******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251217_204053 produced at 2025-12-17 21:39:07.132556 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -55.10 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 -15.09 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 -6.01 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.35 0.0 999.00 -999.00 -0.25 -0.25 -34.88 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.33 0.0 1.41 -1.41 0.00 0.00 -2.38 10.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.11 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 -23.75 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 -2.91 5.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.08 0.0 0.68 -0.68 -0.12 -0.08 -2.09 17.0 -3 -2 caleb_strategy_v3 CHF False False 0.08 -0.23 -0.07 0.0 1.02 -1.02 -0.23 -0.16 -0.84 13.0 -3 -2 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.34 -1.34 0.00 0.00 -1.26 25.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.07 0.0 1.27 -1.27 0.00 0.00 -1.07 19.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.07 0.0 0.17 -0.17 -0.08 -0.08 -4.80 11.0 -5 -5 caleb_strategy_v3 BUND False False 0.07 -0.37 -0.05 0.0 0.73 -0.73 -0.37 -0.44 -0.72 10.0 -5 -6 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -0.94 999999999.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.05 0.0 0.00 -0.03 -0.03 -0.03 -5.20 4.0 -3 -3 caleb_strategy_v3 US10 False False 0.06 0.00 -0.04 0.0 0.94 -0.94 0.00 0.00 -0.79 17.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.04 0.0 0.22 -0.22 -0.00 -0.00 -9.06 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 -4.76 3.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -6.01 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 -3.23 12.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.03 0.0 0.10 -0.10 -0.04 -0.04 -2.00 8.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.03 0.0 0.15 -0.15 -0.10 -0.10 -1.73 10.0 -7 -7 caleb_strategy_v3 SP500_micro False False 0.02 -0.20 -0.03 0.0 0.80 -0.80 -0.20 -0.15 -1.71 48.0 -12 -9 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.02 -0.03 0.0 0.57 -0.57 -0.02 -0.05 -1.41 23.0 -1 -2 caleb_strategy_v3 BUXL False False 0.06 -0.19 -0.03 0.0 0.25 -0.25 -0.19 -0.19 -0.51 4.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.07 -0.80 999999999.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -2.46 9.0 -2 -2 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.74 -0.74 0.00 0.00 -0.59 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.14 -0.14 -0.03 -0.03 -3.87 18.0 -4 -4 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 -0.31 6.0 -3 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.31 26.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -0.39 3.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.02 -0.02 0.0 0.03 -0.03 -0.02 -0.02 -1.53 3.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.02 0.0 0.19 -0.19 0.00 0.00 -0.66 7.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.02 -0.02 -0.02 0.0 0.14 -0.14 -0.02 0.00 -1.13 9.0 -1 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.36 23.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.77 -0.77 -0.03 -0.03 -0.35 26.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.38 -0.38 0.00 0.00 0.05 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.01 0.01 0.0 0.78 -0.78 0.01 0.02 0.62 66.0 1 2 caleb_strategy_v3 SP400 False False 0.16 0.16 0.01 0.0 0.33 -0.33 0.16 0.33 0.04 2.0 1 2 caleb_strategy_v3 BTP False False 0.07 0.00 0.01 0.0 0.69 -0.69 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.15 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.24 4.0 0 0 caleb_strategy_v3 DAX False True 0.01 -0.01 0.02 0.0 0.00 -0.01 -0.01 -0.01 1.53 58.0 -1 -1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.02 0.0 0.66 -0.66 0.08 0.08 0.26 8.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.02 0.0 0.42 -0.42 0.01 0.00 3.45 68.0 1 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.40 2.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.04 0.0 1.04 -1.04 0.00 0.00 1.11 29.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.60 -0.60 0.00 0.00 1.23 21.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.04 0.0 0.69 -0.69 0.14 0.14 0.63 10.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.05 0.0 0.23 -0.23 0.03 0.03 2.91 13.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.20 -1.20 0.00 0.00 2.35 56.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.05 0.0 0.47 -0.47 0.00 0.00 1.14 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.25 0.06 0.0 999.00 -999.00 0.25 0.25 0.72 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.12 0.07 0.0 0.90 -0.90 0.12 0.12 1.81 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 1.86 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.13 0.09 0.0 0.66 -0.66 0.13 0.20 2.61 20.0 4 6 caleb_strategy_v3 NIKKEI False False 0.02 0.20 0.10 0.0 0.56 -0.56 0.20 0.17 6.66 36.0 13 11 caleb_strategy_v3 EUR False False 0.07 0.00 0.11 0.0 1.02 -1.02 0.00 0.07 1.55 14.0 0 1 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.62 -0.62 0.00 0.00 3.94 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.33 0.14 0.0 999.00 -999.00 0.33 0.27 2.12 999999999.0 5 4 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.25 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.51 0.85 0.0 0.81 -0.81 0.51 0.55 62.77 60.0 38 41 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.0 Shocked risk 75.5 Sum abs risk 66.4 Leverage 8.84 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2032283.15, 'annual_cash_vol_target': 508070.7875, 'daily_cash_vol_target': 31754.42421875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6605 0.4924 7.8783 BITCOIN 2294.1444 86675.0000 2.6468 42.3494 BOBL 0.1758 116.0700 0.1515 2.4238 BTP 0.4060 119.9300 0.3385 5.4161 BUND 0.3475 127.4400 0.2727 4.3624 BUXL 0.7690 109.9400 0.6995 11.1918 CAC 52.4296 8089.0000 0.6482 10.3705 CAD 0.0026 0.7282 0.3577 5.7240 CANOLA 6.3528 609.2000 1.0428 16.6850 CHF 0.0050 1.2695 0.3901 6.2423 COCOA 143.2221 5980.0000 2.3950 38.3203 COFFEE 6.0834 347.2000 1.7521 28.0341 COPPER 0.0667 5.4215 1.2303 19.6846 CORN 3.7541 460.7500 0.8148 13.0365 COTTON2 0.6451 63.4600 1.0165 16.2647 CRUDE_W 0.7966 56.2300 1.4167 22.6665 DAX 163.7307 23916.0000 0.6846 10.9537 DOW 320.7622 48316.0000 0.6639 10.6221 DX 0.3250 98.0300 0.3315 5.3039 EUR 0.0039 1.1795 0.3338 5.3415 EURIBOR-ICE 0.0359 97.6000 0.0368 0.5881 EUROSTX 40.8308 5700.0000 0.7163 11.4613 FEEDCOW 3.6521 336.9000 1.0840 17.3443 GASOIL 11.6822 608.5000 1.9198 30.7173 GASOLINE 0.0292 1.7226 1.6955 27.1279 GAS_US_mini 0.1476 3.8100 3.8729 61.9662 GBP 0.0058 1.3374 0.4347 6.9556 GOLD_micro 33.0129 4368.7000 0.7557 12.0907 HEATOIL 0.0398 2.1182 1.8800 30.0806 JGB-SGX-mini 0.1754 133.2000 0.1317 2.1069 JPY 0.0000 0.0065 0.5560 8.8965 LEANHOG 1.1568 88.0750 1.3134 21.0145 LIVECOW 2.3753 229.5250 1.0349 16.5583 LUMBER-new 7.2687 590.5000 1.2309 19.6950 MXP 0.0003 0.0550 0.4922 7.8751 NASDAQ_micro 218.0311 24977.5000 0.8729 13.9666 NIKKEI 520.6481 49000.0000 1.0625 17.0008 NZD 0.0031 0.5796 0.5387 8.6195 OAT 0.3565 120.4100 0.2961 4.7376 OATIES 5.1501 295.0000 1.7458 27.9326 OJ 5.2566 153.0500 3.4346 54.9532 PALLAD 34.6466 1717.5000 2.0173 32.2763 PLAT 28.6106 1927.8000 1.4841 23.7457 REDWHEAT 7.4128 520.0000 1.4255 22.8088 RICE 0.1440 9.6850 1.4873 23.7965 ROBUSTA 72.7425 3716.0000 1.9575 31.3208 RUSSELL 27.3866 2517.0000 1.0881 17.4091 SHATZ 0.0527 106.7600 0.0494 0.7901 SILVER-mini 1.0515 66.5500 1.5801 25.2813 SMI 76.7534 12924.0000 0.5939 9.5021 SOFR 0.0457 96.5950 0.0473 0.7570 SOYBEAN 8.2161 1075.5000 0.7639 12.2229 SOYMEAL 3.8975 305.5000 1.2758 20.4127 SOYOIL 0.5717 49.6200 1.1522 18.4357 SP400 29.4951 3334.9000 0.8844 14.1510 SP500_micro 43.8067 6789.5000 0.6452 10.3234 SUGAR11 0.2146 14.3500 1.4951 23.9220 US10 0.2981 112.5156 0.2649 4.2387 US10U 0.3960 114.9844 0.3444 5.5101 US2 0.0731 104.3906 0.0700 1.1202 US20 0.6179 115.2500 0.5361 8.5780 US30 0.8765 117.9688 0.7430 11.8873 US5 0.1976 109.3359 0.1808 2.8923 VIX 0.4501 20.5000 2.1957 35.1315 WHEAT 6.7564 559.7500 1.2070 19.3126 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 660.50 0.49 325.22 1.00 325.22 31754.42 97.64 15.54 151.72 BITCOIN 86.68 2.65 229.41 1.00 229.41 31754.42 138.42 -15.83 -219.05 BOBL 1160.70 0.15 175.83 1.17 206.58 31754.42 153.72 -6.86 -105.47 BTP 1199.30 0.34 405.97 1.17 476.96 31754.42 66.58 0.87 5.77 BUND 1274.40 0.27 347.47 1.17 408.23 31754.42 77.79 -9.18 -71.37 BUXL 1099.40 0.70 769.01 1.17 903.49 31754.42 35.15 -14.32 -50.31 CAC 808.90 0.65 524.30 1.17 615.98 31754.42 51.55 10.58 54.53 CAD 728.15 0.36 260.50 1.00 260.50 31754.42 121.90 3.51 42.75 CANOLA 121.84 1.04 127.06 0.73 92.28 31754.42 344.09 -10.81 -371.99 CHF 1586.88 0.39 619.11 1.00 619.11 31754.42 51.29 -6.32 -32.42 COCOA 598.00 2.40 1432.22 1.00 1432.22 31754.42 22.17 -6.53 -14.48 COFFEE 1302.00 1.75 2281.28 1.00 2281.28 31754.42 13.92 2.49 3.46 COPPER 1355.38 1.23 1667.50 1.00 1667.50 31754.42 19.04 10.27 19.57 CORN 230.38 0.81 187.70 1.00 187.70 31754.42 169.17 -7.83 -132.38 COTTON2 317.30 1.02 322.55 1.00 322.55 31754.42 98.45 -20.00 -196.90 CRUDE_W 562.30 1.42 796.59 1.00 796.59 31754.42 39.86 -6.73 -26.82 DAX 239.16 0.68 163.73 1.17 192.36 31754.42 165.08 2.71 44.80 DOW 241.58 0.66 160.38 1.00 160.38 31754.42 197.99 1.34 26.43 DX 980.30 0.33 324.96 1.00 324.96 31754.42 97.72 -3.70 -36.18 EUR 1474.38 0.33 492.21 1.00 492.21 31754.42 64.51 9.23 59.58 EURIBOR-ICE 2440.00 0.04 89.69 1.17 105.38 31754.42 301.35 -2.31 -69.66 EUROSTX 570.00 0.72 408.31 1.17 479.71 31754.42 66.20 11.56 76.49 FEEDCOW 1684.50 1.08 1826.03 1.00 1826.03 31754.42 17.39 4.44 7.72 GASOIL 608.50 1.92 1168.22 1.00 1168.22 31754.42 27.18 2.07 5.63 GASOLINE 723.49 1.70 1226.68 1.00 1226.68 31754.42 25.89 -7.08 -18.33 GAS_US_mini 95.25 3.87 368.89 1.00 368.89 31754.42 86.08 -3.54 -30.48 GBP 835.88 0.43 363.38 1.00 363.38 31754.42 87.39 7.97 69.65 GOLD_micro 436.87 0.76 330.13 1.00 330.13 31754.42 96.19 7.16 68.84 HEATOIL 889.64 1.88 1672.56 1.00 1672.56 31754.42 18.99 -4.78 -9.08 JGB-SGX-mini 133200.00 0.13 17539.66 0.01 113.23 31754.42 280.43 -18.12 -508.08 JPY 809.62 0.56 450.18 1.00 450.18 31754.42 70.54 -11.41 -80.49 LEANHOG 352.30 1.31 462.71 1.00 462.71 31754.42 68.63 6.97 47.82 LIVECOW 918.10 1.03 950.14 1.00 950.14 31754.42 33.42 1.32 4.39 LUMBER-new 162.39 1.23 199.89 1.00 199.89 31754.42 158.86 -12.30 -195.33 MXP 275.10 0.49 135.40 1.00 135.40 31754.42 234.52 18.21 427.06 NASDAQ_micro 499.55 0.87 436.06 1.00 436.06 31754.42 72.82 -8.32 -60.61 NIKKEI 49000.00 1.06 52064.81 0.01 336.13 31754.42 94.47 6.50 61.42 NZD 579.65 0.54 312.27 1.00 312.27 31754.42 101.69 4.65 47.32 OAT 1204.10 0.30 356.53 1.17 418.88 31754.42 75.81 2.44 18.50 OATIES 147.50 1.75 257.50 1.00 257.50 31754.42 123.32 -20.00 -246.63 OJ 229.58 3.43 788.49 1.00 788.49 31754.42 40.27 -15.56 -62.66 PALLAD 1717.50 2.02 3464.66 1.00 3464.66 31754.42 9.17 12.77 11.70 PLAT 963.90 1.48 1430.53 1.00 1430.53 31754.42 22.20 15.04 33.39 REDWHEAT 260.00 1.43 370.64 1.00 370.64 31754.42 85.67 -17.61 -150.83 RICE 193.70 1.49 288.09 1.00 288.09 31754.42 110.23 -19.36 -213.42 ROBUSTA 371.60 1.96 727.43 1.00 727.43 31754.42 43.65 -6.21 -27.11 RUSSELL 125.85 1.09 136.93 1.00 136.93 31754.42 231.90 4.48 103.88 SHATZ 1067.60 0.05 52.72 1.17 61.94 31754.42 512.69 -11.54 -591.55 SILVER-mini 1663.75 1.58 2628.86 1.00 2628.86 31754.42 12.08 17.53 21.17 SMI 1292.40 0.59 767.53 1.26 963.39 31754.42 32.96 20.00 65.92 SOFR 2414.88 0.05 114.25 1.00 114.25 31754.42 277.94 -8.92 -247.93 SOYBEAN 537.75 0.76 410.80 1.00 410.80 31754.42 77.30 -9.16 -70.77 SOYMEAL 305.50 1.28 389.75 1.00 389.75 31754.42 81.47 -14.90 -121.39 SOYOIL 297.72 1.15 343.04 1.00 343.04 31754.42 92.57 -20.00 -185.13 SP400 3334.90 0.88 2949.51 1.00 2949.51 31754.42 10.77 1.11 1.19 SP500_micro 339.48 0.65 219.03 1.00 219.03 31754.42 144.98 -5.06 -73.40 SUGAR11 160.72 1.50 240.30 1.00 240.30 31754.42 132.15 -12.02 -158.80 US10 1125.16 0.26 298.07 1.00 298.07 31754.42 106.53 -5.87 -62.53 US10U 1149.84 0.34 395.99 1.00 395.99 31754.42 80.19 -5.80 -46.49 US2 2087.81 0.07 146.17 1.00 146.17 31754.42 217.24 -4.02 -87.30 US20 1152.50 0.54 617.88 1.00 617.88 31754.42 51.39 -4.19 -21.53 US30 1179.69 0.74 876.46 1.00 876.46 31754.42 36.23 -6.72 -24.35 US5 1093.36 0.18 197.65 1.00 197.65 31754.42 160.66 -6.17 -99.08 VIX 205.00 2.20 450.12 1.00 450.12 31754.42 70.55 -20.00 -141.09 WHEAT 279.88 1.21 337.82 1.00 337.82 31754.42 94.00 -19.68 -185.03 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 151.722 0.010 2.5 3.942 BITCOIN -219.051 0.043 2.5 -23.754 BOBL -105.467 0.004 2.5 -1.071 BTP 5.769 0.014 2.5 0.197 BUND -71.370 0.004 2.5 -0.725 BUXL -50.312 0.004 2.5 -0.511 CAC 54.531 0.014 2.5 1.863 CAD 42.755 0.010 2.5 1.111 CANOLA -371.993 0.010 2.5 -9.063 CHF -32.421 0.010 2.5 -0.842 COCOA -14.482 0.010 2.5 -0.353 COFFEE 3.461 0.005 2.5 0.046 COPPER 19.565 0.043 2.5 2.122 CORN -132.380 0.010 2.5 -3.225 COTTON2 -196.897 0.010 2.5 -4.797 CRUDE_W -26.820 0.043 2.5 -2.908 DAX 44.803 0.014 2.5 1.530 DOW 26.434 0.009 2.5 0.615 DX -36.176 0.010 2.5 -0.940 EUR 59.576 0.010 2.5 1.548 EURIBOR-ICE -69.662 0.014 2.5 -2.379 EUROSTX 76.493 0.014 2.5 2.613 FEEDCOW 7.718 0.013 2.5 0.256 GASOIL 5.626 0.017 2.5 0.244 GASOLINE -18.328 0.017 2.5 -0.796 GAS_US_mini -30.481 0.043 2.5 -3.305 GBP 69.655 0.010 2.5 1.810 GOLD_micro 68.839 0.014 2.5 2.351 HEATOIL -9.082 0.017 2.5 -0.394 JGB-SGX-mini -508.079 0.043 2.5 -55.096 JPY -80.489 0.010 2.5 -2.091 LEANHOG 47.820 0.024 2.5 2.910 LIVECOW 4.395 0.013 2.5 0.146 LUMBER-new -195.329 0.010 2.5 -4.759 MXP 427.056 0.059 2.5 62.769 NASDAQ_micro -60.612 0.009 2.5 -1.411 NIKKEI 61.417 0.043 2.5 6.660 NZD 47.320 0.010 2.5 1.229 OAT 18.497 0.014 2.5 0.632 OATIES -246.633 0.010 2.5 -6.009 OJ -62.663 0.010 2.5 -1.527 PALLAD 11.700 0.014 2.5 0.400 PLAT 33.393 0.014 2.5 1.141 REDWHEAT -150.832 0.005 2.5 -2.004 RICE -213.415 0.010 2.5 -5.199 ROBUSTA -27.111 0.005 2.5 -0.360 RUSSELL 103.878 0.013 2.5 3.447 SHATZ -591.546 0.004 2.5 -6.007 SILVER-mini 21.171 0.014 2.5 0.723 SMI 65.922 0.014 2.5 2.252 SOFR -247.933 0.024 2.5 -15.089 SOYBEAN -70.774 0.004 2.5 -0.659 SOYMEAL -121.387 0.004 2.5 -1.131 SOYOIL -185.135 0.004 2.5 -1.726 SP400 1.193 0.013 2.5 0.040 SP500_micro -73.402 0.009 2.5 -1.708 SUGAR11 -158.804 0.010 2.5 -3.869 US10 -62.525 0.005 2.5 -0.793 US10U -46.487 0.005 2.5 -0.590 US2 -87.302 0.005 2.5 -1.108 US20 -21.529 0.005 2.5 -0.273 US30 -24.346 0.005 2.5 -0.309 US5 -99.083 0.005 2.5 -1.257 VIX -141.092 0.099 2.5 -34.876 WHEAT -185.026 0.005 2.5 -2.458 ===================== Position diags ===================== AUD 2.54 BITCOIN 15.01 BOBL 1.56 BTP 2.27 BUND 0.79 BUXL 0.36 CAC 1.76 CAD 3.17 CANOLA 8.38 CHF 1.33 COCOA 0.54 COFFEE 0.18 COPPER 2.07 CORN 4.12 COTTON2 2.40 CRUDE_W 4.32 DAX 5.64 DOW 4.61 DX 2.54 EUR 1.68 EURIBOR-ICE 10.29 EUROSTX 2.26 FEEDCOW 0.58 GASOIL 1.18 GASOLINE 1.12 GAS_US_mini 9.33 GBP 2.27 GOLD_micro 3.29 HEATOIL 0.82 JGB-SGX-mini 30.41 JPY 1.83 LEANHOG 4.18 LIVECOW 1.11 LUMBER-new 3.87 MXP 34.47 NASDAQ_micro 1.69 NIKKEI 10.24 NZD 2.64 OAT 2.59 OATIES 3.00 OJ 0.98 PALLAD 0.31 PLAT 0.76 REDWHEAT 1.14 RICE 2.69 ROBUSTA 0.58 RUSSELL 7.70 SHATZ 5.21 SILVER-mini 0.41 SMI 1.13 SOFR 16.92 SOYBEAN 0.72 SOYMEAL 0.76 SOYOIL 0.86 SP400 0.36 SP500_micro 3.37 SUGAR11 3.22 US10 1.35 US10U 1.02 US2 2.76 US20 0.65 US30 0.46 US5 2.04 VIX 17.44 WHEAT 1.25 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.9 3.7 4.2 0.0 0 BITCOIN -23.8 -25.3 -22.3 0.0 0 BOBL -1.1 -1.2 -0.9 0.0 0 BTP 0.2 -0.0 0.4 0.0 0 BUND -0.7 -0.8 -0.6 -5.0 -5 BUXL -0.5 -0.5 -0.5 -3.0 -3 CAC 1.9 1.7 2.0 0.0 0 CAD 1.1 0.8 1.4 0.0 0 CANOLA -9.1 -9.9 -8.2 -1.0 -1 CHF -0.8 -1.0 -0.7 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 2.1 1.9 2.3 5.0 5 CORN -3.2 -3.6 -2.8 0.0 0 COTTON2 -4.8 -5.0 -4.6 -5.0 -5 CRUDE_W -2.9 -3.3 -2.5 0.0 0 DAX 1.5 1.0 2.1 -1.0 -1 DOW 0.6 0.2 1.1 1.0 1 DX -0.9 -1.2 -0.7 0.0 0 EUR 1.5 1.4 1.7 0.0 0 EURIBOR-ICE -2.4 -3.4 -1.4 0.0 0 EUROSTX 2.6 2.4 2.8 4.0 4 FEEDCOW 0.3 0.2 0.3 1.0 1 GASOIL 0.2 0.1 0.4 0.0 0 GASOLINE -0.8 -0.9 -0.7 -1.0 -1 GAS_US_mini -3.3 -4.2 -2.4 0.0 0 GBP 1.8 1.6 2.0 3.0 3 GOLD_micro 2.4 2.0 2.7 0.0 0 HEATOIL -0.4 -0.5 -0.3 0.0 0 JGB-SGX-mini -55.1 -58.1 -52.1 0.0 0 JPY -2.1 -2.3 -1.9 -3.0 -3 LEANHOG 2.9 2.5 3.3 2.0 2 LIVECOW 0.1 0.0 0.3 0.0 0 LUMBER-new -4.8 -5.1 -4.4 0.0 0 MXP 62.8 59.3 66.2 38.0 38 NASDAQ_micro -1.4 -1.6 -1.2 -1.0 -1 NIKKEI 6.7 5.6 7.7 13.0 13 NZD 1.2 1.0 1.5 0.0 0 OAT 0.6 0.4 0.9 2.0 2 OATIES -6.0 -6.3 -5.7 NaN 0 OJ -1.5 -1.6 -1.4 -2.0 -2 PALLAD 0.4 0.4 0.4 0.0 0 PLAT 1.1 1.1 1.2 0.0 0 REDWHEAT -2.0 -2.1 -1.9 -3.0 -3 RICE -5.2 -5.5 -4.9 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 3.4 2.7 4.2 1.0 1 SHATZ -6.0 -6.5 -5.5 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 2.3 2.1 2.4 0.0 0 SOFR -15.1 -16.8 -13.4 NaN 0 SOYBEAN -0.7 -0.7 -0.6 0.0 0 SOYMEAL -1.1 -1.2 -1.1 -1.0 -1 SOYOIL -1.7 -1.8 -1.6 -7.0 -7 SP400 0.0 0.0 0.1 1.0 1 SP500_micro -1.7 -2.0 -1.4 -12.0 -12 SUGAR11 -3.9 -4.2 -3.5 -4.0 -4 US10 -0.8 -0.9 -0.7 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 -0.4 -0.3 -3.0 -3 US5 -1.3 -1.5 -1.1 0.0 0 VIX -34.9 -36.6 -33.1 -25.0 -25 WHEAT -2.5 -2.6 -2.3 -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 0.1 -0.2 0.2 0.1 0.1 -0.1 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.2 2.3 0.1 -0.1 0.1 0.1 0.1 0.2 0.3 -0.1 0.3 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 -0.2 -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 -0.2 -0.3 0.1 0.1 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 0.4 -0.5 -0.6 -0.6 -0.3 0.2 0.7 0.6 0.7 BTP -0.4 -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 0.3 0.2 0.2 0.2 -0.0 0.1 -0.1 0.3 -0.1 -2.7 -0.1 -0.0 0.1 -0.1 0.4 -0.2 0.5 -0.1 -0.1 0.1 0.2 0.0 0.7 0.3 0.7 BUND -0.6 -0.4 0.0 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.2 -0.4 -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 -0.6 -0.2 0.1 0.7 0.3 0.7 BUXL -0.5 -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 0.1 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.0 -0.3 -0.6 -0.6 -0.3 -0.2 0.6 -0.1 0.3 CAC 0.0 -0.2 0.3 0.1 -0.2 0.3 -0.0 0.5 0.0 0.1 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 0.0 0.2 0.0 0.1 0.0 0.3 0.1 -0.3 -0.2 -0.2 0.5 0.7 0.4 0.7 CAD 0.6 0.3 -0.3 -0.1 0.1 -0.2 0.2 0.1 0.1 0.1 -0.3 0.2 -0.3 0.2 0.0 -0.2 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.2 0.2 2.7 0.1 0.1 -0.1 0.2 -0.2 0.2 -0.4 0.5 0.5 0.6 -0.2 -0.7 -0.7 -0.6 -0.7 CANOLA -0.6 0.0 -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 -0.2 -0.2 -0.3 -0.2 -0.2 -0.2 -0.8 -0.5 -0.6 -0.1 0.1 0.6 0.7 0.7 0.7 CHF 0.2 -0.3 -0.3 -0.1 0.1 -0.1 0.1 0.1 0.1 0.1 0.1 0.1 0.4 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -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 -0.3 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.6 -0.0 -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 0.1 -0.0 0.0 -0.1 -0.1 0.1 -0.1 0.0 -2.7 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 1.0 0.5 0.3 -0.0 -0.2 -0.3 -0.1 -0.0 0.1 COFFEE -0.5 -0.2 0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.4 -0.2 0.5 -0.2 0.0 0.4 0.3 0.4 0.4 0.0 0.1 -0.2 0.5 -0.1 -2.7 0.0 -0.2 0.4 -0.2 0.7 -0.1 1.1 -0.4 -0.3 0.0 0.6 0.6 0.5 0.7 0.7 COPPER 0.5 0.3 0.3 0.2 0.2 0.5 0.2 0.7 0.2 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 -0.5 -0.1 0.1 -0.5 0.7 0.6 0.7 0.7 CORN -0.1 0.1 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -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 -0.1 0.0 -0.1 -0.3 -0.1 -1.1 0.1 0.0 0.6 0.6 -0.3 -0.2 0.1 -0.1 COTTON2 0.0 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.9 0.0 0.2 -0.0 0.4 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.1 -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 0.3 -0.5 -0.6 0.7 0.7 0.4 0.7 DAX 0.4 -0.3 -0.3 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.1 0.2 0.1 0.6 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.0 0.3 0.1 -1.5 -0.0 -0.1 -0.0 0.0 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 0.0 -0.1 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 0.1 0.4 -0.1 0.1 -0.1 0.2 0.1 0.1 -0.1 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 -0.1 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 0.6 -0.1 -0.2 -0.1 0.1 -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 0.1 0.2 0.4 0.2 2.0 0.1 0.2 0.2 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 -0.6 -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 0.2 -0.1 0.3 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.1 0.5 0.1 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.1 0.1 0.2 0.0 0.5 0.1 -0.9 0.1 -0.1 0.3 0.0 0.4 0.1 0.3 0.1 0.1 0.2 0.1 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 0.3 0.1 -2.7 -0.0 0.0 0.1 0.1 0.4 0.0 1.1 0.5 0.5 -0.5 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.2 0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 0.2 -0.1 0.2 -0.1 -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 -0.2 0.2 -0.1 0.4 0.0 -0.3 0.2 0.2 0.3 0.6 -0.0 0.3 GASOLINE -0.4 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 0.0 -0.2 -0.1 -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 -0.2 -0.2 0.2 -0.3 -0.3 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.3 0.4 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 0.4 -0.4 -0.4 -0.4 0.0 0.0 -0.2 -0.1 -0.1 2.7 0.0 -0.1 0.0 -0.1 -0.0 -0.1 -1.1 -0.3 0.2 0.3 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.6 -0.0 -0.5 -0.1 0.1 -0.2 0.2 0.1 0.1 0.1 -0.1 0.2 0.4 0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.1 0.1 0.2 0.3 0.0 0.1 -0.0 0.2 0.2 0.2 0.3 0.1 0.6 0.1 0.0 0.3 -0.2 0.4 -0.2 GOLD_micro 0.5 0.6 0.2 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.3 0.1 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.1 0.5 0.2 0.7 0.2 -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 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 -0.1 0.1 -0.1 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 -0.1 0.0 -0.2 0.1 -0.1 0.0 0.0 -0.4 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 -0.2 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.3 -0.3 -0.6 -0.0 0.1 -0.1 0.1 0.0 0.1 0.0 -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 0.0 -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 0.1 0.0 0.2 0.4 0.1 -0.1 -0.4 0.4 0.0 0.4 -0.0 -0.0 0.2 0.1 0.1 -0.3 -0.0 0.1 -0.1 0.2 0.1 0.1 1.1 0.5 0.6 0.2 0.6 0.0 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 0.3 0.0 1.1 0.5 0.4 -0.4 0.2 0.7 0.5 0.7 0.7 LUMBER-new 0.4 -0.7 -0.7 -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 0.1 -0.5 0.2 -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 0.7 -0.7 -0.4 0.2 0.8 0.3 0.8 MXP 0.4 0.1 0.1 -0.1 0.1 -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 0.5 0.6 0.6 0.6 0.3 0.3 0.4 0.4 NASDAQ_micro 0.1 -0.5 -0.2 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.1 0.3 0.0 0.5 0.0 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.1 0.4 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.4 -0.0 -0.3 -0.5 -0.3 -0.0 0.1 -0.1 -0.7 -0.1 -0.7 NIKKEI -0.1 -0.3 0.5 0.0 -0.1 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 -0.1 0.5 0.0 -1.8 0.1 -0.1 0.5 -0.1 0.7 0.0 1.0 -0.1 -0.3 0.2 0.6 -0.1 0.2 -0.1 0.3 NZD 0.6 0.1 -0.4 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.1 -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 -0.2 0.1 -0.1 0.0 -0.1 -0.1 -0.1 -0.2 -0.0 0.1 -0.1 -0.2 -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 -0.1 -0.1 -0.2 -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 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.3 -0.2 -0.4 -0.3 -0.2 -0.2 -0.2 -0.3 -0.2 -0.8 -0.2 -0.1 -0.4 -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 -0.2 -0.2 -0.5 -0.6 -0.2 -0.5 PALLAD 0.4 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 0.2 2.4 0.1 0.2 0.4 0.2 0.5 0.1 0.3 0.2 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 0.2 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 0.2 0.2 0.5 0.5 0.0 -0.2 0.7 0.4 -0.7 -0.4 REDWHEAT -0.2 0.2 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.2 -0.5 -0.1 0.9 -0.1 -0.2 -0.2 -0.2 -0.5 -0.1 -1.0 -0.3 -0.2 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE -0.1 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 -0.2 -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 -0.5 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 -0.1 -0.0 -0.2 0.0 -0.2 -2.7 -0.1 -0.2 -0.0 -0.2 0.0 -0.1 1.1 -0.5 -0.4 -0.2 0.5 -0.1 0.6 0.3 0.7 RUSSELL 0.5 -0.2 0.2 0.0 -0.1 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 0.0 0.3 0.1 0.8 0.1 -0.1 0.2 0.0 0.3 0.1 0.0 0.1 0.4 0.0 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.5 -0.3 -0.3 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -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 0.2 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 -1.4 0.2 0.2 0.5 0.2 0.7 0.2 0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.3 -0.1 SMI 0.4 0.4 0.5 0.1 -0.1 0.3 -0.0 0.5 0.0 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 0.1 0.5 0.2 0.4 0.2 0.9 0.5 0.6 0.6 0.4 0.2 0.7 0.2 0.7 SOFR -0.4 -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 0.2 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 0.1 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 -0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.0 0.1 -0.2 0.0 -0.1 -1.0 0.0 -0.2 0.4 -0.2 0.2 -0.2 0.1 -0.5 -0.6 0.6 0.6 -0.7 -0.3 -0.7 -0.1 SOYMEAL -0.6 0.3 0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 0.1 -0.2 -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 -0.2 0.0 -0.1 -0.9 -0.3 -0.5 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 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 -2.6 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 0.0 -0.5 -0.6 -0.0 0.4 -0.7 -0.6 -0.7 -0.7 SP400 0.5 -0.0 -0.0 0.0 -0.1 0.2 -0.0 0.3 0.0 -0.1 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 0.1 0.0 -0.0 0.1 0.0 0.1 0.1 -0.0 0.2 0.4 0.1 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.2 -0.3 -0.2 0.1 -0.1 0.2 -0.0 0.4 0.0 -0.1 0.4 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 0.0 -2.4 0.0 -0.2 0.2 -0.1 0.5 -0.0 -0.4 -0.4 -0.1 0.0 0.0 -0.0 -0.7 -0.0 -0.7 SUGAR11 0.4 0.1 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -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 0.0 0.0 -0.4 -0.6 -0.1 -0.5 US10 -0.3 -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 -0.0 0.2 -0.1 -1.1 -0.0 0.0 0.2 -0.0 0.3 -0.1 -0.2 -0.1 0.3 0.2 0.3 -0.7 -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 -0.0 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 0.4 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 0.1 0.2 -0.0 -1.1 0.2 0.4 0.1 0.1 -0.6 -0.4 -0.7 -0.7 US20 -0.4 -0.4 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 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 -0.1 0.1 -0.0 0.4 -0.0 0.5 -0.1 -0.6 US30 -0.4 -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 -0.1 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 0.1 0.2 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.1 -0.5 -0.0 0.1 0.1 -0.0 0.3 -0.0 -0.5 0.0 0.4 0.2 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -0.2 -0.3 -0.2 -0.1 -0.4 -0.3 -0.3 -0.3 -0.2 -0.9 -0.3 -0.8 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.2 -0.3 -0.4 -0.3 NaN -0.3 -0.1 -0.5 -0.3 -0.3 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.4 0.1 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 -0.2 -0.2 -0.5 -0.2 1.5 -0.1 -0.2 -0.2 -0.2 -0.5 -0.2 -1.1 -0.4 -0.6 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 18.6 2.8 0.2 -5.7 8.8 -6.0 16.5 1.8 7.9 -14.5 11.7 15.5 4.8 16.6 7.0 0.4 -1.0 -0.3 -0.7 10.5 6.2 8.7 3.6 15.7 17.2 9.5 -14.4 5.3 7.1 1.4 15.0 4.8 -5.4 9.2 18.1 13.9 6.1 20.0 8.7 20.0 BITCOIN 4.6 -20.0 -20.0 18.4 20.0 20.0 20.0 20.0 18.5 -13.8 -9.0 -9.3 4.2 -14.6 -15.6 -4.0 -6.6 -5.1 -5.9 -20.0 -17.0 -14.2 -2.3 -19.1 -20.0 -20.0 -14.4 -15.6 -12.4 -2.1 -16.9 -0.1 -20.0 -20.0 -20.0 -20.0 5.4 -2.5 -20.0 -15.6 BOBL -18.3 -13.7 -3.4 -9.1 1.2 -3.4 -8.8 -2.9 -13.4 -7.8 -10.8 -13.5 -3.4 -16.3 -13.9 -16.5 6.2 7.5 10.0 -15.8 -8.5 -17.3 -5.0 -20.0 2.7 -20.0 -8.0 -10.5 -20.0 -5.3 -20.0 8.3 -20.0 -20.0 -19.5 -9.3 5.5 20.0 17.6 20.0 BTP -11.4 -8.6 1.3 -12.0 1.5 -4.5 -11.7 -3.8 -17.8 0.2 14.0 -11.9 19.2 -13.3 5.7 12.9 9.2 10.3 9.7 -3.3 5.3 -7.9 11.1 -10.3 -20.0 -6.6 -0.5 4.9 -12.9 12.2 -16.4 10.2 -4.5 -2.8 4.1 7.0 1.3 20.0 9.5 20.0 BUND -17.3 -12.7 0.1 -10.4 1.3 -3.9 -10.1 -3.3 -15.4 -13.4 -9.8 -17.6 -9.9 -19.4 -14.8 11.8 3.7 4.2 3.6 -15.9 -8.4 -19.7 -7.6 -20.0 -0.5 -20.0 -13.9 -11.0 -20.0 -6.7 -20.0 0.5 -20.0 -20.0 -17.2 -6.1 1.7 20.0 8.7 20.0 BUXL -15.0 -12.1 -1.3 -10.5 1.4 -4.0 -10.3 -3.3 -15.6 -15.7 -17.2 -19.5 -20.0 -20.0 -16.6 3.8 3.1 4.0 3.8 -19.2 -16.0 -18.6 -20.0 -20.0 0.4 -20.0 -15.1 -19.5 -20.0 -18.2 -20.0 -0.1 -10.7 -19.0 -17.2 -9.4 -5.8 18.2 -1.7 7.7 CAC 0.8 -6.4 8.8 6.9 -16.9 12.2 -2.7 14.2 3.5 7.1 15.7 11.8 17.7 -3.0 9.8 -3.8 -1.8 -3.2 -2.4 5.7 10.9 1.7 11.7 1.6 5.6 4.1 1.1 6.6 1.8 3.9 0.9 5.8 4.0 -7.9 -6.5 -6.4 13.8 20.0 11.0 20.0 CAD 20.0 9.9 -7.9 -5.6 8.6 -5.9 16.2 1.8 7.7 16.1 -10.0 20.0 -7.0 19.8 0.4 -7.6 -7.5 -8.2 -8.0 6.9 -4.1 20.0 -6.9 20.0 20.0 4.7 9.4 -4.6 20.0 -5.5 19.4 -7.0 20.0 16.0 17.5 -5.3 -20.0 -20.0 -19.5 -20.0 CANOLA -20.0 0.7 -11.8 -20.0 -20.0 -20.0 -18.4 -20.0 -16.4 -14.2 -10.9 -15.2 -1.9 -12.6 -11.9 -20.0 -13.6 -20.0 -17.3 -12.8 -9.0 -20.0 -4.9 -20.0 8.2 -14.8 -20.0 -10.5 -20.0 -6.5 -20.0 -15.6 -20.0 -20.0 -1.7 2.2 18.2 20.0 20.0 20.0 CHF 7.1 -8.5 -8.9 -4.7 7.2 -4.9 13.5 1.5 6.4 16.3 2.8 13.1 12.2 -1.8 -11.0 -17.1 -16.2 -16.8 -16.1 -3.4 -0.2 11.7 7.9 3.6 -1.4 -2.9 13.2 0.9 12.5 8.5 3.7 -20.0 1.1 -7.7 -4.1 3.7 -8.3 -20.0 -8.3 -20.0 COCOA 20.0 -1.3 -20.0 -11.4 -13.5 -14.1 -10.5 -13.7 -9.3 1.7 -7.5 4.9 -3.0 0.4 -5.2 -3.2 7.4 -2.3 1.6 -5.3 -9.5 5.8 -4.6 2.9 -20.0 -5.6 -0.0 -6.7 2.8 -1.4 -0.4 18.3 20.0 10.5 -0.3 -6.0 -9.6 -1.7 -0.0 3.2 COFFEE -13.9 -7.7 11.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.1 13.3 -16.8 15.0 -14.6 4.0 20.0 15.1 20.0 19.5 0.7 12.5 -20.0 19.4 -13.3 -20.0 1.6 -20.0 16.2 -20.0 20.0 -12.1 20.0 -18.1 -10.2 0.7 20.0 18.7 15.5 20.0 20.0 COPPER 14.0 8.6 10.7 15.7 20.0 19.5 20.0 19.5 15.8 0.2 0.4 9.8 0.4 10.8 11.7 -8.1 -6.1 -7.2 -6.5 12.5 8.7 8.2 6.2 12.8 -4.8 9.3 2.6 8.7 5.9 10.1 9.3 -0.1 -20.0 -3.2 2.9 -14.4 20.0 18.9 20.0 20.0 CORN -3.2 4.5 5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.9 -3.5 -16.7 -10.5 -7.6 8.7 -20.0 -19.6 -20.0 -20.0 0.5 -1.7 -9.2 -11.1 -4.4 9.6 -1.0 -12.7 0.6 -13.7 -7.5 -8.4 -20.0 5.3 0.7 20.0 20.0 -8.7 -7.2 4.2 -3.0 COTTON2 1.4 -5.6 -4.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.1 -20.0 -17.0 -20.0 -20.0 -20.0 -18.0 -15.5 -18.0 -17.0 -17.8 -20.0 -11.0 -20.0 -13.5 -12.9 -20.0 -19.0 -20.0 -19.3 -20.0 -20.0 -17.8 0.2 6.4 -0.5 11.4 -5.9 -13.2 -4.1 -10.5 CRUDE_W -4.0 -4.7 -6.7 -8.0 -20.0 -1.1 -20.0 1.0 -17.6 -16.2 -13.5 -18.9 -14.5 -19.1 -20.0 -1.0 4.8 0.8 2.6 -13.7 -12.0 -20.0 -11.7 -15.8 8.0 -20.0 -20.0 -17.7 -20.0 -15.8 -20.0 -13.7 5.4 7.8 -14.7 -19.9 20.0 20.0 11.5 19.8 DAX 13.4 -8.5 -10.8 5.7 -14.1 10.2 -2.2 11.9 2.9 -8.7 8.7 12.4 15.9 7.6 0.4 -6.6 -6.6 -6.4 -6.1 0.4 1.9 5.2 12.9 6.0 -11.5 -0.4 -9.6 -1.4 4.0 6.5 5.0 -1.4 16.2 7.2 -5.9 -20.0 6.0 20.0 4.1 20.0 DOW 13.0 -3.2 4.2 4.4 -10.8 7.8 -1.7 9.1 2.2 -3.1 13.9 9.6 13.5 9.8 10.4 -7.0 -8.2 -7.8 -7.8 11.6 12.9 7.2 12.9 11.1 -10.5 7.9 -2.9 9.3 5.2 9.6 7.5 -4.4 8.4 10.1 11.7 5.2 -5.7 -20.0 -8.9 -20.0 DX -18.0 4.6 12.2 -5.1 8.0 -5.4 14.9 1.7 7.1 -13.6 4.8 -19.2 -13.8 -12.9 8.6 5.6 6.1 6.0 6.0 0.4 1.8 -18.7 -7.2 -12.2 -20.0 -0.6 -16.4 3.3 -20.0 -3.3 -15.6 16.7 -20.0 -20.0 7.8 15.0 3.0 16.0 5.1 18.3 EUR 17.0 -2.3 -6.6 -5.9 9.1 -6.3 17.1 1.9 8.1 19.6 8.3 20.0 17.9 18.4 -5.6 -8.4 -7.9 -8.3 -8.0 4.6 4.8 20.0 15.1 16.2 15.1 8.5 20.0 5.8 20.0 13.5 20.0 -7.3 9.6 15.8 12.8 5.5 -3.4 -20.0 -2.5 -20.0 EURIBOR-ICE -18.3 -15.5 -8.5 -6.6 0.9 -2.5 -6.4 -2.1 -9.8 -7.5 -5.3 -10.4 5.6 -12.0 -10.2 12.4 11.1 12.7 12.5 -11.3 -4.6 -14.3 1.1 -16.6 2.1 -13.0 -6.3 -5.5 -17.4 -0.5 -19.5 14.6 -20.0 -20.0 -16.6 -7.1 5.9 20.0 13.4 20.0 EUROSTX 7.6 -3.7 8.7 6.4 -15.7 11.3 -2.5 13.2 3.2 -11.8 18.6 13.6 19.7 9.8 15.1 -3.7 -1.9 -3.4 -2.8 12.3 15.7 3.2 18.0 9.0 -6.7 10.7 -11.1 11.6 2.3 10.6 8.0 5.4 3.3 2.9 7.4 1.8 11.8 20.0 9.5 20.0 FEEDCOW 20.0 -18.5 -19.7 -12.0 -14.2 -14.8 -11.0 -14.4 -9.8 7.2 1.8 8.9 6.0 0.8 -2.2 14.6 9.3 14.9 13.5 0.4 2.9 10.4 9.3 6.6 -20.0 -1.8 4.7 3.0 5.9 11.0 2.0 20.0 20.0 14.8 -14.8 8.6 20.0 20.0 20.0 20.0 GASOIL -19.6 -5.0 2.6 -5.1 -18.0 -0.7 -17.1 0.6 -11.2 -10.7 6.3 -13.3 5.5 -8.1 -3.4 14.0 15.5 18.7 18.0 -4.0 2.3 -16.6 3.4 -12.2 -1.6 -3.1 -15.9 3.6 -16.7 4.5 -11.7 8.4 0.0 -10.2 4.9 7.5 10.0 16.6 -1.4 8.0 GASOLINE -12.8 -3.5 -2.5 -6.9 -20.0 -0.9 -20.0 0.9 -15.2 -15.2 -1.2 -18.1 0.2 -13.4 -8.6 -8.8 14.7 3.3 11.9 -8.8 -2.9 -20.0 -1.0 -17.4 -17.9 -15.5 -20.0 -8.3 -20.0 -4.4 -20.0 4.1 -10.5 -9.7 -6.6 -10.2 20.0 20.0 20.0 20.0 GAS_US_mini -9.7 13.4 12.6 -5.6 -19.7 -0.8 -18.8 0.7 -12.3 -12.5 -4.7 -13.0 -9.0 -4.6 2.0 18.9 -20.0 -20.0 -20.0 0.7 0.0 -18.5 -3.0 -7.5 20.0 1.0 -12.8 0.8 -13.7 -1.2 -5.7 -20.0 -11.3 6.9 8.3 9.2 3.3 -20.0 -15.2 -20.0 GBP 20.0 -1.0 -14.7 -5.8 9.0 -6.2 16.8 1.9 8.0 11.3 -3.7 20.0 12.4 17.4 -2.8 0.2 -0.0 0.2 0.1 2.5 -2.0 16.6 5.3 14.6 2.1 4.4 9.2 -0.8 19.7 6.7 18.1 6.4 2.3 20.0 3.1 1.1 9.5 -5.4 11.7 -5.5 GOLD_micro 16.6 18.8 7.6 14.2 20.0 17.7 19.3 17.7 14.3 12.3 10.7 13.4 12.1 9.2 10.4 -8.5 -10.5 -8.8 -9.5 20.0 20.0 18.5 20.0 19.3 -20.0 20.0 15.0 20.0 13.9 20.0 14.5 -6.4 -3.8 -1.2 -0.1 20.0 5.0 3.3 -12.1 -16.3 HEATOIL -19.3 -3.8 0.3 -5.0 -17.6 -0.7 -16.8 0.6 -11.0 -10.7 5.2 -13.1 5.3 -8.6 -4.1 15.9 11.1 15.0 12.8 -3.9 2.2 -17.2 3.6 -12.2 -16.1 -3.8 -15.5 1.6 -16.4 3.5 -11.5 0.6 0.2 -12.6 5.7 0.3 20.0 11.0 -5.5 -9.4 JGB-SGX-mini -20.0 -20.0 -20.0 -7.2 0.9 -2.7 -7.0 -2.3 -10.6 -11.8 -15.5 -13.6 -14.6 -14.4 -15.2 20.0 14.4 16.5 14.8 -20.0 -20.0 -19.7 -20.0 -20.0 -5.3 -20.0 -15.2 -20.0 -20.0 -19.1 -20.0 18.8 -10.0 -20.0 -20.0 -20.0 -9.3 -20.0 -0.7 -20.0 JPY 8.3 -9.7 -19.5 -4.0 6.2 -4.3 11.6 1.3 5.5 5.2 -16.4 6.1 -14.4 -10.0 -14.8 -9.8 -10.8 -10.0 -10.1 -17.3 -20.0 0.1 -17.0 -7.5 20.0 -20.0 0.9 -20.0 -0.5 -16.3 -10.0 -11.4 -11.5 -10.9 -17.4 -20.0 -6.9 -12.3 -6.6 -14.5 LEANHOG 20.0 -8.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 8.8 0.9 18.5 9.7 12.0 -8.2 -20.0 20.0 2.2 20.0 -1.6 -3.4 18.2 4.5 12.3 -2.1 -0.8 5.6 -4.8 18.0 1.7 13.4 20.0 20.0 20.0 5.5 20.0 1.3 11.5 11.2 20.0 LIVECOW 20.0 -17.5 -20.0 -11.7 -13.8 -14.4 -10.7 -14.0 -9.5 5.8 1.3 8.5 5.6 1.1 -1.5 -1.8 7.8 -1.8 2.5 -0.8 0.7 8.9 6.4 5.4 -20.0 -3.2 2.6 0.2 4.6 7.1 0.9 20.0 20.0 11.0 -13.0 5.4 20.0 15.1 20.0 20.0 LUMBER-new 10.1 -19.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.0 12.4 -16.0 12.2 -14.1 -10.7 -14.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 7.8 -20.0 -6.4 NaN -20.0 9.9 -20.0 10.4 -17.1 -4.8 -20.0 20.0 20.0 -20.0 -10.4 4.2 20.0 8.1 20.0 MXP 13.2 1.9 2.9 -6.1 9.4 -6.4 17.6 2.0 8.4 19.7 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 20.0 18.0 20.0 20.0 8.9 9.4 11.9 13.1 NASDAQ_micro 3.1 -16.7 -7.5 4.2 -10.2 7.4 -1.6 8.6 2.1 -12.2 12.1 2.5 13.0 1.2 5.4 -7.6 -8.7 -8.3 -8.5 5.0 12.3 -11.1 16.3 -1.8 -20.0 1.5 -18.1 8.2 -10.6 11.8 -4.3 -5.4 -20.0 -10.0 -1.2 4.4 -1.6 -20.0 -2.1 -20.0 NIKKEI -3.8 -9.3 13.9 3.7 -9.1 6.6 -1.4 7.7 1.9 -10.5 10.8 0.3 11.3 -1.5 7.9 5.9 6.6 3.8 4.9 10.8 19.5 -7.0 19.8 0.7 -13.3 10.7 -13.5 20.0 -6.8 19.1 0.1 19.3 -5.9 -10.5 7.2 20.0 -3.4 4.8 -2.6 8.7 NZD 20.0 4.4 -13.1 -4.6 7.1 -4.9 13.3 1.5 6.3 -6.5 -8.7 14.9 -10.9 14.3 -5.3 -4.2 -3.4 -4.3 -4.0 -0.7 -9.3 8.3 -9.7 10.0 15.3 -5.1 -3.6 -12.6 6.8 -11.7 7.0 0.0 -6.7 9.4 1.6 -10.2 3.6 20.0 6.2 20.0 OAT -12.5 -4.7 3.5 -9.6 1.2 -3.6 -9.4 -3.0 -14.2 -4.8 2.2 -13.8 -4.3 -13.8 0.4 15.6 12.6 16.7 15.8 -5.6 -1.8 -10.5 -3.1 -11.3 1.0 -8.0 -6.5 -2.1 -14.5 -1.6 -15.7 18.3 -5.2 -7.1 0.0 2.2 0.5 20.0 8.5 20.0 OATIES -11.6 -1.8 -9.6 -19.8 -20.0 -20.0 -18.1 -20.0 -16.1 -9.5 -14.6 -12.8 -12.6 -12.6 -13.9 -17.0 -11.6 -20.0 -17.4 -16.3 -14.7 -20.0 -12.2 -20.0 -6.3 -18.5 -15.7 -15.9 -20.0 -12.9 -20.0 -14.2 -20.0 -20.0 -11.9 -4.2 -8.1 -14.6 -3.5 -15.3 OJ 10.1 -18.2 -20.0 -8.8 -10.4 -10.9 -8.1 -10.6 -7.2 -0.3 -6.5 2.1 -6.4 -4.3 -6.2 -5.9 2.2 -4.4 -1.8 -11.3 -13.2 -1.1 -11.8 -5.6 -20.0 -9.3 -0.5 -9.9 -1.3 -8.1 -5.2 10.7 6.1 0.2 -7.5 -5.8 -14.2 -16.9 -5.8 -16.0 PALLAD 12.0 2.9 11.3 13.2 20.0 16.4 17.9 16.4 13.2 11.5 7.2 12.1 6.6 6.7 6.2 -3.6 -3.0 -3.2 -3.1 12.0 12.1 20.0 10.3 14.9 17.7 11.9 20.0 14.7 19.0 14.7 12.3 5.4 7.2 1.3 -2.9 0.6 0.8 -9.9 -20.0 -20.0 PLAT 20.0 4.0 3.1 15.9 20.0 19.8 20.0 19.8 16.0 13.9 12.8 15.0 11.9 11.6 11.1 -6.0 -3.9 -4.7 -4.1 20.0 19.2 20.0 19.2 20.0 0.7 12.4 20.0 14.9 20.0 17.9 18.3 4.0 20.0 13.9 0.3 -5.7 20.0 10.9 -20.0 -13.5 REDWHEAT -6.8 6.6 5.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.7 -17.2 -20.0 -20.0 -10.7 -6.4 -14.5 -16.2 -15.6 -16.5 -7.7 -12.2 -19.6 -20.0 -12.2 6.7 -5.7 -20.0 -7.0 -20.0 -14.8 -13.6 -18.2 -11.5 -6.2 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE -3.1 2.0 -20.0 -11.3 -13.3 -13.9 -10.3 -13.5 -9.2 -7.9 -9.3 -8.3 -9.2 -8.4 -9.1 -20.0 -13.2 -20.0 -18.9 -14.0 -17.2 -12.8 -17.9 -11.6 0.2 -13.3 -15.4 -15.7 -12.4 -16.7 -11.2 -18.1 -7.6 -6.8 -8.7 -10.8 -9.1 -14.6 1.7 -13.6 ROBUSTA -20.0 -10.3 5.4 -13.0 -15.3 -16.0 -11.9 -15.6 -10.6 -9.2 1.3 -9.7 -0.3 -8.5 -3.1 13.4 12.9 11.0 11.4 -5.6 -0.6 -20.0 1.0 -14.2 -20.0 -5.0 -20.0 -0.9 -17.6 0.9 -12.0 20.0 -20.0 -13.0 -5.0 16.3 -3.6 16.6 9.9 20.0 RUSSELL 16.5 -5.5 5.6 4.2 -10.4 7.5 -1.6 8.8 2.1 -10.8 13.0 8.2 11.5 9.4 9.9 -4.3 -5.2 -4.7 -4.9 8.9 10.1 3.0 9.6 8.7 6.3 5.9 -8.7 7.9 1.3 8.0 5.6 0.7 3.7 13.2 1.3 3.2 -6.2 -20.0 -11.9 -20.0 SHATZ -13.9 -10.5 -8.7 -8.4 1.1 -3.2 -8.2 -2.7 -12.4 -4.4 -15.4 -11.3 -6.9 -14.8 -15.2 -20.0 -17.1 -16.2 -15.6 -16.8 -12.5 -13.7 -8.2 -19.4 8.5 -20.0 -2.5 -14.1 -19.3 -8.2 -20.0 -20.0 -20.0 -20.0 -19.9 -16.5 14.3 20.0 20.0 20.0 SILVER-mini 20.0 14.9 6.2 15.2 20.0 18.9 20.0 18.9 15.2 12.8 14.1 14.2 13.6 14.4 14.4 -5.5 -6.4 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -10.5 20.0 20.0 20.0 20.0 20.0 20.0 0.1 20.0 20.0 20.0 20.0 4.6 20.0 -8.4 -1.7 SMI 13.6 12.9 14.2 6.1 -15.1 10.9 -2.4 12.7 3.1 10.4 19.0 17.9 14.7 19.7 20.0 8.0 4.3 6.4 5.0 20.0 20.0 16.8 14.8 20.0 12.4 20.0 12.3 18.7 18.0 12.0 20.0 17.1 20.0 20.0 20.0 13.4 4.9 20.0 6.4 20.0 SOFR -11.4 -10.9 -5.8 -10.8 1.4 -4.1 -10.6 -3.4 -16.1 -5.6 9.5 -14.2 15.2 -14.3 -12.3 7.6 5.9 7.4 7.0 -7.4 3.1 -11.1 10.9 -13.4 -20.0 -6.3 0.4 3.8 -10.0 10.5 -12.2 5.1 -14.2 4.4 1.8 3.4 -9.0 -16.0 -7.9 -20.0 SOYBEAN -16.5 5.0 10.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 13.5 -20.0 4.7 -5.2 7.1 -2.2 -5.2 -2.5 -4.5 3.1 8.5 -20.0 1.5 -12.9 -7.4 2.9 -20.0 13.8 -20.0 6.9 -18.6 1.2 -20.0 -20.0 20.0 20.0 -20.0 -7.6 -20.0 -3.1 SOYMEAL -20.0 10.1 20.0 -18.9 -20.0 -20.0 -17.2 -20.0 -15.4 -12.4 2.2 -14.1 -8.1 -4.4 2.0 -11.5 -15.0 -13.7 -15.3 1.0 3.3 -15.8 -3.6 -10.0 -12.8 7.8 -14.6 9.9 -14.4 0.2 -6.0 -16.6 -11.6 -14.6 20.0 20.0 -16.9 -20.0 -7.9 -20.0 SOYOIL -4.0 -0.5 -8.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.4 -3.3 -19.7 8.4 -7.8 -12.7 -8.2 -5.2 -8.0 -6.8 -6.9 -1.8 -20.0 5.4 -15.2 -19.7 -13.8 -20.0 -5.5 -20.0 1.2 -20.0 0.1 -20.0 -20.0 -0.9 11.9 -20.0 -18.3 -20.0 -20.0 SP400 16.1 -0.0 -0.8 4.4 -10.8 7.8 -1.7 9.1 2.2 -9.3 12.4 8.8 7.3 10.2 8.0 -5.4 -5.9 -5.7 -5.7 6.4 5.3 4.3 5.0 8.4 1.1 3.0 -5.4 1.9 3.0 1.6 5.5 -0.7 6.5 11.5 3.7 -8.8 -5.5 -20.0 -8.7 -20.0 SP500_micro 6.3 -9.0 -6.1 5.2 -12.7 9.1 -2.0 10.7 2.6 -15.5 16.6 7.0 17.0 7.6 10.4 -8.5 -9.5 -9.1 -9.1 8.7 16.5 -7.6 20.0 2.2 -17.9 2.4 -19.1 8.7 -8.5 12.6 -2.1 -6.6 -15.4 -4.6 0.9 0.8 -0.9 -20.0 -1.2 -20.0 SUGAR11 12.8 1.6 -9.9 -19.8 -20.0 -20.0 -18.1 -20.0 -16.1 -7.2 -13.4 0.6 -14.6 1.7 -9.6 19.1 10.5 14.9 10.0 -8.3 -16.0 0.2 -18.3 -0.5 -20.0 -9.1 -5.4 -16.7 0.3 -17.8 -0.6 20.0 10.6 14.4 0.0 1.2 -12.0 -18.5 -4.4 -14.3 US10 -9.1 -8.5 1.9 -9.0 1.2 -3.4 -8.8 -2.8 -13.3 2.1 11.2 -9.6 5.7 -10.2 -2.6 2.0 0.4 2.0 1.6 -2.4 4.4 -5.0 6.5 -7.0 -8.2 -0.5 4.3 6.6 -3.1 9.2 -5.0 -4.2 -2.3 9.9 5.0 10.5 -19.5 -20.0 -13.8 -20.0 US10U -9.4 -8.9 4.9 -11.9 1.5 -4.5 -11.6 -3.8 -17.6 -3.5 15.2 -16.8 3.8 -16.7 1.8 1.8 -0.7 1.2 0.4 -2.0 6.8 -8.2 7.5 -9.3 -13.8 0.4 2.2 11.8 -7.5 14.0 -8.5 -6.4 -6.7 11.1 6.8 20.0 -10.4 -12.2 -11.0 -20.0 US2 -4.0 -7.7 -1.3 -8.9 1.1 -3.4 -8.7 -2.8 -13.2 13.8 -0.0 1.2 -3.3 -6.9 -7.3 -11.1 -14.9 -12.2 -12.8 -4.0 -0.6 3.6 1.0 -3.1 17.2 -2.9 12.8 0.9 5.6 4.3 -1.6 -20.0 9.5 13.8 1.8 3.0 -19.4 -11.4 -20.0 -20.0 US20 -12.0 -11.9 6.4 -8.0 1.0 -3.0 -7.8 -2.5 -11.9 -3.7 7.3 -11.9 -3.8 -13.6 -1.0 3.9 3.1 4.0 3.8 -4.2 2.1 -8.2 1.9 -9.5 -9.1 -3.5 -2.4 4.8 -8.7 5.8 -9.9 0.0 -6.2 2.2 -0.4 12.0 -1.4 14.0 -2.2 -17.1 US30 -11.0 -11.1 6.6 -9.5 1.2 -3.6 -9.2 -3.0 -14.0 -8.2 4.2 -15.6 -9.0 -17.7 -2.7 1.1 -1.8 0.3 -0.8 -6.3 0.0 -11.0 -1.6 -12.1 -5.4 -6.2 -6.9 3.1 -13.1 3.0 -13.8 -8.4 -7.2 1.4 -1.2 11.5 -1.2 8.3 -0.3 -14.5 US5 -7.5 -7.8 -1.1 -9.1 1.2 -3.5 -8.9 -2.9 -13.5 9.1 9.1 -7.0 5.5 -8.7 -5.2 -0.5 -3.0 -1.3 -1.8 -2.9 2.9 -2.0 5.6 -5.6 -3.4 -1.5 8.1 4.5 -0.0 8.2 -4.0 -10.0 0.7 10.8 5.0 6.6 -20.0 -18.0 -20.0 -20.0 VIX -17.8 -4.1 -5.9 -13.8 -6.9 -9.9 -18.0 -4.5 -19.1 -12.4 -20.0 -20.0 -14.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.0 -12.7 -17.4 -8.2 -20.0 NaN -15.7 -6.8 -11.1 -18.7 -5.3 -20.0 NaN NaN NaN NaN NaN -3.9 -20.0 NaN NaN WHEAT -11.7 1.6 3.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.9 -20.0 -20.0 -18.7 -15.0 -16.0 -17.9 -16.8 -17.4 -12.9 -14.0 -20.0 -20.0 -18.2 11.1 -11.7 -20.0 -8.7 -20.0 -12.8 -20.0 -20.0 -14.7 -17.2 16.2 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3