******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251210_203833 produced at 2025-12-10 21:35:13.139566 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.25 0.0 0.00 0.00 0.00 0.00 -52.05 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.49 0.0 0.00 0.00 0.00 0.00 -12.13 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -5.56 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.32 0.0 999.00 -999.00 -0.24 -0.25 -31.61 999999999.0 -24 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.20 0.0 1.44 -1.44 0.00 0.00 -1.36 10.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.18 0.0 0.00 0.00 0.00 0.00 -1.74 13.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.32 -0.11 0.0 1.04 -1.04 -0.32 -0.24 -1.43 13.0 -4 -3 caleb_strategy_v3 JPY False False 0.04 -0.20 -0.10 0.0 0.70 -0.70 -0.20 -0.12 -2.40 17.0 -5 -3 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -19.81 59.0 0 0 caleb_strategy_v3 US5 False False 0.06 0.00 -0.08 0.0 1.38 -1.38 0.00 0.00 -1.37 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 -4.76 11.0 -5 -5 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.06 0.0 0.15 -0.15 0.00 0.00 -2.04 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 -6.18 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 -5.63 3.0 0 0 caleb_strategy_v3 BUND False False 0.08 -0.23 -0.05 0.0 0.75 -0.75 -0.23 -0.30 -0.62 10.0 -3 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.19 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 -0.72 17.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.04 0.0 1.30 -1.30 0.00 0.00 -0.64 19.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.76 -0.76 0.00 0.00 -0.43 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -1.85 9.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.23 -0.23 0.00 -0.00 -5.83 51.0 0 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -3.83 18.0 -4 -4 caleb_strategy_v3 BUXL False False 0.06 -0.19 -0.03 0.0 0.26 -0.26 -0.19 -0.19 -0.45 4.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.55 3.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.37 8.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -2.09 12.0 0 0 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.02 0.0 0.16 -0.16 -0.06 -0.06 -1.07 10.0 -4 -4 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 -0.18 -0.01 0.0 0.36 -0.36 -0.18 -0.18 -0.20 6.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.01 0.0 999.00 -999.00 -0.04 -0.04 -0.32 999999999.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.47 23.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.27 7.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.05 -0.01 0.0 0.14 -0.14 -0.05 -0.02 -0.83 9.0 -3 -1 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.82 -0.82 -0.03 -0.03 -0.46 26.0 -1 -1 caleb_strategy_v3 SP500_micro False True 0.02 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.40 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 DOW False False 0.01 -0.01 -0.00 0.0 0.81 -0.81 -0.01 0.00 -0.11 66.0 -1 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.00 0.0 0.14 -0.14 0.00 0.00 -0.10 3.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 -0.00 0.0 0.79 -0.79 -0.05 -0.05 -0.05 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 0.03 2.0 0 0 caleb_strategy_v3 CAD False False 0.04 -0.07 0.01 0.0 1.07 -1.07 -0.07 -0.04 0.16 29.0 -2 -1 caleb_strategy_v3 DX False False 0.05 0.05 0.01 0.0 999.00 -999.00 0.05 0.05 0.24 999999999.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.01 0.0 0.68 -0.68 0.00 0.00 0.14 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 BTP False False 0.07 0.00 0.01 0.0 0.71 -0.71 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.01 0.00 0.01 0.0 0.14 -0.14 0.00 0.00 1.85 26.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.03 0.02 0.0 0.00 -0.03 -0.03 -0.01 1.14 58.0 -2 -1 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.02 0.0 0.45 -0.45 0.01 0.02 3.66 68.0 2 3 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.23 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.13 -0.13 0.00 0.00 0.65 4.0 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 1.00 56.0 0 0 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 0.61 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.03 0.0 0.23 -0.23 0.04 0.05 1.97 13.0 2 3 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.62 -0.62 0.00 0.00 1.39 21.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.05 0.0 0.71 -0.71 0.14 0.14 0.75 10.0 2 2 caleb_strategy_v3 EUR False False 0.07 0.00 0.05 0.0 1.04 -1.04 0.00 0.07 0.72 14.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.08 0.23 0.06 0.0 999.00 -999.00 0.23 0.23 0.76 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.13 0.06 0.0 0.93 -0.93 0.13 0.13 1.40 22.0 3 3 caleb_strategy_v3 CAC False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.59 12.0 0 0 caleb_strategy_v3 EUROSTX False True 0.03 0.20 0.10 0.0 0.20 0.00 0.20 0.17 2.96 20.0 6 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.64 -0.64 0.00 0.00 4.20 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.15 0.15 0.0 0.59 -0.59 0.15 0.23 8.90 36.0 9 14 caleb_strategy_v3 COPPER False False 0.07 0.27 0.17 0.0 999.00 -999.00 0.27 0.27 2.42 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 2.25 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.44 0.71 0.0 0.83 -0.83 0.44 0.44 51.16 60.0 32 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.8 Shocked risk 70.8 Sum abs risk 61.0 Leverage 7.90 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1972198.75, 'annual_cash_vol_target': 493049.6875, 'daily_cash_vol_target': 30815.60546875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6659 0.4934 7.8944 BITCOIN 2384.3052 93300.0000 2.5555 40.8884 BOBL 0.1875 115.8800 0.1618 2.5894 BTP 0.4136 119.5800 0.3459 5.5347 BUND 0.3663 127.3200 0.2877 4.6033 BUXL 0.7890 109.9600 0.7175 11.4803 CAC 53.8624 8047.5000 0.6693 10.7089 CAD 0.0027 0.7270 0.3754 6.0062 CANOLA 6.2762 626.5000 1.0018 16.0286 CHF 0.0051 1.2606 0.4020 6.4319 COCOA 138.2229 6223.0000 2.2212 35.5386 COFFEE 6.2989 371.6500 1.6949 27.1177 COPPER 0.0658 5.4000 1.2180 19.4884 CORN 3.8900 463.2500 0.8397 13.4356 COTTON2 0.6312 64.1200 0.9845 15.7514 CRUDE_W 0.7861 58.2200 1.3503 21.6044 DAX 169.5206 24184.0000 0.7010 11.2154 DOW 323.0386 48499.0000 0.6661 10.6572 DX 0.3261 98.5300 0.3309 5.2950 EUR 0.0041 1.1737 0.3455 5.5276 EURIBOR-ICE 0.0385 97.5500 0.0394 0.6311 EUROSTX 40.5619 5732.0000 0.7076 11.3222 FEEDCOW 4.0021 333.1750 1.2012 19.2192 GASOIL 11.7623 640.0000 1.8379 29.4058 GASOLINE 0.0290 1.8126 1.6012 25.6188 GAS_US_mini 0.1492 4.2500 3.5114 56.1822 GBP 0.0060 1.3364 0.4521 7.2335 GOLD_micro 35.9080 4245.5000 0.8458 13.5326 HEATOIL 0.0414 2.2346 1.8532 29.6507 JGB-SGX-mini 0.1826 133.3000 0.1370 2.1914 JPY 0.0000 0.0065 0.5601 8.9614 LEANHOG 1.1497 87.3750 1.3158 21.0525 LIVECOW 2.6315 228.5250 1.1515 18.4241 LUMBER-new 7.5839 579.5000 1.3087 20.9393 MXP 0.0003 0.0545 0.5075 8.1197 NASDAQ_micro 211.2521 25800.2500 0.8188 13.1008 NIKKEI 554.6471 50670.0000 1.0946 17.5140 NZD 0.0033 0.5823 0.5589 8.9423 OAT 0.3682 120.3900 0.3059 4.8937 OATIES 4.8555 292.7500 1.6586 26.5371 OJ 5.5028 150.7500 3.6503 58.4042 PALLAD 34.0530 1501.0000 2.2687 36.2990 PLAT 26.5335 1661.5000 1.5970 25.5514 REDWHEAT 7.6207 535.2500 1.4238 22.7804 RICE 0.1474 10.2550 1.4372 22.9958 ROBUSTA 75.6669 4125.0000 1.8343 29.3496 RUSSELL 28.1139 2586.7000 1.0869 17.3898 SHATZ 0.0545 106.6800 0.0511 0.8181 SILVER-mini 0.9375 61.5250 1.5237 24.3792 SMI 75.4423 12956.0000 0.5823 9.3167 SOFR 0.0479 96.6000 0.0496 0.7939 SOYBEAN 8.2814 1096.2500 0.7554 12.0868 SOYMEAL 4.0955 311.2000 1.3160 21.0563 SOYOIL 0.5674 51.9600 1.0921 17.4731 SP400 30.3351 3363.7000 0.9018 14.4294 SP500_micro 44.6457 6900.2500 0.6470 10.3522 SUGAR11 0.2223 14.4700 1.5362 24.5784 US10 0.3155 112.2812 0.2810 4.4958 US10U 0.4071 114.8750 0.3544 5.6706 US2 0.0778 104.2617 0.0746 1.1943 US20 0.6181 115.5000 0.5352 8.5626 US30 0.8819 118.6875 0.7430 11.8883 US5 0.2053 109.0938 0.1882 3.0112 VIX 0.4819 19.9000 2.4217 38.7469 WHEAT 6.9158 574.5000 1.2038 19.2606 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.90 0.49 328.55 1.00 328.55 30815.61 93.79 17.22 161.47 BITCOIN 93.30 2.56 238.43 1.00 238.43 30815.61 129.24 -14.13 -182.65 BOBL 1158.80 0.16 187.53 1.16 218.38 30815.61 141.11 -4.50 -63.50 BTP 1195.80 0.35 413.65 1.16 481.68 30815.61 63.97 0.35 2.22 BUND 1273.20 0.29 366.31 1.16 426.56 30815.61 72.24 -8.39 -60.59 BUXL 1099.60 0.72 788.99 1.16 918.75 30815.61 33.54 -13.31 -44.65 CAC 804.75 0.67 538.62 1.16 627.21 30815.61 49.13 9.48 46.56 CAD 726.95 0.38 272.89 1.00 272.89 30815.61 112.92 0.56 6.32 CANOLA 125.30 1.00 125.52 0.72 90.61 30815.61 340.10 -7.04 -239.40 CHF 1575.81 0.40 633.47 1.00 633.47 30815.61 48.65 -11.29 -54.93 COCOA 622.30 2.22 1382.23 1.00 1382.23 30815.61 22.29 -8.50 -18.95 COFFEE 1393.69 1.69 2362.10 1.00 2362.10 30815.61 13.05 6.88 8.98 COPPER 1350.00 1.22 1644.33 1.00 1644.33 30815.61 18.74 11.88 22.27 CORN 231.62 0.84 194.50 1.00 194.50 30815.61 158.43 -5.41 -85.77 COTTON2 320.60 0.98 315.62 1.00 315.62 30815.61 97.64 -20.00 -195.27 CRUDE_W 582.20 1.35 786.13 1.00 786.13 30815.61 39.20 -4.81 -18.85 DAX 241.84 0.70 169.52 1.16 197.40 30815.61 156.11 2.14 33.36 DOW 242.50 0.67 161.52 1.00 161.52 30815.61 190.79 -0.26 -4.89 DX 985.30 0.33 326.07 1.00 326.07 30815.61 94.51 0.99 9.34 EUR 1467.12 0.35 506.86 1.00 506.86 30815.61 60.80 4.56 27.73 EURIBOR-ICE 2438.75 0.04 96.20 1.16 112.02 30815.61 275.08 -1.45 -39.83 EUROSTX 573.20 0.71 405.62 1.16 472.33 30815.61 65.24 13.30 86.76 FEEDCOW 1665.88 1.20 2001.05 1.00 2001.05 30815.61 15.40 2.83 4.36 GASOIL 640.00 1.84 1176.23 1.00 1176.23 30815.61 26.20 5.73 15.01 GASOLINE 761.29 1.60 1218.96 1.00 1218.96 30815.61 25.28 -2.95 -7.45 GAS_US_mini 106.25 3.51 373.08 1.00 373.08 30815.61 82.60 2.06 17.03 GBP 835.25 0.45 377.61 1.00 377.61 30815.61 81.61 6.61 53.94 GOLD_micro 424.55 0.85 359.08 1.00 359.08 30815.61 85.82 3.42 29.31 HEATOIL 938.53 1.85 1739.26 1.00 1739.26 30815.61 17.72 -1.27 -2.25 JGB-SGX-mini 133300.00 0.14 18256.79 0.01 116.99 30815.61 263.40 -18.22 -479.98 JPY 806.94 0.56 451.95 1.00 451.95 30815.61 68.18 -13.55 -92.40 LEANHOG 349.50 1.32 459.87 1.00 459.87 30815.61 67.01 4.82 32.30 LIVECOW 914.10 1.15 1052.59 1.00 1052.59 30815.61 29.28 -0.54 -1.57 LUMBER-new 159.36 1.31 208.56 1.00 208.56 30815.61 147.76 -15.64 -231.07 MXP 272.35 0.51 138.21 1.00 138.21 30815.61 222.96 15.61 348.09 NASDAQ_micro 516.00 0.82 422.50 1.00 422.50 30815.61 72.94 -2.75 -20.04 NIKKEI 50670.00 1.09 55464.71 0.01 355.42 30815.61 86.70 9.46 82.05 NZD 582.30 0.56 325.44 1.00 325.44 30815.61 94.69 5.67 53.67 OAT 1203.90 0.31 368.22 1.16 428.78 30815.61 71.87 3.06 22.02 OATIES 146.38 1.66 242.77 1.00 242.77 30815.61 126.93 -20.00 -253.86 OJ 226.12 3.65 825.42 1.00 825.42 30815.61 37.33 -17.00 -63.47 PALLAD 1501.00 2.27 3405.30 1.00 3405.30 30815.61 9.05 7.33 6.64 PLAT 830.75 1.60 1326.68 1.00 1326.68 30815.61 23.23 7.74 17.97 REDWHEAT 267.62 1.42 381.04 1.00 381.04 30815.61 80.87 -12.74 -103.03 RICE 205.10 1.44 294.78 1.00 294.78 30815.61 104.54 -16.44 -171.91 ROBUSTA 412.50 1.83 756.67 1.00 756.67 30815.61 40.73 -0.97 -3.95 RUSSELL 129.34 1.09 140.57 1.00 140.57 30815.61 219.22 5.04 110.38 SHATZ 1066.80 0.05 54.55 1.16 63.52 30815.61 485.12 -11.29 -547.72 SILVER-mini 1538.12 1.52 2343.64 1.00 2343.64 30815.61 13.15 16.97 22.31 SMI 1295.60 0.58 754.42 1.24 935.92 30815.61 32.93 20.00 65.85 SOFR 2415.00 0.05 119.82 1.00 119.82 30815.61 257.17 -7.75 -199.34 SOYBEAN 548.12 0.76 414.07 1.00 414.07 30815.61 74.42 -3.85 -28.64 SOYMEAL 311.20 1.32 409.55 1.00 409.55 30815.61 75.24 -11.79 -88.73 SOYOIL 311.76 1.09 340.46 1.00 340.46 30815.61 90.51 -12.68 -114.81 SP400 3363.70 0.90 3033.51 1.00 3033.51 30815.61 10.16 0.79 0.81 SP500_micro 345.01 0.65 223.23 1.00 223.23 30815.61 138.05 -1.24 -17.06 SUGAR11 162.06 1.54 248.95 1.00 248.95 30815.61 123.78 -12.71 -157.33 US10 1122.81 0.28 315.50 1.00 315.50 30815.61 97.67 -5.81 -56.71 US10U 1148.75 0.35 407.13 1.00 407.13 30815.61 75.69 -4.48 -33.88 US2 2085.23 0.07 155.64 1.00 155.64 30815.61 197.99 -6.94 -137.42 US20 1155.00 0.54 618.11 1.00 618.11 30815.61 49.85 -2.77 -13.83 US30 1186.88 0.74 881.87 1.00 881.87 30815.61 34.94 -4.42 -15.44 US5 1090.94 0.19 205.31 1.00 205.31 30815.61 150.09 -7.22 -108.35 VIX 199.00 2.42 481.91 1.00 481.91 30815.61 63.94 -20.00 -127.89 WHEAT 287.25 1.20 345.79 1.00 345.79 30815.61 89.12 -15.67 -139.64 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 161.467 0.010 2.5 4.195 BITCOIN -182.652 0.043 2.5 -19.807 BOBL -63.496 0.004 2.5 -0.645 BTP 2.220 0.014 2.5 0.076 BUND -60.591 0.004 2.5 -0.615 BUXL -44.646 0.004 2.5 -0.453 CAC 46.564 0.014 2.5 1.590 CAD 6.317 0.010 2.5 0.164 CANOLA -239.402 0.010 2.5 -5.833 CHF -54.926 0.010 2.5 -1.427 COCOA -18.952 0.010 2.5 -0.462 COFFEE 8.976 0.005 2.5 0.119 COPPER 22.272 0.043 2.5 2.415 CORN -85.768 0.010 2.5 -2.090 COTTON2 -195.271 0.010 2.5 -4.757 CRUDE_W -18.847 0.043 2.5 -2.044 DAX 33.357 0.014 2.5 1.139 DOW -4.895 0.009 2.5 -0.114 DX 9.345 0.010 2.5 0.243 EUR 27.726 0.010 2.5 0.720 EURIBOR-ICE -39.832 0.014 2.5 -1.361 EUROSTX 86.757 0.014 2.5 2.963 FEEDCOW 4.359 0.013 2.5 0.145 GASOIL 15.007 0.017 2.5 0.651 GASOLINE -7.452 0.017 2.5 -0.323 GAS_US_mini 17.028 0.043 2.5 1.846 GBP 53.943 0.010 2.5 1.402 GOLD_micro 29.313 0.014 2.5 1.001 HEATOIL -2.246 0.017 2.5 -0.097 JGB-SGX-mini -479.978 0.043 2.5 -52.049 JPY -92.405 0.010 2.5 -2.401 LEANHOG 32.301 0.024 2.5 1.966 LIVECOW -1.572 0.013 2.5 -0.052 LUMBER-new -231.066 0.010 2.5 -5.629 MXP 348.086 0.059 2.5 51.162 NASDAQ_micro -20.038 0.009 2.5 -0.466 NIKKEI 82.049 0.043 2.5 8.897 NZD 53.671 0.010 2.5 1.395 OAT 22.015 0.014 2.5 0.752 OATIES -253.864 0.010 2.5 -6.185 OJ -63.474 0.010 2.5 -1.546 PALLAD 6.637 0.014 2.5 0.227 PLAT 17.972 0.014 2.5 0.614 REDWHEAT -103.028 0.005 2.5 -1.369 RICE -171.907 0.010 2.5 -4.188 ROBUSTA -3.949 0.005 2.5 -0.052 RUSSELL 110.382 0.013 2.5 3.663 SHATZ -547.718 0.004 2.5 -5.562 SILVER-mini 22.309 0.014 2.5 0.762 SMI 65.851 0.014 2.5 2.249 SOFR -199.342 0.024 2.5 -12.132 SOYBEAN -28.637 0.004 2.5 -0.267 SOYMEAL -88.733 0.004 2.5 -0.826 SOYOIL -114.812 0.004 2.5 -1.070 SP400 0.807 0.013 2.5 0.027 SP500_micro -17.062 0.009 2.5 -0.397 SUGAR11 -157.326 0.010 2.5 -3.833 US10 -56.709 0.005 2.5 -0.720 US10U -33.880 0.005 2.5 -0.430 US2 -137.418 0.005 2.5 -1.744 US20 -13.833 0.005 2.5 -0.176 US30 -15.442 0.005 2.5 -0.196 US5 -108.350 0.005 2.5 -1.375 VIX -127.888 0.099 2.5 -31.613 WHEAT -139.637 0.005 2.5 -1.855 ===================== Position diags ===================== AUD 2.44 BITCOIN 14.02 BOBL 1.43 BTP 2.19 BUND 0.73 BUXL 0.34 CAC 1.68 CAD 2.93 CANOLA 8.29 CHF 1.26 COCOA 0.54 COFFEE 0.17 COPPER 2.03 CORN 3.86 COTTON2 2.38 CRUDE_W 4.25 DAX 5.33 DOW 4.44 DX 2.46 EUR 1.58 EURIBOR-ICE 9.40 EUROSTX 2.23 FEEDCOW 0.51 GASOIL 1.14 GASOLINE 1.10 GAS_US_mini 8.96 GBP 2.12 GOLD_micro 2.93 HEATOIL 0.77 JGB-SGX-mini 28.56 JPY 1.77 LEANHOG 4.08 LIVECOW 0.97 LUMBER-new 3.60 MXP 32.77 NASDAQ_micro 1.70 NIKKEI 9.40 NZD 2.46 OAT 2.45 OATIES 3.09 OJ 0.91 PALLAD 0.31 PLAT 0.79 REDWHEAT 1.07 RICE 2.55 ROBUSTA 0.54 RUSSELL 7.27 SHATZ 4.93 SILVER-mini 0.45 SMI 1.12 SOFR 15.65 SOYBEAN 0.69 SOYMEAL 0.70 SOYOIL 0.84 SP400 0.34 SP500_micro 3.21 SUGAR11 3.02 US10 1.24 US10U 0.96 US2 2.51 US20 0.63 US30 0.44 US5 1.90 VIX 15.81 WHEAT 1.18 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.2 4.0 4.4 0.0 0 BITCOIN -19.8 -21.2 -18.4 0.0 0 BOBL -0.6 -0.8 -0.5 0.0 0 BTP 0.1 -0.1 0.3 0.0 0 BUND -0.6 -0.7 -0.5 -3.0 -3 BUXL -0.5 -0.5 -0.4 -3.0 -3 CAC 1.6 1.4 1.8 0.0 0 CAD 0.2 -0.1 0.5 -2.0 -2 CANOLA -5.8 -6.7 -5.0 0.0 0 CHF -1.4 -1.6 -1.3 -4.0 -4 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.1 0.1 0.1 1.0 1 COPPER 2.4 2.2 2.6 4.0 4 CORN -2.1 -2.5 -1.7 0.0 0 COTTON2 -4.8 -5.0 -4.5 -5.0 -5 CRUDE_W -2.0 -2.5 -1.6 0.0 0 DAX 1.1 0.6 1.7 -2.0 -2 DOW -0.1 -0.6 0.3 -1.0 -1 DX 0.2 -0.0 0.5 1.0 1 EUR 0.7 0.6 0.9 0.0 0 EURIBOR-ICE -1.4 -2.3 -0.4 0.0 0 EUROSTX 3.0 2.7 3.2 6.0 6 FEEDCOW 0.1 0.1 0.2 0.0 0 GASOIL 0.7 0.5 0.8 0.0 0 GASOLINE -0.3 -0.4 -0.2 -1.0 -1 GAS_US_mini 1.8 1.0 2.7 0.0 0 GBP 1.4 1.2 1.6 3.0 3 GOLD_micro 1.0 0.7 1.3 0.0 0 HEATOIL -0.1 -0.2 -0.0 0.0 0 JGB-SGX-mini -52.0 -54.9 -49.2 0.0 0 JPY -2.4 -2.6 -2.2 -5.0 -5 LEANHOG 2.0 1.6 2.4 2.0 2 LIVECOW -0.1 -0.1 0.0 -1.0 -1 LUMBER-new -5.6 -6.0 -5.3 0.0 0 MXP 51.2 47.9 54.4 32.0 32 NASDAQ_micro -0.5 -0.6 -0.3 0.0 0 NIKKEI 8.9 8.0 9.8 9.0 9 NZD 1.4 1.1 1.6 0.0 0 OAT 0.8 0.5 1.0 2.0 2 OATIES -6.2 -6.5 -5.9 NaN 0 OJ -1.5 -1.6 -1.5 -2.0 -2 PALLAD 0.2 0.2 0.3 0.0 0 PLAT 0.6 0.5 0.7 0.0 0 REDWHEAT -1.4 -1.5 -1.3 -3.0 -3 RICE -4.2 -4.4 -3.9 -3.0 -3 ROBUSTA -0.1 -0.1 0.0 0.0 0 RUSSELL 3.7 2.9 4.4 2.0 2 SHATZ -5.6 -6.1 -5.1 NaN 0 SILVER-mini 0.8 0.7 0.8 3.0 3 SMI 2.2 2.1 2.4 0.0 0 SOFR -12.1 -13.7 -10.6 NaN 0 SOYBEAN -0.3 -0.3 -0.2 0.0 0 SOYMEAL -0.8 -0.9 -0.8 -3.0 -3 SOYOIL -1.1 -1.2 -1.0 -4.0 -4 SP400 0.0 -0.0 0.1 0.0 0 SP500_micro -0.4 -0.7 -0.1 0.0 0 SUGAR11 -3.8 -4.1 -3.5 -4.0 -4 US10 -0.7 -0.8 -0.6 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -1.7 -2.0 -1.5 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.2 -0.2 -3.0 -3 US5 -1.4 -1.6 -1.2 0.0 0 VIX -31.6 -33.2 -30.0 -24.0 -24 WHEAT -1.9 -2.0 -1.7 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 0.4 0.0 0.0 -0.1 0.1 -0.2 0.1 0.1 -0.0 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 0.1 0.2 0.1 0.2 0.0 0.2 0.2 0.5 0.6 0.5 0.4 0.3 0.7 0.3 0.7 BITCOIN -0.2 -0.6 -0.6 0.2 0.1 0.5 0.1 0.7 0.1 0.1 -0.2 -0.0 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.0 -0.0 -0.2 -2.7 -0.2 0.0 -0.4 -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 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.3 -0.2 -0.1 -0.2 -0.1 -0.1 0.2 0.3 0.3 -0.1 -0.1 -0.2 -0.1 -0.2 0.4 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.7 -0.5 -0.6 -0.5 -0.2 0.2 0.7 0.5 0.7 BTP -0.4 -0.2 0.1 -0.1 -0.2 -0.1 -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 0.0 -0.1 0.2 0.2 0.1 0.7 0.3 0.7 BUND -0.5 -0.3 0.1 -0.1 -0.2 -0.1 -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 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.6 -0.4 -0.1 0.1 0.7 0.3 0.7 BUXL -0.5 -0.3 0.0 -0.1 -0.2 -0.1 -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 -0.6 -0.4 -0.3 -0.2 0.6 -0.1 0.2 CAC -0.2 -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 -0.5 -0.1 0.1 -0.2 0.5 0.7 0.4 0.7 CAD 0.5 0.2 -0.3 -0.1 0.1 -0.2 0.1 0.1 -0.0 0.2 -0.3 0.2 -0.3 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.2 -0.2 0.2 2.7 -0.0 0.2 -0.2 0.2 -0.2 0.1 -0.4 0.5 0.6 0.4 -0.3 -0.7 -0.7 -0.6 -0.7 CANOLA -0.3 0.2 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.3 -0.2 -0.0 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 1.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.8 -0.5 -0.3 0.1 0.2 0.6 0.7 0.7 0.7 CHF -0.2 -0.4 -0.3 -0.1 0.1 -0.2 0.1 0.0 -0.0 -0.0 0.1 -0.1 0.4 -0.1 -0.2 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.0 0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.0 0.3 -0.1 -1.1 -0.2 -0.3 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.3 -0.1 -0.6 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.1 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 0.2 -0.0 0.0 -0.1 -0.1 0.1 -0.1 -0.0 -2.7 -0.1 0.1 -0.2 0.1 -0.1 -0.0 1.0 0.5 -0.1 -0.2 -0.3 -0.3 -0.0 -0.0 0.1 COFFEE -0.3 -0.1 0.2 -0.2 -0.0 -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 -0.0 0.5 -0.1 0.7 -0.0 1.1 -0.2 -0.0 0.4 0.6 0.6 0.5 0.7 0.7 COPPER 0.4 0.3 0.3 0.1 0.1 0.5 0.1 0.7 0.1 0.1 -0.0 0.1 -0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 -0.7 0.1 0.0 0.2 0.1 0.4 0.1 0.0 0.2 0.4 0.2 -0.5 0.7 0.6 0.7 0.7 CORN -0.1 0.2 0.2 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.1 -0.1 -0.4 0.0 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.3 0.0 1.3 0.0 -0.1 0.1 -0.1 -0.2 -0.0 -1.1 -0.0 0.3 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 -0.1 -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 -0.0 -0.5 -0.1 -0.7 -0.2 -0.9 -0.1 0.0 -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 -0.1 -0.1 -0.3 -0.1 -0.5 -0.2 -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 -0.3 0.0 -0.5 -0.6 0.7 0.7 0.3 0.7 DAX 0.1 -0.3 -0.5 0.1 0.1 0.3 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 0.0 -0.3 -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 0.4 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 0.1 0.2 0.1 0.3 0.1 -0.2 -0.1 -0.0 0.2 0.2 -0.2 -0.7 -0.4 -0.7 DX -0.2 0.4 0.4 -0.1 0.1 -0.2 0.1 0.1 -0.0 -0.1 0.1 -0.2 -0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -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 0.1 0.5 0.2 0.6 EUR 0.2 -0.3 -0.2 -0.1 0.1 -0.2 0.1 0.1 -0.0 0.1 0.2 0.2 0.6 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 0.1 0.4 0.1 2.1 -0.0 0.2 0.0 0.2 0.4 0.1 -0.4 0.2 0.4 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.4 -0.4 -0.2 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.3 -0.1 -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 -0.4 -0.1 0.2 0.7 0.4 0.7 EUROSTX 0.0 -0.0 0.2 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.5 0.1 0.7 0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.1 0.5 0.1 -0.8 0.1 0.1 0.3 0.1 0.4 0.1 0.3 0.1 0.1 0.3 0.0 0.4 0.7 0.4 0.7 FEEDCOW 0.3 -0.6 -0.6 -0.1 -0.0 -0.4 -0.0 -0.5 -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 -0.6 0.1 0.2 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.4 0.3 0.4 0.4 0.0 0.1 -0.1 0.1 -0.1 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.0 0.5 -0.1 -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 0.0 -0.1 0.1 -0.0 -0.2 0.1 -0.2 0.0 -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 -0.5 -0.3 -0.1 -0.3 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 0.1 0.1 0.0 -0.4 -0.4 -0.4 0.1 0.0 -0.0 -0.1 0.1 2.7 0.1 -0.1 0.1 -0.0 -0.0 0.1 -1.1 -0.0 0.6 0.6 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.5 -0.3 -0.5 -0.1 0.1 -0.2 0.1 0.1 -0.0 0.2 -0.1 0.2 0.4 0.1 -0.1 0.0 -0.0 0.0 0.0 -0.0 -0.0 0.2 0.1 0.1 0.3 -0.0 0.2 -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 0.4 0.2 0.1 0.1 0.4 0.1 0.5 0.1 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 -0.1 0.0 0.3 0.6 0.1 0.1 -0.4 -0.5 HEATOIL -0.5 0.1 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 0.3 0.2 0.3 0.3 0.0 0.0 -0.1 0.1 -0.1 -2.1 0.0 -0.0 0.1 -0.1 0.1 -0.0 0.0 -0.2 -0.1 0.2 0.0 0.7 0.3 -0.2 -0.3 JGB-SGX-mini -0.6 -0.5 -0.6 -0.1 -0.2 -0.0 -0.2 -0.1 -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 -0.3 -0.6 -0.6 -0.6 -0.3 -0.7 -0.1 -0.7 JPY 0.0 -0.5 -0.6 -0.1 0.1 -0.2 0.1 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 -0.3 -0.5 -0.5 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.4 -0.6 -0.6 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 0.2 0.0 0.2 0.3 -0.0 -0.1 -0.3 0.4 0.2 0.4 -0.1 -0.1 0.1 0.1 0.0 -0.2 -0.1 0.1 -0.2 0.2 0.0 0.0 1.1 0.5 0.6 -0.3 0.5 0.1 0.4 0.5 0.7 LIVECOW 0.1 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.1 0.0 0.1 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 -0.0 0.0 -0.0 0.0 0.2 -0.0 1.1 0.4 0.1 -0.5 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.2 -0.7 -0.7 -0.2 -0.0 -0.6 -0.1 -0.8 -0.2 0.1 -0.5 -0.1 -0.5 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.6 -0.2 NaN -0.2 0.1 -0.6 -0.0 -0.6 -0.2 -1.2 0.3 -0.2 -0.7 -0.6 0.2 0.8 0.3 0.8 MXP 0.2 -0.1 0.1 -0.2 0.1 -0.2 0.1 0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.1 0.5 0.6 0.6 0.3 0.3 0.3 0.4 NASDAQ_micro 0.0 -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 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.3 0.1 0.5 0.0 -0.3 -0.0 -0.0 0.1 0.2 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.4 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 0.0 0.4 0.1 -1.5 0.1 0.0 0.5 0.0 0.6 0.0 1.0 -0.0 -0.0 0.4 0.6 -0.1 0.2 -0.0 0.3 NZD 0.6 0.0 -0.4 -0.1 0.1 -0.2 0.1 0.0 -0.0 0.1 -0.2 0.2 -0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.2 -0.3 0.1 1.9 -0.1 0.1 -0.3 0.2 -0.4 0.1 0.0 0.3 0.5 0.1 -0.4 0.1 0.7 0.2 0.7 OAT -0.3 -0.0 0.1 -0.1 -0.2 -0.1 -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 -0.2 1.0 -0.1 -0.1 0.1 0.0 0.0 0.7 0.3 0.7 OATIES -0.1 0.0 -0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.3 -0.2 -0.4 -0.3 -0.1 -0.2 -0.2 -0.3 -0.1 -1.0 -0.2 -0.2 -0.4 -0.2 -0.5 -0.2 -0.7 -0.5 -0.3 -0.1 -0.1 -0.3 -0.5 -0.1 -0.5 OJ -0.0 -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 0.0 -0.2 -0.4 -0.2 -0.4 -0.5 -0.2 -0.5 PALLAD 0.0 0.0 0.4 0.1 0.1 0.4 0.1 0.5 0.1 0.0 0.2 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 2.2 0.1 0.0 0.3 0.0 0.5 0.0 0.3 -0.1 -0.1 -0.0 -0.0 -0.0 -0.4 -0.7 -0.7 PLAT 0.3 0.0 0.1 0.1 0.1 0.5 0.1 0.7 0.1 -0.0 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 0.6 0.0 0.2 -0.2 -0.1 -0.3 -0.3 0.7 0.3 -0.6 -0.4 REDWHEAT -0.1 0.5 0.2 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.2 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 -0.0 0.9 0.0 -0.1 -0.1 -0.1 -0.5 -0.0 -1.0 0.1 0.2 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 -0.1 -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 -0.6 -0.1 -0.9 -0.0 -0.0 -0.3 -0.4 -0.3 -0.5 0.1 -0.4 ROBUSTA -0.3 -0.1 0.3 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.1 0.1 -0.1 0.0 -0.1 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 -0.1 0.1 0.6 -0.1 0.6 0.4 0.7 RUSSELL 0.4 -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 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.1 0.3 -0.1 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.3 -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 -0.2 -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 -0.5 -0.5 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.5 0.2 0.1 0.1 0.5 0.1 0.7 0.1 0.1 0.4 0.2 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 0.2 0.5 0.2 0.7 0.2 -0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.5 0.3 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 0.4 0.2 1.6 0.2 0.1 0.5 0.2 0.4 0.2 0.9 0.0 0.6 0.6 0.4 0.2 0.7 0.3 0.7 SOFR -0.1 -0.4 -0.1 -0.1 -0.2 -0.1 -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 0.4 0.1 0.2 -0.3 -0.5 -0.2 -0.7 SOYBEAN -0.2 0.4 0.4 -0.2 -0.1 -0.5 -0.1 -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 0.2 0.6 0.6 -0.7 -0.2 -0.7 -0.1 SOYMEAL -0.5 0.6 0.6 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 0.1 -0.1 -0.3 0.0 0.1 -0.2 -0.3 -0.3 -0.3 0.1 0.1 -0.1 -0.1 -0.0 -1.6 0.1 -0.1 0.3 -0.1 0.0 0.0 -0.9 -0.5 -0.0 0.6 0.6 -0.5 -0.7 -0.2 -0.7 SOYOIL 0.2 0.0 -0.3 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -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 0.0 -2.6 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 0.0 -0.2 0.4 0.3 0.5 -0.7 -0.6 -0.7 -0.7 SP400 0.4 -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 0.1 0.0 0.1 0.0 0.1 -0.0 -0.0 0.2 -0.0 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.1 -0.0 0.1 0.1 0.2 0.1 0.4 0.1 0.1 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 -2.3 0.0 0.1 0.2 0.1 0.4 0.0 -0.4 -0.1 0.0 0.0 0.1 -0.1 -0.7 -0.1 -0.7 SUGAR11 0.4 -0.2 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.4 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 -2.6 -0.1 0.0 -0.5 0.0 -0.6 -0.0 1.1 -0.1 0.6 -0.3 -0.0 -0.4 -0.6 -0.2 -0.5 US10 -0.1 -0.3 0.1 -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 0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 -1.0 0.0 -0.1 0.2 -0.1 0.3 -0.1 -0.2 0.1 0.4 0.2 0.4 -0.6 -0.7 -0.4 -0.7 US10U -0.1 -0.3 0.2 -0.1 -0.2 -0.1 -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 -0.1 0.2 -0.1 -1.8 0.0 -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 -0.1 -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 -0.1 -0.1 0.0 -0.1 0.2 -0.1 -1.1 0.3 0.3 -0.1 0.1 -0.6 -0.4 -0.7 -0.7 US20 -0.3 -0.3 0.3 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -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 -0.1 0.2 -0.1 0.2 -0.1 0.0 0.2 0.3 0.1 0.4 0.0 0.4 -0.1 -0.6 US30 -0.3 -0.3 0.3 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 0.2 -0.2 -0.3 -0.2 0.0 0.0 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=================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 11.3 0.7 0.6 -13.2 15.0 -8.3 9.5 1.6 -3.3 20.0 9.9 20.0 4.1 17.1 1.7 -0.0 -1.1 -0.5 -0.8 7.4 3.9 20.0 2.6 18.3 16.8 6.0 20.0 2.9 20.0 0.4 18.2 4.6 20.0 17.6 16.5 13.3 7.5 20.0 10.4 20.0 BITCOIN -6.2 -20.0 -20.0 14.6 9.5 20.0 8.2 20.0 8.5 11.0 -6.5 -3.0 5.7 -12.0 -14.4 -4.4 -6.7 -5.3 -6.1 -20.0 -14.7 -1.5 -0.6 -16.3 -20.0 -20.0 5.3 -13.5 -1.9 -0.6 -14.7 -0.5 0.7 -20.0 -20.0 -20.0 6.4 -2.9 -20.0 -14.6 BOBL -13.8 -9.6 -1.8 -7.7 -20.0 -1.9 -20.0 -2.2 -17.4 -16.5 -9.5 -18.0 -2.5 -18.3 -12.8 -3.1 8.2 16.0 14.4 -12.4 -5.8 -20.0 -3.7 -20.0 2.9 -14.9 -20.0 -6.6 -20.0 -3.4 -20.0 13.2 -20.0 -20.0 -14.1 -6.6 5.6 20.0 15.9 20.0 BTP -11.0 -5.0 2.3 -9.8 -20.0 -2.4 -20.0 -2.9 -20.0 -18.9 16.8 -20.0 20.0 -12.8 9.1 10.6 8.8 9.0 9.0 -0.9 7.3 -20.0 12.0 -12.3 -20.0 -2.8 -20.0 7.6 -20.0 13.0 -18.3 9.5 0.3 -2.3 7.2 6.5 1.6 20.0 8.6 20.0 BUND -13.9 -8.5 2.1 -8.6 -20.0 -2.1 -20.0 -2.5 -19.5 -18.5 -7.0 -20.0 -9.2 -20.0 -11.7 7.3 3.0 1.4 2.3 -11.8 -5.5 -20.0 -6.3 -20.0 -0.5 -15.8 -20.0 -6.4 -20.0 -4.5 -20.0 -1.0 -20.0 -19.2 -11.7 -3.9 2.1 20.0 8.0 20.0 BUXL -15.2 -8.2 1.4 -8.4 -20.0 -2.1 -20.0 -2.4 -19.1 -18.9 -15.4 -20.0 -19.3 -20.0 -13.1 3.9 3.1 4.0 3.8 -15.9 -13.3 -20.0 -18.6 -20.0 0.0 -20.0 -20.0 -15.4 -20.0 -15.9 -20.0 0.0 -4.5 -17.7 -13.6 -9.3 -4.6 17.3 -2.5 7.1 CAC -5.2 -4.1 8.8 7.0 10.6 12.1 11.8 13.8 6.8 -16.5 16.2 -4.3 16.9 -3.2 9.4 -3.8 -1.7 -3.0 -2.3 5.7 10.9 -3.1 11.2 0.2 5.1 3.9 -11.9 6.6 -4.2 3.6 -0.9 6.0 -20.0 -3.9 1.9 -7.2 14.1 20.0 12.5 20.0 CAD 15.5 5.7 -9.4 -13.2 15.1 -8.3 9.5 1.6 -3.3 18.9 -12.8 20.0 -7.9 13.2 -8.6 -8.2 -7.6 -8.5 -8.1 -0.8 -8.0 20.0 -8.0 14.1 20.0 -3.5 20.0 -8.0 20.0 -6.1 10.5 -7.2 20.0 17.3 12.7 -9.2 -20.0 -20.0 -19.1 -20.0 CANOLA -10.0 7.2 -11.2 -20.0 -5.0 -20.0 -9.2 -20.0 -14.3 -14.4 -10.0 -14.3 -1.2 -7.6 -9.9 -20.0 -13.2 -20.0 -17.0 -7.6 -6.9 -20.0 -4.1 -14.2 8.7 -9.7 -20.0 -8.4 -20.0 -5.7 -17.1 -15.2 -20.0 -10.6 4.6 4.8 18.1 20.0 20.0 20.0 CHF -6.3 -13.7 -9.5 -10.9 12.5 -6.9 7.9 1.3 -2.7 -1.6 2.6 -12.2 12.0 -13.2 -14.8 -17.0 -16.1 -16.7 -16.0 -8.8 -1.6 -3.5 7.8 -7.9 -1.3 -8.7 3.8 -0.5 -4.2 8.2 -9.0 -20.0 -9.2 -8.1 -2.8 3.4 -9.3 -20.0 -9.8 -20.0 COCOA 9.6 -4.6 -20.0 -11.5 -2.7 -14.8 -4.9 -14.3 -7.6 8.3 -8.4 5.2 -2.9 -2.4 -7.1 -3.9 7.8 -2.3 1.9 -9.7 -11.9 11.1 -5.1 -0.4 -20.0 -8.9 15.1 -8.1 5.3 -1.4 -4.0 18.7 20.0 -4.4 -4.8 -8.9 -9.9 -1.3 -0.5 3.3 COFFEE -9.7 -3.6 7.2 -20.0 -5.4 -20.0 -9.9 -20.0 -15.4 -7.0 13.8 -12.1 14.7 -8.2 9.8 20.0 14.5 20.0 18.7 6.5 14.7 -7.2 19.2 -3.3 -20.0 7.0 -4.3 18.5 -6.4 20.0 -3.4 20.0 -9.2 -0.7 12.2 20.0 17.2 15.4 20.0 20.0 COPPER 11.0 9.0 8.7 13.0 8.4 19.9 7.2 20.0 7.6 6.0 -0.6 11.5 -0.3 11.7 10.8 -7.8 -6.0 -6.9 -6.3 12.0 7.7 14.3 5.7 15.2 -5.3 9.1 5.4 8.4 10.8 10.3 11.3 0.1 9.1 12.0 6.4 -15.4 20.0 16.7 20.0 20.0 CORN -4.6 7.7 7.6 -20.0 -6.9 -20.0 -12.7 -20.0 -19.7 -15.9 -3.7 -9.0 -10.4 3.5 13.2 -19.7 -19.4 -20.0 -20.0 3.3 -0.9 -2.1 -10.7 1.0 9.4 3.2 -5.7 2.1 -5.0 -6.8 -1.6 -20.0 -2.0 8.2 20.0 20.0 -7.2 -6.3 6.3 -2.9 COTTON2 -1.7 -2.9 -4.4 -20.0 -7.5 -20.0 -13.7 -20.0 -20.0 -8.0 -20.0 -13.7 -20.0 -20.0 -20.0 -17.9 -15.4 -17.9 -16.9 -18.0 -20.0 -7.4 -20.0 -12.8 -13.2 -20.0 -3.0 -20.0 -12.7 -20.0 -20.0 -17.7 -4.0 0.7 -1.9 10.3 -6.0 -13.0 -4.3 -10.8 CRUDE_W -2.9 -3.1 -5.8 -1.1 -7.3 2.0 -6.8 2.2 -4.7 -12.3 -11.4 -12.2 -13.6 -13.9 -18.9 -0.3 5.1 1.3 3.1 -10.0 -10.4 -4.9 -11.0 -7.4 7.8 -16.2 -6.3 -15.9 -9.3 -15.3 -13.4 -12.9 -11.2 0.6 -16.8 -19.9 20.0 20.0 10.2 19.6 DAX 1.8 -10.7 -15.2 5.5 8.4 9.6 9.3 11.0 5.4 15.9 9.0 10.1 14.6 3.0 -2.4 -6.2 -6.5 -6.3 -6.0 -2.4 0.7 14.8 11.6 4.5 -10.5 -2.8 15.7 -2.2 13.3 5.8 3.9 -1.3 9.9 1.5 -10.8 -20.0 5.4 20.0 4.9 20.0 DOW 2.0 -1.2 5.5 4.5 6.9 7.8 7.6 8.9 4.4 9.3 13.4 10.0 12.9 8.2 9.2 -7.3 -8.3 -8.0 -7.9 9.3 11.5 10.1 11.9 9.2 -10.2 5.8 7.0 8.1 6.6 8.8 5.4 -4.4 -2.4 -0.4 7.1 5.0 -7.4 -20.0 -10.7 -20.0 DX -7.5 11.1 13.8 -12.0 13.8 -7.6 8.7 1.5 -3.0 -12.2 5.5 -15.5 -13.5 0.9 13.2 6.0 6.2 6.1 6.1 7.5 4.4 -9.6 -6.8 -2.2 -20.0 8.3 -11.4 6.8 -12.1 -2.7 -3.2 16.8 -20.0 -7.0 20.0 20.0 4.2 16.0 5.6 18.2 EUR 6.7 -8.6 -7.4 -13.8 15.8 -8.7 10.0 1.7 -3.5 14.2 6.9 16.8 17.4 4.9 -11.8 -8.6 -7.9 -8.3 -8.0 -3.2 1.8 10.9 14.1 4.8 15.4 -2.3 17.1 1.3 14.6 12.0 7.4 -7.2 6.7 13.3 8.4 3.3 -3.7 -20.0 -3.6 -20.0 EURIBOR-ICE -12.0 -11.4 -6.7 -6.0 -19.1 -1.5 -20.0 -1.8 -13.7 -13.2 -3.5 -13.5 7.7 -13.8 -9.6 12.7 11.1 12.8 12.5 -8.6 -2.5 -20.0 2.4 -17.3 2.9 -9.1 -20.0 -2.9 -20.0 0.8 -18.8 14.6 -20.0 -20.0 -10.8 -4.3 5.1 20.0 11.7 20.0 EUROSTX 0.4 -1.0 7.4 6.4 9.7 11.1 10.8 12.6 6.2 18.1 17.8 12.2 18.6 7.9 13.5 -3.6 -1.8 -3.4 -2.7 11.8 15.0 12.9 17.1 11.0 -6.3 10.5 9.3 11.1 12.5 10.1 10.2 5.6 4.9 4.6 8.4 0.9 11.9 20.0 11.0 20.0 FEEDCOW 9.2 -20.0 -20.0 -10.4 -2.4 -13.2 -4.4 -12.8 -6.8 7.0 1.4 7.5 5.4 -2.3 -3.4 14.6 9.0 14.8 13.3 -2.6 1.5 9.3 7.5 2.5 -20.0 -3.4 4.8 2.2 4.1 9.0 -1.0 20.0 17.9 7.2 -16.7 9.0 20.0 20.0 20.0 20.0 GASOIL -18.3 2.6 5.1 -0.7 -4.8 1.3 -4.5 1.4 -3.1 -6.7 8.3 -11.6 6.3 -1.0 1.6 17.6 15.8 20.0 18.8 0.9 4.9 -7.8 4.4 -5.2 -1.5 2.0 -7.3 6.2 -7.6 5.5 -4.5 9.4 -3.6 -6.2 4.8 8.9 8.6 15.5 -3.0 8.1 GASOLINE -10.3 1.8 -0.3 -0.9 -6.4 1.8 -5.9 1.9 -4.1 -17.2 2.2 -17.1 1.3 -3.9 -1.8 -5.4 15.9 6.5 14.2 -2.3 0.0 -9.9 0.2 -6.3 -18.6 -7.6 -15.2 -4.6 -16.3 -3.0 -13.0 7.2 -19.3 -9.1 -4.6 -8.0 20.0 20.0 20.0 20.0 GAS_US_mini 2.0 19.7 12.4 -1.0 -6.8 1.9 -6.3 2.1 -4.4 -15.3 -4.1 -1.2 -11.4 12.2 12.9 2.4 -20.0 -20.0 -20.0 10.6 2.8 -0.3 -3.4 10.4 20.0 8.4 -13.3 3.1 -1.6 -1.1 7.0 -20.0 -1.5 18.7 20.0 10.5 1.8 -20.0 -15.8 -20.0 GBP 15.8 -8.6 -15.0 -13.4 15.3 -8.5 9.7 1.7 -3.3 17.6 -4.7 20.0 11.8 7.4 -7.7 0.1 -0.0 0.2 0.1 -3.2 -4.6 17.6 4.5 9.8 2.0 -2.4 17.5 -3.8 20.0 5.6 12.5 6.3 16.0 20.0 3.3 0.6 12.1 -5.1 13.1 -4.9 GOLD_micro 8.7 12.8 4.7 9.2 5.9 14.0 5.1 14.4 5.3 1.5 7.9 7.8 9.5 2.1 7.1 -7.7 -10.5 -8.7 -9.4 15.3 20.0 6.0 20.0 9.9 -20.0 15.4 1.7 20.0 2.4 20.0 6.6 -6.6 -5.2 1.0 9.2 20.0 3.3 3.0 -12.5 -14.8 HEATOIL -16.9 3.4 2.1 -0.7 -4.5 1.2 -4.2 1.3 -2.9 -9.2 7.0 -12.8 6.1 -2.2 0.4 17.5 11.0 15.2 12.7 1.0 4.4 -7.3 4.2 -4.7 -16.0 1.0 -5.3 3.6 -7.3 4.0 -4.4 0.6 -10.0 -4.6 6.6 1.3 20.0 10.4 -5.0 -8.9 JGB-SGX-mini -20.0 -16.4 -18.0 -5.6 -17.8 -1.4 -18.9 -1.6 -12.8 -11.8 -15.0 -13.9 -14.0 -14.6 -15.0 20.0 14.4 16.5 14.8 -20.0 -20.0 -20.0 -19.3 -20.0 -5.5 -20.0 -20.0 -19.7 -20.0 -17.0 -20.0 18.9 -11.9 -20.0 -20.0 -20.0 -9.0 -20.0 -1.5 -20.0 JPY 1.5 -13.9 -19.0 -9.2 10.5 -5.8 6.6 1.1 -2.3 -6.8 -16.0 -7.0 -13.7 -12.5 -15.1 -10.0 -10.8 -10.1 -10.1 -19.9 -20.0 -7.1 -16.1 -12.7 20.0 -20.0 -9.9 -20.0 -10.5 -15.5 -17.1 -11.5 -12.4 -14.5 -15.2 -17.9 -6.2 -12.1 -6.2 -14.1 LEANHOG 12.3 -17.6 -18.8 -20.0 -5.8 -20.0 -10.6 -20.0 -16.4 17.3 0.5 16.1 8.6 -0.8 -11.9 -16.1 20.0 11.1 20.0 -8.7 -5.8 14.2 3.7 2.4 -1.8 -8.2 15.1 -7.3 15.3 1.0 4.2 20.0 20.0 20.0 -10.4 15.5 2.5 12.0 13.5 20.0 LIVECOW 4.3 -20.0 -20.0 -10.0 -2.3 -12.8 -4.3 -12.3 -6.6 7.1 1.0 6.9 5.0 -1.8 -3.0 -3.4 8.1 -2.3 2.7 -3.5 -0.3 8.4 5.1 1.3 -20.0 -4.4 5.3 -0.1 3.5 5.7 -2.0 20.0 17.2 3.0 -14.1 5.1 20.0 14.8 20.0 20.0 LUMBER-new -5.3 -20.0 -20.0 -19.2 -4.5 -20.0 -8.2 -20.0 -12.7 12.9 -14.7 -6.3 -12.5 -13.5 -14.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.1 -18.0 -16.1 NaN -20.0 7.5 -20.0 -0.3 -14.1 -15.8 -20.0 9.4 -5.8 -20.0 -17.0 4.5 20.0 8.2 20.0 MXP 4.9 -3.1 3.1 -14.2 16.2 -9.0 10.3 1.7 -3.5 20.0 20.0 20.0 20.0 20.0 20.0 12.5 12.8 12.7 12.6 17.6 20.0 16.7 20.0 17.2 -20.0 19.9 16.9 20.0 19.2 20.0 19.1 20.0 5.7 16.5 20.0 20.0 7.7 9.3 10.4 13.1 NASDAQ_micro 1.0 -6.1 -1.2 4.2 6.4 7.4 7.1 8.4 4.1 11.8 12.4 12.8 12.8 5.5 7.2 -7.7 -8.7 -8.5 -8.6 8.8 14.0 10.1 16.9 8.2 -20.0 4.9 5.2 9.9 5.3 12.5 3.3 -5.4 -0.4 -0.5 3.2 5.3 -3.0 -20.0 -3.7 -20.0 NIKKEI -11.5 1.6 15.2 3.4 5.3 6.0 5.8 6.9 3.4 7.5 10.0 7.2 10.1 3.2 7.6 2.0 6.4 2.2 4.2 11.7 17.6 5.3 16.6 5.6 -11.5 11.6 3.5 18.1 3.8 16.0 4.5 18.7 -0.7 -1.3 13.0 20.0 -3.1 5.3 -1.3 9.5 NZD 20.0 0.3 -13.2 -10.0 11.5 -6.3 7.3 1.2 -2.5 16.4 -9.1 17.7 -10.2 11.2 -7.9 -4.5 -3.3 -4.4 -4.0 -4.2 -10.6 16.8 -9.3 9.5 14.1 -8.3 14.9 -12.9 15.3 -10.4 5.7 0.0 10.9 14.7 2.2 -11.5 4.1 20.0 6.4 20.0 OAT -10.2 -1.3 4.2 -7.8 -20.0 -1.9 -20.0 -2.3 -17.8 -13.7 4.4 -15.9 -3.9 -11.7 3.6 16.1 12.5 17.1 15.8 -2.9 -0.2 -18.0 -2.5 -11.0 1.2 -4.1 -20.0 0.2 -20.0 -0.8 -14.6 18.3 -2.9 -1.5 4.5 0.9 1.2 20.0 7.9 20.0 OATIES -4.2 1.3 -11.2 -20.0 -4.9 -20.0 -9.1 -20.0 -14.0 -15.1 -15.5 -13.5 -13.3 -10.0 -13.9 -15.9 -11.2 -20.0 -17.3 -12.0 -14.0 -20.0 -12.8 -12.6 -7.6 -14.8 -20.0 -15.7 -20.0 -13.9 -15.9 -13.8 -20.0 -8.0 -3.5 -3.3 -9.4 -14.8 -4.4 -15.3 OJ -1.3 -20.0 -20.0 -8.5 -2.0 -10.9 -3.6 -10.5 -5.6 -0.6 -6.4 -1.8 -6.3 -4.7 -6.3 -6.3 2.5 -4.2 -1.5 -12.2 -12.8 -2.1 -10.9 -7.5 -20.0 -10.4 -0.8 -9.8 -2.7 -7.7 -7.4 11.0 0.2 -6.3 -12.7 -5.8 -13.2 -16.4 -4.8 -15.2 PALLAD 0.2 1.5 11.0 9.7 6.3 14.8 5.4 15.2 5.6 2.6 5.6 7.0 5.5 -3.4 3.3 -3.3 -3.0 -3.1 -3.0 7.3 9.8 5.2 8.8 5.5 16.2 8.0 0.8 12.9 2.5 13.3 3.5 5.4 -3.1 -2.6 -0.9 -1.1 -0.7 -11.3 -20.0 -19.8 PLAT 8.6 0.4 3.7 12.1 7.8 18.6 6.8 19.0 7.1 -2.5 10.9 10.2 10.7 3.0 7.1 -5.3 -3.8 -4.3 -3.8 11.7 15.9 11.2 18.1 11.8 0.8 5.3 1.2 13.0 2.5 17.6 2.1 4.2 -7.3 -3.6 -9.9 -8.1 20.0 10.3 -18.0 -12.3 REDWHEAT -4.6 14.2 5.9 -20.0 -6.4 -20.0 -11.7 -20.0 -18.1 -18.7 -15.5 -14.2 -19.7 0.1 -0.9 -12.8 -16.1 -15.3 -16.4 -2.8 -10.2 -5.2 -19.8 -2.5 6.6 0.9 -9.2 -4.5 -4.9 -13.4 -0.4 -18.3 2.3 7.3 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 7.4 5.3 -20.0 -11.3 -2.6 -14.4 -4.8 -14.0 -7.5 -2.8 -9.4 -5.5 -9.4 -7.3 -9.0 -20.0 -12.8 -20.0 -18.7 -12.6 -16.8 -4.3 -17.5 -7.5 -0.0 -11.5 -3.4 -14.8 -3.8 -16.0 -6.9 -17.7 -1.8 -1.3 -9.6 -12.6 -7.6 -13.9 3.3 -12.6 ROBUSTA -10.3 -2.6 10.5 -12.4 -2.9 -15.9 -5.3 -15.3 -8.2 -7.6 1.9 -6.8 0.1 -4.9 1.3 11.9 12.7 10.1 11.0 -0.6 1.6 -9.2 1.7 -6.2 -20.0 -0.9 -6.3 1.0 -7.6 1.6 -5.3 20.0 -12.1 -2.8 2.0 20.0 -2.7 18.6 10.7 20.0 RUSSELL 11.6 -6.5 6.4 4.2 6.3 7.3 7.0 8.3 4.1 11.4 12.2 12.8 10.5 10.4 9.7 -4.4 -5.3 -4.8 -4.9 7.3 8.6 14.6 8.4 10.6 6.0 4.7 11.7 6.8 11.1 7.1 7.1 0.6 3.2 10.5 -1.6 4.5 -7.5 -20.0 -12.7 -20.0 SHATZ -9.5 -7.3 -8.2 -7.1 -20.0 -1.7 -20.0 -2.1 -16.1 -15.6 -15.7 -16.8 -5.8 -17.5 -16.2 -17.9 -16.7 -14.8 -14.8 -14.5 -10.6 -20.0 -7.1 -20.0 8.7 -17.0 -20.0 -10.9 -20.0 -6.5 -20.0 -20.0 -20.0 -19.2 -15.5 -15.0 13.6 20.0 19.9 20.0 SILVER-mini 20.0 14.0 7.0 12.3 7.9 18.8 6.8 19.3 7.1 13.1 13.7 14.0 13.4 13.6 13.7 -5.1 -6.4 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -10.1 20.0 17.7 20.0 17.4 20.0 18.7 -0.1 20.0 20.0 20.0 20.0 5.5 20.0 -6.8 -1.0 SMI 15.9 8.1 12.5 6.1 9.4 10.7 10.4 12.2 6.0 10.7 17.5 18.3 13.1 19.2 18.7 6.5 4.1 5.7 4.6 20.0 17.9 19.6 13.2 20.0 11.9 20.0 11.5 17.3 20.0 10.9 20.0 16.6 1.0 20.0 20.0 12.8 7.5 20.0 9.6 20.0 SOFR -3.4 -11.1 -4.4 -8.6 -20.0 -2.1 -20.0 -2.5 -19.4 -18.1 11.0 -17.3 15.1 -12.2 -8.5 7.2 5.8 7.2 6.9 -4.1 5.2 -20.0 11.3 -13.0 -20.0 -3.0 -20.0 5.9 -20.0 11.1 -12.3 5.0 -4.0 13.7 3.4 6.8 -7.9 -15.8 -7.0 -20.0 SOYBEAN -7.1 12.9 11.3 -20.0 -6.7 -20.0 -12.3 -20.0 -19.1 -18.9 16.1 -16.6 4.6 9.9 14.5 0.1 -5.2 -1.9 -4.4 11.6 11.7 -16.3 2.0 -0.4 -7.5 14.1 -20.0 18.4 -20.0 7.7 -3.8 1.1 -20.0 5.1 20.0 20.0 -20.0 -6.8 -20.0 -2.8 SOYMEAL -16.4 20.0 20.0 -16.7 -3.9 -20.0 -7.1 -20.0 -11.0 -12.1 3.3 -13.1 -7.3 2.1 4.8 -11.7 -15.2 -14.1 -15.7 5.5 4.7 -14.1 -2.9 -4.3 -11.7 11.8 -13.8 10.0 -11.3 0.1 0.3 -17.2 -20.0 -1.3 20.0 20.0 -16.2 -20.0 -7.1 -20.0 SOYOIL 5.2 1.0 -7.8 -20.0 -6.6 -20.0 -12.2 -20.0 -18.9 -17.4 -0.5 -4.3 9.1 8.5 -7.9 -8.3 -5.1 -8.0 -6.7 1.3 1.2 -3.0 6.8 3.4 -19.7 -3.8 -14.8 -1.3 -11.5 3.1 -5.5 0.1 -9.8 12.3 9.1 16.1 -20.0 -17.9 -20.0 -19.8 SP400 12.0 -3.0 -0.5 4.5 6.8 7.8 7.6 8.9 4.4 9.3 12.1 13.3 6.7 11.6 6.5 -5.5 -5.9 -5.7 -5.7 4.4 4.0 12.0 4.3 8.8 0.9 1.2 11.1 0.8 9.0 1.2 5.2 -0.6 -1.2 7.7 -1.0 -8.3 -7.0 -20.0 -10.2 -20.0 SP500_micro 2.5 -3.1 -1.1 5.1 7.8 8.9 8.6 10.1 5.0 10.6 15.9 15.0 16.0 10.0 11.1 -8.5 -9.5 -9.1 -9.2 10.5 16.3 10.8 19.8 9.6 -16.9 4.2 7.0 9.1 6.3 12.0 3.8 -6.6 -4.9 0.5 0.7 2.3 -2.7 -20.0 -3.4 -20.0 SUGAR11 13.3 -5.1 -9.8 -18.2 -4.2 -20.0 -7.7 -20.0 -12.0 -5.0 -13.0 3.3 -13.9 -4.0 -9.9 19.3 10.1 14.1 9.2 -9.6 -15.9 1.0 -17.0 -1.6 -19.4 -11.1 1.5 -17.0 1.2 -16.8 -2.2 20.0 -3.2 20.0 -8.4 -0.4 -13.4 -19.5 -5.5 -15.4 US10 -3.7 -9.7 3.6 -6.8 -20.0 -1.7 -20.0 -2.0 -15.5 -11.8 11.5 -12.6 5.3 -8.9 3.0 2.2 0.4 2.1 1.7 -0.6 5.3 -13.6 6.3 -7.3 -7.5 1.0 -15.1 7.5 -12.8 9.2 -5.9 -4.1 4.9 13.2 5.3 11.3 -19.3 -20.0 -12.3 -20.0 US10U -3.9 -8.5 7.3 -9.5 -20.0 -2.3 -20.0 -2.8 -20.0 -17.5 16.3 -17.5 3.6 -12.7 7.5 1.2 -0.8 1.0 0.2 1.2 8.7 -16.1 7.9 -8.2 -13.4 4.1 -18.4 14.1 -16.6 14.5 -7.3 -6.6 8.6 18.7 9.1 20.0 -9.1 -12.8 -9.9 -20.0 US2 -2.6 -10.7 0.1 -7.0 -20.0 -1.7 -20.0 -2.0 -15.8 -8.0 -0.3 -11.9 -3.2 -13.2 -7.9 -11.9 -15.0 -12.6 -13.0 -5.1 -0.3 -12.1 1.1 -9.2 17.3 -4.7 -9.4 0.9 -11.8 4.3 -9.0 -20.0 10.9 10.5 -1.9 2.9 -18.5 -10.8 -20.0 -20.0 US20 -7.8 -10.5 9.3 -6.5 -20.0 -1.6 -20.0 -1.9 -14.8 -11.3 8.5 -13.4 -3.7 -13.3 2.2 3.8 3.1 4.0 3.8 -1.7 3.9 -11.9 2.5 -8.5 -9.1 -0.4 -9.2 7.0 -11.8 6.5 -8.4 0.0 6.8 8.0 2.3 13.0 0.5 13.5 -2.1 -16.8 US30 -7.9 -9.1 9.2 -7.6 -20.0 -1.9 -20.0 -2.2 -17.2 -12.9 5.7 -15.9 -8.7 -17.0 1.0 1.2 -1.9 0.1 -0.9 -3.2 2.1 -12.0 -0.9 -9.9 -5.4 -2.1 -8.5 5.8 -12.4 3.8 -10.4 -8.5 13.9 8.4 2.4 12.0 0.4 8.1 -0.4 -14.7 US5 -2.7 -9.3 0.4 -7.1 -20.0 -1.7 -20.0 -2.1 -16.1 -12.1 9.7 -13.2 5.3 -10.0 -2.0 -0.7 -3.1 -1.5 -1.9 -2.0 3.7 -14.0 5.7 -8.1 -2.9 -1.0 -14.8 5.3 -13.8 8.4 -7.4 -10.1 4.8 12.7 3.8 7.6 -20.0 -17.1 -20.0 -20.0 VIX -11.6 -0.8 -5.8 -8.2 -17.7 -6.5 -18.6 -2.9 -13.7 -19.9 -20.0 -20.0 -12.8 -20.0 -19.7 -20.0 -20.0 -20.0 -20.0 -11.9 -9.2 -20.0 -6.3 -18.1 NaN -9.1 -18.0 -6.9 -20.0 -3.3 -15.7 NaN NaN NaN NaN NaN -4.9 -20.0 NaN NaN WHEAT -11.0 8.4 4.1 -20.0 -6.4 -20.0 -11.8 -20.0 -18.3 -20.0 -17.9 -20.0 -20.0 -11.5 -9.4 -15.3 -17.9 -16.7 -17.4 -7.8 -11.4 -12.1 -18.6 -10.3 10.9 -4.8 -12.5 -5.5 -12.6 -11.3 -9.5 -20.0 -5.4 -3.7 16.5 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3