******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251204_204215 produced at 2025-12-04 21:51:50.713894 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.04 0.0 0.00 0.00 0.00 0.00 -46.43 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.41 0.0 0.00 0.00 0.00 0.00 -3.36 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -4.97 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.27 0.0 999.00 -999.00 -0.18 -0.19 -26.38 999999999.0 -17 -18 caleb_strategy_v3 US2 False True 0.11 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.16 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -20.29 59.0 0 0 caleb_strategy_v3 CHF False True 0.08 -0.16 -0.09 0.0 0.00 -0.16 -0.16 -0.16 -1.18 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 -4.60 11.0 -5 -5 caleb_strategy_v3 CAD False True 0.04 -0.11 -0.08 0.0 0.00 -0.11 -0.11 -0.11 -2.26 29.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.08 -0.08 0.0 0.70 -0.70 -0.08 -0.17 -1.99 17.0 -2 -4 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -6.02 3.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -5.62 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.04 0.0 0.15 -0.15 0.00 0.00 -1.43 5.0 0 0 caleb_strategy_v3 RICE False False 0.01 -0.03 -0.04 0.0 0.04 -0.04 -0.03 -0.03 -3.96 4.0 -3 -3 caleb_strategy_v3 US5 False False 0.06 0.00 -0.04 0.0 1.39 -1.39 0.00 0.00 -0.67 25.0 0 0 caleb_strategy_v3 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.38 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -3.46 18.0 -2 -2 caleb_strategy_v3 BUND False False 0.08 -0.15 -0.03 0.0 0.76 -0.76 -0.15 -0.15 -0.45 10.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.50 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.02 0.0 0.60 -0.60 -0.03 0.00 -0.86 23.0 -1 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.48 12.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.06 -0.02 0.0 0.73 -0.73 -0.06 -0.06 -0.86 26.0 -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 -0.98 48.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.58 3.0 -2 -2 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.98 -0.98 0.00 0.00 -0.27 17.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.13 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 -0.01 0.0 0.78 -0.78 -0.05 -0.09 -0.22 17.0 -1 -2 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.80 -0.80 -0.01 0.00 -0.70 66.0 -1 0 caleb_strategy_v3 DAX False False 0.01 -0.04 -0.01 0.0 0.82 -0.82 -0.04 -0.03 -0.93 58.0 -3 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.01 8.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.24 -0.24 0.00 0.00 -1.66 51.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.75 10.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.58 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.04 23.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.02 3.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.03 9.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.00 -0.00 0.0 0.34 -0.34 0.00 0.00 -0.03 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 0.00 0.0 0.20 -0.20 0.03 0.03 0.10 7.0 1 1 caleb_strategy_v3 US10U False False 0.06 0.06 -0.00 0.0 0.76 -0.76 0.06 0.00 -0.02 13.0 1 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 1.58 68.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.06 8.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.01 0.0 999.00 -999.00 0.00 0.00 0.13 999999999.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.01 0.0 1.21 -1.21 0.00 0.00 0.59 56.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.07 0.15 6.0 1 1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.18 2.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 0.01 0.0 1.31 -1.31 0.07 0.07 0.09 19.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.13 -0.13 0.03 0.00 0.73 4.0 1 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.02 0.0 0.42 -0.42 0.00 0.00 0.58 10.0 0 0 caleb_strategy_v3 NZD False True 0.03 -0.09 0.02 0.0 0.00 -0.09 -0.09 -0.09 0.84 21.0 -3 -3 caleb_strategy_v3 LEANHOG False False 0.02 0.02 0.02 0.0 0.22 -0.22 0.02 0.03 1.09 13.0 1 2 caleb_strategy_v3 DX False False 0.05 0.00 0.02 0.0 999.00 -999.00 0.00 0.05 0.31 999999999.0 0 1 caleb_strategy_v3 GAS_US_mini False True 0.01 0.00 0.04 0.0 0.00 0.00 0.00 0.00 6.20 26.0 0 0 caleb_strategy_v3 GBP False True 0.04 0.13 0.05 0.0 0.13 0.00 0.13 0.13 1.10 22.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.07 0.15 0.05 0.0 999.00 -999.00 0.15 0.15 0.69 999999999.0 2 2 caleb_strategy_v3 EUR False False 0.07 0.07 0.05 0.0 1.04 -1.04 0.07 0.00 0.71 14.0 1 0 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.08 0.0 0.68 -0.68 0.24 0.31 2.22 20.0 7 9 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.71 -0.71 0.00 0.00 1.12 10.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.90 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.10 0.11 0.0 0.60 -0.60 0.10 0.12 6.35 36.0 6 7 caleb_strategy_v3 AUD False True 0.03 0.00 0.11 0.0 0.00 0.00 0.00 0.00 3.20 19.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.36 0.11 0.0 0.72 -0.72 0.36 0.22 1.55 10.0 5 3 caleb_strategy_v3 COPPER False False 0.07 0.20 0.13 0.0 999.00 -999.00 0.20 0.20 1.93 999999999.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.12 9.0 0 0 caleb_strategy_v3 MXP False True 0.01 0.42 0.65 0.0 0.42 0.00 0.42 0.42 46.46 60.0 30 30 caleb_strategy_v3 EURIBOR-ICE False False 0.15 0.00 0.89 0.0 1.45 -1.45 0.00 0.00 6.14 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 20.7 Shocked risk 58.4 Sum abs risk 56.0 Leverage 6.90 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1963843.8199999998, 'annual_cash_vol_target': 490960.9549999999, 'daily_cash_vol_target': 30685.059687499994} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6614 0.5129 8.2060 BITCOIN 2511.9108 92360.0000 2.7197 43.5151 BOBL 0.1581 116.5400 0.1357 2.1704 BTP 0.3844 120.4000 0.3192 5.1078 BUND 0.3302 128.4000 0.2572 4.1149 BUXL 0.7956 111.5600 0.7131 11.4103 CAC 56.6234 8132.5000 0.6963 11.1402 CAD 0.0023 0.7172 0.3245 5.1916 CANOLA 6.3173 639.5000 0.9879 15.8057 CHF 0.0051 1.2463 0.4098 6.5570 COCOA 121.8374 5496.0000 2.2168 35.4694 COFFEE 6.5765 378.8000 1.7361 27.7781 COPPER 0.0653 5.3570 1.2194 19.5096 CORN 4.0527 464.2500 0.8729 13.9672 COTTON2 0.6497 64.0400 1.0145 16.2326 CRUDE_W 0.7989 58.6100 1.3631 21.8092 DAX 180.9100 23905.0000 0.7568 12.1086 DOW 333.2620 47888.0000 0.6959 11.1347 DX 0.3364 98.6300 0.3411 5.4572 EUR 0.0041 1.1711 0.3482 5.5710 EURIBOR-ICE 0.0280 97.7400 0.0287 0.4586 EUROSTX 43.5636 5722.0000 0.7613 12.1814 FEEDCOW 4.3659 330.0250 1.3229 21.1665 GASOIL 11.6482 652.0000 1.7865 28.5846 GASOLINE 0.0299 1.8492 1.6179 25.8857 GAS_US_mini 0.1112 5.0600 2.1984 35.1738 GBP 0.0062 1.3340 0.4676 7.4824 GOLD_micro 39.6478 4239.5000 0.9352 14.9632 HEATOIL 0.0430 2.2536 1.9077 30.5224 JGB-SGX-mini 0.1885 134.1600 0.1405 2.2475 JPY 0.0000 0.0065 0.5638 9.0204 LEANHOG 1.2250 81.8500 1.4966 23.9456 LIVECOW 2.8400 224.0250 1.2677 20.2832 LUMBER-new 7.8920 568.5000 1.3882 22.2113 MXP 0.0003 0.0548 0.5109 8.1742 NASDAQ_micro 231.7767 25589.7500 0.9057 14.4918 NIKKEI 606.1664 50575.0000 1.1985 19.1768 NZD 0.0034 0.5770 0.5940 9.5035 OAT 0.3559 120.8100 0.2946 4.7140 OATIES 4.6006 314.7500 1.4617 23.3866 OJ 5.6175 152.7500 3.6776 58.8412 PALLAD 35.0863 1481.5000 2.3683 37.8927 PLAT 26.0969 1658.4000 1.5736 25.1779 REDWHEAT 8.0267 534.0000 1.5031 24.0500 RICE 0.1511 10.4150 1.4503 23.2050 ROBUSTA 81.3117 4238.0000 1.9186 30.6981 RUSSELL 29.9484 2535.7000 1.1811 18.8971 SHATZ 0.0454 106.8850 0.0425 0.6793 SILVER-mini 0.9107 57.3875 1.5869 25.3906 SMI 79.3843 12896.0000 0.6156 9.8492 SOFR 0.0487 96.7200 0.0503 0.8051 SOYBEAN 8.2600 1114.7500 0.7410 11.8556 SOYMEAL 4.2556 316.4000 1.3450 21.5199 SOYOIL 0.6009 52.3500 1.1479 18.3660 SP400 30.6841 3319.5000 0.9244 14.7898 SP500_micro 47.8014 6851.2500 0.6977 11.1633 SUGAR11 0.2324 14.4400 1.6095 25.7515 US10 0.3218 112.7188 0.2855 4.5676 US10U 0.4211 115.3438 0.3650 5.8407 US2 0.0772 104.3320 0.0740 1.1842 US20 0.6395 116.0312 0.5512 8.8188 US30 0.9187 119.1250 0.7712 12.3387 US5 0.2103 109.3750 0.1922 3.0758 VIX 0.5038 20.4500 2.4635 39.4158 WHEAT 7.3183 582.5000 1.2564 20.1017 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 661.45 0.51 339.24 1.00 339.24 30685.06 90.45 13.62 123.17 BITCOIN 92.36 2.72 251.19 1.00 251.19 30685.06 122.16 -15.31 -187.07 BOBL 1165.40 0.14 158.09 1.16 184.11 30685.06 166.66 0.53 8.91 BTP 1204.00 0.32 384.36 1.16 447.64 30685.06 68.55 4.78 32.76 BUND 1284.00 0.26 330.22 1.16 384.59 30685.06 79.79 -5.53 -44.08 BUXL 1115.60 0.71 795.58 1.16 926.56 30685.06 33.12 -11.43 -37.86 CAC 813.25 0.70 566.23 1.16 659.45 30685.06 46.53 11.94 55.55 CAD 717.20 0.32 232.71 1.00 232.71 30685.06 131.86 -6.61 -87.16 CANOLA 127.90 0.99 126.35 0.72 90.47 30685.06 339.16 -2.01 -68.11 CHF 1557.88 0.41 638.44 1.00 638.44 30685.06 48.06 -9.47 -45.51 COCOA 549.60 2.22 1218.37 1.00 1218.37 30685.06 25.19 -14.00 -35.27 COFFEE 1420.50 1.74 2466.17 1.00 2466.17 30685.06 12.44 8.94 11.13 COPPER 1339.25 1.22 1633.02 1.00 1633.02 30685.06 18.79 9.47 17.79 CORN 232.12 0.87 202.63 1.00 202.63 30685.06 151.43 -4.02 -60.87 COTTON2 320.20 1.01 324.85 1.00 324.85 30685.06 94.46 -20.00 -188.92 CRUDE_W 586.10 1.36 798.90 1.00 798.90 30685.06 38.41 -3.43 -13.19 DAX 239.05 0.76 180.91 1.16 210.69 30685.06 145.64 -1.87 -27.25 DOW 239.44 0.70 166.63 1.00 166.63 30685.06 184.15 -1.63 -29.96 DX 986.30 0.34 336.40 1.00 336.40 30685.06 91.22 1.31 11.98 EUR 1463.88 0.35 509.70 1.00 509.70 30685.06 60.20 4.52 27.19 EURIBOR-ICE 2443.50 0.03 70.04 1.16 81.57 30685.06 376.19 4.78 179.68 EUROSTX 572.20 0.76 435.64 1.16 507.35 30685.06 60.48 10.75 64.99 FEEDCOW 1650.12 1.32 2182.96 1.00 2182.96 30685.06 14.06 1.39 1.95 GASOIL 652.00 1.79 1164.82 1.00 1164.82 30685.06 26.34 6.38 16.80 GASOLINE 776.66 1.62 1256.53 1.00 1256.53 30685.06 24.42 1.22 2.98 GAS_US_mini 126.50 2.20 278.09 1.00 278.09 30685.06 110.34 5.18 57.18 GBP 833.75 0.47 389.90 1.00 389.90 30685.06 78.70 5.40 42.50 GOLD_micro 423.95 0.94 396.48 1.00 396.48 30685.06 77.39 2.22 17.15 HEATOIL 946.51 1.91 1805.62 1.00 1805.62 30685.06 16.99 -0.25 -0.43 JGB-SGX-mini 134160.00 0.14 18845.59 0.01 121.14 30685.06 253.29 -16.91 -428.21 JPY 813.75 0.56 458.77 1.00 458.77 30685.06 66.89 -11.47 -76.72 LEANHOG 327.40 1.50 489.99 1.00 489.99 30685.06 62.62 2.86 17.90 LIVECOW 896.10 1.27 1135.98 1.00 1135.98 30685.06 27.01 -2.40 -6.49 LUMBER-new 156.34 1.39 217.03 1.00 217.03 30685.06 141.39 -17.46 -246.90 MXP 274.00 0.51 139.98 1.00 139.98 30685.06 219.21 14.42 316.09 NASDAQ_micro 511.80 0.91 463.55 1.00 463.55 30685.06 66.20 -5.60 -37.06 NIKKEI 50575.00 1.20 60616.64 0.01 389.66 30685.06 78.75 7.43 58.52 NZD 576.95 0.59 342.69 1.00 342.69 30685.06 89.54 3.62 32.45 OAT 1208.10 0.29 355.93 1.16 414.53 30685.06 74.02 6.12 45.31 OATIES 157.38 1.46 230.03 1.00 230.03 30685.06 133.40 -17.29 -230.69 OJ 229.12 3.68 842.62 1.00 842.62 30685.06 36.42 -17.80 -64.82 PALLAD 1481.50 2.37 3508.63 1.00 3508.63 30685.06 8.75 5.87 5.13 PLAT 829.20 1.57 1304.85 1.00 1304.85 30685.06 23.52 7.20 16.93 REDWHEAT 267.00 1.50 401.33 1.00 401.33 30685.06 76.46 -9.98 -76.30 RICE 208.30 1.45 302.10 1.00 302.10 30685.06 101.57 -15.99 -162.43 ROBUSTA 423.80 1.92 813.12 1.00 813.12 30685.06 37.74 0.75 2.82 RUSSELL 126.78 1.18 149.74 1.00 149.74 30685.06 204.92 2.33 47.72 SHATZ 1068.85 0.04 45.38 1.16 52.85 30685.06 580.63 -8.43 -489.43 SILVER-mini 1434.69 1.59 2276.72 1.00 2276.72 30685.06 13.48 15.08 20.33 SMI 1289.60 0.62 793.84 1.25 990.61 30685.06 30.98 20.00 61.95 SOFR 2418.00 0.05 121.67 1.00 121.67 30685.06 252.19 -2.19 -55.20 SOYBEAN 557.38 0.74 413.00 1.00 413.00 30685.06 74.30 1.47 10.91 SOYMEAL 316.40 1.34 425.56 1.00 425.56 30685.06 72.11 -8.57 -61.81 SOYOIL 314.10 1.15 360.55 1.00 360.55 30685.06 85.11 -9.43 -80.29 SP400 3319.50 0.92 3068.41 1.00 3068.41 30685.06 10.00 -0.87 -0.87 SP500_micro 342.56 0.70 239.01 1.00 239.01 30685.06 128.39 -3.28 -42.08 SUGAR11 161.73 1.61 260.30 1.00 260.30 30685.06 117.89 -12.05 -142.10 US10 1127.19 0.29 321.78 1.00 321.78 30685.06 95.36 -2.22 -21.21 US10U 1153.44 0.37 421.05 1.00 421.05 30685.06 72.88 -0.26 -1.91 US2 2086.64 0.07 154.44 1.00 154.44 30685.06 198.69 -4.62 -91.75 US20 1160.31 0.55 639.53 1.00 639.53 30685.06 47.98 -0.44 -2.09 US30 1191.25 0.77 918.66 1.00 918.66 30685.06 33.40 -3.05 -10.20 US5 1093.75 0.19 210.26 1.00 210.26 30685.06 145.94 -3.64 -53.18 VIX 204.50 2.46 503.78 1.00 503.78 30685.06 60.91 -17.52 -106.71 WHEAT 291.25 1.26 365.91 1.00 365.91 30685.06 83.86 -13.44 -112.71 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 123.168 0.010 2.5 3.200 BITCOIN -187.070 0.043 2.5 -20.286 BOBL 8.914 0.004 2.5 0.091 BTP 32.760 0.014 2.5 1.119 BUND -44.082 0.004 2.5 -0.448 BUXL -37.865 0.004 2.5 -0.385 CAC 55.548 0.014 2.5 1.897 CAD -87.161 0.010 2.5 -2.265 CANOLA -68.113 0.010 2.5 -1.659 CHF -45.508 0.010 2.5 -1.182 COCOA -35.269 0.010 2.5 -0.859 COFFEE 11.129 0.005 2.5 0.148 COPPER 17.790 0.043 2.5 1.929 CORN -60.874 0.010 2.5 -1.483 COTTON2 -188.916 0.010 2.5 -4.603 CRUDE_W -13.189 0.043 2.5 -1.430 DAX -27.253 0.014 2.5 -0.931 DOW -29.956 0.009 2.5 -0.697 DX 11.983 0.010 2.5 0.311 EUR 27.191 0.010 2.5 0.706 EURIBOR-ICE 179.676 0.014 2.5 6.137 EUROSTX 64.991 0.014 2.5 2.220 FEEDCOW 1.951 0.013 2.5 0.065 GASOIL 16.799 0.017 2.5 0.729 GASOLINE 2.984 0.017 2.5 0.130 GAS_US_mini 57.178 0.043 2.5 6.200 GBP 42.499 0.010 2.5 1.104 GOLD_micro 17.154 0.014 2.5 0.586 HEATOIL -0.426 0.017 2.5 -0.018 JGB-SGX-mini -428.207 0.043 2.5 -46.435 JPY -76.725 0.010 2.5 -1.994 LEANHOG 17.905 0.024 2.5 1.090 LIVECOW -6.489 0.013 2.5 -0.215 LUMBER-new -246.904 0.010 2.5 -6.015 MXP 316.088 0.059 2.5 46.458 NASDAQ_micro -37.058 0.009 2.5 -0.862 NIKKEI 58.517 0.043 2.5 6.346 NZD 32.450 0.010 2.5 0.843 OAT 45.307 0.014 2.5 1.548 OATIES -230.694 0.010 2.5 -5.620 OJ -64.823 0.010 2.5 -1.579 PALLAD 5.135 0.014 2.5 0.175 PLAT 16.925 0.014 2.5 0.578 REDWHEAT -76.295 0.005 2.5 -1.014 RICE -162.427 0.010 2.5 -3.957 ROBUSTA 2.818 0.005 2.5 0.037 RUSSELL 47.717 0.013 2.5 1.583 SHATZ -489.433 0.004 2.5 -4.970 SILVER-mini 20.329 0.014 2.5 0.694 SMI 61.952 0.014 2.5 2.116 SOFR -55.197 0.024 2.5 -3.359 SOYBEAN 10.908 0.004 2.5 0.102 SOYMEAL -61.813 0.004 2.5 -0.576 SOYOIL -80.289 0.004 2.5 -0.748 SP400 -0.869 0.013 2.5 -0.029 SP500_micro -42.075 0.009 2.5 -0.979 SUGAR11 -142.099 0.010 2.5 -3.462 US10 -21.211 0.005 2.5 -0.269 US10U -1.911 0.005 2.5 -0.024 US2 -91.746 0.005 2.5 -1.164 US20 -2.094 0.005 2.5 -0.027 US30 -10.197 0.005 2.5 -0.129 US5 -53.178 0.005 2.5 -0.675 VIX -106.714 0.099 2.5 -26.379 WHEAT -112.714 0.005 2.5 -1.497 ===================== Position diags ===================== AUD 2.35 BITCOIN 13.25 BOBL 1.69 BTP 2.34 BUND 0.81 BUXL 0.34 CAC 1.59 CAD 3.43 CANOLA 8.26 CHF 1.25 COCOA 0.61 COFFEE 0.17 COPPER 2.04 CORN 3.69 COTTON2 2.30 CRUDE_W 4.17 DAX 4.97 DOW 4.29 DX 2.37 EUR 1.56 EURIBOR-ICE 12.85 EUROSTX 2.07 FEEDCOW 0.47 GASOIL 1.14 GASOLINE 1.06 GAS_US_mini 11.97 GBP 2.04 GOLD_micro 2.64 HEATOIL 0.74 JGB-SGX-mini 27.47 JPY 1.74 LEANHOG 3.81 LIVECOW 0.90 LUMBER-new 3.44 MXP 32.22 NASDAQ_micro 1.54 NIKKEI 8.54 NZD 2.33 OAT 2.53 OATIES 3.25 OJ 0.89 PALLAD 0.30 PLAT 0.80 REDWHEAT 1.02 RICE 2.47 ROBUSTA 0.50 RUSSELL 6.80 SHATZ 5.90 SILVER-mini 0.46 SMI 1.06 SOFR 15.35 SOYBEAN 0.69 SOYMEAL 0.67 SOYOIL 0.79 SP400 0.33 SP500_micro 2.99 SUGAR11 2.87 US10 1.21 US10U 0.92 US2 2.52 US20 0.61 US30 0.42 US5 1.85 VIX 15.06 WHEAT 1.11 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.2 3.0 3.4 0.0 0 BITCOIN -20.3 -21.6 -19.0 0.0 0 BOBL 0.1 -0.1 0.3 1.0 1 BTP 1.1 0.9 1.4 0.0 0 BUND -0.4 -0.5 -0.4 -2.0 -2 BUXL -0.4 -0.4 -0.4 -3.0 -3 CAC 1.9 1.7 2.1 0.0 0 CAD -2.3 -2.6 -1.9 -3.0 -3 CANOLA -1.7 -2.5 -0.8 0.0 0 CHF -1.2 -1.3 -1.1 -2.0 -2 COCOA -0.9 -0.9 -0.8 -2.0 -2 COFFEE 0.1 0.1 0.2 1.0 1 COPPER 1.9 1.7 2.1 3.0 3 CORN -1.5 -1.9 -1.1 0.0 0 COTTON2 -4.6 -4.8 -4.4 -5.0 -5 CRUDE_W -1.4 -1.8 -1.0 0.0 0 DAX -0.9 -1.4 -0.4 -3.0 -3 DOW -0.7 -1.1 -0.3 -1.0 -1 DX 0.3 0.1 0.5 0.0 0 EUR 0.7 0.6 0.9 1.0 1 EURIBOR-ICE 6.1 4.9 7.4 0.0 0 EUROSTX 2.2 2.0 2.4 7.0 7 FEEDCOW 0.1 0.0 0.1 0.0 0 GASOIL 0.7 0.6 0.8 1.0 1 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini 6.2 5.0 7.4 0.0 0 GBP 1.1 0.9 1.3 3.0 3 GOLD_micro 0.6 0.3 0.9 0.0 0 HEATOIL -0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -46.4 -49.2 -43.7 0.0 0 JPY -2.0 -2.2 -1.8 -2.0 -2 LEANHOG 1.1 0.7 1.5 1.0 1 LIVECOW -0.2 -0.3 -0.1 -1.0 -1 LUMBER-new -6.0 -6.4 -5.7 0.0 0 MXP 46.5 43.2 49.7 30.0 30 NASDAQ_micro -0.9 -1.0 -0.7 -1.0 -1 NIKKEI 6.3 5.5 7.2 6.0 6 NZD 0.8 0.6 1.1 -3.0 -3 OAT 1.5 1.3 1.8 5.0 5 OATIES -5.6 -5.9 -5.3 NaN 0 OJ -1.6 -1.7 -1.5 -2.0 -2 PALLAD 0.2 0.1 0.2 0.0 0 PLAT 0.6 0.5 0.7 0.0 0 REDWHEAT -1.0 -1.1 -0.9 -3.0 -3 RICE -4.0 -4.2 -3.7 -3.0 -3 ROBUSTA 0.0 -0.0 0.1 0.0 0 RUSSELL 1.6 0.9 2.3 0.0 0 SHATZ -5.0 -5.6 -4.4 NaN 0 SILVER-mini 0.7 0.6 0.7 2.0 2 SMI 2.1 2.0 2.2 0.0 0 SOFR -3.4 -4.9 -1.8 NaN 0 SOYBEAN 0.1 0.0 0.2 1.0 1 SOYMEAL -0.6 -0.6 -0.5 0.0 0 SOYOIL -0.7 -0.8 -0.7 -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 -3.5 -3.7 -3.2 -2.0 -2 US10 -0.3 -0.4 -0.1 0.0 0 US10U -0.0 -0.1 0.1 1.0 1 US2 -1.2 -1.4 -0.9 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.1 -0.2 -0.1 0.0 0 US5 -0.7 -0.9 -0.5 0.0 0 VIX -26.4 -27.9 -24.9 -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 0.1 0.1 -0.1 0.2 0.2 0.2 0.1 0.1 -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 0.1 0.2 0.4 0.3 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 0.2 -0.1 -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 -0.1 -0.6 -0.6 -0.6 0.3 -0.1 -0.7 -0.5 BOBL -0.3 -0.2 -0.0 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 0.3 0.2 0.4 0.4 -0.1 -0.0 -0.2 -0.1 -0.1 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.9 -0.4 -0.4 -0.2 -0.1 0.2 0.7 0.5 0.7 BTP -0.3 0.0 0.2 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 0.5 -0.2 0.7 0.0 0.2 0.2 0.2 0.2 0.2 0.1 0.1 -0.1 0.4 -0.0 -2.7 0.1 -0.2 0.4 -0.1 0.6 -0.0 0.5 0.2 0.0 0.3 0.2 0.1 0.7 0.3 0.7 BUND -0.4 -0.1 0.1 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.3 -0.2 -0.1 -0.0 0.0 -0.0 0.0 -0.1 -0.0 -0.2 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.4 -0.2 -0.1 0.1 0.7 0.2 0.7 BUXL -0.4 -0.1 0.1 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -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 -0.2 -0.2 -0.3 -0.2 -0.5 -0.2 0.0 -0.2 -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 0.2 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 0.1 0.1 0.0 0.3 -0.4 0.2 0.3 -0.1 0.5 0.7 0.5 0.7 CAD 0.3 -0.0 -0.4 -0.2 0.2 -0.2 0.1 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 0.1 -0.4 -0.1 -0.4 -0.2 0.3 0.1 -0.5 -0.7 -0.7 -0.6 -0.7 CANOLA 0.2 0.4 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.2 -0.1 -0.0 0.0 -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 -0.2 -0.2 -0.1 -0.8 -0.5 0.3 0.5 0.2 0.6 0.7 0.7 0.7 CHF -0.0 -0.4 -0.3 -0.1 0.1 -0.2 0.1 0.1 -0.1 0.0 0.1 -0.1 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.0 0.2 -0.1 -0.2 -0.1 0.0 0.0 -0.0 0.3 -0.1 -1.1 -0.3 0.1 0.1 0.2 -0.3 -0.7 -0.4 -0.7 COCOA -0.5 -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 -0.3 -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 -0.3 -0.1 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.0 0.4 -0.1 0.5 -0.0 0.1 0.4 0.3 0.4 0.4 0.1 0.2 -0.0 0.5 0.0 -2.7 0.1 -0.0 0.5 -0.0 0.7 -0.0 1.1 -0.1 0.2 0.6 0.6 0.5 0.5 0.7 0.7 COPPER 0.2 0.3 0.2 0.1 0.0 0.5 0.0 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 0.2 0.1 0.1 -0.7 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.3 0.2 -0.1 -0.6 0.7 0.5 0.7 0.6 CORN -0.1 0.3 0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.0 -0.1 -0.1 -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 0.4 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 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.0 -0.5 -0.1 -1.8 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.9 0.0 -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 0.1 -0.3 -0.1 -0.5 -0.1 -0.2 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 1.0 -0.2 -0.0 -0.4 -0.1 -0.5 -0.2 -0.6 0.1 -0.2 -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 -0.0 -1.3 -0.1 0.1 -0.1 0.0 0.2 -0.0 -0.1 -0.2 -0.2 -0.4 -0.6 0.2 0.7 0.2 0.7 DOW -0.3 -0.1 0.2 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.1 0.4 0.1 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 -0.2 0.4 0.4 -0.2 0.1 -0.2 0.1 0.1 -0.1 -0.1 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 -0.2 0.6 0.6 0.2 0.5 0.2 0.6 EUR 0.2 -0.3 -0.2 -0.2 0.2 -0.2 0.1 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 0.1 -0.4 0.2 0.6 0.3 0.1 -0.1 -0.7 -0.2 -0.7 EURIBOR-ICE -0.3 -0.2 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.3 -0.0 0.2 0.0 0.1 0.2 0.1 0.4 0.0 0.2 0.4 0.1 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 0.1 0.3 -0.2 0.2 0.3 0.0 0.4 0.7 0.4 0.7 FEEDCOW -0.1 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.1 0.0 0.1 0.2 -0.0 -0.0 0.3 0.2 0.3 0.3 -0.1 0.0 0.1 0.2 -0.0 -2.7 -0.0 0.1 0.1 0.0 0.3 -0.0 1.1 0.2 0.1 -0.4 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 0.5 -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 -0.0 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 0.5 -0.1 -0.1 -0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.3 0.6 0.3 0.0 -0.0 0.1 -0.1 0.1 -0.0 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 0.2 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 0.4 -0.4 -0.5 -0.2 0.2 -0.2 0.1 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 0.1 0.3 -0.1 0.2 -0.2 0.2 0.2 0.1 0.3 0.5 0.6 0.0 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 0.5 0.0 0.6 0.1 -0.4 -0.0 0.2 0.4 0.6 0.1 0.1 -0.4 -0.5 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 -0.4 -0.1 0.2 0.1 0.7 0.3 -0.1 -0.3 JGB-SGX-mini -0.6 -0.3 -0.5 -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 -0.2 0.0 0.0 -0.1 0.1 -0.4 -0.0 -0.5 -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 0.1 -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 0.1 -0.6 -0.6 -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 0.1 0.0 -0.0 1.1 0.4 0.5 -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 -0.0 -2.7 -0.1 0.0 -0.0 -0.0 0.2 -0.1 1.1 0.0 -0.0 -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 -0.5 -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 -0.0 -0.6 -0.1 -0.5 -0.2 -1.2 0.0 -0.6 -0.7 -0.7 0.2 0.8 0.3 0.8 MXP 0.1 -0.1 0.1 -0.2 0.2 -0.2 0.1 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 0.2 -2.7 0.2 0.1 0.5 0.2 0.7 0.2 1.1 -0.2 0.6 0.6 0.6 0.2 0.3 0.3 0.4 NASDAQ_micro -0.4 -0.3 -0.0 0.0 0.1 0.2 0.1 0.3 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 0.1 -2.7 0.0 0.0 0.2 0.0 0.4 0.0 -0.3 0.1 -0.2 0.0 0.1 -0.1 -0.7 -0.2 -0.7 NIKKEI -0.6 0.1 0.5 0.0 0.1 0.1 0.0 0.2 0.0 0.1 0.2 0.0 0.3 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.0 0.4 0.0 -1.3 0.1 0.0 0.4 0.0 0.5 0.0 1.0 -0.2 -0.2 0.5 0.6 -0.1 0.2 -0.0 0.3 NZD 0.5 -0.1 -0.4 -0.1 0.1 -0.2 0.1 0.1 -0.1 0.1 -0.3 0.2 -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 -0.1 0.1 -0.3 0.1 -0.3 -0.0 0.0 0.4 0.2 -0.1 -0.4 0.2 0.7 0.2 0.7 OAT -0.2 0.1 0.2 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.2 0.2 -0.2 -0.1 -0.0 0.1 0.3 0.2 0.4 0.3 0.0 0.0 -0.1 -0.1 -0.0 0.2 0.0 -0.2 0.1 -0.2 -0.0 -0.1 1.0 -0.0 0.0 0.2 -0.0 0.1 0.7 0.2 0.7 OATIES 0.1 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 -0.6 -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 -0.2 0.1 0.3 0.1 0.0 0.3 0.0 0.5 0.0 0.0 0.1 0.0 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 2.0 0.1 0.0 0.3 0.0 0.4 0.0 0.3 -0.1 -0.2 0.1 -0.1 -0.1 -0.4 -0.7 -0.7 PLAT 0.1 0.0 0.2 0.1 0.0 0.4 0.0 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 0.5 0.1 0.1 0.1 0.0 0.4 0.0 0.6 0.0 0.2 -0.0 -0.1 -0.4 -0.2 0.7 0.3 -0.6 -0.4 REDWHEAT -0.1 0.6 0.3 -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 0.9 0.0 0.1 -0.1 0.0 -0.4 0.0 -1.0 0.1 0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.3 0.1 -0.6 -0.1 -0.0 -0.4 -0.0 -0.5 -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 -0.1 -0.5 -0.1 -0.9 0.0 0.0 -0.4 -0.4 -0.2 -0.4 0.1 -0.4 ROBUSTA -0.3 0.0 0.4 -0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 0.1 -0.0 0.0 -0.0 0.0 0.2 0.3 0.2 0.2 0.0 0.0 -0.0 0.0 -0.0 -2.7 0.0 -0.0 0.0 -0.0 0.1 -0.0 1.1 -0.3 -0.1 0.2 0.6 -0.1 0.7 0.3 0.7 RUSSELL -0.1 -0.3 0.2 0.0 0.1 0.2 0.1 0.2 0.0 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.2 0.1 0.7 0.0 0.1 0.1 0.1 0.2 0.0 0.0 0.3 0.1 -0.1 0.1 -0.3 -0.7 -0.5 -0.7 SHATZ -0.2 -0.2 -0.3 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.4 -0.2 -0.2 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 1.2 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 -1.1 -0.3 -0.3 -0.3 -0.4 0.4 0.7 0.6 0.7 SILVER-mini 0.5 0.4 0.2 0.1 0.0 0.4 0.0 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 0.0 0.5 0.1 0.7 0.2 -0.0 0.3 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.4 0.2 0.4 0.0 0.1 0.2 0.1 0.4 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 1.5 0.2 0.1 0.3 0.2 0.3 0.2 0.9 0.0 0.6 0.6 0.4 0.3 0.7 0.4 0.7 SOFR 0.1 -0.3 -0.1 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.4 -0.0 0.6 -0.0 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.0 0.3 0.0 -2.7 0.0 -0.1 0.2 0.0 0.4 0.0 0.3 0.2 0.6 0.1 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN 0.1 0.5 0.4 -0.2 -0.0 -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 0.1 0.1 -1.0 0.2 -0.1 0.5 -0.0 0.3 0.2 0.0 -0.3 0.6 0.6 0.6 -0.6 -0.2 -0.6 -0.1 SOYMEAL -0.2 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 -0.0 0.3 -0.0 -0.0 0.1 -0.9 -0.2 0.2 0.6 0.6 -0.5 -0.7 -0.2 -0.7 SOYOIL 0.3 0.0 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 0.0 0.1 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.1 0.2 0.1 -2.5 -0.0 -0.0 -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 0.1 -0.1 0.0 0.0 0.1 0.2 0.1 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 -0.1 -0.3 -0.3 -0.7 -0.4 -0.7 SP500_micro -0.3 -0.1 -0.0 0.0 0.1 0.2 0.1 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 0.5 0.1 -2.1 0.0 0.0 0.2 0.1 0.4 0.0 -0.3 0.1 -0.0 -0.2 0.1 -0.1 -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 0.1 0.6 -0.4 -0.0 -0.5 -0.7 -0.2 -0.5 US10 -0.0 -0.2 0.2 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 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 0.2 0.0 0.3 0.0 -0.2 0.2 0.5 0.1 0.4 -0.6 -0.7 -0.4 -0.7 US10U -0.0 -0.2 0.3 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.5 -0.0 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 -0.1 0.5 0.0 0.6 0.1 -0.4 0.4 0.6 0.2 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.0 -0.2 0.1 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -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 0.0 -0.0 2.3 -0.0 -0.0 0.1 -0.0 0.2 -0.0 -1.1 0.1 0.3 -0.1 0.1 -0.6 -0.3 -0.7 -0.7 US20 -0.2 -0.2 0.4 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 0.3 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 -0.0 -1.2 0.0 -0.1 0.2 -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 -0.2 0.4 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 0.2 -0.1 -0.3 -0.2 0.0 0.0 -0.0 0.0 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.7 0.0 -0.1 0.2 -0.1 0.2 -0.0 -0.5 0.2 0.1 -0.0 0.4 0.1 0.3 -0.0 -0.5 US5 0.0 -0.2 0.1 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 0.3 -0.0 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.0 0.2 0.0 -0.3 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.6 0.2 0.5 0.1 0.3 -0.7 -0.5 -0.6 -0.7 VIX -0.2 0.0 -0.3 -0.1 -0.2 -0.2 -0.3 -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 -0.1 -0.2 -0.2 -0.3 -0.1 -0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.2 0.5 0.2 -0.2 -0.0 -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 -0.1 -0.1 -0.1 -0.5 -0.1 1.4 -0.0 -0.0 -0.1 -0.1 -0.3 -0.1 -1.1 -0.2 -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 3.9 -3.2 0.5 -16.1 18.3 -8.4 6.3 2.0 -9.2 20.0 8.1 20.0 3.4 7.4 -5.3 -0.5 -1.2 -0.8 -1.0 0.9 1.2 20.0 1.6 9.1 16.6 -1.7 20.0 -0.0 20.0 -0.5 5.8 4.4 18.5 10.3 8.0 10.0 8.9 20.0 12.1 20.0 BITCOIN -17.6 -20.0 -20.0 13.2 1.8 20.0 5.1 20.0 6.7 10.5 -4.8 -7.7 6.7 -13.6 -14.8 -4.4 -6.8 -5.5 -6.2 -20.0 -13.0 -5.7 0.6 -20.0 -20.0 -20.0 4.6 -11.6 -5.7 0.5 -18.6 -0.8 -4.5 -20.0 -20.0 -20.0 7.6 -3.3 -20.0 -13.9 BOBL -10.1 -4.9 -0.6 -1.7 -20.0 0.8 -14.1 -1.5 -7.0 -18.8 -7.7 -18.3 -1.7 -18.2 -10.1 14.7 9.9 20.0 18.4 -7.1 -3.5 -18.4 -3.2 -13.0 3.3 -9.2 -20.0 -4.0 -20.0 -2.8 -17.7 17.6 -14.6 -11.9 -5.8 -4.6 5.9 20.0 14.8 20.0 BTP -8.6 0.1 5.2 -2.0 -20.0 1.0 -16.8 -1.7 -8.3 -19.7 20.0 -16.1 20.0 1.1 15.3 8.5 8.6 8.0 8.6 5.6 11.0 -7.6 14.3 -1.6 -20.0 6.8 -19.0 13.7 -12.5 17.5 -3.4 9.0 6.8 0.8 9.1 6.5 1.9 20.0 7.8 20.0 BUND -10.9 -3.4 2.9 -1.9 -20.0 0.9 -15.6 -1.6 -7.8 -20.0 -3.7 -19.6 -9.2 -19.0 -6.7 -0.1 2.3 -1.9 0.7 -5.9 -2.8 -18.6 -6.2 -12.9 -0.6 -8.7 -20.0 -3.0 -20.0 -4.0 -19.0 -2.7 -9.5 -12.7 -6.0 -2.9 2.6 20.0 7.5 20.0 BUXL -13.8 -2.9 2.2 -1.7 -20.0 0.8 -14.1 -1.5 -7.0 -18.9 -13.7 -19.7 -18.9 -19.0 -8.2 4.4 3.1 4.2 3.8 -10.8 -10.9 -18.9 -17.8 -16.1 -0.3 -14.8 -20.0 -11.4 -20.0 -14.3 -20.0 0.1 -8.3 -19.3 -11.5 -10.3 -3.5 16.7 -3.2 6.7 CAC -7.2 -0.5 8.3 4.0 13.2 10.1 8.2 11.8 1.7 17.0 16.4 -0.2 16.0 0.5 9.6 -3.6 -1.7 -2.9 -2.2 6.2 10.5 5.1 10.2 2.3 4.6 4.5 9.1 6.4 5.0 3.2 1.4 6.3 -16.1 5.2 9.0 -4.2 14.8 20.0 14.2 20.0 CAD 8.1 -1.1 -12.8 -17.5 20.0 -9.1 6.9 2.2 -10.0 20.0 -15.4 20.0 -8.8 2.5 -17.4 -9.0 -7.6 -8.7 -8.2 -10.5 -13.9 14.3 -11.1 2.5 20.0 -17.1 11.6 -15.7 5.6 -9.8 -6.8 -7.3 -7.9 8.0 4.1 -14.5 -20.0 -20.0 -19.0 -20.0 CANOLA 5.0 10.9 -11.5 -20.0 -2.4 -20.0 -7.3 -20.0 -13.9 -15.2 -8.6 -7.4 -0.7 4.2 -6.4 -20.0 -12.9 -20.0 -16.6 -1.5 -5.1 -14.7 -3.4 -2.5 9.1 -3.1 -20.0 -6.2 -17.8 -4.9 -4.9 -14.7 -20.0 8.9 15.3 6.3 18.1 20.0 20.0 20.0 CHF -1.3 -12.2 -8.2 -13.2 15.0 -6.9 5.2 1.6 -7.6 5.3 4.2 -7.7 11.9 -10.2 -12.8 -16.9 -16.0 -16.5 -15.9 -7.8 -0.5 -1.4 8.3 -6.9 -1.3 -7.4 0.4 0.8 -2.7 8.8 -7.9 -20.0 -13.1 3.4 2.6 4.8 -10.2 -20.0 -11.1 -20.0 COCOA -16.6 -8.6 -20.0 -9.7 -1.1 -12.3 -3.3 -11.7 -6.3 5.7 -8.0 -3.4 -2.4 -5.6 -7.7 -4.3 8.0 -2.2 2.2 -14.3 -13.5 -1.0 -5.2 -9.2 -20.0 -12.7 -2.6 -9.4 -8.3 -1.2 -12.6 19.1 -6.0 -19.9 -10.2 -8.6 -9.5 -0.9 -1.0 3.3 COFFEE -8.3 -1.9 10.0 -20.0 -2.3 -20.0 -6.9 -20.0 -13.2 1.3 13.4 -9.1 13.9 -0.1 12.5 20.0 13.8 20.0 17.7 8.8 14.9 -2.3 17.9 0.6 -20.0 9.2 -0.2 18.4 -2.9 20.0 -0.2 20.0 -3.9 4.9 17.2 20.0 16.3 15.4 20.0 20.0 COPPER 4.9 8.4 6.6 11.6 1.6 17.9 4.4 18.0 5.8 11.4 -1.5 12.4 -0.9 10.5 8.4 -7.2 -5.9 -6.5 -6.1 9.0 5.9 17.0 4.8 12.5 -5.4 6.7 13.7 7.2 13.2 9.9 9.0 0.3 12.1 4.7 -2.3 -18.0 20.0 15.2 20.0 18.2 CORN -2.4 9.1 7.3 -20.0 -3.0 -20.0 -9.2 -20.0 -17.6 -0.9 -4.4 -5.5 -10.6 6.5 14.8 -19.7 -19.4 -20.0 -20.0 4.1 -0.9 0.0 -10.6 2.8 9.4 4.7 -7.4 2.4 -3.9 -6.4 0.7 -20.0 -1.2 12.6 20.0 20.0 -6.2 -5.7 6.5 -2.9 COTTON2 -5.1 -2.4 -4.2 -20.0 -3.3 -20.0 -9.9 -20.0 -18.9 -4.2 -20.0 -12.9 -20.0 -18.6 -20.0 -18.1 -15.3 -17.9 -16.8 -17.1 -19.9 -5.5 -20.0 -11.7 -13.4 -20.0 -11.6 -20.0 -11.7 -20.0 -20.0 -17.7 0.8 -7.4 -4.1 11.0 -6.3 -13.0 -4.7 -11.0 CRUDE_W -3.5 -3.1 -5.3 0.0 -0.5 2.6 -4.7 2.4 -3.7 7.2 -10.5 -10.9 -13.2 -12.8 -18.1 -0.2 5.2 1.6 3.3 -10.0 -10.0 -3.5 -10.5 -7.7 7.4 -15.6 -1.5 -14.9 -9.3 -14.3 -13.9 -12.0 6.1 -5.9 -16.0 -19.5 20.0 20.0 8.8 19.5 DAX -9.1 -11.7 -16.5 3.1 10.2 7.8 6.3 9.1 1.3 12.9 8.9 -0.7 13.5 -5.0 -5.5 -6.1 -6.5 -6.2 -6.0 -6.0 -0.3 3.5 10.2 -4.2 -9.7 -5.9 8.2 -2.9 2.9 4.9 -3.8 -1.2 -8.9 -5.7 -10.8 -20.0 5.4 20.0 5.9 20.0 DOW -10.2 -1.8 5.2 2.6 8.4 6.4 5.2 7.5 1.1 11.5 12.5 6.5 12.0 5.6 7.6 -7.6 -8.3 -8.1 -8.0 7.2 10.1 11.3 10.6 7.1 -9.7 4.3 8.4 7.1 7.1 7.8 3.6 -4.5 6.4 3.7 3.6 4.8 -9.1 -20.0 -12.7 -20.0 DX -5.2 13.5 12.3 -14.4 16.4 -7.5 5.7 1.8 -8.3 -15.8 4.1 -12.0 -13.1 5.5 14.4 6.2 6.2 6.2 6.1 10.1 4.9 -10.9 -6.7 1.5 -20.0 11.4 -20.0 7.3 -13.5 -2.7 1.3 16.8 -20.0 -7.6 20.0 20.0 5.2 16.2 5.9 18.1 EUR 6.0 -10.4 -6.3 -17.0 19.4 -8.9 6.7 2.1 -9.8 18.0 7.2 16.6 17.2 -0.2 -13.3 -8.7 -7.9 -8.3 -8.0 -5.9 1.2 13.7 14.3 2.5 15.4 -6.0 20.0 0.4 19.7 12.3 5.0 -7.2 9.8 17.7 8.2 3.6 -4.1 -20.0 -4.5 -20.0 EURIBOR-ICE -8.5 -5.7 -1.9 -1.4 -18.2 0.7 -11.9 -1.2 -5.9 -14.5 -0.7 -10.8 10.6 -13.7 -7.5 13.0 11.0 12.9 12.6 -4.0 0.4 -9.6 5.8 -7.4 3.9 -4.4 -16.6 -0.1 -12.7 3.7 -9.0 14.6 -1.4 -4.5 -1.0 -0.9 4.7 20.0 10.3 20.0 EUROSTX -8.1 -1.2 5.6 3.6 11.8 9.0 7.3 10.5 1.5 17.4 16.5 5.1 17.1 2.7 11.1 -3.5 -1.7 -3.3 -2.6 8.5 12.4 11.5 14.5 6.5 -5.8 7.0 14.4 8.6 10.4 8.1 5.5 5.8 -7.6 5.4 8.4 1.3 12.4 20.0 12.6 20.0 FEEDCOW -4.0 -20.0 -20.0 -8.9 -1.0 -11.3 -3.0 -10.7 -5.8 7.0 1.4 5.6 5.1 -4.0 -4.3 14.8 8.8 14.9 13.2 -4.9 0.8 7.1 6.6 -2.2 -20.0 -4.4 6.2 1.9 2.1 7.9 -3.9 20.0 7.3 2.9 -11.8 9.4 20.0 20.0 20.0 20.0 GASOIL -13.3 5.2 6.1 0.0 -0.3 1.8 -3.2 1.6 -2.5 -5.8 8.8 -10.7 6.4 0.5 3.5 19.9 15.9 20.0 19.2 2.6 6.0 -9.1 4.8 -4.6 -1.5 3.8 -6.8 7.3 -8.7 5.8 -3.7 10.2 -20.0 -4.5 5.5 9.5 8.1 14.6 -1.9 8.2 GASOLINE -5.5 4.0 0.4 0.0 -0.4 2.3 -4.1 2.1 -3.2 -0.8 3.3 -10.1 1.5 0.1 0.8 -1.4 17.0 9.5 16.2 -0.1 0.9 -3.7 0.4 -2.5 -18.5 -3.8 -7.8 -2.8 -11.3 -2.2 -8.0 10.1 -3.8 -3.8 -1.7 -6.0 20.0 20.0 20.0 20.0 GAS_US_mini 9.3 20.0 8.4 0.1 -0.6 3.0 -5.3 2.7 -4.3 20.0 -7.3 20.0 -14.7 20.0 18.8 -20.0 -20.0 -20.0 -20.0 17.5 2.8 20.0 -6.9 20.0 20.0 15.2 20.0 4.1 19.2 -2.9 19.4 -20.0 20.0 20.0 20.0 9.2 0.0 -20.0 -18.0 -20.0 GBP 11.4 -12.1 -14.3 -16.8 19.2 -8.7 6.6 2.1 -9.6 19.8 -4.8 20.0 11.8 0.5 -11.5 0.2 -0.0 0.2 0.1 -8.0 -6.2 20.0 4.3 5.0 1.9 -8.2 20.0 -5.7 20.0 5.1 6.6 6.3 20.0 20.0 1.0 0.4 13.1 -4.7 13.0 -4.4 GOLD_micro 5.0 9.2 3.7 7.2 1.0 11.1 2.8 11.2 3.6 5.9 6.7 7.4 8.1 1.7 5.8 -7.3 -10.6 -8.6 -9.5 12.5 15.8 7.7 16.5 9.2 -20.0 13.0 1.0 17.4 3.0 17.8 6.5 -6.7 -1.5 5.2 13.7 20.0 1.9 2.9 -12.8 -13.6 HEATOIL -10.9 6.7 2.6 0.0 -0.3 1.6 -2.8 1.4 -2.3 -7.8 7.7 -12.0 6.2 -0.6 2.2 17.6 10.8 14.8 12.4 2.6 5.0 -8.1 4.1 -3.5 -15.7 2.7 -5.8 4.0 -8.5 3.8 -2.9 0.6 -17.2 -1.6 7.4 1.8 20.0 9.7 -3.7 -8.7 JGB-SGX-mini -20.0 -10.8 -15.1 -1.1 -13.9 0.5 -9.1 -0.9 -4.5 -12.7 -14.5 -14.1 -13.5 -14.3 -14.5 20.0 14.4 16.5 14.8 -19.0 -16.9 -20.0 -17.1 -20.0 -5.7 -20.0 -20.0 -16.1 -20.0 -15.1 -20.0 18.9 -20.0 -20.0 -19.7 -20.0 -9.1 -20.0 -2.4 -20.0 JPY -1.9 -16.3 -18.4 -10.9 12.4 -5.7 4.3 1.4 -6.3 13.6 -15.2 -3.3 -12.7 -10.9 -14.3 -10.1 -10.8 -10.1 -10.1 -19.5 -19.2 -1.0 -14.5 -11.9 20.0 -20.0 5.8 -20.0 -2.8 -13.7 -15.6 -11.5 0.4 -13.4 -12.1 -15.3 -5.5 -11.9 -5.7 -13.7 LEANHOG 2.1 -20.0 -17.0 -19.5 -2.2 -20.0 -6.6 -20.0 -12.6 12.8 1.0 3.4 7.6 -8.2 -12.5 -3.3 20.0 19.0 20.0 -11.3 -5.7 4.7 3.1 -5.4 -1.5 -10.8 11.5 -6.8 7.3 0.8 -3.8 20.0 15.9 14.8 -17.2 10.4 3.7 12.6 15.4 20.0 LIVECOW -8.3 -20.0 -20.0 -8.7 -1.0 -11.0 -2.9 -10.4 -5.6 6.7 1.1 2.6 4.8 -3.9 -4.3 -4.1 8.4 -2.4 3.0 -5.7 -0.8 3.6 4.5 -3.9 -20.0 -5.3 3.9 -0.1 -0.4 5.1 -5.3 20.0 1.3 -0.4 -10.6 5.1 20.0 14.7 20.0 20.0 LUMBER-new -12.8 -20.0 -20.0 -16.2 -1.8 -20.0 -5.4 -19.4 -10.4 -6.9 -13.4 -11.7 -11.1 -13.5 -14.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -12.5 -15.1 -20.0 NaN -20.0 -3.3 -19.3 -11.5 -11.3 -20.0 -20.0 1.3 -15.6 -20.0 -19.6 5.0 20.0 8.3 20.0 MXP 3.9 -4.5 3.1 -17.5 20.0 -9.1 6.9 2.2 -10.1 20.0 20.0 20.0 20.0 20.0 20.0 12.4 12.7 12.7 12.5 15.0 20.0 15.4 20.0 14.1 -20.0 16.4 16.4 20.0 16.3 20.0 14.4 20.0 -6.5 20.0 20.0 20.0 6.9 9.3 9.2 13.1 NASDAQ_micro -13.0 -8.8 -1.2 2.4 7.9 6.0 4.9 7.0 1.0 10.8 11.5 9.1 11.9 2.3 5.5 -7.5 -8.7 -8.5 -8.6 6.1 11.7 9.1 14.3 4.8 -19.9 3.3 4.7 8.3 3.9 10.4 0.9 -5.4 3.5 -5.8 0.3 4.3 -4.4 -20.0 -5.2 -20.0 NIKKEI -20.0 1.9 14.0 1.8 6.1 4.7 3.8 5.4 0.8 7.5 8.9 0.5 9.0 2.2 6.5 0.2 6.4 1.7 4.1 9.5 14.5 2.2 13.4 3.0 -10.0 9.5 4.0 14.8 1.3 12.6 2.5 18.7 -7.7 -4.8 15.6 20.0 -3.0 5.8 -0.2 10.1 NZD 14.1 -3.2 -13.1 -11.9 13.5 -6.2 4.7 1.5 -6.8 14.6 -9.4 14.5 -9.7 2.9 -10.8 -4.6 -3.3 -4.5 -4.0 -8.3 -11.5 16.1 -8.8 4.1 13.3 -11.8 14.8 -12.7 12.6 -9.1 -0.6 0.0 17.8 6.3 -1.8 -13.1 4.7 20.0 6.8 20.0 OAT -6.3 2.9 4.7 -1.6 -20.0 0.8 -13.7 -1.4 -6.8 -18.0 6.9 -14.6 -3.6 -3.6 8.0 17.2 12.4 17.5 16.0 1.8 1.8 -11.8 -2.2 -3.7 1.5 2.1 -20.0 2.9 -16.3 -0.0 -5.2 18.3 -1.9 1.5 7.7 -0.3 1.8 20.0 7.3 20.0 OATIES 4.2 6.3 -13.4 -20.0 -2.3 -20.0 -7.1 -20.0 -13.5 10.1 -15.8 0.2 -13.6 -1.2 -12.7 -20.0 -11.5 -20.0 -18.2 -9.2 -14.4 1.0 -13.8 -2.5 -8.5 -12.0 -0.5 -16.5 -1.7 -15.3 -5.5 -14.8 4.3 9.5 4.4 -3.3 -10.8 -15.0 -5.7 -15.2 OJ -11.2 -20.0 -20.0 -7.8 -0.9 -9.9 -2.6 -9.4 -5.0 2.2 -6.3 -3.3 -6.1 -5.2 -6.4 -5.9 2.9 -3.7 -1.1 -13.0 -12.4 -3.8 -10.3 -9.5 -20.0 -10.9 -1.2 -9.5 -5.0 -7.3 -9.4 11.5 -4.7 -9.4 -14.4 -5.9 -12.3 -16.2 -4.3 -14.8 PALLAD -5.0 1.7 10.2 8.4 1.2 12.9 3.2 13.0 4.2 4.7 5.1 4.6 5.0 -3.7 2.5 -3.0 -2.9 -2.9 -2.9 6.1 8.8 4.7 7.9 3.9 15.2 7.4 0.1 12.1 1.2 12.1 2.4 5.4 -4.2 -4.8 4.4 -1.8 -1.9 -12.4 -20.0 -19.5 PLAT 2.8 0.6 6.0 10.3 1.4 15.9 4.0 16.0 5.2 8.8 9.8 9.3 9.7 0.4 5.3 -4.6 -3.7 -3.9 -3.6 9.7 14.6 14.7 16.9 10.7 0.7 5.2 0.6 13.3 1.6 17.5 1.2 4.3 -1.3 -3.5 -10.9 -7.5 20.0 10.0 -16.5 -11.4 REDWHEAT -1.8 19.6 7.8 -20.0 -2.6 -20.0 -8.0 -20.0 -15.4 15.0 -14.7 -6.6 -18.6 2.8 -0.8 -11.0 -16.0 -15.0 -16.4 -1.7 -9.4 0.5 -18.0 0.0 6.4 2.0 5.9 -3.9 2.9 -11.7 2.9 -18.4 6.0 6.3 20.0 19.6 -20.0 -20.0 -20.0 -20.0 RICE 8.6 4.1 -20.0 -10.5 -1.2 -13.3 -3.6 -12.7 -6.8 -3.1 -9.5 -5.8 -9.5 -7.7 -9.2 -20.0 -12.4 -20.0 -18.3 -13.1 -16.8 -5.5 -17.2 -8.4 -0.2 -11.7 -2.1 -14.4 -4.8 -15.2 -7.8 -17.2 0.1 0.5 -11.0 -13.2 -6.8 -13.3 3.2 -11.9 ROBUSTA -9.6 1.2 12.3 -11.0 -1.2 -13.8 -3.7 -13.2 -7.1 -6.9 2.1 -1.5 0.2 -0.2 4.3 10.1 12.6 9.3 10.7 1.7 2.5 -5.3 1.8 -2.2 -20.0 1.0 -5.4 1.8 -4.6 1.8 -2.2 20.0 -11.9 -1.8 5.8 20.0 -2.6 20.0 9.6 20.0 RUSSELL -3.5 -8.3 6.5 2.3 7.6 5.8 4.7 6.7 1.0 10.8 10.6 10.5 9.2 5.7 6.8 -4.5 -5.3 -4.9 -5.0 3.9 6.6 12.3 6.8 6.1 5.5 1.9 11.1 5.2 8.9 5.7 3.1 0.6 13.7 4.2 -2.2 3.6 -8.8 -20.0 -13.5 -20.0 SHATZ -7.0 -4.6 -8.9 -1.5 -19.5 0.7 -12.8 -1.3 -6.3 -16.0 -16.0 -15.9 -4.9 -17.5 -15.9 -14.5 -16.3 -12.9 -13.9 -11.2 -10.5 -15.0 -7.8 -12.8 9.2 -14.7 -20.0 -11.9 -20.0 -8.0 -18.8 -20.0 -13.6 -10.2 -9.0 -13.7 13.5 20.0 19.0 20.0 SILVER-mini 16.4 11.0 7.5 10.6 1.5 16.3 4.0 16.3 5.3 9.1 12.3 11.5 12.3 10.9 11.8 -5.2 -6.4 -5.7 -6.1 20.0 20.0 20.0 17.9 20.0 -9.1 18.8 3.5 20.0 12.6 19.0 15.5 -0.3 12.0 20.0 20.0 20.0 6.3 20.0 -5.5 -0.4 SMI 12.9 6.5 10.8 3.4 11.1 8.5 6.9 9.9 1.4 15.6 15.2 17.2 11.1 16.8 16.0 6.2 4.0 5.5 4.4 17.8 13.9 18.1 10.4 19.7 10.9 18.1 12.2 12.9 18.5 8.1 20.0 16.4 0.1 20.0 20.0 11.7 9.7 20.0 12.5 20.0 SOFR 2.5 -8.3 -1.6 -1.7 -20.0 0.8 -14.3 -1.5 -7.1 -15.7 13.0 -2.1 15.5 -0.7 -1.5 7.4 5.7 7.3 6.9 2.1 7.9 -4.2 12.3 0.2 -20.0 4.1 -8.9 8.7 0.7 12.1 3.9 5.0 7.9 19.8 3.4 8.5 -6.8 -15.6 -6.2 -20.0 SOYBEAN 3.6 16.8 11.3 -20.0 -3.0 -20.0 -9.0 -20.0 -17.2 -13.2 17.2 7.0 3.9 18.1 19.4 1.0 -5.3 -2.0 -4.6 18.3 13.4 2.2 1.9 13.7 -7.5 20.0 -11.3 20.0 -2.1 8.0 14.0 0.6 -10.9 20.0 20.0 20.0 -18.7 -6.3 -19.0 -2.7 SOYMEAL -6.6 20.0 20.0 -14.6 -1.6 -18.4 -4.9 -17.6 -9.4 -10.8 3.8 -10.8 -7.0 5.7 6.9 -11.4 -15.2 -14.4 -15.9 9.3 5.5 -6.6 -2.7 3.0 -11.1 15.1 -5.5 10.0 -3.5 -0.2 7.7 -17.6 -9.2 7.3 20.0 20.0 -16.3 -20.0 -7.4 -20.0 SOYOIL 10.6 0.3 -8.7 -20.0 -2.8 -20.0 -8.6 -20.0 -16.5 6.6 0.2 12.4 9.0 12.3 -7.6 -8.7 -5.0 -8.0 -6.6 2.3 1.1 11.0 6.4 9.5 -18.9 -0.6 -4.9 -0.2 0.4 3.3 2.2 0.1 -9.3 20.0 13.9 13.7 -20.0 -17.6 -20.0 -19.1 SP400 1.8 -4.4 0.0 2.5 8.4 6.4 5.2 7.5 1.1 11.9 10.9 11.9 6.1 7.9 3.3 -5.4 -5.9 -5.7 -5.7 1.9 2.8 11.3 3.7 6.1 0.7 -0.9 8.0 0.1 7.8 0.9 2.5 -0.6 9.1 6.8 -4.1 -8.6 -8.6 -20.0 -11.8 -20.0 SP500_micro -9.7 -3.9 -0.6 2.8 9.4 7.2 5.8 8.3 1.2 12.8 14.6 11.7 14.7 6.3 8.8 -8.3 -9.5 -9.1 -9.2 7.8 13.8 10.4 17.0 6.6 -15.7 2.4 5.3 7.6 5.1 10.1 1.3 -6.6 4.3 -0.2 -5.5 2.0 -4.3 -20.0 -5.3 -20.0 SUGAR11 18.4 -8.3 -9.6 -16.0 -1.8 -20.0 -5.4 -19.2 -10.3 -2.8 -12.6 6.6 -13.3 -5.7 -9.9 19.6 9.8 13.3 8.5 -10.0 -15.2 2.5 -15.6 -1.4 -18.3 -12.1 1.1 -17.0 2.7 -16.0 -2.3 20.0 3.4 19.2 -11.2 -0.8 -14.6 -20.0 -6.8 -16.3 US10 -0.2 -6.3 6.2 -1.3 -17.1 0.6 -11.2 -1.2 -5.6 -12.5 12.6 -2.1 5.3 -0.3 7.7 2.3 0.3 2.1 1.6 3.3 6.8 -3.2 6.7 0.6 -7.2 5.3 -5.5 9.1 1.0 9.6 3.5 -4.1 10.0 14.2 4.0 11.5 -18.6 -20.0 -10.9 -20.0 US10U -1.3 -4.7 9.7 -1.9 -20.0 0.9 -15.9 -1.6 -7.9 -16.3 17.9 -1.3 3.6 -0.4 12.6 0.7 -0.9 0.7 0.0 6.3 10.7 -3.0 8.3 1.9 -13.4 10.5 -8.3 16.8 1.4 15.3 5.7 -6.8 17.7 19.4 7.2 20.0 -7.9 -13.1 -9.0 -20.0 US2 -0.5 -7.7 2.2 -1.4 -17.6 0.7 -11.5 -1.2 -5.7 -11.6 1.2 -3.7 -2.8 -8.7 -3.0 -12.9 -15.2 -13.0 -13.2 -1.8 1.3 -3.8 1.8 -2.9 17.6 -1.0 -5.2 2.7 -1.9 5.1 -1.7 -20.0 5.2 9.4 -3.6 3.6 -17.6 -10.3 -20.0 -20.0 US20 -6.0 -6.3 11.6 -1.3 -16.7 0.6 -10.9 -1.1 -5.4 -12.8 9.6 -9.1 -3.6 -9.6 5.8 3.6 3.0 3.9 3.8 1.9 5.5 -5.9 3.0 -2.8 -9.2 3.8 -7.2 9.1 -3.9 7.1 -1.6 0.0 7.8 6.2 0.9 12.9 2.2 13.3 -2.0 -16.6 US30 -7.4 -5.1 11.5 -1.5 -19.0 0.7 -12.5 -1.3 -6.2 -15.1 6.6 -12.5 -8.4 -14.2 4.3 1.3 -2.0 0.0 -1.1 0.2 3.6 -7.7 -0.4 -4.9 -5.4 2.1 -9.1 7.8 -6.2 4.3 -4.3 -8.7 7.8 3.4 -0.4 11.2 1.8 8.1 -0.4 -15.0 US5 1.0 -6.2 2.8 -1.4 -18.1 0.7 -11.8 -1.2 -5.9 -12.4 11.3 -1.8 5.4 -1.5 4.1 -1.8 -3.2 -1.9 -2.2 2.0 5.4 -3.1 6.2 0.2 -2.6 3.5 -6.3 7.1 -0.1 8.9 2.3 -10.4 7.5 14.3 2.8 8.4 -19.5 -16.4 -19.0 -20.0 VIX -2.9 0.9 -6.0 -4.2 -13.9 -4.6 -15.2 -2.0 -8.4 -20.0 -20.0 -20.0 -11.7 -18.1 -16.5 -20.0 -20.0 -20.0 -20.0 -7.4 -6.8 -20.0 -5.1 -13.5 NaN -4.1 -15.4 -4.6 -18.2 -2.2 -9.7 NaN NaN NaN NaN NaN -5.9 -20.0 NaN NaN WHEAT -6.3 14.3 4.8 -20.0 -2.7 -20.0 -8.2 -20.0 -15.7 -8.3 -16.3 -17.6 -19.5 -5.6 -5.8 -15.0 -18.0 -16.8 -17.5 -5.0 -9.7 -8.4 -16.7 -6.8 10.6 -1.5 -3.2 -3.8 -7.3 -9.5 -4.8 -20.0 -9.3 -0.9 14.6 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3