******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251209_203840 produced at 2025-12-09 21:35:25.926473 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.05 0.0 0.00 0.00 0.00 0.00 -47.21 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.29 0.0 0.00 0.00 0.00 0.00 -10.49 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 -5.23 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.31 0.0 999.00 -999.00 -0.23 -0.25 -29.90 999999999.0 -22 -24 caleb_strategy_v3 US2 False True 0.11 0.00 -0.21 0.0 0.00 0.00 0.00 0.00 -2.03 13.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.13 0.0 1.04 -1.04 -0.16 -0.32 -1.60 13.0 -2 -4 caleb_strategy_v3 JPY False False 0.04 -0.16 -0.10 0.0 0.70 -0.70 -0.16 -0.20 -2.51 17.0 -4 -5 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -19.04 59.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.08 0.0 1.39 -1.39 0.00 0.00 -1.38 25.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.18 -0.18 -0.08 -0.08 -4.73 11.0 -5 -5 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.07 0.0 1.45 -1.45 0.00 0.00 -0.50 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.06 0.0 0.15 -0.15 0.00 0.00 -2.05 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 -6.27 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 -5.60 3.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.01 4.0 -3 -3 caleb_strategy_v3 US10 False False 0.06 0.00 -0.04 0.0 0.97 -0.97 0.00 0.00 -0.68 17.0 0 0 caleb_strategy_v3 BUND False False 0.08 -0.23 -0.04 0.0 0.76 -0.76 -0.23 -0.23 -0.56 10.0 -3 -3 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.03 0.0 1.31 -1.31 0.00 0.00 -0.50 19.0 0 0 caleb_strategy_v3 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.43 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.02 -0.03 0.0 0.15 -0.15 -0.02 -0.03 -3.95 18.0 -2 -4 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.63 12.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.06 -0.02 0.0 0.78 -0.78 -0.06 -0.03 -0.66 26.0 -2 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.24 -0.24 0.00 0.00 -4.72 51.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.02 0.0 0.16 -0.16 -0.06 -0.06 -1.00 10.0 -4 -4 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.63 23.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.26 8.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.49 3.0 -2 -2 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.70 9.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.02 0.0 0.76 -0.76 0.00 0.00 -0.40 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 -0.18 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 0.00 -0.01 0.0 0.36 -0.36 0.00 -0.18 -0.20 6.0 0 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 -0.04 -0.21 999999999.0 0 -1 caleb_strategy_v3 CAD False False 0.04 -0.11 -0.01 0.0 1.07 -1.07 -0.11 -0.07 -0.16 29.0 -3 -2 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.05 -0.76 9.0 -1 -3 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.21 7.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.04 -0.01 0.0 0.81 -0.81 -0.04 -0.01 -0.49 66.0 -3 -1 caleb_strategy_v3 SP500_micro False True 0.02 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.75 48.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.48 -0.48 0.00 0.00 -0.05 23.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.05 -0.00 0.0 0.14 -0.14 0.05 0.00 -0.09 3.0 1 0 caleb_strategy_v3 SP400 False True 0.17 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.01 2.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 -0.00 0.0 0.79 -0.79 -0.05 -0.05 -0.07 17.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 2.58 26.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.03 0.01 0.0 0.00 -0.03 -0.03 -0.03 0.70 58.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.42 -0.42 0.07 0.07 0.10 6.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.67 -0.67 0.00 0.00 0.13 8.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.13 -0.13 0.03 0.00 0.67 4.0 1 0 caleb_strategy_v3 DX False False 0.05 0.05 0.02 0.0 999.00 -999.00 0.05 0.05 0.36 999999999.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.44 -0.44 0.00 0.01 2.80 68.0 0 2 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.16 -0.16 0.00 0.00 0.25 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.02 0.0 1.21 -1.21 0.00 0.00 0.81 56.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.71 -0.71 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.03 0.0 1.04 -1.04 0.00 0.00 0.45 14.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.43 -0.43 0.00 0.00 0.74 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 1.66 13.0 2 2 caleb_strategy_v3 NZD False False 0.03 -0.03 0.04 0.0 0.62 -0.62 -0.03 0.00 1.22 21.0 -1 0 caleb_strategy_v3 GBP False False 0.04 0.13 0.05 0.0 0.93 -0.93 0.13 0.13 1.20 22.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.08 0.16 0.06 0.0 999.00 -999.00 0.16 0.23 0.71 999999999.0 2 3 caleb_strategy_v3 OAT False False 0.07 0.21 0.07 0.0 0.71 -0.71 0.21 0.14 0.94 10.0 3 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.64 12.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.24 0.09 0.0 0.24 0.00 0.24 0.20 2.74 20.0 7 6 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.64 -0.64 0.00 0.00 3.86 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.12 0.14 0.0 0.60 -0.60 0.12 0.15 8.36 36.0 7 9 caleb_strategy_v3 COPPER False False 0.07 0.27 0.15 0.0 999.00 -999.00 0.27 0.27 2.24 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 2.16 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.44 0.67 0.0 0.83 -0.83 0.44 0.44 48.37 60.0 32 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 23.4 Shocked risk 66.5 Sum abs risk 59.4 Leverage 7.29 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1965187.87, 'annual_cash_vol_target': 491296.9675, 'daily_cash_vol_target': 30706.06046875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6640 0.5001 8.0018 BITCOIN 2479.7287 94210.0000 2.6321 42.1141 BOBL 0.1873 115.9800 0.1615 2.5835 BTP 0.4213 119.6800 0.3520 5.6319 BUND 0.3685 127.4700 0.2891 4.6250 BUXL 0.7971 110.3600 0.7223 11.5569 CAC 55.5965 8040.5000 0.6915 11.0633 CAD 0.0028 0.7254 0.3808 6.0931 CANOLA 6.4161 633.3000 1.0131 16.2100 CHF 0.0049 1.2540 0.3924 6.2779 COCOA 126.2362 5877.0000 2.1480 34.3675 COFFEE 6.4131 367.6000 1.7446 27.9135 COPPER 0.0660 5.3335 1.2371 19.7935 CORN 3.9002 466.0000 0.8370 13.3914 COTTON2 0.6325 63.8700 0.9902 15.8436 CRUDE_W 0.7949 57.9600 1.3715 21.9433 DAX 172.4588 24158.0000 0.7139 11.4221 DOW 315.1297 48044.0000 0.6559 10.4947 DX 0.3246 98.8450 0.3284 5.2538 EUR 0.0039 1.1684 0.3366 5.3850 EURIBOR-ICE 0.0383 97.5750 0.0392 0.6272 EUROSTX 41.4345 5716.0000 0.7249 11.5982 FEEDCOW 4.0744 330.0750 1.2344 19.7503 GASOIL 11.9075 635.2500 1.8745 29.9914 GASOLINE 0.0295 1.8160 1.6248 25.9971 GAS_US_mini 0.1519 4.2450 3.5782 57.2507 GBP 0.0060 1.3299 0.4498 7.1974 GOLD_micro 36.8985 4241.1000 0.8700 13.9203 HEATOIL 0.0422 2.2194 1.9014 30.4226 JGB-SGX-mini 0.1908 133.4800 0.1429 2.2869 JPY 0.0000 0.0064 0.5583 8.9322 LEANHOG 1.1659 86.6750 1.3451 21.5218 LIVECOW 2.6873 226.9750 1.1839 18.9431 LUMBER-new 7.7165 578.5000 1.3339 21.3420 MXP 0.0003 0.0544 0.5171 8.2730 NASDAQ_micro 215.9603 25699.7500 0.8403 13.4451 NIKKEI 564.8648 50895.0000 1.1099 17.7578 NZD 0.0033 0.5782 0.5676 9.0814 OAT 0.3741 120.4800 0.3105 4.9680 OATIES 4.7723 300.0000 1.5908 25.4522 OJ 5.5681 157.8000 3.5286 56.4573 PALLAD 33.2888 1545.0000 2.1546 34.4738 PLAT 25.6147 1707.6000 1.5000 24.0007 REDWHEAT 7.7237 538.0000 1.4356 22.9700 RICE 0.1488 10.3800 1.4340 22.9433 ROBUSTA 77.2485 4103.0000 1.8827 30.1237 RUSSELL 28.1023 2556.5000 1.0992 17.5880 SHATZ 0.0545 106.7100 0.0511 0.8173 SILVER-mini 0.9623 61.1625 1.5734 25.1747 SMI 78.0784 12910.0000 0.6048 9.6766 SOFR 0.0481 96.5950 0.0498 0.7970 SOYBEAN 8.3878 1094.0000 0.7667 12.2673 SOYMEAL 4.1739 312.0000 1.3378 21.4048 SOYOIL 0.5774 51.8700 1.1131 17.8101 SP400 29.0248 3319.0000 0.8745 13.9921 SP500_micro 44.7341 6855.7500 0.6525 10.4401 SUGAR11 0.2227 14.3000 1.5573 24.9168 US10 0.3124 112.1094 0.2786 4.4580 US10U 0.4087 114.6562 0.3565 5.7038 US2 0.0755 104.1602 0.0725 1.1594 US20 0.6224 115.1875 0.5404 8.6461 US30 0.8889 118.3438 0.7511 12.0174 US5 0.2045 108.9453 0.1877 3.0030 VIX 0.4821 20.3500 2.3692 37.9071 WHEAT 6.9972 578.0000 1.2106 19.3694 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 664.05 0.50 332.10 1.00 332.10 30706.06 92.46 16.06 148.54 BITCOIN 94.21 2.63 247.97 1.00 247.97 30706.06 123.83 -14.18 -175.54 BOBL 1159.80 0.16 187.27 1.17 218.41 30706.06 140.59 -3.48 -48.99 BTP 1196.80 0.35 421.27 1.17 491.32 30706.06 62.50 1.34 8.39 BUND 1274.70 0.29 368.47 1.17 429.75 30706.06 71.45 -7.75 -55.38 BUXL 1103.60 0.72 797.14 1.17 929.70 30706.06 33.03 -12.69 -41.91 CAC 804.05 0.69 555.97 1.17 648.42 30706.06 47.36 10.12 47.91 CAD 725.45 0.38 276.27 1.00 276.27 30706.06 111.15 -0.57 -6.29 CANOLA 126.66 1.01 128.32 0.72 92.85 30706.06 330.69 -5.86 -193.68 CHF 1567.50 0.39 615.04 1.00 615.04 30706.06 49.93 -12.34 -61.59 COCOA 587.70 2.15 1262.36 1.00 1262.36 30706.06 24.32 -11.20 -27.24 COFFEE 1378.50 1.74 2404.92 1.00 2404.92 30706.06 12.77 5.87 7.49 COPPER 1333.38 1.24 1649.51 1.00 1649.51 30706.06 18.62 11.12 20.70 CORN 233.00 0.84 195.01 1.00 195.01 30706.06 157.46 -4.24 -66.74 COTTON2 319.35 0.99 316.23 1.00 316.23 30706.06 97.10 -20.00 -194.20 CRUDE_W 579.60 1.37 794.90 1.00 794.90 30706.06 38.63 -4.90 -18.93 DAX 241.58 0.71 172.46 1.17 201.14 30706.06 152.66 1.35 20.57 DOW 240.22 0.66 157.56 1.00 157.56 30706.06 194.88 -1.09 -21.20 DX 988.45 0.33 324.57 1.00 324.57 30706.06 94.60 1.48 13.99 EUR 1460.56 0.34 491.57 1.00 491.57 30706.06 62.47 2.79 17.40 EURIBOR-ICE 2439.38 0.04 95.63 1.17 111.53 30706.06 275.32 -0.53 -14.58 EUROSTX 571.60 0.72 414.34 1.17 483.25 30706.06 63.54 12.62 80.17 FEEDCOW 1650.38 1.23 2037.21 1.00 2037.21 30706.06 15.07 2.60 3.92 GASOIL 635.25 1.87 1190.75 1.00 1190.75 30706.06 25.79 5.99 15.44 GASOLINE 762.72 1.62 1239.28 1.00 1239.28 30706.06 24.78 -1.95 -4.83 GAS_US_mini 106.12 3.58 379.73 1.00 379.73 30706.06 80.86 2.94 23.79 GBP 831.19 0.45 373.90 1.00 373.90 30706.06 82.12 5.62 46.12 GOLD_micro 424.11 0.87 368.98 1.00 368.98 30706.06 83.22 2.84 23.59 HEATOIL 932.15 1.90 1772.40 1.00 1772.40 30706.06 17.32 -1.23 -2.13 JGB-SGX-mini 133480.00 0.14 19078.38 0.01 122.89 30706.06 249.86 -17.42 -435.37 JPY 804.19 0.56 448.95 1.00 448.95 30706.06 68.40 -14.15 -96.79 LEANHOG 346.70 1.35 466.35 1.00 466.35 30706.06 65.84 4.14 27.26 LIVECOW 907.90 1.18 1074.90 1.00 1074.90 30706.06 28.57 -0.75 -2.13 LUMBER-new 159.09 1.33 212.20 1.00 212.20 30706.06 144.70 -15.88 -229.82 MXP 272.15 0.52 140.72 1.00 140.72 30706.06 218.21 15.08 329.06 NASDAQ_micro 514.00 0.84 431.92 1.00 431.92 30706.06 71.09 -3.81 -27.10 NIKKEI 50895.00 1.11 56486.48 0.01 363.85 30706.06 84.39 9.14 77.11 NZD 578.15 0.57 328.15 1.00 328.15 30706.06 93.57 5.03 47.10 OAT 1204.80 0.31 374.09 1.17 436.30 30706.06 70.38 3.93 27.66 OATIES 150.00 1.59 238.61 1.00 238.61 30706.06 128.68 -20.00 -257.37 OJ 236.70 3.53 835.22 1.00 835.22 30706.06 36.76 -16.64 -61.18 PALLAD 1545.00 2.15 3328.88 1.00 3328.88 30706.06 9.22 7.99 7.37 PLAT 853.80 1.50 1280.74 1.00 1280.74 30706.06 23.98 9.01 21.61 REDWHEAT 269.00 1.44 386.18 1.00 386.18 30706.06 79.51 -11.89 -94.58 RICE 207.60 1.43 297.69 1.00 297.69 30706.06 103.15 -15.95 -164.53 ROBUSTA 410.30 1.88 772.48 1.00 772.48 30706.06 39.75 -1.01 -4.00 RUSSELL 127.82 1.10 140.51 1.00 140.51 30706.06 218.53 3.86 84.26 SHATZ 1067.10 0.05 54.51 1.17 63.57 30706.06 483.01 -10.66 -514.74 SILVER-mini 1529.06 1.57 2405.86 1.00 2405.86 30706.06 12.76 16.26 20.75 SMI 1291.00 0.60 780.78 1.24 971.91 30706.06 31.59 20.00 63.19 SOFR 2414.88 0.05 120.29 1.00 120.29 30706.06 255.26 -6.75 -172.37 SOYBEAN 547.00 0.77 419.39 1.00 419.39 30706.06 73.22 -3.09 -22.62 SOYMEAL 312.00 1.34 417.39 1.00 417.39 30706.06 73.57 -11.16 -82.13 SOYOIL 311.22 1.11 346.43 1.00 346.43 30706.06 88.64 -12.06 -106.88 SP400 3319.00 0.87 2902.48 1.00 2902.48 30706.06 10.58 -0.32 -0.34 SP500_micro 342.79 0.65 223.67 1.00 223.67 30706.06 137.28 -2.33 -32.05 SUGAR11 160.16 1.56 249.42 1.00 249.42 30706.06 123.11 -13.17 -162.13 US10 1121.09 0.28 312.36 1.00 312.36 30706.06 98.30 -5.49 -53.97 US10U 1146.56 0.36 408.74 1.00 408.74 30706.06 75.12 -4.22 -31.69 US2 2083.20 0.07 150.96 1.00 150.96 30706.06 203.41 -7.85 -159.72 US20 1151.88 0.54 622.45 1.00 622.45 30706.06 49.33 -2.88 -14.21 US30 1183.44 0.75 888.86 1.00 888.86 30706.06 34.55 -4.64 -16.04 US5 1089.45 0.19 204.48 1.00 204.48 30706.06 150.17 -7.26 -109.10 VIX 203.50 2.37 482.13 1.00 482.13 30706.06 63.69 -18.99 -120.96 WHEAT 289.00 1.21 349.86 1.00 349.86 30706.06 87.77 -14.57 -127.88 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 148.535 0.010 2.5 3.859 BITCOIN -175.542 0.043 2.5 -19.036 BOBL -48.992 0.004 2.5 -0.498 BTP 8.387 0.014 2.5 0.286 BUND -55.375 0.004 2.5 -0.562 BUXL -41.912 0.004 2.5 -0.426 CAC 47.906 0.014 2.5 1.636 CAD -6.287 0.010 2.5 -0.163 CANOLA -193.680 0.010 2.5 -4.719 CHF -61.587 0.010 2.5 -1.600 COCOA -27.243 0.010 2.5 -0.664 COFFEE 7.490 0.005 2.5 0.099 COPPER 20.698 0.043 2.5 2.245 CORN -66.737 0.010 2.5 -1.626 COTTON2 -194.201 0.010 2.5 -4.731 CRUDE_W -18.934 0.043 2.5 -2.053 DAX 20.567 0.014 2.5 0.703 DOW -21.204 0.009 2.5 -0.493 DX 13.987 0.010 2.5 0.363 EUR 17.398 0.010 2.5 0.452 EURIBOR-ICE -14.584 0.014 2.5 -0.498 EUROSTX 80.174 0.014 2.5 2.738 FEEDCOW 3.920 0.013 2.5 0.130 GASOIL 15.436 0.017 2.5 0.670 GASOLINE -4.827 0.017 2.5 -0.210 GAS_US_mini 23.791 0.043 2.5 2.580 GBP 46.122 0.010 2.5 1.198 GOLD_micro 23.593 0.014 2.5 0.806 HEATOIL -2.127 0.017 2.5 -0.092 JGB-SGX-mini -435.369 0.043 2.5 -47.211 JPY -96.790 0.010 2.5 -2.515 LEANHOG 27.263 0.024 2.5 1.659 LIVECOW -2.132 0.013 2.5 -0.071 LUMBER-new -229.818 0.010 2.5 -5.599 MXP 329.061 0.059 2.5 48.365 NASDAQ_micro -27.095 0.009 2.5 -0.631 NIKKEI 77.107 0.043 2.5 8.361 NZD 47.100 0.010 2.5 1.224 OAT 27.662 0.014 2.5 0.945 OATIES -257.369 0.010 2.5 -6.270 OJ -61.185 0.010 2.5 -1.491 PALLAD 7.373 0.014 2.5 0.252 PLAT 21.612 0.014 2.5 0.738 REDWHEAT -94.577 0.005 2.5 -1.256 RICE -164.533 0.010 2.5 -4.008 ROBUSTA -3.996 0.005 2.5 -0.053 RUSSELL 84.262 0.013 2.5 2.796 SHATZ -514.743 0.004 2.5 -5.227 SILVER-mini 20.749 0.014 2.5 0.709 SMI 63.187 0.014 2.5 2.158 SOFR -172.370 0.024 2.5 -10.490 SOYBEAN -22.624 0.004 2.5 -0.211 SOYMEAL -82.129 0.004 2.5 -0.765 SOYOIL -106.883 0.004 2.5 -0.996 SP400 -0.337 0.013 2.5 -0.011 SP500_micro -32.046 0.009 2.5 -0.746 SUGAR11 -162.133 0.010 2.5 -3.950 US10 -53.967 0.005 2.5 -0.685 US10U -31.685 0.005 2.5 -0.402 US2 -159.724 0.005 2.5 -2.027 US20 -14.214 0.005 2.5 -0.180 US30 -16.035 0.005 2.5 -0.203 US5 -109.097 0.005 2.5 -1.384 VIX -120.958 0.099 2.5 -29.900 WHEAT -127.881 0.005 2.5 -1.699 ===================== Position diags ===================== AUD 2.40 BITCOIN 13.43 BOBL 1.43 BTP 2.13 BUND 0.73 BUXL 0.34 CAC 1.62 CAD 2.89 CANOLA 8.06 CHF 1.30 COCOA 0.59 COFFEE 0.17 COPPER 2.02 CORN 3.84 COTTON2 2.37 CRUDE_W 4.19 DAX 5.21 DOW 4.54 DX 2.46 EUR 1.62 EURIBOR-ICE 9.40 EUROSTX 2.17 FEEDCOW 0.50 GASOIL 1.12 GASOLINE 1.08 GAS_US_mini 8.77 GBP 2.13 GOLD_micro 2.84 HEATOIL 0.75 JGB-SGX-mini 27.10 JPY 1.78 LEANHOG 4.01 LIVECOW 0.95 LUMBER-new 3.53 MXP 32.07 NASDAQ_micro 1.65 NIKKEI 9.15 NZD 2.43 OAT 2.40 OATIES 3.14 OJ 0.90 PALLAD 0.32 PLAT 0.82 REDWHEAT 1.06 RICE 2.51 ROBUSTA 0.53 RUSSELL 7.25 SHATZ 4.90 SILVER-mini 0.44 SMI 1.08 SOFR 15.54 SOYBEAN 0.68 SOYMEAL 0.69 SOYOIL 0.83 SP400 0.35 SP500_micro 3.19 SUGAR11 3.00 US10 1.25 US10U 0.95 US2 2.58 US20 0.63 US30 0.44 US5 1.91 VIX 15.74 WHEAT 1.17 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.6 4.1 0.0 0 BITCOIN -19.0 -20.4 -17.7 0.0 0 BOBL -0.5 -0.6 -0.4 0.0 0 BTP 0.3 0.1 0.5 0.0 0 BUND -0.6 -0.6 -0.5 -3.0 -3 BUXL -0.4 -0.5 -0.4 -3.0 -3 CAC 1.6 1.5 1.8 0.0 0 CAD -0.2 -0.5 0.1 -3.0 -3 CANOLA -4.7 -5.5 -3.9 0.0 0 CHF -1.6 -1.7 -1.5 -2.0 -2 COCOA -0.7 -0.7 -0.6 -2.0 -2 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 2.2 2.0 2.4 4.0 4 CORN -1.6 -2.0 -1.2 0.0 0 COTTON2 -4.7 -5.0 -4.5 -5.0 -5 CRUDE_W -2.1 -2.5 -1.6 0.0 0 DAX 0.7 0.2 1.2 -2.0 -2 DOW -0.5 -0.9 -0.0 -3.0 -3 DX 0.4 0.1 0.6 1.0 1 EUR 0.5 0.3 0.6 0.0 0 EURIBOR-ICE -0.5 -1.4 0.4 0.0 0 EUROSTX 2.7 2.5 3.0 7.0 7 FEEDCOW 0.1 0.1 0.2 0.0 0 GASOIL 0.7 0.6 0.8 1.0 1 GASOLINE -0.2 -0.3 -0.1 0.0 0 GAS_US_mini 2.6 1.7 3.5 0.0 0 GBP 1.2 1.0 1.4 3.0 3 GOLD_micro 0.8 0.5 1.1 0.0 0 HEATOIL -0.1 -0.2 -0.0 1.0 1 JGB-SGX-mini -47.2 -49.9 -44.5 0.0 0 JPY -2.5 -2.7 -2.3 -4.0 -4 LEANHOG 1.7 1.3 2.1 2.0 2 LIVECOW -0.1 -0.2 0.0 -1.0 -1 LUMBER-new -5.6 -6.0 -5.2 0.0 0 MXP 48.4 45.2 51.6 32.0 32 NASDAQ_micro -0.6 -0.8 -0.5 0.0 0 NIKKEI 8.4 7.4 9.3 7.0 7 NZD 1.2 1.0 1.5 -1.0 -1 OAT 0.9 0.7 1.2 3.0 3 OATIES -6.3 -6.6 -6.0 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.3 0.2 0.3 0.0 0 PLAT 0.7 0.7 0.8 0.0 0 REDWHEAT -1.3 -1.4 -1.2 -3.0 -3 RICE -4.0 -4.3 -3.8 -3.0 -3 ROBUSTA -0.1 -0.1 -0.0 0.0 0 RUSSELL 2.8 2.1 3.5 0.0 0 SHATZ -5.2 -5.7 -4.7 NaN 0 SILVER-mini 0.7 0.7 0.8 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -10.5 -12.0 -8.9 NaN 0 SOYBEAN -0.2 -0.3 -0.1 0.0 0 SOYMEAL -0.8 -0.8 -0.7 -1.0 -1 SOYOIL -1.0 -1.1 -0.9 -4.0 -4 SP400 -0.0 -0.0 0.0 0.0 0 SP500_micro -0.7 -1.1 -0.4 0.0 0 SUGAR11 -4.0 -4.2 -3.7 -2.0 -2 US10 -0.7 -0.8 -0.6 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -2.0 -2.3 -1.8 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.2 -0.2 0.0 0 US5 -1.4 -1.6 -1.2 0.0 0 VIX -29.9 -31.5 -28.3 -22.0 -22 WHEAT -1.7 -1.8 -1.6 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 0.3 -0.0 0.0 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.2 0.3 0.2 0.1 0.2 -0.0 -0.0 -0.0 -0.0 -0.0 0.1 0.0 0.2 0.1 0.2 2.2 0.0 0.2 0.1 0.2 0.0 0.2 0.2 0.5 0.5 0.5 0.4 0.3 0.7 0.4 0.7 BITCOIN -0.3 -0.6 -0.6 0.1 0.1 0.5 0.1 0.7 0.1 0.1 -0.2 -0.1 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.0 -0.0 -0.2 -2.7 -0.2 0.1 -0.3 -0.0 -0.0 -0.2 -0.0 0.0 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.5 BOBL -0.4 -0.3 -0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 0.0 0.2 0.4 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 0.4 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 0.8 -0.5 -0.6 -0.4 -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 0.2 -0.2 0.5 -0.2 0.5 0.1 -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 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.5 -0.6 -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 -0.2 -0.1 -0.2 -0.5 -0.2 -0.0 -0.2 -0.2 -0.4 -0.2 -0.6 -0.2 0.0 -0.1 -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 0.1 -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 0.7 0.0 -0.1 0.2 -0.0 0.1 0.0 0.3 -0.4 0.0 0.1 -0.2 0.5 0.7 0.4 0.7 CAD 0.5 0.2 -0.3 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.1 -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 -0.3 -0.7 -0.7 -0.6 -0.7 CANOLA -0.2 0.3 -0.4 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.3 -0.1 -0.0 -0.1 -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 -0.2 -0.8 -0.5 -0.2 0.2 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 0.0 -0.1 -0.1 0.1 -0.2 0.4 -0.2 -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 -0.2 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA -0.0 -0.3 -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 0.1 -0.2 -0.0 -2.7 -0.1 0.1 -0.3 0.0 -0.1 -0.1 1.0 0.2 -0.4 -0.2 -0.3 -0.3 -0.0 -0.0 0.1 COFFEE -0.3 -0.2 0.3 -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 0.3 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 -0.4 -0.2 0.4 0.6 0.6 0.5 0.7 0.7 COPPER 0.3 0.3 0.3 0.1 0.1 0.5 0.1 0.7 0.1 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.2 -0.7 0.1 0.0 0.2 0.1 0.4 0.1 0.0 0.2 0.3 0.1 -0.5 0.7 0.5 0.7 0.7 CORN -0.1 0.3 0.2 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.0 -0.1 -0.1 -0.4 0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.3 0.0 1.3 0.0 0.0 0.1 -0.0 -0.2 -0.0 -1.1 0.2 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 -0.1 -0.5 -0.2 -0.7 -0.2 -0.9 -0.1 -0.1 -0.1 0.3 -0.2 -0.4 -0.1 -0.4 CRUDE_W -0.1 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.3 -0.1 -0.5 -0.1 -0.2 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.0 -0.3 -0.1 1.0 -0.2 -0.1 -0.4 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 -0.6 0.7 0.7 0.3 0.7 DAX -0.1 -0.4 -0.5 0.1 0.1 0.2 0.1 0.4 0.1 0.1 0.2 0.1 0.5 0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.3 0.0 -1.4 -0.0 0.1 -0.1 0.1 0.2 0.0 -0.1 0.2 0.1 -0.4 -0.6 0.2 0.7 0.2 0.7 DOW -0.0 -0.0 0.2 0.0 0.1 0.2 0.1 0.3 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.4 0.1 0.0 0.2 0.1 0.3 0.1 -0.2 -0.1 0.0 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 -0.0 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 -0.0 0.2 -0.1 -0.1 -0.0 0.9 -0.5 -0.2 0.6 0.6 0.1 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 -0.0 0.2 0.1 0.6 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 0.1 0.4 0.0 2.1 -0.0 0.0 0.0 0.1 0.4 0.1 -0.4 0.0 0.4 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.3 -0.3 -0.2 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.2 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.2 0.1 -0.2 0.4 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 0.8 -0.5 -0.6 -0.3 -0.1 0.2 0.7 0.4 0.7 EUROSTX -0.1 -0.0 0.2 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.7 0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.1 0.4 0.1 -0.8 0.1 0.1 0.3 0.1 0.3 0.1 0.3 0.2 0.2 0.3 0.0 0.4 0.7 0.4 0.7 FEEDCOW 0.2 -0.6 -0.6 -0.1 -0.0 -0.3 -0.1 -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 0.5 0.2 -0.5 0.3 0.7 0.7 0.7 0.7 GASOIL -0.5 0.1 0.2 -0.0 -0.1 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.4 0.3 0.4 0.4 0.0 0.1 -0.1 0.1 -0.1 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.5 -0.2 -0.2 0.2 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.3 0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.1 -0.0 -0.1 0.1 -0.2 0.1 -0.0 -0.0 -0.1 0.3 0.1 0.3 -0.0 0.0 -0.1 0.0 -0.1 -2.5 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 -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 -0.1 0.1 -0.1 0.1 -0.0 -0.1 -0.1 0.0 -0.4 0.2 0.2 -0.1 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.1 0.2 2.7 0.1 -0.1 0.1 0.0 -0.0 0.1 -1.1 0.2 0.6 0.6 0.3 0.0 -0.7 -0.5 -0.7 GBP 0.5 -0.3 -0.5 -0.2 0.1 -0.2 0.1 0.1 -0.1 0.1 -0.1 0.2 0.4 0.1 -0.1 0.0 -0.0 0.0 0.0 -0.1 -0.1 0.1 0.1 0.1 0.3 -0.0 0.1 -0.1 0.2 0.2 0.1 0.3 0.4 0.6 0.1 0.0 0.4 -0.2 0.4 -0.2 GOLD_micro 0.3 0.3 0.1 0.1 0.0 0.3 0.0 0.5 0.0 0.0 0.2 0.1 0.3 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.2 0.0 0.5 0.0 0.7 0.1 -0.4 -0.2 0.1 0.4 0.6 0.1 0.1 -0.4 -0.5 HEATOIL -0.5 0.1 0.1 -0.0 -0.1 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 0.0 -0.1 0.1 -0.0 -2.1 0.0 -0.1 0.1 -0.1 0.1 -0.0 0.0 -0.3 -0.1 0.2 0.0 0.7 0.3 -0.2 -0.3 JGB-SGX-mini -0.6 -0.4 -0.5 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.4 -0.1 -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 -0.3 -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 -0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.2 -0.1 -0.5 -0.1 -0.6 -0.2 -0.6 -0.4 -0.5 -0.5 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.3 -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 -0.3 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 -0.4 0.5 0.1 0.4 0.5 0.7 LIVECOW 0.0 -0.6 -0.6 -0.1 -0.0 -0.3 -0.1 -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 0.4 0.1 -0.4 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.3 -0.7 -0.7 -0.2 -0.1 -0.6 -0.1 -0.8 -0.2 0.1 -0.4 -0.1 -0.5 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.5 -0.2 NaN -0.2 0.1 -0.6 -0.0 -0.5 -0.2 -1.2 0.3 -0.3 -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 0.2 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 -0.1 -0.2 -0.0 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.3 0.0 0.4 0.0 -0.3 -0.1 -0.1 0.1 0.2 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.5 0.1 0.5 0.0 0.0 0.2 0.1 0.2 0.0 0.1 0.3 0.1 0.4 0.0 0.1 0.0 0.1 0.0 0.1 0.1 0.2 0.1 0.4 0.1 -1.5 0.1 0.0 0.5 0.0 0.5 0.0 1.0 0.0 -0.1 0.4 0.6 -0.1 0.2 -0.0 0.3 NZD 0.6 -0.0 -0.4 -0.1 0.0 -0.2 0.0 0.0 -0.0 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 -0.4 0.1 -0.4 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 -0.2 -0.1 0.1 -0.2 -0.1 -0.1 0.0 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 -0.0 0.0 0.2 0.0 0.0 0.7 0.3 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 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.2 -0.1 -0.4 -0.1 -1.1 -0.1 -0.2 -0.4 -0.2 -0.5 -0.1 -0.7 -0.5 -0.0 -0.0 -0.1 -0.3 -0.5 -0.2 -0.5 OJ -0.1 -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 -0.2 -0.4 -0.2 -0.4 -0.5 -0.2 -0.5 PALLAD 0.0 0.1 0.4 0.1 0.1 0.4 0.0 0.5 0.1 0.1 0.2 0.1 0.2 -0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 2.1 0.1 0.1 0.4 0.0 0.5 0.0 0.3 -0.0 -0.1 0.0 -0.0 -0.0 -0.4 -0.7 -0.7 PLAT 0.3 0.1 0.2 0.1 0.1 0.5 0.1 0.7 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 0.1 0.4 0.1 0.7 0.0 0.2 -0.0 -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 -0.1 -0.1 -0.0 -0.5 0.0 -1.0 0.1 0.3 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.2 0.2 -0.6 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.0 -0.3 -0.0 -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 -0.6 -0.1 -0.9 -0.1 0.0 -0.3 -0.4 -0.2 -0.5 0.1 -0.4 ROBUSTA -0.3 -0.1 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 -0.1 -2.7 -0.0 -0.1 0.0 -0.1 0.1 -0.1 1.1 -0.3 -0.2 0.1 0.6 -0.1 0.6 0.3 0.7 RUSSELL 0.3 -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 -0.0 0.2 -0.1 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 -0.2 -0.1 -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 -0.6 -0.4 -0.5 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.3 0.2 0.1 0.1 0.5 0.1 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 0.1 0.5 0.2 0.7 0.2 -0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.4 0.2 0.4 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.2 0.5 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 -0.1 0.6 0.6 0.4 0.3 0.7 0.3 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 -0.2 0.5 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.2 0.3 -0.1 -2.7 -0.0 -0.2 0.2 -0.2 0.4 -0.1 0.3 -0.1 0.5 0.1 0.2 -0.3 -0.5 -0.2 -0.7 SOYBEAN -0.1 0.5 0.4 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 0.4 -0.2 0.2 0.1 0.2 0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.1 0.1 0.0 -1.0 0.2 -0.2 0.5 -0.2 0.3 -0.0 0.1 -0.5 0.3 0.6 0.6 -0.7 -0.2 -0.7 -0.1 SOYMEAL -0.5 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 -0.5 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 -0.1 -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 -0.2 -0.0 -0.1 0.1 -0.0 0.0 -0.2 0.5 0.3 0.5 -0.7 -0.6 -0.7 -0.7 SP400 0.3 -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 -0.2 0.2 -0.1 -0.3 -0.2 -0.7 -0.4 -0.7 SP500_micro -0.0 -0.1 -0.0 0.0 0.1 0.2 0.1 0.3 0.0 0.0 0.4 0.2 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 -0.2 -0.1 -0.0 0.1 -0.1 -0.7 -0.1 -0.7 SUGAR11 0.4 -0.2 -0.3 -0.2 -0.1 -0.5 -0.1 -0.7 -0.1 -0.1 -0.3 0.0 -0.5 -0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 -0.0 -0.5 -0.0 -2.5 -0.1 -0.0 -0.5 -0.0 -0.6 -0.0 1.1 -0.1 0.6 -0.3 -0.0 -0.5 -0.7 -0.2 -0.5 US10 -0.1 -0.3 0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.3 -0.1 0.2 -0.1 0.0 0.0 0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.1 -1.0 0.0 -0.2 0.2 -0.1 0.3 -0.0 -0.2 0.1 0.4 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 0.4 -0.2 0.1 -0.1 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.2 0.2 -0.1 -1.8 0.1 -0.2 0.4 -0.2 0.5 -0.1 -0.4 0.2 0.6 0.3 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.1 -0.3 0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.0 -0.1 2.3 -0.0 -0.2 0.0 -0.2 0.2 -0.1 -1.1 0.0 0.3 -0.1 0.1 -0.6 -0.4 -0.7 -0.7 US20 -0.2 -0.3 0.3 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 0.2 -0.2 -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 0.1 0.4 0.0 0.4 -0.1 -0.6 US30 -0.3 -0.3 0.3 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -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 -0.2 0.1 -0.1 -0.5 0.3 0.2 0.0 0.4 0.0 0.3 -0.0 -0.5 US5 -0.1 -0.3 0.0 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -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 -0.1 -0.4 -0.0 -0.2 0.2 -0.2 0.3 -0.1 -0.5 0.0 0.4 0.1 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.5 -0.0 -0.3 -0.1 -0.1 -0.3 -0.3 -0.2 -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 -0.3 -0.3 NaN -0.1 -0.1 -0.3 -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 -0.0 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 9.3 -0.1 0.6 -14.4 5.9 -8.6 5.4 1.7 -5.9 20.0 9.3 20.0 3.9 15.1 -0.2 -0.2 -1.1 -0.6 -0.9 5.7 3.1 20.0 2.3 16.0 16.7 3.9 20.0 2.0 20.0 0.1 14.9 4.6 20.0 16.9 14.7 12.2 7.8 20.0 10.8 20.0 BITCOIN -8.3 -20.0 -20.0 13.7 8.5 20.0 6.9 20.0 7.6 11.4 -6.0 -5.1 5.8 -12.1 -14.3 -4.4 -6.8 -5.4 -6.1 -20.0 -13.7 -2.0 -0.3 -16.7 -20.0 -19.8 6.5 -12.5 -2.3 -0.3 -14.8 -0.6 2.0 -20.0 -20.0 -20.0 6.6 -3.0 -20.0 -14.4 BOBL -12.3 -8.5 -1.4 -6.4 -20.0 -1.3 -20.0 -2.0 -15.9 -16.0 -9.1 -18.3 -2.3 -18.5 -12.4 0.3 8.6 17.8 15.3 -11.1 -5.2 -20.0 -3.4 -20.0 3.0 -13.2 -20.0 -5.7 -20.0 -3.0 -20.0 14.2 -20.0 -20.0 -11.8 -6.0 5.6 20.0 15.6 20.0 BTP -10.4 -4.0 2.6 -8.0 -20.0 -1.6 -20.0 -2.5 -19.8 -18.3 17.8 -20.0 20.0 -10.4 10.7 10.5 8.8 8.9 9.0 0.6 7.9 -20.0 12.1 -10.0 -20.0 -0.7 -20.0 8.3 -20.0 12.9 -14.7 9.5 4.2 -0.2 8.6 6.7 1.6 20.0 8.4 20.0 BUND -12.9 -7.2 2.5 -7.2 -20.0 -1.4 -20.0 -2.3 -17.7 -18.1 -6.3 -20.0 -9.2 -20.0 -10.8 6.3 2.9 0.9 2.0 -10.4 -4.7 -20.0 -6.1 -20.0 -0.5 -13.8 -20.0 -5.4 -20.0 -4.2 -20.0 -1.3 -20.0 -17.8 -9.9 -3.4 2.2 20.0 7.8 20.0 BUXL -14.8 -6.9 1.8 -6.8 -20.0 -1.3 -20.0 -2.1 -16.9 -17.7 -15.0 -20.0 -19.2 -20.0 -12.0 3.9 3.1 4.0 3.8 -14.5 -12.6 -20.0 -18.2 -20.0 -0.0 -20.0 -20.0 -14.4 -20.0 -15.5 -20.0 0.0 -4.0 -16.6 -12.4 -9.3 -4.3 17.1 -2.7 7.0 CAC -8.2 -3.3 8.5 6.3 11.4 11.6 11.8 13.3 6.0 -8.3 16.3 -2.9 16.7 -2.0 9.6 -3.9 -1.7 -3.0 -2.3 5.9 10.6 -1.0 10.7 1.2 5.0 4.1 -10.4 6.4 -1.8 3.4 0.2 6.1 -18.5 1.0 4.1 -6.2 14.3 20.0 12.9 20.0 CAD 15.4 4.7 -9.7 -14.6 6.0 -8.7 5.5 1.7 -6.0 15.8 -13.4 19.1 -8.1 10.6 -10.5 -8.7 -7.6 -8.7 -8.2 -2.5 -8.7 20.0 -8.2 11.8 20.0 -5.3 20.0 -8.5 20.0 -6.2 7.8 -7.2 20.0 16.7 10.7 -10.3 -20.0 -20.0 -19.1 -20.0 CANOLA -5.9 8.7 -11.0 -20.0 -9.2 -20.0 -10.7 -20.0 -14.7 -11.9 -9.6 -12.5 -1.1 -5.1 -8.9 -20.0 -13.2 -20.0 -16.9 -6.0 -6.3 -20.0 -3.8 -11.7 8.7 -7.9 -20.0 -7.5 -20.0 -5.3 -14.3 -15.1 -20.0 -6.2 7.2 5.2 18.1 20.0 20.0 20.0 CHF -7.3 -13.7 -8.7 -12.0 4.9 -7.1 4.5 1.4 -4.9 -14.3 2.8 -14.5 12.0 -14.0 -14.9 -17.0 -16.1 -16.6 -16.0 -9.5 -1.6 -8.3 8.1 -9.8 -1.3 -9.7 -10.1 -0.5 -10.0 8.8 -11.5 -20.0 -13.5 -5.7 -1.7 3.8 -9.5 -20.0 -10.1 -20.0 COCOA -0.0 -9.4 -20.0 -11.4 -4.8 -14.4 -5.6 -13.8 -7.7 8.2 -8.5 3.1 -2.9 -3.9 -7.6 -3.8 7.8 -2.3 2.0 -12.2 -13.5 6.3 -5.6 -4.0 -20.0 -11.4 8.4 -9.5 0.4 -1.6 -7.7 18.7 10.1 -11.1 -7.0 -9.6 -9.8 -1.2 -0.5 3.3 COFFEE -9.3 -4.9 7.8 -20.0 -9.6 -20.0 -11.2 -20.0 -15.4 -13.2 13.6 -13.9 14.4 -7.2 10.3 20.0 14.3 20.0 18.4 6.7 14.5 -9.0 18.6 -3.3 -20.0 7.2 -10.0 18.1 -8.0 20.0 -3.5 20.0 -15.8 -4.8 12.8 20.0 17.0 15.4 20.0 20.0 COPPER 9.4 9.1 8.2 12.4 7.7 19.1 6.2 19.5 6.8 4.5 -0.8 11.4 -0.4 11.5 10.3 -7.6 -6.0 -6.8 -6.2 11.5 7.4 14.9 5.4 15.1 -5.4 8.7 3.1 8.1 11.3 10.2 11.2 0.1 8.6 10.2 4.1 -16.0 20.0 16.3 20.0 19.6 CORN -4.0 8.7 7.5 -20.0 -12.5 -20.0 -14.5 -20.0 -20.0 -4.2 -3.8 -6.8 -10.5 5.2 13.9 -19.7 -19.4 -20.0 -20.0 3.7 -0.9 -0.2 -10.8 1.9 9.4 3.8 1.3 2.3 -2.8 -6.8 -0.5 -20.0 7.6 11.0 20.0 20.0 -6.8 -6.1 6.5 -2.9 COTTON2 -2.5 -2.8 -4.6 -20.0 -13.5 -20.0 -15.7 -20.0 -20.0 -16.8 -20.0 -18.5 -20.0 -20.0 -20.0 -18.0 -15.4 -17.9 -16.8 -18.2 -20.0 -9.9 -20.0 -13.6 -13.2 -20.0 -13.8 -20.0 -17.3 -20.0 -20.0 -17.7 -6.1 -2.7 -2.3 10.3 -6.1 -13.0 -4.4 -10.9 CRUDE_W -2.5 -3.0 -5.5 -0.7 -10.5 2.1 -6.8 2.2 -4.3 -15.7 -11.2 -12.9 -13.5 -13.5 -18.6 -0.1 5.1 1.5 3.1 -10.0 -10.2 -5.4 -10.8 -7.5 7.7 -15.8 -10.7 -15.4 -10.3 -14.8 -13.5 -12.6 -9.4 -1.8 -16.6 -19.8 20.0 20.0 10.0 19.6 DAX -2.4 -10.9 -15.4 5.0 8.9 9.1 9.3 10.4 4.7 15.8 9.0 5.8 14.2 1.0 -3.3 -6.2 -6.5 -6.2 -6.0 -3.4 0.4 12.9 11.2 2.4 -10.2 -3.7 16.0 -2.4 11.5 5.5 2.0 -1.2 9.6 1.6 -12.1 -20.0 5.4 20.0 5.1 20.0 DOW -1.4 -0.2 5.3 4.1 7.4 7.5 7.7 8.6 3.9 3.3 13.2 7.7 12.7 7.2 8.7 -7.5 -8.3 -8.0 -8.0 9.0 11.5 8.5 12.0 8.5 -10.2 5.5 0.9 8.2 5.0 9.0 4.6 -4.5 -6.0 0.3 6.1 4.9 -7.8 -20.0 -11.1 -20.0 DX -6.1 11.8 13.4 -13.2 5.4 -7.8 4.9 1.5 -5.4 -3.6 5.2 -13.1 -13.4 2.4 13.7 6.0 6.2 6.2 6.1 8.4 4.7 -7.9 -6.8 -0.8 -20.0 9.4 -3.5 7.1 -9.8 -2.7 -1.4 16.8 -20.0 -5.5 20.0 20.0 4.5 16.1 5.7 18.2 EUR 5.3 -9.1 -6.6 -15.2 6.3 -9.0 5.7 1.8 -6.2 -2.2 6.8 12.6 17.4 2.3 -12.6 -8.6 -7.9 -8.3 -8.0 -4.6 1.5 7.1 14.6 2.8 15.5 -4.1 0.1 0.8 9.1 12.4 4.7 -7.2 1.3 13.0 8.3 3.2 -3.8 -20.0 -3.8 -20.0 EURIBOR-ICE -10.4 -10.1 -6.2 -5.1 -20.0 -1.0 -20.0 -1.6 -12.7 -13.4 -3.0 -13.7 8.5 -14.2 -9.4 12.8 11.1 12.8 12.6 -7.5 -1.8 -20.0 2.9 -15.6 3.2 -7.7 -20.0 -2.2 -20.0 1.1 -16.7 14.6 -20.0 -18.3 -8.3 -3.4 4.9 20.0 11.4 20.0 EUROSTX -4.2 -0.9 6.9 5.7 10.3 10.6 10.7 12.1 5.5 13.3 17.5 8.8 18.2 6.5 12.8 -3.6 -1.8 -3.3 -2.7 10.9 14.2 12.2 16.4 9.8 -6.2 9.4 7.8 10.4 11.5 9.5 8.9 5.6 6.5 6.4 8.0 1.0 12.0 20.0 11.3 20.0 FEEDCOW 6.3 -20.0 -20.0 -10.1 -4.2 -12.7 -5.0 -12.2 -6.8 6.0 1.4 6.9 5.3 -2.7 -3.6 14.6 9.0 14.8 13.3 -3.2 1.3 8.7 7.3 1.4 -20.0 -3.7 3.7 2.1 3.5 8.7 -1.7 20.0 19.8 6.3 -15.5 9.2 20.0 20.0 20.0 20.0 GASOIL -16.7 3.7 5.2 -0.5 -7.0 1.4 -4.5 1.5 -2.9 -6.0 8.5 -11.0 6.4 -0.5 2.2 18.4 15.9 20.0 18.9 1.4 5.2 -7.4 4.5 -4.7 -1.5 2.5 -8.1 6.4 -7.1 5.5 -3.9 9.6 -6.7 -4.8 5.0 9.2 8.0 15.3 -3.3 8.2 GASOLINE -8.9 2.5 -0.1 -0.6 -9.2 1.9 -5.9 1.9 -3.7 -15.6 2.6 -15.4 1.4 -2.7 -1.0 -4.5 16.2 7.2 14.7 -1.6 0.3 -8.6 0.3 -5.2 -18.6 -6.5 -15.7 -4.0 -15.2 -2.7 -11.5 7.9 -14.4 -7.7 -3.6 -7.4 20.0 20.0 20.0 20.0 GAS_US_mini 3.1 19.9 12.2 -0.7 -10.4 2.1 -6.7 2.2 -4.3 -9.6 -4.4 4.5 -12.1 15.5 14.9 -5.5 -20.0 -20.0 -20.0 12.0 3.0 5.8 -3.7 14.1 20.0 9.5 -12.2 3.3 2.6 -1.2 9.7 -20.0 8.5 20.0 20.0 10.5 1.4 -20.0 -16.1 -20.0 GBP 14.1 -9.7 -14.8 -14.8 6.1 -8.8 5.5 1.7 -6.0 9.5 -4.9 18.6 11.8 5.3 -8.8 0.2 -0.0 0.2 0.1 -4.7 -5.2 15.7 4.5 8.1 2.0 -4.1 9.7 -4.5 19.6 5.5 10.7 6.4 18.4 20.0 3.3 0.3 12.3 -5.0 13.1 -4.7 GOLD_micro 7.8 9.1 4.5 8.4 5.2 12.9 4.2 13.2 4.6 2.6 7.5 7.2 9.1 1.9 6.7 -7.6 -10.6 -8.6 -9.4 14.4 18.7 5.8 19.8 9.5 -20.0 14.6 0.8 20.0 2.0 20.0 6.3 -6.6 -6.9 2.1 10.8 20.0 2.9 3.0 -12.5 -14.5 HEATOIL -15.3 4.6 1.9 -0.4 -6.4 1.3 -4.1 1.3 -2.6 -10.6 7.2 -12.5 6.1 -1.8 0.8 17.6 10.9 15.1 12.6 1.4 4.5 -7.6 4.1 -4.4 -15.9 1.4 -7.3 3.7 -7.7 3.9 -4.0 0.6 -13.2 -4.2 6.6 1.4 20.0 10.3 -4.9 -8.8 JGB-SGX-mini -20.0 -13.6 -16.1 -4.5 -20.0 -0.9 -18.3 -1.4 -11.1 -9.6 -14.7 -13.3 -13.7 -14.2 -14.6 20.0 14.4 16.5 14.8 -20.0 -18.7 -20.0 -17.9 -20.0 -5.5 -20.0 -19.4 -17.9 -20.0 -15.7 -20.0 18.9 -10.6 -20.0 -20.0 -20.0 -9.0 -20.0 -1.7 -20.0 JPY 0.0 -14.9 -19.1 -10.1 4.1 -6.0 3.8 1.2 -4.1 -10.2 -15.9 -6.5 -13.5 -12.1 -14.9 -10.0 -10.8 -10.1 -10.1 -20.0 -20.0 -7.1 -15.9 -12.8 20.0 -20.0 -15.1 -20.0 -10.8 -15.5 -17.5 -11.5 -16.5 -15.1 -14.0 -17.2 -6.0 -12.1 -6.0 -14.0 LEANHOG 9.4 -19.0 -18.7 -20.0 -10.1 -20.0 -11.7 -20.0 -16.2 15.4 0.6 13.6 8.4 -2.9 -12.2 -13.1 20.0 13.1 20.0 -9.6 -5.9 12.1 3.6 0.4 -1.7 -9.0 13.0 -7.3 13.4 1.0 2.2 20.0 20.0 20.0 -12.5 14.2 2.8 12.1 14.0 20.0 LIVECOW 1.4 -20.0 -20.0 -9.7 -4.1 -12.3 -4.8 -11.8 -6.6 6.8 1.0 6.2 4.9 -2.3 -3.3 -3.2 8.2 -2.2 2.8 -4.0 -0.5 7.5 4.9 0.2 -20.0 -4.6 4.7 -0.2 2.7 5.5 -2.7 20.0 18.7 2.3 -13.2 5.3 20.0 14.7 20.0 20.0 LUMBER-new -6.9 -20.0 -20.0 -18.6 -7.8 -20.0 -9.1 -20.0 -12.6 10.0 -14.4 -7.5 -12.1 -13.5 -14.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.7 -17.1 -17.2 NaN -20.0 7.4 -20.0 -2.0 -13.2 -16.9 -20.0 9.9 -6.8 -20.0 -17.7 4.6 20.0 8.3 20.0 MXP 4.4 -3.9 2.1 -15.6 6.4 -9.3 5.8 1.8 -6.4 18.2 20.0 20.0 20.0 20.0 20.0 12.5 12.8 12.7 12.5 16.7 20.0 16.1 20.0 16.4 -20.0 18.5 15.2 20.0 17.8 20.0 17.6 20.0 6.4 19.4 20.0 20.0 7.4 9.3 10.1 13.1 NASDAQ_micro -2.9 -7.5 -1.3 3.8 6.9 7.0 7.1 8.0 3.6 10.4 12.2 12.1 12.5 4.7 6.7 -7.6 -8.7 -8.4 -8.6 8.1 13.4 9.4 16.2 7.3 -20.0 4.4 3.7 9.4 4.5 11.9 2.6 -5.4 -2.2 -3.0 2.5 4.8 -3.4 -20.0 -4.1 -20.0 NIKKEI -15.2 2.9 15.0 3.1 5.5 5.7 5.7 6.5 2.9 9.6 9.7 6.0 9.8 3.1 7.3 1.4 6.4 2.0 4.1 11.2 16.8 5.6 15.8 5.3 -11.1 11.1 5.5 17.3 4.0 15.1 4.3 18.7 0.2 -2.9 13.5 20.0 -3.1 5.4 -1.0 9.7 NZD 18.1 -0.4 -13.2 -10.9 4.5 -6.4 4.0 1.3 -4.4 16.0 -9.2 17.0 -10.1 9.1 -8.6 -4.5 -3.3 -4.4 -4.0 -5.4 -10.9 15.4 -9.2 7.8 13.8 -9.4 10.7 -13.0 13.1 -10.2 3.7 0.0 18.2 13.7 1.1 -12.3 4.2 20.0 6.5 20.0 OAT -9.5 -0.5 4.4 -6.4 -20.0 -1.3 -20.0 -2.0 -15.9 -14.1 5.0 -16.3 -3.8 -10.6 4.6 16.4 12.4 17.2 15.9 -1.9 0.3 -18.0 -2.4 -9.7 1.3 -2.7 -20.0 0.7 -20.0 -0.6 -12.7 18.3 -0.4 0.8 6.3 0.7 1.4 20.0 7.8 20.0 OATIES -2.0 5.1 -11.7 -20.0 -9.2 -20.0 -10.7 -20.0 -14.8 -14.9 -15.7 -12.0 -13.5 -8.3 -13.8 -16.0 -11.3 -20.0 -17.3 -11.0 -14.1 -14.9 -13.2 -9.6 -7.9 -13.9 -20.0 -15.9 -17.8 -14.3 -13.1 -13.9 -20.0 -1.2 -1.5 -3.1 -9.7 -14.9 -4.7 -15.3 OJ -2.6 -20.0 -20.0 -8.5 -3.6 -10.7 -4.2 -10.3 -5.7 4.5 -6.4 -1.7 -6.2 -4.7 -6.3 -6.2 2.6 -4.1 -1.4 -12.3 -12.6 -1.3 -10.7 -7.6 -20.0 -10.4 2.4 -9.7 -2.0 -7.5 -7.5 11.2 5.0 -6.6 -13.0 -5.7 -12.9 -16.3 -4.6 -15.1 PALLAD 0.1 2.2 11.8 9.2 5.7 14.2 4.6 14.5 5.1 9.5 5.6 8.6 5.4 -3.2 3.2 -3.2 -3.0 -3.0 -3.0 7.5 10.0 7.4 9.0 6.0 16.1 8.6 6.8 13.6 4.4 13.9 4.1 5.4 -0.3 -1.7 0.8 -1.2 -1.0 -11.6 -20.0 -19.7 PLAT 8.4 1.6 5.6 11.6 7.2 17.9 5.8 18.3 6.4 11.3 10.9 11.6 10.6 2.9 6.9 -5.1 -3.8 -4.2 -3.7 12.2 16.5 15.3 18.8 13.2 0.8 5.9 9.6 14.1 4.9 18.9 2.8 4.2 -1.0 -1.9 -9.7 -7.9 20.0 10.2 -17.5 -12.1 REDWHEAT -3.5 17.4 5.7 -20.0 -11.4 -20.0 -13.2 -20.0 -18.3 -16.2 -15.3 -11.0 -19.5 1.3 -0.6 -12.4 -16.1 -15.2 -16.4 -2.4 -10.0 -3.3 -19.4 -1.4 6.6 1.5 -5.6 -4.3 -2.3 -12.9 1.0 -18.3 4.4 9.7 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 7.7 7.6 -20.0 -11.3 -4.7 -14.2 -5.5 -13.7 -7.6 2.2 -9.4 -4.5 -9.4 -7.0 -9.0 -20.0 -12.7 -20.0 -18.6 -12.5 -16.7 -3.2 -17.3 -7.2 -0.0 -11.4 -0.2 -14.5 -2.7 -15.7 -6.6 -17.5 -2.9 0.5 -9.9 -13.1 -7.3 -13.8 3.4 -12.4 ROBUSTA -8.7 -2.1 10.9 -12.2 -5.1 -15.4 -6.0 -14.8 -8.3 -8.4 1.9 -6.3 0.1 -4.1 1.9 11.6 12.7 9.9 10.9 -0.2 1.8 -9.7 1.7 -5.6 -20.0 -0.6 -8.8 1.2 -8.1 1.6 -5.0 20.0 -14.3 -5.5 2.7 20.0 -2.7 19.0 10.4 20.0 RUSSELL 8.0 -6.4 6.4 3.7 6.7 6.9 7.0 7.9 3.5 10.9 11.8 12.3 10.2 9.4 9.0 -4.4 -5.3 -4.8 -4.9 6.3 8.1 12.7 8.0 9.2 5.9 3.9 7.6 6.4 9.4 6.8 5.8 0.6 -0.6 6.5 -1.6 4.1 -7.8 -20.0 -12.9 -20.0 SHATZ -7.6 -6.5 -7.9 -5.9 -20.0 -1.2 -20.0 -1.9 -14.6 -15.3 -15.9 -17.0 -5.6 -17.7 -16.3 -18.5 -16.7 -14.7 -14.8 -13.4 -10.2 -20.0 -7.0 -19.5 8.8 -15.4 -20.0 -10.2 -20.0 -6.2 -20.0 -20.0 -20.0 -18.3 -13.7 -14.5 13.5 20.0 19.6 20.0 SILVER-mini 20.0 10.3 5.9 11.6 7.1 17.8 5.8 18.2 6.4 12.4 13.3 13.3 13.1 12.9 13.2 -5.1 -6.4 -5.7 -6.0 20.0 20.0 20.0 18.9 20.0 -9.8 19.8 15.0 20.0 14.7 19.4 16.7 -0.1 20.0 20.0 20.0 20.0 5.7 20.0 -6.5 -0.8 SMI 13.3 6.9 11.7 5.5 9.9 10.1 10.3 11.6 5.2 5.6 16.8 17.3 12.5 18.3 17.9 6.4 4.1 5.7 4.6 20.0 16.4 18.5 12.2 20.0 11.6 20.0 9.0 15.4 19.1 9.7 20.0 16.6 -2.7 20.0 20.0 12.9 8.0 20.0 10.3 20.0 SOFR -1.3 -10.1 -3.5 -7.0 -20.0 -1.4 -20.0 -2.2 -17.2 -19.7 11.6 -16.0 15.2 -10.2 -7.0 7.3 5.8 7.3 6.9 -2.5 6.0 -20.0 11.6 -10.3 -20.0 -1.1 -20.0 6.7 -20.0 11.4 -8.9 5.0 -3.1 15.1 3.7 7.4 -7.7 -15.8 -6.8 -20.0 SOYBEAN -4.5 14.1 11.4 -20.0 -12.1 -20.0 -14.1 -20.0 -19.5 -20.0 16.4 -14.7 4.4 11.8 15.7 0.4 -5.2 -1.9 -4.4 13.0 11.9 -15.0 2.0 2.1 -7.5 15.8 -20.0 18.6 -20.0 7.6 -0.9 1.0 -20.0 10.6 20.0 20.0 -19.9 -6.7 -20.0 -2.8 SOYMEAL -14.1 20.0 20.0 -16.4 -6.9 -20.0 -8.0 -19.9 -11.1 -11.9 3.5 -12.7 -7.2 3.2 5.4 -11.6 -15.2 -14.2 -15.7 6.5 4.9 -12.6 -2.8 -2.5 -11.6 12.5 -13.3 9.9 -9.6 0.0 2.1 -17.3 -19.4 2.7 20.0 20.0 -16.2 -20.0 -7.1 -20.0 SOYOIL 7.9 1.0 -8.0 -20.0 -11.9 -20.0 -13.8 -20.0 -19.1 -15.2 -0.3 -1.5 9.1 9.4 -7.7 -8.5 -5.1 -8.0 -6.7 1.7 1.2 -1.4 6.7 4.7 -19.5 -3.0 -18.1 -1.0 -10.6 3.2 -4.0 0.1 -7.9 15.5 10.7 15.2 -20.0 -17.8 -20.0 -19.6 SP400 9.2 -2.9 -0.3 4.1 7.4 7.5 7.6 8.6 3.9 8.8 11.9 13.3 6.6 11.1 5.7 -5.5 -5.9 -5.7 -5.7 3.8 3.8 9.9 4.3 7.9 0.8 0.4 4.4 0.6 7.0 1.1 4.2 -0.6 -7.0 4.8 -2.0 -8.6 -7.4 -20.0 -10.6 -20.0 SP500_micro -0.8 -3.2 -1.2 4.6 8.3 8.5 8.6 9.7 4.4 4.6 15.6 14.2 15.7 8.9 10.4 -8.5 -9.5 -9.1 -9.2 9.9 15.9 9.2 19.4 8.6 -16.6 3.7 2.1 8.8 4.7 11.8 2.9 -6.6 -7.9 -1.7 -0.7 2.0 -3.1 -20.0 -3.9 -20.0 SUGAR11 13.1 -6.2 -10.3 -17.8 -7.5 -20.0 -8.8 -20.0 -12.1 -9.9 -12.9 2.7 -13.7 -4.6 -10.0 19.4 10.0 13.9 9.0 -10.0 -15.9 -0.2 -16.8 -2.1 -19.0 -11.5 -3.6 -17.1 -0.3 -16.6 -2.8 20.0 -2.5 20.0 -9.5 -0.4 -13.7 -19.7 -5.8 -15.6 US10 -2.5 -8.6 4.5 -5.6 -20.0 -1.1 -20.0 -1.7 -13.7 -15.7 11.8 -12.9 5.3 -8.0 4.1 2.1 0.3 2.1 1.6 0.3 5.8 -13.9 6.6 -6.2 -7.5 2.0 -20.0 8.0 -12.9 9.4 -4.5 -4.1 3.6 13.3 5.1 11.4 -19.2 -20.0 -12.0 -20.0 US10U -3.3 -7.5 8.0 -7.7 -20.0 -1.5 -20.0 -2.4 -19.0 -20.0 16.6 -17.2 3.5 -11.1 8.5 1.4 -0.8 1.0 0.2 2.1 9.1 -17.2 8.0 -7.1 -13.4 5.2 -20.0 14.6 -17.9 14.7 -6.0 -6.6 7.1 18.1 8.3 20.0 -8.9 -12.9 -9.6 -20.0 US2 -2.4 -10.2 0.6 -5.7 -20.0 -1.1 -20.0 -1.8 -14.1 -16.1 -0.2 -14.0 -3.1 -13.5 -7.4 -12.0 -15.0 -12.6 -13.0 -4.9 -0.1 -15.5 1.3 -9.6 17.5 -4.5 -20.0 1.2 -15.7 4.6 -9.5 -20.0 0.8 8.0 -3.1 2.8 -18.3 -10.7 -20.0 -20.0 US20 -7.6 -9.6 9.9 -5.3 -20.0 -1.0 -20.0 -1.7 -13.0 -14.2 8.6 -14.2 -3.7 -13.1 2.8 3.8 3.1 3.9 3.8 -1.1 4.2 -13.5 2.6 -8.2 -9.1 0.1 -16.9 7.4 -13.8 6.6 -8.2 0.0 5.3 7.1 1.6 12.8 0.9 13.4 -2.1 -16.8 US30 -8.0 -8.2 9.7 -6.1 -20.0 -1.2 -20.0 -1.9 -15.1 -16.2 5.8 -16.9 -8.6 -16.9 1.6 1.2 -2.0 0.1 -1.0 -2.7 2.4 -13.7 -0.8 -9.8 -5.4 -1.5 -16.2 6.1 -14.8 3.9 -10.4 -8.6 12.3 7.0 1.3 11.6 0.7 8.1 -0.4 -14.8 US5 -1.6 -8.4 1.1 -5.8 -20.0 -1.1 -20.0 -1.8 -14.3 -16.3 10.0 -13.6 5.3 -9.1 -0.8 -1.2 -3.1 -1.7 -2.0 -1.3 4.1 -15.2 5.9 -7.2 -2.8 -0.2 -20.0 5.7 -15.0 8.6 -6.5 -10.2 0.5 11.9 3.2 7.7 -20.0 -17.0 -20.0 -20.0 VIX -8.8 -0.5 -5.9 -7.1 -9.4 -6.1 -15.5 -2.7 -11.9 -15.6 -20.0 -20.0 -12.5 -20.0 -18.9 -20.0 -20.0 -20.0 -20.0 -10.8 -8.6 -18.8 -6.0 -16.6 NaN -7.7 -9.3 -6.4 -17.2 -3.0 -13.8 NaN NaN NaN NaN NaN -5.2 -20.0 NaN NaN WHEAT -9.5 12.7 4.6 -20.0 -11.5 -20.0 -13.4 -20.0 -18.5 -19.5 -17.5 -20.0 -20.0 -9.7 -8.3 -15.1 -17.9 -16.7 -17.4 -7.0 -11.0 -10.4 -18.2 -9.1 10.8 -3.8 -8.0 -5.0 -10.3 -10.9 -7.9 -20.0 -1.9 0.5 16.5 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3