******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251208_203835 produced at 2025-12-08 21:34:34.919099 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.18 0.0 0.00 0.00 0.00 0.00 -50.17 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -0.95 0.0 0.00 0.00 0.00 0.00 -7.74 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.33 0.0 0.00 0.00 0.00 0.00 -5.22 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.29 0.0 999.00 -999.00 -0.23 -0.23 -28.15 999999999.0 -22 -22 caleb_strategy_v3 US2 False True 0.11 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -1.72 13.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.12 0.0 1.02 -1.02 -0.16 -0.16 -1.50 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 -21.54 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.16 -0.09 0.0 0.70 -0.70 -0.16 -0.16 -2.29 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 -4.75 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.06 0.00 -0.06 0.0 1.38 -1.38 0.00 0.00 -1.14 25.0 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 -5.93 3.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.05 0.0 0.15 -0.15 0.00 0.00 -1.68 5.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.20 2.0 0 0 caleb_strategy_v3 BUND False False 0.08 -0.15 -0.04 0.0 0.75 -0.75 -0.15 -0.23 -0.53 10.0 -2 -3 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -3.97 4.0 -3 -3 caleb_strategy_v3 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.42 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 -3.79 18.0 -2 -2 caleb_strategy_v3 US10 False False 0.06 0.00 -0.03 0.0 0.97 -0.97 0.00 0.00 -0.54 17.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.03 0.0 1.30 -1.30 0.00 0.00 -0.38 19.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.85 12.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.53 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 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.65 9.0 0 0 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.76 23.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.02 0.0 0.75 -0.75 0.00 0.00 -0.28 13.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.19 8.0 -3 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.23 -0.23 0.00 0.00 -4.50 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 -0.88 10.0 -4 -4 caleb_strategy_v3 SP500_micro False True 0.02 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.86 48.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.11 -0.01 0.0 1.06 -1.06 -0.11 -0.11 -0.37 29.0 -3 -3 caleb_strategy_v3 DOW False False 0.01 -0.01 -0.01 0.0 0.80 -0.80 -0.01 -0.04 -0.46 66.0 -1 -3 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.70 9.0 -1 -1 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.36 -0.36 0.00 0.00 -0.20 6.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.15 9.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.00 0.0 999.00 -999.00 0.00 0.00 -0.09 999999999.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 -0.00 0.0 0.14 -0.14 0.05 0.05 -0.03 3.0 1 1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.48 -0.48 0.00 0.00 -0.02 23.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 -0.00 0.0 0.78 -0.78 -0.05 -0.05 -0.10 17.0 -1 -1 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 SOYBEAN False False 0.03 0.00 -0.00 0.0 0.19 -0.19 0.00 0.00 -0.12 7.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.03 0.00 0.0 0.00 -0.03 -0.03 -0.03 0.12 58.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.01 0.0 1.19 -1.19 0.00 0.00 0.69 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.44 -0.44 0.00 0.00 2.22 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 0.12 8.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.12 6.0 1 1 caleb_strategy_v3 DX False False 0.05 0.05 0.01 0.0 999.00 -999.00 0.05 0.05 0.28 999999999.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.13 -0.13 0.03 0.03 0.71 4.0 1 1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.22 2.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.01 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 4.34 26.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.03 0.0 0.23 -0.23 0.04 0.04 1.58 13.0 2 2 caleb_strategy_v3 NZD False False 0.03 -0.03 0.03 0.0 0.61 -0.61 -0.03 -0.03 1.09 21.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 0.68 10.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.04 0.0 0.70 -0.70 0.00 0.00 0.56 10.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.05 0.0 1.04 -1.04 0.00 0.00 0.63 14.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.13 0.05 0.0 0.93 -0.93 0.13 0.13 1.24 22.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.07 0.15 0.06 0.0 999.00 -999.00 0.15 0.15 0.77 999999999.0 2 2 caleb_strategy_v3 OAT False False 0.07 0.21 0.08 0.0 0.71 -0.71 0.21 0.21 1.19 10.0 3 3 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 0.09 0.0 1.44 -1.44 0.00 0.00 0.63 10.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.24 0.09 0.0 0.24 0.00 0.24 0.24 2.67 20.0 7 7 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.05 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.11 0.11 0.0 0.59 -0.59 0.11 0.13 6.68 36.0 7 8 caleb_strategy_v3 AUD False False 0.03 0.00 0.12 0.0 0.64 -0.64 0.00 0.00 3.62 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.28 0.18 0.0 999.00 -999.00 0.28 0.28 2.57 999999999.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.20 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.42 0.67 0.0 0.83 -0.83 0.42 0.44 48.60 60.0 30 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 22.7 Shocked risk 64.7 Sum abs risk 58.9 Leverage 7.01 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1977555.63, 'annual_cash_vol_target': 494388.9075, 'daily_cash_vol_target': 30899.30671875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0034 0.6626 0.5082 8.1319 BITCOIN 2450.3802 90520.0000 2.7070 43.3121 BOBL 0.1788 115.9500 0.1542 2.4670 BTP 0.4119 119.5300 0.3446 5.5135 BUND 0.3527 127.4700 0.2767 4.4272 BUXL 0.7896 110.4000 0.7152 11.4431 CAC 54.6386 8112.0000 0.6736 10.7768 CAD 0.0028 0.7224 0.3869 6.1912 CANOLA 6.2805 626.2000 1.0030 16.0473 CHF 0.0050 1.2406 0.4034 6.4541 COCOA 124.1612 5708.0000 2.1752 34.8034 COFFEE 6.5011 367.9500 1.7669 28.2697 COPPER 0.0643 5.4385 1.1816 18.9053 CORN 3.9253 463.7500 0.8464 13.5429 COTTON2 0.6344 63.7400 0.9953 15.9250 CRUDE_W 0.8106 58.0100 1.3973 22.3571 DAX 175.7244 24040.0000 0.7310 11.6955 DOW 323.7323 48071.0000 0.6734 10.7751 DX 0.3262 98.7250 0.3304 5.2859 EUR 0.0040 1.1696 0.3406 5.4499 EURIBOR-ICE 0.0368 97.5750 0.0377 0.6030 EUROSTX 42.1416 5721.0000 0.7366 11.7858 FEEDCOW 4.1819 330.7500 1.2644 20.2301 GASOIL 11.8301 641.7500 1.8434 29.4947 GASOLINE 0.0300 1.8171 1.6537 26.4592 GAS_US_mini 0.1477 4.4600 3.3126 53.0016 GBP 0.0061 1.3327 0.4542 7.2677 GOLD_micro 37.7826 4215.1000 0.8964 14.3418 HEATOIL 0.0430 2.2385 1.9223 30.7567 JGB-SGX-mini 0.1854 133.3600 0.1390 2.2245 JPY 0.0000 0.0065 0.5518 8.8295 LEANHOG 1.1876 86.9000 1.3666 21.8662 LIVECOW 2.7582 226.8250 1.2160 19.4558 LUMBER-new 7.7500 574.5000 1.3490 21.5840 MXP 0.0003 0.0548 0.5106 8.1703 NASDAQ_micro 222.4733 25597.2500 0.8691 13.9061 NIKKEI 584.0196 50255.0000 1.1621 18.5938 NZD 0.0033 0.5776 0.5774 9.2377 OAT 0.3600 120.3300 0.2992 4.7872 OATIES 4.8597 300.5000 1.6172 25.8753 OJ 5.6399 155.4500 3.6281 58.0499 PALLAD 33.6493 1513.0000 2.2240 35.5842 PLAT 24.8568 1661.1000 1.4964 23.9425 REDWHEAT 7.8521 538.0000 1.4595 23.3518 RICE 0.1510 10.4750 1.4416 23.0648 ROBUSTA 78.8130 4098.0000 1.9232 30.7713 RUSSELL 28.7175 2544.5000 1.1286 18.0577 SHATZ 0.0521 106.7150 0.0488 0.7812 SILVER-mini 0.8869 58.3500 1.5199 24.3188 SMI 77.0848 12924.0000 0.5964 9.5431 SOFR 0.0484 96.6350 0.0501 0.8014 SOYBEAN 8.3733 1101.7500 0.7600 12.1600 SOYMEAL 4.1775 316.2000 1.3212 21.1384 SOYOIL 0.5880 51.6800 1.1377 18.2035 SP400 29.5500 3308.6000 0.8931 14.2900 SP500_micro 46.1072 6842.5000 0.6738 10.7814 SUGAR11 0.2249 14.4400 1.5571 24.9141 US10 0.3169 112.2656 0.2823 4.5165 US10U 0.4150 114.7812 0.3615 5.7842 US2 0.0758 104.2305 0.0728 1.1641 US20 0.6306 115.1250 0.5478 8.7643 US30 0.9006 118.1562 0.7622 12.1957 US5 0.2069 109.0703 0.1897 3.0354 VIX 0.4942 20.5000 2.4106 38.5699 WHEAT 7.1126 578.2500 1.2300 19.6805 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.55 0.51 336.74 1.00 336.74 30899.31 91.76 15.17 139.21 BITCOIN 90.52 2.71 245.04 1.00 245.04 30899.31 126.10 -15.75 -198.64 BOBL 1159.50 0.15 178.78 1.17 208.44 30899.31 148.24 -2.49 -36.98 BTP 1195.30 0.34 411.89 1.17 480.23 30899.31 64.34 2.54 16.37 BUND 1274.70 0.28 352.71 1.17 411.23 30899.31 75.14 -7.01 -52.65 BUXL 1104.00 0.72 789.58 1.17 920.57 30899.31 33.57 -12.24 -41.09 CAC 811.20 0.67 546.39 1.17 637.03 30899.31 48.50 12.38 60.05 CAD 722.35 0.39 279.51 1.00 279.51 30899.31 110.55 -1.27 -14.05 CANOLA 125.24 1.00 125.61 0.72 90.06 30899.31 343.09 -5.38 -184.65 CHF 1550.75 0.40 625.54 1.00 625.54 30899.31 49.40 -11.67 -57.66 COCOA 570.80 2.18 1241.61 1.00 1241.61 30899.31 24.89 -12.63 -31.44 COFFEE 1379.81 1.77 2437.93 1.00 2437.93 30899.31 12.67 7.07 8.96 COPPER 1359.62 1.18 1606.51 1.00 1606.51 30899.31 19.23 12.31 23.68 CORN 231.88 0.85 196.27 1.00 196.27 30899.31 157.44 -4.81 -75.78 COTTON2 318.70 1.00 317.21 1.00 317.21 30899.31 97.41 -20.00 -194.82 CRUDE_W 580.10 1.40 810.59 1.00 810.59 30899.31 38.12 -4.06 -15.48 DAX 240.40 0.73 175.72 1.17 204.88 30899.31 150.82 0.24 3.58 DOW 240.36 0.67 161.87 1.00 161.87 30899.31 190.89 -1.04 -19.77 DX 987.25 0.33 326.15 1.00 326.15 30899.31 94.74 1.13 10.70 EUR 1462.00 0.34 497.98 1.00 497.98 30899.31 62.05 3.88 24.07 EURIBOR-ICE 2439.38 0.04 91.93 1.17 107.18 30899.31 288.29 0.64 18.52 EUROSTX 572.10 0.74 421.42 1.17 491.33 30899.31 62.89 12.42 78.09 FEEDCOW 1653.75 1.26 2090.97 1.00 2090.97 30899.31 14.78 2.55 3.76 GASOIL 641.75 1.84 1183.01 1.00 1183.01 30899.31 26.12 6.30 16.45 GASOLINE 763.18 1.65 1262.07 1.00 1262.07 30899.31 24.48 -0.84 -2.05 GAS_US_mini 111.50 3.31 369.36 1.00 369.36 30899.31 83.66 4.78 39.98 GBP 832.94 0.45 378.34 1.00 378.34 30899.31 81.67 5.84 47.73 GOLD_micro 421.51 0.90 377.83 1.00 377.83 30899.31 81.78 2.46 20.13 HEATOIL 940.17 1.92 1807.28 1.00 1807.28 30899.31 17.10 -0.41 -0.70 JGB-SGX-mini 133360.00 0.14 18541.36 0.01 119.90 30899.31 257.71 -17.95 -462.61 JPY 809.19 0.55 446.55 1.00 446.55 30899.31 69.20 -12.76 -88.27 LEANHOG 347.60 1.37 475.04 1.00 475.04 30899.31 65.05 3.98 25.89 LIVECOW 907.30 1.22 1103.26 1.00 1103.26 30899.31 28.01 -1.08 -3.02 LUMBER-new 157.99 1.35 213.12 1.00 213.12 30899.31 144.98 -16.80 -243.55 MXP 273.80 0.51 139.81 1.00 139.81 30899.31 221.00 14.96 330.65 NASDAQ_micro 511.94 0.87 444.95 1.00 444.95 30899.31 69.44 -4.69 -32.59 NIKKEI 50255.00 1.16 58401.96 0.01 377.66 30899.31 81.82 7.53 61.62 NZD 577.60 0.58 333.48 1.00 333.48 30899.31 92.66 4.54 42.11 OAT 1203.30 0.30 360.03 1.17 419.76 30899.31 73.61 4.73 34.84 OATIES 150.25 1.62 242.98 1.00 242.98 30899.31 127.17 -20.00 -254.33 OJ 233.18 3.63 845.99 1.00 845.99 30899.31 36.52 -17.20 -62.82 PALLAD 1513.00 2.22 3364.93 1.00 3364.93 30899.31 9.18 7.06 6.48 PLAT 830.55 1.50 1242.84 1.00 1242.84 30899.31 24.86 7.96 19.79 REDWHEAT 269.00 1.46 392.60 1.00 392.60 30899.31 78.70 -11.40 -89.72 RICE 209.50 1.44 302.00 1.00 302.00 30899.31 102.31 -15.93 -163.03 ROBUSTA 409.80 1.92 788.13 1.00 788.13 30899.31 39.21 -0.45 -1.76 RUSSELL 127.22 1.13 143.59 1.00 143.59 30899.31 215.20 3.12 67.04 SHATZ 1067.15 0.05 52.11 1.17 60.75 30899.31 508.63 -10.10 -513.55 SILVER-mini 1458.75 1.52 2217.19 1.00 2217.19 30899.31 13.94 16.14 22.50 SMI 1292.40 0.60 770.85 1.25 960.19 30899.31 32.18 20.00 64.36 SOFR 2415.88 0.05 121.00 1.00 121.00 30899.31 255.36 -4.98 -127.25 SOYBEAN 550.88 0.76 418.66 1.00 418.66 30899.31 73.80 -1.73 -12.75 SOYMEAL 316.20 1.32 417.75 1.00 417.75 30899.31 73.97 -10.21 -75.52 SOYOIL 310.08 1.14 352.78 1.00 352.78 30899.31 87.59 -10.80 -94.59 SP400 3308.60 0.89 2955.00 1.00 2955.00 30899.31 10.46 -0.65 -0.68 SP500_micro 342.12 0.67 230.54 1.00 230.54 30899.31 134.03 -2.76 -37.02 SUGAR11 161.73 1.56 251.83 1.00 251.83 30899.31 122.70 -12.67 -155.44 US10 1122.66 0.28 316.91 1.00 316.91 30899.31 97.50 -4.35 -42.38 US10U 1147.81 0.36 414.95 1.00 414.95 30899.31 74.46 -2.96 -22.03 US2 2084.61 0.07 151.67 1.00 151.67 30899.31 203.72 -6.65 -135.44 US20 1151.25 0.55 630.62 1.00 630.62 30899.31 49.00 -2.37 -11.62 US30 1181.56 0.76 900.62 1.00 900.62 30899.31 34.31 -4.49 -15.40 US5 1090.70 0.19 206.92 1.00 206.92 30899.31 149.33 -6.02 -89.94 VIX 205.00 2.41 494.18 1.00 494.18 30899.31 62.53 -18.21 -113.87 WHEAT 289.12 1.23 355.63 1.00 355.63 30899.31 86.89 -14.32 -124.45 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 139.212 0.010 2.5 3.617 BITCOIN -198.643 0.043 2.5 -21.541 BOBL -36.983 0.004 2.5 -0.376 BTP 16.369 0.014 2.5 0.559 BUND -52.647 0.004 2.5 -0.535 BUXL -41.091 0.004 2.5 -0.417 CAC 60.049 0.014 2.5 2.051 CAD -14.048 0.010 2.5 -0.365 CANOLA -184.649 0.010 2.5 -4.499 CHF -57.659 0.010 2.5 -1.498 COCOA -31.443 0.010 2.5 -0.766 COFFEE 8.959 0.005 2.5 0.119 COPPER 23.685 0.043 2.5 2.568 CORN -75.777 0.010 2.5 -1.846 COTTON2 -194.822 0.010 2.5 -4.746 CRUDE_W -15.482 0.043 2.5 -1.679 DAX 3.579 0.014 2.5 0.122 DOW -19.771 0.009 2.5 -0.460 DX 10.702 0.010 2.5 0.278 EUR 24.074 0.010 2.5 0.626 EURIBOR-ICE 18.525 0.014 2.5 0.633 EUROSTX 78.090 0.014 2.5 2.667 FEEDCOW 3.762 0.013 2.5 0.125 GASOIL 16.452 0.017 2.5 0.714 GASOLINE -2.047 0.017 2.5 -0.089 GAS_US_mini 39.978 0.043 2.5 4.335 GBP 47.730 0.010 2.5 1.240 GOLD_micro 20.127 0.014 2.5 0.687 HEATOIL -0.703 0.017 2.5 -0.031 JGB-SGX-mini -462.611 0.043 2.5 -50.165 JPY -88.271 0.010 2.5 -2.294 LEANHOG 25.888 0.024 2.5 1.576 LIVECOW -3.024 0.013 2.5 -0.100 LUMBER-new -243.551 0.010 2.5 -5.934 MXP 330.655 0.059 2.5 48.599 NASDAQ_micro -32.594 0.009 2.5 -0.759 NIKKEI 61.620 0.043 2.5 6.682 NZD 42.106 0.010 2.5 1.094 OAT 34.841 0.014 2.5 1.190 OATIES -254.331 0.010 2.5 -6.196 OJ -62.815 0.010 2.5 -1.530 PALLAD 6.481 0.014 2.5 0.221 PLAT 19.795 0.014 2.5 0.676 REDWHEAT -89.723 0.005 2.5 -1.192 RICE -163.026 0.010 2.5 -3.972 ROBUSTA -1.764 0.005 2.5 -0.023 RUSSELL 67.039 0.013 2.5 2.225 SHATZ -513.553 0.004 2.5 -5.215 SILVER-mini 22.499 0.014 2.5 0.768 SMI 64.361 0.014 2.5 2.198 SOFR -127.251 0.024 2.5 -7.744 SOYBEAN -12.749 0.004 2.5 -0.119 SOYMEAL -75.521 0.004 2.5 -0.703 SOYOIL -94.588 0.004 2.5 -0.882 SP400 -0.684 0.013 2.5 -0.023 SP500_micro -37.023 0.009 2.5 -0.862 SUGAR11 -155.437 0.010 2.5 -3.787 US10 -42.383 0.005 2.5 -0.538 US10U -22.032 0.005 2.5 -0.280 US2 -135.437 0.005 2.5 -1.719 US20 -11.623 0.005 2.5 -0.147 US30 -15.402 0.005 2.5 -0.195 US5 -89.937 0.005 2.5 -1.141 VIX -113.870 0.099 2.5 -28.147 WHEAT -124.449 0.005 2.5 -1.653 ===================== Position diags ===================== AUD 2.38 BITCOIN 13.67 BOBL 1.51 BTP 2.20 BUND 0.76 BUXL 0.34 CAC 1.66 CAD 2.87 CANOLA 8.36 CHF 1.28 COCOA 0.61 COFFEE 0.17 COPPER 2.09 CORN 3.84 COTTON2 2.37 CRUDE_W 4.13 DAX 5.15 DOW 4.44 DX 2.46 EUR 1.61 EURIBOR-ICE 9.85 EUROSTX 2.15 FEEDCOW 0.49 GASOIL 1.13 GASOLINE 1.06 GAS_US_mini 9.07 GBP 2.12 GOLD_micro 2.79 HEATOIL 0.74 JGB-SGX-mini 27.95 JPY 1.80 LEANHOG 3.96 LIVECOW 0.93 LUMBER-new 3.53 MXP 32.48 NASDAQ_micro 1.62 NIKKEI 8.87 NZD 2.41 OAT 2.51 OATIES 3.10 OJ 0.89 PALLAD 0.31 PLAT 0.85 REDWHEAT 1.05 RICE 2.49 ROBUSTA 0.52 RUSSELL 7.14 SHATZ 5.17 SILVER-mini 0.48 SMI 1.10 SOFR 15.54 SOYBEAN 0.69 SOYMEAL 0.69 SOYOIL 0.82 SP400 0.35 SP500_micro 3.12 SUGAR11 2.99 US10 1.24 US10U 0.94 US2 2.59 US20 0.62 US30 0.44 US5 1.89 VIX 15.46 WHEAT 1.15 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.6 3.4 3.9 0.0 0 BITCOIN -21.5 -22.9 -20.2 0.0 0 BOBL -0.4 -0.5 -0.2 0.0 0 BTP 0.6 0.3 0.8 0.0 0 BUND -0.5 -0.6 -0.5 -2.0 -2 BUXL -0.4 -0.5 -0.4 -3.0 -3 CAC 2.1 1.9 2.2 0.0 0 CAD -0.4 -0.7 -0.1 -3.0 -3 CANOLA -4.5 -5.3 -3.7 0.0 0 CHF -1.5 -1.6 -1.4 -2.0 -2 COCOA -0.8 -0.8 -0.7 -2.0 -2 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 2.6 2.4 2.8 4.0 4 CORN -1.8 -2.2 -1.5 0.0 0 COTTON2 -4.7 -5.0 -4.5 -5.0 -5 CRUDE_W -1.7 -2.1 -1.3 0.0 0 DAX 0.1 -0.4 0.6 -2.0 -2 DOW -0.5 -0.9 -0.0 -1.0 -1 DX 0.3 0.0 0.5 1.0 1 EUR 0.6 0.5 0.8 0.0 0 EURIBOR-ICE 0.6 -0.4 1.6 0.0 0 EUROSTX 2.7 2.5 2.9 7.0 7 FEEDCOW 0.1 0.1 0.2 0.0 0 GASOIL 0.7 0.6 0.8 1.0 1 GASOLINE -0.1 -0.2 0.0 0.0 0 GAS_US_mini 4.3 3.4 5.2 0.0 0 GBP 1.2 1.0 1.5 3.0 3 GOLD_micro 0.7 0.4 1.0 0.0 0 HEATOIL -0.0 -0.1 0.0 1.0 1 JGB-SGX-mini -50.2 -53.0 -47.4 0.0 0 JPY -2.3 -2.5 -2.1 -4.0 -4 LEANHOG 1.6 1.2 2.0 2.0 2 LIVECOW -0.1 -0.2 -0.0 -1.0 -1 LUMBER-new -5.9 -6.3 -5.6 0.0 0 MXP 48.6 45.4 51.8 30.0 30 NASDAQ_micro -0.8 -0.9 -0.6 0.0 0 NIKKEI 6.7 5.8 7.6 7.0 7 NZD 1.1 0.9 1.3 -1.0 -1 OAT 1.2 0.9 1.4 3.0 3 OATIES -6.2 -6.5 -5.9 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.2 0.2 0.3 0.0 0 PLAT 0.7 0.6 0.8 0.0 0 REDWHEAT -1.2 -1.3 -1.1 -3.0 -3 RICE -4.0 -4.2 -3.7 -3.0 -3 ROBUSTA -0.0 -0.1 0.0 0.0 0 RUSSELL 2.2 1.5 2.9 0.0 0 SHATZ -5.2 -5.7 -4.7 NaN 0 SILVER-mini 0.8 0.7 0.8 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -7.7 -9.3 -6.2 NaN 0 SOYBEAN -0.1 -0.2 -0.1 0.0 0 SOYMEAL -0.7 -0.8 -0.6 -1.0 -1 SOYOIL -0.9 -1.0 -0.8 -4.0 -4 SP400 -0.0 -0.1 0.0 0.0 0 SP500_micro -0.9 -1.2 -0.5 0.0 0 SUGAR11 -3.8 -4.1 -3.5 -2.0 -2 US10 -0.5 -0.7 -0.4 0.0 0 US10U -0.3 -0.4 -0.2 0.0 0 US2 -1.7 -2.0 -1.5 NaN 0 US20 -0.1 -0.2 -0.1 0.0 0 US30 -0.2 -0.2 -0.2 0.0 0 US5 -1.1 -1.3 -1.0 0.0 0 VIX -28.1 -29.7 -26.6 -22.0 -22 WHEAT -1.7 -1.8 -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 -0.0 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 0.1 0.2 2.2 0.0 0.2 0.0 0.2 -0.0 0.1 0.2 0.5 0.5 0.4 0.4 0.3 0.7 0.4 0.7 BITCOIN -0.4 -0.6 -0.6 0.1 0.0 0.5 0.0 0.7 0.1 0.0 -0.2 -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 -0.4 -0.2 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 0.1 0.2 0.4 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 0.4 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.8 -0.5 -0.6 -0.3 -0.2 0.2 0.7 0.5 0.7 BTP -0.3 -0.1 0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 0.5 -0.2 0.7 -0.1 0.1 0.2 0.2 0.2 0.2 0.0 0.1 -0.2 0.3 -0.1 -2.7 0.0 -0.2 0.3 -0.2 0.5 -0.1 0.5 0.2 0.0 0.3 0.2 0.1 0.7 0.3 0.7 BUND -0.4 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.3 -0.2 -0.1 0.1 0.1 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 -0.5 -0.3 -0.1 0.1 0.7 0.3 0.7 BUXL -0.5 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -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 -0.4 -0.2 -0.5 -0.2 0.0 -0.0 -0.5 -0.4 -0.3 -0.1 0.6 -0.1 0.2 CAC -0.3 -0.1 0.3 0.1 0.1 0.3 0.1 0.5 0.0 0.1 0.4 0.0 0.6 0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.3 0.0 0.6 0.1 0.0 0.2 0.1 0.1 0.0 0.3 -0.2 0.2 0.2 -0.2 0.5 0.7 0.4 0.7 CAD 0.4 0.1 -0.3 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.2 -0.4 0.2 -0.3 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.2 -0.2 0.1 2.7 -0.1 0.2 -0.2 0.2 -0.2 0.1 -0.4 0.5 0.5 0.3 -0.4 -0.7 -0.7 -0.6 -0.7 CANOLA -0.1 0.3 -0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.3 -0.1 -0.0 -0.0 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -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 -0.2 0.3 0.2 0.6 0.7 0.7 0.7 CHF -0.2 -0.4 -0.3 -0.1 0.0 -0.2 0.0 0.1 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 0.3 -0.1 -1.1 -0.3 -0.1 -0.0 0.1 -0.3 -0.7 -0.3 -0.7 COCOA -0.2 -0.4 -0.6 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.1 -0.2 0.0 -0.1 -0.0 -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 -0.3 -0.0 -0.1 -0.1 1.0 0.1 -0.5 -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 -0.2 -0.1 0.4 -0.1 0.5 -0.0 0.1 0.4 0.3 0.4 0.4 0.1 0.2 -0.1 0.5 -0.0 -2.7 0.1 -0.1 0.5 -0.1 0.7 -0.0 1.1 -0.2 -0.0 0.5 0.6 0.6 0.5 0.7 0.7 COPPER 0.3 0.3 0.3 0.1 0.0 0.5 0.0 0.7 0.1 0.1 -0.0 0.2 -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 0.1 0.2 0.2 0.4 0.1 0.0 0.5 0.4 0.1 -0.5 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 -0.1 -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 0.0 -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 -0.2 -0.7 -0.2 -0.2 -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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.9 -0.2 -0.2 -0.1 0.3 -0.2 -0.4 -0.1 -0.4 CRUDE_W -0.1 -0.1 -0.2 -0.0 -0.0 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 -0.1 -0.5 -0.1 -0.7 -0.1 -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 0.4 0.0 0.1 0.2 0.0 0.5 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.3 -0.0 -1.3 -0.0 0.1 -0.1 0.1 0.2 -0.0 -0.1 0.1 -0.0 -0.4 -0.6 0.2 0.7 0.2 0.7 DOW -0.1 -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 0.0 0.2 0.1 0.3 0.0 -0.2 0.0 0.1 0.2 0.2 -0.3 -0.7 -0.4 -0.7 DX -0.2 0.4 0.4 -0.1 0.0 -0.2 0.1 0.1 -0.1 -0.1 0.1 -0.1 -0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.0 -2.7 0.1 -0.1 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 0.1 -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 -0.0 0.1 0.0 0.1 0.4 0.1 -0.4 0.3 0.5 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.3 -0.3 -0.2 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 0.3 -0.2 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.2 0.1 -0.1 0.5 -0.1 -0.2 -0.0 -0.2 0.1 -0.2 0.8 -0.5 -0.4 -0.2 -0.1 0.2 0.7 0.4 0.7 EUROSTX -0.2 -0.0 0.2 0.1 0.1 0.3 0.1 0.4 0.0 0.1 0.5 0.1 0.6 0.1 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 0.3 0.1 0.3 0.1 0.3 0.1 0.3 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 -0.0 0.0 0.1 0.2 0.0 -2.7 -0.0 0.0 0.1 0.0 0.3 -0.0 1.1 0.4 0.2 -0.5 0.3 0.7 0.7 0.7 0.7 GASOIL -0.5 0.2 0.2 -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 0.3 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 -0.0 0.1 -0.0 0.1 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.0 -0.1 0.3 0.2 0.3 -0.0 0.0 -0.1 0.0 -0.0 -2.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.5 -0.3 -0.2 -0.1 -0.2 0.7 0.7 0.7 0.7 GAS_US_mini 0.1 0.6 0.4 -0.0 -0.0 0.1 -0.0 0.1 -0.0 0.1 -0.1 0.2 -0.5 0.2 0.2 -0.3 -0.4 -0.4 -0.4 0.2 0.0 0.2 -0.1 0.2 2.7 0.1 0.0 0.1 0.1 -0.0 0.2 -1.1 0.4 0.6 0.6 0.4 0.0 -0.7 -0.6 -0.7 GBP 0.4 -0.3 -0.5 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.1 -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 0.2 0.3 0.2 0.1 0.0 0.3 0.0 0.5 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 0.0 0.5 0.1 -2.7 0.2 -0.0 0.5 0.0 0.7 0.1 -0.4 -0.1 0.1 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 0.0 -0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.4 0.2 0.3 0.3 0.0 0.1 -0.1 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 -0.5 -0.5 -0.0 -0.2 -0.0 -0.2 -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 0.0 -0.2 0.0 0.0 -0.1 0.0 -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 -0.1 -0.6 -0.2 -0.6 -0.2 -0.4 -0.4 -0.5 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.2 -0.6 -0.6 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.1 0.0 0.1 0.3 -0.0 -0.1 -0.2 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 -0.0 -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 -0.1 0.2 -0.0 0.1 -0.0 -0.0 0.1 0.1 -0.0 -2.7 -0.1 0.0 -0.0 0.0 0.2 -0.0 1.1 0.3 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 0.2 -0.4 -0.7 -0.7 0.2 0.8 0.3 0.8 MXP 0.1 -0.1 0.1 -0.2 0.1 -0.3 0.1 0.1 -0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.3 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 -0.2 -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 0.0 0.2 0.0 0.4 0.0 -0.3 -0.1 -0.1 0.0 0.1 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.6 0.0 0.5 0.0 0.0 0.1 0.1 0.2 0.0 0.1 0.3 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 -0.0 -0.4 -0.1 0.0 -0.2 0.0 0.0 -0.1 0.1 -0.2 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 0.4 0.0 -0.4 0.1 0.7 0.2 0.7 OAT -0.3 0.0 0.1 -0.1 -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 -0.2 -0.1 -0.1 0.2 -0.0 -0.2 0.0 -0.2 -0.0 -0.1 1.0 0.1 0.1 0.3 0.0 0.0 0.7 0.3 0.7 OATIES 0.0 0.2 -0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.4 -0.2 -0.4 -0.4 -0.1 -0.1 -0.1 -0.4 -0.1 -1.1 -0.1 -0.2 -0.4 -0.2 -0.5 -0.1 -0.8 -0.4 0.1 0.0 -0.1 -0.3 -0.5 -0.2 -0.5 OJ -0.2 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -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 -0.0 -0.3 -0.1 0.6 0.1 -0.3 -0.4 -0.2 -0.4 -0.5 -0.2 -0.5 PALLAD -0.1 0.1 0.4 0.1 0.0 0.4 0.0 0.5 0.0 0.1 0.1 0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 2.1 0.1 0.0 0.4 0.0 0.5 0.0 0.3 -0.0 -0.1 0.1 -0.0 -0.0 -0.4 -0.7 -0.7 PLAT 0.2 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 -0.3 -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 0.3 0.2 -0.6 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 -0.0 -0.1 0.0 -0.4 -0.0 -0.5 -0.1 -0.9 -0.1 0.0 -0.3 -0.4 -0.2 -0.5 0.1 -0.4 ROBUSTA -0.3 -0.0 0.4 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 -0.1 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 -0.2 0.1 0.6 -0.1 0.6 0.3 0.7 RUSSELL 0.1 -0.2 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 -0.1 -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 0.1 0.0 0.1 0.2 -0.0 0.1 -0.3 -0.7 -0.4 -0.7 SHATZ -0.2 -0.2 -0.3 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 -0.4 -0.2 -0.2 -0.2 -0.2 -0.4 -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 -0.2 -0.2 -1.1 -0.5 -0.5 -0.4 -0.5 0.4 0.7 0.6 0.7 SILVER-mini 0.6 0.4 0.3 0.1 0.0 0.5 0.0 0.7 0.1 0.1 0.4 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 0.0 0.5 0.1 0.7 0.2 -0.0 0.4 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.4 0.2 0.4 0.1 0.1 0.3 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 0.1 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 0.0 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 0.3 -0.1 0.6 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.1 0.3 -0.1 -2.7 0.0 -0.2 0.2 -0.2 0.4 -0.0 0.3 0.1 0.6 0.1 0.3 -0.2 -0.5 -0.2 -0.7 SOYBEAN -0.1 0.5 0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 0.5 -0.1 0.2 0.2 0.2 0.0 -0.1 -0.0 -0.1 0.2 0.1 -0.1 0.1 0.1 -1.0 0.2 -0.2 0.5 -0.2 0.3 0.0 0.0 -0.5 0.5 0.6 0.6 -0.7 -0.2 -0.7 -0.1 SOYMEAL -0.4 0.6 0.6 -0.2 -0.1 -0.5 -0.1 -0.7 -0.1 -0.1 0.1 -0.1 -0.3 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.1 -0.1 -0.0 -1.5 0.1 -0.1 0.3 -0.1 -0.0 0.0 -0.9 -0.4 0.1 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 0.0 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.0 0.2 0.1 -2.6 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 0.0 -0.2 0.6 0.4 0.5 -0.7 -0.6 -0.7 -0.6 SP400 0.2 -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 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.0 0.1 0.0 0.0 -0.0 -0.0 0.1 -0.1 -0.3 -0.3 -0.7 -0.4 -0.7 SP500_micro -0.1 -0.1 -0.0 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.4 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.2 0.0 0.0 0.2 0.1 0.4 0.0 -0.4 -0.1 -0.0 -0.1 0.1 -0.1 -0.7 -0.1 -0.7 SUGAR11 0.5 -0.2 -0.3 -0.2 -0.1 -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 -0.3 -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 -0.1 -0.1 -0.1 0.3 -0.1 0.2 -0.1 0.1 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.0 -1.0 0.0 -0.2 0.2 -0.1 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 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 0.5 -0.1 0.1 -0.1 0.1 0.0 -0.0 0.0 0.0 0.0 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 0.3 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.0 -0.3 0.0 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.0 -0.1 2.3 -0.0 -0.2 0.1 -0.1 0.2 -0.1 -1.1 0.1 0.3 -0.1 0.1 -0.6 -0.4 -0.7 -0.7 US20 -0.2 -0.3 0.3 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.1 -1.2 0.0 -0.2 0.2 -0.1 0.2 -0.1 0.0 0.1 0.2 0.0 0.4 0.0 0.4 -0.1 -0.6 US30 -0.3 -0.2 0.3 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 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 -0.2 0.2 -0.2 0.1 -0.1 -0.5 0.3 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 -0.1 -0.1 -0.1 0.3 -0.1 0.2 -0.1 0.0 -0.0 -0.1 -0.0 -0.0 0.0 0.0 -0.1 0.2 -0.0 -0.4 0.0 -0.2 0.2 -0.1 0.3 -0.0 -0.6 0.1 0.4 0.1 0.3 -0.7 -0.6 -0.7 -0.7 VIX -0.3 -0.0 -0.3 -0.1 -0.1 -0.2 -0.3 -0.1 -0.2 -0.2 -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 -0.1 -0.2 -0.3 -0.2 -0.2 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.3 0.4 0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.5 -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 -0.1 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 7.1 -1.1 0.6 -15.1 6.0 -8.6 5.3 1.8 -7.0 18.5 8.9 20.0 3.7 12.7 -1.8 -0.3 -1.1 -0.6 -0.9 4.1 2.5 20.0 2.0 14.0 16.6 2.0 20.0 1.3 20.0 -0.1 12.2 4.5 20.0 15.1 12.7 11.3 8.2 20.0 11.2 20.0 BITCOIN -13.6 -20.0 -20.0 13.4 1.2 20.0 4.0 20.0 6.5 0.4 -5.7 -8.5 6.0 -13.2 -14.6 -4.5 -6.8 -5.4 -6.1 -20.0 -13.8 -7.8 -0.1 -20.0 -20.0 -20.0 -2.2 -12.5 -7.1 -0.1 -17.7 -0.7 -5.2 -20.0 -20.0 -20.0 6.9 -3.1 -20.0 -14.2 BOBL -11.4 -7.6 -1.1 -5.1 -20.0 -0.6 -20.0 -1.9 -14.0 -19.0 -8.9 -19.7 -2.2 -19.2 -12.1 4.0 9.0 19.7 16.2 -9.9 -4.6 -20.0 -3.4 -18.9 3.1 -12.1 -20.0 -5.2 -20.0 -3.0 -20.0 15.2 -20.0 -17.8 -9.4 -5.4 5.6 20.0 15.2 20.0 BTP -9.6 -3.2 3.4 -6.2 -20.0 -0.7 -20.0 -2.3 -17.0 -20.0 18.9 -20.0 20.0 -8.3 12.5 10.2 8.7 8.7 8.9 2.2 8.9 -18.3 12.8 -7.5 -20.0 1.6 -20.0 9.8 -20.0 14.1 -11.5 9.4 9.6 0.8 9.8 6.8 1.7 20.0 8.2 20.0 BUND -12.2 -6.3 2.6 -5.7 -20.0 -0.7 -20.0 -2.1 -15.7 -20.0 -5.7 -20.0 -9.4 -20.0 -10.0 5.1 2.8 0.3 1.7 -9.1 -4.1 -20.0 -6.3 -19.0 -0.6 -12.6 -20.0 -4.8 -20.0 -4.2 -20.0 -1.6 -14.3 -15.6 -8.0 -3.0 2.3 20.0 7.6 20.0 BUXL -14.5 -5.7 1.6 -5.2 -20.0 -0.6 -20.0 -1.9 -14.4 -19.5 -14.7 -20.0 -19.2 -20.0 -11.0 3.9 3.1 4.0 3.8 -13.4 -12.1 -20.0 -18.3 -20.0 -0.1 -18.9 -20.0 -13.4 -20.0 -15.2 -20.0 0.0 -1.3 -16.7 -11.8 -9.6 -4.1 17.0 -2.9 6.9 CAC -7.8 -1.8 8.8 5.5 10.9 11.1 10.6 12.7 4.5 14.5 16.6 0.6 16.6 0.1 10.0 -3.6 -1.7 -2.9 -2.2 6.7 11.1 4.8 10.9 3.1 4.9 5.1 4.5 6.9 4.8 3.6 2.4 6.2 -9.9 7.2 7.1 -5.0 14.4 20.0 13.3 20.0 CAD 13.9 3.7 -10.0 -15.6 6.2 -8.9 5.5 1.8 -7.2 18.0 -13.9 20.0 -8.2 9.0 -12.3 -8.7 -7.6 -8.7 -8.2 -4.0 -9.4 20.0 -8.4 10.2 20.0 -6.8 20.0 -9.0 19.7 -6.2 5.5 -7.2 20.0 15.8 9.0 -11.6 -20.0 -20.0 -19.0 -20.0 CANOLA -2.7 9.0 -11.3 -20.0 -9.2 -20.0 -10.1 -20.0 -14.5 -16.0 -9.4 -13.2 -1.0 -3.6 -8.5 -20.0 -13.1 -20.0 -16.9 -5.2 -6.1 -20.0 -3.8 -10.8 8.9 -7.2 -20.0 -7.5 -20.0 -5.3 -13.7 -14.9 -20.0 -4.9 8.7 5.3 18.1 20.0 20.0 20.0 CHF -6.0 -13.2 -8.4 -12.4 4.9 -7.0 4.4 1.5 -5.7 -12.6 3.2 -12.9 11.8 -12.8 -14.0 -17.0 -16.1 -16.6 -16.0 -8.9 -1.2 -7.4 8.0 -9.0 -1.3 -8.8 -11.6 -0.0 -9.1 8.6 -10.5 -20.0 -13.3 -1.6 -0.2 4.1 -9.7 -20.0 -10.4 -20.0 COCOA -6.3 -11.5 -20.0 -10.7 -4.6 -13.6 -5.0 -13.0 -7.2 7.8 -8.3 0.0 -2.7 -4.6 -7.7 -4.1 7.9 -2.3 2.0 -13.1 -13.6 3.4 -5.5 -6.0 -20.0 -12.0 4.4 -9.5 -2.7 -1.5 -9.6 18.9 2.2 -15.8 -8.1 -9.3 -9.7 -1.1 -0.7 3.3 COFFEE -8.5 -4.2 8.8 -20.0 -9.4 -20.0 -10.2 -20.0 -14.7 -12.6 13.6 -12.6 14.3 -4.4 11.4 20.0 14.2 20.0 18.2 7.6 14.7 -6.5 18.4 -1.5 -20.0 8.0 -8.9 18.2 -6.0 20.0 -2.0 20.0 -9.3 -0.5 15.5 20.0 16.7 15.4 20.0 20.0 COPPER 9.1 9.7 8.1 12.3 1.1 19.3 3.7 19.7 6.0 13.1 -0.9 14.2 -0.5 12.6 10.2 -7.3 -5.9 -6.6 -6.1 11.9 7.4 20.0 5.5 17.0 -5.5 9.3 16.6 8.5 17.5 10.7 13.3 0.2 20.0 12.3 3.3 -16.3 20.0 15.9 20.0 19.1 CORN -3.7 8.7 7.3 -20.0 -12.3 -20.0 -13.4 -20.0 -19.2 -6.9 -4.1 -8.6 -10.5 5.1 13.9 -19.7 -19.4 -20.0 -20.0 3.6 -1.0 -2.2 -10.8 1.4 9.4 3.7 -7.0 2.2 -5.9 -6.7 -1.2 -20.0 1.5 11.2 20.0 20.0 -6.5 -6.0 6.6 -2.9 COTTON2 -3.6 -2.9 -4.6 -20.0 -13.2 -20.0 -14.4 -20.0 -20.0 -20.0 -20.0 -19.1 -20.0 -20.0 -20.0 -18.0 -15.3 -17.9 -16.8 -18.0 -20.0 -9.9 -20.0 -13.4 -13.3 -20.0 -19.2 -20.0 -17.8 -20.0 -20.0 -17.7 -7.2 -5.4 -3.2 10.6 -6.1 -13.0 -4.5 -10.9 CRUDE_W -2.2 -2.8 -5.0 -0.0 -3.4 2.4 -3.1 2.2 -2.8 -7.5 -10.9 -11.2 -13.4 -12.3 -18.2 0.0 5.2 1.5 3.2 -9.6 -9.9 -3.5 -10.5 -6.8 7.6 -14.8 -7.4 -14.5 -8.1 -14.0 -12.3 -12.5 -5.6 -4.9 -16.7 -19.8 20.0 20.0 9.6 19.6 DAX -5.6 -11.1 -15.6 4.2 8.4 8.6 8.2 9.8 3.5 14.5 8.9 3.5 13.9 -1.3 -4.1 -6.1 -6.5 -6.2 -6.0 -4.4 0.1 9.7 10.7 -0.0 -10.0 -4.6 13.2 -2.6 8.5 5.3 -0.1 -1.2 6.0 -0.1 -12.5 -20.0 5.3 20.0 5.3 20.0 DOW -4.6 -0.8 4.9 3.5 7.0 7.1 6.8 8.1 2.9 6.9 12.9 7.7 12.4 6.9 8.4 -7.5 -8.3 -8.1 -8.0 8.4 11.0 9.9 11.4 8.4 -10.0 5.1 3.1 7.7 6.1 8.5 4.6 -4.5 0.6 3.2 5.9 4.9 -8.2 -20.0 -11.6 -20.0 DX -5.6 12.4 12.9 -13.7 5.4 -7.8 4.8 1.6 -6.3 -9.3 4.9 -13.4 -13.3 3.1 13.8 6.2 6.2 6.2 6.1 8.9 4.7 -9.8 -6.8 -0.5 -20.0 10.0 -10.3 7.2 -12.2 -2.7 -1.1 16.8 -20.0 -7.7 20.0 20.0 4.7 16.1 5.7 18.1 EUR 5.3 -9.4 -6.3 -16.0 6.3 -9.1 5.6 1.9 -7.4 8.3 7.0 14.5 17.3 2.0 -12.7 -8.6 -7.9 -8.3 -8.0 -4.8 1.4 9.8 14.5 3.2 15.4 -4.5 6.5 0.8 13.2 12.4 5.5 -7.2 11.7 15.4 9.0 3.3 -3.9 -20.0 -4.0 -20.0 EURIBOR-ICE -9.3 -9.1 -5.2 -4.2 -20.0 -0.5 -20.0 -1.5 -11.4 -15.4 -2.4 -14.2 9.4 -14.7 -9.2 13.0 11.1 12.9 12.6 -6.2 -1.1 -20.0 3.6 -13.0 3.5 -6.4 -20.0 -1.5 -20.0 1.7 -14.1 14.7 -20.0 -13.7 -5.2 -2.4 4.7 20.0 10.8 20.0 EUROSTX -6.2 -0.7 6.6 4.9 9.8 9.9 9.5 11.4 4.1 16.4 17.1 8.1 17.8 5.5 12.3 -3.5 -1.8 -3.3 -2.6 10.2 13.6 12.9 15.7 9.2 -6.1 8.7 11.2 9.8 12.1 9.0 8.2 5.7 5.3 8.7 8.3 1.3 12.1 20.0 11.7 20.0 FEEDCOW 4.3 -20.0 -20.0 -9.6 -4.1 -12.2 -4.5 -11.7 -6.5 6.6 1.4 6.7 5.2 -3.0 -3.8 14.7 9.0 14.9 13.3 -3.6 1.1 9.2 7.0 0.7 -20.0 -3.8 5.3 2.0 3.7 8.4 -2.1 20.0 17.9 6.0 -14.0 9.5 20.0 20.0 20.0 20.0 GASOIL -15.5 4.9 5.6 -0.0 -2.3 1.6 -2.1 1.5 -1.9 -3.1 8.6 -10.7 6.4 -0.2 2.6 19.0 15.9 20.0 19.0 1.7 5.4 -7.1 4.6 -4.6 -1.5 2.9 -4.8 6.7 -6.8 5.6 -3.8 9.8 -11.6 -5.5 4.6 9.3 8.0 15.1 -2.8 8.2 GASOLINE -7.6 3.0 0.2 -0.0 -3.0 2.1 -2.7 1.9 -2.4 -11.1 2.9 -13.1 1.5 -1.4 -0.1 -3.6 16.5 8.0 15.2 -0.9 0.6 -6.6 0.3 -3.9 -18.6 -5.3 -14.4 -3.4 -13.2 -2.4 -9.8 8.6 -12.7 -7.4 -3.3 -7.0 20.0 20.0 20.0 20.0 GAS_US_mini 4.3 20.0 11.7 -0.0 -3.6 2.5 -3.4 2.4 -3.0 6.6 -4.9 14.7 -13.1 20.0 17.7 -15.8 -20.0 -20.0 -20.0 14.6 3.4 19.5 -4.1 20.0 20.0 11.6 3.2 3.8 12.4 -1.4 14.6 -20.0 18.1 20.0 20.0 10.8 0.9 -20.0 -16.9 -20.0 GBP 13.2 -10.5 -14.6 -15.6 6.1 -8.8 5.5 1.8 -7.2 16.6 -4.8 20.0 11.8 4.4 -9.4 0.2 -0.0 0.2 0.1 -5.4 -5.4 18.9 4.4 8.0 1.9 -5.1 18.2 -4.8 20.0 5.4 10.5 6.3 20.0 20.0 3.0 0.4 12.6 -4.9 13.1 -4.6 GOLD_micro 6.3 9.0 4.7 7.9 0.7 12.5 2.4 12.7 3.8 1.2 7.2 6.3 8.7 1.6 6.3 -7.5 -10.6 -8.6 -9.4 13.6 17.6 5.3 18.5 9.0 -20.0 13.9 -1.4 19.3 1.4 20.0 6.0 -6.7 -5.2 3.4 12.3 20.0 2.6 2.9 -12.6 -14.2 HEATOIL -13.1 5.7 2.1 -0.0 -2.1 1.4 -1.9 1.4 -1.7 -6.9 7.4 -11.8 6.2 -1.1 1.5 17.9 10.9 15.1 12.6 2.0 4.7 -6.0 4.1 -3.4 -15.9 2.0 -4.6 3.8 -6.4 3.8 -3.0 0.6 -13.4 -2.8 6.7 1.6 20.0 10.1 -4.4 -8.7 JGB-SGX-mini -20.0 -13.9 -16.8 -3.4 -20.0 -0.4 -17.3 -1.3 -9.4 -12.4 -14.7 -14.2 -13.7 -14.6 -14.7 20.0 14.4 16.5 14.8 -20.0 -18.7 -20.0 -18.2 -20.0 -5.6 -20.0 -20.0 -17.9 -20.0 -16.1 -20.0 18.9 -20.0 -20.0 -20.0 -20.0 -9.0 -20.0 -1.8 -20.0 JPY -0.5 -15.7 -19.1 -10.5 4.2 -6.0 3.7 1.2 -4.9 0.0 -15.7 -2.9 -13.3 -11.1 -14.6 -10.1 -10.8 -10.1 -10.1 -19.9 -20.0 -2.9 -15.7 -11.6 20.0 -20.0 -4.3 -20.0 -5.5 -15.4 -15.9 -11.5 -6.3 -13.3 -12.6 -16.4 -5.9 -12.0 -5.9 -13.9 LEANHOG 7.1 -20.0 -18.0 -20.0 -9.6 -20.0 -10.5 -20.0 -15.0 16.5 0.8 11.1 8.2 -4.5 -12.3 -10.2 20.0 14.9 20.0 -10.1 -5.9 11.5 3.4 -1.0 -1.7 -9.6 16.2 -7.2 13.1 0.9 0.8 20.0 20.0 20.0 -14.6 13.1 3.1 12.3 14.5 20.0 LIVECOW -0.8 -20.0 -20.0 -9.3 -4.0 -11.8 -4.3 -11.3 -6.3 6.7 1.0 5.4 4.8 -2.7 -3.6 -3.4 8.2 -2.3 2.9 -4.4 -0.6 7.1 4.7 -0.8 -20.0 -4.8 5.4 -0.2 2.3 5.3 -3.3 20.0 13.9 1.9 -12.1 5.3 20.0 14.7 20.0 20.0 LUMBER-new -10.0 -20.0 -20.0 -17.7 -7.6 -20.0 -8.3 -20.0 -11.9 2.8 -14.1 -9.6 -11.8 -13.7 -14.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.3 -16.5 -19.2 NaN -20.0 3.7 -20.0 -5.8 -12.6 -19.3 -20.0 6.4 -11.4 -20.0 -18.6 4.7 20.0 8.3 20.0 MXP 3.4 -4.3 2.7 -16.4 6.5 -9.3 5.8 1.9 -7.6 13.6 20.0 20.0 20.0 20.0 20.0 12.5 12.8 12.7 12.5 16.3 20.0 15.7 20.0 15.8 -20.0 18.1 11.1 20.0 17.1 20.0 16.9 20.0 10.2 20.0 20.0 20.0 7.2 9.3 9.8 13.1 NASDAQ_micro -6.2 -7.8 -1.4 3.3 6.5 6.6 6.3 7.6 2.7 8.6 11.9 11.0 12.3 3.8 6.3 -7.6 -8.7 -8.5 -8.6 7.3 12.7 8.9 15.4 6.3 -20.0 3.9 2.8 8.9 4.0 11.3 2.0 -5.4 -2.4 -4.4 1.5 4.3 -3.7 -20.0 -4.4 -20.0 NIKKEI -18.1 1.0 14.4 2.6 5.1 5.2 5.0 6.0 2.1 5.8 9.3 2.9 9.4 2.6 6.9 0.2 6.3 1.6 4.0 10.2 15.6 3.2 14.6 3.9 -10.6 10.2 2.5 16.0 2.1 13.9 3.2 18.5 -7.9 -5.7 12.8 20.0 -3.1 5.5 -0.7 9.8 NZD 16.7 -1.3 -13.2 -11.2 4.4 -6.4 4.0 1.3 -5.2 15.4 -9.2 16.1 -9.9 7.2 -9.2 -4.5 -3.3 -4.4 -4.0 -6.3 -11.0 15.5 -9.0 6.7 13.5 -10.1 11.3 -12.8 12.8 -9.7 2.4 0.0 17.6 12.3 0.2 -12.5 4.3 20.0 6.6 20.0 OAT -8.5 0.4 4.4 -5.0 -20.0 -0.6 -20.0 -1.8 -13.8 -18.8 5.8 -18.2 -3.8 -9.7 5.9 16.6 12.4 17.3 15.9 -0.7 0.9 -18.0 -2.4 -8.3 1.3 -1.2 -20.0 1.6 -20.0 -0.4 -11.2 18.3 4.5 2.0 7.9 0.5 1.5 20.0 7.7 20.0 OATIES 0.6 6.0 -11.6 -20.0 -9.2 -20.0 -10.0 -20.0 -14.4 -13.2 -15.8 -9.1 -13.6 -6.1 -13.4 -20.0 -11.6 -20.0 -18.0 -10.0 -13.8 -11.1 -13.0 -7.2 -8.2 -12.5 -20.0 -15.2 -13.9 -13.9 -10.3 -14.6 -14.8 3.9 0.4 -3.3 -10.0 -14.9 -5.0 -15.3 OJ -6.1 -20.0 -20.0 -8.2 -3.5 -10.4 -3.8 -9.9 -5.5 2.4 -6.4 -2.9 -6.2 -5.1 -6.4 -6.2 2.7 -4.0 -1.3 -12.5 -12.5 -2.8 -10.5 -8.5 -20.0 -10.8 0.5 -9.7 -3.6 -7.5 -8.5 11.3 2.5 -8.3 -13.7 -5.8 -12.7 -16.3 -4.5 -15.0 PALLAD -1.9 2.0 11.2 8.9 0.8 14.0 2.6 14.2 4.3 6.7 5.3 6.5 5.2 -3.8 2.8 -3.2 -3.0 -3.0 -3.0 6.8 9.5 5.2 8.6 4.8 15.7 8.0 2.5 13.0 2.1 13.3 3.0 5.4 -1.3 -2.1 2.3 -1.3 -1.3 -11.8 -20.0 -19.7 PLAT 6.3 2.3 6.6 11.2 1.0 17.6 3.3 17.9 5.4 7.4 10.5 9.7 10.3 1.3 6.2 -5.0 -3.7 -4.1 -3.7 11.3 16.3 12.1 18.8 11.5 0.8 5.5 -0.4 14.5 0.6 19.5 0.9 4.2 -3.6 -3.6 -10.6 -8.0 20.0 10.1 -17.3 -11.9 REDWHEAT -2.3 17.5 5.4 -20.0 -11.1 -20.0 -12.1 -20.0 -17.3 -9.1 -15.1 -9.1 -19.2 2.0 -0.5 -12.1 -16.1 -15.2 -16.4 -2.0 -9.7 -2.1 -18.9 -0.8 6.5 1.8 -4.2 -4.1 -0.7 -12.4 1.8 -18.3 5.0 9.0 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 7.8 6.4 -20.0 -11.0 -4.7 -13.8 -5.1 -13.3 -7.3 2.3 -9.4 -4.6 -9.4 -7.2 -9.0 -20.0 -12.6 -20.0 -18.5 -12.5 -16.5 -3.4 -17.1 -7.4 -0.1 -11.3 1.1 -14.3 -2.8 -15.3 -6.8 -17.4 -5.9 1.5 -10.1 -13.1 -7.1 -13.6 3.4 -12.2 ROBUSTA -8.3 -0.9 11.4 -11.7 -5.0 -14.8 -5.5 -14.2 -7.8 -8.6 2.0 -4.9 0.1 -2.8 2.8 11.1 12.6 9.7 10.8 0.5 2.0 -8.8 1.8 -4.6 -20.0 -0.0 -9.6 1.4 -7.5 1.7 -4.2 20.0 -12.3 -5.0 3.6 20.0 -2.6 19.5 10.2 20.0 RUSSELL 3.8 -6.8 6.4 3.2 6.3 6.4 6.1 7.4 2.6 8.7 11.4 11.4 9.8 8.2 8.2 -4.4 -5.3 -4.8 -4.9 5.4 7.5 12.2 7.6 8.1 5.7 3.2 7.1 6.0 8.8 6.4 4.9 0.6 3.0 4.8 -1.2 3.8 -8.1 -20.0 -13.1 -20.0 SHATZ -7.0 -5.5 -8.1 -4.7 -20.0 -0.6 -20.0 -1.7 -12.8 -17.2 -16.2 -17.7 -5.4 -18.1 -16.6 -18.1 -16.7 -14.4 -14.7 -12.5 -10.1 -20.0 -7.2 -17.2 9.1 -14.7 -20.0 -10.3 -20.0 -6.5 -20.0 -20.0 -20.0 -15.5 -11.6 -14.2 13.4 20.0 19.4 20.0 SILVER-mini 20.0 13.0 9.0 11.4 1.1 17.9 3.4 18.2 5.5 10.7 13.1 12.5 13.0 12.3 12.9 -5.1 -6.4 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -9.7 20.0 4.4 20.0 11.5 20.0 16.3 -0.2 17.4 20.0 20.0 20.0 5.9 20.0 -6.1 -0.7 SMI 13.2 7.1 11.6 4.7 9.4 9.5 9.1 10.9 3.9 15.4 16.4 18.5 12.1 18.4 17.5 6.3 4.0 5.6 4.5 20.0 15.9 19.3 11.8 20.0 11.4 20.0 12.8 15.1 20.0 9.5 20.0 16.5 -1.2 20.0 20.0 12.9 8.5 20.0 11.0 20.0 SOFR 0.5 -9.1 -2.5 -5.3 -20.0 -0.6 -20.0 -1.9 -14.6 -19.4 12.2 -12.9 15.4 -7.2 -5.1 7.4 5.8 7.3 6.9 -0.6 6.8 -15.7 11.9 -6.3 -20.0 1.1 -20.0 7.5 -14.0 11.6 -4.0 5.0 3.7 18.6 4.1 7.9 -7.4 -15.7 -6.6 -20.0 SOYBEAN -1.6 15.2 11.4 -20.0 -11.9 -20.0 -13.0 -20.0 -18.7 -20.0 16.8 -10.2 4.3 14.3 17.2 0.7 -5.2 -1.9 -4.5 14.9 12.5 -9.4 2.0 6.2 -7.5 18.5 -20.0 19.6 -15.0 7.7 4.1 0.9 -20.0 15.2 20.0 20.0 -19.5 -6.5 -19.8 -2.7 SOYMEAL -10.8 20.0 20.0 -15.8 -6.8 -20.0 -7.4 -19.1 -10.6 -11.8 3.7 -12.3 -7.1 4.3 6.0 -11.4 -15.2 -14.2 -15.8 7.7 5.2 -10.1 -2.8 -0.4 -11.5 13.8 -9.5 10.2 -7.0 -0.0 4.3 -17.3 -15.2 4.0 20.0 20.0 -16.2 -20.0 -7.2 -20.0 SOYOIL 10.0 0.9 -8.2 -20.0 -11.6 -20.0 -12.6 -20.0 -18.2 -4.6 -0.1 3.6 9.1 10.9 -7.4 -8.7 -5.1 -8.1 -6.7 2.1 1.3 2.8 6.6 6.7 -19.2 -1.9 -14.9 -0.6 -6.7 3.2 -1.5 0.1 -7.1 20.0 12.1 14.5 -20.0 -17.8 -20.0 -19.4 SP400 6.1 -3.0 -0.1 3.5 7.0 7.1 6.8 8.1 2.9 6.9 11.5 12.8 6.4 10.2 4.9 -5.5 -5.9 -5.7 -5.7 3.2 3.4 10.3 4.1 7.4 0.8 0.0 4.1 0.4 7.2 1.1 3.8 -0.6 -2.0 4.3 -2.0 -8.5 -7.8 -20.0 -11.0 -20.0 SP500_micro -3.9 -3.4 -1.2 3.9 7.8 7.9 7.6 9.1 3.3 7.3 15.2 13.4 15.3 8.1 9.8 -8.4 -9.5 -9.1 -9.2 9.1 15.0 9.5 18.4 8.0 -16.3 3.2 2.0 8.3 4.7 11.1 2.4 -6.6 -4.6 -1.2 -1.9 1.8 -3.5 -20.0 -4.3 -20.0 SUGAR11 14.1 -6.9 -10.3 -17.1 -7.3 -20.0 -8.0 -20.0 -11.5 -4.8 -12.8 5.3 -13.6 -4.7 -9.9 19.5 9.9 13.7 8.8 -9.9 -15.7 1.4 -16.4 -1.6 -18.8 -11.5 0.6 -17.0 1.7 -16.4 -2.2 20.0 0.1 20.0 -9.9 -0.4 -14.0 -19.9 -6.1 -15.9 US10 -1.4 -7.7 5.1 -4.2 -20.0 -0.5 -20.0 -1.5 -11.6 -15.4 12.1 -10.4 5.3 -5.5 5.5 2.2 0.3 2.1 1.6 1.5 6.2 -10.6 6.6 -3.7 -7.4 3.3 -18.8 8.5 -8.7 9.5 -1.6 -4.1 7.7 14.7 5.0 11.5 -19.0 -20.0 -11.5 -20.0 US10U -2.4 -6.5 8.6 -5.9 -20.0 -0.7 -20.0 -2.1 -16.1 -20.0 17.1 -13.6 3.5 -7.7 10.0 0.9 -0.9 0.8 0.1 3.6 9.6 -13.4 8.1 -4.1 -13.3 7.1 -20.0 15.5 -13.0 14.9 -2.2 -6.7 12.2 19.5 8.0 20.0 -8.5 -12.9 -9.3 -20.0 US2 -1.5 -9.2 1.2 -4.3 -20.0 -0.5 -20.0 -1.6 -11.9 -15.7 0.4 -11.8 -3.0 -12.2 -6.1 -12.4 -15.1 -12.8 -13.1 -3.6 0.5 -11.3 1.5 -7.0 17.5 -3.0 -17.2 1.9 -10.7 4.8 -6.5 -20.0 4.6 9.6 -2.8 3.1 -18.1 -10.5 -20.0 -20.0 US20 -7.0 -8.5 10.4 -4.0 -20.0 -0.5 -20.0 -1.5 -11.0 -14.8 8.9 -13.4 -3.7 -12.2 3.8 3.7 3.1 3.9 3.8 -0.2 4.6 -12.4 2.7 -6.8 -9.1 1.3 -19.3 7.9 -12.5 6.8 -6.6 0.0 6.0 7.2 1.3 12.7 1.3 13.4 -2.0 -16.7 US30 -7.9 -7.3 10.2 -4.6 -20.0 -0.6 -20.0 -1.7 -12.7 -17.1 6.0 -16.4 -8.5 -16.3 2.4 1.3 -2.0 0.1 -1.0 -1.8 2.7 -13.4 -0.6 -8.7 -5.3 -0.5 -20.0 6.6 -14.4 4.0 -9.2 -8.6 10.6 6.0 0.5 11.4 1.1 8.1 -0.3 -14.9 US5 -0.4 -7.5 1.8 -4.4 -20.0 -0.5 -20.0 -1.6 -12.0 -16.0 10.5 -11.1 5.3 -6.8 1.2 -1.5 -3.2 -1.8 -2.1 0.0 4.6 -11.3 6.0 -4.5 -2.7 1.3 -19.9 6.3 -10.3 8.7 -3.2 -10.3 5.1 13.9 3.4 8.0 -19.9 -16.8 -19.9 -20.0 VIX -6.6 -0.0 -5.9 -6.0 -9.0 -5.4 -15.0 -2.4 -10.5 -14.3 -20.0 -20.0 -12.2 -19.8 -18.0 -20.0 -20.0 -20.0 -20.0 -9.6 -7.9 -19.0 -5.6 -15.6 NaN -6.4 -9.0 -5.6 -16.9 -2.7 -12.4 NaN NaN NaN NaN NaN -5.4 -20.0 NaN NaN WHEAT -8.1 12.9 4.5 -20.0 -11.2 -20.0 -12.2 -20.0 -17.6 -18.4 -17.1 -20.0 -20.0 -8.5 -7.4 -15.1 -18.0 -16.7 -17.4 -6.4 -10.5 -10.3 -17.6 -8.5 10.7 -3.1 -8.4 -4.6 -9.9 -10.3 -7.1 -20.0 -4.7 1.1 16.1 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3