******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251211_203831 produced at 2025-12-11 21:34:14.545078 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -2.11 0.0 0.00 0.00 0.00 0.00 -48.40 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.47 0.0 0.00 0.00 0.00 0.00 -11.96 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.36 0.0 0.00 0.00 0.00 0.00 -5.65 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.32 0.0 999.00 -999.00 -0.25 -0.25 -32.05 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.23 0.0 1.45 -1.45 0.00 0.00 -1.56 10.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -1.58 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -20.88 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.09 0.0 0.70 -0.70 -0.12 -0.12 -2.18 17.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 -0.24 -0.08 0.0 1.05 -1.05 -0.24 -0.24 -1.05 13.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.18 -0.18 -0.08 -0.08 -4.80 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.06 0.00 -0.07 0.0 1.39 -1.39 0.00 0.00 -1.33 25.0 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 -2.07 5.0 0 0 caleb_strategy_v3 BUND False False 0.08 -0.30 -0.05 0.0 0.76 -0.76 -0.30 -0.30 -0.63 10.0 -4 -4 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.05 0.0 1.31 -1.31 0.00 0.00 -0.73 19.0 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 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.34 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 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -4.89 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -2.13 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.24 -0.24 -0.00 -0.00 -5.87 51.0 -1 -1 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 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.46 4.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -3.78 18.0 -4 -4 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.76 -0.76 0.00 0.00 -0.46 13.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.02 0.0 999.00 -999.00 -0.04 -0.04 -0.41 999999999.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.43 8.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.59 3.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.02 -0.06 -0.02 0.0 0.16 -0.16 -0.06 -0.08 -1.17 10.0 -4 -5 caleb_strategy_v3 NASDAQ_micro False True 0.03 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.46 23.0 0 0 caleb_strategy_v3 DX False False 0.05 0.05 -0.01 0.0 999.00 -999.00 0.05 0.05 -0.13 999999999.0 1 1 caleb_strategy_v3 US30 False False 0.06 -0.18 -0.01 0.0 0.36 -0.36 -0.18 -0.18 -0.21 6.0 -3 -3 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 COCOA False False 0.03 -0.03 -0.01 0.0 0.84 -0.84 -0.03 -0.03 -0.39 26.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.87 9.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -0.29 7.0 0 0 caleb_strategy_v3 HEATOIL False False 0.05 0.00 -0.01 0.0 0.14 -0.14 0.00 0.00 -0.13 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.48 -0.48 0.00 0.00 -0.07 23.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 0.00 0.0 0.80 -0.80 -0.05 -0.05 0.02 17.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.01 0.00 0.00 0.0 0.13 -0.13 0.00 0.00 0.19 26.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.00 0.0 0.71 -0.71 0.00 0.00 0.04 10.0 0 0 caleb_strategy_v3 SP500_micro False True 0.02 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.16 48.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.82 -0.82 0.00 0.06 0.55 66.0 0 5 caleb_strategy_v3 SP400 False True 0.17 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.43 -0.43 0.07 0.07 0.14 6.0 1 1 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 CAD False False 0.04 -0.04 0.02 0.0 1.07 -1.07 -0.04 -0.04 0.60 29.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.09 0.00 0.02 0.0 0.69 -0.69 0.00 0.00 0.19 8.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.01 0.02 0.0 0.00 -0.01 -0.01 -0.01 1.59 58.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.13 -0.13 0.00 0.00 0.55 4.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.23 -1.23 0.00 0.00 1.23 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.03 0.0 0.45 -0.45 0.02 0.02 4.86 68.0 3 3 caleb_strategy_v3 PLAT False False 0.04 0.00 0.03 0.0 0.44 -0.44 0.00 0.00 0.72 10.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.04 0.0 0.24 -0.24 0.05 0.05 2.48 13.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.62 -0.62 0.00 0.00 1.55 21.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.05 0.0 0.72 -0.72 0.14 0.14 0.65 10.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.08 0.24 0.06 0.0 999.00 -999.00 0.24 0.24 0.76 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.13 0.07 0.0 0.94 -0.94 0.13 0.13 1.60 22.0 3 3 caleb_strategy_v3 CAC False True 0.05 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.55 12.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 0.07 0.0 1.05 -1.05 0.07 0.07 0.98 14.0 1 1 caleb_strategy_v3 EUROSTX False True 0.03 0.17 0.10 0.0 0.17 0.00 0.17 0.17 2.84 20.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.64 -0.64 0.00 0.00 4.42 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.23 0.16 0.0 0.60 -0.60 0.23 0.23 9.72 36.0 14 14 caleb_strategy_v3 COPPER False False 0.07 0.28 0.19 0.0 999.00 -999.00 0.28 0.28 2.67 999999999.0 4 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.27 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.45 0.74 0.0 0.84 -0.84 0.45 0.45 52.74 60.0 32 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.8 Shocked risk 73.9 Sum abs risk 62.3 Leverage 7.87 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1966930.37, 'annual_cash_vol_target': 491732.5925, 'daily_cash_vol_target': 30733.28703125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6666 0.4971 7.9537 BITCOIN 2332.7770 91230.0000 2.5570 40.9125 BOBL 0.1850 116.0000 0.1595 2.5522 BTP 0.4170 119.8800 0.3478 5.5654 BUND 0.3623 127.5300 0.2841 4.5448 BUXL 0.7796 110.3600 0.7064 11.3023 CAC 55.6934 8112.5000 0.6865 10.9842 CAD 0.0027 0.7289 0.3735 5.9764 CANOLA 6.3137 632.4000 0.9984 15.9738 CHF 0.0054 1.2712 0.4227 6.7627 COCOA 135.7710 6326.0000 2.1462 34.3398 COFFEE 6.1920 375.7500 1.6479 26.3667 COPPER 0.0659 5.4910 1.2005 19.2080 CORN 3.8483 464.7500 0.8280 13.2485 COTTON2 0.6246 64.0000 0.9759 15.6140 CRUDE_W 0.7963 57.5700 1.3831 22.1300 DAX 172.4665 24386.0000 0.7072 11.3158 DOW 335.6043 49161.0000 0.6827 10.9226 DX 0.3387 97.9450 0.3458 5.5329 EUR 0.0042 1.1796 0.3552 5.6831 EURIBOR-ICE 0.0381 97.5800 0.0390 0.6240 EUROSTX 42.1750 5779.0000 0.7298 11.6768 FEEDCOW 3.9606 337.5250 1.1734 18.7748 GASOIL 11.5196 630.0000 1.8285 29.2561 GASOLINE 0.0291 1.7889 1.6274 26.0381 GAS_US_mini 0.1552 3.9800 3.9002 62.4036 GBP 0.0060 1.3388 0.4493 7.1881 GOLD_micro 35.7602 4302.7000 0.8311 13.2978 HEATOIL 0.0412 2.1989 1.8758 30.0133 JGB-SGX-mini 0.1856 133.5700 0.1390 2.2237 JPY 0.0000 0.0065 0.5613 8.9804 LEANHOG 1.1747 89.1750 1.3173 21.0770 LIVECOW 2.5948 230.9500 1.1235 17.9764 LUMBER-new 7.7747 592.0000 1.3133 21.0128 MXP 0.0003 0.0549 0.5201 8.3222 NASDAQ_micro 207.2267 25704.2500 0.8062 12.8991 NIKKEI 540.1290 50900.0000 1.0612 16.9785 NZD 0.0033 0.5828 0.5595 8.9523 OAT 0.3658 120.5100 0.3036 4.8573 OATIES 4.7732 292.5000 1.6319 26.1096 OJ 5.4230 147.0500 3.6879 59.0058 PALLAD 33.3462 1533.5000 2.1745 34.7923 PLAT 26.2503 1712.3000 1.5330 24.5287 REDWHEAT 7.5011 535.5000 1.4008 22.4124 RICE 0.1463 10.1150 1.4459 23.1343 ROBUSTA 74.2980 4096.0000 1.8139 29.0227 RUSSELL 27.7239 2613.5000 1.0608 16.9727 SHATZ 0.0548 106.7000 0.0514 0.8223 SILVER-mini 0.9596 64.2250 1.4941 23.9060 SMI 74.4861 12930.0000 0.5761 9.2172 SOFR 0.0481 96.6400 0.0497 0.7958 SOYBEAN 8.1852 1099.0000 0.7448 11.9166 SOYMEAL 4.0238 311.7000 1.2909 20.6549 SOYOIL 0.5590 51.6900 1.0814 17.3021 SP400 30.2602 3400.6000 0.8899 14.2376 SP500_micro 43.3915 6906.2500 0.6283 10.0527 SUGAR11 0.2192 14.4800 1.5141 24.2249 US10 0.3139 112.4375 0.2792 4.4674 US10U 0.4017 114.9844 0.3493 5.5894 US2 0.0769 104.3086 0.0737 1.1796 US20 0.6083 115.5938 0.5262 8.4194 US30 0.8675 118.6562 0.7311 11.6982 US5 0.2038 109.2109 0.1866 2.9864 VIX 0.4741 19.8500 2.3884 38.2144 WHEAT 6.8545 577.5000 1.1869 18.9908 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 666.60 0.50 331.37 1.00 331.37 30733.29 92.75 18.33 170.03 BITCOIN 91.23 2.56 233.28 1.00 233.28 30733.29 131.75 -14.62 -192.59 BOBL 1160.00 0.16 185.03 1.16 215.29 30733.29 142.75 -5.04 -71.91 BTP 1198.80 0.35 416.99 1.16 485.18 30733.29 63.34 0.19 1.22 BUND 1275.30 0.28 362.25 1.16 421.50 30733.29 72.91 -8.51 -62.05 BUXL 1103.60 0.71 779.57 1.16 907.07 30733.29 33.88 -13.49 -45.71 CAC 811.25 0.69 556.93 1.16 648.02 30733.29 47.43 9.59 45.48 CAD 728.90 0.37 272.26 1.00 272.26 30733.29 112.88 2.04 23.01 CANOLA 126.48 1.00 126.27 0.72 91.19 30733.29 337.03 -7.15 -241.08 CHF 1588.94 0.42 671.59 1.00 671.59 30733.29 45.76 -8.79 -40.24 COCOA 632.60 2.15 1357.71 1.00 1357.71 30733.29 22.64 -7.14 -16.17 COFFEE 1409.06 1.65 2322.02 1.00 2322.02 30733.29 13.24 8.17 10.82 COPPER 1372.75 1.20 1647.99 1.00 1647.99 30733.29 18.65 13.20 24.63 CORN 232.38 0.83 192.41 1.00 192.41 30733.29 159.72 -5.48 -87.50 COTTON2 320.00 0.98 312.28 1.00 312.28 30733.29 98.42 -20.00 -196.83 CRUDE_W 575.70 1.38 796.27 1.00 796.27 30733.29 38.60 -4.94 -19.09 DAX 243.86 0.71 172.47 1.16 200.67 30733.29 153.15 3.04 46.50 DOW 245.80 0.68 167.80 1.00 167.80 30733.29 183.15 1.28 23.53 DX 979.45 0.35 338.70 1.00 338.70 30733.29 90.74 -0.55 -4.97 EUR 1474.56 0.36 523.76 1.00 523.76 30733.29 58.68 6.44 37.79 EURIBOR-ICE 2439.50 0.04 95.13 1.16 110.69 30733.29 277.65 -1.65 -45.69 EUROSTX 577.90 0.73 421.75 1.16 490.72 30733.29 62.63 13.27 83.10 FEEDCOW 1687.62 1.17 1980.30 1.00 1980.30 30733.29 15.52 3.63 5.63 GASOIL 630.00 1.83 1151.96 1.00 1151.96 30733.29 26.68 4.78 12.74 GASOLINE 751.34 1.63 1222.71 1.00 1222.71 30733.29 25.14 -3.72 -9.35 GAS_US_mini 99.50 3.90 388.07 1.00 388.07 30733.29 79.19 0.22 1.72 GBP 836.75 0.45 375.92 1.00 375.92 30733.29 81.76 7.55 61.74 GOLD_micro 430.27 0.83 357.60 1.00 357.60 30733.29 85.94 4.19 35.98 HEATOIL 923.54 1.88 1732.40 1.00 1732.40 30733.29 17.74 -1.70 -3.01 JGB-SGX-mini 133570.00 0.14 18564.02 0.01 118.47 30733.29 259.41 -17.21 -446.34 JPY 810.19 0.56 454.74 1.00 454.74 30733.29 67.58 -12.43 -83.98 LEANHOG 356.70 1.32 469.88 1.00 469.88 30733.29 65.41 6.23 40.74 LIVECOW 923.80 1.12 1037.91 1.00 1037.91 30733.29 29.61 0.19 0.57 LUMBER-new 162.80 1.31 213.81 1.00 213.81 30733.29 143.74 -13.96 -200.63 MXP 274.70 0.52 142.88 1.00 142.88 30733.29 215.10 16.68 358.86 NASDAQ_micro 514.08 0.81 414.45 1.00 414.45 30733.29 74.15 -2.65 -19.65 NIKKEI 50900.00 1.06 54012.90 0.01 344.70 30733.29 89.16 10.05 89.61 NZD 582.85 0.56 326.11 1.00 326.11 30733.29 94.24 6.32 59.55 OAT 1205.10 0.30 365.85 1.16 425.68 30733.29 72.20 2.63 18.99 OATIES 146.25 1.63 238.66 1.00 238.66 30733.29 128.78 -20.00 -257.55 OJ 220.58 3.69 813.45 1.00 813.45 30733.29 37.78 -17.26 -65.21 PALLAD 1533.50 2.17 3334.62 1.00 3334.62 30733.29 9.22 7.90 7.28 PLAT 856.15 1.53 1312.52 1.00 1312.52 30733.29 23.42 9.05 21.20 REDWHEAT 267.75 1.40 375.06 1.00 375.06 30733.29 81.94 -13.12 -107.53 RICE 202.30 1.45 292.50 1.00 292.50 30733.29 105.07 -16.97 -178.32 ROBUSTA 409.60 1.81 742.98 1.00 742.98 30733.29 41.36 -1.23 -5.10 RUSSELL 130.68 1.06 138.62 1.00 138.62 30733.29 221.71 6.60 146.33 SHATZ 1067.00 0.05 54.84 1.16 63.81 30733.29 481.67 -11.55 -556.52 SILVER-mini 1605.62 1.49 2399.00 1.00 2399.00 30733.29 12.81 17.36 22.25 SMI 1293.00 0.58 744.86 1.24 924.45 30733.29 33.25 20.00 66.49 SOFR 2416.00 0.05 120.17 1.00 120.17 30733.29 255.76 -7.68 -196.54 SOYBEAN 549.50 0.74 409.26 1.00 409.26 30733.29 75.09 -4.10 -30.76 SOYMEAL 311.70 1.29 402.38 1.00 402.38 30733.29 76.38 -12.17 -92.97 SOYOIL 310.14 1.08 335.38 1.00 335.38 30733.29 91.64 -13.66 -125.15 SP400 3400.60 0.89 3026.02 1.00 3026.02 30733.29 10.16 2.53 2.57 SP500_micro 345.31 0.63 216.96 1.00 216.96 30733.29 141.66 -0.48 -6.86 SUGAR11 162.18 1.51 245.54 1.00 245.54 30733.29 125.16 -12.39 -155.06 US10 1124.38 0.28 313.94 1.00 313.94 30733.29 97.90 -5.45 -53.38 US10U 1149.84 0.35 401.68 1.00 401.68 30733.29 76.51 -4.77 -36.49 US2 2086.17 0.07 153.80 1.00 153.80 30733.29 199.82 -6.22 -124.30 US20 1155.94 0.53 608.27 1.00 608.27 30733.29 50.53 -2.83 -14.30 US30 1186.56 0.73 867.54 1.00 867.54 30733.29 35.43 -4.70 -16.66 US5 1092.11 0.19 203.84 1.00 203.84 30733.29 150.77 -6.95 -104.73 VIX 198.50 2.39 474.10 1.00 474.10 30733.29 64.82 -20.00 -129.65 WHEAT 288.75 1.19 342.73 1.00 342.73 30733.29 89.67 -15.49 -138.90 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 170.030 0.010 2.5 4.418 BITCOIN -192.590 0.043 2.5 -20.884 BOBL -71.909 0.004 2.5 -0.730 BTP 1.219 0.014 2.5 0.042 BUND -62.049 0.004 2.5 -0.630 BUXL -45.706 0.004 2.5 -0.464 CAC 45.480 0.014 2.5 1.553 CAD 23.014 0.010 2.5 0.598 CANOLA -241.078 0.010 2.5 -5.873 CHF -40.235 0.010 2.5 -1.045 COCOA -16.173 0.010 2.5 -0.394 COFFEE 10.816 0.005 2.5 0.144 COPPER 24.626 0.043 2.5 2.670 CORN -87.500 0.010 2.5 -2.132 COTTON2 -196.832 0.010 2.5 -4.795 CRUDE_W -19.085 0.043 2.5 -2.070 DAX 46.499 0.014 2.5 1.588 DOW 23.528 0.009 2.5 0.548 DX -4.966 0.010 2.5 -0.129 EUR 37.791 0.010 2.5 0.982 EURIBOR-ICE -45.690 0.014 2.5 -1.561 EUROSTX 83.101 0.014 2.5 2.838 FEEDCOW 5.634 0.013 2.5 0.187 GASOIL 12.743 0.017 2.5 0.553 GASOLINE -9.352 0.017 2.5 -0.406 GAS_US_mini 1.720 0.043 2.5 0.187 GBP 61.741 0.010 2.5 1.604 GOLD_micro 35.984 0.014 2.5 1.229 HEATOIL -3.015 0.017 2.5 -0.131 JGB-SGX-mini -446.338 0.043 2.5 -48.401 JPY -83.979 0.010 2.5 -2.182 LEANHOG 40.738 0.024 2.5 2.479 LIVECOW 0.571 0.013 2.5 0.019 LUMBER-new -200.630 0.010 2.5 -4.888 MXP 358.859 0.059 2.5 52.745 NASDAQ_micro -19.651 0.009 2.5 -0.457 NIKKEI 89.606 0.043 2.5 9.717 NZD 59.552 0.010 2.5 1.547 OAT 18.992 0.014 2.5 0.649 OATIES -257.550 0.010 2.5 -6.275 OJ -65.209 0.010 2.5 -1.589 PALLAD 7.279 0.014 2.5 0.249 PLAT 21.197 0.014 2.5 0.724 REDWHEAT -107.527 0.005 2.5 -1.428 RICE -178.318 0.010 2.5 -4.344 ROBUSTA -5.101 0.005 2.5 -0.068 RUSSELL 146.330 0.013 2.5 4.856 SHATZ -556.524 0.004 2.5 -5.651 SILVER-mini 22.246 0.014 2.5 0.760 SMI 66.490 0.014 2.5 2.271 SOFR -196.539 0.024 2.5 -11.961 SOYBEAN -30.757 0.004 2.5 -0.286 SOYMEAL -92.965 0.004 2.5 -0.866 SOYOIL -125.152 0.004 2.5 -1.167 SP400 2.569 0.013 2.5 0.085 SP500_micro -6.861 0.009 2.5 -0.160 SUGAR11 -155.057 0.010 2.5 -3.778 US10 -53.380 0.005 2.5 -0.677 US10U -36.487 0.005 2.5 -0.463 US2 -124.300 0.005 2.5 -1.577 US20 -14.300 0.005 2.5 -0.181 US30 -16.662 0.005 2.5 -0.211 US5 -104.734 0.005 2.5 -1.329 VIX -129.650 0.099 2.5 -32.048 WHEAT -138.898 0.005 2.5 -1.845 ===================== Position diags ===================== AUD 2.41 BITCOIN 14.29 BOBL 1.45 BTP 2.16 BUND 0.74 BUXL 0.34 CAC 1.62 CAD 2.93 CANOLA 8.21 CHF 1.19 COCOA 0.55 COFFEE 0.18 COPPER 2.02 CORN 3.89 COTTON2 2.40 CRUDE_W 4.19 DAX 5.23 DOW 4.26 DX 2.36 EUR 1.52 EURIBOR-ICE 9.48 EUROSTX 2.14 FEEDCOW 0.51 GASOIL 1.16 GASOLINE 1.09 GAS_US_mini 8.59 GBP 2.12 GOLD_micro 2.94 HEATOIL 0.77 JGB-SGX-mini 28.13 JPY 1.76 LEANHOG 3.98 LIVECOW 0.98 LUMBER-new 3.50 MXP 31.61 NASDAQ_micro 1.73 NIKKEI 9.67 NZD 2.45 OAT 2.47 OATIES 3.14 OJ 0.92 PALLAD 0.31 PLAT 0.80 REDWHEAT 1.09 RICE 2.56 ROBUSTA 0.55 RUSSELL 7.36 SHATZ 4.89 SILVER-mini 0.44 SMI 1.14 SOFR 15.57 SOYBEAN 0.70 SOYMEAL 0.71 SOYOIL 0.85 SP400 0.34 SP500_micro 3.30 SUGAR11 3.05 US10 1.24 US10U 0.97 US2 2.54 US20 0.64 US30 0.45 US5 1.91 VIX 16.02 WHEAT 1.19 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.4 4.2 4.7 0.0 0 BITCOIN -20.9 -22.3 -19.5 0.0 0 BOBL -0.7 -0.9 -0.6 0.0 0 BTP 0.0 -0.2 0.3 0.0 0 BUND -0.6 -0.7 -0.6 -4.0 -4 BUXL -0.5 -0.5 -0.4 -3.0 -3 CAC 1.6 1.4 1.7 0.0 0 CAD 0.6 0.3 0.9 -1.0 -1 CANOLA -5.9 -6.7 -5.1 -1.0 -1 CHF -1.0 -1.2 -0.9 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.2 1.0 1 COPPER 2.7 2.5 2.9 4.0 4 CORN -2.1 -2.5 -1.7 0.0 0 COTTON2 -4.8 -5.0 -4.6 -5.0 -5 CRUDE_W -2.1 -2.5 -1.7 0.0 0 DAX 1.6 1.1 2.1 -1.0 -1 DOW 0.5 0.1 1.0 0.0 0 DX -0.1 -0.4 0.1 1.0 1 EUR 1.0 0.8 1.1 1.0 1 EURIBOR-ICE -1.6 -2.5 -0.6 0.0 0 EUROSTX 2.8 2.6 3.1 5.0 5 FEEDCOW 0.2 0.1 0.2 0.0 0 GASOIL 0.6 0.4 0.7 0.0 0 GASOLINE -0.4 -0.5 -0.3 -1.0 -1 GAS_US_mini 0.2 -0.7 1.0 0.0 0 GBP 1.6 1.4 1.8 3.0 3 GOLD_micro 1.2 0.9 1.5 0.0 0 HEATOIL -0.1 -0.2 -0.1 0.0 0 JGB-SGX-mini -48.4 -51.2 -45.6 0.0 0 JPY -2.2 -2.4 -2.0 -3.0 -3 LEANHOG 2.5 2.1 2.9 3.0 3 LIVECOW 0.0 -0.1 0.1 -1.0 -1 LUMBER-new -4.9 -5.2 -4.5 0.0 0 MXP 52.7 49.6 55.9 32.0 32 NASDAQ_micro -0.5 -0.6 -0.3 0.0 0 NIKKEI 9.7 8.8 10.7 14.0 14 NZD 1.5 1.3 1.8 0.0 0 OAT 0.6 0.4 0.9 2.0 2 OATIES -6.3 -6.6 -6.0 NaN 0 OJ -1.6 -1.7 -1.5 -2.0 -2 PALLAD 0.2 0.2 0.3 0.0 0 PLAT 0.7 0.6 0.8 0.0 0 REDWHEAT -1.4 -1.5 -1.3 -3.0 -3 RICE -4.3 -4.6 -4.1 -3.0 -3 ROBUSTA -0.1 -0.1 -0.0 0.0 0 RUSSELL 4.9 4.1 5.6 3.0 3 SHATZ -5.7 -6.1 -5.2 NaN 0 SILVER-mini 0.8 0.7 0.8 3.0 3 SMI 2.3 2.2 2.4 0.0 0 SOFR -12.0 -13.5 -10.4 NaN 0 SOYBEAN -0.3 -0.4 -0.2 0.0 0 SOYMEAL -0.9 -0.9 -0.8 -1.0 -1 SOYOIL -1.2 -1.3 -1.1 -4.0 -4 SP400 0.1 0.1 0.1 0.0 0 SP500_micro -0.2 -0.5 0.2 0.0 0 SUGAR11 -3.8 -4.1 -3.5 -4.0 -4 US10 -0.7 -0.8 -0.6 0.0 0 US10U -0.5 -0.6 -0.4 0.0 0 US2 -1.6 -1.8 -1.3 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.3 -1.5 -1.1 0.0 0 VIX -32.0 -33.7 -30.4 -25.0 -25 WHEAT -1.8 -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 0.2 -0.2 0.2 0.1 0.0 0.2 0.3 0.2 0.2 0.2 0.0 0.0 -0.0 -0.0 -0.0 0.1 0.1 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 0.6 0.5 0.2 0.7 0.3 0.7 BITCOIN -0.1 -0.6 -0.6 0.2 0.2 0.5 0.1 0.7 0.1 0.0 -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 -0.3 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.5 BOBL -0.5 -0.3 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.4 -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 0.4 -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 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.3 -0.2 -0.1 0.2 0.1 0.0 0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -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 -0.1 -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 -0.2 -0.2 -0.5 -0.2 0.0 -0.2 -0.2 -0.4 -0.2 -0.6 -0.2 0.0 -0.2 -0.6 -0.5 -0.3 -0.2 0.6 -0.1 0.2 CAC -0.1 -0.2 0.3 0.1 0.2 0.3 0.2 0.5 0.1 0.0 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 0.0 0.2 -0.0 0.1 -0.0 0.3 -0.5 -0.4 -0.1 -0.3 0.5 0.7 0.4 0.7 CAD 0.6 0.2 -0.3 -0.1 0.2 -0.2 0.2 0.1 0.0 0.2 -0.3 0.2 -0.3 0.2 -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 0.2 -0.4 0.5 0.6 0.5 -0.3 -0.7 -0.7 -0.6 -0.7 CANOLA -0.4 0.2 -0.4 -0.2 0.0 -0.5 -0.1 -0.7 -0.1 -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 -0.2 1.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.8 -0.5 -0.4 0.1 0.1 0.6 0.7 0.7 0.7 CHF -0.1 -0.4 -0.3 -0.1 0.2 -0.2 0.1 0.0 0.0 0.1 0.1 -0.0 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 0.1 0.2 -0.0 -0.2 -0.1 0.2 -0.0 0.1 0.3 -0.0 -1.1 0.0 -0.3 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.5 -0.1 -0.6 -0.1 0.0 -0.4 -0.0 -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 0.2 -0.2 0.1 -0.1 -0.0 1.0 0.5 0.0 -0.1 -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 -0.1 0.0 0.4 -0.1 0.5 -0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.2 -0.0 0.5 -0.0 -2.7 0.1 0.0 0.5 -0.0 0.7 -0.0 1.1 -0.1 0.1 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 0.2 0.2 0.2 -0.7 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.2 0.4 0.3 -0.5 0.7 0.6 0.7 0.7 CORN -0.1 0.2 0.2 -0.2 0.0 -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 -0.0 0.1 -0.0 -0.2 -0.0 -1.1 -0.1 0.1 0.6 0.6 -0.2 -0.2 0.2 -0.1 COTTON2 -0.0 -0.1 -0.1 -0.2 0.0 -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 -0.2 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 0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.2 -0.5 -0.2 -0.2 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 1.0 -0.2 -0.1 -0.4 -0.1 -0.5 -0.2 -0.7 -0.1 0.1 -0.5 -0.6 0.7 0.7 0.3 0.7 DAX 0.2 -0.3 -0.5 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.1 0.5 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.2 0.3 0.1 -1.4 -0.0 0.2 -0.0 0.2 0.2 0.1 -0.1 0.2 0.0 -0.3 -0.6 0.2 0.7 0.2 0.7 DOW 0.2 -0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 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 0.2 0.2 0.1 0.3 0.1 -0.2 0.1 0.1 0.3 0.2 -0.2 -0.7 -0.3 -0.7 DX -0.3 0.3 0.5 -0.1 0.2 -0.2 0.2 0.1 0.0 -0.2 0.1 -0.2 -0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.0 -0.2 -0.2 -0.1 -2.7 0.1 -0.2 0.1 -0.2 -0.1 -0.1 0.9 -0.5 -0.4 0.6 0.6 0.1 0.5 0.2 0.6 EUR 0.3 -0.3 -0.3 -0.1 0.2 -0.2 0.2 0.1 0.0 0.2 0.2 0.2 0.6 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 0.2 0.4 0.1 2.0 0.0 0.2 0.1 0.2 0.4 0.1 -0.4 0.3 0.4 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.4 -0.4 -0.2 -0.1 -0.1 -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 -0.2 0.2 0.7 0.4 0.7 EUROSTX 0.1 -0.1 0.2 0.1 0.2 0.3 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.1 0.5 0.1 -0.8 0.1 0.2 0.3 0.2 0.3 0.1 0.3 0.1 0.0 0.2 0.0 0.4 0.7 0.4 0.7 FEEDCOW 0.4 -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 0.1 0.1 0.1 0.3 0.0 1.1 0.5 0.3 -0.6 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 0.0 0.2 -0.0 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.2 -0.1 0.2 -0.0 0.0 0.3 0.3 0.4 0.4 -0.0 0.0 -0.1 0.1 -0.1 -0.2 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.5 -0.1 -0.2 0.2 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.3 0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.2 0.0 -0.2 0.0 -0.1 -0.0 -0.1 0.3 0.1 0.3 -0.0 -0.0 -0.1 0.0 -0.1 -2.5 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.4 -0.3 -0.3 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.0 0.6 0.4 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.1 0.1 0.1 -0.4 -0.4 -0.4 0.1 0.0 -0.1 -0.1 0.1 2.7 0.1 -0.2 0.1 -0.1 -0.0 0.0 -1.1 -0.1 0.3 0.6 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.6 -0.2 -0.5 -0.1 0.2 -0.2 0.2 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 0.2 0.3 0.3 0.6 0.1 0.0 0.4 -0.2 0.4 -0.2 GOLD_micro 0.3 0.4 0.1 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.2 0.1 0.4 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 0.1 0.5 0.1 0.7 0.1 -0.4 -0.1 0.0 0.2 0.6 0.1 0.1 -0.4 -0.5 HEATOIL -0.6 0.1 0.1 -0.0 -0.1 0.0 -0.1 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 -0.1 0.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.2 0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.6 -0.5 -0.6 -0.1 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 1.0 -0.2 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.1 -0.4 -0.6 -0.1 0.2 -0.1 0.1 0.0 0.0 0.0 -0.4 -0.0 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 -0.0 -0.5 -0.1 -0.5 -0.2 -0.6 -0.3 -0.5 -0.5 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.5 -0.5 -0.6 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 0.2 0.0 0.2 0.3 0.0 -0.1 -0.4 0.4 0.2 0.4 -0.1 -0.1 0.2 0.1 0.1 -0.3 -0.1 0.2 -0.2 0.2 0.0 0.1 1.1 0.5 0.6 -0.2 0.5 0.1 0.4 0.4 0.7 LIVECOW 0.3 -0.6 -0.6 -0.1 0.0 -0.3 -0.0 -0.5 -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 0.1 -0.0 0.1 0.2 -0.0 1.1 0.4 0.2 -0.5 0.2 0.7 0.5 0.7 0.7 LUMBER-new -0.0 -0.7 -0.7 -0.2 0.0 -0.6 -0.1 -0.8 -0.1 0.1 -0.5 0.0 -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 0.2 -0.6 0.1 -0.6 -0.1 -1.2 0.4 -0.1 -0.7 -0.6 0.2 0.8 0.3 0.8 MXP 0.2 -0.1 0.1 -0.1 0.2 -0.2 0.2 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 0.3 0.6 0.6 0.6 0.3 0.3 0.4 0.4 NASDAQ_micro 0.1 -0.2 -0.0 0.1 0.1 0.2 0.1 0.3 0.1 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 0.0 0.5 0.0 -0.3 -0.1 -0.0 0.1 0.2 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.2 0.0 0.5 0.0 0.1 0.2 0.1 0.3 0.0 0.1 0.3 0.1 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.1 0.5 0.1 -1.6 0.1 0.0 0.5 0.0 0.6 0.1 1.0 -0.1 -0.0 0.4 0.6 -0.1 0.2 -0.1 0.3 NZD 0.6 0.0 -0.4 -0.1 0.2 -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 -0.2 0.1 1.9 -0.1 0.1 -0.3 0.2 -0.4 0.1 0.0 0.1 0.5 0.1 -0.4 0.1 0.7 0.2 0.7 OAT -0.3 -0.1 0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.0 -0.2 -0.0 -0.2 1.0 -0.2 -0.2 0.1 0.0 0.0 0.7 0.3 0.7 OATIES -0.2 0.0 -0.4 -0.2 0.0 -0.5 -0.1 -0.7 -0.1 -0.1 -0.4 -0.2 -0.5 -0.1 -0.2 -0.3 -0.2 -0.4 -0.3 -0.1 -0.2 -0.2 -0.4 -0.2 -1.0 -0.2 -0.2 -0.4 -0.2 -0.5 -0.2 -0.7 -0.5 -0.5 -0.2 -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 0.0 -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 0.1 0.1 0.4 0.1 0.1 0.4 0.1 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 2.2 0.1 0.0 0.4 0.0 0.5 0.0 0.3 -0.1 -0.1 -0.1 -0.0 -0.0 -0.4 -0.7 -0.7 PLAT 0.4 0.0 0.1 0.1 0.1 0.5 0.1 0.7 0.1 0.1 0.3 0.1 0.4 0.1 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 -0.2 -0.1 -0.3 -0.3 0.7 0.3 -0.6 -0.4 REDWHEAT -0.1 0.4 0.2 -0.2 0.0 -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 -0.1 -0.5 -0.0 0.9 0.0 -0.1 -0.1 -0.1 -0.5 -0.0 -1.0 -0.0 0.1 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 -0.0 -0.5 -0.1 -0.1 -0.3 -0.1 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 0.0 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.9 -0.1 -0.1 -0.3 -0.4 -0.3 -0.5 0.1 -0.4 ROBUSTA -0.4 -0.1 0.3 -0.1 0.0 -0.4 -0.0 -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 0.0 0.6 -0.1 0.6 0.4 0.7 RUSSELL 0.5 -0.2 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.2 0.1 0.8 0.1 0.1 0.2 0.2 0.3 0.1 0.0 0.1 0.5 -0.0 0.2 -0.2 -0.7 -0.4 -0.7 SHATZ -0.4 -0.3 -0.3 -0.1 -0.1 -0.1 -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 1.1 -0.2 -0.2 -0.3 -0.2 -0.2 -0.2 -1.1 -0.5 -0.6 -0.6 -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 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.4 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 0.0 0.5 0.2 0.5 0.2 0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.1 0.4 0.2 1.6 0.2 0.0 0.5 0.2 0.4 0.2 0.9 -0.2 0.6 0.6 0.4 0.2 0.7 0.3 0.7 SOFR -0.1 -0.4 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 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 -0.1 0.1 -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 -0.3 0.4 0.4 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 -0.1 0.4 -0.2 0.2 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.1 0.1 -0.0 -1.0 0.1 -0.2 0.5 -0.2 0.3 -0.1 0.1 -0.5 -0.0 0.6 0.6 -0.7 -0.2 -0.7 -0.1 SOYMEAL -0.6 0.6 0.6 -0.2 0.0 -0.5 -0.0 -0.7 -0.1 -0.1 0.1 -0.1 -0.3 0.0 0.0 -0.2 -0.3 -0.3 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -1.6 0.1 -0.1 0.3 -0.1 0.0 -0.0 -0.9 -0.5 -0.2 0.6 0.6 -0.5 -0.7 -0.2 -0.7 SOYOIL 0.1 0.0 -0.3 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.0 -0.1 0.3 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.0 -0.1 0.2 0.0 -2.7 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.0 -0.4 0.3 0.2 0.5 -0.7 -0.6 -0.7 -0.7 SP400 0.5 -0.1 -0.0 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.2 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 0.1 0.1 0.1 0.0 0.2 0.0 0.1 0.0 0.1 -0.0 0.1 0.4 0.0 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.2 -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 0.1 0.1 0.3 0.1 0.5 0.1 -0.4 -0.2 0.0 0.1 0.1 -0.1 -0.7 -0.1 -0.7 SUGAR11 0.4 -0.1 -0.3 -0.2 0.0 -0.5 -0.0 -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 -0.1 -0.1 -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 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.4 -0.2 0.1 -0.2 0.1 0.0 -0.0 0.0 0.0 0.0 0.1 -0.1 0.2 -0.1 -1.8 0.0 -0.1 0.4 -0.2 0.5 -0.1 -0.3 0.1 0.5 0.3 0.6 -0.3 -0.4 -0.3 -0.7 US2 -0.1 -0.4 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.1 0.0 -0.1 2.3 -0.1 0.0 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 -0.4 0.3 -0.1 -0.1 -0.1 -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 -0.0 0.2 -0.1 0.2 -0.1 0.0 0.1 0.2 0.1 0.4 0.0 0.5 -0.1 -0.6 US30 -0.2 -0.3 0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 -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 0.1 -0.1 0.1 -0.1 -0.5 0.2 0.2 0.1 0.4 0.0 0.3 -0.0 -0.5 US5 -0.1 -0.3 0.0 -0.1 -0.1 -0.1 -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 -0.0 0.1 -0.1 0.3 -0.1 -0.5 0.1 0.4 0.1 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.7 -0.1 -0.3 -0.2 -0.3 -0.3 -0.3 -0.2 -0.3 -0.3 -0.9 -0.3 -0.8 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.2 -0.3 -0.3 -0.3 NaN -0.2 -0.3 -0.3 -0.3 -0.2 -0.3 NaN NaN NaN NaN NaN -0.3 -1.1 NaN NaN WHEAT -0.4 0.2 0.1 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -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 1.5 -0.1 -0.1 -0.2 -0.1 -0.4 -0.1 -1.1 -0.2 -0.2 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 13.8 1.4 0.6 -10.6 20.0 -7.4 17.0 1.6 1.4 19.0 10.7 20.0 4.3 18.2 3.8 0.1 -1.1 -0.5 -0.8 9.1 4.7 20.0 2.9 20.0 16.9 8.1 20.0 3.8 20.0 0.7 20.0 4.6 20.0 17.6 18.5 14.0 7.2 20.0 10.1 20.0 BITCOIN -3.6 -20.0 -20.0 15.2 18.7 20.0 13.1 20.0 10.6 5.3 -7.0 -1.7 5.5 -12.3 -14.6 -4.5 -6.7 -5.3 -6.0 -20.0 -15.4 -3.5 -0.9 -16.5 -20.0 -20.0 -0.4 -14.2 -3.5 -0.9 -14.9 -0.5 -11.4 -20.0 -20.0 -20.0 6.2 -2.8 -20.0 -14.8 BOBL -14.7 -10.7 -2.2 -7.8 -10.1 -2.1 -19.4 -2.3 -16.0 -13.8 -9.7 -16.5 -2.7 -17.7 -13.0 -6.3 7.8 14.2 13.5 -13.3 -6.4 -20.0 -3.9 -20.0 2.8 -16.3 -20.0 -7.4 -20.0 -3.7 -20.0 12.3 -20.0 -20.0 -16.3 -7.3 5.5 20.0 16.2 20.0 BTP -11.0 -5.9 2.2 -10.1 -13.1 -2.8 -20.0 -3.0 -20.0 -13.5 16.1 -18.1 19.8 -13.3 8.2 11.6 8.9 9.4 9.3 -1.6 6.7 -18.0 11.6 -12.1 -20.0 -3.8 -18.0 6.8 -20.0 12.5 -18.1 9.8 -1.9 -4.1 6.4 6.4 1.5 20.0 8.8 20.0 BUND -14.3 -9.5 1.5 -8.8 -11.4 -2.4 -20.0 -2.6 -18.0 -15.5 -7.5 -18.5 -9.3 -19.5 -12.2 8.4 3.2 2.0 2.5 -12.7 -6.0 -20.0 -6.5 -20.0 -0.5 -17.2 -20.0 -7.3 -20.0 -4.9 -20.0 -0.7 -20.0 -20.0 -13.4 -4.4 2.0 20.0 8.1 20.0 BUXL -14.7 -9.1 0.8 -8.7 -11.3 -2.4 -20.0 -2.6 -17.9 -16.8 -15.8 -19.9 -19.4 -20.0 -13.9 3.9 3.1 4.0 3.8 -16.6 -13.9 -20.0 -19.1 -20.0 0.1 -20.0 -20.0 -16.1 -20.0 -16.3 -20.0 0.0 -6.7 -18.1 -14.2 -9.4 -4.8 17.4 -2.3 7.2 CAC -3.7 -5.4 8.2 7.8 18.3 12.2 15.1 13.8 8.7 3.6 16.0 -0.6 17.0 -3.3 9.5 -3.6 -1.8 -3.0 -2.3 5.5 10.4 -0.5 10.8 0.7 5.2 3.7 1.3 6.1 -1.0 3.4 -0.3 6.0 -20.0 -12.2 -2.2 -8.2 14.0 20.0 12.1 20.0 CAD 17.4 6.3 -8.9 -10.5 20.0 -7.4 16.9 1.6 1.4 20.0 -12.1 20.0 -7.6 15.4 -6.2 -8.0 -7.6 -8.4 -8.1 1.4 -7.0 20.0 -7.7 17.2 20.0 -1.2 20.0 -7.0 20.0 -5.9 14.2 -7.1 20.0 19.4 15.0 -8.1 -20.0 -20.0 -19.1 -20.0 CANOLA -11.7 6.7 -11.2 -20.0 3.3 -20.0 -4.8 -20.0 -12.2 -11.6 -10.3 -13.4 -1.3 -8.5 -10.3 -20.0 -13.3 -20.0 -17.0 -8.1 -7.1 -20.0 -4.2 -14.0 8.7 -10.1 -15.1 -8.5 -20.0 -5.7 -16.7 -15.3 -20.0 -13.8 3.3 4.3 18.2 20.0 20.0 20.0 CHF -2.4 -13.1 -10.4 -8.6 20.0 -6.0 13.8 1.3 1.1 12.4 2.6 -3.4 11.7 -9.1 -13.2 -16.9 -16.1 -16.6 -16.0 -6.4 -1.0 6.6 7.2 -2.8 -1.3 -6.0 20.0 -0.0 6.5 7.3 -3.2 -20.0 0.9 -9.7 -3.0 3.5 -9.0 -20.0 -9.5 -20.0 COCOA 14.8 -3.1 -20.0 -11.4 1.8 -14.9 -2.7 -14.6 -6.7 8.6 -8.4 6.8 -3.0 -1.0 -6.7 -3.8 7.7 -2.3 1.9 -8.5 -11.8 15.2 -5.2 2.4 -20.0 -8.1 17.7 -8.1 9.0 -1.4 -1.6 18.6 20.0 0.8 -3.2 -8.3 -10.0 -1.3 -0.4 3.3 COFFEE -8.2 -3.6 6.9 -20.0 3.6 -20.0 -5.3 -20.0 -13.6 1.1 14.1 -8.7 15.0 -8.3 9.6 20.0 14.6 20.0 18.8 6.7 15.1 -3.9 19.9 -2.4 -20.0 7.2 2.1 19.0 -3.4 20.0 -2.6 20.0 -6.1 2.4 11.7 20.0 17.5 15.4 20.0 20.0 COPPER 12.8 9.1 9.3 13.4 16.6 19.6 11.6 20.0 9.4 11.7 -0.2 13.1 -0.1 12.7 11.5 -7.6 -6.0 -6.8 -6.3 13.1 8.3 17.4 5.9 16.8 -5.3 10.0 13.4 8.8 13.7 10.5 12.8 0.1 9.7 12.4 9.2 -14.9 20.0 17.1 20.0 20.0 CORN -3.7 7.2 6.6 -20.0 4.6 -20.0 -6.7 -20.0 -17.1 -12.6 -3.5 -6.4 -10.4 2.9 12.9 -19.9 -19.5 -20.0 -20.0 3.2 -0.9 -1.3 -10.8 1.0 9.5 3.0 -1.7 2.1 -3.8 -6.9 -1.5 -20.0 -5.7 1.9 20.0 20.0 -7.4 -6.5 6.1 -2.9 COTTON2 -0.8 -3.6 -4.5 -20.0 4.9 -20.0 -7.3 -20.0 -18.4 -8.6 -20.0 -12.5 -20.0 -20.0 -20.0 -17.9 -15.4 -17.9 -16.9 -18.0 -20.0 -6.6 -20.0 -12.4 -13.1 -20.0 -3.1 -20.0 -11.2 -20.0 -20.0 -17.8 -8.3 1.4 -1.9 10.1 -6.0 -13.1 -4.2 -10.8 CRUDE_W -2.8 -3.0 -5.6 -2.1 -16.2 1.6 -11.2 2.0 -6.8 -16.3 -11.6 -14.9 -13.7 -15.4 -19.3 -0.6 5.0 1.2 2.9 -10.2 -10.4 -7.2 -11.0 -8.2 7.8 -16.2 -13.6 -15.7 -11.8 -15.0 -14.0 -13.1 -2.5 3.3 -16.4 -19.7 20.0 20.0 10.4 19.6 DAX 6.1 -10.3 -15.8 6.2 14.7 9.8 12.1 11.0 7.0 15.6 9.2 12.5 14.8 5.4 -1.3 -6.2 -6.5 -6.3 -6.0 -1.0 1.1 17.8 11.6 6.8 -10.6 -1.6 20.0 -1.8 16.0 5.8 6.1 -1.3 8.9 0.9 -9.8 -20.0 5.5 20.0 4.7 20.0 DOW 5.6 -2.3 4.9 5.0 11.8 7.9 9.7 8.9 5.7 12.0 13.6 11.6 13.0 9.5 9.9 -7.3 -8.3 -8.0 -7.9 10.2 11.6 15.5 11.7 11.6 -10.3 6.6 17.3 8.1 11.4 8.6 7.5 -4.4 4.3 2.1 8.9 5.4 -7.0 -20.0 -10.3 -20.0 DX -10.4 9.8 14.3 -9.5 20.0 -6.7 15.3 1.5 1.2 -17.6 5.2 -17.8 -13.4 -3.7 11.8 5.4 6.1 5.9 6.0 5.1 3.6 -16.8 -6.6 -6.0 -20.0 5.2 -20.0 5.4 -20.0 -2.6 -7.7 16.6 -20.0 -12.7 17.6 18.5 4.0 16.0 5.4 18.2 EUR 9.6 -7.7 -8.2 -11.1 20.0 -7.8 17.8 1.7 1.4 19.7 7.2 19.5 17.4 9.4 -10.1 -8.5 -7.9 -8.3 -8.0 -0.9 2.4 19.1 13.7 9.1 15.3 0.8 20.0 2.2 20.0 11.3 12.7 -7.3 14.6 12.8 8.7 3.6 -3.6 -20.0 -3.3 -20.0 EURIBOR-ICE -13.0 -12.5 -6.8 -6.0 -7.8 -1.6 -14.9 -1.8 -12.3 -11.6 -3.9 -12.9 7.1 -13.4 -9.7 12.5 11.1 12.7 12.5 -9.4 -3.0 -20.0 2.1 -17.6 2.7 -10.1 -20.0 -3.5 -20.0 0.5 -19.5 14.6 -20.0 -20.0 -13.3 -5.0 5.2 20.0 12.1 20.0 EUROSTX 2.3 -2.2 6.5 7.2 16.8 11.2 13.9 12.6 8.0 15.6 18.1 14.2 18.8 9.4 14.1 -3.6 -1.8 -3.4 -2.7 12.0 14.7 14.6 16.7 11.8 -6.4 10.4 16.7 10.6 14.1 9.6 10.8 5.6 3.8 0.2 7.3 0.5 11.8 20.0 10.6 20.0 FEEDCOW 13.1 -20.0 -20.0 -10.2 1.6 -13.3 -2.4 -13.0 -6.0 7.5 1.5 8.0 5.5 -1.6 -3.1 14.7 9.1 14.9 13.4 -1.8 1.7 11.0 7.8 3.9 -20.0 -2.9 7.3 2.3 5.6 9.3 0.1 20.0 19.2 10.0 -17.5 8.8 20.0 20.0 20.0 20.0 GASOIL -20.0 1.2 4.8 -1.4 -10.6 1.0 -7.4 1.3 -4.5 -12.6 8.0 -13.2 6.2 -2.4 0.7 16.9 15.8 20.0 18.6 -0.1 4.6 -10.6 4.4 -6.9 -1.6 1.0 -11.6 6.0 -10.5 5.5 -6.3 9.2 -2.2 -6.7 4.7 8.6 8.9 15.8 -2.8 8.1 GASOLINE -10.4 1.2 -0.5 -1.8 -14.2 1.4 -9.8 1.8 -5.9 -17.5 1.8 -17.9 1.2 -6.1 -3.0 -6.3 15.7 5.8 13.7 -3.2 -0.4 -12.5 0.0 -7.9 -18.6 -8.8 -20.0 -5.1 -18.9 -3.2 -14.8 6.6 -12.9 -9.5 -5.1 -8.4 20.0 20.0 20.0 20.0 GAS_US_mini -1.3 18.9 13.0 -1.8 -14.1 1.4 -9.8 1.8 -5.9 -16.4 -4.0 -7.2 -10.7 7.8 10.2 6.8 -20.0 -20.0 -20.0 7.9 2.2 -8.8 -3.1 4.9 20.0 6.4 -20.0 2.6 -7.3 -1.1 3.1 -20.0 -2.3 9.9 19.6 10.1 2.2 -20.0 -15.5 -20.0 GBP 17.9 -7.1 -15.1 -10.8 20.0 -7.6 17.3 1.7 1.4 20.0 -4.4 20.0 11.9 10.2 -6.3 0.2 -0.0 0.2 0.1 -1.5 -3.9 20.0 4.7 12.0 2.0 -0.4 20.0 -3.0 20.0 5.8 15.1 6.3 13.0 20.0 2.8 0.7 11.8 -5.2 13.1 -5.0 GOLD_micro 10.0 13.2 3.5 9.8 12.1 14.3 8.4 14.6 6.8 8.7 8.3 9.6 9.9 3.0 7.6 -7.9 -10.5 -8.7 -9.4 16.5 20.0 9.7 20.0 11.7 -20.0 16.3 8.3 20.0 5.6 20.0 8.0 -6.6 -3.5 0.1 7.1 20.0 3.6 3.1 -12.4 -15.1 HEATOIL -18.8 2.5 1.9 -1.3 -10.0 1.0 -6.9 1.2 -4.2 -11.1 6.8 -13.2 6.0 -3.1 -0.3 17.1 11.0 15.1 12.7 0.3 4.1 -8.8 4.1 -5.7 -16.1 0.3 -8.4 3.3 -8.6 3.9 -5.3 0.6 -3.6 -4.4 6.7 1.1 20.0 10.6 -5.1 -8.9 JGB-SGX-mini -20.0 -15.9 -17.4 -5.8 -7.5 -1.6 -14.4 -1.7 -11.9 -6.0 -14.8 -11.7 -14.0 -13.5 -14.5 20.0 14.4 16.5 14.8 -20.0 -20.0 -19.9 -19.1 -20.0 -5.4 -20.0 -5.7 -19.9 -20.0 -17.2 -20.0 18.9 -7.0 -20.0 -20.0 -20.0 -9.0 -20.0 -1.3 -20.0 JPY 3.0 -13.2 -18.8 -7.4 18.0 -5.2 11.8 1.1 1.0 2.3 -16.0 -4.0 -13.7 -11.9 -14.9 -9.9 -10.8 -10.1 -10.1 -19.1 -20.0 -4.0 -16.0 -11.1 20.0 -20.0 -0.4 -20.0 -6.2 -15.3 -14.7 -11.5 -10.6 -14.6 -16.2 -18.4 -6.3 -12.2 -6.3 -14.2 LEANHOG 15.2 -15.3 -19.1 -20.0 3.9 -20.0 -5.7 -20.0 -14.5 18.3 0.6 18.0 8.9 2.8 -11.1 -18.7 20.0 9.3 20.0 -6.7 -5.2 19.9 3.8 6.1 -1.9 -6.0 20.0 -6.6 20.0 1.1 7.7 20.0 20.0 20.0 -7.2 16.9 2.2 11.9 13.1 20.0 LIVECOW 8.2 -20.0 -20.0 -9.8 1.6 -12.9 -2.3 -12.6 -5.8 7.4 1.1 7.5 5.1 -1.1 -2.6 -3.3 8.0 -2.3 2.6 -2.7 -0.1 9.9 5.3 2.7 -20.0 -4.0 7.1 -0.1 4.8 5.9 -0.9 20.0 18.2 5.5 -15.0 5.2 20.0 14.8 20.0 20.0 LUMBER-new -0.7 -20.0 -20.0 -18.8 3.0 -20.0 -4.4 -20.0 -11.2 13.9 -14.9 1.5 -12.7 -12.8 -14.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 3.9 -17.9 -12.3 NaN -20.0 17.9 -20.0 6.3 -13.7 -11.1 -20.0 15.6 -3.1 -20.0 -16.3 4.4 20.0 8.2 20.0 MXP 5.7 -3.2 1.8 -11.4 20.0 -8.0 18.3 1.8 1.5 20.0 20.0 20.0 20.0 20.0 20.0 12.7 12.8 12.8 12.6 18.7 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 13.4 17.3 20.0 20.0 7.9 9.3 10.6 13.1 NASDAQ_micro 3.5 -7.2 -1.5 4.8 11.3 7.5 9.3 8.5 5.4 8.5 12.6 12.9 13.0 5.9 7.5 -7.8 -8.7 -8.5 -8.6 9.3 14.5 9.0 17.6 8.3 -20.0 5.1 2.8 10.3 4.6 13.0 3.4 -5.4 -5.5 -0.4 3.0 5.6 -2.7 -20.0 -3.4 -20.0 NIKKEI -7.7 0.7 15.3 4.0 9.4 6.3 7.8 7.1 4.5 10.0 10.4 9.2 10.6 3.7 8.0 3.2 6.4 2.6 4.4 12.5 18.7 6.2 17.8 6.5 -12.0 12.4 4.3 19.3 4.6 17.2 5.2 18.9 -3.7 -1.2 11.9 20.0 -3.1 5.2 -1.5 9.3 NZD 20.0 1.3 -13.0 -8.2 20.0 -5.7 13.1 1.3 1.1 14.5 -8.9 17.6 -10.3 12.5 -6.9 -4.2 -3.3 -4.3 -4.0 -2.8 -10.0 17.8 -9.2 11.0 14.3 -6.7 15.5 -12.3 16.9 -10.4 7.8 0.0 5.6 14.8 3.0 -11.0 4.0 20.0 6.3 20.0 OAT -10.6 -2.1 3.9 -8.1 -10.4 -2.2 -20.0 -2.4 -16.5 -12.0 3.9 -14.9 -3.9 -12.2 2.8 15.8 12.5 16.9 15.8 -3.6 -0.5 -16.1 -2.7 -11.4 1.2 -5.1 -15.0 -0.3 -20.0 -0.9 -15.3 18.3 -6.8 -4.8 2.9 0.8 1.1 20.0 8.1 20.0 OATIES -6.0 0.7 -11.3 -20.0 3.2 -20.0 -4.7 -20.0 -11.9 -15.1 -15.4 -14.5 -13.2 -11.3 -14.1 -16.1 -11.3 -20.0 -17.3 -13.2 -14.5 -20.0 -13.1 -14.9 -7.3 -16.3 -20.0 -16.4 -20.0 -14.3 -18.4 -13.9 -20.0 -15.4 -5.5 -3.7 -9.1 -14.8 -4.2 -15.3 OJ -0.5 -20.0 -20.0 -8.2 1.3 -10.7 -1.9 -10.5 -4.9 -4.7 -6.4 -2.1 -6.3 -4.9 -6.3 -6.1 2.5 -4.2 -1.5 -12.4 -13.0 -3.4 -11.1 -7.8 -20.0 -10.4 -3.1 -9.9 -3.7 -7.8 -7.5 11.0 -3.8 -6.7 -12.2 -5.8 -13.5 -16.5 -5.0 -15.4 PALLAD 2.0 1.8 11.3 10.1 12.5 14.8 8.7 15.1 7.1 5.8 5.8 8.0 5.6 -1.3 3.6 -3.4 -3.0 -3.1 -3.0 7.8 10.2 6.2 9.2 6.2 16.5 8.5 3.5 13.5 3.6 14.0 4.1 5.4 -5.6 -3.2 -3.0 -1.1 -0.4 -11.0 -20.0 -19.9 PLAT 11.1 1.0 3.7 12.7 15.6 18.5 10.9 18.9 8.9 9.3 11.3 12.3 11.0 5.6 7.8 -5.4 -3.8 -4.3 -3.8 13.0 16.7 14.7 18.8 13.8 0.8 6.1 9.2 13.6 6.2 18.3 3.9 4.1 -6.3 -3.2 -10.1 -8.4 20.0 10.4 -18.5 -12.6 REDWHEAT -4.6 13.0 5.9 -20.0 4.2 -20.0 -6.2 -20.0 -15.8 -19.1 -15.7 -16.3 -19.9 -0.7 -1.2 -13.2 -16.1 -15.3 -16.4 -3.3 -10.5 -6.0 -20.0 -3.2 6.7 0.4 -8.7 -4.8 -6.1 -13.9 -1.4 -18.3 -1.2 3.5 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 5.9 6.0 -20.0 -10.8 1.7 -14.2 -2.5 -13.9 -6.4 -6.4 -9.4 -6.7 -9.4 -7.7 -9.1 -20.0 -12.9 -20.0 -18.7 -12.8 -16.9 -6.3 -17.7 -8.2 0.0 -11.9 -7.2 -15.0 -5.7 -16.2 -7.7 -17.8 -5.3 -3.0 -10.0 -12.3 -7.9 -14.1 3.1 -12.8 ROBUSTA -11.5 -3.4 9.9 -12.1 1.9 -15.9 -2.8 -15.6 -7.2 -8.4 1.9 -7.7 0.0 -5.8 0.6 12.1 12.7 10.2 11.1 -1.1 1.4 -9.3 1.7 -6.8 -20.0 -1.3 -6.1 0.8 -7.6 1.5 -5.7 20.0 -14.3 -2.0 0.9 20.0 -2.7 18.2 10.8 20.0 RUSSELL 15.7 -5.8 6.6 4.8 11.2 7.5 9.2 8.4 5.4 12.3 12.7 13.5 11.0 11.5 10.5 -4.5 -5.3 -4.8 -4.9 8.7 9.4 18.1 8.9 13.0 6.1 5.9 16.5 7.5 14.2 7.5 9.2 0.6 5.2 14.5 -0.8 4.9 -7.2 -20.0 -12.4 -20.0 SHATZ -10.9 -8.0 -8.2 -7.2 -9.3 -2.0 -17.9 -2.1 -14.8 -13.8 -15.6 -16.0 -6.0 -17.1 -16.1 -19.2 -16.9 -15.3 -15.1 -15.3 -11.0 -20.0 -7.3 -20.0 8.6 -18.1 -20.0 -11.5 -20.0 -6.7 -20.0 -20.0 -20.0 -20.0 -17.8 -15.5 13.7 20.0 20.0 20.0 SILVER-mini 20.0 14.8 6.7 12.9 15.9 18.8 11.1 19.2 9.0 13.5 14.1 14.6 13.7 14.3 14.2 -5.1 -6.4 -5.6 -6.0 20.0 20.0 20.0 20.0 20.0 -10.4 20.0 20.0 20.0 20.0 20.0 20.0 -0.1 20.0 20.0 20.0 20.0 5.3 20.0 -7.1 -1.1 SMI 16.1 10.1 13.0 7.0 16.4 11.0 13.5 12.3 7.8 4.5 17.9 17.2 13.5 19.0 19.0 6.5 4.1 5.8 4.7 20.0 18.7 16.2 13.8 20.0 12.2 20.0 5.5 18.0 17.1 11.4 20.0 16.7 -6.9 20.0 18.5 12.1 6.9 20.0 8.9 20.0 SOFR -3.9 -11.7 -4.9 -8.8 -11.4 -2.4 -20.0 -2.6 -18.1 -12.1 10.7 -15.1 15.1 -12.2 -9.0 7.2 5.8 7.2 6.9 -4.6 4.8 -19.0 11.0 -12.7 -20.0 -3.5 -15.4 5.4 -18.9 10.8 -11.8 5.0 -3.8 12.4 3.1 6.4 -8.2 -15.8 -7.2 -20.0 SOYBEAN -8.1 11.7 11.2 -20.0 4.4 -20.0 -6.5 -20.0 -16.5 -16.1 15.9 -16.7 4.7 8.4 13.6 -0.3 -5.2 -2.0 -4.4 10.6 11.5 -14.9 2.0 -1.6 -7.6 12.9 -17.8 18.3 -20.0 7.9 -5.3 1.1 -20.0 -1.4 20.0 20.0 -20.0 -7.0 -20.0 -2.9 SOYMEAL -17.3 20.0 20.0 -16.3 2.6 -20.0 -3.8 -20.0 -9.7 -11.9 3.1 -13.4 -7.4 1.2 4.2 -11.8 -15.1 -14.1 -15.6 4.7 4.5 -14.3 -3.1 -5.5 -11.9 11.2 -11.6 10.2 -11.7 0.1 -0.9 -17.1 -20.0 -7.6 20.0 20.0 -16.2 -20.0 -7.0 -20.0 SOYOIL 3.7 1.1 -7.8 -20.0 4.4 -20.0 -6.5 -20.0 -16.5 -19.8 -0.8 -8.2 9.2 7.0 -8.3 -8.1 -5.1 -7.9 -6.7 0.7 1.0 -5.8 6.8 1.6 -19.9 -4.8 -16.9 -1.7 -13.7 3.0 -7.4 0.1 -17.0 8.4 7.1 15.6 -20.0 -18.0 -20.0 -19.9 SP400 15.8 -2.0 -0.2 5.1 11.9 7.9 9.8 8.9 5.7 12.0 12.4 13.9 6.9 12.4 7.5 -5.4 -5.9 -5.7 -5.7 5.8 4.5 16.9 4.5 11.5 0.9 2.4 18.3 1.3 13.4 1.3 7.7 -0.6 3.2 11.1 0.7 -7.9 -6.7 -20.0 -9.9 -20.0 SP500_micro 5.4 -3.4 -1.1 5.8 13.6 9.1 11.2 10.3 6.5 13.8 16.4 15.9 16.4 11.2 11.8 -8.6 -9.5 -9.2 -9.2 11.5 17.3 12.0 20.0 10.7 -17.3 4.8 8.5 9.7 7.6 12.8 4.8 -6.6 -7.7 1.2 1.6 2.4 -2.3 -20.0 -2.9 -20.0 SUGAR11 13.6 -3.6 -9.7 -17.7 2.8 -20.0 -4.1 -20.0 -10.5 -2.6 -13.1 2.8 -14.1 -3.2 -9.8 19.3 10.2 14.3 9.3 -9.4 -16.1 1.8 -17.4 -1.2 -19.7 -10.6 3.0 -17.0 2.2 -17.1 -1.5 20.0 -5.1 19.0 -7.9 -0.4 -13.1 -19.3 -5.1 -15.2 US10 -3.6 -10.4 3.3 -7.1 -9.2 -2.0 -17.6 -2.1 -14.5 -7.6 11.3 -10.9 5.3 -8.9 1.9 2.0 0.4 2.0 1.6 -0.9 5.1 -10.6 6.3 -7.0 -7.5 0.8 -5.9 7.3 -9.4 9.1 -5.5 -4.1 3.7 12.6 5.3 11.2 -19.4 -20.0 -12.6 -20.0 US10U -4.2 -9.3 6.9 -9.9 -12.8 -2.7 -20.0 -2.9 -20.0 -14.7 16.2 -17.4 3.6 -13.9 6.2 1.3 -0.8 1.0 0.2 0.4 8.4 -14.1 7.9 -8.8 -13.5 3.2 -9.4 13.7 -14.1 14.5 -7.9 -6.6 3.6 16.3 8.9 20.0 -9.4 -12.7 -10.1 -20.0 US2 -2.3 -11.0 -0.3 -7.2 -9.4 -2.0 -18.0 -2.1 -14.8 -2.0 -0.4 -9.3 -3.2 -12.4 -8.1 -11.7 -15.0 -12.5 -12.9 -5.2 -0.5 -8.5 1.0 -8.5 17.3 -4.8 0.3 0.8 -7.8 4.3 -8.2 -20.0 12.0 10.6 -1.7 2.8 -18.7 -10.9 -20.0 -20.0 US20 -7.8 -11.6 8.8 -6.8 -8.8 -1.9 -16.9 -2.0 -13.9 -10.0 8.4 -13.0 -3.8 -13.5 1.7 3.8 3.1 3.9 3.8 -2.2 3.7 -10.5 2.5 -8.8 -9.2 -1.0 -4.7 6.7 -10.0 6.5 -8.5 0.0 2.8 7.0 2.4 13.0 0.1 13.6 -2.1 -16.8 US30 -7.7 -10.2 8.7 -7.9 -10.3 -2.2 -19.7 -2.3 -16.3 -12.5 5.5 -15.8 -8.8 -17.3 0.4 1.2 -1.9 0.2 -0.9 -3.8 1.8 -11.1 -1.0 -10.3 -5.4 -2.6 -5.8 5.4 -11.2 3.8 -10.6 -8.5 8.3 7.2 2.6 12.0 0.0 8.1 -0.4 -14.7 US5 -3.0 -9.8 0.1 -7.4 -9.6 -2.0 -18.4 -2.2 -15.2 -8.1 9.5 -12.0 5.3 -10.2 -3.0 -0.9 -3.1 -1.5 -1.9 -2.5 3.4 -11.3 5.6 -8.1 -3.0 -1.4 -5.1 5.1 -10.5 8.3 -7.2 -10.1 3.8 11.8 3.6 7.5 -20.0 -17.3 -20.0 -20.0 VIX -13.8 -1.4 -5.8 -9.5 -19.0 -7.2 -20.0 -3.2 -15.5 -20.0 -20.0 -20.0 -13.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.2 -9.9 -20.0 -6.6 -19.4 NaN -10.7 -19.4 -7.8 -20.0 -3.6 -17.7 NaN NaN NaN NaN NaN -4.7 -20.0 NaN NaN WHEAT -10.9 7.4 4.4 -20.0 4.3 -20.0 -6.3 -20.0 -16.0 -12.4 -18.4 -20.0 -20.0 -12.4 -10.2 -15.4 -17.9 -16.7 -17.3 -8.2 -11.8 -10.7 -19.0 -10.3 11.0 -5.4 -6.9 -5.9 -11.1 -11.7 -9.6 -20.0 -6.7 -7.2 16.5 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3