******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251216_204005 produced at 2025-12-16 21:37:00.162028 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.32 0.0 0.00 0.00 0.00 0.00 -53.63 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.63 0.0 0.00 0.00 0.00 0.00 -13.38 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 -5.72 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.34 0.0 999.00 -999.00 -0.26 -0.26 -33.20 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.28 0.0 1.44 -1.44 0.00 0.00 -1.93 10.0 0 0 caleb_strategy_v3 US2 False True 0.11 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.10 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 -22.37 59.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.08 0.0 0.14 -0.14 0.00 0.00 -2.76 5.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.24 -0.08 0.0 1.04 -1.04 -0.24 -0.24 -0.96 13.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.70 -0.70 -0.12 -0.12 -1.98 17.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -4.73 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.06 0.00 -0.07 0.0 1.38 -1.38 0.00 0.00 -1.23 25.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.06 0.0 1.31 -1.31 0.00 0.00 -0.92 19.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -4.84 4.0 -3 -3 caleb_strategy_v3 BUND False False 0.08 -0.38 -0.05 0.0 0.76 -0.76 -0.38 -0.38 -0.65 10.0 -5 -5 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -6.43 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.14 -0.14 0.00 0.00 -3.48 12.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.04 0.0 0.23 -0.23 -0.00 -0.00 -8.10 51.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -4.77 3.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.80 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.04 0.0 0.96 -0.96 0.00 0.00 -0.76 17.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.03 -0.03 0.0 0.59 -0.59 -0.03 -0.03 -1.13 23.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.72 999999999.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.13 -0.13 -0.03 -0.03 -2.28 9.0 -2 -2 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.75 -0.75 0.00 0.00 -0.56 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.15 -0.15 -0.03 -0.03 -3.52 18.0 -4 -4 caleb_strategy_v3 BUXL False False 0.07 -0.20 -0.03 0.0 0.26 -0.26 -0.20 -0.20 -0.47 4.0 -3 -3 caleb_strategy_v3 US30 False False 0.06 -0.18 -0.02 0.0 0.36 -0.36 -0.18 -0.18 -0.29 6.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -0.34 3.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 -0.02 -1.03 9.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.57 7.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.90 8.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.02 0.0 0.15 -0.15 -0.10 -0.10 -1.62 10.0 -7 -7 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.04 -0.04 -0.02 -0.02 -1.43 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.17 -0.02 0.0 0.83 -0.83 -0.17 -0.21 -1.07 48.0 -10 -12 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.44 -0.44 0.00 0.00 -0.26 23.0 0 0 caleb_strategy_v3 US20 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 9.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.79 -0.79 -0.03 -0.03 -0.32 26.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -2.88 26.0 0 0 caleb_strategy_v3 COFFEE False False 0.07 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.07 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 0.14 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.81 -0.81 0.02 0.01 0.76 66.0 2 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.26 4.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.17 0.01 0.0 0.34 -0.34 0.17 0.17 0.05 2.0 1 1 caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.71 -0.71 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.09 0.09 0.02 0.0 0.68 -0.68 0.09 0.09 0.23 8.0 1 1 caleb_strategy_v3 DAX False True 0.01 -0.01 0.03 0.0 0.00 -0.01 -0.01 -0.01 2.33 58.0 -1 -1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.35 2.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.03 0.0 0.43 -0.43 0.01 0.01 3.96 68.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.61 -0.61 0.00 0.00 1.35 21.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.05 0.0 0.47 -0.47 0.00 0.00 1.02 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.22 -1.22 0.00 0.00 2.08 56.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.05 0.0 1.07 -1.07 0.00 0.00 1.25 29.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.06 0.0 0.23 -0.23 0.04 0.04 3.10 13.0 2 2 caleb_strategy_v3 OAT False False 0.07 0.14 0.06 0.0 0.71 -0.71 0.14 0.14 0.77 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 0.73 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.13 0.08 0.0 0.93 -0.93 0.13 0.13 1.98 22.0 3 3 caleb_strategy_v3 CAC False True 0.05 0.00 0.09 0.0 0.00 0.00 0.00 0.00 1.90 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.14 0.10 0.0 0.68 -0.68 0.14 0.14 3.02 20.0 4 4 caleb_strategy_v3 EUR False False 0.07 0.00 0.11 0.0 1.04 -1.04 0.00 0.00 1.48 14.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.21 0.13 0.0 0.58 -0.58 0.21 0.21 8.15 36.0 13 13 caleb_strategy_v3 COPPER False False 0.07 0.34 0.14 0.0 999.00 -999.00 0.34 0.34 2.13 999999999.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.64 -0.64 0.00 0.00 4.40 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.20 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.50 0.86 0.0 0.83 -0.83 0.50 0.53 61.51 60.0 36 38 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.8 Shocked risk 77.1 Sum abs risk 66.7 Leverage 8.66 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 1984600.69, 'annual_cash_vol_target': 496150.1725, 'daily_cash_vol_target': 31009.38578125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6637 0.4847 7.7554 BITCOIN 2331.6919 88350.0000 2.6392 42.2265 BOBL 0.1794 116.1200 0.1545 2.4718 BTP 0.4110 120.1100 0.3422 5.4745 BUND 0.3526 127.6100 0.2763 4.4206 BUXL 0.7789 110.3400 0.7059 11.2944 CAC 53.0084 8131.0000 0.6519 10.4309 CAD 0.0026 0.7306 0.3562 5.6991 CANOLA 6.4703 611.4000 1.0583 16.9323 CHF 0.0051 1.2682 0.4048 6.4764 COCOA 146.4292 5998.0000 2.4413 39.0608 COFFEE 6.1836 352.5000 1.7542 28.0676 COPPER 0.0674 5.3655 1.2564 20.1030 CORN 3.7713 458.7500 0.8221 13.1532 COTTON2 0.6391 63.1300 1.0123 16.1972 CRUDE_W 0.7971 55.6900 1.4314 22.9021 DAX 161.9318 24143.0000 0.6707 10.7315 DOW 328.3214 48427.0000 0.6780 10.8476 DX 0.3255 97.7700 0.3329 5.3268 EUR 0.0040 1.1810 0.3372 5.3945 EURIBOR-ICE 0.0368 97.6100 0.0377 0.6035 EUROSTX 40.1269 5733.0000 0.6999 11.1988 FEEDCOW 3.7417 337.5500 1.1085 17.7359 GASOIL 11.7831 601.0000 1.9606 31.3693 GASOLINE 0.0293 1.7066 1.7145 27.4324 GAS_US_mini 0.1491 3.6600 4.0741 65.1850 GBP 0.0058 1.3422 0.4329 6.9271 GOLD_micro 33.4296 4341.2000 0.7701 12.3209 HEATOIL 0.0399 2.0974 1.9027 30.4433 JGB-SGX-mini 0.1770 133.2500 0.1328 2.1254 JPY 0.0000 0.0065 0.5474 8.7582 LEANHOG 1.1259 89.6250 1.2562 20.0989 LIVECOW 2.4226 230.7250 1.0500 16.7998 LUMBER-new 7.3576 590.0000 1.2470 19.9528 MXP 0.0003 0.0552 0.4925 7.8796 NASDAQ_micro 212.1830 25339.7500 0.8374 13.3976 NIKKEI 521.3464 49685.0000 1.0493 16.7889 NZD 0.0032 0.5810 0.5450 8.7196 OAT 0.3611 120.6400 0.2994 4.7896 OATIES 4.7014 287.0000 1.6381 26.2101 OJ 5.4091 155.9500 3.4685 55.4958 PALLAD 34.4311 1663.5000 2.0698 33.1168 PLAT 28.6113 1879.4000 1.5224 24.3578 REDWHEAT 7.4691 517.0000 1.4447 23.1151 RICE 0.1465 9.7850 1.4968 23.9487 ROBUSTA 72.9224 3824.0000 1.9070 30.5115 RUSSELL 27.7382 2535.2000 1.0941 17.5059 SHATZ 0.0537 106.7600 0.0503 0.8041 SILVER-mini 0.9994 63.9000 1.5639 25.0231 SMI 76.8450 12966.0000 0.5927 9.4827 SOFR 0.0471 96.6200 0.0488 0.7800 SOYBEAN 8.3108 1080.5000 0.7692 12.3065 SOYMEAL 3.8596 310.4000 1.2434 19.8948 SOYOIL 0.5781 49.4500 1.1691 18.7053 SP400 30.1972 3343.1000 0.9033 14.4523 SP500_micro 43.2157 6853.2500 0.6306 10.0894 SUGAR11 0.2169 14.4600 1.4999 23.9990 US10 0.3045 112.5625 0.2705 4.3283 US10U 0.4040 115.0312 0.3512 5.6189 US2 0.0747 104.4102 0.0715 1.1446 US20 0.6290 115.4062 0.5450 8.7200 US30 0.8913 118.1562 0.7543 12.0689 US5 0.2020 109.3828 0.1846 2.9542 VIX 0.4617 20.4000 2.2634 36.2137 WHEAT 6.8552 559.7500 1.2247 19.5952 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 663.75 0.48 321.73 1.00 321.73 31009.39 96.38 17.58 169.48 BITCOIN 88.35 2.64 233.17 1.00 233.17 31009.39 132.99 -15.51 -206.32 BOBL 1161.20 0.15 179.39 1.17 210.49 31009.39 147.32 -6.16 -90.72 BTP 1201.10 0.34 410.96 1.17 482.19 31009.39 64.31 1.08 6.93 BUND 1276.10 0.28 352.57 1.17 413.68 31009.39 74.96 -8.59 -64.37 BUXL 1103.40 0.71 778.89 1.17 913.90 31009.39 33.93 -13.59 -46.11 CAC 813.10 0.65 530.08 1.17 621.96 31009.39 49.86 11.16 55.62 CAD 730.55 0.36 260.22 1.00 260.22 31009.39 119.17 4.03 47.97 CANOLA 122.28 1.06 129.41 0.73 94.01 31009.39 329.84 -10.08 -332.52 CHF 1585.19 0.40 641.64 1.00 641.64 31009.39 48.33 -7.66 -37.04 COCOA 599.80 2.44 1464.29 1.00 1464.29 31009.39 21.18 -6.20 -13.14 COFFEE 1321.88 1.75 2318.86 1.00 2318.86 31009.39 13.37 4.05 5.41 COPPER 1341.38 1.26 1685.35 1.00 1685.35 31009.39 18.40 10.70 19.68 CORN 229.38 0.82 188.56 1.00 188.56 31009.39 164.45 -8.70 -143.01 COTTON2 315.65 1.01 319.54 1.00 319.54 31009.39 97.04 -20.00 -194.09 CRUDE_W 556.90 1.43 797.14 1.00 797.14 31009.39 38.90 -6.55 -25.48 DAX 241.43 0.67 161.93 1.17 190.00 31009.39 163.21 4.17 68.11 DOW 242.14 0.68 164.16 1.00 164.16 31009.39 188.90 1.74 32.82 DX 977.70 0.33 325.50 1.00 325.50 31009.39 95.27 -3.22 -30.66 EUR 1476.19 0.34 497.70 1.00 497.70 31009.39 62.31 9.13 56.87 EURIBOR-ICE 2440.25 0.04 92.04 1.17 108.00 31009.39 287.14 -1.96 -56.42 EUROSTX 573.30 0.70 401.27 1.17 470.82 31009.39 65.86 13.43 88.42 FEEDCOW 1687.75 1.11 1870.86 1.00 1870.86 31009.39 16.57 4.26 7.06 GASOIL 601.00 1.96 1178.31 1.00 1178.31 31009.39 26.32 2.29 6.02 GASOLINE 716.77 1.71 1228.92 1.00 1228.92 31009.39 25.23 -6.55 -16.52 GAS_US_mini 91.50 4.07 372.78 1.00 372.78 31009.39 83.18 -3.19 -26.56 GBP 838.88 0.43 363.19 1.00 363.19 31009.39 85.38 8.93 76.27 GOLD_micro 434.12 0.77 334.30 1.00 334.30 31009.39 92.76 6.57 60.96 HEATOIL 880.91 1.90 1676.11 1.00 1676.11 31009.39 18.50 -4.29 -7.93 JGB-SGX-mini 133250.00 0.13 17700.75 0.01 114.11 31009.39 271.76 -18.20 -494.53 JPY 814.88 0.55 446.05 1.00 446.05 31009.39 69.52 -10.94 -76.08 LEANHOG 358.50 1.26 450.34 1.00 450.34 31009.39 68.86 7.40 50.98 LIVECOW 922.90 1.05 969.03 1.00 969.03 31009.39 32.00 1.29 4.12 LUMBER-new 162.25 1.25 202.33 1.00 202.33 31009.39 153.26 -12.77 -195.71 MXP 276.05 0.49 135.95 1.00 135.95 31009.39 228.10 18.35 418.52 NASDAQ_micro 506.80 0.84 424.37 1.00 424.37 31009.39 73.07 -6.64 -48.49 NIKKEI 49685.00 1.05 52134.64 0.01 336.09 31009.39 92.27 8.15 75.17 NZD 580.95 0.54 316.60 1.00 316.60 31009.39 97.94 5.32 52.06 OAT 1206.40 0.30 361.14 1.17 423.73 31009.39 73.18 3.10 22.67 OATIES 143.50 1.64 235.07 1.00 235.07 31009.39 131.91 -20.00 -263.83 OJ 233.92 3.47 811.37 1.00 811.37 31009.39 38.22 -15.35 -58.65 PALLAD 1663.50 2.07 3443.11 1.00 3443.11 31009.39 9.01 11.31 10.19 PLAT 939.70 1.52 1430.56 1.00 1430.56 31009.39 21.68 13.84 29.99 REDWHEAT 258.50 1.44 373.45 1.00 373.45 31009.39 83.03 -17.23 -143.04 RICE 195.70 1.50 292.92 1.00 292.92 31009.39 105.86 -18.78 -198.81 ROBUSTA 382.40 1.91 729.22 1.00 729.22 31009.39 42.52 -4.64 -19.75 RUSSELL 126.76 1.09 138.69 1.00 138.69 31009.39 223.59 5.33 119.27 SHATZ 1067.60 0.05 53.65 1.17 62.95 31009.39 492.59 -11.44 -563.60 SILVER-mini 1597.50 1.56 2498.40 1.00 2498.40 31009.39 12.41 17.32 21.50 SMI 1296.60 0.59 768.45 1.26 965.03 31009.39 32.13 20.00 64.27 SOFR 2415.50 0.05 117.76 1.00 117.76 31009.39 263.32 -8.35 -219.82 SOYBEAN 540.25 0.77 415.54 1.00 415.54 31009.39 74.62 -8.14 -60.77 SOYMEAL 310.40 1.24 385.96 1.00 385.96 31009.39 80.34 -13.81 -110.96 SOYOIL 296.70 1.17 346.87 1.00 346.87 31009.39 89.40 -19.48 -174.11 SP400 3343.10 0.90 3019.72 1.00 3019.72 31009.39 10.27 1.54 1.58 SP500_micro 342.66 0.63 216.08 1.00 216.08 31009.39 143.51 -3.22 -46.19 SUGAR11 161.95 1.50 242.92 1.00 242.92 31009.39 127.65 -11.31 -144.43 US10 1125.62 0.27 304.50 1.00 304.50 31009.39 101.84 -5.88 -59.91 US10U 1150.31 0.35 403.97 1.00 403.97 31009.39 76.76 -5.79 -44.47 US2 2088.20 0.07 149.39 1.00 149.39 31009.39 207.57 -4.19 -87.05 US20 1154.06 0.55 628.97 1.00 628.97 31009.39 49.30 -4.05 -19.96 US30 1181.56 0.75 891.26 1.00 891.26 31009.39 34.79 -6.51 -22.66 US5 1093.83 0.18 201.96 1.00 201.96 31009.39 153.54 -6.32 -97.00 VIX 204.00 2.26 461.72 1.00 461.72 31009.39 67.16 -20.00 -134.32 WHEAT 279.88 1.22 342.76 1.00 342.76 31009.39 90.47 -18.99 -171.80 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 169.485 0.010 2.5 4.404 BITCOIN -206.323 0.043 2.5 -22.374 BOBL -90.723 0.004 2.5 -0.921 BTP 6.926 0.014 2.5 0.237 BUND -64.366 0.004 2.5 -0.654 BUXL -46.114 0.004 2.5 -0.468 CAC 55.619 0.014 2.5 1.900 CAD 47.967 0.010 2.5 1.246 CANOLA -332.524 0.010 2.5 -8.101 CHF -37.037 0.010 2.5 -0.962 COCOA -13.136 0.010 2.5 -0.320 COFFEE 5.412 0.005 2.5 0.072 COPPER 19.684 0.043 2.5 2.134 CORN -143.011 0.010 2.5 -3.484 COTTON2 -194.087 0.010 2.5 -4.729 CRUDE_W -25.483 0.043 2.5 -2.763 DAX 68.113 0.014 2.5 2.327 DOW 32.823 0.009 2.5 0.764 DX -30.657 0.010 2.5 -0.797 EUR 56.869 0.010 2.5 1.478 EURIBOR-ICE -56.420 0.014 2.5 -1.927 EUROSTX 88.421 0.014 2.5 3.020 FEEDCOW 7.056 0.013 2.5 0.234 GASOIL 6.020 0.017 2.5 0.261 GASOLINE -16.519 0.017 2.5 -0.717 GAS_US_mini -26.556 0.043 2.5 -2.880 GBP 76.270 0.010 2.5 1.982 GOLD_micro 60.955 0.014 2.5 2.082 HEATOIL -7.928 0.017 2.5 -0.344 JGB-SGX-mini -494.525 0.043 2.5 -53.626 JPY -76.081 0.010 2.5 -1.977 LEANHOG 50.977 0.024 2.5 3.102 LIVECOW 4.120 0.013 2.5 0.137 LUMBER-new -195.709 0.010 2.5 -4.768 MXP 418.524 0.059 2.5 61.515 NASDAQ_micro -48.489 0.009 2.5 -1.128 NIKKEI 75.167 0.043 2.5 8.151 NZD 52.060 0.010 2.5 1.353 OAT 22.667 0.014 2.5 0.774 OATIES -263.829 0.010 2.5 -6.428 OJ -58.655 0.010 2.5 -1.429 PALLAD 10.186 0.014 2.5 0.348 PLAT 29.993 0.014 2.5 1.024 REDWHEAT -143.037 0.005 2.5 -1.900 RICE -198.809 0.010 2.5 -4.844 ROBUSTA -19.749 0.005 2.5 -0.262 RUSSELL 119.267 0.013 2.5 3.958 SHATZ -563.599 0.004 2.5 -5.723 SILVER-mini 21.497 0.014 2.5 0.734 SMI 64.266 0.014 2.5 2.195 SOFR -219.816 0.024 2.5 -13.378 SOYBEAN -60.766 0.004 2.5 -0.566 SOYMEAL -110.959 0.004 2.5 -1.033 SOYOIL -174.109 0.004 2.5 -1.623 SP400 1.583 0.013 2.5 0.053 SP500_micro -46.191 0.009 2.5 -1.075 SUGAR11 -144.425 0.010 2.5 -3.519 US10 -59.909 0.005 2.5 -0.760 US10U -44.468 0.005 2.5 -0.564 US2 -87.054 0.005 2.5 -1.105 US20 -19.955 0.005 2.5 -0.253 US30 -22.661 0.005 2.5 -0.288 US5 -97.001 0.005 2.5 -1.231 VIX -134.320 0.099 2.5 -33.202 WHEAT -171.796 0.005 2.5 -2.282 ===================== Position diags ===================== AUD 2.50 BITCOIN 14.42 BOBL 1.50 BTP 2.20 BUND 0.76 BUXL 0.34 CAC 1.70 CAD 3.10 CANOLA 8.04 CHF 1.26 COCOA 0.52 COFFEE 0.18 COPPER 2.00 CORN 4.01 COTTON2 2.36 CRUDE_W 4.22 DAX 5.57 DOW 4.40 DX 2.48 EUR 1.62 EURIBOR-ICE 9.81 EUROSTX 2.25 FEEDCOW 0.55 GASOIL 1.14 GASOLINE 1.10 GAS_US_mini 9.02 GBP 2.22 GOLD_micro 3.17 HEATOIL 0.80 JGB-SGX-mini 29.47 JPY 1.81 LEANHOG 4.19 LIVECOW 1.06 LUMBER-new 3.73 MXP 33.53 NASDAQ_micro 1.70 NIKKEI 10.01 NZD 2.54 OAT 2.50 OATIES 3.21 OJ 0.93 PALLAD 0.31 PLAT 0.74 REDWHEAT 1.10 RICE 2.58 ROBUSTA 0.56 RUSSELL 7.42 SHATZ 5.00 SILVER-mini 0.42 SMI 1.10 SOFR 16.03 SOYBEAN 0.70 SOYMEAL 0.75 SOYOIL 0.83 SP400 0.34 SP500_micro 3.34 SUGAR11 3.11 US10 1.29 US10U 0.97 US2 2.63 US20 0.63 US30 0.44 US5 1.95 VIX 16.60 WHEAT 1.20 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 -22.4 -23.8 -20.9 0.0 0 BOBL -0.9 -1.1 -0.8 0.0 0 BTP 0.2 0.0 0.5 0.0 0 BUND -0.7 -0.7 -0.6 -5.0 -5 BUXL -0.5 -0.5 -0.4 -3.0 -3 CAC 1.9 1.7 2.1 0.0 0 CAD 1.2 0.9 1.6 0.0 0 CANOLA -8.1 -8.9 -7.3 -1.0 -1 CHF -1.0 -1.1 -0.8 -3.0 -3 COCOA -0.3 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 2.1 1.9 2.3 5.0 5 CORN -3.5 -3.9 -3.1 0.0 0 COTTON2 -4.7 -5.0 -4.5 -5.0 -5 CRUDE_W -2.8 -3.2 -2.3 0.0 0 DAX 2.3 1.8 2.9 -1.0 -1 DOW 0.8 0.3 1.2 2.0 2 DX -0.8 -1.0 -0.5 0.0 0 EUR 1.5 1.3 1.6 0.0 0 EURIBOR-ICE -1.9 -2.9 -0.9 0.0 0 EUROSTX 3.0 2.8 3.2 4.0 4 FEEDCOW 0.2 0.2 0.3 1.0 1 GASOIL 0.3 0.1 0.4 0.0 0 GASOLINE -0.7 -0.8 -0.6 -1.0 -1 GAS_US_mini -2.9 -3.8 -2.0 0.0 0 GBP 2.0 1.8 2.2 3.0 3 GOLD_micro 2.1 1.8 2.4 0.0 0 HEATOIL -0.3 -0.4 -0.3 0.0 0 JGB-SGX-mini -53.6 -56.6 -50.7 0.0 0 JPY -2.0 -2.2 -1.8 -3.0 -3 LEANHOG 3.1 2.7 3.5 2.0 2 LIVECOW 0.1 0.0 0.2 0.0 0 LUMBER-new -4.8 -5.1 -4.4 0.0 0 MXP 61.5 58.2 64.9 36.0 36 NASDAQ_micro -1.1 -1.3 -1.0 -1.0 -1 NIKKEI 8.2 7.2 9.2 13.0 13 NZD 1.4 1.1 1.6 0.0 0 OAT 0.8 0.5 1.0 2.0 2 OATIES -6.4 -6.7 -6.1 NaN 0 OJ -1.4 -1.5 -1.3 -2.0 -2 PALLAD 0.3 0.3 0.4 0.0 0 PLAT 1.0 1.0 1.1 0.0 0 REDWHEAT -1.9 -2.0 -1.8 -3.0 -3 RICE -4.8 -5.1 -4.6 -3.0 -3 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 4.0 3.2 4.7 1.0 1 SHATZ -5.7 -6.2 -5.2 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 2.2 2.1 2.3 0.0 0 SOFR -13.4 -15.0 -11.8 NaN 0 SOYBEAN -0.6 -0.6 -0.5 0.0 0 SOYMEAL -1.0 -1.1 -1.0 -1.0 -1 SOYOIL -1.6 -1.7 -1.5 -7.0 -7 SP400 0.1 0.0 0.1 1.0 1 SP500_micro -1.1 -1.4 -0.7 -10.0 -10 SUGAR11 -3.5 -3.8 -3.2 -4.0 -4 US10 -0.8 -0.9 -0.6 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -1.1 -1.4 -0.8 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.2 -1.4 -1.0 0.0 0 VIX -33.2 -34.9 -31.5 -25.0 -25 WHEAT -2.3 -2.4 -2.2 -2.0 -2 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.6 0.1 0.0 -0.1 0.2 -0.2 0.2 0.1 0.1 0.0 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 2.3 0.1 0.0 0.1 0.2 0.0 0.2 0.3 0.0 0.4 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 0.2 0.7 0.2 -0.1 -0.2 -0.1 0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -2.7 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.2 -0.1 -0.7 -0.5 BOBL -0.6 -0.4 -0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.1 -0.3 0.1 0.2 0.2 -0.2 -0.1 -0.2 -0.1 -0.2 0.4 -0.2 -0.1 -0.3 -0.2 -0.2 -0.2 0.5 -0.5 -0.6 -0.6 -0.3 0.2 0.7 0.6 0.7 BTP -0.3 -0.3 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.4 -0.1 0.7 -0.1 0.1 0.2 0.2 0.2 0.2 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.1 0.0 0.1 -0.2 0.4 -0.2 0.5 -0.1 -0.1 0.1 0.2 0.0 0.7 0.3 0.7 BUND -0.5 -0.4 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.3 -0.2 -0.2 0.2 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.3 -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 -0.4 -0.4 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.5 -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 -0.1 -0.5 -0.2 -0.6 -0.2 -0.0 -0.3 -0.6 -0.5 -0.3 -0.2 0.6 -0.1 0.3 CAC 0.0 -0.2 0.3 0.1 -0.1 0.3 0.0 0.5 0.1 0.2 0.4 0.1 0.6 -0.0 0.1 -0.1 -0.0 -0.1 -0.0 0.1 0.1 0.0 0.3 0.0 0.7 0.0 0.1 0.2 0.1 0.1 0.0 0.3 -0.0 -0.4 -0.2 -0.2 0.5 0.7 0.4 0.7 CAD 0.6 0.3 -0.3 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 -0.3 0.2 -0.3 0.2 -0.0 -0.1 -0.2 -0.2 -0.2 0.1 -0.1 0.2 -0.2 0.2 2.7 0.0 0.2 -0.1 0.2 -0.2 0.2 -0.4 0.5 0.6 0.6 -0.2 -0.7 -0.7 -0.6 -0.7 CANOLA -0.6 0.1 -0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -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 -0.3 -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 0.1 -0.4 -0.3 -0.1 0.1 -0.1 0.2 0.1 0.1 0.1 0.1 0.1 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 -0.0 0.1 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 -0.1 -0.4 -0.1 -0.5 -0.1 0.0 -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 0.0 -0.2 0.0 -0.0 -0.0 1.0 0.5 0.3 0.0 -0.2 -0.3 -0.1 -0.0 0.1 COFFEE -0.4 -0.2 0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 0.4 -0.2 0.5 -0.1 0.1 0.4 0.3 0.4 0.4 0.0 0.1 -0.2 0.5 -0.1 -2.7 0.0 -0.2 0.5 -0.2 0.7 -0.1 1.1 -0.4 -0.2 0.2 0.6 0.6 0.5 0.7 0.7 COPPER 0.4 0.3 0.3 0.2 0.2 0.5 0.2 0.7 0.1 -0.0 0.0 0.1 0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.6 0.1 -0.0 0.2 0.1 0.4 0.1 -0.0 -0.2 0.0 0.2 -0.5 0.7 0.6 0.7 0.7 CORN -0.1 0.2 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.2 -0.4 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.1 -0.3 -0.0 1.3 -0.0 -0.2 0.0 -0.2 -0.3 -0.1 -1.1 -0.2 -0.1 0.6 0.6 -0.3 -0.2 0.2 -0.1 COTTON2 0.0 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 -1.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.9 -0.1 0.2 -0.1 0.3 -0.2 -0.4 -0.1 -0.4 CRUDE_W -0.1 -0.1 -0.2 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.2 -0.4 -0.2 -0.5 -0.2 -0.2 -0.0 0.1 0.0 0.1 -0.1 -0.1 -0.2 -0.3 -0.2 1.1 -0.2 -0.2 -0.5 -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 0.4 -0.3 -0.4 0.1 -0.0 0.3 0.0 0.4 0.1 0.1 0.2 0.2 0.6 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.4 0.1 -1.5 0.0 0.0 -0.0 0.1 0.2 0.1 -0.1 0.4 0.2 -0.2 -0.6 0.2 0.7 0.1 0.7 DOW 0.4 -0.1 0.1 0.1 -0.0 0.2 0.0 0.3 0.0 0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.3 0.1 -1.4 0.1 0.0 0.2 0.1 0.3 0.1 -0.2 0.2 0.3 0.4 0.2 -0.2 -0.7 -0.3 -0.7 DX -0.6 0.2 0.4 -0.1 0.2 -0.2 0.2 0.1 0.1 -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 -0.2 0.9 -0.5 -0.6 0.3 0.5 0.1 0.5 0.2 0.6 EUR 0.5 -0.1 -0.2 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 0.2 0.2 0.6 0.2 -0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.0 0.2 0.4 0.2 2.0 0.1 0.2 0.1 0.2 0.5 0.2 -0.4 0.2 0.5 0.4 0.2 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.5 -0.5 -0.3 -0.1 0.0 -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 -0.1 0.0 -0.2 0.3 -0.1 -0.1 -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 0.3 -0.1 0.3 0.1 -0.1 0.3 0.0 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 0.0 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 0.6 -0.6 -0.6 -0.1 -0.1 -0.4 -0.1 -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 0.1 -2.7 -0.0 0.0 0.1 0.1 0.4 0.0 1.1 0.5 0.4 -0.5 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.1 0.1 -0.0 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 0.2 -0.2 0.2 -0.1 -0.0 0.3 0.3 0.4 0.4 -0.0 0.0 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 0.1 -0.2 0.2 -0.1 0.5 -0.1 -0.3 0.2 0.3 0.3 0.5 -0.1 0.3 GASOLINE -0.4 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 -0.2 0.3 0.1 0.2 -0.1 -0.0 -0.2 -0.0 -0.2 -2.4 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.3 -0.3 -0.3 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.3 0.5 0.4 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.0 0.0 0.3 -0.4 -0.4 -0.4 0.0 0.0 -0.2 -0.1 -0.1 2.7 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -1.1 -0.2 0.3 0.3 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.6 -0.1 -0.5 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 -0.1 0.2 0.4 0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.2 0.1 0.2 0.3 0.0 0.2 -0.0 0.2 0.2 0.2 0.3 0.3 0.6 0.1 0.0 0.3 -0.2 0.4 -0.2 GOLD_micro 0.5 0.6 0.2 0.1 0.2 0.5 0.2 0.6 0.1 0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 0.1 0.5 0.1 0.7 0.1 -0.3 -0.1 0.0 0.0 0.6 0.2 0.1 -0.4 -0.5 HEATOIL -0.6 -0.1 0.0 -0.0 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 0.2 -0.2 0.2 -0.1 -0.0 0.3 0.2 0.3 0.3 -0.0 0.0 -0.2 0.1 -0.1 -2.1 -0.0 -0.2 0.1 -0.2 0.1 -0.1 0.0 0.0 -0.3 0.2 0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.6 -0.6 -0.6 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.5 -0.2 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 1.0 -0.4 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.3 -0.4 -0.6 -0.0 0.1 -0.1 0.2 0.0 0.1 0.1 -0.4 0.1 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 -0.5 -0.1 2.7 -0.2 0.1 -0.5 0.0 -0.6 -0.1 -0.6 -0.3 -0.4 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 -0.3 -0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 0.2 0.0 0.2 0.3 0.1 -0.1 -0.4 0.4 0.1 0.4 -0.0 -0.0 0.2 0.1 0.1 -0.3 -0.0 0.2 -0.1 0.2 0.1 0.2 1.1 0.5 0.6 0.1 0.6 0.1 0.4 0.4 0.7 LIVECOW 0.6 -0.6 -0.6 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 0.1 0.0 0.1 0.2 0.0 -0.0 -0.0 0.2 -0.0 0.1 -0.0 0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.1 0.2 0.0 1.1 0.5 0.3 -0.5 0.2 0.7 0.5 0.7 0.7 LUMBER-new 0.3 -0.7 -0.7 -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 0.1 -0.5 0.1 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.1 -0.6 -0.1 NaN -0.2 0.1 -0.6 0.1 -0.7 -0.1 -1.2 0.6 0.5 -0.7 -0.5 0.2 0.8 0.3 0.8 MXP 0.4 0.0 0.1 -0.1 0.2 -0.2 0.2 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 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 -0.2 0.1 -0.0 0.2 0.0 0.3 0.0 -0.1 0.3 0.1 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.1 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.1 0.4 -0.0 -0.3 -0.4 -0.2 -0.0 0.2 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.1 -0.2 0.5 0.0 -0.0 0.2 0.0 0.3 0.0 -0.1 0.3 0.0 0.4 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.2 -0.0 0.5 0.0 -1.7 0.1 -0.1 0.5 -0.0 0.7 0.0 1.0 -0.1 -0.2 0.3 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 0.1 0.1 0.0 -0.2 0.2 -0.4 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.3 0.1 2.0 -0.1 0.0 -0.3 0.1 -0.4 0.1 0.0 -0.2 0.3 0.1 -0.3 0.1 0.7 0.2 0.7 OAT -0.4 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.1 -0.1 -0.1 0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.2 1.0 -0.1 -0.2 0.0 0.1 0.0 0.7 0.3 0.7 OATIES -0.4 -0.1 -0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -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 -0.4 -0.2 -0.9 -0.2 -0.2 -0.5 -0.2 -0.5 -0.2 -0.8 -0.5 -0.6 -0.4 -0.1 -0.3 -0.5 -0.1 -0.5 OJ 0.3 -0.6 -0.6 -0.1 -0.1 -0.3 -0.1 -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 0.1 -0.0 -0.3 -0.2 -0.5 -0.6 -0.2 -0.5 PALLAD 0.3 0.1 0.4 0.1 0.2 0.4 0.2 0.6 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.3 0.1 2.3 0.1 0.2 0.4 0.2 0.5 0.1 0.3 0.1 -0.0 -0.1 -0.0 0.0 -0.3 -0.7 -0.7 PLAT 0.6 0.1 0.1 0.2 0.2 0.5 0.2 0.7 0.1 0.1 0.3 0.2 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 0.2 0.6 0.1 0.2 0.5 0.3 -0.1 -0.2 0.7 0.4 -0.7 -0.4 REDWHEAT -0.2 0.3 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.2 -0.5 -0.1 0.9 -0.0 -0.2 -0.2 -0.2 -0.5 -0.1 -1.0 -0.4 -0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.0 0.1 -0.6 -0.1 -0.1 -0.4 -0.1 -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 -0.2 -0.2 -0.3 -0.4 -0.3 -0.5 0.1 -0.4 ROBUSTA -0.6 -0.3 0.2 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 0.3 0.3 0.2 0.2 -0.0 0.0 -0.2 0.0 -0.1 -2.7 -0.0 -0.2 -0.0 -0.2 0.0 -0.1 1.1 -0.4 -0.3 -0.1 0.6 -0.1 0.6 0.3 0.7 RUSSELL 0.6 -0.2 0.2 0.1 -0.0 0.2 0.0 0.3 0.0 -0.1 0.4 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.8 0.1 -0.0 0.2 0.1 0.3 0.1 0.0 0.2 0.4 0.0 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.4 -0.3 -0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.2 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.2 1.1 -0.2 -0.0 -0.4 -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 0.5 0.3 0.2 0.2 0.5 0.2 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 0.1 0.5 0.2 0.7 0.2 0.0 0.3 0.6 0.6 0.6 0.2 0.7 -0.3 -0.1 SMI 0.5 0.4 0.4 0.1 -0.0 0.3 0.0 0.5 0.1 0.1 0.5 0.2 0.5 0.2 0.2 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.4 0.2 1.7 0.2 0.2 0.5 0.2 0.4 0.2 0.9 0.3 0.6 0.6 0.4 0.2 0.7 0.2 0.7 SOFR -0.3 -0.4 -0.2 -0.1 0.0 -0.1 -0.1 -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 -0.1 0.3 -0.1 -2.7 -0.1 0.0 0.1 -0.1 0.4 -0.1 0.3 -0.3 0.2 0.1 0.1 -0.3 -0.5 -0.3 -0.7 SOYBEAN -0.5 0.2 0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.4 -0.2 0.2 -0.0 0.1 -0.0 -0.1 -0.0 -0.1 0.1 0.1 -0.2 0.0 -0.1 -1.0 0.1 -0.2 0.4 -0.2 0.3 -0.2 0.1 -0.5 -0.5 0.6 0.6 -0.7 -0.2 -0.7 -0.1 SOYMEAL -0.6 0.4 0.6 -0.2 -0.2 -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 -1.7 0.1 -0.1 0.3 -0.1 0.0 -0.0 -0.9 -0.2 -0.4 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.1 0.0 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.2 0.3 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 0.2 -0.1 -2.6 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 0.0 -0.5 -0.6 -0.0 0.4 -0.7 -0.6 -0.7 -0.7 SP400 0.6 -0.0 -0.0 0.1 -0.0 0.2 0.0 0.3 0.0 -0.0 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 -0.0 0.0 0.1 0.1 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 0.3 0.0 0.4 0.1 -0.1 0.5 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.1 -2.4 0.0 -0.1 0.3 -0.0 0.5 0.0 -0.4 -0.3 -0.1 0.0 0.0 -0.0 -0.7 -0.1 -0.7 SUGAR11 0.5 0.0 -0.3 -0.2 -0.2 -0.5 -0.1 -0.7 -0.1 0.0 -0.4 0.0 -0.5 0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 0.0 -0.5 0.0 -2.7 -0.1 0.0 -0.5 0.0 -0.6 0.0 1.1 0.3 0.5 -0.1 0.0 -0.4 -0.6 -0.2 -0.5 US10 -0.2 -0.3 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.3 -0.1 0.2 -0.1 -0.0 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -1.1 -0.0 0.0 0.2 -0.1 0.3 -0.1 -0.2 -0.1 0.3 0.2 0.3 -0.6 -0.7 -0.5 -0.7 US10U -0.3 -0.3 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 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 0.0 0.3 -0.1 0.5 -0.1 -0.3 -0.2 0.3 0.2 0.6 -0.3 -0.4 -0.4 -0.7 US2 -0.1 -0.3 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 0.0 0.0 -0.0 2.3 -0.0 0.1 0.0 0.0 0.2 -0.0 -1.1 0.3 0.4 0.0 0.1 -0.6 -0.4 -0.7 -0.7 US20 -0.3 -0.4 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 0.1 -0.1 -1.2 -0.0 -0.0 0.1 -0.1 0.2 -0.1 0.0 -0.2 0.1 -0.0 0.4 -0.0 0.5 -0.1 -0.6 US30 -0.3 -0.4 0.2 -0.1 0.0 -0.1 -0.1 -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 -0.1 -0.1 0.1 -0.2 0.1 -0.1 -0.4 -0.2 0.0 -0.0 0.4 -0.0 0.3 -0.0 -0.5 US5 -0.2 -0.3 -0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.1 -0.1 -0.4 -0.0 0.1 0.1 -0.0 0.3 -0.1 -0.5 0.0 0.3 0.1 0.2 -0.7 -0.6 -0.7 -0.7 VIX -1.0 -0.1 -0.3 -0.2 -0.2 -0.4 -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 -0.2 -0.4 -0.3 -0.3 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.4 0.2 0.1 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.3 -0.1 -0.1 -0.2 -0.5 -0.2 1.5 -0.1 -0.2 -0.2 -0.2 -0.4 -0.2 -1.1 -0.4 -0.5 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 18.8 2.8 0.3 -6.3 20.0 -6.3 20.0 1.9 8.4 2.0 11.8 18.8 4.7 18.3 7.0 0.3 -1.0 -0.3 -0.7 11.1 6.2 16.4 3.6 18.9 17.1 10.4 1.4 5.4 16.9 1.4 19.0 4.8 1.0 13.0 18.9 14.3 6.3 20.0 9.0 20.0 BITCOIN 3.2 -20.0 -20.0 17.5 20.0 20.0 20.0 20.0 16.0 -9.6 -8.5 -6.1 4.6 -13.8 -15.2 -4.1 -6.7 -5.1 -5.9 -20.0 -16.4 -11.8 -1.9 -18.0 -20.0 -20.0 -12.5 -15.0 -10.4 -1.8 -15.9 -0.2 -20.0 -20.0 -20.0 -20.0 5.6 -2.6 -20.0 -15.4 BOBL -17.0 -13.1 -3.1 -8.5 4.2 -3.0 -9.3 -2.7 -13.5 -7.9 -10.5 -13.5 -3.2 -16.3 -13.6 -14.3 6.6 9.0 10.9 -15.1 -7.9 -18.7 -4.7 -20.0 2.7 -19.2 -8.3 -9.6 -20.0 -4.8 -20.0 9.3 -20.0 -20.0 -19.0 -8.7 5.5 20.0 17.2 20.0 BTP -10.8 -8.2 1.3 -11.3 5.5 -4.0 -12.3 -3.5 -17.8 -0.4 14.5 -12.3 19.3 -13.4 6.2 12.3 9.1 9.9 9.5 -2.9 5.6 -8.6 11.2 -10.6 -20.0 -5.9 3.5 5.3 -13.9 12.1 -16.6 9.9 -3.3 -2.9 4.3 6.6 1.3 20.0 9.3 20.0 BUND -15.8 -12.0 0.6 -9.7 4.8 -3.5 -10.6 -3.0 -15.4 -10.8 -9.1 -16.7 -9.7 -19.0 -14.0 11.0 3.6 3.6 3.4 -14.9 -7.7 -19.8 -7.2 -20.0 -0.5 -20.0 -11.0 -9.9 -20.0 -6.1 -20.0 0.2 -20.0 -20.0 -16.4 -5.5 1.8 20.0 8.6 20.0 BUXL -13.8 -11.4 0.4 -9.9 4.8 -3.5 -10.8 -3.1 -15.6 -10.9 -16.8 -18.2 -19.8 -20.0 -15.8 3.8 3.1 4.0 3.8 -18.3 -15.3 -18.2 -19.6 -20.0 0.3 -20.0 -10.7 -18.6 -20.0 -17.7 -20.0 -0.1 -10.9 -18.7 -16.5 -9.4 -5.6 18.0 -1.8 7.6 CAC 0.6 -6.0 8.7 7.9 -6.0 12.6 4.4 14.4 6.4 18.4 15.9 13.5 17.6 -2.3 9.9 -3.8 -1.8 -3.1 -2.4 6.0 11.0 4.8 11.6 2.5 5.5 4.4 11.5 6.7 5.3 3.9 2.0 5.8 -0.9 -11.8 -5.9 -7.3 13.9 20.0 11.2 20.0 CAD 20.0 9.0 -8.2 -6.2 20.0 -6.1 20.0 1.8 8.2 20.0 -10.4 20.0 -7.2 19.8 -0.6 -7.5 -7.5 -8.2 -8.0 6.3 -4.7 20.0 -7.1 20.0 20.0 4.1 20.0 -5.1 20.0 -5.6 20.0 -7.0 20.0 18.7 18.2 -5.6 -20.0 -20.0 -19.4 -20.0 CANOLA -18.1 2.6 -11.5 -19.1 -19.8 -20.0 -14.1 -20.0 -14.1 -14.2 -10.6 -14.9 -1.7 -11.8 -11.5 -20.0 -13.5 -20.0 -17.2 -11.4 -8.2 -20.0 -4.6 -19.0 8.2 -13.3 -20.0 -9.6 -20.0 -6.0 -20.0 -15.5 -20.0 -20.0 -1.0 2.4 18.3 20.0 20.0 20.0 CHF 2.4 -10.9 -9.2 -6.3 16.3 -5.4 16.1 1.4 4.9 13.5 2.6 6.0 11.8 -5.3 -12.0 -16.9 -16.1 -16.7 -16.1 -4.9 -0.7 10.2 7.5 0.8 -1.3 -4.4 16.0 0.4 10.6 7.8 0.6 -20.0 0.0 -12.5 -4.1 3.5 -8.6 -20.0 -8.9 -20.0 COCOA 20.0 3.1 -20.0 -11.0 -11.4 -13.9 -8.1 -13.6 -8.1 2.4 -7.7 5.5 -3.0 0.3 -5.5 -3.6 7.5 -2.3 1.7 -5.6 -9.7 7.5 -4.6 3.1 -20.0 -5.8 1.1 -6.7 3.9 -1.4 -0.4 18.5 20.0 8.0 0.2 -6.6 -9.8 -1.6 -0.2 3.2 COFFEE -11.0 -7.2 12.4 -20.0 -20.0 -20.0 -17.3 -20.0 -17.2 -16.2 13.8 -15.5 15.1 -13.4 5.9 20.0 15.1 20.0 19.5 2.8 13.3 -18.1 19.5 -9.4 -20.0 3.5 -20.0 16.9 -15.9 20.0 -8.6 20.0 -14.6 -6.1 4.9 20.0 18.4 15.5 20.0 20.0 COPPER 13.6 8.2 10.1 14.9 20.0 19.5 17.7 19.7 13.6 -3.6 0.2 9.3 0.3 10.6 11.5 -8.2 -6.1 -7.2 -6.5 12.2 8.4 7.7 6.0 12.8 -4.9 9.1 -1.3 8.4 5.3 9.9 9.2 -0.1 -9.0 0.8 5.2 -14.2 20.0 18.4 20.0 20.0 CORN -3.2 5.5 5.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.5 -17.4 -10.5 -5.1 9.9 -20.0 -19.5 -20.0 -20.0 0.9 -1.6 -10.1 -11.0 -3.9 9.6 -0.3 -20.0 0.9 -15.2 -7.3 -7.9 -20.0 -9.7 -1.8 20.0 20.0 -8.4 -7.0 4.6 -3.0 COTTON2 1.3 -5.5 -5.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.4 -20.0 -18.3 -20.0 -20.0 -20.0 -18.0 -15.5 -18.0 -17.0 -17.9 -20.0 -11.2 -20.0 -13.4 -13.0 -20.0 -20.0 -20.0 -19.3 -20.0 -20.0 -17.8 -5.4 5.5 -1.7 10.7 -5.9 -13.2 -4.2 -10.6 CRUDE_W -3.7 -4.2 -6.5 -6.6 -20.0 -0.4 -20.0 1.3 -15.8 -20.0 -13.1 -20.0 -14.3 -19.2 -20.0 -1.0 4.8 0.8 2.7 -13.0 -11.6 -20.0 -11.5 -14.7 8.0 -19.7 -20.0 -17.2 -20.0 -15.5 -20.0 -13.6 6.1 7.0 -15.2 -19.8 20.0 20.0 11.3 19.8 DAX 13.9 -8.5 -12.1 6.6 -5.0 10.5 3.6 12.0 5.4 11.1 9.2 15.6 15.8 8.6 0.6 -6.5 -6.6 -6.4 -6.1 0.9 2.0 13.2 13.1 8.6 -11.4 0.1 4.7 -1.3 12.0 6.7 7.8 -1.4 16.3 6.3 -6.0 -20.0 5.9 20.0 4.2 20.0 DOW 13.1 -3.5 4.3 5.0 -3.8 8.1 2.8 9.2 4.1 0.8 13.9 10.7 13.3 10.2 10.5 -7.0 -8.2 -7.8 -7.9 11.5 12.6 10.6 12.5 12.0 -10.4 7.8 1.4 8.9 7.9 9.2 8.2 -4.4 10.2 8.0 11.1 5.2 -6.0 -20.0 -9.2 -20.0 DX -18.2 6.0 12.4 -5.7 19.5 -5.6 19.4 1.7 7.5 -18.8 4.8 -20.0 -13.7 -11.7 9.2 5.5 6.1 5.9 6.0 1.2 2.2 -20.0 -7.1 -11.9 -20.0 0.5 -20.0 3.8 -20.0 -3.2 -15.4 16.6 -20.0 -20.0 9.6 15.5 3.2 16.0 5.1 18.2 EUR 16.8 -3.6 -6.5 -6.5 20.0 -6.5 20.0 1.9 8.7 20.0 8.1 20.0 17.8 17.2 -6.4 -8.4 -7.9 -8.3 -8.0 3.7 4.4 20.0 14.8 16.0 15.2 7.4 20.0 5.1 20.0 13.2 20.0 -7.3 10.3 15.4 12.0 5.0 -3.4 -20.0 -2.6 -20.0 EURIBOR-ICE -16.7 -15.0 -8.1 -6.3 3.1 -2.2 -6.9 -2.0 -9.9 -7.5 -4.9 -10.4 5.9 -12.1 -9.9 12.4 11.1 12.7 12.5 -10.7 -4.1 -15.6 1.3 -16.6 2.2 -12.1 -7.3 -4.9 -18.8 -0.2 -19.3 14.5 -20.0 -20.0 -16.2 -6.5 5.7 20.0 13.1 20.0 EUROSTX 8.2 -2.5 8.4 7.3 -5.6 11.7 4.1 13.4 6.0 6.7 18.8 17.4 19.6 11.4 15.4 -3.8 -1.9 -3.5 -2.8 13.4 16.2 10.8 18.4 12.1 -6.7 12.0 5.1 12.2 10.7 11.0 11.4 5.4 5.2 2.4 7.7 1.3 11.8 20.0 9.8 20.0 FEEDCOW 20.0 -20.0 -19.7 -11.0 -11.4 -13.9 -8.1 -13.6 -8.1 7.3 1.7 8.5 5.8 -0.0 -2.4 14.6 9.3 14.8 13.4 -0.2 2.5 10.5 8.8 6.0 -20.0 -2.0 5.4 2.8 5.8 10.4 1.6 20.0 20.0 13.2 -16.2 8.5 20.0 20.0 20.0 20.0 GASOIL -20.0 -3.4 3.1 -4.3 -20.0 -0.3 -17.2 0.8 -10.1 -12.9 6.7 -14.0 5.7 -7.0 -2.5 14.7 15.6 19.1 18.1 -3.2 2.8 -16.9 3.6 -11.3 -1.6 -2.2 -20.0 4.1 -16.8 4.6 -10.8 8.6 -3.4 -8.0 4.9 7.8 9.8 16.4 -1.9 8.0 GASOLINE -12.4 -2.2 -2.0 -5.8 -20.0 -0.4 -20.0 1.1 -13.7 -17.7 -0.3 -19.2 0.4 -12.5 -7.5 -8.3 14.9 3.9 12.4 -7.5 -2.3 -20.0 -0.7 -15.8 -18.1 -14.0 -20.0 -7.5 -20.0 -4.1 -20.0 4.7 -10.6 -10.6 -6.1 -9.8 20.0 20.0 20.0 20.0 GAS_US_mini -9.8 14.6 12.8 -4.8 -20.0 -0.3 -19.4 0.9 -11.4 -14.7 -4.6 -13.4 -9.2 -3.2 3.2 16.6 -20.0 -20.0 -20.0 1.6 0.3 -20.0 -3.0 -6.8 20.0 1.7 -20.0 1.1 -15.9 -1.2 -5.2 -20.0 -6.6 9.6 9.0 9.3 3.1 -20.0 -15.2 -20.0 GBP 20.0 -2.4 -15.4 -6.4 20.0 -6.4 20.0 1.9 8.5 20.0 -3.8 20.0 12.3 16.7 -3.4 0.2 -0.0 0.2 0.1 1.9 -2.4 20.0 5.2 15.1 2.1 3.7 20.0 -1.3 20.0 6.6 18.9 6.4 13.1 20.0 2.8 1.0 10.2 -5.4 12.2 -5.3 GOLD_micro 15.8 18.2 7.2 12.9 17.8 17.0 15.4 17.1 11.8 11.8 10.0 12.7 11.5 7.6 9.7 -8.3 -10.5 -8.8 -9.5 20.0 20.0 16.5 20.0 17.4 -20.0 20.0 12.3 20.0 11.9 20.0 12.9 -6.5 -4.3 0.3 1.0 20.0 4.6 3.3 -12.1 -16.0 HEATOIL -19.5 -2.1 0.9 -4.1 -20.0 -0.3 -16.8 0.8 -9.8 -12.7 5.6 -14.0 5.5 -7.6 -3.1 16.2 11.1 15.0 12.8 -3.0 2.7 -17.3 3.8 -11.1 -16.1 -2.9 -19.9 2.1 -16.5 3.7 -10.5 0.6 0.5 -10.0 6.4 0.5 20.0 10.9 -5.3 -9.3 JGB-SGX-mini -20.0 -20.0 -19.7 -6.7 3.3 -2.4 -7.3 -2.1 -10.6 -11.7 -15.3 -13.3 -14.4 -14.2 -15.0 20.0 14.4 16.5 14.8 -20.0 -20.0 -20.0 -20.0 -20.0 -5.3 -20.0 -14.7 -20.0 -20.0 -18.6 -20.0 18.8 -15.4 -20.0 -20.0 -20.0 -9.2 -20.0 -0.9 -20.0 JPY 8.2 -11.1 -19.5 -4.5 15.3 -4.4 15.2 1.3 5.9 12.9 -16.3 7.6 -14.2 -10.0 -14.8 -9.8 -10.8 -10.0 -10.1 -17.8 -20.0 2.2 -17.0 -7.6 20.0 -20.0 11.9 -20.0 2.1 -16.5 -10.2 -11.5 -11.6 -12.3 -17.4 -19.9 -6.7 -12.3 -6.6 -14.4 LEANHOG 20.0 -10.0 -19.8 -20.0 -20.0 -20.0 -19.6 -20.0 -19.5 18.9 1.0 20.0 9.7 11.3 -8.6 -20.0 20.0 3.8 20.0 -2.2 -3.8 20.0 4.6 13.6 -2.1 -1.4 20.0 -5.4 20.0 1.7 15.1 20.0 20.0 20.0 3.4 20.0 1.5 11.6 11.7 20.0 LIVECOW 19.2 -18.7 -20.0 -10.7 -11.1 -13.5 -7.9 -13.2 -7.9 7.5 1.2 8.5 5.4 0.6 -1.7 -2.2 7.8 -2.0 2.5 -1.1 0.5 10.0 6.1 5.1 -20.0 -3.3 4.9 0.1 5.4 6.8 0.7 20.0 20.0 9.6 -14.0 5.3 20.0 15.0 20.0 20.0 LUMBER-new 8.3 -20.0 -20.0 -20.0 -20.0 -20.0 -15.1 -20.0 -15.0 11.9 -15.7 10.0 -13.8 -11.4 -14.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 7.3 -20.0 -7.8 NaN -20.0 11.2 -20.0 9.9 -16.4 -6.3 -20.0 20.0 13.9 -20.0 -12.6 4.2 20.0 8.1 20.0 MXP 12.5 0.8 2.8 -6.7 20.0 -6.7 20.0 2.0 8.9 20.0 20.0 20.0 20.0 20.0 20.0 12.9 12.8 12.9 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 18.7 20.0 20.0 20.0 8.7 9.3 11.6 13.1 NASDAQ_micro 6.0 -13.6 -5.8 4.8 -3.6 7.7 2.7 8.7 3.9 -12.0 12.4 5.6 13.1 2.9 6.2 -7.7 -8.7 -8.4 -8.5 6.5 13.3 -6.2 17.0 1.1 -20.0 2.7 -12.9 9.0 -7.0 12.4 -2.2 -5.4 -18.2 -7.7 -0.3 4.7 -1.9 -20.0 -2.4 -20.0 NIKKEI -2.6 -6.0 14.7 4.2 -3.2 6.8 2.4 7.7 3.5 -8.5 10.9 4.2 11.3 0.4 8.2 5.4 6.6 3.6 4.8 11.8 19.8 -2.3 19.6 3.2 -13.1 11.7 -7.6 20.0 -2.7 19.1 2.3 19.3 -4.0 -6.2 9.0 20.0 -3.3 4.9 -2.4 8.9 NZD 20.0 3.7 -13.1 -5.0 17.2 -5.0 17.2 1.5 6.6 1.7 -8.7 16.1 -10.8 14.4 -5.5 -4.1 -3.3 -4.3 -4.0 -0.9 -9.4 11.5 -9.5 11.0 15.0 -5.0 1.4 -12.3 10.5 -11.3 8.1 0.0 -6.4 9.1 2.2 -10.3 3.6 20.0 6.2 20.0 OAT -11.1 -4.1 3.7 -9.0 4.4 -3.2 -9.8 -2.8 -14.2 -2.2 2.6 -12.8 -4.1 -13.0 1.1 16.0 12.6 16.9 15.8 -5.0 -1.4 -9.9 -3.0 -10.9 1.0 -7.0 -1.3 -1.6 -13.7 -1.4 -14.9 18.4 -5.6 -6.3 0.5 1.6 0.7 20.0 8.4 20.0 OATIES -12.0 -2.2 -11.7 -19.3 -20.0 -20.0 -14.3 -20.0 -14.3 -14.5 -15.2 -15.6 -13.0 -13.6 -14.6 -17.2 -11.6 -20.0 -17.5 -17.8 -16.2 -20.0 -13.6 -20.0 -6.7 -20.0 -20.0 -18.6 -20.0 -15.2 -20.0 -14.2 -20.0 -20.0 -11.7 -4.4 -8.3 -14.7 -3.6 -15.3 OJ 9.5 -17.7 -20.0 -8.3 -8.6 -10.5 -6.1 -10.3 -6.1 2.2 -6.4 2.6 -6.4 -4.2 -6.2 -5.9 2.3 -4.3 -1.7 -11.1 -12.8 -0.3 -11.3 -5.4 -20.0 -9.4 1.1 -9.8 -0.7 -8.0 -5.3 10.8 5.6 -0.8 -8.6 -5.8 -14.0 -16.8 -5.6 -15.8 PALLAD 8.8 2.3 11.1 12.2 16.9 16.1 14.6 16.2 11.2 11.1 6.7 11.4 6.3 5.1 5.3 -3.5 -3.0 -3.2 -3.1 10.3 11.3 16.7 9.9 11.6 17.3 10.4 20.0 14.0 13.9 14.3 9.3 5.4 4.7 -1.1 -2.7 -0.0 0.5 -10.2 -20.0 -20.0 PLAT 20.0 2.3 2.1 14.9 20.0 19.5 17.7 19.7 13.6 13.6 12.4 14.5 11.6 10.4 10.3 -5.8 -3.9 -4.6 -4.0 17.6 17.8 20.0 18.5 20.0 0.7 10.1 20.0 13.9 20.0 17.3 13.7 4.0 20.0 9.3 -2.3 -6.6 20.0 10.8 -19.8 -13.2 REDWHEAT -5.9 9.1 5.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.8 -20.0 -20.0 -8.4 -5.0 -14.2 -16.2 -15.5 -16.5 -6.6 -11.7 -18.9 -20.0 -10.5 6.7 -4.2 -20.0 -6.3 -20.0 -14.4 -11.2 -18.2 -15.2 -5.7 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE -0.4 2.4 -20.0 -10.7 -11.1 -13.6 -7.9 -13.3 -7.9 -7.8 -9.4 -8.0 -9.3 -8.3 -9.1 -20.0 -13.1 -20.0 -18.8 -13.3 -16.9 -10.7 -17.6 -10.2 0.1 -12.5 -13.4 -15.2 -10.1 -16.3 -9.7 -18.0 -9.5 -6.6 -9.1 -11.1 -8.8 -14.5 2.1 -13.3 ROBUSTA -18.7 -8.2 6.2 -12.3 -12.8 -15.6 -9.1 -15.3 -9.1 -9.2 1.5 -9.5 -0.2 -8.0 -2.3 13.2 12.8 10.9 11.4 -4.2 0.1 -17.3 1.2 -11.9 -20.0 -3.8 -17.5 -0.3 -14.5 1.1 -10.0 20.0 -17.5 -8.6 -2.7 18.4 -3.3 17.0 10.2 20.0 RUSSELL 18.7 -5.4 5.0 4.8 -3.7 7.7 2.7 8.8 3.9 -7.2 13.0 9.7 11.4 10.3 10.3 -4.3 -5.2 -4.7 -4.9 9.1 10.0 7.1 9.3 10.4 6.3 6.2 -4.3 7.8 4.8 7.8 7.0 0.7 6.7 13.6 0.7 3.6 -6.4 -20.0 -12.0 -20.0 SHATZ -13.5 -9.9 -8.5 -7.9 3.9 -2.8 -8.6 -2.5 -12.5 -6.2 -15.4 -12.2 -6.6 -15.4 -15.4 -19.9 -17.0 -16.0 -15.4 -16.5 -12.1 -16.5 -7.9 -20.0 8.5 -20.0 -5.3 -13.3 -20.0 -7.7 -20.0 -20.0 -20.0 -20.0 -20.0 -16.2 14.1 20.0 20.0 20.0 SILVER-mini 20.0 16.1 8.2 14.5 20.0 19.0 17.2 19.2 13.2 12.3 14.1 14.0 13.6 14.2 14.3 -5.3 -6.4 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -10.4 20.0 15.3 20.0 20.0 20.0 20.0 0.1 13.8 20.0 20.0 20.0 4.8 20.0 -8.1 -1.5 SMI 14.7 12.0 13.8 7.0 -5.4 11.3 3.9 12.9 5.7 16.1 18.8 18.5 14.4 19.7 19.8 8.0 4.3 6.4 5.0 20.0 19.5 18.1 14.5 20.0 12.4 20.0 19.1 18.2 19.4 11.7 20.0 17.1 11.7 20.0 20.0 12.7 5.4 20.0 7.0 20.0 SOFR -9.3 -11.1 -5.5 -10.1 4.9 -3.6 -11.0 -3.1 -15.9 -6.6 9.7 -14.1 15.1 -13.9 -11.6 7.5 5.9 7.3 7.0 -6.7 3.4 -11.8 10.7 -13.1 -20.0 -5.8 3.5 4.2 -11.0 10.6 -12.3 5.0 -11.7 5.3 1.9 4.2 -8.8 -15.9 -7.8 -20.0 SOYBEAN -14.1 7.0 10.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 14.2 -20.0 4.8 -0.9 9.0 -1.8 -5.2 -2.4 -4.5 5.1 9.3 -20.0 1.7 -9.6 -7.4 5.5 -20.0 14.7 -20.0 7.1 -14.5 1.2 -20.0 -16.6 20.0 20.0 -20.0 -7.5 -20.0 -3.0 SOYMEAL -20.0 13.1 20.0 -17.6 -18.2 -20.0 -13.0 -20.0 -13.0 -10.4 2.5 -13.6 -8.0 -2.5 2.7 -11.5 -15.1 -13.8 -15.4 2.3 3.8 -13.8 -3.5 -8.5 -12.7 9.4 -8.0 10.6 -12.1 0.3 -4.2 -16.7 -9.7 -13.3 20.0 20.0 -16.7 -20.0 -7.7 -20.0 SOYOIL -2.0 0.3 -8.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.6 -18.9 8.6 -4.5 -11.6 -8.1 -5.2 -8.0 -6.7 -4.9 -1.0 -20.0 5.7 -11.6 -19.9 -11.3 -20.0 -4.4 -20.0 1.7 -20.0 0.1 -20.0 -17.8 -0.3 12.4 -20.0 -18.2 -20.0 -20.0 SP400 18.0 -0.4 -0.9 5.0 -3.8 8.0 2.8 9.2 4.1 -5.4 12.5 10.0 7.2 10.9 8.0 -5.4 -5.9 -5.7 -5.7 6.4 5.1 7.2 4.8 9.5 1.0 3.0 -2.4 1.8 5.4 1.5 6.3 -0.7 4.3 11.2 2.9 -8.6 -5.7 -20.0 -9.0 -20.0 SP500_micro 9.0 -6.9 -4.4 5.9 -4.5 9.5 3.3 10.8 4.8 -14.5 16.7 10.4 17.0 9.5 11.3 -8.5 -9.5 -9.1 -9.2 10.2 17.2 -0.9 20.0 5.6 -17.9 3.6 -10.6 9.3 -3.0 13.0 0.7 -6.6 -12.0 -2.5 1.5 1.3 -1.2 -20.0 -1.6 -20.0 SUGAR11 14.1 1.3 -10.0 -18.5 -19.1 -20.0 -13.7 -20.0 -13.6 0.3 -13.3 4.4 -14.5 1.5 -9.4 19.1 10.4 14.7 9.8 -8.1 -15.9 2.9 -18.0 0.3 -20.0 -9.0 0.5 -16.7 3.6 -17.6 0.5 20.0 11.7 16.1 -2.0 0.9 -12.2 -18.6 -4.5 -14.5 US10 -7.6 -8.7 2.1 -8.3 4.1 -3.0 -9.0 -2.6 -13.1 -2.4 11.1 -10.2 5.6 -10.4 -1.7 2.0 0.4 2.0 1.6 -2.2 4.4 -6.5 6.3 -7.4 -8.0 -0.5 4.0 6.6 -4.8 9.1 -5.6 -4.2 -3.0 9.1 4.8 10.5 -19.5 -20.0 -13.5 -20.0 US10U -7.8 -9.0 5.2 -11.1 5.4 -4.0 -12.1 -3.5 -17.6 -10.3 15.3 -17.7 3.8 -16.8 2.5 1.6 -0.7 1.1 0.3 -1.7 6.9 -10.2 7.4 -9.7 -13.7 0.7 0.3 12.1 -10.1 14.0 -9.3 -6.5 -6.9 10.7 6.9 19.9 -10.1 -12.3 -10.8 -20.0 US2 -3.5 -8.4 -1.1 -8.3 4.0 -2.9 -9.0 -2.6 -13.1 11.2 -0.2 -0.6 -3.3 -8.6 -7.6 -11.2 -14.9 -12.2 -12.8 -4.3 -0.6 2.2 1.0 -4.2 17.2 -3.4 15.5 0.8 4.2 4.2 -2.9 -20.0 10.9 12.8 0.8 2.9 -19.2 -11.3 -20.0 -20.0 US20 -10.6 -11.9 6.7 -7.5 3.7 -2.7 -8.2 -2.3 -11.9 -6.7 7.5 -12.4 -3.8 -13.8 -0.5 3.9 3.1 4.0 3.8 -3.9 2.3 -9.3 2.0 -9.6 -9.0 -3.2 -3.2 5.1 -10.1 5.9 -10.2 0.0 -6.4 2.0 -0.0 11.9 -1.1 13.9 -2.2 -17.0 US30 -9.8 -11.0 7.1 -8.9 4.3 -3.2 -9.7 -2.8 -14.0 -10.3 4.5 -15.8 -8.9 -17.7 -2.1 1.1 -1.8 0.3 -0.8 -5.8 0.4 -11.8 -1.4 -11.9 -5.3 -5.6 -8.2 3.5 -14.2 3.1 -13.8 -8.4 -8.1 1.3 -0.5 11.2 -0.9 8.3 -0.3 -14.5 US5 -6.2 -8.2 -0.9 -8.5 4.1 -3.0 -9.3 -2.6 -13.4 1.0 9.1 -8.2 5.4 -9.5 -4.9 -0.6 -3.0 -1.4 -1.9 -2.9 2.9 -3.7 5.5 -6.4 -3.3 -1.7 8.8 4.5 -2.0 8.2 -5.0 -10.1 1.2 10.2 4.3 6.7 -20.0 -17.9 -20.0 -20.0 VIX -18.4 -2.7 -5.9 -12.0 -15.0 -8.6 -20.0 -3.8 -18.5 -18.3 -20.0 -20.0 -13.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.5 -11.4 -20.0 -7.5 -20.0 NaN -13.7 -15.2 -9.5 -20.0 -4.5 -20.0 NaN NaN NaN NaN NaN -4.1 -20.0 NaN NaN WHEAT -11.1 4.6 3.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.6 -20.0 -20.0 -17.4 -13.9 -15.8 -17.9 -16.7 -17.3 -11.4 -13.2 -20.0 -19.7 -15.9 11.1 -9.6 -20.0 -7.6 -20.0 -12.2 -17.1 -20.0 -15.9 -15.7 16.4 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3