******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251212_203832 produced at 2025-12-12 21:34:13.231104 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.19 0.0 0.00 0.00 0.00 0.00 -51.79 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.79 0.0 0.00 0.00 0.00 0.00 -15.02 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -6.02 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.33 0.0 999.00 -999.00 -0.24 -0.24 -33.41 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.29 0.0 1.41 -1.41 0.00 0.00 -2.03 10.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.16 0.0 0.00 0.00 0.00 0.00 -1.57 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 -21.64 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.09 0.0 0.68 -0.68 -0.12 -0.12 -2.31 17.0 -3 -3 caleb_strategy_v3 CHF False False 0.08 -0.24 -0.08 0.0 1.02 -1.02 -0.24 -0.24 -1.03 13.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.35 -1.35 0.00 0.00 -1.46 25.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -4.98 11.0 -5 -5 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.07 0.0 0.14 -0.14 0.00 0.00 -2.44 5.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.06 0.0 1.28 -1.28 0.00 0.00 -0.86 19.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.30 -0.05 0.0 0.74 -0.74 -0.30 -0.30 -0.68 10.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.55 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.42 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.05 0.0 0.94 -0.94 0.00 0.00 -0.84 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 -4.95 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 -2.68 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.23 -0.23 -0.00 -0.00 -6.41 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 -2.00 9.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.19 -0.03 0.0 0.25 -0.25 -0.19 -0.19 -0.49 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 -3.57 18.0 -4 -4 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.74 -0.74 0.00 0.00 -0.61 13.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.27 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.17 -0.02 0.0 0.35 -0.35 -0.17 -0.17 -0.28 6.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.02 0.0 999.00 -999.00 -0.04 -0.04 -0.53 999999999.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False True 0.02 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.78 23.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.50 3.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.57 8.0 -3 -3 caleb_strategy_v3 DX False False 0.05 0.05 -0.02 0.0 999.00 -999.00 0.05 0.05 -0.31 999999999.0 1 1 caleb_strategy_v3 SOYOIL False False 0.02 -0.08 -0.02 0.0 0.15 -0.15 -0.08 -0.09 -1.36 10.0 -5 -6 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.01 0.0 0.12 -0.12 0.00 0.00 -1.09 26.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.01 0.0 0.14 -0.14 -0.02 -0.02 -0.96 9.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.01 0.0 0.19 -0.19 0.00 0.00 -0.40 7.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.81 -0.81 -0.03 -0.03 -0.38 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 -0.61 48.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.19 3.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 -0.00 0.0 0.69 -0.69 0.00 0.00 -0.06 10.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.46 -0.46 0.00 0.00 -0.12 23.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 -0.05 0.00 0.0 0.77 -0.77 -0.05 -0.05 0.06 17.0 -1 -1 caleb_strategy_v3 DOW False False 0.01 0.06 0.01 0.0 0.80 -0.80 0.06 0.10 0.86 66.0 5 8 caleb_strategy_v3 SP400 False True 0.17 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.07 0.01 0.0 0.41 -0.41 0.07 0.07 0.14 6.0 1 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.46 4.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.21 8.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.02 0.0 0.15 -0.15 0.00 0.00 0.29 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.02 0.03 0.0 0.43 -0.43 0.02 0.02 4.93 68.0 3 3 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.20 -1.20 0.00 0.00 1.59 56.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.03 0.0 0.70 -0.70 0.14 0.14 0.49 10.0 2 2 caleb_strategy_v3 DAX False True 0.01 -0.01 0.03 0.0 0.00 -0.01 -0.01 -0.01 1.79 58.0 -1 -1 caleb_strategy_v3 CAD False False 0.04 -0.04 0.03 0.0 1.04 -1.04 -0.04 -0.04 0.91 29.0 -1 -1 caleb_strategy_v3 PLAT False False 0.04 0.00 0.04 0.0 0.44 -0.44 0.00 0.00 0.85 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.60 -0.60 0.00 0.00 1.60 21.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.05 0.0 0.23 -0.23 0.05 0.05 2.86 13.0 3 3 caleb_strategy_v3 SILVER-mini False False 0.08 0.23 0.06 0.0 999.00 -999.00 0.23 0.23 0.72 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.12 0.07 0.0 0.91 -0.91 0.12 0.12 1.68 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 1.52 12.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.07 0.09 0.0 1.02 -1.02 0.07 0.07 1.19 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 2.94 20.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.22 0.14 0.0 0.57 -0.57 0.22 0.22 8.93 36.0 14 14 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.62 -0.62 0.00 0.00 4.58 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.27 0.19 0.0 999.00 -999.00 0.27 0.27 2.75 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 2.35 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.43 0.78 0.0 0.82 -0.82 0.43 0.43 57.67 60.0 32 32 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.8 Shocked risk 74.4 Sum abs risk 64.0 Leverage 8.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2024371.8199999998, 'annual_cash_vol_target': 506092.9549999999, 'daily_cash_vol_target': 31630.809687499994} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6652 0.4952 7.9231 BITCOIN 2313.7547 90450.0000 2.5580 40.9288 BOBL 0.1828 116.0100 0.1576 2.5212 BTP 0.4112 119.7200 0.3435 5.4957 BUND 0.3587 127.4400 0.2814 4.5029 BUXL 0.7781 109.9200 0.7079 11.3262 CAC 53.6813 8082.5000 0.6642 10.6267 CAD 0.0027 0.7293 0.3677 5.8825 CANOLA 6.7456 618.4000 1.0908 17.4531 CHF 0.0052 1.2687 0.4122 6.5955 COCOA 131.9489 6297.0000 2.0954 33.5268 COFFEE 6.1648 369.5500 1.6682 26.6911 COPPER 0.0658 5.4880 1.1992 19.1869 CORN 3.8575 461.5000 0.8359 13.3736 COTTON2 0.6185 63.8300 0.9690 15.5036 CRUDE_W 0.7860 57.1300 1.3757 22.0119 DAX 165.9139 24241.0000 0.6844 10.9510 DOW 331.0008 48879.0000 0.6772 10.8349 DX 0.3318 98.0600 0.3384 5.4141 EUR 0.0041 1.1793 0.3481 5.5689 EURIBOR-ICE 0.0375 97.5850 0.0384 0.6147 EUROSTX 40.5633 5734.0000 0.7074 11.3187 FEEDCOW 3.9138 334.1250 1.1714 18.7419 GASOIL 11.4868 621.0000 1.8497 29.5956 GASOLINE 0.0287 1.7751 1.6178 25.8844 GAS_US_mini 0.1545 3.8200 4.0449 64.7180 GBP 0.0059 1.3363 0.4451 7.1218 GOLD_micro 35.1368 4328.3000 0.8118 12.9887 HEATOIL 0.0407 2.1661 1.8797 30.0756 JGB-SGX-mini 0.1827 133.3800 0.1370 2.1922 JPY 0.0000 0.0065 0.5545 8.8725 LEANHOG 1.1522 89.5250 1.2870 20.5926 LIVECOW 2.5439 229.6250 1.1079 17.7258 LUMBER-new 7.5526 592.0000 1.2758 20.4124 MXP 0.0003 0.0550 0.5079 8.1258 NASDAQ_micro 219.8511 25238.0000 0.8711 13.9378 NIKKEI 543.2544 50040.0000 1.0856 17.3702 NZD 0.0032 0.5824 0.5520 8.8319 OAT 0.3629 120.3200 0.3016 4.8264 OATIES 4.8048 286.0000 1.6800 26.8798 OJ 5.5055 158.5000 3.4735 55.5760 PALLAD 32.8068 1547.0000 2.1207 33.9308 PLAT 27.0919 1765.3000 1.5347 24.5550 REDWHEAT 7.4497 530.7500 1.4036 22.4579 RICE 0.1447 10.1800 1.4211 22.7369 ROBUSTA 74.0438 4007.0000 1.8479 29.5658 RUSSELL 28.0980 2579.7000 1.0892 17.4271 SHATZ 0.0543 106.7150 0.0509 0.8141 SILVER-mini 1.0143 62.0000 1.6360 26.1755 SMI 73.6088 12895.0000 0.5708 9.1333 SOFR 0.0471 96.6000 0.0487 0.7796 SOYBEAN 8.3712 1088.0000 0.7694 12.3106 SOYMEAL 3.9740 309.1000 1.2857 20.5706 SOYOIL 0.5641 50.9900 1.1062 17.6993 SP400 30.9198 3351.6000 0.9225 14.7606 SP500_micro 44.7816 6833.2500 0.6553 10.4856 SUGAR11 0.2206 14.6900 1.5018 24.0289 US10 0.3086 112.1875 0.2751 4.4009 US10U 0.4077 114.5625 0.3559 5.6940 US2 0.0755 104.3047 0.0724 1.1589 US20 0.6320 114.6562 0.5512 8.8189 US30 0.9031 117.4062 0.7692 12.3077 US5 0.2026 109.0938 0.1857 2.9715 VIX 0.4681 19.7500 2.3701 37.9214 WHEAT 6.7800 574.0000 1.1812 18.8990 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.15 0.50 329.38 1.00 329.38 31630.81 96.03 18.35 176.21 BITCOIN 90.45 2.56 231.38 1.00 231.38 31630.81 136.71 -14.60 -199.54 BOBL 1160.10 0.16 182.80 1.17 213.69 31630.81 148.02 -5.73 -84.86 BTP 1197.20 0.34 411.22 1.17 480.71 31630.81 65.80 -0.25 -1.65 BUND 1274.40 0.28 358.66 1.17 419.27 31630.81 75.44 -8.86 -66.85 BUXL 1099.20 0.71 778.11 1.17 909.61 31630.81 34.77 -13.93 -48.45 CAC 808.25 0.66 536.81 1.17 627.53 31630.81 50.40 8.85 44.60 CAD 729.30 0.37 268.13 1.00 268.13 31630.81 117.97 2.96 34.93 CANOLA 123.68 1.09 134.91 0.72 97.64 31630.81 323.97 -8.12 -262.97 CHF 1585.88 0.41 653.73 1.00 653.73 31630.81 48.39 -8.21 -39.74 COCOA 629.70 2.10 1319.49 1.00 1319.49 31630.81 23.97 -6.42 -15.40 COFFEE 1385.81 1.67 2311.80 1.00 2311.80 31630.81 13.68 7.53 10.31 COPPER 1372.00 1.20 1645.27 1.00 1645.27 31630.81 19.23 13.19 25.35 CORN 230.75 0.84 192.87 1.00 192.87 31630.81 164.00 -6.71 -110.01 COTTON2 319.15 0.97 309.25 1.00 309.25 31630.81 102.28 -20.00 -204.57 CRUDE_W 571.30 1.38 785.96 1.00 785.96 31630.81 40.24 -5.60 -22.54 DAX 242.41 0.68 165.91 1.17 193.95 31630.81 163.08 3.22 52.53 DOW 244.40 0.68 165.50 1.00 165.50 31630.81 191.12 1.94 37.04 DX 980.60 0.34 331.81 1.00 331.81 31630.81 95.33 -1.26 -12.00 EUR 1474.19 0.35 513.10 1.00 513.10 31630.81 61.65 7.40 45.63 EURIBOR-ICE 2439.62 0.04 93.73 1.17 109.57 31630.81 288.68 -2.06 -59.37 EUROSTX 573.40 0.71 405.63 1.17 474.18 31630.81 66.71 12.92 86.21 FEEDCOW 1670.62 1.17 1956.92 1.00 1956.92 31630.81 16.16 3.83 6.20 GASOIL 621.00 1.85 1148.68 1.00 1148.68 31630.81 27.54 3.84 10.56 GASOLINE 745.54 1.62 1206.12 1.00 1206.12 31630.81 26.23 -4.63 -12.14 GAS_US_mini 95.50 4.04 386.29 1.00 386.29 31630.81 81.88 -1.23 -10.06 GBP 835.19 0.45 371.75 1.00 371.75 31630.81 85.09 7.60 64.66 GOLD_micro 432.83 0.81 351.37 1.00 351.37 31630.81 90.02 5.17 46.57 HEATOIL 909.76 1.88 1710.10 1.00 1710.10 31630.81 18.50 -2.31 -4.28 JGB-SGX-mini 133380.00 0.14 18274.87 0.01 117.16 31630.81 269.98 -17.69 -477.59 JPY 808.56 0.55 448.37 1.00 448.37 31630.81 70.55 -12.62 -89.03 LEANHOG 358.10 1.29 460.89 1.00 460.89 31630.81 68.63 6.85 46.99 LIVECOW 918.50 1.11 1017.57 1.00 1017.57 31630.81 31.08 0.56 1.75 LUMBER-new 162.80 1.28 207.70 1.00 207.70 31630.81 152.29 -13.34 -203.22 MXP 275.05 0.51 139.69 1.00 139.69 31630.81 226.44 17.33 392.38 NASDAQ_micro 504.76 0.87 439.70 1.00 439.70 31630.81 71.94 -4.69 -33.73 NIKKEI 50040.00 1.09 54325.44 0.01 348.27 31630.81 90.82 9.07 82.34 NZD 582.40 0.55 321.48 1.00 321.48 31630.81 98.39 6.25 61.51 OAT 1203.20 0.30 362.94 1.17 424.28 31630.81 74.55 1.93 14.40 OATIES 143.00 1.68 240.24 1.00 240.24 31630.81 131.66 -20.00 -263.33 OJ 237.75 3.47 825.82 1.00 825.82 31630.81 38.30 -16.03 -61.40 PALLAD 1547.00 2.12 3280.68 1.00 3280.68 31630.81 9.64 8.67 8.36 PLAT 882.65 1.53 1354.59 1.00 1354.59 31630.81 23.35 10.60 24.75 REDWHEAT 265.38 1.40 372.48 1.00 372.48 31630.81 84.92 -13.95 -118.47 RICE 203.60 1.42 289.33 1.00 289.33 31630.81 109.33 -17.08 -186.71 ROBUSTA 400.70 1.85 740.44 1.00 740.44 31630.81 42.72 -2.08 -8.90 RUSSELL 128.99 1.09 140.49 1.00 140.49 31630.81 225.15 6.60 148.70 SHATZ 1067.15 0.05 54.30 1.17 63.48 31630.81 498.32 -11.91 -593.30 SILVER-mini 1550.00 1.64 2535.75 1.00 2535.75 31630.81 12.47 16.90 21.08 SMI 1289.50 0.57 736.09 1.25 920.67 31630.81 34.36 20.00 68.71 SOFR 2415.00 0.05 117.67 1.00 117.67 31630.81 268.81 -9.18 -246.81 SOYBEAN 544.00 0.77 418.56 1.00 418.56 31630.81 75.57 -5.67 -42.87 SOYMEAL 309.10 1.29 397.40 1.00 397.40 31630.81 79.59 -12.95 -103.09 SOYOIL 305.94 1.11 338.43 1.00 338.43 31630.81 93.46 -15.59 -145.69 SP400 3351.60 0.92 3091.98 1.00 3091.98 31630.81 10.23 2.22 2.27 SP500_micro 341.66 0.66 223.91 1.00 223.91 31630.81 141.27 -1.87 -26.35 SUGAR11 164.53 1.50 247.09 1.00 247.09 31630.81 128.01 -11.44 -146.43 US10 1121.88 0.28 308.58 1.00 308.58 31630.81 102.51 -6.49 -66.52 US10U 1145.62 0.36 407.70 1.00 407.70 31630.81 77.58 -6.21 -48.19 US2 2086.09 0.07 151.10 1.00 151.10 31630.81 209.34 -5.90 -123.48 US20 1146.56 0.55 631.96 1.00 631.96 31630.81 50.05 -4.18 -20.94 US30 1174.06 0.77 903.12 1.00 903.12 31630.81 35.02 -6.20 -21.70 US5 1090.94 0.19 202.61 1.00 202.61 31630.81 156.12 -7.36 -114.98 VIX 197.50 2.37 468.09 1.00 468.09 31630.81 67.57 -20.00 -135.15 WHEAT 287.00 1.18 339.00 1.00 339.00 31630.81 93.31 -16.13 -150.54 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 176.208 0.010 2.5 4.578 BITCOIN -199.544 0.043 2.5 -21.639 BOBL -84.860 0.004 2.5 -0.862 BTP -1.647 0.014 2.5 -0.056 BUND -66.846 0.004 2.5 -0.679 BUXL -48.449 0.004 2.5 -0.492 CAC 44.597 0.014 2.5 1.523 CAD 34.931 0.010 2.5 0.908 CANOLA -262.967 0.010 2.5 -6.407 CHF -39.743 0.010 2.5 -1.033 COCOA -15.398 0.010 2.5 -0.375 COFFEE 10.309 0.005 2.5 0.137 COPPER 25.349 0.043 2.5 2.749 CORN -110.011 0.010 2.5 -2.680 COTTON2 -204.566 0.010 2.5 -4.984 CRUDE_W -22.537 0.043 2.5 -2.444 DAX 52.530 0.014 2.5 1.794 DOW 37.039 0.009 2.5 0.862 DX -11.996 0.010 2.5 -0.312 EUR 45.628 0.010 2.5 1.186 EURIBOR-ICE -59.369 0.014 2.5 -2.028 EUROSTX 86.208 0.014 2.5 2.945 FEEDCOW 6.198 0.013 2.5 0.206 GASOIL 10.560 0.017 2.5 0.458 GASOLINE -12.145 0.017 2.5 -0.527 GAS_US_mini -10.058 0.043 2.5 -1.091 GBP 64.664 0.010 2.5 1.680 GOLD_micro 46.573 0.014 2.5 1.591 HEATOIL -4.280 0.017 2.5 -0.186 JGB-SGX-mini -477.588 0.043 2.5 -51.790 JPY -89.030 0.010 2.5 -2.313 LEANHOG 46.993 0.024 2.5 2.860 LIVECOW 1.753 0.013 2.5 0.058 LUMBER-new -203.218 0.010 2.5 -4.951 MXP 392.385 0.059 2.5 57.673 NASDAQ_micro -33.728 0.009 2.5 -0.785 NIKKEI 82.338 0.043 2.5 8.929 NZD 61.512 0.010 2.5 1.598 OAT 14.400 0.014 2.5 0.492 OATIES -263.329 0.010 2.5 -6.415 OJ -61.404 0.010 2.5 -1.496 PALLAD 8.359 0.014 2.5 0.286 PLAT 24.749 0.014 2.5 0.845 REDWHEAT -118.474 0.005 2.5 -1.574 RICE -186.707 0.010 2.5 -4.549 ROBUSTA -8.900 0.005 2.5 -0.118 RUSSELL 148.696 0.013 2.5 4.934 SHATZ -593.303 0.004 2.5 -6.025 SILVER-mini 21.077 0.014 2.5 0.720 SMI 68.712 0.014 2.5 2.347 SOFR -246.813 0.024 2.5 -15.021 SOYBEAN -42.865 0.004 2.5 -0.399 SOYMEAL -103.089 0.004 2.5 -0.960 SOYOIL -145.691 0.004 2.5 -1.358 SP400 2.266 0.013 2.5 0.075 SP500_micro -26.351 0.009 2.5 -0.613 SUGAR11 -146.426 0.010 2.5 -3.567 US10 -66.519 0.005 2.5 -0.844 US10U -48.186 0.005 2.5 -0.611 US2 -123.482 0.005 2.5 -1.567 US20 -20.942 0.005 2.5 -0.266 US30 -21.702 0.005 2.5 -0.275 US5 -114.980 0.005 2.5 -1.459 VIX -135.148 0.099 2.5 -33.407 WHEAT -150.537 0.005 2.5 -2.000 ===================== Position diags ===================== AUD 2.50 BITCOIN 14.82 BOBL 1.50 BTP 2.25 BUND 0.77 BUXL 0.35 CAC 1.72 CAD 3.07 CANOLA 7.89 CHF 1.26 COCOA 0.58 COFFEE 0.18 COPPER 2.08 CORN 4.00 COTTON2 2.49 CRUDE_W 4.36 DAX 5.57 DOW 4.45 DX 2.48 EUR 1.60 EURIBOR-ICE 9.86 EUROSTX 2.28 FEEDCOW 0.54 GASOIL 1.20 GASOLINE 1.14 GAS_US_mini 8.88 GBP 2.21 GOLD_micro 3.07 HEATOIL 0.80 JGB-SGX-mini 29.28 JPY 1.83 LEANHOG 4.18 LIVECOW 1.03 LUMBER-new 3.71 MXP 33.28 NASDAQ_micro 1.67 NIKKEI 9.85 NZD 2.56 OAT 2.55 OATIES 3.21 OJ 0.93 PALLAD 0.33 PLAT 0.80 REDWHEAT 1.13 RICE 2.66 ROBUSTA 0.57 RUSSELL 7.47 SHATZ 5.06 SILVER-mini 0.43 SMI 1.17 SOFR 16.36 SOYBEAN 0.70 SOYMEAL 0.74 SOYOIL 0.87 SP400 0.34 SP500_micro 3.29 SUGAR11 3.12 US10 1.30 US10U 0.98 US2 2.66 US20 0.64 US30 0.44 US5 1.98 VIX 16.70 WHEAT 1.24 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.6 4.3 4.8 0.0 0 BITCOIN -21.6 -23.1 -20.2 0.0 0 BOBL -0.9 -1.0 -0.7 0.0 0 BTP -0.1 -0.3 0.2 0.0 0 BUND -0.7 -0.8 -0.6 -4.0 -4 BUXL -0.5 -0.5 -0.5 -3.0 -3 CAC 1.5 1.4 1.7 0.0 0 CAD 0.9 0.6 1.2 -1.0 -1 CANOLA -6.4 -7.2 -5.6 -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 3.0 4.0 4 CORN -2.7 -3.1 -2.3 0.0 0 COTTON2 -5.0 -5.2 -4.7 -5.0 -5 CRUDE_W -2.4 -2.9 -2.0 0.0 0 DAX 1.8 1.2 2.4 -1.0 -1 DOW 0.9 0.4 1.3 5.0 5 DX -0.3 -0.6 -0.1 1.0 1 EUR 1.2 1.0 1.3 1.0 1 EURIBOR-ICE -2.0 -3.0 -1.0 0.0 0 EUROSTX 2.9 2.7 3.2 5.0 5 FEEDCOW 0.2 0.2 0.3 0.0 0 GASOIL 0.5 0.3 0.6 0.0 0 GASOLINE -0.5 -0.6 -0.4 -1.0 -1 GAS_US_mini -1.1 -2.0 -0.2 0.0 0 GBP 1.7 1.5 1.9 3.0 3 GOLD_micro 1.6 1.3 1.9 0.0 0 HEATOIL -0.2 -0.3 -0.1 0.0 0 JGB-SGX-mini -51.8 -54.7 -48.9 0.0 0 JPY -2.3 -2.5 -2.1 -3.0 -3 LEANHOG 2.9 2.4 3.3 3.0 3 LIVECOW 0.1 -0.0 0.2 -1.0 -1 LUMBER-new -5.0 -5.3 -4.6 0.0 0 MXP 57.7 54.3 61.0 32.0 32 NASDAQ_micro -0.8 -1.0 -0.6 0.0 0 NIKKEI 8.9 7.9 9.9 14.0 14 NZD 1.6 1.3 1.9 0.0 0 OAT 0.5 0.2 0.7 2.0 2 OATIES -6.4 -6.7 -6.1 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.3 0.3 0.3 0.0 0 PLAT 0.8 0.8 0.9 0.0 0 REDWHEAT -1.6 -1.7 -1.5 -3.0 -3 RICE -4.5 -4.8 -4.3 -3.0 -3 ROBUSTA -0.1 -0.2 -0.1 0.0 0 RUSSELL 4.9 4.2 5.7 3.0 3 SHATZ -6.0 -6.5 -5.5 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 2.3 2.2 2.5 0.0 0 SOFR -15.0 -16.7 -13.4 NaN 0 SOYBEAN -0.4 -0.5 -0.3 0.0 0 SOYMEAL -1.0 -1.0 -0.9 -1.0 -1 SOYOIL -1.4 -1.4 -1.3 -5.0 -5 SP400 0.1 0.0 0.1 0.0 0 SP500_micro -0.6 -0.9 -0.3 0.0 0 SUGAR11 -3.6 -3.9 -3.3 -4.0 -4 US10 -0.8 -1.0 -0.7 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -1.6 -1.8 -1.3 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.5 -1.7 -1.3 0.0 0 VIX -33.4 -35.1 -31.7 -25.0 -25 WHEAT -2.0 -2.1 -1.9 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 0.5 0.1 0.0 -0.1 0.2 -0.2 0.2 0.1 0.0 0.1 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.2 2.3 0.1 0.1 0.1 0.2 0.0 0.2 0.2 0.3 0.5 0.6 0.5 0.2 0.7 0.3 0.7 BITCOIN 0.0 -0.6 -0.6 0.2 0.2 0.5 0.2 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 -0.4 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.5 BOBL -0.5 -0.4 -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 -0.2 0.1 0.2 0.3 -0.2 -0.1 -0.2 -0.1 -0.2 0.4 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.6 -0.5 -0.6 -0.6 -0.2 0.2 0.7 0.6 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 -0.2 0.1 0.2 0.2 0.2 0.2 -0.0 0.1 -0.2 0.3 -0.1 -2.7 -0.1 -0.1 0.2 -0.2 0.4 -0.2 0.5 -0.1 -0.1 0.2 0.2 0.0 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 0.1 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 -0.5 -0.2 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 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.2 -0.5 -0.2 0.0 -0.2 -0.2 -0.5 -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 0.1 0.3 0.1 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 -0.5 -0.2 -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 -0.0 -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 -0.2 -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 -0.2 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 1.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.8 -0.5 -0.6 0.0 0.1 0.6 0.7 0.7 0.7 CHF -0.0 -0.4 -0.3 -0.1 0.2 -0.2 0.2 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 -0.4 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.6 -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 0.2 -0.1 0.0 -2.7 -0.1 0.1 -0.2 0.1 -0.1 -0.0 1.0 0.5 0.2 -0.1 -0.3 -0.3 -0.0 -0.0 0.1 COFFEE -0.3 -0.1 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 0.4 -0.1 0.5 -0.1 0.1 0.4 0.3 0.4 0.4 0.1 0.2 -0.0 0.5 -0.0 -2.7 0.1 -0.0 0.5 -0.1 0.7 -0.0 1.1 -0.2 0.1 0.3 0.6 0.6 0.5 0.7 0.7 COPPER 0.4 0.3 0.3 0.1 0.2 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 -0.2 -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 0.0 -0.1 -0.2 -0.0 -1.1 -0.2 -0.0 0.6 0.6 -0.3 -0.2 0.2 -0.1 COTTON2 0.0 -0.2 -0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 -1.7 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.9 -0.2 0.1 -0.1 0.3 -0.2 -0.4 -0.1 -0.4 CRUDE_W -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 0.1 -0.1 -0.2 -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 1.1 -0.2 -0.2 -0.4 -0.2 -0.6 -0.2 -0.7 0.1 0.2 -0.5 -0.6 0.7 0.7 0.4 0.7 DAX 0.3 -0.3 -0.5 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.2 0.5 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 0.1 0.3 0.1 -1.5 -0.0 0.1 -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 0.3 -0.1 0.2 0.1 0.0 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 0.1 0.2 0.1 0.3 0.1 -0.2 0.2 0.2 0.3 0.2 -0.2 -0.7 -0.3 -0.7 DX -0.4 0.3 0.5 -0.1 0.2 -0.2 0.2 0.1 0.0 -0.2 0.1 -0.2 -0.5 -0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.2 -0.2 -0.1 -2.7 0.0 -0.2 0.1 -0.2 -0.1 -0.1 0.9 -0.5 -0.5 0.5 0.6 0.1 0.5 0.2 0.6 EUR 0.4 -0.2 -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 0.2 -0.4 0.3 0.4 0.3 0.1 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.5 -0.4 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.0 -0.2 0.0 -0.2 0.3 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 0.8 -0.5 -0.6 -0.5 -0.2 0.2 0.7 0.4 0.7 EUROSTX 0.1 -0.1 0.2 0.1 0.1 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 -0.9 0.1 0.1 0.3 0.1 0.4 0.1 0.3 0.1 -0.1 0.2 0.0 0.4 0.7 0.3 0.7 FEEDCOW 0.5 -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 0.1 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 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -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 0.1 -0.1 0.2 -0.1 0.5 -0.1 -0.2 0.1 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.3 0.0 -0.0 -0.0 -0.2 0.0 -0.2 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 -0.2 -0.2 -0.1 -0.2 0.3 -0.2 -0.3 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.1 0.6 0.4 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.4 0.0 0.1 0.2 -0.4 -0.4 -0.4 0.1 0.0 -0.1 -0.1 -0.0 2.7 0.0 -0.2 0.1 -0.1 -0.0 -0.0 -1.1 -0.1 0.2 0.5 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 0.1 -0.1 0.2 0.2 0.2 0.3 0.2 0.6 0.1 0.0 0.4 -0.2 0.4 -0.2 GOLD_micro 0.4 0.5 0.1 0.1 0.1 0.4 0.1 0.6 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 -0.0 0.0 0.2 0.6 0.1 0.1 -0.4 -0.5 HEATOIL -0.6 0.0 0.1 -0.0 -0.1 0.0 -0.1 0.0 -0.1 -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 -0.0 -0.2 0.2 0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.6 -0.6 -0.6 -0.1 -0.1 -0.1 -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 0.2 -0.4 -0.6 -0.1 0.1 -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 -0.6 -0.2 -0.6 -0.3 -0.5 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 -0.4 -0.6 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.2 0.0 0.2 0.3 0.1 -0.1 -0.4 0.4 0.1 0.4 -0.1 -0.1 0.2 0.1 0.1 -0.3 -0.0 0.2 -0.2 0.2 0.0 0.1 1.1 0.5 0.6 -0.1 0.6 0.1 0.4 0.4 0.7 LIVECOW 0.4 -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 0.0 -0.0 0.1 0.2 -0.0 1.1 0.5 0.2 -0.5 0.2 0.7 0.5 0.7 0.7 LUMBER-new 0.1 -0.7 -0.7 -0.2 -0.0 -0.6 -0.1 -0.8 -0.1 0.2 -0.5 0.1 -0.5 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.1 -0.6 -0.1 NaN -0.2 0.2 -0.6 0.1 -0.6 -0.1 -1.2 0.6 0.0 -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 0.4 0.6 0.6 0.6 0.3 0.3 0.4 0.4 NASDAQ_micro 0.2 -0.4 -0.1 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.1 -2.7 0.0 -0.1 0.2 -0.0 0.4 0.0 -0.3 -0.3 -0.1 0.1 0.2 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.1 -0.1 0.5 0.0 0.0 0.2 0.1 0.3 0.0 0.0 0.3 0.1 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.1 -1.6 0.1 -0.0 0.5 0.0 0.6 0.0 1.0 -0.2 -0.1 0.4 0.6 -0.1 0.2 -0.1 0.3 NZD 0.6 0.1 -0.4 -0.1 0.2 -0.1 0.2 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 0.0 0.4 0.1 -0.3 0.1 0.7 0.2 0.7 OAT -0.4 -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 0.1 -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 -0.2 -0.2 -0.2 -0.3 -0.2 -0.9 -0.2 -0.2 -0.4 -0.2 -0.5 -0.2 -0.7 -0.5 -0.6 -0.2 -0.1 -0.3 -0.5 -0.1 -0.5 OJ 0.1 -0.6 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -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 0.0 -0.1 -0.3 -0.2 -0.5 -0.6 -0.2 -0.5 PALLAD 0.1 0.1 0.4 0.1 0.1 0.4 0.1 0.6 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 0.3 0.1 2.2 0.1 0.1 0.4 0.1 0.5 0.1 0.3 -0.1 -0.1 -0.1 -0.0 -0.0 -0.4 -0.7 -0.7 PLAT 0.5 0.0 0.1 0.1 0.2 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 0.2 0.2 0.2 0.5 0.2 0.1 0.1 0.2 0.4 0.1 0.6 0.1 0.2 0.0 -0.0 -0.3 -0.3 0.7 0.4 -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 -0.1 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 -1.0 -0.1 -0.2 -0.3 -0.4 -0.3 -0.5 0.1 -0.4 ROBUSTA -0.5 -0.2 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 -0.4 -0.1 -0.0 0.6 -0.1 0.6 0.4 0.7 RUSSELL 0.6 -0.2 0.2 0.1 0.0 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 0.1 0.2 0.1 0.8 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.2 0.5 0.0 0.1 -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 -0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.5 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.4 0.1 0.1 0.2 0.5 0.1 0.7 0.1 0.1 0.4 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.4 0.2 0.1 0.5 0.2 0.7 0.2 -0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.2 -0.0 SMI 0.5 0.4 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 1.7 0.2 -0.0 0.5 0.1 0.4 0.2 0.9 -0.1 0.6 0.6 0.4 0.2 0.7 0.3 0.7 SOFR -0.2 -0.4 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.3 -0.2 0.5 -0.2 -0.1 0.1 0.1 0.1 0.1 -0.1 0.0 -0.2 0.3 -0.2 -2.7 -0.1 -0.2 0.1 -0.2 0.4 -0.2 0.3 -0.3 0.3 0.1 0.2 -0.3 -0.5 -0.2 -0.7 SOYBEAN -0.3 0.3 0.4 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 0.4 -0.2 0.2 0.1 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.2 0.1 -0.1 -1.0 0.1 -0.2 0.4 -0.2 0.3 -0.1 0.1 -0.5 -0.2 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 -0.1 -0.7 -0.1 -0.1 0.1 -0.1 -0.3 -0.0 0.0 -0.2 -0.3 -0.3 -0.3 0.0 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 -0.4 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 0.0 -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 -0.1 -0.2 0.1 -0.1 0.0 -0.5 0.1 0.1 0.5 -0.7 -0.6 -0.7 -0.7 SP400 0.6 -0.1 -0.0 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 0.0 0.1 0.0 0.1 -0.0 0.1 0.4 0.1 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.3 -0.2 -0.1 0.1 0.0 0.2 0.1 0.4 0.1 -0.0 0.4 0.2 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.3 0.0 -0.0 0.2 0.0 0.4 0.0 -0.4 -0.2 -0.0 0.1 0.1 -0.1 -0.7 -0.1 -0.7 SUGAR11 0.5 -0.1 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 0.0 -0.5 0.0 -2.7 -0.1 0.1 -0.5 0.1 -0.6 0.0 1.1 0.0 0.5 -0.2 0.0 -0.4 -0.6 -0.2 -0.5 US10 -0.2 -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 -0.0 0.4 0.2 0.4 -0.6 -0.7 -0.4 -0.7 US10U -0.2 -0.3 0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 0.4 -0.2 0.1 -0.2 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 -1.8 0.0 -0.2 0.3 -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 -0.3 -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 0.4 -0.0 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 -0.2 -0.1 -0.2 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 -0.1 0.2 0.1 0.4 -0.0 0.5 -0.1 -0.6 US30 -0.3 -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 -0.1 0.0 -0.1 -0.0 -0.1 -0.7 -0.0 -0.2 0.1 -0.2 0.1 -0.1 -0.5 -0.0 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 0.2 -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 -0.1 0.1 -0.1 0.3 -0.1 -0.5 0.0 0.4 0.1 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -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 -0.3 -0.2 -0.3 -0.3 -0.3 NaN -0.2 -0.3 -0.4 -0.3 -0.2 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.3 0.2 0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -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 -0.1 -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 16.1 1.8 0.4 -9.2 20.0 -7.1 18.9 1.7 3.9 15.0 11.1 20.0 4.4 18.4 5.1 0.1 -1.1 -0.5 -0.8 10.0 5.2 20.0 3.1 20.0 16.9 9.2 15.7 4.4 20.0 1.0 20.0 4.7 13.8 16.1 19.4 14.3 6.9 20.0 9.7 20.0 BITCOIN 0.2 -20.0 -20.0 16.5 20.0 20.0 16.8 20.0 13.0 3.7 -7.5 1.2 5.3 -12.3 -14.8 -4.5 -6.7 -5.3 -6.0 -20.0 -15.9 -3.7 -1.2 -15.8 -20.0 -20.0 -3.2 -14.7 -3.7 -1.1 -14.3 -0.5 -17.3 -20.0 -20.0 -20.0 6.0 -2.7 -20.0 -15.0 BOBL -15.5 -11.7 -2.5 -8.5 -10.6 -2.6 -18.3 -2.5 -16.3 -11.9 -10.0 -15.6 -2.9 -17.3 -13.3 -9.2 7.4 12.4 12.6 -14.1 -7.0 -20.0 -4.2 -20.0 2.8 -17.5 -20.0 -8.2 -20.0 -4.1 -20.0 11.3 -20.0 -20.0 -17.4 -7.7 5.5 20.0 16.5 20.0 BTP -11.2 -6.8 2.0 -11.2 -13.9 -3.4 -20.0 -3.3 -20.0 -12.4 15.4 -17.7 19.6 -14.4 7.1 11.9 9.0 9.6 9.4 -2.5 6.3 -17.0 11.5 -12.8 -20.0 -5.2 -16.5 6.2 -20.0 12.5 -19.4 9.9 -5.1 -3.7 5.7 6.4 1.4 20.0 8.9 20.0 BUND -14.7 -10.5 1.2 -9.7 -12.0 -2.9 -20.0 -2.8 -18.5 -14.9 -8.1 -18.2 -9.4 -19.5 -12.9 9.4 3.3 2.6 2.8 -13.7 -6.6 -20.0 -6.7 -20.0 -0.5 -18.7 -20.0 -8.2 -20.0 -5.3 -20.0 -0.4 -20.0 -20.0 -14.3 -4.7 2.0 20.0 8.3 20.0 BUXL -14.3 -10.1 0.8 -9.7 -12.1 -3.0 -20.0 -2.8 -18.6 -18.4 -16.2 -20.0 -19.6 -20.0 -14.7 3.9 3.1 4.0 3.8 -17.5 -14.5 -20.0 -19.3 -20.0 0.2 -20.0 -20.0 -17.0 -20.0 -16.8 -20.0 0.0 -8.8 -18.3 -14.8 -9.3 -5.1 17.6 -2.1 7.3 CAC -2.5 -5.9 8.5 7.9 7.1 12.2 11.5 13.8 8.3 0.2 15.8 2.0 17.2 -4.3 9.3 -3.8 -1.8 -3.1 -2.4 5.3 10.7 -1.4 11.3 0.1 5.4 3.5 -0.9 6.4 -2.1 3.6 -1.0 5.9 -19.6 -15.6 -5.4 -8.8 13.9 20.0 11.8 20.0 CAD 19.8 7.2 -8.6 -9.1 20.0 -7.0 18.7 1.7 3.9 20.0 -11.4 20.0 -7.5 17.1 -4.2 -7.8 -7.6 -8.3 -8.0 3.2 -6.2 20.0 -7.5 19.3 20.0 0.7 20.0 -6.4 20.0 -5.8 16.8 -7.1 20.0 20.0 16.4 -7.0 -20.0 -20.0 -19.2 -20.0 CANOLA -13.8 6.3 -10.9 -19.1 -3.5 -20.0 -5.8 -20.0 -11.4 -13.6 -10.3 -14.1 -1.4 -9.8 -10.6 -20.0 -13.3 -20.0 -17.1 -8.7 -7.0 -20.0 -4.0 -15.0 8.4 -10.2 -20.0 -8.1 -20.0 -5.3 -16.8 -15.3 -20.0 -19.1 1.2 3.4 18.3 20.0 20.0 20.0 CHF -0.2 -11.7 -10.6 -7.4 18.2 -5.7 15.2 1.4 3.2 13.7 2.6 1.3 11.8 -7.2 -12.6 -16.9 -16.1 -16.7 -16.1 -5.6 -0.9 9.2 7.3 -0.8 -1.3 -5.2 19.7 0.1 9.3 7.6 -1.1 -20.0 -0.4 -11.1 -3.4 3.5 -8.9 -20.0 -9.2 -20.0 COCOA 18.3 -1.8 -20.0 -11.3 -2.1 -14.9 -3.4 -14.6 -6.8 8.9 -8.5 8.0 -3.1 0.1 -6.4 -3.7 7.6 -2.3 1.8 -7.7 -12.0 16.7 -5.5 4.5 -20.0 -7.7 15.8 -8.4 10.5 -1.5 -0.0 18.5 20.0 5.2 -1.6 -7.8 -10.0 -1.4 -0.3 3.2 COFFEE -8.5 -4.3 8.0 -20.0 -4.1 -20.0 -6.8 -20.0 -13.4 -5.6 14.3 -10.2 15.3 -9.7 9.0 20.0 14.8 20.0 19.0 6.1 15.0 -5.4 20.0 -3.1 -20.0 6.7 -3.7 18.8 -4.7 20.0 -3.2 20.0 -6.9 1.7 10.7 20.0 17.8 15.5 20.0 20.0 COPPER 12.8 9.1 9.3 13.4 16.9 19.5 11.7 20.0 9.4 11.7 -0.2 13.1 -0.1 12.7 11.5 -7.7 -6.0 -6.9 -6.3 13.1 8.3 17.3 6.0 16.8 -5.3 10.1 13.2 8.8 13.6 10.5 12.8 0.1 9.1 12.2 9.2 -14.9 20.0 17.5 20.0 20.0 CORN -3.3 6.6 6.4 -20.0 -5.1 -20.0 -8.5 -20.0 -16.7 -18.8 -3.4 -10.3 -10.4 0.7 12.0 -20.0 -19.5 -20.0 -20.0 2.5 -1.1 -4.5 -10.7 -0.5 9.5 2.0 -11.5 1.7 -7.7 -6.9 -3.4 -20.0 -8.1 -1.1 19.9 20.0 -7.7 -6.7 5.8 -2.9 COTTON2 0.1 -5.2 -4.7 -20.0 -5.5 -20.0 -9.1 -20.0 -18.0 -13.9 -20.0 -14.9 -20.0 -20.0 -20.0 -17.9 -15.4 -17.9 -16.9 -18.1 -20.0 -7.3 -20.0 -12.5 -13.1 -20.0 -7.5 -20.0 -12.1 -20.0 -20.0 -17.8 -6.5 1.6 -2.3 9.9 -5.9 -13.1 -4.1 -10.7 CRUDE_W -2.7 -3.4 -6.0 -3.4 -20.0 1.0 -16.6 1.8 -9.6 -19.2 -12.0 -17.6 -13.9 -17.0 -19.9 -0.7 4.9 1.1 2.9 -11.0 -10.9 -10.8 -11.3 -9.9 7.9 -17.5 -20.0 -16.6 -16.4 -15.6 -16.3 -13.2 2.6 5.2 -16.1 -19.7 20.0 20.0 10.6 19.7 DAX 8.7 -9.7 -15.3 6.4 5.8 9.9 9.4 11.2 6.7 14.9 9.2 14.3 15.2 6.5 -0.7 -6.3 -6.5 -6.3 -6.1 -0.4 1.4 16.5 12.4 7.7 -10.9 -1.1 14.2 -1.7 15.1 6.3 6.9 -1.3 9.3 1.2 -7.9 -20.0 5.6 20.0 4.5 20.0 DOW 9.9 -2.4 4.8 5.1 4.5 7.9 7.4 8.8 5.3 9.8 13.7 11.9 13.1 10.2 10.3 -7.2 -8.3 -7.9 -7.9 11.0 12.1 15.8 12.1 12.7 -10.3 7.3 13.7 8.6 11.9 8.9 8.6 -4.4 8.7 4.7 10.2 5.3 -6.7 -20.0 -9.9 -20.0 DX -13.0 9.1 14.4 -8.3 20.0 -6.4 17.0 1.5 3.5 -17.2 5.1 -18.6 -13.4 -6.4 11.0 5.5 6.1 6.0 6.0 3.9 3.2 -18.3 -6.7 -7.9 -20.0 3.8 -20.0 5.0 -20.0 -2.8 -10.2 16.6 -20.0 -15.4 15.6 18.0 3.8 16.0 5.3 18.2 EUR 12.0 -6.4 -8.2 -9.6 20.0 -7.4 19.7 1.8 4.1 20.0 7.4 20.0 17.5 12.5 -8.9 -8.4 -7.9 -8.3 -8.0 0.6 3.0 20.0 14.1 11.6 15.2 2.9 20.0 3.1 20.0 11.9 16.4 -7.3 14.6 13.4 9.7 3.9 -3.5 -20.0 -3.1 -20.0 EURIBOR-ICE -14.3 -13.6 -7.2 -6.5 -8.0 -2.0 -13.8 -1.9 -12.4 -10.3 -4.3 -12.2 6.6 -13.0 -9.8 12.4 11.1 12.7 12.5 -10.0 -3.4 -20.0 1.8 -17.8 2.5 -11.0 -18.4 -4.0 -20.0 0.2 -20.0 14.6 -20.0 -20.0 -14.4 -5.6 5.4 20.0 12.4 20.0 EUROSTX 3.9 -2.3 7.5 7.3 6.5 11.3 10.6 12.7 7.6 11.5 18.3 15.5 19.1 9.6 14.4 -3.7 -1.9 -3.4 -2.7 12.6 15.5 11.9 17.7 11.6 -6.5 11.2 8.2 11.6 11.6 10.5 10.8 5.5 3.4 -1.7 7.1 0.4 11.8 20.0 10.3 20.0 FEEDCOW 16.6 -20.0 -20.0 -10.0 -1.8 -13.2 -3.0 -12.9 -6.0 6.2 1.5 7.8 5.6 -1.2 -2.8 14.6 9.2 14.8 13.4 -1.3 2.0 10.1 8.0 4.4 -20.0 -2.6 4.6 2.4 5.1 9.5 0.5 20.0 19.4 10.6 -17.3 8.5 20.0 20.0 20.0 20.0 GASOIL -20.0 -0.1 4.4 -2.2 -15.3 0.7 -10.8 1.2 -6.2 -13.0 7.6 -13.7 6.0 -4.1 -0.4 16.2 15.7 19.9 18.5 -1.3 4.0 -13.7 4.2 -8.8 -1.6 -0.2 -15.4 5.4 -13.7 5.3 -8.3 9.0 -2.4 -7.1 4.4 8.2 9.2 15.9 -2.5 8.0 GASOLINE -10.8 0.2 -0.9 -3.0 -20.0 0.9 -14.5 1.6 -8.4 -17.9 1.2 -18.7 1.0 -8.6 -4.5 -6.9 15.4 5.2 13.3 -4.4 -0.9 -15.6 -0.2 -10.0 -18.5 -10.5 -20.0 -6.0 -20.0 -3.5 -17.4 6.0 -8.5 -10.3 -5.4 -8.8 20.0 20.0 20.0 20.0 GAS_US_mini -4.2 18.5 12.9 -2.8 -19.1 0.8 -13.4 1.5 -7.8 -16.1 -4.1 -10.7 -10.0 3.2 7.5 10.9 -20.0 -20.0 -20.0 5.4 1.5 -15.8 -3.0 -0.1 20.0 4.5 -20.0 2.0 -12.0 -1.1 -0.4 -20.0 -3.5 6.7 16.4 9.8 2.5 -20.0 -15.2 -20.0 GBP 19.6 -5.7 -15.3 -9.3 20.0 -7.2 19.2 1.7 4.0 17.8 -4.3 20.0 12.0 12.1 -5.5 0.1 -0.0 0.2 0.1 -0.6 -3.5 18.4 4.8 12.5 2.0 0.7 14.6 -2.6 20.0 6.0 15.7 6.3 7.4 20.0 2.3 0.6 11.6 -5.3 13.1 -5.1 GOLD_micro 11.9 14.4 4.4 10.9 14.1 15.4 11.1 15.7 8.6 10.2 8.8 10.7 10.4 4.1 8.2 -8.0 -10.5 -8.7 -9.4 18.0 20.0 13.0 20.0 13.7 -20.0 17.6 12.0 20.0 8.6 20.0 9.7 -6.6 -1.6 0.6 5.1 20.0 3.9 3.1 -12.3 -15.4 HEATOIL -17.7 1.1 1.6 -2.1 -14.6 0.6 -10.2 1.1 -5.9 -12.2 6.5 -13.5 5.9 -4.4 -1.1 16.9 11.1 15.1 12.8 -0.6 3.7 -11.4 4.0 -7.2 -16.1 -0.6 -12.5 3.0 -10.9 3.9 -6.8 0.6 -1.1 -5.2 6.7 1.0 20.0 10.7 -5.2 -9.0 JGB-SGX-mini -20.0 -17.3 -18.2 -6.5 -8.1 -2.0 -13.9 -1.9 -12.4 -7.8 -15.0 -12.3 -14.1 -13.7 -14.7 20.0 14.4 16.5 14.8 -20.0 -20.0 -20.0 -19.8 -20.0 -5.4 -20.0 -10.9 -20.0 -20.0 -17.6 -20.0 18.8 -8.7 -20.0 -20.0 -20.0 -9.0 -20.0 -1.1 -20.0 JPY 5.2 -13.0 -19.2 -6.4 15.7 -5.0 13.2 1.2 2.7 0.9 -16.1 -2.5 -13.9 -12.0 -15.0 -9.9 -10.8 -10.1 -10.1 -19.1 -20.0 -3.8 -16.5 -10.8 20.0 -20.0 -1.8 -20.0 -5.9 -16.0 -14.6 -11.5 -13.0 -15.1 -17.2 -19.1 -6.5 -12.2 -6.5 -14.3 LEANHOG 17.5 -13.5 -19.5 -20.0 -4.4 -20.0 -7.4 -20.0 -14.5 19.0 0.8 19.4 9.2 6.2 -10.2 -20.0 20.0 7.4 20.0 -5.1 -4.8 20.0 4.1 9.6 -2.0 -4.3 20.0 -6.2 20.0 1.4 11.1 20.0 20.0 20.0 -3.4 18.4 2.0 11.8 12.7 20.0 LIVECOW 11.9 -20.0 -20.0 -9.7 -1.8 -12.8 -2.9 -12.5 -5.8 6.7 1.1 7.6 5.2 -0.7 -2.3 -3.0 7.9 -2.2 2.6 -2.2 0.1 9.7 5.5 3.5 -20.0 -3.8 5.3 -0.0 4.8 6.1 -0.4 20.0 19.2 6.4 -14.5 5.1 20.0 14.9 20.0 20.0 LUMBER-new 2.3 -20.0 -20.0 -18.7 -3.4 -20.0 -5.7 -20.0 -11.2 14.5 -15.2 6.3 -13.1 -12.3 -14.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 6.3 -19.0 -10.6 NaN -20.0 18.4 -20.0 9.0 -14.9 -9.3 -20.0 20.0 0.7 -20.0 -15.4 4.3 20.0 8.3 20.0 MXP 7.5 -1.8 2.3 -9.9 20.0 -7.6 20.0 1.8 4.2 20.0 20.0 20.0 20.0 20.0 20.0 12.7 12.8 12.8 12.6 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 16.2 18.7 20.0 20.0 8.1 9.3 10.9 13.1 NASDAQ_micro 5.5 -11.0 -4.3 4.8 4.3 7.5 7.0 8.4 5.0 -5.5 12.5 10.2 13.0 5.0 7.2 -7.8 -8.7 -8.5 -8.6 8.0 13.4 2.1 16.5 5.5 -20.0 4.1 -8.2 9.2 -0.7 12.0 1.3 -5.5 -11.1 -3.0 1.8 5.4 -2.4 -20.0 -3.1 -20.0 NIKKEI -3.3 -2.2 15.0 4.1 3.7 6.3 6.0 7.1 4.3 0.4 10.5 7.1 10.7 2.5 8.0 4.1 6.5 3.0 4.5 12.0 18.7 2.2 18.0 5.1 -12.3 11.8 -3.2 19.1 1.2 17.3 4.0 19.0 -7.0 -3.3 11.1 20.0 -3.2 5.1 -1.8 9.2 NZD 20.0 2.0 -13.0 -7.2 17.6 -5.5 14.8 1.3 3.1 13.0 -8.8 17.7 -10.5 13.7 -6.3 -4.1 -3.3 -4.3 -4.0 -1.9 -9.8 16.9 -9.3 11.8 14.6 -5.9 11.6 -12.4 16.3 -10.8 8.8 0.0 1.8 13.4 3.7 -10.6 3.8 20.0 6.2 20.0 OAT -10.8 -3.0 3.7 -8.9 -11.1 -2.7 -19.1 -2.6 -17.1 -12.4 3.3 -15.4 -4.0 -13.2 2.0 15.6 12.5 16.8 15.8 -4.4 -0.9 -15.9 -2.8 -12.1 1.1 -6.2 -15.9 -0.9 -20.0 -1.1 -16.4 18.3 -10.2 -6.0 1.8 0.9 0.9 20.0 8.2 20.0 OATIES -7.3 0.3 -11.1 -18.9 -3.4 -20.0 -5.7 -20.0 -11.3 -14.8 -15.2 -15.0 -13.0 -12.2 -14.2 -16.4 -11.4 -20.0 -17.3 -14.3 -14.7 -20.0 -12.9 -17.5 -7.0 -17.4 -20.0 -16.6 -20.0 -14.1 -20.0 -14.0 -20.0 -20.0 -7.6 -3.8 -8.8 -14.7 -3.9 -15.3 OJ 3.7 -20.0 -20.0 -7.9 -1.4 -10.5 -2.4 -10.3 -4.7 3.8 -6.4 1.2 -6.3 -4.4 -6.2 -6.3 2.4 -4.3 -1.6 -11.6 -12.7 -0.5 -11.0 -6.2 -20.0 -9.8 2.5 -9.8 -1.0 -7.8 -6.1 10.8 1.6 -4.1 -10.6 -5.6 -13.6 -16.6 -5.1 -15.5 PALLAD 4.0 2.2 11.4 11.0 14.3 15.6 11.2 15.8 8.7 9.2 6.0 9.6 5.8 1.0 3.9 -3.4 -3.0 -3.1 -3.0 8.4 10.7 7.4 9.7 7.0 16.8 9.0 5.6 14.1 4.9 14.6 4.9 5.4 -6.1 -4.2 -3.6 -1.1 -0.1 -10.7 -20.0 -20.0 PLAT 14.4 0.7 2.4 13.7 17.7 19.2 13.9 19.6 10.8 12.1 11.7 13.3 11.2 7.5 8.7 -5.5 -3.8 -4.4 -3.9 14.0 16.8 20.0 18.6 16.2 0.8 7.0 19.0 13.4 11.5 17.7 6.5 4.1 1.3 -0.5 -8.2 -8.1 20.0 10.5 -19.0 -12.8 REDWHEAT -4.4 12.1 6.2 -20.0 -4.7 -20.0 -7.9 -20.0 -15.6 -20.0 -16.0 -18.6 -20.0 -2.4 -1.9 -13.5 -16.1 -15.4 -16.4 -4.0 -10.8 -8.7 -20.0 -4.8 6.7 -0.5 -14.9 -5.2 -9.7 -14.2 -3.5 -18.3 -2.0 2.3 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 7.0 4.9 -20.0 -10.5 -1.9 -13.8 -3.2 -13.6 -6.3 -5.7 -9.5 -6.9 -9.5 -7.8 -9.1 -20.0 -13.0 -20.0 -18.8 -13.0 -17.2 -6.4 -18.0 -8.4 0.1 -12.1 -5.6 -15.4 -5.8 -16.6 -7.9 -17.9 -3.3 -4.9 -9.8 -11.7 -8.1 -14.2 3.0 -13.0 ROBUSTA -14.1 -4.7 8.6 -11.8 -2.1 -15.6 -3.6 -15.3 -7.1 -8.8 1.9 -8.5 -0.0 -6.7 -0.3 12.5 12.8 10.4 11.2 -1.9 1.1 -11.1 1.6 -8.0 -20.0 -2.0 -9.8 0.5 -9.2 1.5 -6.7 20.0 -17.6 -1.6 -0.2 20.0 -2.8 17.8 11.0 20.0 RUSSELL 19.0 -5.8 5.9 4.8 4.3 7.5 7.1 8.5 5.1 8.0 12.9 12.7 11.2 11.5 10.7 -4.4 -5.3 -4.8 -4.9 9.2 9.7 15.7 9.0 13.0 6.2 6.3 9.0 7.6 12.2 7.5 9.2 0.6 6.5 15.8 0.1 4.6 -6.9 -20.0 -12.2 -20.0 SHATZ -12.0 -8.8 -8.4 -7.9 -9.8 -2.4 -17.0 -2.3 -15.2 -11.5 -15.5 -15.1 -6.2 -16.7 -15.9 -19.4 -16.9 -15.5 -15.2 -16.0 -11.5 -20.0 -7.5 -20.0 8.5 -19.3 -20.0 -12.2 -20.0 -7.1 -20.0 -20.0 -20.0 -20.0 -19.0 -15.7 13.8 20.0 20.0 20.0 SILVER-mini 20.0 13.0 4.1 13.5 17.5 19.1 13.7 19.4 10.7 7.9 13.9 13.1 13.5 13.6 13.9 -5.2 -6.4 -5.6 -6.0 20.0 20.0 20.0 19.6 20.0 -10.3 20.0 14.3 20.0 18.9 19.8 20.0 -0.1 20.0 20.0 20.0 20.0 5.1 20.0 -7.4 -1.2 SMI 16.0 10.9 13.4 7.1 6.4 11.0 10.4 12.4 7.5 -2.2 18.3 15.9 14.0 18.7 19.2 6.6 4.1 5.8 4.7 20.0 19.4 12.6 14.5 20.0 12.4 20.0 -0.6 18.6 12.9 11.9 20.0 16.7 -5.0 18.5 17.0 11.9 6.4 20.0 8.3 20.0 SOFR -6.5 -11.1 -5.5 -9.9 -12.3 -3.0 -20.0 -2.9 -18.9 -16.1 10.2 -17.5 15.1 -14.3 -10.6 7.3 5.8 7.3 6.9 -6.1 4.1 -20.0 11.0 -15.0 -20.0 -5.3 -20.0 4.8 -20.0 10.9 -14.7 5.0 -11.0 8.8 2.3 5.6 -8.4 -15.9 -7.4 -20.0 SOYBEAN -10.5 9.9 11.0 -20.0 -4.9 -20.0 -8.1 -20.0 -16.0 -19.3 15.4 -18.9 4.8 5.0 12.1 -0.8 -5.2 -2.1 -4.4 8.5 10.6 -18.5 1.9 -4.7 -7.5 9.9 -20.0 16.5 -20.0 7.4 -8.7 1.1 -20.0 -7.6 20.0 20.0 -20.0 -7.1 -20.0 -2.9 SOYMEAL -18.8 18.9 20.0 -16.0 -2.9 -20.0 -4.9 -20.0 -9.6 -12.4 2.9 -13.8 -7.6 -0.3 3.6 -11.7 -15.1 -14.0 -15.6 3.7 4.2 -15.4 -3.2 -7.1 -12.1 10.3 -13.3 10.2 -13.1 0.2 -2.6 -17.0 -20.0 -10.8 20.0 20.0 -16.3 -20.0 -7.0 -20.0 SOYOIL 2.0 0.9 -8.3 -20.0 -4.9 -20.0 -8.2 -20.0 -16.1 -20.0 -1.2 -13.3 9.1 3.9 -9.1 -8.1 -5.1 -7.9 -6.7 -0.7 0.6 -12.0 6.6 -1.9 -20.0 -6.6 -20.0 -2.4 -20.0 2.7 -11.2 0.1 -20.0 2.1 4.5 14.4 -20.0 -18.1 -20.0 -20.0 SP400 18.4 -1.7 -0.6 5.1 4.5 7.8 7.4 8.8 5.3 5.8 12.5 12.7 7.0 12.1 7.9 -5.5 -5.9 -5.7 -5.7 6.1 4.7 13.7 4.5 11.0 0.9 2.7 8.6 1.5 10.7 1.4 7.4 -0.6 3.1 11.6 1.6 -8.0 -6.3 -20.0 -9.5 -20.0 SP500_micro 7.9 -5.6 -3.3 5.9 5.2 9.1 8.6 10.2 6.1 -4.0 16.5 14.0 16.6 10.8 11.7 -8.7 -9.5 -9.2 -9.2 10.8 16.7 6.8 20.0 8.9 -17.4 4.4 -2.2 9.2 3.3 12.3 3.4 -6.6 -10.2 -0.0 1.6 2.1 -1.9 -20.0 -2.5 -20.0 SUGAR11 14.7 -1.6 -9.5 -17.4 -3.2 -20.0 -5.3 -20.0 -10.4 8.0 -13.2 6.1 -14.2 -1.8 -9.6 19.3 10.2 14.4 9.5 -8.7 -15.8 4.5 -17.5 0.1 -20.0 -9.8 10.2 -16.8 5.7 -17.3 0.2 20.0 1.6 15.6 -5.9 0.0 -12.8 -19.0 -4.8 -14.9 US10 -5.3 -8.7 2.7 -8.0 -9.9 -2.4 -17.1 -2.3 -15.2 -10.7 11.1 -12.8 5.3 -10.6 0.1 2.0 0.4 2.0 1.6 -1.8 4.7 -12.2 6.3 -8.5 -7.7 -0.3 -10.6 6.8 -11.5 9.1 -7.2 -4.2 -1.9 10.9 5.0 10.9 -19.4 -20.0 -13.0 -20.0 US10U -5.4 -8.9 6.1 -10.9 -13.6 -3.3 -20.0 -3.2 -20.0 -19.4 15.7 -19.6 3.6 -16.0 4.5 1.4 -0.8 1.0 0.3 -0.7 7.6 -15.9 7.6 -10.3 -13.5 1.7 -18.8 12.9 -17.2 14.3 -10.1 -6.5 -4.9 14.2 8.3 20.0 -9.7 -12.6 -10.3 -20.0 US2 -3.1 -9.5 -0.6 -8.1 -10.0 -2.5 -17.3 -2.3 -15.4 0.3 -0.5 -7.3 -3.3 -11.7 -8.3 -11.4 -14.9 -12.3 -12.8 -5.3 -0.7 -6.0 1.0 -7.8 17.2 -4.7 2.8 0.7 -5.0 4.2 -7.2 -20.0 12.7 11.5 -1.1 2.9 -18.9 -11.0 -20.0 -20.0 US20 -8.7 -11.1 7.9 -7.5 -9.3 -2.3 -16.0 -2.2 -14.3 -13.3 8.0 -14.1 -3.8 -14.1 0.6 3.8 3.1 4.0 3.8 -3.1 3.0 -12.7 2.2 -9.9 -9.1 -2.2 -15.9 6.0 -13.8 6.2 -10.3 0.0 -5.8 4.8 1.7 12.5 -0.3 13.7 -2.2 -16.9 US30 -8.3 -10.0 8.2 -8.8 -10.9 -2.7 -18.7 -2.5 -16.7 -15.7 5.1 -16.9 -8.8 -17.8 -0.7 1.2 -1.9 0.2 -0.9 -4.7 1.1 -13.8 -1.1 -11.4 -5.4 -4.1 -20.0 4.6 -16.4 3.5 -13.0 -8.4 -1.6 4.9 1.9 11.7 -0.3 8.2 -0.3 -14.6 US5 -4.3 -8.5 -0.4 -8.3 -10.3 -2.5 -17.7 -2.4 -15.8 -8.6 9.2 -12.1 5.3 -10.8 -4.1 -0.7 -3.0 -1.4 -1.9 -3.0 3.1 -10.7 5.6 -8.4 -3.1 -2.0 -6.4 4.7 -9.9 8.2 -7.6 -10.1 1.1 11.3 3.8 7.2 -20.0 -17.5 -20.0 -20.0 VIX -16.8 -2.1 -5.8 -10.9 -19.7 -7.9 -20.0 -3.5 -17.6 -20.0 -20.0 -20.0 -13.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.5 -10.7 -20.0 -7.0 -20.0 NaN -12.4 -20.0 -8.7 -20.0 -4.0 -19.9 NaN NaN NaN NaN NaN -4.5 -20.0 NaN NaN WHEAT -10.5 6.4 4.3 -20.0 -4.8 -20.0 -8.0 -20.0 -15.8 -17.9 -18.8 -20.0 -20.0 -13.9 -11.3 -15.4 -17.9 -16.7 -17.3 -8.9 -12.3 -11.7 -19.5 -11.1 11.1 -6.3 -10.7 -6.4 -12.6 -12.1 -10.8 -20.0 -5.9 -7.6 16.6 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3