******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251203_204108 produced at 2025-12-03 21:41:18.187833 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.95 0.0 0.00 0.00 0.00 0.00 -43.88 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -4.49 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.26 0.0 999.00 -999.00 -0.18 -0.18 -24.46 999999999.0 -17 -17 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -20.26 59.0 0 0 caleb_strategy_v3 CAD False True 0.04 -0.11 -0.09 0.0 0.00 -0.11 -0.11 -0.11 -2.42 29.0 -3 -3 caleb_strategy_v3 US2 False True 0.11 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.83 13.0 0 0 caleb_strategy_v3 CHF False True 0.08 -0.16 -0.09 0.0 0.00 -0.16 -0.16 -0.16 -1.07 13.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.18 -0.18 -0.08 -0.08 -4.56 11.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.70 -0.70 -0.12 -0.08 -1.94 17.0 -3 -2 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.05 0.0 0.04 -0.04 -0.03 -0.03 -4.31 4.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.05 0.0 0.15 -0.15 0.00 0.00 -1.73 5.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -5.94 3.0 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 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -3.29 18.0 -2 -2 caleb_strategy_v3 BUND False False 0.08 0.00 -0.03 0.0 0.77 -0.77 0.00 -0.15 -0.37 10.0 0 -2 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.53 3.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.48 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.61 -0.61 -0.03 -0.03 -0.89 23.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 0.00 -0.02 0.0 0.85 -0.85 0.00 0.00 -1.03 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 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.31 12.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.18 11.0 0 0 caleb_strategy_v3 BUXL False False 0.07 -0.13 -0.02 0.0 0.27 -0.27 -0.13 -0.20 -0.36 4.0 -2 -3 caleb_strategy_v3 US5 False False 0.06 0.00 -0.02 0.0 1.41 -1.41 0.00 0.00 -0.37 25.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.37 -0.37 0.00 0.00 -0.09 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 -0.26 17.0 -1 -1 caleb_strategy_v3 DAX False False 0.01 -0.07 -0.01 0.0 0.82 -0.82 -0.07 -0.04 -0.83 58.0 -5 -3 caleb_strategy_v3 DOW False False 0.01 -0.05 -0.01 0.0 0.81 -0.81 -0.05 -0.01 -0.82 66.0 -4 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.11 -0.11 -0.01 -0.04 -1.10 8.0 -1 -3 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 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.15 -0.15 -0.02 0.00 -0.54 9.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.72 10.0 -4 -4 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.00 0.0 0.67 -0.67 0.00 0.00 0.02 8.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.05 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 0.04 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.24 -0.24 0.00 0.00 -0.32 51.0 1 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.00 0.0 0.20 -0.20 0.03 0.03 0.13 7.0 1 1 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.03 3.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.00 0.0 0.99 -0.99 0.00 0.00 -0.07 17.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.01 0.0 1.22 -1.22 0.00 0.00 0.28 56.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.01 0.0 0.22 -0.22 0.02 0.02 0.82 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 0.13 6.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 -0.01 0.01 0.0 0.44 -0.44 -0.01 0.00 0.83 68.0 -1 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.16 999999999.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.06 0.01 0.0 0.77 -0.77 0.06 0.06 0.13 13.0 1 1 caleb_strategy_v3 DX False False 0.05 0.00 0.02 0.0 999.00 -999.00 0.00 0.00 0.42 999999999.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.07 0.02 0.0 0.13 -0.13 0.07 0.03 0.73 4.0 2 1 caleb_strategy_v3 BOBL False False 0.07 0.07 0.02 0.0 1.32 -1.32 0.07 0.07 0.34 19.0 1 1 caleb_strategy_v3 NZD False True 0.03 -0.12 0.02 0.0 0.00 -0.12 -0.12 -0.09 0.68 21.0 -4 -3 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.43 -0.43 0.00 0.00 0.56 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 0.00 5.05 26.0 -2 0 caleb_strategy_v3 GBP False True 0.04 0.13 0.04 0.0 0.13 0.00 0.13 0.13 0.90 22.0 3 3 caleb_strategy_v3 EUR False False 0.08 0.00 0.05 0.0 1.05 -1.05 0.00 0.08 0.66 14.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.08 0.08 0.06 0.0 999.00 -999.00 0.08 0.15 0.76 999999999.0 1 2 caleb_strategy_v3 EUROSTX False False 0.03 0.17 0.08 0.0 0.68 -0.68 0.17 0.24 2.22 20.0 5 7 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.88 12.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.09 0.0 0.72 -0.72 0.00 0.00 1.29 10.0 0 0 caleb_strategy_v3 AUD False True 0.03 0.00 0.09 0.0 0.00 0.00 0.00 0.00 2.78 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.10 0.0 0.59 -0.59 0.10 0.15 5.80 36.0 6 9 caleb_strategy_v3 COPPER False False 0.07 0.21 0.12 0.0 999.00 -999.00 0.21 0.21 1.75 999999999.0 3 3 caleb_strategy_v3 OAT False False 0.07 0.36 0.14 0.0 0.72 -0.72 0.36 0.36 1.87 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 2.08 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 44.31 60.0 30 30 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 1.10 0.0 1.46 -1.46 0.00 0.00 7.52 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 19.4 Shocked risk 54.5 Sum abs risk 54.3 Leverage 6.48 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1949891.6, 'annual_cash_vol_target': 487472.9, 'daily_cash_vol_target': 30467.05625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6601 0.5199 8.3180 BITCOIN 2542.5941 93355.0000 2.7236 43.5772 BOBL 0.1579 116.7100 0.1353 2.1647 BTP 0.3869 120.6700 0.3207 5.1305 BUND 0.3337 128.6900 0.2593 4.1494 BUXL 0.8065 112.0600 0.7197 11.5147 CAC 57.6385 8121.0000 0.7097 11.3559 CAD 0.0024 0.7174 0.3296 5.2735 CANOLA 6.4312 642.6000 1.0008 16.0130 CHF 0.0051 1.2526 0.4047 6.4745 COCOA 124.8620 5512.0000 2.2653 36.2444 COFFEE 6.6367 372.7500 1.7805 28.4874 COPPER 0.0668 5.3990 1.2373 19.7963 CORN 4.1150 463.5000 0.8878 14.2050 COTTON2 0.6505 64.4500 1.0092 16.1478 CRUDE_W 0.8053 58.1900 1.3839 22.1424 DAX 181.3558 23807.0000 0.7618 12.1884 DOW 342.1234 47993.0000 0.7129 11.4058 DX 0.3403 98.4700 0.3455 5.5287 EUR 0.0041 1.1735 0.3507 5.6104 EURIBOR-ICE 0.0280 97.7650 0.0286 0.4574 EUROSTX 44.4634 5722.0000 0.7771 12.4330 FEEDCOW 4.4151 325.6750 1.3557 21.6907 GASOIL 11.8019 649.0000 1.8185 29.0957 GASOLINE 0.0304 1.8455 1.6479 26.3670 GAS_US_mini 0.1139 5.0150 2.2706 36.3303 GBP 0.0063 1.3351 0.4731 7.5698 GOLD_micro 40.7046 4239.8000 0.9601 15.3609 HEATOIL 0.0438 2.2415 1.9554 31.2869 JGB-SGX-mini 0.1890 134.4700 0.1405 2.2484 JPY 0.0000 0.0065 0.5805 9.2880 LEANHOG 1.2348 80.8750 1.5267 24.4280 LIVECOW 2.8868 221.9500 1.3007 20.8107 LUMBER-new 7.9207 564.0000 1.4044 22.4700 MXP 0.0003 0.0546 0.5160 8.2564 NASDAQ_micro 237.2534 25669.7500 0.9243 14.7880 NIKKEI 610.4637 49805.0000 1.2257 19.6113 NZD 0.0035 0.5779 0.6043 9.6681 OAT 0.3578 121.1900 0.2952 4.7232 OATIES 4.6627 317.0000 1.4709 23.5339 OJ 5.7293 151.2000 3.7892 60.6277 PALLAD 34.7920 1516.0000 2.2950 36.7198 PLAT 25.9579 1672.5000 1.5520 24.8326 REDWHEAT 8.1148 529.7500 1.5318 24.5091 RICE 0.1461 10.2050 1.4313 22.9001 ROBUSTA 83.0620 4210.0000 1.9730 31.5675 RUSSELL 30.3677 2511.4000 1.2092 19.3471 SHATZ 0.0452 106.9200 0.0423 0.6770 SILVER-mini 0.8753 58.9875 1.4839 23.7428 SMI 80.2781 12877.0000 0.6234 9.9748 SOFR 0.0473 96.7850 0.0488 0.7812 SOYBEAN 8.3975 1114.5000 0.7535 12.0557 SOYMEAL 4.3405 316.0000 1.3736 21.9774 SOYOIL 0.6121 52.2200 1.1722 18.7556 SP400 31.3647 3307.4000 0.9483 15.1731 SP500_micro 49.0068 6869.7500 0.7134 11.4139 SUGAR11 0.2367 14.4500 1.6382 26.2113 US10 0.3196 113.1250 0.2825 4.5199 US10U 0.4112 115.8281 0.3550 5.6802 US2 0.0760 104.4258 0.0728 1.1641 US20 0.6338 116.6875 0.5432 8.6911 US30 0.9118 119.9375 0.7602 12.1636 US5 0.2058 109.6406 0.1877 3.0032 VIX 0.5126 20.6500 2.4825 39.7198 WHEAT 7.4414 581.7500 1.2791 20.4664 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.10 0.52 343.17 1.00 343.17 30467.06 88.78 12.06 107.08 BITCOIN 93.36 2.72 254.26 1.00 254.26 30467.06 119.83 -15.59 -186.80 BOBL 1167.10 0.14 157.90 1.16 183.36 30467.06 166.16 2.04 33.88 BTP 1206.70 0.32 386.94 1.16 449.32 30467.06 67.81 5.58 37.83 BUND 1286.90 0.26 333.74 1.16 387.55 30467.06 78.61 -4.65 -36.55 BUXL 1120.60 0.72 806.46 1.16 936.49 30467.06 32.53 -10.86 -35.33 CAC 812.10 0.71 576.39 1.16 669.32 30467.06 45.52 12.11 55.13 CAD 717.40 0.33 236.45 1.00 236.45 30467.06 128.85 -7.23 -93.10 CANOLA 128.52 1.00 128.62 0.71 91.91 30467.06 331.49 -0.40 -13.33 CHF 1565.75 0.40 633.59 1.00 633.59 30467.06 48.09 -8.56 -41.15 COCOA 551.20 2.27 1248.62 1.00 1248.62 30467.06 24.40 -13.77 -33.61 COFFEE 1397.81 1.78 2488.75 1.00 2488.75 30467.06 12.24 8.21 10.05 COPPER 1349.75 1.24 1670.00 1.00 1670.00 30467.06 18.24 8.83 16.10 CORN 231.75 0.89 205.75 1.00 205.75 30467.06 148.08 -3.62 -53.65 COTTON2 322.25 1.01 325.23 1.00 325.23 30467.06 93.68 -20.00 -187.36 CRUDE_W 581.90 1.38 805.29 1.00 805.29 30467.06 37.83 -4.22 -15.96 DAX 238.07 0.76 181.36 1.16 210.60 30467.06 144.67 -1.68 -24.27 DOW 239.96 0.71 171.06 1.00 171.06 30467.06 178.11 -1.98 -35.33 DX 984.70 0.35 340.26 1.00 340.26 30467.06 89.54 1.80 16.08 EUR 1466.81 0.35 514.34 1.00 514.34 30467.06 59.24 4.32 25.59 EURIBOR-ICE 2444.12 0.03 69.88 1.16 81.14 30467.06 375.47 5.87 220.25 EUROSTX 572.20 0.78 444.63 1.16 516.32 30467.06 59.01 10.99 64.87 FEEDCOW 1628.38 1.36 2207.54 1.00 2207.54 30467.06 13.80 0.52 0.71 GASOIL 649.00 1.82 1180.19 1.00 1180.19 30467.06 25.82 6.53 16.86 GASOLINE 775.11 1.65 1277.33 1.00 1277.33 30467.06 23.85 1.50 3.57 GAS_US_mini 125.38 2.27 284.68 1.00 284.68 30467.06 107.02 4.35 46.58 GBP 834.44 0.47 394.78 1.00 394.78 30467.06 77.17 4.49 34.64 GOLD_micro 423.98 0.96 407.05 1.00 407.05 30467.06 74.85 1.10 8.25 HEATOIL 941.43 1.96 1840.90 1.00 1840.90 30467.06 16.55 -0.45 -0.75 JGB-SGX-mini 134470.00 0.14 18896.53 0.01 121.32 30467.06 251.14 -16.11 -404.66 JPY 806.62 0.58 468.25 1.00 468.25 30467.06 65.07 -11.45 -74.53 LEANHOG 323.50 1.53 493.90 1.00 493.90 30467.06 61.69 2.17 13.41 LIVECOW 887.80 1.30 1154.73 1.00 1154.73 30467.06 26.38 -2.99 -7.89 LUMBER-new 155.10 1.40 217.82 1.00 217.82 30467.06 139.87 -17.43 -243.85 MXP 273.10 0.52 140.93 1.00 140.93 30467.06 216.19 13.95 301.49 NASDAQ_micro 513.40 0.92 474.51 1.00 474.51 30467.06 64.21 -5.96 -38.30 NIKKEI 49805.00 1.23 61046.37 0.01 391.92 30467.06 77.74 6.88 53.50 NZD 577.90 0.60 349.20 1.00 349.20 30467.06 87.25 2.99 26.09 OAT 1211.90 0.30 357.75 1.16 415.43 30467.06 73.34 7.46 54.73 OATIES 158.50 1.47 233.13 1.00 233.13 30467.06 130.69 -17.07 -223.14 OJ 226.80 3.79 859.40 1.00 859.40 30467.06 35.45 -17.77 -62.99 PALLAD 1516.00 2.29 3479.20 1.00 3479.20 30467.06 8.76 6.36 5.57 PLAT 836.25 1.55 1297.89 1.00 1297.89 30467.06 23.47 6.93 16.28 REDWHEAT 264.88 1.53 405.74 1.00 405.74 30467.06 75.09 -10.99 -82.51 RICE 204.10 1.43 292.12 1.00 292.12 30467.06 104.30 -16.97 -176.97 ROBUSTA 421.00 1.97 830.62 1.00 830.62 30467.06 36.68 0.98 3.58 RUSSELL 125.57 1.21 151.84 1.00 151.84 30467.06 200.65 1.25 25.07 SHATZ 1069.20 0.04 45.24 1.16 52.54 30467.06 579.92 -7.62 -441.75 SILVER-mini 1474.69 1.48 2188.32 1.00 2188.32 30467.06 13.92 15.99 22.26 SMI 1287.70 0.62 802.78 1.24 998.24 30467.06 30.52 20.00 61.04 SOFR 2419.62 0.05 118.14 1.00 118.14 30467.06 257.88 -0.12 -2.97 SOYBEAN 557.25 0.75 419.88 1.00 419.88 30467.06 72.56 1.98 14.38 SOYMEAL 316.00 1.37 434.05 1.00 434.05 30467.06 70.19 -8.33 -58.45 SOYOIL 313.32 1.17 367.28 1.00 367.28 30467.06 82.95 -9.30 -77.11 SP400 3307.40 0.95 3136.47 1.00 3136.47 30467.06 9.71 -1.54 -1.50 SP500_micro 343.49 0.71 245.03 1.00 245.03 30467.06 124.34 -3.54 -44.05 SUGAR11 161.84 1.64 265.13 1.00 265.13 30467.06 114.91 -11.75 -135.03 US10 1131.25 0.28 319.57 1.00 319.57 30467.06 95.34 -0.61 -5.85 US10U 1158.28 0.36 411.21 1.00 411.21 30467.06 74.09 1.43 10.57 US2 2088.52 0.07 151.95 1.00 151.95 30467.06 200.50 -3.26 -65.46 US20 1166.88 0.54 633.84 1.00 633.84 30467.06 48.07 0.68 3.26 US30 1199.38 0.76 911.79 1.00 911.79 30467.06 33.41 -2.03 -6.79 US5 1096.41 0.19 205.79 1.00 205.79 30467.06 148.05 -1.97 -29.21 VIX 206.50 2.48 512.63 1.00 512.63 30467.06 59.43 -16.65 -98.97 WHEAT 290.88 1.28 372.07 1.00 372.07 30467.06 81.88 -13.57 -111.13 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 107.075 0.010 2.5 2.782 BITCOIN -186.804 0.043 2.5 -20.257 BOBL 33.882 0.004 2.5 0.344 BTP 37.835 0.014 2.5 1.292 BUND -36.552 0.004 2.5 -0.371 BUXL -35.334 0.004 2.5 -0.359 CAC 55.133 0.014 2.5 1.883 CAD -93.104 0.010 2.5 -2.419 CANOLA -13.331 0.010 2.5 -0.325 CHF -41.152 0.010 2.5 -1.069 COCOA -33.608 0.010 2.5 -0.819 COFFEE 10.052 0.005 2.5 0.134 COPPER 16.101 0.043 2.5 1.746 CORN -53.648 0.010 2.5 -1.307 COTTON2 -187.358 0.010 2.5 -4.565 CRUDE_W -15.960 0.043 2.5 -1.731 DAX -24.270 0.014 2.5 -0.829 DOW -35.332 0.009 2.5 -0.822 DX 16.084 0.010 2.5 0.418 EUR 25.588 0.010 2.5 0.665 EURIBOR-ICE 220.255 0.014 2.5 7.523 EUROSTX 64.869 0.014 2.5 2.216 FEEDCOW 0.714 0.013 2.5 0.024 GASOIL 16.855 0.017 2.5 0.732 GASOLINE 3.574 0.017 2.5 0.155 GAS_US_mini 46.579 0.043 2.5 5.051 GBP 34.645 0.010 2.5 0.900 GOLD_micro 8.250 0.014 2.5 0.282 HEATOIL -0.746 0.017 2.5 -0.032 JGB-SGX-mini -404.664 0.043 2.5 -43.882 JPY -74.531 0.010 2.5 -1.937 LEANHOG 13.412 0.024 2.5 0.816 LIVECOW -7.889 0.013 2.5 -0.262 LUMBER-new -243.847 0.010 2.5 -5.941 MXP 301.494 0.059 2.5 44.314 NASDAQ_micro -38.297 0.009 2.5 -0.891 NIKKEI 53.503 0.043 2.5 5.802 NZD 26.088 0.010 2.5 0.678 OAT 54.731 0.014 2.5 1.869 OATIES -223.144 0.010 2.5 -5.436 OJ -62.994 0.010 2.5 -1.535 PALLAD 5.565 0.014 2.5 0.190 PLAT 16.279 0.014 2.5 0.556 REDWHEAT -82.512 0.005 2.5 -1.096 RICE -176.967 0.010 2.5 -4.311 ROBUSTA 3.580 0.005 2.5 0.048 RUSSELL 25.069 0.013 2.5 0.832 SHATZ -441.753 0.004 2.5 -4.486 SILVER-mini 22.257 0.014 2.5 0.760 SMI 61.041 0.014 2.5 2.085 SOFR -2.967 0.024 2.5 -0.181 SOYBEAN 14.378 0.004 2.5 0.134 SOYMEAL -58.452 0.004 2.5 -0.544 SOYOIL -77.112 0.004 2.5 -0.719 SP400 -1.496 0.013 2.5 -0.050 SP500_micro -44.047 0.009 2.5 -1.025 SUGAR11 -135.032 0.010 2.5 -3.290 US10 -5.851 0.005 2.5 -0.074 US10U 10.571 0.005 2.5 0.134 US2 -65.460 0.005 2.5 -0.831 US20 3.258 0.005 2.5 0.041 US30 -6.794 0.005 2.5 -0.086 US5 -29.213 0.005 2.5 -0.371 VIX -98.966 0.099 2.5 -24.463 WHEAT -111.127 0.005 2.5 -1.476 ===================== Position diags ===================== AUD 2.31 BITCOIN 12.99 BOBL 1.69 BTP 2.32 BUND 0.80 BUXL 0.33 CAC 1.55 CAD 3.35 CANOLA 8.08 CHF 1.25 COCOA 0.59 COFFEE 0.16 COPPER 1.98 CORN 3.61 COTTON2 2.28 CRUDE_W 4.10 DAX 4.94 DOW 4.15 DX 2.33 EUR 1.54 EURIBOR-ICE 12.82 EUROSTX 2.02 FEEDCOW 0.46 GASOIL 1.12 GASOLINE 1.04 GAS_US_mini 11.61 GBP 2.01 GOLD_micro 2.56 HEATOIL 0.72 JGB-SGX-mini 27.23 JPY 1.69 LEANHOG 3.75 LIVECOW 0.88 LUMBER-new 3.41 MXP 31.78 NASDAQ_micro 1.49 NIKKEI 8.43 NZD 2.27 OAT 2.50 OATIES 3.18 OJ 0.86 PALLAD 0.30 PLAT 0.80 REDWHEAT 1.00 RICE 2.54 ROBUSTA 0.49 RUSSELL 6.66 SHATZ 5.89 SILVER-mini 0.48 SMI 1.04 SOFR 15.69 SOYBEAN 0.68 SOYMEAL 0.65 SOYOIL 0.77 SP400 0.32 SP500_micro 2.89 SUGAR11 2.80 US10 1.21 US10U 0.94 US2 2.54 US20 0.61 US30 0.42 US5 1.88 VIX 14.69 WHEAT 1.09 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 2.8 2.6 3.0 0.0 0 BITCOIN -20.3 -21.6 -19.0 0.0 0 BOBL 0.3 0.2 0.5 1.0 1 BTP 1.3 1.1 1.5 0.0 0 BUND -0.4 -0.5 -0.3 0.0 0 BUXL -0.4 -0.4 -0.3 -2.0 -2 CAC 1.9 1.7 2.0 0.0 0 CAD -2.4 -2.8 -2.1 -3.0 -3 CANOLA -0.3 -1.1 0.5 1.0 1 CHF -1.1 -1.2 -0.9 -2.0 -2 COCOA -0.8 -0.9 -0.8 -2.0 -2 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 1.7 1.5 1.9 3.0 3 CORN -1.3 -1.7 -0.9 0.0 0 COTTON2 -4.6 -4.8 -4.3 -5.0 -5 CRUDE_W -1.7 -2.1 -1.3 0.0 0 DAX -0.8 -1.3 -0.3 -5.0 -5 DOW -0.8 -1.2 -0.4 -4.0 -4 DX 0.4 0.2 0.7 0.0 0 EUR 0.7 0.5 0.8 0.0 0 EURIBOR-ICE 7.5 6.2 8.8 0.0 0 EUROSTX 2.2 2.0 2.4 5.0 5 FEEDCOW 0.0 -0.0 0.1 0.0 0 GASOIL 0.7 0.6 0.8 2.0 2 GASOLINE 0.2 0.1 0.3 0.0 0 GAS_US_mini 5.1 3.9 6.2 -2.0 -2 GBP 0.9 0.7 1.1 3.0 3 GOLD_micro 0.3 0.0 0.5 0.0 0 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -43.9 -46.6 -41.2 0.0 0 JPY -1.9 -2.1 -1.8 -3.0 -3 LEANHOG 0.8 0.4 1.2 1.0 1 LIVECOW -0.3 -0.3 -0.2 -1.0 -1 LUMBER-new -5.9 -6.3 -5.6 0.0 0 MXP 44.3 41.1 47.5 30.0 30 NASDAQ_micro -0.9 -1.0 -0.7 -1.0 -1 NIKKEI 5.8 5.0 6.6 6.0 6 NZD 0.7 0.5 0.9 -4.0 -4 OAT 1.9 1.6 2.1 5.0 5 OATIES -5.4 -5.8 -5.1 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 0.6 0.5 0.6 0.0 0 REDWHEAT -1.1 -1.2 -1.0 -1.0 -1 RICE -4.3 -4.6 -4.1 -3.0 -3 ROBUSTA 0.0 -0.0 0.1 0.0 0 RUSSELL 0.8 0.2 1.5 -1.0 -1 SHATZ -4.5 -5.1 -3.9 NaN 0 SILVER-mini 0.8 0.7 0.8 1.0 1 SMI 2.1 2.0 2.2 0.0 0 SOFR -0.2 -1.7 1.4 NaN 0 SOYBEAN 0.1 0.1 0.2 1.0 1 SOYMEAL -0.5 -0.6 -0.5 -1.0 -1 SOYOIL -0.7 -0.8 -0.6 -4.0 -4 SP400 -0.0 -0.1 -0.0 0.0 0 SP500_micro -1.0 -1.3 -0.7 0.0 0 SUGAR11 -3.3 -3.6 -3.0 -2.0 -2 US10 -0.1 -0.2 0.0 0.0 0 US10U 0.1 0.0 0.2 1.0 1 US2 -0.8 -1.1 -0.6 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.1 -0.1 -0.0 0.0 0 US5 -0.4 -0.6 -0.2 0.0 0 VIX -24.5 -25.9 -23.0 -17.0 -17 WHEAT -1.5 -1.6 -1.4 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 0.1 -0.1 0.0 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.2 0.2 0.2 0.1 0.0 -0.1 -0.0 -0.0 -0.0 -0.0 -0.0 0.0 0.2 0.0 0.1 2.2 -0.0 0.2 -0.0 0.2 -0.0 0.0 0.2 0.2 0.2 0.3 0.3 0.3 0.7 0.4 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 -0.1 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 0.1 -0.3 -0.1 0.0 -0.2 -0.0 -0.3 -0.6 -0.6 -0.6 0.3 -0.1 -0.7 -0.5 BOBL -0.3 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -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 -0.2 1.0 -0.4 -0.4 -0.2 -0.1 0.2 0.7 0.5 0.7 BTP -0.2 0.0 0.2 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.1 0.7 0.1 0.2 0.2 0.2 0.2 0.2 0.1 0.1 -0.0 0.4 0.0 -2.7 0.1 -0.1 0.4 -0.1 0.6 -0.0 0.5 0.0 -0.1 0.3 0.2 0.1 0.7 0.3 0.7 BUND -0.3 -0.1 0.1 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.1 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.3 -0.4 -0.2 -0.1 0.1 0.7 0.2 0.7 BUXL -0.4 -0.0 0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.2 -0.7 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.2 -0.5 -0.2 -0.0 -0.1 -0.2 -0.3 -0.2 -0.5 -0.2 0.0 -0.4 -0.6 -0.4 -0.3 -0.1 0.6 -0.1 0.2 CAC -0.2 0.0 0.3 0.0 0.1 0.3 0.1 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 0.3 -0.1 0.1 0.3 -0.1 0.5 0.7 0.5 0.7 CAD 0.2 -0.1 -0.4 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.2 -0.4 0.2 -0.3 -0.0 -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 -0.2 0.2 0.1 -0.5 -0.7 -0.7 -0.6 -0.7 CANOLA 0.3 0.4 -0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.2 -0.0 -0.0 0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.0 -0.1 -0.1 -0.1 0.0 1.2 -0.0 -0.2 -0.2 -0.1 -0.2 -0.0 -0.8 -0.5 0.5 0.6 0.2 0.6 0.7 0.7 0.7 CHF -0.0 -0.4 -0.3 -0.1 0.1 -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 0.0 0.2 -0.1 -0.2 -0.1 0.1 0.0 -0.0 0.3 -0.1 -1.1 -0.2 0.2 0.1 0.2 -0.3 -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 0.1 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 -0.0 0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -2.7 -0.1 -0.0 -0.2 -0.1 -0.0 -0.1 1.0 -0.1 -0.6 -0.3 -0.3 -0.3 -0.0 -0.0 0.1 COFFEE -0.4 -0.0 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 0.4 -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 -0.1 0.7 -0.0 1.1 -0.1 0.2 0.6 0.6 0.5 0.5 0.7 0.7 COPPER 0.1 0.2 0.2 0.1 0.0 0.5 0.1 0.6 0.1 0.1 -0.0 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 0.2 0.2 0.1 0.3 0.1 0.0 0.2 0.1 -0.1 -0.6 0.7 0.5 0.7 0.6 CORN -0.0 0.3 0.2 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.0 -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 0.5 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.1 -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 0.2 -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 -0.2 -0.2 0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 1.0 -0.2 -0.1 -0.4 -0.1 -0.5 -0.2 -0.6 0.2 -0.3 -0.5 -0.6 0.7 0.7 0.3 0.6 DAX -0.3 -0.4 -0.5 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.2 -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 0.1 0.4 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.3 0.0 0.1 0.2 0.1 0.3 0.0 -0.2 0.2 0.1 0.1 0.2 -0.3 -0.7 -0.4 -0.7 DX -0.1 0.5 0.4 -0.2 0.1 -0.2 0.0 0.1 -0.1 -0.2 0.1 -0.1 -0.5 0.1 0.2 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.0 -2.7 0.1 -0.2 0.2 -0.1 -0.1 0.0 0.9 -0.5 -0.1 0.6 0.6 0.2 0.5 0.2 0.6 EUR 0.2 -0.4 -0.2 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.2 0.2 0.2 0.6 -0.0 -0.1 -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 0.2 0.4 0.0 -0.4 0.3 0.6 0.2 0.1 -0.1 -0.7 -0.2 -0.7 EURIBOR-ICE -0.3 -0.1 -0.1 -0.0 -0.1 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 0.5 -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 -0.2 -0.0 0.2 0.0 0.1 0.2 0.1 0.4 0.0 0.2 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 0.1 -0.8 0.1 0.1 0.2 0.1 0.3 0.0 0.3 0.1 0.2 0.3 0.0 0.4 0.7 0.4 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 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 0.0 0.0 0.2 -0.0 -2.7 -0.1 0.0 0.0 0.0 0.3 -0.1 1.1 0.1 -0.0 -0.3 0.3 0.7 0.7 0.7 0.7 GASOIL -0.4 0.2 0.2 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 0.3 0.4 0.4 0.0 0.1 -0.1 0.1 -0.0 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.6 -0.5 -0.1 0.2 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.2 0.1 0.0 0.0 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 -0.1 0.1 0.0 0.0 -0.0 0.3 0.2 0.3 0.0 0.0 -0.0 0.0 -0.0 -2.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.6 -0.0 -0.1 -0.0 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.6 0.3 0.0 -0.1 0.1 -0.1 0.1 -0.1 0.2 -0.2 0.2 -0.5 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 0.2 0.1 0.2 -0.1 0.2 -1.1 0.5 0.6 0.6 0.3 -0.0 -0.7 -0.6 -0.7 GBP 0.3 -0.4 -0.5 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.2 -0.1 0.2 0.4 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 0.2 0.1 0.0 0.3 -0.1 0.2 -0.2 0.2 0.2 0.0 0.3 0.5 0.6 -0.0 0.0 0.4 -0.2 0.4 -0.1 GOLD_micro 0.2 -0.2 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 0.4 0.6 0.1 0.1 -0.4 -0.4 HEATOIL -0.4 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 -0.6 -0.3 -0.4 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.8 -0.2 -0.2 -0.4 -0.2 -0.5 -0.2 1.0 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.1 -0.7 JPY -0.1 -0.5 -0.6 -0.1 0.1 -0.1 0.0 0.0 -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 -0.1 2.7 -0.2 0.0 -0.5 -0.0 -0.5 -0.2 -0.6 -0.0 -0.4 -0.4 -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 0.1 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 0.4 -0.6 0.3 0.1 0.4 0.5 0.7 LIVECOW -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 -0.0 -0.0 -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 -0.0 -0.1 -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 -0.8 -0.1 -0.1 -0.4 -0.1 -0.4 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.5 -0.2 NaN -0.2 -0.1 -0.6 -0.2 -0.4 -0.2 -1.2 0.1 -0.6 -0.7 -0.7 0.2 0.8 0.3 0.8 MXP 0.1 -0.2 0.1 -0.2 0.2 -0.2 0.0 0.1 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.1 -2.7 0.2 0.1 0.5 0.1 0.7 0.1 1.1 -0.1 0.6 0.6 0.6 0.2 0.3 0.3 0.4 NASDAQ_micro -0.5 -0.3 -0.0 0.0 0.1 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 0.4 0.0 -0.3 0.0 -0.2 0.0 0.1 -0.2 -0.7 -0.2 -0.7 NIKKEI -0.6 0.1 0.5 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 0.2 -0.0 0.3 0.0 -1.3 0.1 -0.0 0.4 -0.0 0.4 0.0 1.0 -0.3 -0.2 0.5 0.6 -0.1 0.2 0.0 0.3 NZD 0.4 -0.1 -0.4 -0.1 0.1 -0.2 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.3 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 1.8 -0.1 0.2 -0.3 0.1 -0.3 -0.0 0.0 0.4 0.1 -0.1 -0.4 0.2 0.7 0.2 0.7 OAT -0.1 0.1 0.2 -0.0 -0.1 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 -0.1 -0.1 -0.0 0.2 0.0 -0.2 0.1 -0.1 0.0 -0.0 1.0 -0.1 0.0 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 -0.4 -0.0 -1.1 -0.1 0.0 -0.4 -0.0 -0.5 -0.1 -0.8 0.1 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 -0.3 -0.1 -0.3 -0.1 0.6 -0.1 -0.3 -0.5 -0.2 -0.4 -0.5 -0.1 -0.5 PALLAD -0.1 0.0 0.3 0.1 0.0 0.4 0.0 0.5 0.0 0.1 0.1 0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.0 2.0 0.1 0.0 0.3 0.0 0.4 0.0 0.3 -0.0 -0.2 0.2 -0.1 -0.1 -0.4 -0.7 -0.6 PLAT 0.1 -0.1 0.2 0.1 0.0 0.4 0.1 0.6 0.1 0.1 0.3 0.1 0.3 -0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.4 0.1 0.1 0.1 0.0 0.4 0.0 0.6 0.0 0.2 -0.1 -0.1 -0.4 -0.2 0.7 0.3 -0.5 -0.4 REDWHEAT -0.0 0.6 0.2 -0.2 -0.1 -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 0.2 0.0 -0.6 -0.1 -0.0 -0.4 -0.0 -0.4 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 -0.0 -0.1 -0.1 -0.4 -0.1 -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 -0.5 -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 0.0 -0.0 0.1 -0.0 1.1 -0.1 -0.0 0.2 0.6 -0.1 0.7 0.3 0.7 RUSSELL -0.2 -0.3 0.2 0.0 0.1 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 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.4 -0.2 -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 -0.4 -0.4 -0.3 -0.4 0.4 0.7 0.6 0.7 SILVER-mini 0.6 0.2 0.3 0.1 0.0 0.4 0.1 0.6 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 0.5 0.2 -1.2 0.2 0.1 0.5 0.2 0.7 0.2 -0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.5 0.2 0.3 0.0 0.1 0.2 0.1 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 0.3 0.2 1.4 0.2 0.1 0.3 0.2 0.3 0.2 0.9 0.2 0.6 0.6 0.4 0.3 0.7 0.4 0.7 SOFR 0.1 -0.2 -0.0 -0.0 -0.1 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 0.1 0.0 0.3 0.1 0.5 0.1 0.3 0.4 0.6 0.1 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.2 0.5 0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 0.5 0.1 0.1 0.2 0.2 0.0 -0.1 -0.0 -0.1 0.2 0.1 0.0 0.0 0.2 -1.0 0.2 -0.1 0.5 0.0 0.3 0.2 0.0 -0.2 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 -0.1 -0.1 0.0 -1.5 0.2 -0.1 0.3 -0.0 -0.0 0.1 -0.9 -0.2 0.3 0.6 0.6 -0.5 -0.7 -0.3 -0.7 SOYOIL 0.4 -0.0 -0.3 -0.2 -0.1 -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 -0.0 -0.0 0.0 0.1 0.0 0.0 -0.2 0.6 0.5 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 0.3 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 0.1 0.1 -0.0 0.1 -0.0 0.1 0.0 0.0 -0.0 0.2 0.2 -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 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.1 0.0 0.1 0.2 0.1 0.3 0.0 -0.3 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 -0.5 0.0 -0.6 -0.0 1.1 0.2 0.6 -0.4 -0.0 -0.5 -0.7 -0.2 -0.6 US10 0.0 -0.2 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 0.1 0.3 0.1 -0.2 0.4 0.5 0.1 0.4 -0.6 -0.7 -0.4 -0.7 US10U -0.0 -0.1 0.3 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 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 0.6 0.2 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.0 -0.2 0.1 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 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 0.3 -0.1 0.1 -0.6 -0.3 -0.7 -0.7 US20 -0.2 -0.2 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 0.0 0.3 -0.0 0.3 0.0 0.0 0.2 0.2 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 -0.1 -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 -0.0 0.2 -0.0 0.2 -0.0 -0.5 0.2 0.1 -0.0 0.4 0.1 0.3 -0.0 -0.5 US5 0.1 -0.2 0.1 -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 -0.1 -0.0 -0.0 0.0 0.1 0.0 0.2 0.0 -0.3 0.0 0.0 0.2 0.1 0.3 0.0 -0.6 0.3 0.5 0.1 0.3 -0.6 -0.5 -0.6 -0.7 VIX -0.1 0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.3 -0.9 -0.3 -0.7 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.1 -0.1 -0.3 -0.2 -0.2 NaN -0.0 -0.2 -0.2 -0.3 -0.1 -0.1 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.2 0.5 0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.4 -0.2 -0.7 -0.1 -0.1 -0.3 -0.4 -0.3 -0.3 -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 -0.0 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 2.4 -4.4 0.4 -16.7 17.1 -8.2 2.5 2.0 -11.7 20.0 7.9 18.4 3.3 3.3 -7.0 -0.5 -1.2 -0.8 -1.0 -0.9 0.6 18.0 1.4 5.6 16.5 -3.7 20.0 -0.6 15.4 -0.7 1.4 4.4 10.4 6.1 7.9 9.5 9.3 20.0 12.6 20.0 BITCOIN -19.6 -20.0 -20.0 13.6 6.4 20.0 6.6 20.0 7.0 13.4 -4.4 -8.9 7.0 -14.5 -15.2 -4.5 -6.8 -5.5 -6.2 -20.0 -12.7 -8.2 0.9 -20.0 -20.0 -20.0 6.4 -11.3 -7.9 0.7 -20.0 -0.8 -11.1 -20.0 -20.0 -20.0 8.0 -3.4 -20.0 -13.7 BOBL -8.8 -3.4 -0.1 -0.4 -12.1 1.3 -8.6 -1.3 -4.1 -15.8 -6.8 -15.8 -1.6 -17.1 -8.6 20.0 10.4 20.0 19.5 -5.9 -2.9 -14.6 -3.0 -10.6 3.3 -7.4 -20.0 -3.2 -20.0 -2.5 -14.3 18.9 -16.3 -12.0 -4.9 -4.4 6.1 20.0 14.7 20.0 BTP -7.5 1.3 5.0 -0.4 -14.5 1.6 -10.3 -1.6 -4.9 -10.5 20.0 -10.2 20.0 6.0 16.0 7.7 8.5 7.7 8.4 6.5 11.3 -4.7 14.4 0.1 -20.0 8.1 -12.1 14.1 -7.8 17.4 -0.7 8.8 0.4 -1.7 9.0 6.4 2.0 20.0 7.6 20.0 BUND -9.6 -1.9 3.6 -0.4 -13.5 1.5 -9.5 -1.5 -4.5 -15.8 -2.7 -16.1 -9.1 -17.2 -5.2 -2.1 2.1 -2.6 0.4 -4.5 -2.2 -14.9 -6.0 -10.4 -0.5 -6.8 -20.0 -2.1 -20.0 -3.7 -15.4 -3.0 -14.1 -13.3 -5.2 -2.8 2.8 20.0 7.5 20.0 BUXL -12.5 -1.2 2.8 -0.4 -12.1 1.3 -8.6 -1.3 -4.1 -15.9 -13.2 -18.0 -18.8 -17.9 -6.8 4.4 3.1 4.2 3.8 -9.6 -10.2 -16.7 -17.4 -14.4 -0.3 -13.3 -20.0 -10.7 -20.0 -14.0 -20.0 0.1 -16.4 -20.0 -11.0 -10.4 -3.2 16.6 -3.4 6.7 CAC -6.4 0.5 7.9 3.4 11.8 9.7 6.5 11.3 0.4 15.5 16.3 -1.1 15.8 0.0 9.4 -3.3 -1.6 -2.7 -2.1 5.9 10.2 4.3 9.9 1.6 4.5 4.2 7.4 6.1 4.0 3.0 0.7 6.4 -5.3 3.8 9.2 -4.1 15.1 20.0 14.7 20.0 CAD 7.6 -1.8 -12.8 -18.2 18.7 -9.0 2.7 2.2 -12.7 20.0 -15.3 18.4 -8.7 -0.6 -18.3 -9.0 -7.6 -8.7 -8.2 -11.6 -14.2 13.8 -11.0 0.6 20.0 -17.5 13.4 -15.3 4.0 -9.4 -8.5 -7.2 -9.7 6.4 4.4 -14.8 -20.0 -20.0 -19.4 -20.0 CANOLA 8.3 11.2 -11.6 -20.0 -5.6 -20.0 -8.7 -20.0 -14.8 -12.0 -8.4 -1.7 -0.6 8.3 -5.7 -20.0 -12.8 -20.0 -16.5 -0.1 -4.7 -8.3 -3.2 1.3 9.3 -1.5 -20.0 -5.7 -10.6 -4.7 -0.8 -14.5 -20.0 14.3 19.1 6.6 18.0 20.0 20.0 20.0 CHF -0.4 -12.2 -9.0 -13.7 14.1 -6.7 2.0 1.7 -9.6 14.8 4.5 -6.5 12.0 -9.9 -12.5 -16.9 -16.0 -16.5 -15.9 -7.8 -0.3 0.5 8.5 -6.9 -1.3 -7.3 10.0 1.1 -0.5 9.1 -7.8 -20.0 -6.5 6.5 3.0 5.0 -10.4 -20.0 -11.4 -20.0 COCOA -18.5 -9.0 -20.0 -9.4 -2.4 -11.7 -3.7 -11.1 -6.3 5.7 -7.8 -3.9 -2.3 -5.7 -7.6 -5.1 8.2 -2.3 2.3 -13.9 -12.8 -1.4 -4.8 -9.6 -20.0 -11.9 -3.1 -8.6 -8.8 -1.0 -12.2 19.2 -2.4 -19.1 -10.6 -7.9 -9.4 -0.8 -1.1 3.4 COFFEE -12.4 -0.8 10.7 -19.9 -5.1 -20.0 -7.8 -20.0 -13.4 -6.8 13.0 -10.0 13.6 -0.2 12.5 20.0 13.7 20.0 17.4 8.7 14.6 -4.4 17.4 0.2 -20.0 9.2 -6.2 18.1 -5.1 20.0 -0.6 20.0 -4.2 4.7 17.1 20.0 16.0 15.4 20.0 20.0 COPPER 3.6 7.6 5.9 11.8 5.5 18.0 5.7 17.9 6.1 12.7 -1.7 12.2 -1.0 9.7 7.5 -7.4 -5.9 -6.6 -6.1 7.9 5.3 16.6 4.4 11.0 -5.4 5.7 16.9 6.6 12.6 9.4 7.5 0.3 10.1 2.8 -3.3 -18.8 20.0 14.8 20.0 17.7 CORN -1.5 9.2 7.3 -20.0 -6.9 -20.0 -10.7 -20.0 -18.3 2.2 -4.7 -3.3 -10.7 7.2 15.4 -19.9 -19.4 -20.0 -20.0 4.4 -0.9 2.0 -10.6 3.7 9.4 5.2 -6.5 2.4 -1.8 -6.3 1.9 -20.0 -1.0 15.5 20.0 20.0 -6.2 -5.6 6.4 -2.9 COTTON2 -5.8 -2.3 -4.4 -20.0 -7.4 -20.0 -11.5 -20.0 -19.6 12.9 -20.0 -10.1 -20.0 -17.6 -20.0 -18.1 -15.2 -17.9 -16.8 -16.9 -19.7 -2.4 -20.0 -11.0 -13.4 -20.0 -0.2 -20.0 -6.6 -20.0 -19.1 -17.8 10.3 -5.0 -3.9 11.5 -6.4 -13.0 -4.8 -11.1 CRUDE_W -3.7 -3.6 -5.2 0.1 -5.0 2.6 -6.5 2.3 -4.2 -3.6 -10.4 -12.8 -13.1 -14.1 -18.2 0.0 5.3 1.7 3.4 -10.3 -9.9 -6.0 -10.4 -8.7 7.3 -15.6 -9.6 -14.5 -13.4 -14.0 -15.3 -11.8 7.0 -8.5 -16.0 -19.4 20.0 20.0 8.6 19.4 DAX -8.4 -11.3 -16.7 2.6 9.1 7.5 5.0 8.7 0.3 11.3 9.2 -1.6 13.4 -6.0 -5.7 -6.1 -6.5 -6.2 -6.0 -6.3 -0.3 1.9 10.2 -5.3 -9.5 -6.2 5.5 -2.9 1.4 4.9 -4.8 -1.2 -0.7 -6.0 -9.7 -20.0 5.5 20.0 6.3 20.0 DOW -9.7 -1.9 4.7 2.2 7.5 6.2 4.1 7.2 0.2 11.3 12.3 5.5 11.8 4.6 7.3 -7.6 -8.3 -8.1 -8.0 6.5 9.6 10.9 10.2 6.0 -9.6 3.7 10.1 6.7 6.6 7.4 2.6 -4.5 7.9 4.0 2.4 4.7 -9.6 -20.0 -13.3 -20.0 DX -4.0 14.4 12.4 -14.9 15.3 -7.4 2.2 1.8 -10.4 -18.4 3.8 -9.9 -13.1 7.5 14.9 6.2 6.2 6.2 6.1 11.0 5.0 -9.6 -6.6 3.3 -20.0 12.4 -20.0 7.4 -11.7 -2.7 3.6 16.7 -20.0 -4.1 20.0 20.0 5.4 16.2 6.1 18.1 EUR 5.3 -11.3 -6.5 -17.7 18.2 -8.7 2.6 2.2 -12.4 20.0 7.3 15.9 17.2 -2.5 -13.8 -8.8 -7.9 -8.3 -8.0 -6.9 1.0 14.0 14.2 1.0 15.4 -7.3 20.0 0.1 20.0 12.2 2.8 -7.2 14.3 20.0 7.4 3.5 -4.2 -20.0 -4.8 -20.0 EURIBOR-ICE -7.8 -4.4 -1.8 -0.3 -10.2 1.1 -7.2 -1.1 -3.4 -10.3 -0.0 -6.9 10.7 -12.4 -6.8 12.9 11.0 12.8 12.5 -3.3 0.7 -7.0 5.9 -6.0 4.1 -3.4 -10.1 0.4 -9.1 3.8 -7.1 14.6 -1.8 -5.1 -0.6 -0.9 4.8 20.0 10.2 20.0 EUROSTX -7.4 -0.7 5.0 3.0 10.4 8.6 5.7 10.0 0.3 17.0 16.2 3.9 16.8 1.7 10.7 -3.5 -1.7 -3.3 -2.6 7.8 11.9 10.9 13.9 5.4 -5.7 6.4 15.7 8.1 9.6 7.6 4.4 5.8 4.4 5.9 8.0 1.2 12.6 20.0 13.1 20.0 FEEDCOW -7.9 -20.0 -20.0 -8.8 -2.2 -11.0 -3.5 -10.4 -5.9 6.8 1.4 4.3 5.1 -4.6 -4.7 14.6 8.8 14.8 13.2 -5.7 0.6 4.7 6.5 -4.1 -20.0 -4.7 4.8 1.8 0.3 7.7 -5.2 20.0 2.4 -0.4 -10.8 9.4 20.0 20.0 20.0 20.0 GASOIL -12.9 5.0 6.2 0.1 -3.4 1.8 -4.4 1.6 -2.8 -9.3 8.9 -10.1 6.4 1.1 4.1 20.0 15.9 20.0 19.3 3.2 6.2 -9.2 4.8 -4.0 -1.4 4.4 -8.1 7.4 -8.7 5.7 -3.1 10.4 -19.0 -3.4 6.1 9.6 8.2 14.5 -1.6 8.2 GASOLINE -5.7 3.6 0.4 0.1 -4.3 2.3 -5.7 2.0 -3.6 -2.1 3.5 -9.8 1.5 0.4 1.0 -0.1 17.2 10.3 16.7 0.1 1.0 -3.8 0.5 -2.3 -18.5 -3.1 -10.5 -2.5 -12.0 -2.0 -7.4 10.8 -2.1 -2.6 -1.2 -5.5 20.0 20.0 20.0 20.0 GAS_US_mini 9.2 19.5 7.8 0.1 -5.7 3.0 -7.5 2.7 -4.8 20.0 -8.3 20.0 -15.0 20.0 17.8 -20.0 -20.0 -20.0 -20.0 15.4 1.7 20.0 -7.2 20.0 20.0 13.4 17.6 3.2 14.8 -3.1 16.4 -20.0 20.0 20.0 20.0 7.7 -0.4 -20.0 -18.5 -20.0 GBP 9.1 -12.9 -14.7 -17.7 18.2 -8.7 2.6 2.2 -12.4 20.0 -4.9 19.4 11.9 -2.8 -13.0 0.1 -0.0 0.2 0.1 -9.9 -6.8 17.4 4.3 1.7 1.9 -10.5 20.0 -6.3 20.0 4.9 2.3 6.3 20.0 20.0 -0.7 0.4 13.3 -4.6 13.0 -4.3 GOLD_micro 5.6 -6.6 2.6 7.2 3.4 11.0 3.5 10.9 3.7 6.0 6.5 7.3 7.9 1.6 5.5 -7.2 -10.6 -8.7 -9.5 11.8 14.9 8.4 15.5 8.9 -20.0 12.5 1.4 16.5 3.4 16.7 6.5 -6.8 0.7 5.5 13.5 20.0 1.5 2.8 -13.0 -13.3 HEATOIL -11.7 6.5 2.5 0.1 -3.0 1.6 -4.0 1.4 -2.5 -11.3 7.9 -11.9 6.2 -0.2 2.7 17.8 10.7 14.8 12.3 3.0 5.0 -9.2 4.1 -3.2 -15.7 3.2 -8.9 4.1 -9.6 3.7 -2.3 0.6 -20.0 0.0 7.9 1.8 20.0 9.5 -3.4 -8.8 JGB-SGX-mini -17.5 -9.4 -13.3 -0.2 -7.8 0.9 -5.5 -0.9 -2.6 -12.7 -14.4 -14.0 -13.4 -14.2 -14.3 19.9 14.3 16.2 14.6 -17.4 -16.1 -20.0 -16.7 -20.0 -5.8 -18.9 -20.0 -15.1 -20.0 -14.7 -20.0 18.6 -20.0 -20.0 -18.3 -20.0 -9.2 -20.0 -2.6 -20.0 JPY -3.1 -16.1 -17.6 -11.1 11.4 -5.5 1.7 1.4 -7.8 12.0 -15.0 -4.9 -12.4 -11.4 -14.3 -10.1 -10.8 -10.1 -10.1 -19.4 -18.5 -2.5 -13.8 -12.9 20.0 -20.0 4.8 -18.8 -4.5 -12.8 -16.5 -11.5 -0.5 -11.1 -12.6 -14.8 -5.4 -11.8 -5.5 -13.6 LEANHOG 1.1 -20.0 -16.6 -19.2 -4.9 -20.0 -7.5 -20.0 -12.9 7.7 1.3 0.4 7.6 -9.7 -12.8 -2.9 20.0 19.8 20.0 -12.1 -5.7 1.6 3.1 -7.4 -1.5 -11.6 7.8 -6.8 4.5 0.9 -6.0 20.0 19.2 11.3 -19.1 9.5 4.0 12.7 16.0 20.0 LIVECOW -10.7 -20.0 -20.0 -8.6 -2.2 -10.7 -3.4 -10.1 -5.8 6.3 1.2 1.0 4.8 -4.5 -4.5 -3.4 8.6 -2.1 3.3 -6.1 -0.8 1.5 4.5 -5.4 -20.0 -5.4 2.6 -0.1 -2.0 5.1 -6.2 20.0 -1.9 -3.2 -10.1 5.1 20.0 14.7 20.0 20.0 LUMBER-new -13.7 -20.0 -20.0 -15.8 -4.0 -19.7 -6.2 -18.6 -10.6 -9.4 -13.0 -11.6 -10.8 -13.2 -13.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.8 -14.5 -20.0 NaN -20.0 -6.7 -18.6 -13.3 -10.8 -20.0 -20.0 1.8 -15.1 -20.0 -19.6 5.1 20.0 8.4 20.0 MXP 4.2 -4.9 3.2 -18.2 18.7 -9.0 2.7 2.2 -12.7 20.0 20.0 20.0 20.0 20.0 20.0 12.4 12.7 12.6 12.5 14.1 20.0 13.3 20.0 12.6 -20.0 15.1 10.2 20.0 12.9 20.0 12.1 20.0 -5.4 20.0 20.0 20.0 6.7 9.3 9.0 13.1 NASDAQ_micro -13.9 -8.7 -1.0 2.0 7.0 5.8 3.8 6.7 0.2 11.3 11.4 8.0 11.7 1.6 5.2 -7.5 -8.8 -8.5 -8.6 5.6 11.3 9.6 13.8 4.0 -19.7 3.0 6.9 8.0 4.2 10.0 0.4 -5.4 1.3 -6.7 0.8 4.3 -4.7 -20.0 -5.6 -20.0 NIKKEI -20.0 3.2 14.1 1.6 5.4 4.4 3.0 5.2 0.2 3.8 8.7 -1.7 8.8 1.7 6.3 0.2 6.4 1.7 4.2 9.1 14.2 -0.4 13.0 2.0 -9.8 9.3 -0.1 14.4 -0.6 12.2 1.8 18.8 -13.4 -5.9 16.9 20.0 -3.0 5.9 0.1 10.3 NZD 12.4 -4.1 -13.0 -12.3 12.7 -6.1 1.8 1.5 -8.6 15.3 -9.6 13.7 -9.7 0.3 -11.6 -4.6 -3.3 -4.5 -4.0 -9.4 -11.8 16.0 -8.7 2.3 13.3 -12.6 18.4 -12.6 12.2 -8.8 -2.5 0.0 16.7 3.5 -2.0 -13.4 4.8 20.0 7.0 20.0 OAT -4.0 4.3 4.9 -0.4 -11.8 1.3 -8.4 -1.3 -4.0 -13.4 7.4 -10.1 -3.6 0.9 9.0 17.5 12.4 17.6 16.0 3.1 2.2 -7.1 -2.1 -0.9 1.5 3.8 -17.8 3.5 -9.7 0.1 -1.4 18.3 -5.9 1.5 8.8 -0.2 1.9 20.0 7.2 20.0 OATIES 4.7 6.0 -13.6 -20.0 -5.2 -20.0 -8.1 -20.0 -13.8 13.8 -15.5 0.9 -13.3 -1.3 -12.6 -20.0 -11.3 -20.0 -18.0 -9.2 -14.2 1.8 -13.3 -2.5 -8.5 -11.7 2.9 -16.0 -0.9 -14.7 -5.3 -14.6 3.3 10.5 4.6 -3.9 -11.2 -15.0 -6.1 -15.3 OJ -12.2 -20.0 -20.0 -7.8 -2.0 -9.7 -3.1 -9.2 -5.2 1.8 -6.3 -3.5 -6.1 -5.4 -6.5 -5.8 3.0 -3.6 -1.0 -13.0 -12.1 -4.3 -10.0 -10.0 -20.0 -11.0 -2.1 -9.4 -5.9 -7.1 -9.9 11.6 -3.0 -9.0 -15.0 -5.8 -12.0 -16.1 -4.2 -14.8 PALLAD -4.1 0.4 10.3 8.5 4.0 13.1 4.1 13.0 4.4 9.1 5.1 5.0 5.0 -3.3 2.4 -2.9 -2.9 -2.9 -2.9 6.1 8.9 6.4 7.9 4.1 15.1 7.8 4.6 12.4 2.6 12.3 2.8 5.5 -1.0 -5.3 5.6 -1.9 -2.2 -12.7 -20.0 -19.4 PLAT 2.6 -4.2 6.7 10.4 4.9 15.9 5.0 15.8 5.4 9.3 9.5 8.6 9.4 -0.4 4.8 -4.5 -3.7 -3.8 -3.5 9.0 14.2 16.3 16.6 10.0 0.7 5.2 2.9 13.3 2.1 17.4 1.1 4.4 -2.4 -4.0 -10.9 -7.3 20.0 9.9 -16.2 -11.2 REDWHEAT -1.5 19.3 7.2 -20.0 -6.0 -20.0 -9.2 -20.0 -15.7 7.4 -14.6 -9.9 -18.4 2.1 -1.5 -11.5 -16.1 -15.3 -16.5 -1.9 -9.4 -1.6 -17.8 -0.8 6.4 1.6 2.2 -4.0 0.6 -11.4 1.8 -18.7 -0.5 5.1 20.0 18.7 -20.0 -20.0 -20.0 -20.0 RICE 7.3 1.0 -20.0 -10.6 -2.7 -13.2 -4.2 -12.5 -7.1 -7.0 -9.6 -7.0 -9.6 -8.2 -9.3 -20.0 -12.3 -20.0 -18.2 -13.9 -17.6 -7.5 -17.8 -9.3 -0.2 -12.7 -7.4 -15.3 -7.0 -16.1 -8.9 -17.1 -3.2 0.2 -11.3 -13.0 -6.7 -13.2 3.1 -11.7 ROBUSTA -12.5 2.0 12.5 -10.8 -2.7 -13.5 -4.2 -12.7 -7.3 -7.9 2.0 -1.0 0.2 0.5 4.8 10.0 12.6 9.2 10.7 2.0 2.5 -5.0 1.8 -1.6 -20.0 1.3 -7.2 1.8 -4.4 1.7 -1.8 20.0 -6.2 -1.5 6.7 20.0 -2.6 20.0 9.3 20.0 RUSSELL -5.9 -8.7 6.7 2.0 6.7 5.5 3.7 6.4 0.2 9.8 10.3 9.4 9.0 3.9 6.0 -4.5 -5.3 -4.9 -5.0 2.9 6.1 9.7 6.5 4.1 5.5 1.1 8.4 4.8 6.5 5.4 1.3 0.6 9.7 2.9 -3.2 3.4 -9.1 -20.0 -13.8 -20.0 SHATZ -6.5 -3.7 -8.8 -0.3 -11.0 1.2 -7.8 -1.2 -3.7 -13.2 -15.7 -14.3 -4.6 -16.8 -15.4 -11.3 -16.1 -11.8 -13.4 -10.5 -10.1 -12.9 -7.6 -11.4 9.2 -13.4 -19.8 -11.3 -19.7 -7.7 -16.5 -20.0 -17.1 -11.5 -8.3 -13.7 13.5 20.0 18.9 20.0 SILVER-mini 18.5 7.1 9.5 10.7 5.0 16.4 5.2 16.3 5.5 12.1 12.2 12.7 12.1 11.0 11.6 -5.2 -6.4 -5.7 -6.1 20.0 20.0 20.0 18.2 20.0 -8.9 19.6 14.2 20.0 18.3 19.5 17.4 -0.3 18.9 20.0 19.0 20.0 6.6 20.0 -5.2 -0.3 SMI 14.8 6.6 10.7 2.9 9.8 8.1 5.4 9.4 0.3 14.9 14.6 16.7 10.6 16.1 15.3 6.2 3.9 5.5 4.4 16.8 13.1 18.7 9.9 19.1 10.6 17.1 12.9 12.0 18.9 7.6 19.5 16.4 10.1 20.0 20.0 10.9 10.3 20.0 13.3 20.0 SOFR 3.4 -7.1 -0.3 -0.4 -12.3 1.4 -8.7 -1.4 -4.2 -7.2 13.3 5.0 15.5 1.6 -0.2 7.4 5.7 7.3 6.9 3.0 8.5 0.8 12.9 2.6 -20.0 5.0 4.6 9.3 7.8 12.7 6.9 5.0 16.6 20.0 2.4 8.6 -6.6 -15.6 -6.1 -20.0 SOYBEAN 5.2 16.7 11.0 -20.0 -6.7 -20.0 -10.4 -20.0 -17.7 -8.4 17.0 10.6 3.5 18.6 19.7 1.0 -5.3 -2.1 -4.7 18.6 13.1 5.1 1.7 15.3 -7.5 20.0 -10.8 20.0 0.9 7.5 16.2 0.4 -6.7 20.0 20.0 20.0 -18.3 -6.2 -18.6 -2.7 SOYMEAL -4.2 20.0 20.0 -14.4 -3.7 -17.9 -5.7 -17.0 -9.7 -11.3 3.8 -9.9 -6.9 6.2 7.2 -11.3 -15.2 -14.4 -16.0 9.8 5.4 -6.3 -2.7 4.1 -11.0 15.1 -7.1 9.6 -3.4 -0.3 8.6 -17.8 -9.6 8.4 20.0 20.0 -16.3 -20.0 -7.6 -20.0 SOYOIL 10.8 -0.1 -8.9 -20.0 -6.4 -20.0 -9.9 -20.0 -17.0 8.2 0.2 13.6 8.9 11.9 -8.1 -8.7 -5.0 -8.0 -6.5 1.8 0.8 13.3 6.2 9.6 -18.8 -0.5 -4.0 -0.2 2.5 3.2 3.1 0.1 -8.1 20.0 15.3 12.9 -20.0 -17.5 -20.0 -19.0 SP400 0.9 -4.8 0.2 2.2 7.4 6.1 4.1 7.2 0.2 10.6 10.7 10.7 5.9 6.5 2.4 -5.4 -5.9 -5.7 -5.7 1.2 2.4 10.3 3.5 4.8 0.6 -1.5 7.0 -0.1 6.8 0.8 1.3 -0.6 7.1 7.4 -5.4 -8.8 -9.0 -20.0 -12.3 -20.0 SP500_micro -9.8 -3.9 -0.9 2.4 8.3 6.8 4.6 8.0 0.3 13.0 14.3 11.1 14.5 5.5 8.4 -8.3 -9.5 -9.1 -9.2 7.2 13.3 11.2 16.3 5.9 -15.4 2.1 7.8 7.3 5.6 9.7 0.8 -6.6 3.7 0.0 -5.3 2.1 -4.7 -20.0 -5.9 -20.0 SUGAR11 19.2 -8.1 -9.6 -15.9 -4.1 -19.9 -6.3 -18.8 -10.7 -0.4 -12.7 6.9 -13.3 -6.1 -10.1 19.5 9.7 13.1 8.2 -10.3 -15.1 3.0 -15.3 -1.5 -18.2 -12.3 1.6 -16.7 3.0 -15.5 -2.5 20.0 6.5 20.0 -11.2 -0.7 -14.9 -20.0 -7.2 -16.5 US10 1.0 -5.1 6.8 -0.3 -9.7 1.1 -6.8 -1.1 -3.3 -4.4 12.8 3.1 5.3 1.7 8.5 2.4 0.3 2.1 1.6 4.1 7.2 0.7 6.8 2.5 -7.2 6.0 4.5 9.4 6.3 9.7 5.7 -4.2 15.4 14.8 3.5 11.6 -18.3 -20.0 -10.7 -20.0 US10U -0.3 -3.3 10.5 -0.4 -13.8 1.5 -9.8 -1.5 -4.6 -4.9 18.2 4.7 3.6 2.1 13.5 0.6 -1.0 0.7 -0.0 7.4 11.4 1.8 8.7 4.3 -13.5 11.4 5.5 17.3 8.2 15.5 8.5 -6.8 20.0 19.3 6.6 20.0 -7.6 -13.3 -8.8 -20.0 US2 -0.2 -6.9 2.7 -0.3 -9.9 1.1 -7.0 -1.1 -3.3 -2.6 1.4 0.6 -2.8 -7.5 -2.0 -13.3 -15.2 -13.1 -13.3 -1.3 1.5 -1.0 1.9 -1.7 17.7 -0.6 3.6 2.9 1.7 5.2 -0.3 -20.0 10.2 9.8 -4.4 3.8 -17.3 -10.2 -20.0 -20.0 US20 -5.0 -4.9 12.7 -0.3 -9.5 1.1 -6.7 -1.0 -3.2 -8.0 9.8 -4.9 -3.7 -7.7 6.5 3.6 3.0 3.9 3.8 2.7 6.0 -3.4 3.1 -1.4 -9.3 4.6 0.1 9.5 -0.5 7.3 0.0 0.0 7.9 5.8 0.7 13.1 2.7 13.3 -2.1 -16.6 US30 -6.6 -3.8 12.7 -0.3 -10.8 1.2 -7.6 -1.2 -3.6 -11.0 6.8 -9.1 -8.4 -12.9 5.1 1.4 -2.1 -0.0 -1.1 1.0 4.0 -5.1 -0.3 -3.6 -5.4 3.0 -1.1 8.2 -2.4 4.4 -2.6 -8.7 6.7 2.4 -0.7 11.2 2.2 8.1 -0.5 -15.1 US5 1.9 -5.1 3.5 -0.3 -10.3 1.1 -7.3 -1.1 -3.5 -4.1 11.5 3.2 5.5 0.2 5.1 -1.8 -3.2 -1.9 -2.2 2.7 5.8 0.6 6.5 2.0 -2.5 4.2 3.6 7.5 4.7 9.3 4.4 -10.4 13.4 15.1 2.0 8.5 -19.4 -16.3 -18.6 -20.0 VIX -1.6 1.5 -6.0 -3.2 -11.9 -4.2 -13.6 -1.8 -6.7 -20.0 -20.0 -20.0 -11.5 -16.3 -15.4 -20.0 -20.0 -20.0 -20.0 -6.0 -6.2 -19.9 -4.8 -11.5 NaN -2.6 -14.7 -4.0 -16.9 -2.0 -7.3 NaN NaN NaN NaN NaN -6.1 -20.0 NaN NaN WHEAT -4.9 14.3 4.5 -20.0 -6.1 -20.0 -9.5 -20.0 -16.2 -11.1 -16.0 -17.1 -19.2 -4.8 -5.3 -15.1 -18.0 -16.8 -17.5 -4.6 -9.3 -9.1 -16.3 -6.5 10.5 -1.1 -4.4 -3.6 -8.0 -9.1 -4.6 -20.0 -13.0 -0.5 14.4 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3