******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251205_204212 produced at 2025-12-05 21:38:05.802235 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.11 0.0 0.00 0.00 0.00 0.00 -48.17 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.71 0.0 0.00 0.00 0.00 0.00 -5.76 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -5.49 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.18 -0.29 0.0 999.00 -999.00 -0.18 -0.23 -28.65 999999999.0 -18 -22 caleb_strategy_v3 US2 False True 0.11 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.52 13.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.10 0.0 1.03 -1.03 -0.16 -0.16 -1.31 13.0 -2 -2 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -21.16 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.17 -0.09 0.0 0.70 -0.70 -0.17 -0.17 -2.12 17.0 -4 -4 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.18 -0.18 -0.08 -0.08 -4.68 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.06 0.00 -0.05 0.0 1.39 -1.39 0.00 0.00 -0.92 25.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.02 2.0 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 -5.91 3.0 0 0 caleb_strategy_v3 BUND False False 0.08 -0.15 -0.04 0.0 0.76 -0.76 -0.15 -0.15 -0.51 10.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.18 4.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.15 -0.15 0.00 0.00 -1.12 5.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.02 -3.62 18.0 -2 -2 caleb_strategy_v3 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.40 4.0 -3 -3 caleb_strategy_v3 CAD False False 0.04 -0.11 -0.03 0.0 1.07 -1.07 -0.11 -0.11 -0.85 29.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.60 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.63 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.06 -0.02 0.0 0.75 -0.75 -0.06 -0.06 -0.77 26.0 -2 -2 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.71 23.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.69 12.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.02 0.0 0.97 -0.97 0.00 0.00 -0.39 17.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.01 0.0 0.76 -0.76 0.00 0.00 -0.16 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.09 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.16 6.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.07 -0.01 0.0 1.31 -1.31 0.07 0.00 -0.19 19.0 1 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.09 -0.01 0.0 0.79 -0.79 -0.09 -0.05 -0.15 17.0 -2 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.08 8.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.01 0.0 0.16 -0.16 -0.06 -0.06 -0.78 10.0 -4 -4 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.01 0.0 0.14 -0.14 0.00 -0.02 -0.65 9.0 0 -1 caleb_strategy_v3 SP500_micro False True 0.02 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.68 48.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.23 -0.23 0.00 0.00 -3.16 51.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.03 -0.00 0.0 0.00 -0.03 -0.03 -0.03 -0.19 58.0 -2 -2 caleb_strategy_v3 SP400 False True 0.17 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.02 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.81 -0.81 0.00 -0.01 -0.32 66.0 0 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.49 -0.49 0.00 0.00 0.01 23.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 0.00 0.0 0.15 -0.15 0.00 0.05 0.04 3.0 0 1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 0.00 0.0 999.00 -999.00 0.00 0.00 0.12 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.03 -0.00 0.0 0.20 -0.20 0.03 0.00 -0.04 7.0 1 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.07 0.14 6.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.68 -0.68 0.00 0.00 0.10 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.19 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 1.97 68.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 0.01 0.0 999.00 -999.00 0.05 0.05 0.26 999999999.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.01 0.0 1.21 -1.21 0.00 0.00 0.69 56.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 0.62 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.03 0.0 0.23 -0.23 0.04 0.04 1.43 13.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.03 0.0 0.13 -0.13 0.00 0.03 0.80 4.0 0 1 caleb_strategy_v3 NZD False False 0.03 -0.09 0.03 0.0 0.62 -0.62 -0.09 -0.03 1.00 21.0 -3 -1 caleb_strategy_v3 GBP False False 0.04 0.13 0.05 0.0 0.93 -0.93 0.13 0.13 1.19 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 0.73 999999999.0 2 2 caleb_strategy_v3 GAS_US_mini False True 0.01 0.00 0.05 0.0 0.00 0.00 0.00 0.00 7.06 26.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.05 0.0 1.04 -1.04 0.00 0.00 0.65 14.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.31 0.08 0.0 0.31 0.00 0.31 0.24 2.50 20.0 9 7 caleb_strategy_v3 BTP False False 0.07 0.00 0.08 0.0 0.71 -0.71 0.00 0.00 1.06 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 1.97 12.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.21 0.10 0.0 0.72 -0.72 0.21 0.21 1.45 10.0 3 3 caleb_strategy_v3 NIKKEI False False 0.02 0.12 0.11 0.0 0.60 -0.60 0.12 0.12 6.74 36.0 7 7 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.64 -0.64 0.00 0.00 3.51 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.21 0.16 0.0 999.00 -999.00 0.21 0.28 2.26 999999999.0 3 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.14 9.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 0.47 0.0 1.45 -1.45 0.00 0.00 3.22 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.42 0.71 0.0 0.84 -0.84 0.42 0.42 50.58 60.0 30 30 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.8 Shocked risk 64.8 Sum abs risk 58.6 Leverage 7.05 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1967801.65, 'annual_cash_vol_target': 491950.4125, 'daily_cash_vol_target': 30746.90078125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6639 0.5087 8.1397 BITCOIN 2476.3794 89950.0000 2.7531 44.0490 BOBL 0.1629 116.3100 0.1400 2.2404 BTP 0.3821 120.2000 0.3179 5.0867 BUND 0.3330 128.0500 0.2600 4.1605 BUXL 0.7960 110.9000 0.7178 11.4849 CAC 55.5535 8127.0000 0.6836 10.9371 CAD 0.0027 0.7229 0.3687 5.8996 CANOLA 6.3703 630.9000 1.0097 16.1555 CHF 0.0051 1.2443 0.4071 6.5138 COCOA 126.8732 5694.0000 2.2282 35.6511 COFFEE 6.5689 374.3000 1.7550 28.0797 COPPER 0.0653 5.4495 1.1981 19.1703 CORN 3.9879 464.0000 0.8595 13.7513 COTTON2 0.6409 63.9500 1.0022 16.0350 CRUDE_W 0.7926 59.0100 1.3431 21.4904 DAX 179.4584 24067.0000 0.7457 11.9306 DOW 326.0406 48070.0000 0.6783 10.8522 DX 0.3309 98.6450 0.3355 5.3677 EUR 0.0040 1.1700 0.3457 5.5305 EURIBOR-ICE 0.0302 97.6800 0.0309 0.4939 EUROSTX 42.8560 5728.0000 0.7482 11.9710 FEEDCOW 4.2759 332.8750 1.2845 20.5524 GASOIL 11.7862 657.0000 1.7939 28.7030 GASOLINE 0.0295 1.8566 1.5875 25.4005 GAS_US_mini 0.1169 5.3100 2.2022 35.2346 GBP 0.0062 1.3334 0.4617 7.3865 GOLD_micro 38.6170 4237.6000 0.9113 14.5807 HEATOIL 0.0428 2.2930 1.8646 29.8341 JGB-SGX-mini 0.1877 133.3100 0.1408 2.2531 JPY 0.0000 0.0065 0.5551 8.8821 LEANHOG 1.2118 86.7250 1.3973 22.3563 LIVECOW 2.8297 227.3750 1.2445 19.9119 LUMBER-new 7.8690 573.0000 1.3733 21.9727 MXP 0.0003 0.0550 0.5047 8.0752 NASDAQ_micro 226.3275 25735.0000 0.8795 14.0713 NIKKEI 590.3278 50680.0000 1.1648 18.6370 NZD 0.0034 0.5778 0.5867 9.3876 OAT 0.3503 120.7200 0.2902 4.6428 OATIES 4.6621 309.0000 1.5088 24.1401 OJ 5.4852 149.3500 3.6727 58.7640 PALLAD 34.3817 1502.5000 2.2883 36.6128 PLAT 25.4131 1660.3000 1.5306 24.4901 REDWHEAT 7.9194 542.5000 1.4598 23.3567 RICE 0.1491 10.3050 1.4465 23.1441 ROBUSTA 79.6371 4186.0000 1.9025 30.4394 RUSSELL 29.3170 2549.0000 1.1501 18.4022 SHATZ 0.0464 106.8300 0.0434 0.6947 SILVER-mini 0.9085 58.9875 1.5402 24.6438 SMI 78.4216 12959.0000 0.6052 9.6824 SOFR 0.0487 96.6750 0.0504 0.8058 SOYBEAN 8.5078 1103.5000 0.7710 12.3357 SOYMEAL 4.2585 316.9000 1.3438 21.5009 SOYOIL 0.5900 52.2100 1.1300 18.0802 SP400 30.0386 3330.0000 0.9021 14.4329 SP500_micro 46.6222 6880.0000 0.6776 10.8424 SUGAR11 0.2283 14.4100 1.5842 25.3477 US10 0.3184 112.5156 0.2830 4.5282 US10U 0.4173 115.0781 0.3626 5.8021 US2 0.0772 104.2578 0.0741 1.1849 US20 0.6368 115.5312 0.5512 8.8195 US30 0.9107 118.5938 0.7680 12.2872 US5 0.2085 109.2266 0.1909 3.0536 VIX 0.4963 20.2000 2.4571 39.3136 WHEAT 7.2325 578.7500 1.2497 19.9948 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 663.90 0.51 337.75 1.00 337.75 30746.9 91.04 14.82 134.92 BITCOIN 89.95 2.75 247.64 1.00 247.64 30746.9 124.16 -15.72 -195.17 BOBL 1163.10 0.14 162.86 1.17 189.88 30746.9 161.93 -1.18 -19.17 BTP 1202.00 0.32 382.14 1.17 445.53 30746.9 69.01 4.49 31.01 BUND 1280.50 0.26 332.97 1.17 388.21 30746.9 79.20 -6.33 -50.17 BUXL 1109.00 0.72 796.05 1.17 928.10 30746.9 33.13 -11.93 -39.52 CAC 812.70 0.68 555.54 1.17 647.69 30746.9 47.47 12.12 57.56 CAD 722.90 0.37 266.55 1.00 266.55 30746.9 115.35 -2.85 -32.88 CANOLA 126.18 1.01 127.41 0.72 91.25 30746.9 336.96 -3.85 -129.87 CHF 1555.38 0.41 633.21 1.00 633.21 30746.9 48.56 -10.37 -50.34 COCOA 569.40 2.23 1268.73 1.00 1268.73 30746.9 24.23 -13.08 -31.69 COFFEE 1403.62 1.75 2463.34 1.00 2463.34 30746.9 12.48 8.51 10.63 COPPER 1362.38 1.20 1632.32 1.00 1632.32 30746.9 18.84 11.07 20.86 CORN 232.00 0.86 199.39 1.00 199.39 30746.9 154.20 -4.50 -69.43 COTTON2 319.75 1.00 320.45 1.00 320.45 30746.9 95.95 -20.00 -191.90 CRUDE_W 590.10 1.34 792.59 1.00 792.59 30746.9 38.79 -2.66 -10.30 DAX 240.67 0.75 179.46 1.17 209.23 30746.9 146.95 -0.37 -5.42 DOW 240.35 0.68 163.02 1.00 163.02 30746.9 188.61 -0.74 -13.88 DX 986.45 0.34 330.94 1.00 330.94 30746.9 92.91 1.08 10.06 EUR 1462.50 0.35 505.52 1.00 505.52 30746.9 60.82 4.09 24.85 EURIBOR-ICE 2442.00 0.03 75.39 1.17 87.89 30746.9 349.83 2.69 94.13 EUROSTX 572.80 0.75 428.56 1.17 499.65 30746.9 61.54 11.90 73.22 FEEDCOW 1664.38 1.28 2137.93 1.00 2137.93 30746.9 14.38 2.11 3.03 GASOIL 657.00 1.79 1178.62 1.00 1178.62 30746.9 26.09 7.06 18.43 GASOLINE 779.77 1.59 1237.91 1.00 1237.91 30746.9 24.84 1.07 2.66 GAS_US_mini 132.75 2.20 292.34 1.00 292.34 30746.9 105.18 6.19 65.08 GBP 833.38 0.46 384.73 1.00 384.73 30746.9 79.92 5.74 45.87 GOLD_micro 423.76 0.91 386.17 1.00 386.17 30746.9 79.62 2.54 20.22 HEATOIL 963.06 1.86 1795.75 1.00 1795.75 30746.9 17.12 0.49 0.83 JGB-SGX-mini 133310.00 0.14 18772.84 0.01 120.89 30746.9 254.34 -17.47 -444.24 JPY 812.19 0.56 450.87 1.00 450.87 30746.9 68.19 -11.99 -81.76 LEANHOG 346.90 1.40 484.71 1.00 484.71 30746.9 63.43 3.71 23.54 LIVECOW 909.50 1.24 1131.86 1.00 1131.86 30746.9 27.16 -1.67 -4.53 LUMBER-new 157.58 1.37 216.40 1.00 216.40 30746.9 142.09 -17.08 -242.74 MXP 274.80 0.50 138.69 1.00 138.69 30746.9 221.69 15.52 344.10 NASDAQ_micro 514.70 0.88 452.66 1.00 452.66 30746.9 67.93 -4.49 -30.49 NIKKEI 50680.00 1.16 59032.78 0.01 380.14 30746.9 80.88 7.69 62.19 NZD 577.80 0.59 339.01 1.00 339.01 30746.9 90.70 4.23 38.32 OAT 1207.20 0.29 350.30 1.17 408.41 30746.9 75.28 5.63 42.35 OATIES 154.50 1.51 233.10 1.00 233.10 30746.9 131.90 -18.72 -246.91 OJ 224.02 3.67 822.79 1.00 822.79 30746.9 37.37 -17.85 -66.72 PALLAD 1502.50 2.29 3438.17 1.00 3438.17 30746.9 8.94 6.28 5.62 PLAT 830.15 1.53 1270.66 1.00 1270.66 30746.9 24.20 7.54 18.26 REDWHEAT 271.25 1.46 395.97 1.00 395.97 30746.9 77.65 -10.43 -81.00 RICE 206.10 1.45 298.12 1.00 298.12 30746.9 103.13 -16.62 -171.44 ROBUSTA 418.60 1.90 796.37 1.00 796.37 30746.9 38.61 0.21 0.80 RUSSELL 127.45 1.15 146.59 1.00 146.59 30746.9 209.75 2.83 59.31 SHATZ 1068.30 0.04 46.39 1.17 54.08 30746.9 568.54 -9.50 -540.29 SILVER-mini 1474.69 1.54 2271.37 1.00 2271.37 30746.9 13.54 15.83 21.42 SMI 1295.90 0.61 784.22 1.25 979.41 30746.9 31.39 20.00 62.79 SOFR 2416.88 0.05 121.73 1.00 121.73 30746.9 252.59 -3.75 -94.67 SOYBEAN 551.75 0.77 425.39 1.00 425.39 30746.9 72.28 -0.55 -4.00 SOYMEAL 316.90 1.34 425.85 1.00 425.85 30746.9 72.20 -9.71 -70.12 SOYOIL 313.26 1.13 353.99 1.00 353.99 30746.9 86.86 -9.63 -83.67 SP400 3330.00 0.90 3003.86 1.00 3003.86 30746.9 10.24 -0.48 -0.50 SP500_micro 344.00 0.68 233.11 1.00 233.11 30746.9 131.90 -2.21 -29.14 SUGAR11 161.39 1.58 255.68 1.00 255.68 30746.9 120.25 -12.35 -148.54 US10 1125.16 0.28 318.43 1.00 318.43 30746.9 96.56 -3.22 -31.10 US10U 1150.78 0.36 417.31 1.00 417.31 30746.9 73.68 -1.73 -12.78 US2 2085.16 0.07 154.42 1.00 154.42 30746.9 199.12 -6.02 -119.92 US20 1155.31 0.55 636.83 1.00 636.83 30746.9 48.28 -1.47 -7.08 US30 1185.94 0.77 910.74 1.00 910.74 30746.9 33.76 -3.82 -12.89 US5 1092.27 0.19 208.46 1.00 208.46 30746.9 147.50 -4.91 -72.41 VIX 202.00 2.46 496.33 1.00 496.33 30746.9 61.95 -18.71 -115.89 WHEAT 289.38 1.25 361.63 1.00 361.63 30746.9 85.02 -14.15 -120.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 134.917 0.010 2.5 3.505 BITCOIN -195.174 0.043 2.5 -21.165 BOBL -19.167 0.004 2.5 -0.195 BTP 31.010 0.014 2.5 1.059 BUND -50.174 0.004 2.5 -0.510 BUXL -39.522 0.004 2.5 -0.401 CAC 57.559 0.014 2.5 1.966 CAD -32.880 0.010 2.5 -0.854 CANOLA -129.867 0.010 2.5 -3.164 CHF -50.337 0.010 2.5 -1.308 COCOA -31.694 0.010 2.5 -0.772 COFFEE 10.628 0.005 2.5 0.141 COPPER 20.861 0.043 2.5 2.262 CORN -69.427 0.010 2.5 -1.691 COTTON2 -191.899 0.010 2.5 -4.675 CRUDE_W -10.305 0.043 2.5 -1.117 DAX -5.418 0.014 2.5 -0.185 DOW -13.877 0.009 2.5 -0.323 DX 10.061 0.010 2.5 0.261 EUR 24.847 0.010 2.5 0.646 EURIBOR-ICE 94.133 0.014 2.5 3.215 EUROSTX 73.217 0.014 2.5 2.501 FEEDCOW 3.031 0.013 2.5 0.101 GASOIL 18.429 0.017 2.5 0.800 GASOLINE 2.662 0.017 2.5 0.116 GAS_US_mini 65.080 0.043 2.5 7.057 GBP 45.870 0.010 2.5 1.192 GOLD_micro 20.222 0.014 2.5 0.691 HEATOIL 0.835 0.017 2.5 0.036 JGB-SGX-mini -444.236 0.043 2.5 -48.173 JPY -81.763 0.010 2.5 -2.124 LEANHOG 23.540 0.024 2.5 1.433 LIVECOW -4.527 0.013 2.5 -0.150 LUMBER-new -242.741 0.010 2.5 -5.914 MXP 344.104 0.059 2.5 50.576 NASDAQ_micro -30.485 0.009 2.5 -0.709 NIKKEI 62.187 0.043 2.5 6.744 NZD 38.321 0.010 2.5 0.996 OAT 42.351 0.014 2.5 1.447 OATIES -246.914 0.010 2.5 -6.016 OJ -66.716 0.010 2.5 -1.625 PALLAD 5.619 0.014 2.5 0.192 PLAT 18.256 0.014 2.5 0.624 REDWHEAT -80.996 0.005 2.5 -1.076 RICE -171.443 0.010 2.5 -4.177 ROBUSTA 0.803 0.005 2.5 0.011 RUSSELL 59.315 0.013 2.5 1.968 SHATZ -540.291 0.004 2.5 -5.487 SILVER-mini 21.423 0.014 2.5 0.732 SMI 62.787 0.014 2.5 2.145 SOFR -94.667 0.024 2.5 -5.761 SOYBEAN -4.003 0.004 2.5 -0.037 SOYMEAL -70.117 0.004 2.5 -0.653 SOYOIL -83.673 0.004 2.5 -0.780 SP400 -0.496 0.013 2.5 -0.016 SP500_micro -29.142 0.009 2.5 -0.678 SUGAR11 -148.539 0.010 2.5 -3.619 US10 -31.102 0.005 2.5 -0.395 US10U -12.783 0.005 2.5 -0.162 US2 -119.924 0.005 2.5 -1.522 US20 -7.079 0.005 2.5 -0.090 US30 -12.890 0.005 2.5 -0.164 US5 -72.412 0.005 2.5 -0.919 VIX -115.890 0.099 2.5 -28.647 WHEAT -120.271 0.005 2.5 -1.598 ===================== Position diags ===================== AUD 2.37 BITCOIN 13.46 BOBL 1.64 BTP 2.36 BUND 0.80 BUXL 0.34 CAC 1.62 CAD 3.00 CANOLA 8.21 CHF 1.26 COCOA 0.59 COFFEE 0.17 COPPER 2.04 CORN 3.76 COTTON2 2.34 CRUDE_W 4.21 DAX 5.02 DOW 4.39 DX 2.41 EUR 1.58 EURIBOR-ICE 11.95 EUROSTX 2.10 FEEDCOW 0.48 GASOIL 1.13 GASOLINE 1.08 GAS_US_mini 11.41 GBP 2.08 GOLD_micro 2.72 HEATOIL 0.74 JGB-SGX-mini 27.58 JPY 1.77 LEANHOG 3.86 LIVECOW 0.90 LUMBER-new 3.46 MXP 32.58 NASDAQ_micro 1.58 NIKKEI 8.77 NZD 2.36 OAT 2.57 OATIES 3.21 OJ 0.91 PALLAD 0.31 PLAT 0.83 REDWHEAT 1.03 RICE 2.51 ROBUSTA 0.51 RUSSELL 6.96 SHATZ 5.77 SILVER-mini 0.46 SMI 1.07 SOFR 15.37 SOYBEAN 0.67 SOYMEAL 0.67 SOYOIL 0.81 SP400 0.34 SP500_micro 3.07 SUGAR11 2.93 US10 1.23 US10U 0.93 US2 2.53 US20 0.61 US30 0.43 US5 1.87 VIX 15.31 WHEAT 1.13 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.5 3.3 3.7 0.0 0 BITCOIN -21.2 -22.5 -19.8 0.0 0 BOBL -0.2 -0.4 -0.0 1.0 1 BTP 1.1 0.8 1.3 0.0 0 BUND -0.5 -0.6 -0.4 -2.0 -2 BUXL -0.4 -0.4 -0.4 -3.0 -3 CAC 2.0 1.8 2.1 0.0 0 CAD -0.9 -1.2 -0.6 -3.0 -3 CANOLA -3.2 -4.0 -2.3 0.0 0 CHF -1.3 -1.4 -1.2 -2.0 -2 COCOA -0.8 -0.8 -0.7 -2.0 -2 COFFEE 0.1 0.1 0.2 1.0 1 COPPER 2.3 2.1 2.5 3.0 3 CORN -1.7 -2.1 -1.3 0.0 0 COTTON2 -4.7 -4.9 -4.4 -5.0 -5 CRUDE_W -1.1 -1.5 -0.7 0.0 0 DAX -0.2 -0.7 0.3 -2.0 -2 DOW -0.3 -0.8 0.1 0.0 0 DX 0.3 0.0 0.5 1.0 1 EUR 0.6 0.5 0.8 0.0 0 EURIBOR-ICE 3.2 2.0 4.4 0.0 0 EUROSTX 2.5 2.3 2.7 9.0 9 FEEDCOW 0.1 0.1 0.1 0.0 0 GASOIL 0.8 0.7 0.9 0.0 0 GASOLINE 0.1 0.0 0.2 0.0 0 GAS_US_mini 7.1 5.9 8.2 0.0 0 GBP 1.2 1.0 1.4 3.0 3 GOLD_micro 0.7 0.4 1.0 0.0 0 HEATOIL 0.0 -0.0 0.1 0.0 0 JGB-SGX-mini -48.2 -50.9 -45.4 0.0 0 JPY -2.1 -2.3 -1.9 -4.0 -4 LEANHOG 1.4 1.0 1.8 2.0 2 LIVECOW -0.2 -0.2 -0.1 -2.0 -2 LUMBER-new -5.9 -6.3 -5.6 0.0 0 MXP 50.6 47.3 53.8 30.0 30 NASDAQ_micro -0.7 -0.9 -0.6 0.0 0 NIKKEI 6.7 5.9 7.6 7.0 7 NZD 1.0 0.8 1.2 -3.0 -3 OAT 1.4 1.2 1.7 3.0 3 OATIES -6.0 -6.3 -5.7 NaN 0 OJ -1.6 -1.7 -1.5 -2.0 -2 PALLAD 0.2 0.2 0.2 0.0 0 PLAT 0.6 0.5 0.7 0.0 0 REDWHEAT -1.1 -1.2 -1.0 -3.0 -3 RICE -4.2 -4.4 -3.9 -3.0 -3 ROBUSTA 0.0 -0.0 0.1 0.0 0 RUSSELL 2.0 1.3 2.7 0.0 0 SHATZ -5.5 -6.1 -4.9 NaN 0 SILVER-mini 0.7 0.7 0.8 2.0 2 SMI 2.1 2.0 2.3 0.0 0 SOFR -5.8 -7.3 -4.2 NaN 0 SOYBEAN -0.0 -0.1 0.0 1.0 1 SOYMEAL -0.7 -0.7 -0.6 0.0 0 SOYOIL -0.8 -0.9 -0.7 -4.0 -4 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro -0.7 -1.0 -0.4 0.0 0 SUGAR11 -3.6 -3.9 -3.3 -2.0 -2 US10 -0.4 -0.5 -0.3 0.0 0 US10U -0.2 -0.3 -0.1 0.0 0 US2 -1.5 -1.8 -1.3 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.2 -0.1 0.0 0 US5 -0.9 -1.1 -0.7 0.0 0 VIX -28.6 -30.2 -27.1 -18.0 -18 WHEAT -1.6 -1.7 -1.5 0.0 0 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.2 -0.1 0.0 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.2 0.2 0.2 0.1 0.1 -0.0 -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 0.5 0.5 0.4 0.3 0.3 0.7 0.4 0.7 BITCOIN -0.5 -0.6 -0.6 0.1 0.0 0.5 0.1 0.7 0.1 0.0 -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 0.2 -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 0.2 0.2 0.4 0.3 -0.1 -0.0 -0.2 -0.1 -0.2 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.9 -0.5 -0.4 -0.2 -0.2 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 0.0 0.1 -0.1 0.4 -0.0 -2.7 0.1 -0.2 0.4 -0.2 0.6 -0.1 0.5 0.3 0.1 0.3 0.2 0.1 0.7 0.3 0.7 BUND -0.4 -0.2 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 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.3 -0.4 -0.2 -0.1 0.1 0.7 0.3 0.7 BUXL -0.5 -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 -0.1 -0.6 -0.4 -0.3 -0.1 0.6 -0.1 0.2 CAC -0.3 -0.0 0.3 0.1 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 0.1 0.3 0.0 0.6 0.1 0.1 0.2 0.1 0.1 0.0 0.3 -0.4 0.2 0.2 -0.2 0.5 0.7 0.5 0.7 CAD 0.4 0.1 -0.4 -0.2 0.2 -0.2 0.1 0.1 -0.1 0.2 -0.4 0.2 -0.3 0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.1 0.2 -0.3 0.1 2.7 -0.1 0.2 -0.3 0.2 -0.3 0.0 -0.4 0.4 0.4 0.2 -0.4 -0.7 -0.7 -0.6 -0.7 CANOLA 0.0 0.3 -0.4 -0.2 -0.1 -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 -0.2 -0.1 -0.1 1.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.8 -0.5 0.0 0.4 0.2 0.6 0.7 0.7 0.7 CHF -0.1 -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 -0.1 0.3 -0.1 -1.1 -0.3 0.0 0.0 0.1 -0.3 -0.7 -0.4 -0.7 COCOA -0.3 -0.4 -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 -0.1 -0.1 0.0 -0.1 -0.1 -2.7 -0.1 0.0 -0.2 -0.1 -0.0 -0.1 1.0 -0.0 -0.6 -0.3 -0.3 -0.3 -0.0 -0.0 0.1 COFFEE -0.3 -0.1 0.3 -0.2 -0.1 -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 0.4 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 -0.0 0.1 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 0.7 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 0.2 -0.7 0.1 0.2 0.2 0.2 0.4 0.1 0.0 0.4 0.3 0.0 -0.6 0.7 0.5 0.7 0.6 CORN -0.1 0.3 0.2 -0.2 -0.1 -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 1.2 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -1.1 -0.0 0.4 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 -1.8 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.9 -0.1 -0.2 -0.1 0.4 -0.2 -0.4 -0.2 -0.4 CRUDE_W -0.1 -0.1 -0.2 0.0 0.1 0.1 0.0 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 0.1 -0.4 -0.0 -0.5 -0.1 -0.7 0.0 -0.2 -0.5 -0.6 0.7 0.7 0.3 0.7 DAX -0.2 -0.4 -0.5 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.2 0.0 0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 0.3 -0.0 -1.3 -0.1 0.1 -0.1 0.1 0.2 -0.0 -0.1 0.0 -0.1 -0.4 -0.6 0.2 0.7 0.2 0.7 DOW -0.2 -0.0 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 0.1 0.1 0.2 0.1 0.3 0.1 -0.2 0.1 0.1 0.2 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 0.0 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 -0.2 -0.1 -0.0 0.9 -0.5 -0.3 0.6 0.6 0.2 0.5 0.2 0.6 EUR 0.2 -0.3 -0.2 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.1 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 0.1 0.0 0.2 0.4 0.1 -0.4 0.2 0.5 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.3 -0.2 -0.1 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 0.4 -0.2 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 0.5 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 0.8 -0.3 -0.2 -0.1 -0.0 0.2 0.7 0.3 0.7 EUROSTX -0.2 -0.0 0.2 0.0 0.1 0.3 0.1 0.4 0.0 0.2 0.5 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 0.0 0.3 0.3 0.0 0.4 0.7 0.4 0.7 FEEDCOW 0.0 -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 -0.0 0.0 0.1 0.2 -0.0 -2.7 -0.0 0.1 0.1 0.0 0.3 -0.0 1.1 0.3 0.2 -0.4 0.3 0.7 0.7 0.7 0.7 GASOIL -0.4 0.2 0.2 0.0 0.1 0.0 0.0 0.1 -0.0 0.0 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 0.0 0.2 -0.1 0.2 -0.0 0.5 -0.3 -0.2 0.2 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.2 0.1 0.0 0.0 0.1 0.1 0.0 0.1 -0.0 0.0 0.1 -0.1 0.1 0.0 0.0 -0.1 0.3 0.2 0.3 -0.0 0.0 -0.0 0.0 -0.0 -2.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 0.5 -0.2 -0.2 -0.1 -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 0.0 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 0.1 -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 -0.1 0.2 0.2 0.1 0.3 0.5 0.6 0.1 0.0 0.4 -0.2 0.4 -0.2 GOLD_micro 0.1 0.3 0.1 0.1 0.0 0.3 0.0 0.4 0.0 0.0 0.2 0.1 0.3 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.5 0.0 0.7 0.1 -0.4 -0.1 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 0.0 0.2 -0.1 0.2 -0.0 0.0 0.4 0.2 0.3 0.3 0.0 0.1 -0.0 0.1 -0.0 -2.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.3 -0.1 0.2 0.1 0.7 0.3 -0.1 -0.3 JGB-SGX-mini -0.6 -0.4 -0.5 -0.0 -0.2 0.0 -0.1 -0.0 -0.1 -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 -0.7 -0.2 -0.2 -0.5 -0.2 -0.6 -0.2 1.0 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.1 -0.7 JPY -0.0 -0.5 -0.6 -0.1 0.1 -0.2 0.1 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 0.0 -0.5 -0.0 -0.5 -0.2 -0.6 -0.1 -0.5 -0.4 -0.5 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.1 -0.6 -0.6 -0.2 -0.1 -0.5 -0.1 -0.7 -0.1 0.1 0.0 0.1 0.3 -0.1 -0.1 -0.1 0.4 0.3 0.4 -0.1 -0.1 0.1 0.1 -0.0 -0.2 -0.1 0.1 -0.2 0.1 0.0 -0.0 1.1 0.5 0.6 -0.5 0.4 0.1 0.4 0.5 0.7 LIVECOW -0.1 -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 0.1 0.1 -0.0 -2.7 -0.1 0.1 -0.0 0.0 0.2 -0.0 1.1 0.1 0.1 -0.4 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.4 -0.7 -0.7 -0.2 -0.1 -0.6 -0.1 -0.8 -0.1 -0.0 -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 0.1 -0.5 -0.7 -0.7 0.2 0.8 0.3 0.8 MXP 0.1 -0.1 0.1 -0.2 0.2 -0.3 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 0.2 0.5 0.2 -2.7 0.2 0.2 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 -0.3 -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 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.1 0.2 0.1 0.4 0.0 -0.3 0.1 -0.1 0.0 0.1 -0.1 -0.7 -0.2 -0.7 NIKKEI -0.6 0.0 0.5 0.0 0.1 0.1 0.1 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 -1.4 0.1 0.0 0.4 0.0 0.5 0.0 1.0 -0.2 -0.2 0.4 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 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.1 1.8 -0.1 0.1 -0.3 0.1 -0.3 0.0 0.0 0.4 0.3 -0.0 -0.4 0.1 0.7 0.2 0.7 OAT -0.2 0.1 0.1 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 0.2 -0.2 -0.1 -0.1 0.1 0.3 0.2 0.3 0.3 0.0 0.0 -0.1 -0.1 -0.1 0.2 0.0 -0.2 0.1 -0.2 -0.0 -0.1 1.0 0.1 0.1 0.3 0.0 0.1 0.7 0.2 0.7 OATIES 0.1 0.2 -0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.4 -0.1 -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 -0.1 -0.4 -0.1 -0.5 -0.1 -0.8 -0.1 0.3 0.1 -0.1 -0.3 -0.5 -0.2 -0.5 OJ -0.3 -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 0.1 0.4 0.1 0.0 0.4 0.0 0.5 0.0 0.0 0.1 0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.0 2.1 0.1 0.0 0.3 0.0 0.5 0.0 0.3 -0.1 -0.1 0.1 -0.0 -0.1 -0.4 -0.7 -0.7 PLAT 0.1 0.1 0.2 0.1 0.0 0.5 0.0 0.6 0.1 0.1 0.3 0.1 0.4 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.1 0.5 0.1 0.1 0.1 -0.0 0.4 0.0 0.7 0.0 0.2 -0.1 -0.1 -0.4 -0.3 0.7 0.3 -0.6 -0.4 REDWHEAT -0.1 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 0.9 0.0 0.0 -0.1 0.0 -0.4 0.0 -1.0 0.1 0.3 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.2 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 -0.1 -0.5 -0.1 -0.0 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.9 -0.2 0.0 -0.3 -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 -0.1 0.0 -0.0 -2.7 0.0 -0.1 0.0 -0.1 0.1 -0.0 1.1 -0.3 -0.1 0.2 0.6 -0.1 0.7 0.3 0.7 RUSSELL 0.0 -0.2 0.2 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.8 0.0 0.1 0.2 0.1 0.2 0.0 0.0 0.2 0.1 -0.0 0.1 -0.3 -0.7 -0.4 -0.7 SHATZ -0.2 -0.2 -0.3 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.4 -0.2 -0.2 -0.2 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.2 -0.2 -0.2 1.2 -0.2 -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 0.5 0.4 0.2 0.1 0.0 0.5 0.0 0.6 0.1 0.1 0.3 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.3 0.2 0.1 0.5 0.1 0.7 0.2 -0.0 0.5 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 0.2 0.2 0.3 0.2 1.5 0.2 0.2 0.4 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 -0.2 0.3 -0.1 0.6 -0.0 -0.0 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.3 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.4 0.0 0.3 0.1 0.6 0.1 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN -0.0 0.5 0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 0.5 -0.0 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 -0.2 0.5 -0.1 0.3 0.1 0.0 -0.5 0.6 0.6 0.6 -0.6 -0.2 -0.6 -0.1 SOYMEAL -0.3 0.6 0.6 -0.2 -0.0 -0.5 -0.1 -0.7 -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 -0.1 -0.0 0.1 -0.9 -0.4 0.2 0.6 0.6 -0.5 -0.7 -0.2 -0.7 SOYOIL 0.3 0.0 -0.3 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.0 0.0 0.1 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.1 0.2 0.1 -2.5 -0.0 -0.1 -0.0 -0.0 0.1 0.0 0.0 -0.1 0.6 0.4 0.5 -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 0.1 0.1 -0.1 -0.3 -0.3 -0.7 -0.4 -0.7 SP500_micro -0.2 -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 0.2 0.1 0.5 0.1 -2.1 0.0 0.1 0.2 0.1 0.4 0.0 -0.4 0.1 -0.0 -0.1 0.1 -0.1 -0.7 -0.2 -0.7 SUGAR11 0.6 -0.2 -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 -2.5 -0.1 -0.0 -0.5 0.0 -0.6 -0.0 1.1 0.0 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 -0.2 -0.0 -0.1 -0.1 0.3 -0.1 0.2 -0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.0 -1.0 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.2 0.2 0.5 0.2 0.4 -0.6 -0.7 -0.4 -0.7 US10U -0.1 -0.2 0.3 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 0.5 -0.1 0.1 -0.0 0.1 0.0 -0.0 0.0 0.0 0.1 0.1 -0.1 0.2 -0.0 -1.8 0.1 -0.2 0.4 -0.1 0.5 0.0 -0.4 0.3 0.6 0.2 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.0 -0.3 0.1 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.0 -0.1 2.3 -0.0 -0.1 0.1 -0.1 0.2 -0.0 -1.1 0.0 0.3 -0.1 0.1 -0.6 -0.3 -0.7 -0.7 US20 -0.2 -0.3 0.4 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.1 0.1 -0.1 -1.2 0.0 -0.1 0.2 -0.1 0.3 -0.0 0.0 0.2 0.2 0.0 0.4 0.1 0.4 -0.1 -0.6 US30 -0.3 -0.2 0.3 -0.0 -0.2 0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.2 -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 -0.1 -0.5 0.2 0.2 -0.0 0.4 0.0 0.3 -0.0 -0.5 US5 0.0 -0.2 0.1 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 0.3 -0.1 0.2 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.1 -0.1 0.2 -0.0 -0.4 0.0 -0.1 0.2 -0.1 0.3 -0.0 -0.6 0.1 0.4 0.1 0.3 -0.7 -0.6 -0.6 -0.7 VIX -0.3 0.0 -0.3 -0.1 -0.3 -0.2 -0.3 -0.1 -0.2 -0.3 -0.9 -0.3 -0.7 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.1 -0.3 -0.2 -0.3 NaN -0.1 -0.3 -0.2 -0.3 -0.1 -0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.3 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 -0.1 -0.1 -0.1 -0.5 -0.1 1.4 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -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 5.8 -2.0 0.6 -15.5 15.7 -8.5 7.6 1.9 -7.5 20.0 8.5 20.0 3.6 10.8 -3.4 -0.4 -1.2 -0.7 -0.9 2.7 1.9 20.0 1.8 12.3 16.6 0.4 20.0 0.7 20.0 -0.3 10.1 4.5 20.0 14.6 11.1 10.6 8.5 20.0 11.7 20.0 BITCOIN -16.1 -20.0 -20.0 13.4 2.4 20.0 4.9 20.0 6.8 2.1 -5.3 -8.5 6.3 -13.4 -14.7 -4.4 -6.8 -5.4 -6.1 -20.0 -13.4 -7.5 0.3 -20.0 -20.0 -20.0 -1.9 -12.0 -7.0 0.2 -18.2 -0.7 -5.7 -20.0 -20.0 -20.0 7.2 -3.2 -20.0 -14.1 BOBL -10.7 -6.3 -0.9 -3.3 -20.0 0.1 -20.0 -1.6 -10.4 -19.2 -8.4 -19.4 -1.9 -19.0 -11.2 8.9 9.4 20.0 17.2 -8.6 -4.1 -20.0 -3.4 -16.0 3.2 -11.5 -20.0 -5.0 -20.0 -3.1 -20.0 16.4 -19.7 -13.8 -7.1 -4.8 5.7 20.0 15.0 20.0 BTP -8.8 -1.1 4.9 -4.0 -20.0 0.2 -20.0 -2.0 -12.5 -20.0 20.0 -19.4 20.0 -4.1 14.3 9.2 8.6 8.3 8.7 4.5 10.6 -11.0 14.2 -3.8 -20.0 5.1 -20.0 13.1 -18.0 17.4 -6.8 9.1 13.9 3.8 10.2 6.9 1.7 20.0 7.9 20.0 BUND -11.6 -4.9 2.6 -3.7 -20.0 0.2 -20.0 -1.8 -11.6 -20.0 -4.8 -20.0 -9.3 -20.0 -8.6 1.8 2.5 -1.1 1.1 -7.5 -3.5 -20.0 -6.4 -15.8 -0.6 -11.1 -20.0 -4.1 -20.0 -4.4 -20.0 -2.3 -11.4 -12.8 -6.6 -2.8 2.5 20.0 7.5 20.0 BUXL -14.2 -4.3 1.9 -3.3 -20.0 0.1 -20.0 -1.6 -10.4 -19.4 -14.2 -20.0 -19.0 -19.7 -9.7 3.8 3.1 4.0 3.7 -12.0 -11.4 -20.0 -17.9 -18.1 -0.2 -16.8 -20.0 -12.4 -20.0 -14.8 -20.0 0.0 -5.6 -17.3 -11.8 -9.9 -3.8 16.9 -3.1 6.8 CAC -8.0 -0.9 8.6 4.9 16.2 10.7 11.2 12.3 3.8 18.6 16.5 0.8 16.3 0.6 9.9 -3.6 -1.7 -2.9 -2.2 6.6 10.8 5.8 10.6 3.0 4.7 4.9 8.5 6.7 5.8 3.4 2.3 6.2 -18.0 5.8 7.3 -4.7 14.6 20.0 13.7 20.0 CAD 11.7 1.9 -10.9 -16.6 16.8 -9.1 8.2 2.1 -8.0 20.0 -14.8 20.0 -8.6 6.8 -14.9 -8.8 -7.6 -8.7 -8.2 -6.6 -11.1 20.0 -9.4 7.1 20.0 -10.2 20.0 -11.0 16.1 -7.2 1.2 -7.2 14.9 11.9 6.2 -13.1 -20.0 -20.0 -18.9 -20.0 CANOLA 0.9 10.4 -11.2 -20.0 -6.4 -20.0 -8.5 -20.0 -14.0 -15.9 -9.0 -11.0 -0.8 -0.2 -7.4 -20.0 -13.0 -20.0 -16.8 -3.3 -5.5 -20.0 -3.5 -6.8 9.0 -5.1 -20.0 -6.7 -20.0 -5.0 -9.5 -14.8 -20.0 0.8 11.7 5.7 18.1 20.0 20.0 20.0 CHF -3.9 -12.6 -8.5 -12.7 12.8 -6.9 6.2 1.6 -6.1 -2.3 3.7 -9.8 11.9 -11.2 -13.2 -16.9 -16.0 -16.6 -16.0 -8.2 -0.8 -3.9 8.1 -7.6 -1.3 -7.9 -5.2 0.4 -5.4 8.6 -8.8 -20.0 -11.4 0.6 0.7 4.5 -9.9 -20.0 -10.7 -20.0 COCOA -10.3 -11.5 -20.0 -10.1 -3.0 -12.8 -4.0 -12.2 -6.6 7.1 -8.1 -2.1 -2.6 -5.1 -7.7 -4.5 8.0 -2.3 2.2 -13.2 -13.1 1.7 -5.2 -7.2 -20.0 -11.8 2.9 -9.0 -4.7 -1.3 -10.4 19.1 -0.2 -17.9 -9.1 -9.0 -9.6 -1.0 -0.9 3.3 COFFEE -8.1 -3.5 9.4 -20.0 -6.3 -20.0 -8.4 -20.0 -13.8 -5.8 13.6 -9.8 14.2 -1.6 12.2 20.0 14.0 20.0 18.0 8.4 14.8 -2.8 18.1 0.3 -20.0 8.8 -2.4 18.3 -3.1 20.0 -0.5 20.0 -0.7 2.7 17.0 20.0 16.5 15.3 20.0 20.0 COPPER 7.1 9.1 7.3 12.0 2.2 18.6 4.4 18.8 6.1 13.3 -1.2 13.7 -0.7 11.8 9.4 -7.5 -5.9 -6.7 -6.1 10.5 6.6 20.0 5.1 15.2 -5.4 8.0 18.8 7.8 16.6 10.2 11.6 0.2 14.8 9.4 0.7 -17.1 20.0 15.5 20.0 18.6 CORN -3.9 9.1 7.2 -20.0 -8.3 -20.0 -11.1 -20.0 -18.2 -2.7 -4.2 -7.2 -10.5 5.8 14.4 -19.7 -19.4 -20.0 -20.0 3.9 -0.9 -1.3 -10.7 2.1 9.4 4.2 -7.3 2.3 -5.1 -6.6 -0.3 -20.0 -0.9 11.6 20.0 20.0 -6.2 -5.8 6.7 -2.8 COTTON2 -4.3 -2.6 -4.4 -20.0 -9.0 -20.0 -12.0 -20.0 -19.6 -16.4 -20.0 -15.3 -20.0 -19.6 -20.0 -18.1 -15.3 -17.9 -16.8 -17.5 -20.0 -7.5 -20.0 -12.4 -13.3 -20.0 -14.8 -20.0 -14.3 -20.0 -20.0 -17.7 -3.3 -6.1 -3.8 10.9 -6.2 -13.0 -4.6 -11.0 CRUDE_W -2.1 -3.1 -5.3 0.5 9.0 2.7 0.2 2.4 -1.9 16.1 -10.7 -8.0 -13.3 -10.9 -17.8 0.1 5.2 1.6 3.3 -9.6 -10.0 -0.2 -10.7 -6.1 7.5 -15.2 6.3 -15.1 -4.4 -14.6 -11.8 -12.2 0.8 -5.5 -16.5 -19.7 20.0 20.0 9.1 19.6 DAX -7.4 -11.2 -15.7 3.8 12.5 8.2 8.6 9.5 2.9 14.6 8.9 2.0 13.7 -3.0 -4.7 -6.1 -6.5 -6.2 -6.0 -5.0 -0.1 8.0 10.4 -1.7 -9.8 -5.1 14.3 -2.7 6.9 5.0 -1.6 -1.2 1.3 -1.9 -12.1 -20.0 5.3 20.0 5.6 20.0 DOW -5.8 -0.5 5.3 3.1 10.3 6.8 7.1 7.8 2.4 12.4 12.7 8.1 12.2 6.8 8.2 -7.6 -8.3 -8.1 -8.0 8.2 10.7 12.8 11.1 8.7 -9.8 5.0 9.5 7.6 8.4 8.3 4.9 -4.5 3.5 3.4 5.3 4.9 -8.7 -20.0 -12.2 -20.0 DX -5.2 12.9 12.6 -14.0 14.1 -7.6 6.9 1.7 -6.8 -14.6 4.5 -13.5 -13.2 3.9 14.0 6.1 6.2 6.2 6.1 9.3 4.8 -11.2 -6.8 0.1 -20.0 10.7 -16.7 7.3 -14.1 -2.7 -0.4 16.8 -20.0 -9.0 20.0 20.0 4.9 16.1 5.7 18.1 EUR 5.4 -9.9 -6.6 -16.4 16.6 -9.0 8.1 2.0 -8.0 13.7 7.1 15.2 17.3 1.0 -13.0 -8.7 -7.9 -8.3 -8.0 -5.3 1.3 11.4 14.4 2.9 15.4 -5.2 11.4 0.6 15.9 12.4 5.2 -7.2 10.4 15.1 8.2 3.3 -4.0 -20.0 -4.3 -20.0 EURIBOR-ICE -9.0 -7.4 -3.2 -2.8 -20.0 0.1 -16.9 -1.4 -8.7 -15.7 -1.6 -13.2 10.3 -14.6 -8.6 13.1 11.0 12.9 12.6 -5.1 -0.3 -16.2 5.0 -10.2 3.8 -6.0 -20.0 -0.9 -20.0 3.0 -12.9 14.7 -11.8 -7.1 -2.2 -1.4 4.7 20.0 10.5 20.0 EUROSTX -7.5 -0.6 6.3 4.4 14.5 9.5 10.0 11.0 3.4 17.7 16.8 7.1 17.5 4.4 11.7 -3.5 -1.8 -3.3 -2.6 9.4 13.0 13.1 15.1 8.2 -5.9 8.0 14.6 9.2 12.2 8.5 7.2 5.7 0.1 7.7 8.0 1.2 12.2 20.0 12.1 20.0 FEEDCOW 0.5 -20.0 -20.0 -9.2 -2.8 -11.7 -3.7 -11.1 -6.0 7.1 1.4 6.5 5.2 -3.4 -4.0 14.8 8.9 14.9 13.3 -4.2 1.0 9.1 6.8 -0.4 -20.0 -4.0 7.1 1.9 3.6 8.1 -2.7 20.0 11.5 5.5 -12.9 9.5 20.0 20.0 20.0 20.0 GASOIL -13.8 5.2 5.9 0.3 6.0 1.8 0.1 1.6 -1.3 4.0 8.8 -9.5 6.4 0.5 3.3 19.4 15.9 20.0 19.1 2.4 5.8 -5.8 4.7 -3.8 -1.5 3.6 0.9 7.1 -5.5 5.7 -3.0 10.0 -14.0 -5.6 4.8 9.4 8.1 14.9 -2.3 8.2 GASOLINE -5.8 3.9 0.4 0.4 7.9 2.4 0.2 2.1 -1.7 2.5 3.3 -9.5 1.6 0.2 0.8 -2.5 16.7 8.7 15.7 -0.1 0.9 -2.5 0.5 -2.1 -18.7 -4.2 -3.8 -3.1 -9.3 -2.3 -7.9 9.3 -7.6 -5.7 -2.5 -6.5 20.0 20.0 20.0 20.0 GAS_US_mini 9.5 20.0 9.7 0.6 10.3 3.1 0.3 2.7 -2.2 20.0 -5.9 20.0 -14.2 20.0 19.8 -20.0 -20.0 -20.0 -20.0 19.7 4.1 20.0 -5.9 20.0 20.0 16.8 20.0 5.1 20.0 -2.2 20.0 -20.0 20.0 20.0 20.0 10.7 0.3 -20.0 -17.6 -20.0 GBP 12.0 -11.3 -14.5 -16.1 16.3 -8.8 7.9 2.0 -7.8 18.4 -4.8 20.0 11.8 2.6 -10.4 0.2 -0.0 0.2 0.1 -6.6 -5.8 19.9 4.4 6.7 1.9 -6.5 20.0 -5.2 20.0 5.2 8.9 6.3 20.0 20.0 1.9 0.2 12.9 -4.8 13.0 -4.5 GOLD_micro 4.6 9.4 4.6 7.6 1.4 11.8 2.8 11.9 3.9 4.7 7.0 7.4 8.4 1.8 6.1 -7.4 -10.6 -8.6 -9.5 13.2 16.8 7.1 17.5 9.4 -20.0 13.6 0.7 18.5 2.7 19.0 6.5 -6.7 -2.7 4.8 13.5 20.0 2.3 2.9 -12.7 -13.9 HEATOIL -11.3 6.7 2.5 0.3 5.5 1.7 0.1 1.5 -1.2 3.9 7.7 -10.7 6.3 -0.5 2.0 17.9 10.8 15.0 12.5 2.6 5.0 -4.8 4.2 -2.7 -15.9 2.7 -0.0 4.1 -5.5 3.9 -2.2 0.6 -14.4 -2.0 7.2 1.7 20.0 9.9 -3.9 -8.7 JGB-SGX-mini -20.0 -12.4 -15.8 -2.2 -19.7 0.1 -13.2 -1.1 -6.8 -12.8 -14.6 -14.2 -13.6 -14.5 -14.6 20.0 14.4 16.5 14.8 -20.0 -17.7 -20.0 -17.5 -20.0 -5.6 -20.0 -20.0 -17.1 -20.0 -15.6 -20.0 18.9 -20.0 -20.0 -20.0 -20.0 -9.0 -20.0 -2.1 -20.0 JPY -1.1 -16.0 -18.8 -10.7 10.8 -5.8 5.2 1.3 -5.2 11.7 -15.4 -2.1 -13.0 -10.7 -14.4 -10.0 -10.8 -10.1 -10.1 -19.6 -19.8 -1.1 -15.2 -11.4 20.0 -20.0 2.6 -20.0 -3.0 -14.6 -15.3 -11.5 -5.0 -14.0 -12.4 -15.8 -5.7 -11.9 -5.8 -13.8 LEANHOG 4.3 -20.0 -17.6 -20.0 -6.3 -20.0 -8.4 -20.0 -13.7 15.3 0.9 7.7 7.9 -6.7 -12.5 -7.1 20.0 16.8 20.0 -10.8 -5.8 8.9 3.3 -3.1 -1.6 -10.2 15.8 -7.0 10.9 0.9 -1.3 20.0 20.0 20.0 -15.8 11.9 3.4 12.4 15.0 20.0 LIVECOW -4.2 -20.0 -20.0 -8.9 -2.7 -11.3 -3.6 -10.8 -5.8 6.8 1.0 4.3 4.8 -3.2 -3.9 -4.1 8.3 -2.4 2.9 -4.9 -0.7 6.2 4.6 -2.1 -20.0 -4.9 6.0 -0.1 1.5 5.2 -4.1 20.0 6.0 1.7 -11.2 5.2 20.0 14.7 20.0 20.0 LUMBER-new -10.9 -20.0 -20.0 -16.8 -5.0 -20.0 -6.7 -20.0 -11.0 -0.5 -13.7 -10.5 -11.4 -13.6 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -9.4 -15.7 -20.0 NaN -20.0 1.7 -19.9 -8.0 -11.8 -20.0 -20.0 4.0 -14.1 -20.0 -19.2 4.8 20.0 8.3 20.0 MXP 4.1 -4.1 3.2 -16.9 17.1 -9.3 8.3 2.1 -8.2 20.0 20.0 20.0 20.0 20.0 20.0 12.5 12.8 12.7 12.5 16.1 20.0 18.5 20.0 16.2 -20.0 18.1 20.0 20.0 20.0 20.0 17.6 20.0 7.6 20.0 20.0 20.0 7.1 9.3 9.5 13.1 NASDAQ_micro -8.1 -7.9 -1.1 2.9 9.6 6.3 6.7 7.3 2.2 11.7 11.7 10.7 12.1 3.4 6.0 -7.5 -8.7 -8.5 -8.6 6.9 12.3 10.3 14.9 6.1 -20.0 3.8 5.9 8.7 4.9 10.9 1.9 -5.4 5.4 -4.4 1.1 4.3 -4.0 -20.0 -4.8 -20.0 NIKKEI -18.6 1.2 14.7 2.3 7.6 5.0 5.2 5.7 1.8 8.8 9.1 2.0 9.2 2.5 6.7 0.2 6.3 1.7 4.0 10.0 15.3 3.7 14.1 3.8 -10.4 10.0 5.2 15.6 2.5 13.4 3.1 18.6 -7.3 -5.9 13.7 20.0 -3.0 5.7 -0.4 10.0 NZD 16.1 -2.1 -13.1 -11.5 11.6 -6.3 5.6 1.4 -5.5 15.0 -9.3 15.3 -9.8 5.2 -9.9 -4.5 -3.3 -4.4 -4.0 -7.2 -11.2 16.0 -8.8 5.5 13.4 -10.8 13.5 -12.6 12.9 -9.3 1.1 0.0 16.0 9.8 -0.7 -12.7 4.5 20.0 6.7 20.0 OAT -7.5 1.7 4.5 -3.2 -20.0 0.1 -19.6 -1.6 -10.1 -18.7 6.4 -16.8 -3.7 -7.0 7.1 16.8 12.4 17.4 15.9 0.7 1.4 -14.3 -2.4 -5.8 1.4 0.7 -20.0 2.4 -19.9 -0.2 -8.1 18.3 4.7 3.4 8.0 0.2 1.6 20.0 7.5 20.0 OATIES 2.4 6.7 -12.7 -20.0 -6.4 -20.0 -8.5 -20.0 -14.0 -7.6 -15.9 -4.7 -13.7 -3.1 -13.0 -20.0 -11.5 -20.0 -18.1 -9.5 -14.4 -3.6 -13.7 -4.1 -8.5 -12.3 -11.0 -16.3 -6.6 -15.1 -7.3 -14.7 -2.4 8.5 2.8 -3.1 -10.4 -14.9 -5.4 -15.3 OJ -10.4 -20.0 -20.0 -8.0 -2.4 -10.1 -3.2 -9.6 -5.2 0.7 -6.4 -3.5 -6.2 -5.3 -6.4 -5.9 2.8 -3.8 -1.1 -13.2 -12.8 -4.2 -10.7 -9.5 -20.0 -11.0 -2.3 -9.6 -5.1 -7.4 -9.2 11.4 -2.8 -9.0 -14.2 -6.0 -12.5 -16.2 -4.4 -14.9 PALLAD -3.4 2.0 10.8 8.7 1.6 13.4 3.2 13.6 4.4 5.1 5.2 5.4 5.1 -3.8 2.6 -3.1 -3.0 -3.0 -3.0 6.4 9.1 4.8 8.2 4.3 15.4 7.6 1.1 12.5 1.5 12.6 2.6 5.4 -5.0 -4.2 3.1 -1.5 -1.6 -12.1 -20.0 -19.6 PLAT 4.3 1.8 6.3 10.8 2.0 16.8 4.0 17.0 5.5 7.9 10.1 9.6 10.0 1.0 5.8 -4.8 -3.7 -4.0 -3.6 10.6 15.5 13.5 17.9 11.3 0.8 5.4 -0.2 13.9 1.1 18.5 1.2 4.3 -3.7 -3.9 -10.8 -7.8 20.0 10.0 -16.9 -11.7 REDWHEAT -2.4 19.8 5.6 -20.0 -7.4 -20.0 -9.9 -20.0 -16.2 11.5 -14.9 -6.3 -19.0 2.9 -0.5 -11.8 -16.1 -15.2 -16.4 -1.7 -9.5 0.3 -18.6 0.1 6.5 2.1 2.8 -4.0 2.4 -12.1 3.0 -18.4 4.1 8.4 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 7.5 3.7 -20.0 -10.7 -3.2 -13.5 -4.3 -12.9 -7.0 -4.3 -9.5 -6.0 -9.5 -7.7 -9.1 -20.0 -12.5 -20.0 -18.4 -13.1 -16.9 -5.6 -17.3 -8.4 -0.1 -11.9 -3.0 -14.7 -4.9 -15.6 -7.9 -17.3 -7.0 0.1 -10.7 -13.2 -6.9 -13.5 3.3 -12.0 ROBUSTA -9.1 -0.1 11.9 -11.3 -3.4 -14.3 -4.5 -13.6 -7.4 -8.3 2.0 -2.7 0.2 -1.2 3.7 10.4 12.6 9.4 10.7 1.2 2.3 -6.4 1.8 -3.1 -20.0 0.6 -6.4 1.6 -5.5 1.8 -3.0 20.0 -11.5 -3.9 4.9 20.0 -2.6 19.9 9.9 20.0 RUSSELL 1.1 -7.2 6.3 2.8 9.3 6.1 6.4 7.1 2.2 10.5 11.0 11.2 9.5 7.2 7.6 -4.4 -5.3 -4.8 -4.9 4.8 7.1 12.9 7.2 7.4 5.6 2.6 9.5 5.6 9.4 6.0 4.3 0.6 6.8 3.4 -1.4 3.7 -8.4 -20.0 -13.3 -20.0 SHATZ -7.3 -5.5 -8.9 -3.0 -20.0 0.1 -18.3 -1.5 -9.5 -17.1 -16.2 -17.2 -5.1 -18.0 -16.4 -17.1 -16.6 -13.9 -14.4 -12.1 -10.7 -19.1 -7.8 -14.8 9.2 -16.0 -20.0 -12.3 -20.0 -8.1 -20.0 -20.0 -16.4 -11.7 -9.6 -13.8 13.4 20.0 19.2 20.0 SILVER-mini 16.9 11.7 7.3 11.0 2.0 17.1 4.0 17.3 5.6 11.4 12.8 12.6 12.6 11.9 12.4 -5.2 -6.4 -5.7 -6.1 20.0 20.0 20.0 18.8 20.0 -9.4 19.7 7.3 20.0 13.1 19.7 16.3 -0.2 19.0 20.0 20.0 20.0 6.1 20.0 -5.8 -0.5 SMI 12.5 6.7 11.2 4.2 13.7 9.1 9.5 10.4 3.2 16.6 15.8 18.1 11.6 17.7 16.8 6.3 4.0 5.5 4.5 19.3 14.9 20.0 11.1 20.0 11.2 19.9 18.0 14.0 20.0 8.8 20.0 16.5 -0.8 20.0 20.0 12.3 9.1 20.0 11.8 20.0 SOFR 1.7 -9.3 -2.5 -3.4 -20.0 0.1 -20.0 -1.7 -10.6 -18.5 12.7 -8.1 15.4 -3.6 -3.1 7.4 5.7 7.3 6.9 1.0 7.4 -9.6 12.1 -2.7 -20.0 2.9 -20.0 8.2 -6.3 11.8 0.4 5.0 5.9 18.9 4.1 8.3 -7.1 -15.7 -6.4 -20.0 SOYBEAN -0.1 15.8 11.3 -20.0 -8.1 -20.0 -10.8 -20.0 -17.7 -18.3 17.0 -3.4 4.1 16.1 18.3 0.9 -5.2 -1.9 -4.5 16.2 12.7 -5.0 1.9 9.3 -7.5 20.0 -20.0 19.5 -10.1 7.5 8.0 0.8 -18.9 19.0 20.0 20.0 -19.1 -6.4 -19.5 -2.7 SOYMEAL -10.3 20.0 20.0 -15.1 -4.5 -19.1 -6.0 -18.3 -9.9 -11.5 3.8 -11.7 -7.0 5.0 6.5 -11.3 -15.2 -14.3 -15.8 8.4 5.3 -8.8 -2.7 1.2 -11.3 14.2 -8.9 9.9 -5.6 -0.1 5.8 -17.5 -14.7 4.8 20.0 20.0 -16.2 -20.0 -7.4 -20.0 SOYOIL 10.6 0.9 -8.6 -20.0 -7.8 -20.0 -10.5 -20.0 -17.1 4.4 0.1 9.4 9.1 12.3 -7.3 -8.7 -5.0 -8.1 -6.6 2.6 1.3 8.4 6.6 8.9 -19.1 -1.0 -6.7 -0.3 -1.7 3.3 1.1 0.1 -5.4 20.0 13.6 14.3 -20.0 -17.7 -20.0 -19.3 SP400 4.5 -3.4 -0.2 3.1 10.3 6.8 7.1 7.8 2.4 12.4 11.3 12.8 6.2 9.4 4.4 -5.4 -5.9 -5.7 -5.7 2.8 3.2 12.4 3.9 7.5 0.7 -0.2 8.8 0.3 8.9 1.0 3.8 -0.6 2.4 4.5 -2.6 -8.5 -8.1 -20.0 -11.4 -20.0 SP500_micro -5.1 -3.2 -0.6 3.5 11.5 7.6 8.0 8.7 2.7 14.0 14.9 13.6 15.1 7.7 9.5 -8.3 -9.5 -9.1 -9.2 8.8 14.7 12.0 17.8 8.2 -16.0 3.1 7.1 8.1 6.6 10.7 2.6 -6.6 3.7 -0.0 -3.1 2.0 -3.9 -20.0 -4.8 -20.0 SUGAR11 18.7 -7.4 -9.7 -16.4 -4.9 -20.0 -6.6 -19.9 -10.8 -5.1 -12.7 5.8 -13.4 -5.1 -9.9 19.7 9.8 13.6 8.7 -10.0 -15.5 1.6 -16.0 -1.6 -18.5 -11.8 -0.1 -17.0 1.8 -16.2 -2.4 20.0 0.6 19.2 -11.2 -0.7 -14.3 -20.0 -6.5 -16.1 US10 -0.6 -7.3 5.6 -2.7 -20.0 0.1 -16.2 -1.3 -8.4 -14.7 12.4 -6.8 5.3 -2.5 6.8 2.3 0.3 2.1 1.6 2.6 6.6 -6.5 6.7 -1.3 -7.3 4.6 -12.0 8.9 -3.3 9.6 1.4 -4.1 9.7 14.4 4.6 11.5 -18.8 -20.0 -11.2 -20.0 US10U -1.9 -5.8 9.2 -3.7 -20.0 0.2 -20.0 -1.8 -11.7 -20.0 17.5 -8.1 3.6 -3.6 11.5 0.9 -0.9 0.8 0.1 5.1 10.2 -8.0 8.2 -0.8 -13.4 9.1 -18.3 16.2 -5.5 15.1 2.1 -6.7 14.4 19.4 7.4 20.0 -8.2 -13.0 -9.1 -20.0 US2 -1.0 -8.7 1.5 -2.7 -20.0 0.1 -16.6 -1.4 -8.6 -14.6 0.8 -8.6 -2.9 -10.6 -4.6 -12.4 -15.1 -12.8 -13.1 -2.6 0.9 -8.2 1.6 -5.0 17.5 -2.0 -14.2 2.3 -7.2 4.9 -4.3 -20.0 1.7 8.6 -3.3 3.3 -17.8 -10.4 -20.0 -20.0 US20 -6.6 -7.9 11.0 -2.5 -20.0 0.1 -15.5 -1.3 -8.0 -14.3 9.2 -11.7 -3.6 -11.1 4.8 3.6 3.0 3.9 3.8 0.9 5.1 -9.3 2.8 -4.7 -9.1 2.6 -14.4 8.5 -8.4 7.0 -4.0 0.0 7.6 6.7 0.9 12.7 1.8 13.4 -2.0 -16.7 US30 -7.8 -6.5 10.8 -2.9 -20.0 0.1 -17.8 -1.5 -9.2 -16.6 6.3 -14.8 -8.4 -15.3 3.4 1.3 -2.0 0.1 -1.0 -0.8 3.2 -10.7 -0.5 -6.8 -5.3 0.9 -15.7 7.2 -10.5 4.2 -6.7 -8.6 10.2 4.8 -0.1 11.2 1.5 8.1 -0.3 -14.9 US5 0.3 -7.1 2.1 -2.8 -20.0 0.1 -16.9 -1.4 -8.8 -15.1 10.9 -7.4 5.4 -3.9 2.8 -1.6 -3.2 -1.8 -2.1 1.2 5.0 -7.0 6.1 -1.9 -2.7 2.6 -13.6 6.8 -5.1 8.9 -0.2 -10.3 6.2 13.7 3.0 8.1 -19.7 -16.6 -19.5 -20.0 VIX -5.6 0.2 -6.0 -5.5 -17.6 -5.2 -17.8 -2.3 -10.5 -20.0 -20.0 -20.0 -12.0 -19.5 -17.5 -20.0 -20.0 -20.0 -20.0 -8.9 -7.5 -20.0 -5.4 -15.6 NaN -5.7 -18.2 -5.2 -20.0 -2.5 -12.4 NaN NaN NaN NaN NaN -5.6 -20.0 NaN NaN WHEAT -7.8 14.3 4.6 -20.0 -7.5 -20.0 -10.0 -20.0 -16.4 -15.7 -16.7 -19.1 -19.7 -7.1 -6.6 -15.1 -18.0 -16.7 -17.4 -5.7 -10.1 -9.7 -17.1 -7.7 10.7 -2.3 -7.5 -4.2 -8.9 -9.9 -6.0 -20.0 -10.6 0.2 15.2 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3