0.01 0.0 0.00 -0.12 -0.12 -0.12 0.27 21.0 -4 -4 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 GBP False True 0.04 0.13 0.02 0.0 0.13 0.00 0.13 0.13 0.49 22.0 3 3 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.42 -0.42 0.00 0.00 0.48 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.01 -0.01 0.03 0.0 0.00 -0.01 -0.01 -0.01 4.57 26.0 -2 -2 caleb_strategy_v3 EUR False False 0.07 0.00 0.03 0.0 1.05 -1.05 0.00 0.00 0.39 14.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.03 0.0 0.13 -0.13 0.07 0.07 0.79 4.0 2 2 caleb_strategy_v3 BOBL False False 0.07 0.07 0.03 0.0 1.32 -1.32 0.07 0.07 0.47 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 0.70 999999999.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 0.05 0.0 999.00 -999.00 0.00 0.00 1.08 999999999.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.07 0.0 0.68 -0.68 0.17 0.17 2.03 20.0 5 5 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.74 12.0 0 0 caleb_strategy_v3 AUD False True 0.03 0.00 0.08 0.0 0.00 0.00 0.00 0.00 2.43 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.08 0.09 0.0 0.59 -0.59 0.08 0.10 5.71 36.0 5 6 caleb_strategy_v3 BTP False False 0.07 0.00 0.10 0.0 0.72 -0.72 0.00 0.00 1.36 10.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.20 0.11 0.0 999.00 -999.00 0.20 0.20 1.57 999999999.0 3 3 caleb_strategy_v3 OAT False False 0.07 0.36 0.15 0.0 0.72 -0.72 0.36 0.36 2.05 10.0 5 5 caleb_strategy_v3 SMI False True 0.08 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.05 9.0 0 0 caleb_strategy_v3 MXP False True 0.01 0.42 0.62 0.0 0.42 0.00 0.42 0.42 44.44 60.0 30 30 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.14 0.0 1.46 -1.46 0.00 0.00 7.84 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 18.5 Shocked risk 51.4 Sum abs risk 53.5 Leverage 6.37 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1948591.9, 'annual_cash_vol_target': 487147.975, 'daily_cash_vol_target': 30446.7484375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6562 0.5165 8.2648 BITCOIN 2612.6067 92335.0000 2.8295 45.2718 BOBL 0.1593 116.6700 0.1366 2.1849 BTP 0.3856 120.5200 0.3199 5.1185 BUND 0.3351 128.6100 0.2606 4.1695 BUXL 0.8139 112.6000 0.7229 11.5656 CAC 58.2982 8092.0000 0.7204 11.5271 CAD 0.0024 0.7160 0.3319 5.3105 CANOLA 5.6786 657.8000 0.8633 13.8123 CHF 0.0050 1.2462 0.4019 6.4306 COCOA 126.4849 5458.0000 2.3174 37.0787 COFFEE 6.8274 372.8000 1.8314 29.3021 COPPER 0.0619 5.2480 1.1791 18.8655 CORN 3.9608 469.2500 0.8441 13.5052 COTTON2 0.6582 64.6100 1.0187 16.2987 CRUDE_W 0.8172 58.0300 1.4083 22.5326 DAX 185.8161 23785.0000 0.7812 12.4997 DOW 341.6915 47580.0000 0.7181 11.4903 DX 0.3286 99.0200 0.3318 5.3089 EUR 0.0040 1.1686 0.3458 5.5326 EURIBOR-ICE 0.0283 97.7600 0.0289 0.4632 EUROSTX 45.3832 5709.0000 0.7949 12.7191 FEEDCOW 4.5206 323.7750 1.3962 22.3394 GASOIL 11.8383 651.2500 1.8178 29.0846 GASOLINE 0.0305 1.8818 1.6220 25.9521 GAS_US_mini 0.1096 4.8550 2.2567 36.1079 GBP 0.0057 1.3211 0.4312 6.8986 GOLD_micro 42.0600 4229.3000 0.9945 15.9118 HEATOIL 0.0446 2.2482 1.9848 31.7564 JGB-SGX-mini 0.1984 134.4800 0.1475 2.3604 JPY 0.0000 0.0064 0.5806 9.2897 LEANHOG 1.2502 80.1250 1.5603 24.9650 LIVECOW 2.9485 220.5500 1.3369 21.3899 LUMBER-new 8.0342 569.5000 1.4107 22.5719 MXP 0.0003 0.0546 0.5237 8.3798 NASDAQ_micro 243.6736 25620.2500 0.9511 15.2176 NIKKEI 624.4427 49580.0000 1.2595 20.1514 NZD 0.0034 0.5738 0.6011 9.6171 OAT 0.3593 121.1500 0.2965 4.7447 OATIES 4.7256 315.0000 1.5002 24.0028 OJ 5.8599 154.0500 3.8039 60.8620 PALLAD 35.2485 1509.0000 2.3359 37.3742 PLAT 26.3593 1653.7000 1.5940 25.5034 REDWHEAT 8.2217 533.0000 1.5425 24.6806 RICE 0.1441 10.1200 1.4243 22.7882 ROBUSTA 85.0982 4218.0000 2.0175 32.2800 RUSSELL 30.1753 2480.3000 1.2166 19.4656 SHATZ 0.0460 106.9300 0.0430 0.6882 SILVER-mini 0.8943 58.9750 1.5163 24.2616 SMI 81.7470 12906.0000 0.6334 10.1345 SOFR 0.0476 96.7550 0.0492 0.7879 SOYBEAN 8.3597 1121.5000 0.7454 11.9265 SOYMEAL 4.4270 316.6000 1.3983 22.3729 SOYOIL 0.5958 53.0900 1.1222 17.9556 SP400 31.7450 3297.2000 0.9628 15.4046 SP500_micro 50.0604 6847.7500 0.7310 11.6968 SUGAR11 0.2408 14.4600 1.6655 26.6486 US10 0.3219 112.8906 0.2852 4.5629 US10U 0.4145 115.5781 0.3586 5.7381 US2 0.0767 104.3789 0.0734 1.1750 US20 0.6398 116.3438 0.5500 8.7993 US30 0.9231 119.6562 0.7714 12.3428 US5 0.2075 109.5078 0.1895 3.0324 VIX 0.5218 20.6500 2.5269 40.4304 WHEAT 7.5494 584.7500 1.2910 20.6568 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 656.25 0.52 338.99 1.00 338.99 30446.75 89.82 10.42 93.56 BITCOIN 92.34 2.83 261.26 1.00 261.26 30446.75 116.54 -16.35 -190.58 BOBL 1166.70 0.14 159.32 1.16 184.76 30446.75 164.79 2.79 46.05 BTP 1205.20 0.32 385.55 1.16 447.11 30446.75 68.10 5.84 39.78 BUND 1286.10 0.26 335.15 1.16 388.66 30446.75 78.34 -4.19 -32.81 BUXL 1126.00 0.72 813.93 1.16 943.89 30446.75 32.26 -10.34 -33.35 CAC 809.20 0.72 582.98 1.16 676.06 30446.75 45.04 11.34 51.07 CAD 716.05 0.33 237.66 1.00 237.66 30446.75 128.11 -8.55 -109.54 CANOLA 131.56 0.86 113.57 0.72 81.21 30446.75 374.90 2.13 79.95 CHF 1557.81 0.40 626.11 1.00 626.11 30446.75 48.63 -10.48 -50.95 COCOA 545.80 2.32 1264.85 1.00 1264.85 30446.75 24.07 -13.96 -33.61 COFFEE 1398.00 1.83 2560.27 1.00 2560.27 30446.75 11.89 8.92 10.61 COPPER 1312.00 1.18 1546.97 1.00 1546.97 30446.75 19.68 7.35 14.46 CORN 234.62 0.84 198.04 1.00 198.04 30446.75 153.74 -1.80 -27.62 COTTON2 323.05 1.02 329.08 1.00 329.08 30446.75 92.52 -20.00 -185.04 CRUDE_W 580.30 1.41 817.23 1.00 817.23 30446.75 37.26 -4.07 -15.18 DAX 237.85 0.78 185.82 1.16 215.48 30446.75 141.29 -1.89 -26.66 DOW 237.90 0.72 170.85 1.00 170.85 30446.75 178.21 -3.06 -54.60 DX 990.20 0.33 328.55 1.00 328.55 30446.75 92.67 4.48 41.51 EUR 1460.75 0.35 505.11 1.00 505.11 30446.75 60.28 2.47 14.92 EURIBOR-ICE 2444.00 0.03 70.75 1.16 82.05 30446.75 371.08 6.18 229.51 EUROSTX 570.90 0.79 453.83 1.16 526.29 30446.75 57.85 10.28 59.48 FEEDCOW 1618.88 1.40 2260.29 1.00 2260.29 30446.75 13.47 -0.12 -0.16 GASOIL 651.25 1.82 1183.83 1.00 1183.83 30446.75 25.72 7.04 18.12 GASOLINE 790.36 1.62 1281.96 1.00 1281.96 30446.75 23.75 3.13 7.44 GAS_US_mini 121.38 2.26 273.91 1.00 273.91 30446.75 111.16 3.79 42.17 GBP 825.69 0.43 356.00 1.00 356.00 30446.75 85.52 2.23 19.04 GOLD_micro 422.93 0.99 420.60 1.00 420.60 30446.75 72.39 0.62 4.47 HEATOIL 944.24 1.98 1874.11 1.00 1874.11 30446.75 16.25 0.11 0.18 JGB-SGX-mini 134480.00 0.15 19838.89 0.01 126.85 30446.75 240.01 -14.83 -355.95 JPY 803.00 0.58 466.23 1.00 466.23 30446.75 65.30 -12.57 -82.10 LEANHOG 320.50 1.56 500.08 1.00 500.08 30446.75 60.88 1.89 11.53 LIVECOW 882.20 1.34 1179.39 1.00 1179.39 30446.75 25.82 -3.53 -9.11 LUMBER-new 156.61 1.41 220.94 1.00 220.94 30446.75 137.81 -16.91 -233.04 MXP 273.20 0.52 143.08 1.00 143.08 30446.75 212.79 14.21 302.37 NASDAQ_micro 512.40 0.95 487.35 1.00 487.35 30446.75 62.47 -6.51 -40.69 NIKKEI 49580.00 1.26 62444.27 0.01 401.32 30446.75 75.87 6.93 52.61 NZD 573.85 0.60 344.92 1.00 344.92 30446.75 88.27 1.18 10.43 OAT 1211.50 0.30 359.26 1.16 416.62 30446.75 73.08 8.23 60.16 OATIES 157.50 1.50 236.28 1.00 236.28 30446.75 128.86 -17.57 -226.38 OJ 231.08 3.80 878.98 1.00 878.98 30446.75 34.64 -17.54 -60.76 PALLAD 1509.00 2.34 3524.85 1.00 3524.85 30446.75 8.64 5.70 4.93 PLAT 826.85 1.59 1317.97 1.00 1317.97 30446.75 23.10 6.04 13.96 REDWHEAT 266.50 1.54 411.09 1.00 411.09 30446.75 74.06 -10.75 -79.62 RICE 202.40 1.42 288.27 1.00 288.27 30446.75 105.62 -16.37 -172.86 ROBUSTA 421.80 2.02 850.98 1.00 850.98 30446.75 35.78 1.77 6.35 RUSSELL 124.02 1.22 150.88 1.00 150.88 30446.75 201.80 0.70 14.11 SHATZ 1069.30 0.04 45.99 1.16 53.34 30446.75 570.84 -6.61 -377.54 SILVER-mini 1474.38 1.52 2235.67 1.00 2235.67 30446.75 13.62 15.15 20.64 SMI 1290.60 0.63 817.47 1.24 1016.29 30446.75 29.96 20.00 59.92 SOFR 2418.88 0.05 119.11 1.00 119.11 30446.75 255.62 -0.67 -17.14 SOYBEAN 560.75 0.75 417.99 1.00 417.99 30446.75 72.84 3.55 25.86 SOYMEAL 316.60 1.40 442.70 1.00 442.70 30446.75 68.77 -7.64 -52.56 SOYOIL 318.54 1.12 357.47 1.00 357.47 30446.75 85.17 -7.74 -65.90 SP400 3297.20 0.96 3174.50 1.00 3174.50 30446.75 9.59 -1.75 -1.68 SP500_micro 342.39 0.73 250.30 1.00 250.30 30446.75 121.64 -4.11 -50.05 SUGAR11 161.95 1.67 269.74 1.00 269.74 30446.75 112.88 -11.72 -132.31 US10 1128.91 0.29 321.94 1.00 321.94 30446.75 94.57 -1.22 -11.55 US10U 1155.78 0.36 414.50 1.00 414.50 30446.75 73.45 0.81 5.92 US2 2087.58 0.07 153.30 1.00 153.30 30446.75 198.61 -3.97 -78.82 US20 1163.44 0.55 639.84 1.00 639.84 30446.75 47.59 0.28 1.34 US30 1196.56 0.77 923.06 1.00 923.06 30446.75 32.98 -2.30 -7.58 US5 1095.08 0.19 207.55 1.00 207.55 30446.75 146.70 -2.53 -37.05 VIX 206.50 2.53 521.81 1.00 521.81 30446.75 58.35 -16.28 -94.98 WHEAT 292.38 1.29 377.47 1.00 377.47 30446.75 80.66 -13.05 -105.30 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 93.564 0.010 2.5 2.431 BITCOIN -190.576 0.043 2.5 -20.666 BOBL 46.052 0.004 2.5 0.468 BTP 39.775 0.014 2.5 1.359 BUND -32.811 0.004 2.5 -0.333 BUXL -33.347 0.004 2.5 -0.339 CAC 51.066 0.014 2.5 1.744 CAD -109.542 0.010 2.5 -2.846 CANOLA 79.951 0.010 2.5 1.948 CHF -50.950 0.010 2.5 -1.324 COCOA -33.610 0.010 2.5 -0.819 COFFEE 10.607 0.005 2.5 0.141 COPPER 14.464 0.043 2.5 1.568 CORN -27.617 0.010 2.5 -0.673 COTTON2 -185.041 0.010 2.5 -4.508 CRUDE_W -15.177 0.043 2.5 -1.646 DAX -26.661 0.014 2.5 -0.911 DOW -54.605 0.009 2.5 -1.271 DX 41.509 0.010 2.5 1.079 EUR 14.918 0.010 2.5 0.388 EURIBOR-ICE 229.511 0.014 2.5 7.839 EUROSTX 59.478 0.014 2.5 2.032 FEEDCOW -0.157 0.013 2.5 -0.005 GASOIL 18.117 0.017 2.5 0.786 GASOLINE 7.437 0.017 2.5 0.323 GAS_US_mini 42.172 0.043 2.5 4.573 GBP 19.037 0.010 2.5 0.495 GOLD_micro 4.469 0.014 2.5 0.153 HEATOIL 0.181 0.017 2.5 0.008 JGB-SGX-mini -355.952 0.043 2.5 -38.599 JPY -82.098 0.010 2.5 -2.133 LEANHOG 11.527 0.024 2.5 0.702 LIVECOW -9.111 0.013 2.5 -0.302 LUMBER-new -233.036 0.010 2.5 -5.677 MXP 302.371 0.059 2.5 44.442 NASDAQ_micro -40.694 0.009 2.5 -0.947 NIKKEI 52.613 0.043 2.5 5.705 NZD 10.428 0.010 2.5 0.271 OAT 60.159 0.014 2.5 2.055 OATIES -226.375 0.010 2.5 -5.515 OJ -60.757 0.010 2.5 -1.480 PALLAD 4.926 0.014 2.5 0.168 PLAT 13.959 0.014 2.5 0.477 REDWHEAT -79.617 0.005 2.5 -1.058 RICE -172.855 0.010 2.5 -4.211 ROBUSTA 6.348 0.005 2.5 0.084 RUSSELL 14.110 0.013 2.5 0.468 SHATZ -377.536 0.004 2.5 -3.834 SILVER-mini 20.638 0.014 2.5 0.705 SMI 59.918 0.014 2.5 2.047 SOFR -17.142 0.024 2.5 -1.043 SOYBEAN 25.864 0.004 2.5 0.241 SOYMEAL -52.562 0.004 2.5 -0.490 SOYOIL -65.905 0.004 2.5 -0.614 SP400 -1.681 0.013 2.5 -0.056 SP500_micro -50.046 0.009 2.5 -1.165 SUGAR11 -132.313 0.010 2.5 -3.224 US10 -11.549 0.005 2.5 -0.147 US10U 5.918 0.005 2.5 0.075 US2 -78.822 0.005 2.5 -1.000 US20 1.337 0.005 2.5 0.017 US30 -7.578 0.005 2.5 -0.096 US5 -37.049 0.005 2.5 -0.470 VIX -94.975 0.099 2.5 -23.477 WHEAT -105.296 0.005 2.5 -1.399 ===================== Position diags ===================== AUD 2.33 BITCOIN 12.64 BOBL 1.67 BTP 2.33 BUND 0.80 BUXL 0.33 CAC 1.54 CAD 3.33 CANOLA 9.13 CHF 1.26 COCOA 0.59 COFFEE 0.16 COPPER 2.13 CORN 3.75 COTTON2 2.25 CRUDE_W 4.04 DAX 4.83 DOW 4.15 DX 2.41 EUR 1.57 EURIBOR-ICE 12.67 EUROSTX 1.98 FEEDCOW 0.45 GASOIL 1.12 GASOLINE 1.03 GAS_US_mini 12.05 GBP 2.22 GOLD_micro 2.47 HEATOIL 0.71 JGB-SGX-mini 26.03 JPY 1.70 LEANHOG 3.71 LIVECOW 0.86 LUMBER-new 3.36 MXP 31.28 NASDAQ_micro 1.45 NIKKEI 8.23 NZD 2.29 OAT 2.50 OATIES 3.14 OJ 0.84 PALLAD 0.30 PLAT 0.79 REDWHEAT 0.98 RICE 2.57 ROBUSTA 0.48 RUSSELL 6.70 SHATZ 5.80 SILVER-mini 0.47 SMI 1.02 SOFR 15.56 SOYBEAN 0.68 SOYMEAL 0.64 SOYOIL 0.79 SP400 0.32 SP500_micro 2.83 SUGAR11 2.75 US10 1.20 US10U 0.93 US2 2.52 US20 0.60 US30 0.42 US5 1.86 VIX 14.42 WHEAT 1.07 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.4 2.2 2.7 0.0 0 BITCOIN -20.7 -21.9 -19.4 0.0 0 BOBL 0.5 0.3 0.6 1.0 1 BTP 1.4 1.1 1.6 0.0 0 BUND -0.3 -0.4 -0.3 0.0 0 BUXL -0.3 -0.4 -0.3 -2.0 -2 CAC 1.7 1.6 1.9 0.0 0 CAD -2.8 -3.2 -2.5 -3.0 -3 CANOLA 1.9 1.0 2.9 1.0 1 CHF -1.3 -1.5 -1.2 -2.0 -2 COCOA -0.8 -0.9 -0.8 -2.0 -2 COFFEE 0.1 0.1 0.2 1.0 1 COPPER 1.6 1.4 1.8 3.0 3 CORN -0.7 -1.0 -0.3 0.0 0 COTTON2 -4.5 -4.7 -4.3 -5.0 -5 CRUDE_W -1.6 -2.0 -1.2 0.0 0 DAX -0.9 -1.4 -0.4 -5.0 -5 DOW -1.3 -1.7 -0.9 -4.0 -4 DX 1.1 0.8 1.3 0.0 0 EUR 0.4 0.2 0.5 0.0 0 EURIBOR-ICE 7.8 6.6 9.1 0.0 0 EUROSTX 2.0 1.8 2.2 5.0 5 FEEDCOW -0.0 -0.0 0.0 0.0 0 GASOIL 0.8 0.7 0.9 2.0 2 GASOLINE 0.3 0.2 0.4 0.0 0 GAS_US_mini 4.6 3.4 5.8 -2.0 -2 GBP 0.5 0.3 0.7 3.0 3 GOLD_micro 0.2 -0.1 0.4 -1.0 -1 HEATOIL 0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -38.6 -41.2 -36.0 0.0 0 JPY -2.1 -2.3 -2.0 -3.0 -3 LEANHOG 0.7 0.3 1.1 1.0 1 LIVECOW -0.3 -0.4 -0.2 -1.0 -1 LUMBER-new -5.7 -6.0 -5.3 0.0 0 MXP 44.4 41.3 47.6 30.0 30 NASDAQ_micro -0.9 -1.1 -0.8 -1.0 -1 NIKKEI 5.7 4.9 6.5 5.0 5 NZD 0.3 0.0 0.5 -4.0 -4 OAT 2.1 1.8 2.3 5.0 5 OATIES -5.5 -5.8 -5.2 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.5 0.4 0.6 0.0 0 REDWHEAT -1.1 -1.2 -1.0 -1.0 -1 RICE -4.2 -4.5 -4.0 -3.0 -3 ROBUSTA 0.1 0.0 0.1 0.0 0 RUSSELL 0.5 -0.2 1.1 -1.0 -1 SHATZ -3.8 -4.4 -3.3 NaN 0 SILVER-mini 0.7 0.7 0.8 1.0 1 SMI 2.0 1.9 2.1 0.0 0 SOFR -1.0 -2.6 0.5 NaN 0 SOYBEAN 0.2 0.2 0.3 1.0 1 SOYMEAL -0.5 -0.6 -0.4 -1.0 -1 SOYOIL -0.6 -0.7 -0.5 -4.0 -4 SP400 -0.1 -0.1 -0.0 0.0 0 SP500_micro -1.2 -1.4 -0.9 0.0 0 SUGAR11 -3.2 -3.5 -2.9 -2.0 -2 US10 -0.1 -0.3 -0.0 0.0 0 US10U 0.1 -0.0 0.2 1.0 1 US2 -1.0 -1.3 -0.7 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.1 0.0 0 US5 -0.5 -0.7 -0.3 0.0 0 VIX -23.5 -24.9 -22.0 -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 0.2 0.1 -0.0 -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 0.1 -0.0 -0.0 0.2 0.3 0.2 0.3 0.3 0.3 0.7 0.4 0.7 BITCOIN -0.6 -0.6 -0.6 0.1 0.0 0.5 0.1 0.7 0.1 0.1 -0.1 -0.1 0.3 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 -2.7 -0.2 0.0 -0.3 -0.1 0.0 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.3 -0.1 -0.7 -0.5 BOBL -0.3 -0.1 0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 0.4 0.2 0.4 0.4 -0.1 -0.0 -0.1 -0.1 -0.1 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 1.1 -0.3 -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 0.0 -0.1 -0.1 -0.0 -0.2 0.5 -0.1 0.7 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 -0.0 0.4 0.0 -2.7 0.1 -0.2 0.4 -0.1 0.6 0.0 0.5 0.1 -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 0.0 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -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 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.3 -0.4 -0.1 -0.1 0.1 0.7 0.2 0.7 BUXL -0.4 -0.0 0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.3 -0.2 -0.7 -0.2 -0.1 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 -0.3 -0.6 -0.3 -0.3 -0.1 0.6 -0.1 0.2 CAC -0.2 0.0 0.2 0.0 0.1 0.3 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 0.0 0.2 0.0 0.1 -0.0 0.3 -0.2 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 0.2 -0.4 0.2 -0.3 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.1 -0.3 -0.0 2.7 -0.2 0.1 -0.4 -0.0 -0.3 -0.1 -0.4 -0.1 0.2 0.2 -0.5 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 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 1.3 0.0 -0.1 -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 -0.0 0.1 -0.1 0.1 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 -0.3 0.1 0.1 0.2 -0.4 -0.7 -0.4 -0.7 COCOA -0.6 -0.3 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 0.0 -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 -0.6 -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 -0.1 0.5 0.0 0.1 0.4 0.3 0.4 0.3 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.1 0.5 -0.0 0.7 0.0 1.1 -0.1 0.3 0.6 0.6 0.5 0.5 0.7 0.7 COPPER 0.1 0.3 0.2 0.1 0.0 0.5 0.1 0.6 0.1 0.1 -0.1 0.1 -0.0 0.1 0.1 -0.1 -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 0.1 0.0 0.1 -0.0 -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 0.2 -0.1 0.0 -0.4 0.1 0.2 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.1 -0.3 0.1 1.3 0.1 0.1 0.1 0.1 -0.2 0.1 -1.1 0.1 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 0.0 -0.5 -0.1 -0.7 -0.2 -0.9 0.3 -0.2 -0.1 0.4 -0.2 -0.4 -0.2 -0.4 CRUDE_W -0.1 -0.1 -0.2 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 -0.1 -0.4 -0.1 -0.5 -0.2 -0.6 0.1 -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 -1.3 -0.1 0.0 -0.1 0.0 0.2 -0.1 -0.1 -0.0 -0.2 -0.3 -0.6 0.2 0.7 0.2 0.7 DOW -0.3 -0.1 0.2 0.0 0.1 0.2 0.0 0.3 -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 0.1 0.2 0.0 0.3 0.0 -0.2 0.1 0.1 0.0 0.1 -0.3 -0.7 -0.5 -0.7 DX -0.1 0.5 0.4 -0.2 0.0 -0.2 -0.1 0.1 -0.2 -0.2 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 0.2 0.3 0.6 0.6 0.2 0.5 0.2 0.6 EUR 0.1 -0.4 -0.2 -0.2 0.0 -0.3 -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 0.1 0.4 -0.0 2.1 -0.1 0.2 -0.0 0.1 0.4 -0.0 -0.4 0.3 0.6 0.2 0.1 -0.1 -0.7 -0.2 -0.7 EURIBOR-ICE -0.2 -0.1 -0.0 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 0.4 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 0.0 -0.1 0.2 -0.1 0.6 -0.0 -0.1 0.0 -0.1 0.1 -0.1 0.8 0.0 -0.1 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 0.1 0.3 0.0 0.3 0.1 0.2 0.2 0.0 0.4 0.7 0.5 0.7 FEEDCOW -0.3 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.1 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 -0.0 0.3 -0.1 1.1 0.0 -0.1 -0.3 0.3 0.7 0.7 0.7 0.7 GASOIL -0.3 0.2 0.2 0.0 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 0.0 0.0 0.4 0.3 0.4 0.4 0.0 0.1 -0.1 0.1 -0.0 -0.2 0.1 -0.1 0.2 -0.1 0.2 -0.0 0.6 -0.4 -0.1 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 0.6 -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 -0.2 0.2 -0.6 0.2 0.2 -0.4 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.2 0.2 2.7 0.1 0.1 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 0.2 -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 -0.1 -0.1 0.1 0.1 -0.0 0.3 -0.2 0.1 -0.2 0.1 0.2 -0.1 0.3 0.5 0.6 -0.1 0.0 0.4 -0.2 0.4 -0.1 GOLD_micro 0.2 -0.3 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 0.2 0.1 0.4 0.1 -2.7 0.1 0.0 0.4 0.0 0.6 0.1 -0.4 0.0 0.2 0.5 0.6 0.0 0.1 -0.4 -0.4 HEATOIL -0.3 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 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.5 0.0 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 -0.0 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 -0.0 -0.4 -0.2 2.7 -0.2 -0.0 -0.5 -0.1 -0.5 -0.2 -0.6 -0.1 -0.3 -0.5 -0.5 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.0 -0.6 -0.5 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.0 0.0 -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 0.5 0.2 -0.6 0.3 0.1 0.4 0.6 0.7 LIVECOW -0.4 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.0 0.0 -0.0 0.2 -0.1 -0.1 -0.1 0.2 -0.0 0.1 -0.1 -0.0 -0.0 0.1 -0.1 -2.7 -0.1 0.0 0.0 -0.0 0.2 -0.1 1.1 -0.1 -0.2 -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 0.0 -0.6 -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 0.2 0.1 0.5 0.1 0.7 0.1 1.1 0.3 0.6 0.6 0.6 0.2 0.3 0.3 0.4 NASDAQ_micro -0.5 -0.3 -0.1 0.0 0.0 0.2 0.0 0.2 -0.0 0.1 0.3 0.1 0.4 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.0 -2.6 0.0 0.1 0.2 0.0 0.3 -0.0 -0.3 0.1 -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 -0.2 -0.2 0.6 0.6 -0.1 0.2 0.0 0.4 NZD 0.3 -0.2 -0.4 -0.2 0.0 -0.2 -0.0 0.1 -0.1 0.1 -0.3 0.1 -0.4 -0.0 -0.1 -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 -0.4 0.2 0.7 0.2 0.7 OAT -0.1 0.2 0.2 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 -0.1 0.0 0.1 0.4 0.2 0.4 0.3 0.0 0.0 -0.0 -0.1 0.0 0.2 0.1 -0.2 0.1 -0.1 0.0 0.0 1.0 -0.0 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 0.1 -0.4 -0.0 -0.5 -0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.2 0.0 -0.3 -0.0 -1.1 -0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.8 -0.0 0.3 0.1 -0.1 -0.4 -0.5 -0.2 -0.5 OJ -0.4 -0.6 -0.6 -0.1 -0.0 -0.3 -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 -0.3 -0.5 -0.2 -0.4 -0.5 -0.1 -0.5 PALLAD -0.2 0.0 0.3 0.1 0.0 0.3 0.0 0.4 0.0 0.1 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 -0.1 -0.2 0.2 -0.1 -0.1 -0.4 -0.7 -0.6 PLAT 0.0 -0.1 0.1 0.1 0.0 0.4 0.0 0.5 0.1 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 -0.1 -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 -0.0 0.2 0.6 0.6 -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 -0.4 0.1 0.4 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 -0.1 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 -0.1 0.1 -0.0 0.1 -0.0 1.1 -0.0 0.0 0.3 0.6 -0.1 0.7 0.3 0.7 RUSSELL -0.2 -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 0.2 0.1 -0.1 0.1 -0.3 -0.7 -0.5 -0.7 SHATZ -0.2 -0.1 -0.3 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.1 -0.2 -0.2 -0.2 -0.2 -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 -0.2 -1.1 -0.2 -0.3 -0.2 -0.4 0.5 0.7 0.6 0.7 SILVER-mini 0.5 0.2 0.3 0.1 0.0 0.4 0.0 0.5 0.1 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 0.2 -0.0 0.5 0.6 0.5 0.6 0.2 0.7 -0.2 -0.0 SMI 0.5 0.2 0.3 0.0 0.1 0.2 0.0 0.3 -0.0 0.1 0.4 0.2 0.4 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.2 0.2 1.4 0.2 0.1 0.3 0.2 0.2 0.2 0.9 0.4 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 0.0 -0.1 -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 -0.0 0.2 0.1 0.5 0.1 0.3 0.4 0.6 0.0 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.2 0.6 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.5 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 0.3 0.2 0.0 0.0 0.6 0.6 0.6 -0.6 -0.2 -0.6 -0.1 SOYMEAL -0.1 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 0.3 -0.0 -0.0 0.1 -1.0 -0.2 0.4 0.6 0.6 -0.5 -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 0.2 0.0 0.2 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.2 0.2 0.1 -2.5 -0.0 0.1 -0.0 0.1 0.1 0.1 0.0 0.0 0.6 0.6 0.4 -0.7 -0.6 -0.7 -0.6 SP400 0.0 -0.2 0.0 0.0 0.1 0.2 0.0 0.2 -0.0 0.1 0.3 0.1 0.2 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.1 0.0 0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.0 0.2 0.3 -0.2 -0.3 -0.3 -0.7 -0.4 -0.7 SP500_micro -0.3 -0.1 -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 0.1 -0.0 -0.2 0.1 -0.2 -0.7 -0.2 -0.7 SUGAR11 0.6 -0.3 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 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 -2.4 -0.1 0.0 -0.4 0.0 -0.5 -0.0 1.1 0.2 0.6 -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 -0.1 -0.0 -0.0 -0.0 0.3 0.0 0.2 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.0 0.2 0.0 -1.0 0.1 -0.0 0.3 0.0 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 0.0 -0.1 -0.1 -0.0 -0.1 0.5 0.1 0.1 0.0 0.1 0.0 -0.0 0.0 -0.0 0.1 0.1 0.0 0.2 0.0 -1.8 0.1 -0.0 0.5 0.1 0.6 0.1 -0.4 0.5 0.5 0.2 0.6 -0.2 -0.4 -0.3 -0.7 US2 -0.0 -0.2 0.1 0.0 -0.2 0.0 -0.1 -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 -0.0 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 -0.1 -0.0 -0.0 -0.1 0.3 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.1 -0.0 -1.2 0.0 -0.1 0.3 -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 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.2 -0.1 -0.3 -0.1 0.1 0.0 -0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0 -0.0 -0.7 0.0 -0.1 0.2 -0.0 0.2 -0.0 -0.5 0.2 0.0 -0.0 0.4 0.1 0.3 -0.0 -0.5 US5 0.1 -0.2 0.1 0.0 -0.2 0.0 -0.1 -0.0 -0.0 -0.1 0.3 0.0 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 -0.0 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 0.1 -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 -0.2 NaN -0.0 -0.3 -0.2 -0.3 -0.1 -0.1 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.1 0.5 0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -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 -0.0 -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 0.5 -5.4 0.3 -19.1 1.9 -8.9 -5.5 2.3 -16.3 20.0 7.7 15.7 3.2 -2.2 -8.7 -0.6 -1.2 -0.8 -1.0 -2.7 0.0 12.4 1.2 1.6 16.5 -5.9 15.6 -1.1 6.9 -0.9 -4.1 4.4 11.6 5.2 7.9 9.3 9.7 20.0 13.1 20.0 BITCOIN -20.0 -20.0 -20.0 13.4 5.0 20.0 5.9 20.0 6.5 8.8 -4.0 -10.9 7.3 -15.4 -15.6 -4.4 -6.9 -5.5 -6.2 -20.0 -12.2 -13.5 1.2 -20.0 -20.0 -20.0 2.1 -10.7 -12.6 1.0 -20.0 -0.8 -19.9 -20.0 -20.0 -20.0 8.3 -3.5 -20.0 -13.6 BOBL -8.3 -2.3 0.0 0.1 -20.0 1.5 -9.0 -1.3 -3.4 -17.4 -6.2 -15.0 -1.5 -16.2 -7.7 20.0 10.9 20.0 20.0 -5.1 -2.5 -14.1 -2.8 -9.5 3.3 -6.3 -20.0 -2.7 -19.7 -2.3 -12.7 20.0 -12.7 -10.6 -3.4 -4.2 6.3 20.0 14.6 20.0 BTP -6.9 2.3 5.0 0.1 -20.0 1.8 -10.8 -1.5 -4.0 -17.1 20.0 -9.4 20.0 7.7 16.5 6.7 8.4 7.4 8.3 7.2 11.7 -4.1 14.6 1.1 -20.0 9.1 -19.9 14.7 -6.8 17.7 0.9 8.6 3.3 -0.6 10.3 6.5 2.1 20.0 7.4 20.0 BUND -8.9 -0.8 3.7 0.1 -20.0 1.7 -10.0 -1.4 -3.8 -18.6 -2.0 -15.4 -9.0 -16.2 -4.0 -4.4 2.0 -3.4 0.0 -3.6 -1.7 -13.9 -5.9 -9.0 -0.6 -5.4 -20.0 -1.5 -20.0 -3.5 -13.2 -3.4 -10.9 -11.7 -3.7 -2.6 3.0 20.0 7.4 20.0 BUXL -11.7 -0.0 2.9 0.1 -20.0 1.5 -9.0 -1.3 -3.4 -16.0 -12.8 -17.1 -18.7 -17.1 -5.6 4.4 3.1 4.2 3.8 -8.7 -9.8 -15.5 -17.2 -13.0 -0.4 -11.9 -20.0 -10.0 -20.0 -13.8 -18.9 0.1 -13.7 -19.0 -9.6 -10.4 -2.9 16.6 -3.6 6.6 CAC -6.7 1.5 7.7 2.9 9.1 9.4 4.5 10.9 -1.0 11.7 16.3 -2.4 15.5 -0.6 9.2 -3.6 -1.6 -2.8 -2.1 5.6 10.0 2.9 9.7 0.7 4.3 3.8 4.5 5.9 2.5 2.9 -0.2 6.3 -9.9 2.5 9.1 -4.2 15.3 20.0 15.2 20.0 CAD 6.4 -3.0 -12.9 -20.0 2.1 -9.7 -6.1 2.5 -17.8 19.8 -15.4 14.0 -8.7 -5.4 -19.5 -9.0 -7.6 -8.7 -8.2 -13.2 -14.6 10.2 -11.0 -2.5 20.0 -18.7 6.0 -15.4 -2.3 -9.2 -12.2 -7.2 -3.5 5.0 5.1 -15.0 -20.0 -20.0 -19.9 -20.0 CANOLA 10.4 10.5 -12.5 -20.0 -1.9 -20.0 -7.5 -20.0 -14.8 -2.6 -8.1 7.1 -0.5 12.7 -5.3 -20.0 -12.7 -20.0 -16.4 1.6 -5.1 1.5 -3.6 6.4 9.5 0.2 -7.8 -6.6 0.2 -5.7 4.8 -14.4 -4.2 20.0 20.0 6.8 17.9 20.0 20.0 20.0 CHF -0.9 -12.1 -8.6 -15.6 1.6 -7.3 -4.5 1.8 -13.3 6.6 4.7 -10.6 11.9 -11.8 -12.9 -16.9 -16.0 -16.5 -15.9 -8.8 -0.4 -5.6 8.6 -9.8 -1.2 -8.4 -1.3 1.1 -8.4 9.4 -11.5 -20.0 -13.6 4.5 2.3 4.7 -10.7 -20.0 -11.8 -20.0 COCOA -19.7 -10.2 -20.0 -9.0 -0.8 -11.1 -3.0 -10.5 -6.0 5.0 -7.6 -4.6 -2.1 -5.9 -7.5 -5.3 8.3 -2.3 2.4 -13.8 -12.4 -2.4 -4.5 -10.5 -20.0 -11.3 -5.0 -8.1 -9.9 -0.7 -12.2 19.3 -6.7 -18.7 -11.4 -7.0 -9.4 -0.7 -1.3 3.4 COFFEE -10.3 -0.2 11.0 -19.1 -1.7 -20.0 -6.4 -20.0 -12.7 -4.6 12.8 -8.0 13.3 0.8 12.6 20.0 13.5 20.0 17.1 9.0 14.2 -2.8 16.7 1.2 -20.0 9.4 -6.2 17.5 -4.1 20.0 0.3 20.0 -3.7 9.1 18.0 20.0 15.8 15.3 20.0 20.0 COPPER 2.4 7.8 5.9 11.4 4.3 17.5 5.0 17.3 5.5 11.4 -2.0 10.8 -1.2 8.2 6.5 -7.5 -5.9 -6.6 -6.1 7.1 5.2 12.3 4.5 8.7 -5.5 5.2 7.0 7.3 7.6 10.8 5.0 0.3 3.9 -1.3 -5.9 -20.0 20.0 14.5 20.0 17.3 CORN 0.2 9.3 6.6 -20.0 -2.3 -20.0 -9.0 -20.0 -17.8 19.1 -4.9 1.6 -10.8 8.6 15.9 -20.0 -19.4 -20.0 -20.0 5.1 -0.9 7.9 -11.1 5.6 9.5 6.6 11.3 2.9 6.0 -6.9 5.0 -20.0 5.4 19.6 20.0 20.0 -6.3 -5.5 6.2 -2.9 COTTON2 -6.3 -2.5 -4.5 -20.0 -2.5 -20.0 -9.5 -20.0 -18.9 18.6 -20.0 -11.1 -20.0 -17.6 -20.0 -18.0 -15.2 -17.8 -16.7 -16.9 -19.4 -1.5 -20.0 -11.3 -13.4 -20.0 5.4 -20.0 -5.2 -20.0 -19.8 -17.8 14.0 -6.1 -4.4 11.5 -6.5 -13.0 -5.0 -11.2 CRUDE_W -2.4 -4.0 -5.0 0.7 -1.7 2.8 -5.1 2.3 -3.3 -5.0 -10.1 -11.7 -12.9 -13.8 -17.8 0.3 5.4 1.8 3.5 -10.0 -9.6 -5.5 -10.1 -8.5 7.2 -14.7 -11.7 -13.8 -13.4 -13.4 -14.4 -11.6 4.2 -9.5 -16.1 -19.4 20.0 20.0 8.3 19.4 DAX -8.4 -12.1 -17.3 2.3 7.0 7.2 3.5 8.4 -0.8 10.0 9.4 -2.2 13.2 -6.4 -5.8 -6.0 -6.5 -6.2 -6.0 -6.4 -0.3 1.0 9.9 -6.1 -9.4 -6.2 4.9 -2.7 0.7 4.8 -5.4 -1.1 -1.5 -5.3 -8.8 -20.0 5.6 20.0 6.7 20.0 DOW -10.6 -2.5 4.7 1.9 5.9 6.0 2.9 7.0 -0.7 9.6 12.2 3.3 11.7 3.2 6.8 -7.6 -8.3 -8.2 -8.0 5.7 9.3 8.0 10.1 4.0 -9.6 3.1 6.0 6.5 3.6 7.3 0.7 -4.5 3.4 2.9 1.0 4.5 -10.2 -20.0 -14.0 -20.0 DX -1.7 15.3 11.9 -17.2 1.7 -8.0 -5.0 2.0 -14.7 -17.8 3.7 -3.9 -13.1 10.8 15.7 6.3 6.2 6.2 6.1 13.0 5.6 -2.9 -6.9 7.2 -20.0 15.1 -9.8 8.3 -3.4 -2.8 8.5 16.8 7.3 8.4 20.0 20.0 5.7 16.3 6.3 18.2 EUR 3.7 -12.0 -5.8 -20.0 2.0 -9.4 -5.9 2.4 -17.3 20.0 7.2 10.7 17.1 -7.0 -14.8 -9.0 -7.9 -8.4 -8.0 -8.8 0.6 7.9 14.5 -3.0 15.5 -10.3 19.3 -0.6 11.7 12.5 -3.6 -7.3 12.8 18.5 6.0 3.2 -4.4 -20.0 -5.0 -20.0 EURIBOR-ICE -7.5 -3.4 -1.5 0.1 -17.2 1.3 -7.5 -1.1 -2.8 -11.2 0.4 -5.8 10.7 -11.6 -6.3 12.8 11.0 12.8 12.5 -2.9 0.9 -6.8 5.9 -5.5 4.1 -2.9 -13.9 0.6 -8.9 3.9 -6.5 14.5 1.2 -4.5 0.3 -0.8 4.9 20.0 10.1 20.0 EUROSTX -7.7 -1.0 4.6 2.6 8.0 8.3 4.0 9.6 -0.9 16.4 16.0 1.9 16.4 0.3 10.2 -3.4 -1.7 -3.3 -2.6 7.0 11.3 8.7 13.4 3.7 -5.6 5.6 14.3 7.6 7.5 7.2 2.8 5.9 3.2 5.5 7.3 0.8 12.8 20.0 13.6 20.0 FEEDCOW -10.7 -20.0 -20.0 -8.6 -0.7 -10.6 -2.9 -10.0 -5.7 6.4 1.4 2.4 5.2 -5.2 -4.9 14.7 8.7 14.8 13.2 -6.2 0.6 2.4 6.3 -5.8 -20.0 -4.9 3.9 1.9 -1.4 7.6 -6.2 20.0 0.0 -4.5 -10.2 9.6 20.0 20.0 20.0 20.0 GASOIL -10.8 4.7 6.4 0.5 -1.1 1.9 -3.5 1.6 -2.3 -9.6 9.0 -10.2 6.4 1.5 4.5 20.0 16.0 20.0 19.4 3.6 6.4 -10.1 4.8 -3.8 -1.4 4.8 -8.0 7.6 -9.4 5.7 -2.8 10.6 -15.3 -2.0 6.0 9.4 8.2 14.3 -1.3 8.2 GASOLINE -1.8 2.8 0.8 0.9 3.4 2.6 -3.8 2.1 -2.6 2.8 3.9 -6.7 1.5 1.8 1.8 2.5 17.7 11.8 17.7 0.9 1.3 -0.0 0.5 -0.9 -18.5 -1.2 -0.4 -1.8 -6.7 -1.7 -3.7 12.1 -5.0 -0.6 -0.2 -5.0 20.0 20.0 20.0 20.0 GAS_US_mini 10.1 20.0 6.6 0.8 -1.9 3.2 -5.9 2.7 -3.8 20.0 -9.2 20.0 -15.3 20.0 16.8 -20.0 -20.0 -20.0 -20.0 14.3 0.8 20.0 -7.9 20.0 20.0 13.1 7.3 2.7 9.9 -3.6 14.8 -20.0 20.0 20.0 19.8 6.1 -0.7 -20.0 -19.0 -20.0 GBP 5.0 -14.7 -14.1 -20.0 2.1 -9.6 -6.0 2.4 -17.6 15.5 -5.1 16.3 12.1 -7.5 -14.9 0.1 -0.0 0.2 0.1 -13.8 -8.4 8.9 4.7 -4.0 2.0 -16.6 15.9 -8.7 12.4 5.9 -6.1 6.3 20.0 20.0 -2.4 0.3 13.4 -4.5 13.1 -4.2 GOLD_micro 5.3 -7.8 1.6 6.8 2.6 10.4 3.0 10.3 3.3 5.6 6.3 6.8 7.7 1.3 5.2 -7.1 -10.6 -8.7 -9.5 11.0 14.0 8.5 14.5 8.2 -20.0 11.9 1.6 15.5 3.6 15.5 6.2 -6.8 1.7 5.7 14.2 20.0 1.2 2.8 -13.1 -13.0 HEATOIL -8.8 6.3 2.7 0.4 -1.0 1.7 -3.1 1.4 -2.0 -10.5 8.2 -10.9 6.4 0.7 3.5 18.2 10.7 14.8 12.3 3.8 5.3 -8.7 4.1 -2.1 -15.8 3.9 -10.1 4.2 -9.2 3.7 -0.9 0.6 -19.6 1.1 8.4 2.0 20.0 9.3 -3.0 -8.8 JGB-SGX-mini -13.5 -6.5 -10.4 0.7 -11.6 1.2 -2.5 -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 -9.3 -20.0 -2.9 -20.0 JPY -5.0 -16.8 -17.8 -12.7 1.3 -5.9 -3.7 1.5 -10.9 8.0 -15.0 -6.8 -12.3 -12.4 -14.6 -10.0 -10.8 -10.1 -10.1 -20.0 -18.6 -5.5 -13.7 -14.9 20.0 -20.0 -0.3 -19.1 -8.7 -12.8 -19.2 -11.5 -2.3 -10.1 -14.1 -14.6 -5.3 -11.8 -5.4 -13.6 LEANHOG 1.2 -20.0 -15.8 -18.6 -1.6 -20.0 -6.2 -20.0 -12.4 4.5 1.6 -1.0 7.7 -10.7 -13.0 -2.9 20.0 20.0 20.0 -12.5 -5.6 0.1 3.2 -8.6 -1.5 -12.1 6.2 -6.7 2.7 0.9 -7.7 20.0 20.0 7.3 -20.0 9.0 4.4 12.9 16.6 20.0 LIVECOW -12.2 -20.0 -20.0 -8.3 -0.7 -10.4 -2.8 -9.8 -5.6 5.3 1.3 -0.5 4.8 -5.1 -4.8 -2.8 8.7 -1.8 3.5 -6.5 -0.8 -0.7 4.5 -6.8 -20.0 -5.4 1.2 0.0 -3.7 5.0 -7.0 20.0 -4.9 -7.5 -9.8 5.3 20.0 14.7 20.0 20.0 LUMBER-new -14.3 -20.0 -20.0 -15.1 -1.3 -18.8 -5.1 -17.6 -10.1 -3.6 -12.7 -10.2 -10.5 -12.6 -13.3 -20.0 -20.0 -20.0 -20.0 -20.0 -19.5 -12.4 -13.8 -20.0 NaN -20.0 -2.8 -17.4 -11.9 -10.0 -20.0 -20.0 0.3 -15.2 -20.0 -19.9 5.3 20.0 8.5 20.0 MXP 4.7 -5.1 3.0 -20.0 2.1 -9.7 -6.0 2.5 -17.8 20.0 20.0 20.0 20.0 20.0 20.0 12.3 12.7 12.6 12.5 13.5 20.0 13.8 20.0 11.9 -20.0 14.2 13.5 20.0 13.4 20.0 11.1 20.0 14.3 20.0 20.0 20.0 6.6 9.3 8.8 13.1 NASDAQ_micro -15.3 -9.2 -1.8 1.7 5.4 5.6 2.7 6.5 -0.6 10.9 11.2 5.8 11.6 0.5 4.8 -7.5 -8.8 -8.5 -8.6 4.9 10.8 8.2 13.2 2.4 -19.4 2.6 7.0 7.6 3.1 9.5 -0.7 -5.4 2.8 -7.8 0.9 4.3 -5.1 -20.0 -6.0 -20.0 NIKKEI -20.0 0.7 13.2 1.3 4.2 4.3 2.0 5.0 -0.5 2.7 8.6 -2.2 8.6 1.9 6.2 0.2 6.5 1.8 4.2 9.0 13.8 -0.7 12.5 1.9 -9.6 9.2 -1.1 14.0 -0.9 11.7 1.7 18.9 -6.3 -5.7 17.9 20.0 -2.9 6.0 0.4 10.5 NZD 9.2 -5.6 -13.6 -14.3 1.4 -6.7 -4.1 1.7 -12.2 14.7 -9.9 11.5 -9.8 -3.7 -12.9 -4.7 -3.3 -4.5 -4.0 -11.4 -12.6 12.8 -9.0 -0.9 13.4 -14.7 13.7 -13.3 7.6 -9.1 -6.5 0.0 13.0 1.6 -2.6 -13.8 5.0 20.0 7.2 20.0 OAT -2.9 5.4 4.9 0.1 -20.0 1.5 -8.9 -1.3 -3.3 -15.2 7.7 -7.8 -3.6 3.4 9.6 17.9 12.4 17.8 16.0 3.9 2.5 -4.7 -2.1 0.9 1.5 4.9 -20.0 3.8 -6.4 0.2 1.1 18.3 -1.8 3.2 10.1 -0.1 2.1 20.0 7.0 20.0 OATIES 5.5 6.1 -13.8 -19.6 -1.7 -20.0 -6.6 -20.0 -13.1 8.7 -15.3 -0.8 -13.0 -2.3 -12.7 -20.0 -11.3 -20.0 -18.0 -9.4 -13.9 0.2 -12.9 -3.4 -8.4 -11.7 -1.0 -15.5 -3.2 -14.0 -6.2 -14.6 -1.3 10.1 2.4 -4.6 -11.6 -15.1 -6.5 -15.3 OJ -12.2 -20.0 -20.0 -7.6 -0.7 -9.4 -2.5 -8.9 -5.1 2.6 -6.3 -3.6 -6.1 -5.6 -6.5 -5.6 3.1 -3.5 -0.8 -12.8 -11.8 -4.3 -9.7 -10.2 -20.0 -10.6 -1.6 -9.0 -6.2 -6.8 -10.0 11.7 -3.4 -8.2 -15.5 -5.7 -11.8 -16.1 -4.0 -14.7 PALLAD -4.9 1.0 9.5 8.2 3.1 12.6 3.6 12.5 4.0 7.5 5.0 2.4 4.9 -3.5 2.1 -2.7 -2.9 -2.9 -2.9 5.6 8.5 4.9 7.6 2.9 14.9 7.5 3.2 12.1 0.9 11.9 1.9 5.5 -3.7 -5.7 6.7 -2.1 -2.5 -13.0 -20.0 -19.4 PLAT 1.2 -4.3 2.9 9.8 3.7 15.0 4.3 14.9 4.7 7.9 9.1 7.0 9.1 -1.6 4.2 -4.3 -3.6 -3.7 -3.5 7.8 13.3 15.6 15.7 8.3 0.7 4.9 0.5 12.8 1.0 16.6 0.4 4.5 -3.2 -3.7 -10.6 -7.2 20.0 9.8 -15.8 -11.0 REDWHEAT -0.9 18.9 6.8 -20.0 -2.0 -20.0 -7.6 -20.0 -15.1 9.1 -14.6 -10.7 -18.3 2.2 -1.9 -12.0 -16.2 -15.6 -16.7 -1.9 -9.3 -1.7 -17.4 -0.8 6.4 1.6 5.4 -4.0 0.9 -11.1 1.7 -18.9 -0.8 7.5 20.0 17.8 -20.0 -20.0 -20.0 -20.0 RICE 10.8 -0.4 -20.0 -10.3 -0.9 -12.8 -3.4 -12.0 -6.9 -4.1 -9.5 -5.6 -9.5 -7.7 -9.2 -20.0 -12.1 -20.0 -18.1 -13.7 -17.6 -5.3 -17.9 -8.5 -0.3 -12.5 -2.7 -15.3 -4.5 -16.2 -7.9 -16.9 -2.1 -0.7 -11.5 -12.6 -6.7 -13.0 3.0 -11.5 ROBUSTA -11.1 2.7 12.8 -10.5 -0.9 -13.0 -3.5 -12.3 -7.0 -6.7 2.1 0.3 0.2 1.6 5.3 9.5 12.6 9.0 10.6 2.4 2.6 -3.3 1.8 -0.6 -20.0 1.6 -6.3 1.9 -2.9 1.7 -0.9 20.0 -1.6 0.1 7.8 20.0 -2.6 20.0 8.9 20.0 RUSSELL -7.4 -8.8 7.2 1.7 5.2 5.4 2.6 6.3 -0.6 8.2 10.2 8.2 8.8 2.6 5.5 -4.5 -5.3 -4.9 -5.0 2.3 6.0 8.6 6.5 2.9 5.5 0.6 6.1 4.7 5.1 5.4 -0.1 0.6 8.9 2.8 -3.8 3.6 -9.5 -20.0 -14.1 -20.0 SHATZ -5.9 -2.5 -8.6 0.1 -18.6 1.4 -8.1 -1.2 -3.0 -11.6 -15.4 -12.9 -4.4 -16.2 -14.9 -7.9 -15.9 -10.6 -12.9 -9.8 -9.7 -11.9 -7.3 -10.4 9.2 -12.4 -20.0 -10.8 -18.4 -7.4 -15.0 -20.0 -10.0 -9.8 -7.1 -13.6 13.5 20.0 18.8 20.0 SILVER-mini 16.0 6.1 8.6 9.9 3.7 15.3 4.4 15.1 4.8 11.7 11.4 11.6 11.5 9.8 10.7 -5.1 -6.4 -5.7 -6.1 20.0 19.9 20.0 16.6 20.0 -8.4 17.6 17.1 20.0 17.7 17.8 15.2 -0.3 19.4 20.0 16.6 20.0 6.8 20.0 -5.0 -0.2 SMI 15.1 6.6 10.1 2.4 7.5 7.7 3.7 8.9 -0.8 15.3 14.0 16.1 10.2 15.3 14.5 6.2 3.9 5.4 4.4 15.7 12.1 19.6 9.2 18.3 10.4 15.7 16.7 11.0 19.7 6.9 18.6 16.4 16.3 20.0 20.0 10.1 10.9 20.0 14.1 20.0 SOFR 3.5 -6.8 0.0 0.1 -20.0 1.6 -9.2 -1.3 -3.4 -8.1 13.3 6.2 15.4 1.4 0.0 7.4 5.7 7.2 6.8 3.0 8.5 -0.2 12.8 2.7 -20.0 4.4 -3.1 9.2 5.5 12.7 6.0 4.9 14.9 18.1 1.2 8.7 -6.3 -15.6 -5.9 -20.0 SOYBEAN 7.1 17.1 10.7 -20.0 -2.2 -20.0 -8.6 -20.0 -17.1 7.7 16.9 14.6 3.2 19.5 20.0 1.1 -5.4 -2.1 -4.8 19.4 13.1 10.6 1.5 17.9 -7.4 20.0 -0.9 20.0 7.9 7.4 20.0 0.2 1.3 20.0 20.0 20.0 -17.8 -6.1 -18.2 -2.6 SOYMEAL -2.0 20.0 20.0 -14.0 -1.2 -17.4 -4.7 -16.4 -9.4 -11.1 3.8 -8.3 -7.0 6.9 7.6 -11.2 -15.3 -14.5 -16.0 10.4 5.4 -4.8 -2.7 5.7 -11.0 15.5 -7.8 9.3 -2.2 -0.5 10.1 -17.9 -9.2 12.8 20.0 20.0 -16.4 -20.0 -7.7 -20.0 SOYOIL 11.9 -0.2 -8.6 -20.0 -2.1 -20.0 -8.2 -20.0 -16.4 18.1 0.3 16.1 8.8 11.9 -8.5 -8.6 -4.9 -7.9 -6.5 1.6 0.6 19.4 6.4 10.7 -18.7 -0.1 11.3 -0.1 9.6 3.4 5.5 0.1 0.8 20.0 17.2 12.4 -20.0 -17.4 -20.0 -18.8 SP400 0.2 -5.1 0.3 1.9 5.8 6.0 2.9 6.9 -0.6 10.2 10.5 10.2 5.8 5.4 1.7 -5.4 -5.9 -5.7 -5.7 0.6 2.2 10.9 3.4 4.1 0.6 -2.0 7.5 -0.2 6.9 0.8 0.5 -0.6 9.7 8.1 -6.1 -8.5 -9.4 -20.0 -12.7 -20.0 SP500_micro -10.4 -4.5 -1.5 2.1 6.4 6.6 3.2 7.7 -0.7 12.0 14.1 9.3 14.2 4.2 7.9 -8.3 -9.5 -9.2 -9.2 6.4 12.7 10.2 15.7 4.5 -15.2 1.7 7.2 7.0 4.4 9.3 -0.4 -6.6 5.0 -0.8 -5.5 2.2 -5.2 -20.0 -6.4 -20.0 SUGAR11 18.3 -8.3 -8.8 -15.6 -1.4 -19.4 -5.2 -18.3 -10.4 -0.7 -12.8 7.2 -13.3 -6.6 -10.3 19.3 9.5 12.8 8.0 -10.6 -15.1 3.4 -15.1 -1.7 -18.2 -12.6 1.0 -16.5 2.8 -15.1 -3.0 20.0 9.3 18.5 -11.6 -0.4 -15.2 -20.0 -7.5 -16.8 US10 0.9 -4.6 7.0 0.1 -16.4 1.2 -7.2 -1.0 -2.7 -4.9 12.7 3.3 5.2 1.5 8.5 2.3 0.2 2.1 1.6 4.0 7.1 -0.4 6.8 2.4 -7.1 5.5 -2.3 9.3 4.0 9.6 4.7 -4.2 12.4 12.2 2.7 11.6 -18.0 -20.0 -10.4 -20.0 US10U -0.5 -2.8 10.6 0.1 -20.0 1.8 -10.3 -1.5 -3.8 -6.4 18.2 5.0 3.5 2.0 13.5 0.4 -1.0 0.7 -0.0 7.4 11.4 0.9 8.6 4.3 -13.5 11.0 -3.5 17.3 5.5 15.4 7.4 -6.9 19.2 16.1 5.6 20.0 -7.3 -13.4 -8.7 -20.0 US2 -0.4 -6.4 2.9 0.1 -16.8 1.3 -7.3 -1.0 -2.7 -7.6 1.5 -0.5 -2.8 -7.7 -1.6 -13.7 -15.3 -13.2 -13.3 -1.4 1.5 -2.9 1.9 -2.1 17.7 -0.9 -3.3 2.9 -1.2 5.2 -1.4 -20.0 8.4 7.4 -5.3 3.9 -17.0 -10.1 -20.0 -20.0 US20 -5.1 -4.1 12.9 0.1 -16.3 1.2 -7.1 -1.0 -2.7 -11.2 9.9 -4.6 -3.7 -7.2 6.7 3.6 3.0 3.9 3.8 2.9 6.1 -4.1 3.1 -1.2 -9.4 4.6 -6.6 9.7 -2.7 7.3 -0.5 0.0 7.0 3.6 0.6 13.2 3.1 13.2 -2.1 -16.6 US30 -6.6 -2.9 13.0 0.1 -18.4 1.4 -8.0 -1.1 -3.0 -12.7 6.8 -8.3 -8.4 -12.1 5.4 1.4 -2.1 -0.0 -1.1 1.3 4.2 -5.4 -0.3 -3.2 -5.4 3.1 -6.2 8.4 -4.1 4.4 -3.0 -8.8 6.6 0.4 -0.8 11.2 2.6 8.1 -0.6 -15.2 US5 1.9 -4.7 3.8 0.1 -17.5 1.3 -7.6 -1.1 -2.8 -6.4 11.5 3.5 5.4 -0.0 5.2 -2.1 -3.3 -2.0 -2.2 2.7 5.8 -0.6 6.4 1.9 -2.5 3.8 -3.5 7.4 2.3 9.2 3.6 -10.5 11.7 12.8 1.1 8.6 -19.1 -16.2 -18.1 -20.0 VIX -0.8 2.3 -6.0 -2.5 -14.3 -3.8 -13.9 -1.7 -5.6 -20.0 -20.0 -20.0 -11.3 -14.1 -14.1 -20.0 -20.0 -20.0 -20.0 -4.9 -5.7 -20.0 -4.5 -10.0 NaN -1.5 -19.1 -3.6 -17.5 -1.8 -5.5 NaN NaN NaN NaN NaN -6.4 -20.0 NaN NaN WHEAT -3.4 14.3 4.2 -20.0 -2.0 -20.0 -7.8 -20.0 -15.5 -10.4 -15.7 -15.9 -19.0 -3.6 -4.8 -15.1 -18.0 -16.9 -17.5 -4.0 -9.0 -9.0 -15.9 -5.9 10.5 -0.5 -2.6 -3.3 -7.8 -8.8 -3.8 -20.0 -13.3 1.9 14.3 19.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3