******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251219_204202 produced at 2025-12-19 21:44:15.164686 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.91 0.0 0.00 0.00 0.00 0.00 -45.68 16.0 0 0 caleb_strategy_v3 SOFR False True 0.12 0.00 -1.75 0.0 0.00 0.00 0.00 0.00 -14.70 11.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -6.27 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.39 0.0 1.41 -1.41 0.00 0.00 -2.75 10.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.34 0.0 999.00 -999.00 -0.24 -0.24 -35.09 999999999.0 -25 -25 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -24.53 59.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.88 13.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.08 -0.08 0.0 0.67 -0.67 -0.08 -0.08 -2.08 17.0 -2 -2 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.08 0.0 1.27 -1.27 0.00 0.00 -1.22 19.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -4.88 11.0 -5 -5 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.07 0.0 0.14 -0.14 0.00 0.00 -2.54 5.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.35 -1.35 0.00 0.00 -1.14 25.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.51 -0.05 0.0 0.73 -0.73 -0.51 -0.51 -0.74 10.0 -7 -7 caleb_strategy_v3 CHF False False 0.08 -0.16 -0.05 0.0 1.02 -1.02 -0.16 -0.16 -0.65 13.0 -2 -2 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -4.89 3.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.91 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.75 2.0 0 0 caleb_strategy_v3 US10 False False 0.06 0.00 -0.04 0.0 0.94 -0.94 0.00 0.00 -0.77 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 -10.05 51.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.18 4.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.10 -0.03 0.0 0.81 -0.81 -0.10 -0.10 -1.53 48.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -3.03 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.03 -0.08 -0.03 0.0 0.58 -0.58 -0.08 -0.13 -1.27 23.0 -3 -5 caleb_strategy_v3 BUXL False False 0.06 -0.19 -0.03 0.0 0.25 -0.25 -0.19 -0.25 -0.52 4.0 -3 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.14 -0.14 -0.03 -0.03 -3.57 18.0 -4 -4 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.74 -0.74 0.00 0.00 -0.52 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -2.51 9.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.03 0.0 0.14 -0.14 -0.10 -0.12 -1.77 10.0 -7 -8 caleb_strategy_v3 GASOLINE False False 0.04 -0.07 -0.03 0.0 999.00 -999.00 -0.07 -0.07 -0.76 999999999.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.02 0.00 -0.02 0.0 0.14 -0.14 0.00 0.00 -1.26 9.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.79 8.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.03 0.00 -0.02 0.0 0.18 -0.18 0.00 -0.03 -0.78 7.0 0 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -4.77 26.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -0.46 3.0 -1 -1 caleb_strategy_v3 US30 False False 0.06 -0.17 -0.02 0.0 0.35 -0.35 -0.17 -0.17 -0.30 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.06 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 9.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.48 23.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.93 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.75 -0.75 -0.03 -0.03 -0.40 26.0 -1 -1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.00 0.0 0.12 -0.12 0.00 0.03 0.15 4.0 0 1 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.01 6.0 0 0 caleb_strategy_v3 LIVECOW False False 0.05 0.00 0.01 0.0 0.77 -0.77 0.00 0.00 0.20 17.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.01 0.0 0.69 -0.69 0.00 0.00 0.08 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.01 0.0 0.79 -0.79 0.02 0.01 0.62 66.0 2 1 caleb_strategy_v3 SP400 False False 0.17 0.33 0.01 0.0 0.33 -0.33 0.33 0.33 0.05 2.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.43 -0.43 0.00 0.00 3.45 68.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.02 0.0 0.69 -0.69 0.14 0.14 0.22 10.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.81 -0.81 0.00 0.00 2.27 58.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.00 0.03 0.0 0.67 -0.67 0.00 0.08 0.31 8.0 0 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.60 -0.60 0.00 0.00 1.00 21.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.03 0.0 1.04 -1.04 0.00 0.00 0.94 29.0 0 0 caleb_strategy_v3 PALLAD False False 0.09 0.00 0.04 0.0 0.18 -0.18 0.00 0.00 0.51 2.0 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 0.74 999999999.0 3 3 caleb_strategy_v3 PLAT False False 0.05 0.00 0.06 0.0 0.50 -0.50 0.00 0.00 1.29 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.06 0.0 1.21 -1.21 0.00 0.00 2.68 56.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.04 0.06 0.0 0.23 -0.23 0.04 0.04 3.40 13.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.12 0.08 0.0 0.91 -0.91 0.12 0.04 1.93 22.0 3 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.24 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.16 0.11 0.0 0.57 -0.57 0.16 0.16 6.74 36.0 10 10 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.11 0.0 0.67 -0.67 0.20 0.20 3.19 20.0 6 6 caleb_strategy_v3 EUR False False 0.07 0.00 0.11 0.0 1.01 -1.01 0.00 0.00 1.52 14.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.62 -0.62 0.00 0.00 3.84 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.27 0.16 0.0 999.00 -999.00 0.27 0.34 2.31 999999999.0 4 5 caleb_strategy_v3 SMI False True 0.08 0.00 0.18 0.0 0.00 0.00 0.00 0.00 2.26 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.56 0.89 0.0 0.81 -0.81 0.56 0.58 65.61 60.0 41 43 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.7 Shocked risk 76.9 Sum abs risk 67.3 Leverage 8.50 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2030077.1600000001, 'annual_cash_vol_target': 507519.29, 'daily_cash_vol_target': 31719.955625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6620 0.4780 7.6478 BITCOIN 2246.8069 88345.0000 2.5432 40.6915 BOBL 0.1771 115.9000 0.1528 2.4454 BTP 0.4174 119.7500 0.3486 5.5768 BUND 0.3577 127.0300 0.2816 4.5056 BUXL 0.7968 108.6000 0.7337 11.7388 CAC 51.9807 8170.0000 0.6362 10.1798 CAD 0.0025 0.7282 0.3469 5.5496 CANOLA 6.2776 594.5000 1.0559 16.8952 CHF 0.0048 1.2698 0.3794 6.0708 COCOA 137.0715 5887.0000 2.3284 37.2540 COFFEE 5.8037 326.4000 1.7781 28.4497 COPPER 0.0651 5.4995 1.1839 18.9419 CORN 3.6584 461.2500 0.7932 12.6904 COTTON2 0.6330 63.6500 0.9945 15.9113 CRUDE_W 0.8148 56.4800 1.4427 23.0826 DAX 161.1339 24195.0000 0.6660 10.6557 DOW 311.7858 48575.0000 0.6419 10.2698 DX 0.3180 98.2700 0.3236 5.1769 EUR 0.0039 1.1773 0.3281 5.2491 EURIBOR-ICE 0.0355 97.5750 0.0363 0.5815 EUROSTX 40.5746 5790.0000 0.7008 11.2123 FEEDCOW 3.5841 338.2000 1.0598 16.9560 GASOIL 11.2212 603.2500 1.8601 29.7620 GASOLINE 0.0296 1.7387 1.7022 27.2352 GAS_US_mini 0.1441 3.6900 3.9043 62.4684 GBP 0.0056 1.3387 0.4211 6.7378 GOLD_micro 31.6129 4377.2000 0.7222 11.5555 HEATOIL 0.0397 2.0961 1.8932 30.2910 JGB-SGX-mini 0.2021 132.8000 0.1522 2.4349 JPY 0.0000 0.0064 0.6098 9.7566 LEANHOG 1.1223 89.2500 1.2575 20.1197 LIVECOW 2.3112 231.1500 0.9999 15.9982 LUMBER-new 7.1824 586.0000 1.2257 19.6107 MXP 0.0003 0.0551 0.4795 7.6722 NASDAQ_micro 230.3022 25575.0000 0.9005 14.4080 NIKKEI 543.6528 50440.0000 1.0778 17.2451 NZD 0.0030 0.5784 0.5267 8.4276 OAT 0.3698 119.9500 0.3083 4.9321 OATIES 5.3806 304.7500 1.7656 28.2493 OJ 6.4651 184.3000 3.5079 56.1265 PALLAD 34.2516 1791.0000 1.9124 30.5989 PLAT 28.6628 2019.9000 1.4190 22.7043 REDWHEAT 7.4862 527.2500 1.4199 22.7178 RICE 0.1558 10.1300 1.5376 24.6011 ROBUSTA 70.3933 3698.0000 1.9035 30.4568 RUSSELL 26.6284 2544.0000 1.0467 16.7474 SHATZ 0.0517 106.7100 0.0485 0.7758 SILVER-mini 1.0551 67.4375 1.5646 25.0335 SMI 76.0532 13115.0000 0.5799 9.2783 SOFR 0.0456 96.5900 0.0472 0.7560 SOYBEAN 8.0097 1066.7500 0.7509 12.0137 SOYMEAL 3.7665 304.9000 1.2353 19.7653 SOYOIL 0.5570 48.8400 1.1404 18.2465 SP400 28.7011 3370.6000 0.8515 13.6242 SP500_micro 44.8836 6888.0000 0.6516 10.4259 SUGAR11 0.2253 14.4200 1.5628 25.0040 US10 0.2962 112.5000 0.2633 4.2128 US10U 0.3968 114.9844 0.3451 5.5220 US2 0.0722 104.3906 0.0691 1.1062 US20 0.6151 115.2812 0.5336 8.5376 US30 0.8687 118.0000 0.7362 11.7785 US5 0.1975 109.3359 0.1807 2.8905 VIX 0.4469 19.8000 2.2570 36.1114 WHEAT 6.6177 563.0000 1.1754 18.8069 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 662.00 0.48 316.43 1.00 316.43 31719.96 100.24 14.76 147.91 BITCOIN 88.34 2.54 224.68 1.00 224.68 31719.96 141.18 -16.02 -226.23 BOBL 1159.00 0.15 177.14 1.17 208.12 31719.96 152.41 -7.90 -120.43 BTP 1197.50 0.35 417.39 1.17 490.40 31719.96 64.68 0.36 2.31 BUND 1270.30 0.28 357.72 1.17 420.28 31719.96 75.47 -9.64 -72.75 BUXL 1086.00 0.73 796.77 1.17 936.14 31719.96 33.88 -15.18 -51.44 CAC 817.00 0.64 519.81 1.17 610.73 31719.96 51.94 12.64 65.67 CAD 728.15 0.35 252.56 1.00 252.56 31719.96 125.59 2.87 36.00 CANOLA 118.90 1.06 125.55 0.73 91.18 31719.96 347.88 -11.86 -412.66 CHF 1587.19 0.38 602.22 1.00 602.22 31719.96 52.67 -4.72 -24.85 COCOA 588.70 2.33 1370.71 1.00 1370.71 31719.96 23.14 -7.15 -16.56 COFFEE 1224.00 1.78 2176.40 1.00 2176.40 31719.96 14.57 0.59 0.86 COPPER 1374.88 1.18 1627.67 1.00 1627.67 31719.96 19.49 10.93 21.30 CORN 230.62 0.79 182.92 1.00 182.92 31719.96 173.41 -7.17 -124.28 COTTON2 318.25 0.99 316.49 1.00 316.49 31719.96 100.23 -20.00 -200.45 CRUDE_W 564.80 1.44 814.82 1.00 814.82 31719.96 38.93 -6.03 -23.46 DAX 241.95 0.67 161.13 1.17 189.32 31719.96 167.55 3.97 66.46 DOW 242.88 0.64 155.89 1.00 155.89 31719.96 203.47 1.31 26.75 DX 982.70 0.32 317.96 1.00 317.96 31719.96 99.76 -3.50 -34.89 EUR 1471.62 0.33 482.79 1.00 482.79 31719.96 65.70 8.91 58.56 EURIBOR-ICE 2439.38 0.04 88.66 1.17 104.16 31719.96 304.52 -2.64 -80.40 EUROSTX 579.00 0.70 405.75 1.17 476.72 31719.96 66.54 14.03 93.34 FEEDCOW 1691.00 1.06 1792.04 1.00 1792.04 31719.96 17.70 5.22 9.24 GASOIL 603.25 1.86 1122.12 1.00 1122.12 31719.96 28.27 1.25 3.55 GASOLINE 730.25 1.70 1243.04 1.00 1243.04 31719.96 25.52 -6.84 -17.46 GAS_US_mini 92.25 3.90 360.17 1.00 360.17 31719.96 88.07 -4.99 -43.99 GBP 836.69 0.42 352.34 1.00 352.34 31719.96 90.03 8.23 74.12 GOLD_micro 437.72 0.72 316.13 1.00 316.13 31719.96 100.34 7.82 78.42 HEATOIL 880.36 1.89 1666.69 1.00 1666.69 31719.96 19.03 -5.51 -10.50 JGB-SGX-mini 132800.00 0.15 20209.51 0.01 129.65 31719.96 244.66 -17.22 -421.28 JPY 799.44 0.61 487.49 1.00 487.49 31719.96 65.07 -12.31 -80.08 LEANHOG 357.00 1.26 448.92 1.00 448.92 31719.96 70.66 7.92 55.95 LIVECOW 924.60 1.00 924.50 1.00 924.50 31719.96 34.31 1.75 5.99 LUMBER-new 161.15 1.23 197.52 1.00 197.52 31719.96 160.59 -12.50 -200.81 MXP 275.40 0.48 132.06 1.00 132.06 31719.96 240.20 18.58 446.38 NASDAQ_micro 511.50 0.90 460.60 1.00 460.60 31719.96 68.87 -7.92 -54.51 NIKKEI 50440.00 1.08 54365.28 0.01 348.77 31719.96 90.95 6.83 62.13 NZD 578.45 0.53 304.69 1.00 304.69 31719.96 104.11 3.70 38.54 OAT 1199.50 0.31 369.75 1.17 434.43 31719.96 73.02 0.88 6.42 OATIES 152.38 1.77 269.03 1.00 269.03 31719.96 117.90 -20.00 -235.81 OJ 276.45 3.51 969.76 1.00 969.76 31719.96 32.71 -11.66 -38.13 PALLAD 1791.00 1.91 3425.16 1.00 3425.16 31719.96 9.26 16.12 14.93 PLAT 1009.95 1.42 1433.14 1.00 1433.14 31719.96 22.13 17.05 37.74 REDWHEAT 263.62 1.42 374.31 1.00 374.31 31719.96 84.74 -15.94 -135.04 RICE 202.60 1.54 311.51 1.00 311.51 31719.96 101.83 -16.85 -171.54 ROBUSTA 369.80 1.90 703.93 1.00 703.93 31719.96 45.06 -8.06 -36.33 RUSSELL 127.20 1.05 133.14 1.00 133.14 31719.96 238.24 4.36 103.95 SHATZ 1067.10 0.05 51.74 1.17 60.79 31719.96 521.77 -11.83 -617.36 SILVER-mini 1685.94 1.56 2637.80 1.00 2637.80 31719.96 12.03 18.02 21.67 SMI 1311.50 0.58 760.53 1.26 956.84 31719.96 33.15 20.00 66.30 SOFR 2414.75 0.05 114.10 1.00 114.10 31719.96 278.01 -8.69 -241.62 SOYBEAN 533.38 0.75 400.49 1.00 400.49 31719.96 79.20 -10.55 -83.53 SOYMEAL 304.90 1.24 376.65 1.00 376.65 31719.96 84.22 -16.04 -135.08 SOYOIL 293.04 1.14 334.18 1.00 334.18 31719.96 94.92 -20.00 -189.84 SP400 3370.60 0.85 2870.11 1.00 2870.11 31719.96 11.05 1.45 1.60 SP500_micro 344.40 0.65 224.42 1.00 224.42 31719.96 141.34 -4.64 -65.56 SUGAR11 161.50 1.56 252.39 1.00 252.39 31719.96 125.68 -11.67 -146.71 US10 1125.00 0.26 296.21 1.00 296.21 31719.96 107.08 -5.64 -60.40 US10U 1149.84 0.35 396.84 1.00 396.84 31719.96 79.93 -5.16 -41.27 US2 2087.81 0.07 144.35 1.00 144.35 31719.96 219.74 -3.16 -69.41 US20 1152.81 0.53 615.14 1.00 615.14 31719.96 51.57 -3.77 -19.42 US30 1180.00 0.74 868.67 1.00 868.67 31719.96 36.52 -6.40 -23.37 US5 1093.36 0.18 197.53 1.00 197.53 31719.96 160.59 -5.59 -89.72 VIX 198.00 2.26 446.88 1.00 446.88 31719.96 70.98 -20.00 -141.96 WHEAT 281.50 1.18 330.88 1.00 330.88 31719.96 95.86 -19.75 -189.31 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 147.914 0.010 2.5 3.843 BITCOIN -226.235 0.043 2.5 -24.533 BOBL -120.427 0.004 2.5 -1.223 BTP 2.312 0.014 2.5 0.079 BUND -72.747 0.004 2.5 -0.739 BUXL -51.439 0.004 2.5 -0.522 CAC 65.668 0.014 2.5 2.243 CAD 36.005 0.010 2.5 0.935 CANOLA -412.660 0.010 2.5 -10.054 CHF -24.852 0.010 2.5 -0.646 COCOA -16.555 0.010 2.5 -0.403 COFFEE 0.864 0.005 2.5 0.011 COPPER 21.299 0.043 2.5 2.310 CORN -124.282 0.010 2.5 -3.028 COTTON2 -200.451 0.010 2.5 -4.884 CRUDE_W -23.462 0.043 2.5 -2.544 DAX 66.456 0.014 2.5 2.270 DOW 26.751 0.009 2.5 0.623 DX -34.890 0.010 2.5 -0.907 EUR 58.565 0.010 2.5 1.522 EURIBOR-ICE -80.397 0.014 2.5 -2.746 EUROSTX 93.342 0.014 2.5 3.188 FEEDCOW 9.242 0.013 2.5 0.307 GASOIL 3.548 0.017 2.5 0.154 GASOLINE -17.458 0.017 2.5 -0.758 GAS_US_mini -43.985 0.043 2.5 -4.770 GBP 74.119 0.010 2.5 1.926 GOLD_micro 78.420 0.014 2.5 2.679 HEATOIL -10.496 0.017 2.5 -0.456 JGB-SGX-mini -421.285 0.043 2.5 -45.684 JPY -80.076 0.010 2.5 -2.081 LEANHOG 55.948 0.024 2.5 3.405 LIVECOW 5.990 0.013 2.5 0.199 LUMBER-new -200.809 0.010 2.5 -4.892 MXP 446.380 0.059 2.5 65.609 NASDAQ_micro -54.508 0.009 2.5 -1.269 NIKKEI 62.134 0.043 2.5 6.738 NZD 38.543 0.010 2.5 1.001 OAT 6.416 0.014 2.5 0.219 OATIES -235.810 0.010 2.5 -5.745 OJ -38.131 0.010 2.5 -0.929 PALLAD 14.929 0.014 2.5 0.510 PLAT 37.744 0.014 2.5 1.289 REDWHEAT -135.037 0.005 2.5 -1.794 RICE -171.538 0.010 2.5 -4.179 ROBUSTA -36.330 0.005 2.5 -0.483 RUSSELL 103.953 0.013 2.5 3.450 SHATZ -617.355 0.004 2.5 -6.269 SILVER-mini 21.667 0.014 2.5 0.740 SMI 66.301 0.014 2.5 2.265 SOFR -241.619 0.024 2.5 -14.705 SOYBEAN -83.528 0.004 2.5 -0.778 SOYMEAL -135.082 0.004 2.5 -1.258 SOYOIL -189.835 0.004 2.5 -1.770 SP400 1.597 0.013 2.5 0.053 SP500_micro -65.559 0.009 2.5 -1.526 SUGAR11 -146.706 0.010 2.5 -3.574 US10 -60.398 0.005 2.5 -0.766 US10U -41.275 0.005 2.5 -0.524 US2 -69.407 0.005 2.5 -0.881 US20 -19.424 0.005 2.5 -0.246 US30 -23.368 0.005 2.5 -0.297 US5 -89.716 0.005 2.5 -1.138 VIX -141.962 0.099 2.5 -35.092 WHEAT -189.313 0.005 2.5 -2.515 ===================== Position diags ===================== AUD 2.60 BITCOIN 15.31 BOBL 1.55 BTP 2.21 BUND 0.77 BUXL 0.34 CAC 1.77 CAD 3.26 CANOLA 8.48 CHF 1.37 COCOA 0.56 COFFEE 0.19 COPPER 2.11 CORN 4.22 COTTON2 2.44 CRUDE_W 4.22 DAX 5.72 DOW 4.74 DX 2.59 EUR 1.71 EURIBOR-ICE 10.40 EUROSTX 2.27 FEEDCOW 0.59 GASOIL 1.23 GASOLINE 1.11 GAS_US_mini 9.55 GBP 2.34 GOLD_micro 3.43 HEATOIL 0.83 JGB-SGX-mini 26.53 JPY 1.69 LEANHOG 4.30 LIVECOW 1.14 LUMBER-new 3.91 MXP 35.30 NASDAQ_micro 1.60 NIKKEI 9.86 NZD 2.70 OAT 2.49 OATIES 2.87 OJ 0.80 PALLAD 0.32 PLAT 0.76 REDWHEAT 1.13 RICE 2.48 ROBUSTA 0.60 RUSSELL 7.91 SHATZ 5.30 SILVER-mini 0.41 SMI 1.13 SOFR 16.92 SOYBEAN 0.74 SOYMEAL 0.78 SOYOIL 0.88 SP400 0.37 SP500_micro 3.29 SUGAR11 3.06 US10 1.36 US10U 1.01 US2 2.79 US20 0.65 US30 0.46 US5 2.04 VIX 17.55 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 3.8 3.6 4.1 0.0 0 BITCOIN -24.5 -26.1 -23.0 0.0 0 BOBL -1.2 -1.4 -1.1 0.0 0 BTP 0.1 -0.1 0.3 0.0 0 BUND -0.7 -0.8 -0.7 -7.0 -7 BUXL -0.5 -0.6 -0.5 -3.0 -3 CAC 2.2 2.1 2.4 0.0 0 CAD 0.9 0.6 1.3 0.0 0 CANOLA -10.1 -10.9 -9.2 -1.0 -1 CHF -0.6 -0.8 -0.5 -2.0 -2 COCOA -0.4 -0.5 -0.3 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 2.3 2.1 2.5 4.0 4 CORN -3.0 -3.5 -2.6 0.0 0 COTTON2 -4.9 -5.1 -4.6 -5.0 -5 CRUDE_W -2.5 -3.0 -2.1 0.0 0 DAX 2.3 1.7 2.8 0.0 0 DOW 0.6 0.1 1.1 2.0 2 DX -0.9 -1.2 -0.6 0.0 0 EUR 1.5 1.4 1.7 0.0 0 EURIBOR-ICE -2.7 -3.8 -1.7 0.0 0 EUROSTX 3.2 3.0 3.4 6.0 6 FEEDCOW 0.3 0.2 0.4 0.0 0 GASOIL 0.2 0.0 0.3 0.0 0 GASOLINE -0.8 -0.9 -0.6 -2.0 -2 GAS_US_mini -4.8 -5.7 -3.8 0.0 0 GBP 1.9 1.7 2.2 3.0 3 GOLD_micro 2.7 2.3 3.0 0.0 0 HEATOIL -0.5 -0.5 -0.4 -1.0 -1 JGB-SGX-mini -45.7 -48.3 -43.0 0.0 0 JPY -2.1 -2.2 -1.9 -2.0 -2 LEANHOG 3.4 3.0 3.8 2.0 2 LIVECOW 0.2 0.1 0.3 0.0 0 LUMBER-new -4.9 -5.3 -4.5 0.0 0 MXP 65.6 62.1 69.1 41.0 41 NASDAQ_micro -1.3 -1.4 -1.1 -3.0 -3 NIKKEI 6.7 5.8 7.7 10.0 10 NZD 1.0 0.7 1.3 0.0 0 OAT 0.2 -0.0 0.5 2.0 2 OATIES -5.7 -6.0 -5.5 NaN 0 OJ -0.9 -1.0 -0.8 -2.0 -2 PALLAD 0.5 0.5 0.5 0.0 0 PLAT 1.3 1.2 1.4 0.0 0 REDWHEAT -1.8 -1.9 -1.7 -3.0 -3 RICE -4.2 -4.4 -3.9 -3.0 -3 ROBUSTA -0.5 -0.5 -0.4 0.0 0 RUSSELL 3.4 2.7 4.2 0.0 0 SHATZ -6.3 -6.8 -5.7 NaN 0 SILVER-mini 0.7 0.7 0.8 3.0 3 SMI 2.3 2.2 2.4 0.0 0 SOFR -14.7 -16.4 -13.0 NaN 0 SOYBEAN -0.8 -0.9 -0.7 0.0 0 SOYMEAL -1.3 -1.3 -1.2 0.0 0 SOYOIL -1.8 -1.9 -1.7 -7.0 -7 SP400 0.1 0.0 0.1 2.0 2 SP500_micro -1.5 -1.9 -1.2 -6.0 -6 SUGAR11 -3.6 -3.9 -3.3 -4.0 -4 US10 -0.8 -0.9 -0.6 0.0 0 US10U -0.5 -0.6 -0.4 0.0 0 US2 -0.9 -1.2 -0.6 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.3 -3.0 -3 US5 -1.1 -1.3 -0.9 0.0 0 VIX -35.1 -36.8 -33.3 -25.0 -25 WHEAT -2.5 -2.6 -2.4 -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 -0.0 0.0 -0.1 0.1 0.1 0.1 -0.1 0.3 0.1 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.0 0.1 0.1 2.3 0.1 -0.1 0.2 0.0 0.1 0.1 0.3 -0.4 0.3 0.5 0.4 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 -0.3 -0.1 0.1 -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 -0.5 -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 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.2 -0.1 -0.2 -0.2 -0.4 0.1 0.1 0.2 -0.2 -0.1 -0.1 -0.1 -0.2 0.4 -0.2 -0.1 -0.3 -0.2 -0.2 -0.2 0.3 -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 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.1 -0.1 0.4 -0.2 0.6 -0.3 -0.0 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 -0.1 -0.1 -0.3 -0.2 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 0.1 -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 -0.1 -0.2 -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 -0.2 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.6 -0.6 -0.3 -0.2 0.6 -0.0 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 0.2 0.7 0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.8 0.1 0.1 0.2 0.1 0.2 0.1 0.3 0.1 -0.3 -0.2 -0.2 0.5 0.7 0.4 0.7 CAD 0.6 0.4 -0.2 -0.0 0.0 -0.1 0.1 0.1 0.1 0.1 -0.3 0.2 -0.2 0.2 0.0 -0.1 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.2 0.2 2.7 0.1 0.0 -0.1 0.2 -0.2 0.2 -0.4 0.1 0.5 0.5 -0.2 -0.7 -0.7 -0.7 -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 -0.2 -0.1 -0.2 -0.2 -0.2 1.1 -0.2 -0.2 -0.3 -0.2 -0.3 -0.2 -0.8 -0.5 -0.6 -0.2 0.1 0.6 0.7 0.7 0.7 CHF 0.3 -0.2 -0.3 -0.0 0.0 -0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.5 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 0.1 0.2 0.1 -0.2 -0.0 0.1 0.0 0.1 0.3 0.1 -1.1 0.4 -0.1 -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 0.0 -0.1 0.0 -0.1 -0.1 0.1 -0.0 0.0 -0.1 -0.1 0.0 -0.1 0.0 -2.7 -0.1 -0.0 -0.2 0.0 -0.1 -0.0 1.0 0.4 0.3 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.6 -0.4 0.4 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.3 -0.2 0.5 -0.2 0.0 0.4 0.3 0.4 0.4 -0.0 0.1 -0.2 0.5 -0.2 -2.7 -0.0 -0.2 0.4 -0.2 0.7 -0.2 1.1 -0.5 -0.5 -0.1 0.6 0.6 0.5 0.7 0.7 COPPER 0.5 0.3 0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 -0.6 0.1 0.1 0.3 0.1 0.4 0.1 -0.0 -0.5 -0.3 -0.0 -0.5 0.7 0.7 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 -0.0 0.0 -0.1 -0.3 -0.1 -1.1 0.3 0.2 0.6 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.0 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 -0.1 -0.5 -0.1 -1.7 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.9 0.3 0.2 0.1 0.4 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.0 0.1 0.0 0.0 -0.2 -0.1 -0.1 -0.3 -0.2 1.1 -0.2 -0.1 -0.5 -0.2 -0.5 -0.2 -0.7 0.3 0.3 -0.4 -0.6 0.7 0.7 0.4 0.7 DAX 0.4 -0.2 -0.3 0.1 0.1 0.3 0.0 0.4 0.0 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 -1.6 0.0 0.0 -0.0 0.1 0.2 0.1 -0.1 0.2 0.2 -0.1 -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 0.0 0.4 0.1 -1.4 0.1 0.0 0.3 0.0 0.4 0.1 -0.2 0.1 0.2 0.4 0.1 -0.2 -0.7 -0.3 -0.7 DX -0.6 0.1 0.4 -0.0 0.0 -0.1 0.1 0.1 0.1 -0.0 0.1 -0.2 -0.5 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.2 -0.1 -2.7 -0.0 0.0 0.1 -0.2 -0.1 -0.2 0.9 -0.5 -0.6 0.2 0.5 0.1 0.5 0.2 0.6 EUR 0.6 0.0 -0.2 -0.0 0.0 -0.2 0.1 0.1 0.1 0.1 0.2 0.2 0.7 0.2 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.2 2.0 0.1 0.0 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 -0.0 -0.1 -0.1 -0.0 -0.2 -0.1 0.2 -0.1 -0.1 0.2 0.2 0.3 0.3 -0.1 -0.1 -0.1 0.0 -0.2 0.3 -0.2 -0.1 -0.2 -0.2 -0.0 -0.2 0.8 -0.5 -0.6 -0.6 -0.3 0.2 0.7 0.5 0.7 EUROSTX 0.3 -0.1 0.3 0.1 0.1 0.3 0.0 0.5 0.0 0.1 0.5 0.2 0.7 0.1 0.2 -0.0 -0.0 -0.1 -0.0 0.1 0.2 0.1 0.5 0.1 -0.9 0.1 0.1 0.3 0.1 0.4 0.1 0.3 0.2 0.1 0.3 0.1 0.4 0.7 0.3 0.7 FEEDCOW 0.6 -0.4 -0.5 -0.2 -0.1 -0.5 -0.1 -0.6 -0.1 0.1 0.1 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 0.4 0.6 -0.3 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.3 0.1 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.3 0.3 0.4 0.4 -0.1 0.0 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 0.1 -0.2 0.2 -0.2 0.4 0.0 -0.3 0.1 0.2 0.3 0.6 -0.0 0.3 GASOLINE -0.4 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.2 -0.0 -0.1 -0.1 -0.2 0.3 0.0 0.2 -0.1 -0.0 -0.2 -0.0 -0.2 -2.3 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.0 -0.2 -0.2 -0.3 0.7 0.7 0.7 0.7 GAS_US_mini -0.4 0.3 0.4 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -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 -0.5 -0.0 0.3 0.3 0.1 -0.7 -0.5 -0.7 GBP 0.6 0.1 -0.4 -0.0 0.0 -0.2 0.1 0.1 0.1 0.1 -0.1 0.2 0.5 0.2 -0.0 0.0 -0.0 0.0 0.0 0.0 -0.0 0.1 0.2 0.2 0.3 0.1 0.1 0.0 0.2 0.3 0.2 0.3 0.0 0.6 0.2 0.0 0.3 -0.2 0.4 -0.2 GOLD_micro 0.6 0.6 0.4 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.2 0.5 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 -0.3 -0.2 -0.1 0.6 0.2 0.1 -0.4 -0.6 HEATOIL -0.6 -0.2 -0.0 -0.1 -0.1 -0.0 -0.2 0.0 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 0.0 -0.1 0.1 -0.1 -2.1 -0.1 -0.1 0.0 -0.2 0.1 -0.1 0.0 -0.0 -0.4 0.1 -0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.5 -0.5 -0.5 -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 -0.2 -0.5 -0.2 -0.6 -0.2 1.0 -0.4 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.3 -0.2 -0.6 -0.0 0.0 -0.1 0.1 0.0 0.1 -0.1 -0.4 -0.0 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.2 -0.2 -0.5 -0.1 -0.5 -0.1 -0.6 -0.5 -0.5 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 -0.2 -0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 0.1 0.0 0.2 0.4 0.2 -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 0.2 1.1 0.5 0.6 0.4 0.6 0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.4 -0.6 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 0.1 0.0 0.1 0.2 0.0 -0.0 -0.0 0.2 -0.0 0.0 -0.0 0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.0 0.3 0.0 1.1 0.4 0.5 -0.3 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 0.0 -0.5 0.1 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.0 -0.6 -0.1 NaN -0.2 -0.0 -0.6 0.1 -0.7 -0.1 -1.2 0.6 0.7 -0.7 -0.2 0.2 0.8 0.3 0.8 MXP 0.5 0.2 0.1 -0.0 0.0 -0.2 0.1 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 0.0 -0.5 -0.4 0.0 0.0 0.2 0.0 0.3 0.0 -0.0 0.3 0.0 0.5 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.4 -0.0 -2.7 0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.3 -0.4 -0.3 -0.1 0.1 -0.0 -0.7 -0.1 -0.7 NIKKEI -0.2 -0.2 0.4 0.0 0.0 0.2 0.0 0.3 0.0 0.0 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 -1.8 0.1 0.0 0.5 -0.0 0.6 0.0 1.0 -0.2 -0.4 0.2 0.6 -0.1 0.2 -0.1 0.3 NZD 0.6 0.2 -0.4 -0.0 0.0 -0.1 0.1 0.1 0.1 -0.2 -0.2 0.1 -0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.3 0.1 2.1 -0.1 -0.1 -0.3 0.0 -0.4 0.0 0.0 -0.3 0.2 -0.0 -0.3 0.1 0.7 0.2 0.7 OAT -0.5 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.2 -0.2 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 1.0 -0.4 -0.2 -0.0 0.1 0.0 0.7 0.3 0.7 OATIES -0.3 -0.0 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 0.0 -0.4 -0.1 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.2 -0.1 -0.1 -0.3 -0.2 -0.8 -0.2 0.1 -0.4 -0.1 -0.4 -0.2 -0.8 -0.3 -0.5 -0.3 -0.1 -0.3 -0.5 -0.1 -0.5 OJ 0.6 -0.2 -0.6 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.1 -0.3 -0.0 -2.7 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.6 0.5 0.2 -0.2 -0.1 -0.5 -0.6 -0.2 -0.5 PALLAD 0.6 0.2 0.4 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 2.5 0.2 0.2 0.5 0.2 0.6 0.2 0.3 0.4 0.2 -0.0 0.1 0.0 -0.3 -0.7 -0.7 PLAT 0.6 0.3 0.1 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 0.1 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.5 0.6 0.2 -0.1 0.7 0.4 -0.7 -0.5 REDWHEAT -0.2 0.2 0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.1 0.9 -0.1 -0.0 -0.2 -0.1 -0.5 -0.1 -1.0 -0.1 -0.0 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.0 0.2 -0.5 -0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.4 -0.1 0.0 -0.1 0.0 -0.4 -0.1 -0.5 -0.1 -1.0 -0.0 -0.2 -0.2 -0.3 -0.3 -0.5 0.0 -0.5 ROBUSTA -0.6 -0.5 0.1 -0.2 -0.1 -0.5 -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 -0.1 -0.2 0.0 -0.2 1.1 -0.5 -0.6 -0.2 0.4 -0.1 0.5 0.3 0.7 RUSSELL 0.5 -0.1 0.2 0.0 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 0.0 0.3 0.1 0.9 0.1 -0.0 0.2 0.0 0.3 0.0 0.0 -0.0 0.3 0.0 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.5 -0.4 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.4 -0.1 -0.3 -0.2 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.2 1.2 -0.2 -0.1 -0.4 -0.2 -0.3 -0.2 -1.1 -0.5 -0.6 -0.6 -0.6 0.5 0.7 0.7 0.7 SILVER-mini 0.6 0.6 0.3 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 0.1 0.7 -0.3 -0.1 SMI 0.4 0.5 0.5 0.1 0.1 0.3 0.0 0.5 0.0 0.2 0.5 0.2 0.6 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 0.5 0.2 0.9 0.5 0.6 0.6 0.5 0.1 0.7 0.2 0.7 SOFR -0.4 -0.3 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.1 0.6 -0.1 -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 -0.2 -0.0 0.1 0.1 -0.3 -0.5 -0.3 -0.7 SOYBEAN -0.6 0.1 0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.3 -0.2 0.2 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.0 -0.2 -1.0 -0.0 -0.2 0.3 -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 0.2 0.6 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 0.0 -0.2 -0.3 -0.1 0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.2 -0.1 -0.1 -1.8 0.1 -0.1 0.3 -0.2 0.0 -0.1 -0.9 -0.2 -0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.3 -0.1 -0.3 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.1 -0.2 0.3 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.2 0.1 -0.2 -2.6 -0.2 -0.2 -0.2 -0.2 0.0 -0.2 0.0 -0.5 -0.6 -0.1 0.4 -0.7 -0.6 -0.7 -0.7 SP400 0.5 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 0.0 0.1 0.1 0.2 0.0 0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.2 0.1 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.3 -0.3 0.1 0.0 0.2 0.0 0.4 0.0 -0.0 0.4 0.0 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.0 -2.4 0.0 -0.0 0.2 -0.1 0.4 -0.0 -0.3 -0.3 -0.2 -0.0 -0.0 -0.0 -0.7 -0.0 -0.7 SUGAR11 0.4 0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -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 -0.4 -0.0 -0.6 -0.0 1.1 0.3 0.3 0.1 0.1 -0.4 -0.6 -0.1 -0.5 US10 -0.3 -0.2 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 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 -0.0 -0.2 -0.0 0.3 0.2 0.3 -0.7 -0.7 -0.5 -0.7 US10U -0.3 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.2 0.1 0.4 -0.1 0.1 -0.2 0.0 0.0 -0.0 0.0 0.0 -0.0 0.1 -0.0 0.2 -0.1 -1.9 0.0 0.0 0.3 -0.0 0.5 -0.1 -0.3 -0.1 0.3 0.2 0.6 -0.4 -0.4 -0.4 -0.7 US2 -0.1 -0.2 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 0.1 0.0 -0.0 2.3 -0.0 0.1 0.0 0.1 0.2 0.0 -1.1 0.3 0.4 0.1 0.1 -0.7 -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 -0.0 0.0 -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 -0.1 0.5 -0.1 -0.6 US30 -0.4 -0.3 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 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 -0.0 0.1 -0.1 0.1 -0.1 -0.4 -0.2 0.1 -0.1 0.4 -0.1 0.3 -0.0 -0.5 US5 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.3 -0.0 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.2 -0.0 -0.5 -0.0 0.1 0.1 0.0 0.3 -0.0 -0.5 0.1 0.3 0.2 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -0.3 -0.3 -0.3 -0.3 -0.5 -0.3 -0.3 -0.3 -0.3 -0.9 -0.3 -0.9 -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 -0.3 -0.5 -0.3 -0.3 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.4 -0.0 0.1 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 -0.2 -0.5 -0.2 1.5 -0.2 -0.2 -0.3 -0.2 -0.5 -0.2 -1.1 -0.2 -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 17.5 4.3 0.3 -4.2 4.9 -5.5 12.9 1.9 8.2 -14.2 12.0 13.0 5.0 15.4 7.6 0.5 -1.0 -0.2 -0.6 10.6 6.8 5.1 4.0 13.2 17.3 9.1 -7.1 5.6 2.9 1.6 11.6 4.9 -14.6 8.8 16.4 13.3 5.5 20.0 8.1 20.0 BITCOIN 3.0 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -9.8 -10.1 -11.4 3.7 -15.8 -16.4 -4.2 -6.6 -5.1 -5.8 -20.0 -18.3 -12.9 -3.1 -19.7 -20.0 -20.0 -6.0 -16.8 -11.2 -2.9 -17.4 -0.1 -20.0 -20.0 -20.0 -20.0 5.1 -2.4 -20.0 -16.2 BOBL -19.2 -14.5 -3.7 -8.7 -1.6 -3.7 -6.1 -3.0 -11.2 -9.7 -11.5 -14.7 -3.8 -16.3 -14.7 -20.0 5.4 4.3 8.3 -16.5 -9.3 -16.0 -5.4 -20.0 2.8 -20.0 -12.7 -11.6 -20.0 -5.9 -20.0 6.3 -20.0 -20.0 -20.0 -10.5 5.6 20.0 18.2 20.0 BTP -12.6 -9.6 0.5 -11.5 -2.2 -4.9 -8.0 -3.9 -14.8 1.2 13.1 -11.4 19.0 -12.9 4.8 13.4 9.3 10.6 9.9 -3.6 4.6 -6.5 10.5 -9.0 -20.0 -6.8 -5.6 3.9 -10.3 11.1 -14.1 10.4 -13.1 -0.8 3.5 7.3 1.2 20.0 9.8 20.0 BUND -18.6 -13.5 0.0 -10.0 -1.9 -4.2 -6.9 -3.4 -12.8 -16.0 -10.9 -18.7 -10.3 -19.8 -16.0 13.1 4.0 5.1 4.1 -16.6 -9.2 -19.8 -7.8 -20.0 -0.4 -20.0 -20.0 -11.8 -20.0 -7.0 -20.0 1.0 -20.0 -20.0 -18.9 -7.2 1.6 20.0 9.0 20.0 BUXL -15.6 -12.6 -0.4 -10.1 -1.9 -4.3 -7.0 -3.5 -13.0 -18.8 -17.8 -20.0 -20.0 -20.0 -17.9 4.1 3.2 4.1 3.8 -20.0 -16.4 -20.0 -19.8 -20.0 0.6 -20.0 -20.0 -20.0 -20.0 -18.7 -20.0 -0.1 -20.0 -20.0 -19.7 -10.0 -6.4 18.6 -1.4 8.0 CAC 1.4 -5.9 8.8 7.2 7.4 12.1 4.1 14.1 4.8 19.8 16.0 18.6 18.1 0.5 10.8 -4.1 -1.9 -3.3 -2.5 6.9 11.3 8.7 12.1 4.9 5.8 5.6 16.2 7.1 10.2 4.2 5.0 5.7 5.8 -9.7 -6.2 -4.7 13.9 20.0 10.5 20.0 CAD 20.0 12.4 -7.4 -4.1 4.8 -5.4 12.6 1.8 8.1 7.8 -9.3 20.0 -6.8 20.0 2.6 -7.5 -7.5 -8.1 -8.0 8.4 -3.1 16.8 -6.7 20.0 20.0 6.4 3.4 -3.7 17.0 -5.5 19.2 -7.0 5.7 16.7 17.0 -5.2 -20.0 -20.0 -19.7 -20.0 CANOLA -20.0 -3.1 -12.3 -20.0 -19.5 -20.0 -20.0 -20.0 -19.2 -13.9 -11.2 -15.2 -2.3 -13.6 -12.6 -20.0 -13.7 -20.0 -17.4 -16.0 -10.5 -20.0 -5.6 -20.0 8.1 -18.3 -20.0 -12.2 -20.0 -7.3 -20.0 -15.7 -20.0 -20.0 -5.2 2.1 17.9 20.0 20.0 20.0 CHF 8.9 -5.9 -8.9 -3.5 4.1 -4.6 10.9 1.6 6.9 16.1 3.0 16.2 12.7 0.9 -10.2 -17.2 -16.2 -16.8 -16.2 -2.0 0.2 11.7 8.4 5.5 -1.5 -1.4 9.9 1.5 12.7 9.2 5.9 -20.0 15.0 -2.8 -3.9 4.0 -8.0 -20.0 -7.8 -20.0 COCOA 20.0 -2.6 -20.0 -12.6 -11.2 -15.0 -11.9 -14.5 -11.1 -2.5 -7.3 3.9 -3.1 0.3 -4.8 -3.1 7.2 -2.3 1.5 -5.0 -9.4 2.8 -4.8 2.1 -20.0 -5.5 -2.4 -6.9 0.7 -1.6 -0.8 18.1 16.5 10.8 -1.1 -5.2 -9.3 -1.9 0.2 3.2 COFFEE -19.0 -11.1 11.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.2 12.4 -18.1 14.5 -16.3 0.5 20.0 15.3 20.0 19.7 -3.2 10.9 -20.0 19.3 -19.4 -20.0 -2.0 -20.0 14.9 -20.0 20.0 -17.7 20.0 -20.0 -16.4 -2.8 20.0 19.1 15.5 20.0 20.0 COPPER 14.7 10.5 11.9 18.6 20.0 20.0 20.0 20.0 20.0 10.1 0.9 12.2 0.7 12.3 12.8 -8.5 -6.2 -7.4 -6.6 13.8 9.8 11.5 6.9 14.2 -4.8 10.5 10.2 9.6 9.2 10.9 10.7 -0.2 -20.0 -9.0 -1.3 -14.9 20.0 19.8 20.0 20.0 CORN -3.9 3.3 5.7 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.0 -3.5 -14.3 -10.6 -10.6 6.6 -20.0 -19.6 -20.0 -20.0 -0.1 -2.0 -6.4 -11.4 -4.4 9.8 -1.8 -4.1 0.2 -9.8 -8.0 -8.4 -20.0 12.5 5.4 20.0 20.0 -9.1 -7.6 3.3 -3.0 COTTON2 0.9 -6.2 -5.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -1.1 -20.0 -13.4 -20.0 -20.0 -20.0 -18.0 -15.6 -18.0 -17.0 -17.9 -20.0 -8.0 -20.0 -12.8 -12.8 -20.0 -5.1 -20.0 -14.1 -20.0 -20.0 -17.7 13.5 6.7 2.1 12.7 -5.8 -13.2 -4.1 -10.3 CRUDE_W -4.2 -4.9 -6.6 -9.8 -19.8 -2.2 -20.0 0.5 -19.0 -10.6 -14.1 -15.1 -14.6 -17.9 -20.0 -1.3 4.6 0.5 2.4 -13.9 -12.1 -15.6 -11.5 -15.3 7.9 -20.0 -13.6 -17.3 -20.0 -15.2 -20.0 -14.0 10.4 7.9 -10.8 -19.6 20.0 20.0 11.8 20.0 DAX 13.7 -7.1 -10.8 6.1 6.2 10.2 3.4 11.9 4.1 6.2 8.8 15.2 16.3 9.6 1.7 -6.7 -6.6 -6.4 -6.2 1.8 2.5 8.7 13.4 7.6 -11.8 0.9 5.1 -0.8 7.7 6.8 6.7 -1.5 8.9 6.8 -4.3 -20.0 6.2 20.0 3.8 20.0 DOW 11.8 -2.9 3.5 4.6 4.8 7.8 2.6 9.1 3.1 -1.3 14.1 8.1 13.8 9.5 10.4 -6.9 -8.2 -7.7 -7.8 11.8 13.6 5.5 13.6 10.0 -10.7 8.1 1.2 9.8 4.0 10.2 6.8 -4.3 4.1 7.0 10.9 4.5 -5.2 -20.0 -8.3 -20.0 DX -18.4 1.7 12.3 -3.8 4.4 -5.0 11.7 1.7 7.5 -4.9 4.9 -16.1 -14.1 -13.6 7.9 5.7 6.1 6.0 6.0 -0.6 1.3 -11.7 -7.5 -11.2 -20.0 -1.7 0.9 2.6 -14.4 -3.5 -14.1 16.7 -20.0 -20.0 5.1 14.9 2.6 16.1 5.0 18.5 EUR 17.2 0.3 -6.3 -4.3 5.0 -5.7 13.3 1.9 8.5 11.8 8.6 20.0 18.1 18.9 -4.6 -8.3 -7.9 -8.3 -8.0 5.6 5.5 14.1 15.5 14.8 15.1 9.5 2.8 6.6 18.3 13.8 20.0 -7.3 10.1 14.5 12.7 5.9 -3.5 -20.0 -2.2 -20.0 EURIBOR-ICE -20.0 -16.5 -9.1 -6.3 -1.2 -2.7 -4.4 -2.2 -8.1 -4.9 -5.9 -10.5 5.0 -11.8 -10.5 12.4 11.2 12.7 12.5 -11.9 -5.3 -12.1 0.7 -15.8 2.0 -13.9 -6.7 -6.5 -14.8 -1.0 -18.9 14.5 -20.0 -20.0 -17.2 -8.2 6.2 20.0 13.9 20.0 EUROSTX 7.8 -3.9 8.5 6.7 6.8 11.2 3.8 13.1 4.5 14.3 19.1 18.0 20.0 12.4 16.2 -1.3 -1.7 -2.6 -2.3 13.3 16.3 9.5 18.5 11.0 -6.8 11.7 11.1 12.1 9.4 11.0 10.2 5.9 6.3 3.1 8.4 3.1 11.9 20.0 9.1 20.0 FEEDCOW 20.0 -13.3 -16.7 -14.1 -12.6 -16.8 -13.3 -16.2 -12.4 7.3 2.0 9.4 6.3 3.5 -1.8 13.5 9.3 14.4 13.3 1.4 3.4 10.0 10.0 7.5 -20.0 -1.1 5.5 3.3 6.0 11.6 2.8 20.0 16.6 19.0 -10.3 8.8 20.0 20.0 20.0 20.0 GASOIL -19.4 -8.1 1.8 -6.3 -12.8 -1.4 -15.7 0.3 -12.3 -11.7 5.3 -13.2 5.2 -10.1 -5.3 12.9 15.4 18.0 17.6 -5.9 1.4 -16.6 3.2 -14.0 -1.6 -5.1 -13.2 2.8 -17.2 4.3 -14.0 8.1 0.0 -10.3 2.1 7.1 10.3 17.2 -0.4 8.1 GASOLINE -13.9 -5.4 -3.1 -8.4 -17.0 -1.9 -20.0 0.4 -16.3 -9.4 -2.6 -14.9 -0.3 -13.8 -9.7 -9.9 14.2 2.1 11.0 -9.9 -3.8 -19.3 -1.4 -17.1 -17.4 -16.4 -14.6 -9.1 -20.0 -4.8 -20.0 3.0 0.1 -7.1 -6.0 -10.5 20.0 20.0 20.0 20.0 GAS_US_mini -13.1 10.6 12.6 -6.6 -13.2 -1.5 -16.2 0.3 -12.7 -13.0 -5.1 -13.6 -8.6 -7.6 -0.5 20.0 -20.0 -20.0 -20.0 -1.5 -0.8 -17.5 -3.1 -9.8 20.0 -0.7 -11.0 0.2 -13.1 -1.4 -7.4 -20.0 -20.0 -0.4 8.3 8.3 3.7 -20.0 -15.3 -20.0 GBP 20.0 2.3 -13.4 -4.3 5.0 -5.6 13.2 1.9 8.4 10.5 -3.4 20.0 12.6 19.0 -1.4 0.2 -0.0 0.2 0.1 3.8 -1.2 13.8 5.6 14.5 2.1 6.1 6.7 0.2 16.7 7.4 18.3 6.4 0.9 20.0 5.1 1.5 8.3 -5.7 10.8 -5.7 GOLD_micro 19.0 20.0 13.4 18.0 20.0 20.0 20.0 20.0 19.9 13.3 12.0 14.8 13.4 11.9 12.0 -8.8 -10.5 -8.9 -9.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 14.3 20.0 16.3 20.0 17.8 -6.5 -10.9 -7.2 -2.3 20.0 5.6 3.5 -11.9 -17.1 HEATOIL -20.0 -7.0 -0.5 -6.2 -12.5 -1.4 -15.3 0.3 -12.0 -11.7 4.2 -12.9 4.8 -10.3 -5.6 15.2 11.1 14.8 12.8 -5.5 1.2 -16.5 3.2 -13.4 -15.9 -5.3 -12.9 0.7 -15.6 3.1 -12.6 0.6 -1.1 -11.3 3.6 -0.0 20.0 11.2 -6.0 -9.7 JGB-SGX-mini -16.8 -16.5 -15.4 -6.8 -1.3 -2.9 -4.7 -2.3 -8.7 -10.5 -15.2 -13.5 -14.4 -14.3 -15.0 20.0 14.4 16.5 14.8 -20.0 -20.0 -19.3 -19.1 -20.0 -5.0 -20.0 -20.0 -18.9 -20.0 -15.7 -20.0 18.7 -15.4 -20.0 -20.0 -20.0 -9.4 -20.0 -0.4 -20.0 JPY 10.4 -6.1 -17.3 -2.8 3.3 -3.7 8.7 1.3 5.6 -9.1 -16.0 -2.7 -14.1 -11.1 -14.7 -9.6 -10.8 -10.0 -10.0 -15.7 -18.5 -7.4 -15.5 -8.8 20.0 -17.1 -18.8 -18.1 -9.2 -13.7 -10.7 -11.4 -20.0 -15.4 -17.5 -20.0 -7.0 -12.4 -6.7 -14.6 LEANHOG 20.0 -4.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 13.5 0.9 19.4 10.0 15.1 -7.0 -20.0 20.0 -0.9 20.0 0.4 -2.6 17.5 4.9 13.8 -2.2 1.2 9.9 -4.1 17.4 2.0 14.9 20.0 20.0 20.0 12.6 20.0 0.9 11.4 10.5 20.0 LIVECOW 20.0 -12.4 -20.0 -13.9 -12.4 -16.4 -13.1 -15.9 -12.2 6.2 1.3 9.1 5.9 3.6 -1.1 -1.6 7.6 -1.8 2.4 -0.0 1.0 8.1 7.0 5.9 -20.0 -2.8 3.4 0.3 4.4 7.6 1.3 20.0 15.9 14.3 -9.8 5.7 20.0 15.3 20.0 20.0 LUMBER-new 11.8 -17.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 2.0 -16.4 10.9 -14.6 -10.0 -14.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 4.0 -20.0 -5.9 NaN -20.0 -1.4 -20.0 5.3 -18.0 -4.4 -20.0 20.0 20.0 -20.0 -6.6 4.1 20.0 8.1 20.0 MXP 14.4 7.4 3.2 -4.5 5.2 -5.8 13.7 2.0 8.7 20.0 20.0 20.0 20.0 20.0 20.0 13.1 12.9 13.0 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 17.9 20.0 20.0 20.0 20.0 20.0 18.9 18.0 20.0 20.0 9.4 9.4 12.5 13.3 NASDAQ_micro 0.5 -15.8 -11.9 4.2 4.3 7.1 2.4 8.3 2.8 -1.0 11.7 1.5 12.7 0.7 4.8 -7.4 -8.7 -8.2 -8.4 3.9 11.0 -5.4 15.0 -2.0 -20.0 0.7 -1.3 7.1 -5.9 10.7 -4.1 -5.3 -16.9 -8.8 -3.1 3.6 -1.0 -20.0 -1.5 -20.0 NIKKEI -6.0 -7.2 11.6 3.9 4.0 6.5 2.2 7.6 2.6 1.9 10.8 1.0 11.4 -2.2 7.8 6.8 6.7 4.3 5.1 9.6 18.3 -2.2 19.0 0.8 -13.5 9.3 2.7 18.3 -2.3 17.9 0.2 19.5 -6.5 -11.0 5.4 20.0 -3.6 4.6 -3.2 8.5 NZD 20.0 5.1 -12.8 -3.4 4.0 -4.5 10.6 1.5 6.7 -16.8 -8.9 12.6 -11.3 13.8 -5.0 -4.1 -3.4 -4.3 -4.0 -0.6 -9.3 3.7 -10.1 8.1 15.8 -5.2 -7.8 -12.8 1.4 -12.2 4.6 0.0 -10.5 7.6 -0.3 -10.5 3.4 20.0 6.2 20.0 OAT -15.1 -5.6 3.6 -9.2 -1.7 -3.9 -6.4 -3.1 -11.8 -12.2 1.2 -15.5 -4.5 -14.9 -1.0 14.9 12.6 16.4 15.6 -6.5 -2.4 -12.6 -3.3 -12.0 0.9 -8.8 -17.5 -2.9 -16.6 -1.9 -15.8 18.1 -17.7 -7.6 -1.0 2.5 0.3 20.0 8.8 20.0 OATIES -9.4 -0.9 -8.4 -20.0 -18.4 -20.0 -19.5 -20.0 -18.2 4.7 -13.4 -5.9 -11.8 -9.0 -11.9 -16.7 -11.7 -20.0 -17.3 -13.9 -13.2 -8.7 -11.1 -14.3 -5.8 -15.7 5.9 -14.3 -9.2 -11.7 -15.7 -14.1 -12.0 -14.8 -10.5 -3.3 -7.9 -14.6 -3.4 -15.4 OJ 20.0 -6.4 -20.0 -9.9 -8.8 -11.7 -9.3 -11.4 -8.7 5.7 -6.3 5.0 -6.4 -2.1 -5.7 -5.0 2.2 -4.1 -1.7 -7.5 -10.2 6.3 -9.5 -1.0 -20.0 -5.9 12.2 -7.3 5.4 -6.3 -1.0 10.8 20.0 7.2 -4.7 -4.6 -14.8 -17.1 -6.4 -16.4 PALLAD 19.3 6.5 13.1 16.0 20.0 18.2 20.0 17.8 17.8 12.1 8.3 13.2 7.4 9.4 8.1 -4.0 -3.1 -3.4 -3.2 16.5 14.5 20.0 11.7 20.0 18.6 16.0 20.0 17.1 20.0 16.3 19.7 5.3 15.9 5.2 -0.8 2.3 1.4 -9.4 -20.0 -20.0 PLAT 20.0 9.2 3.9 19.1 20.0 20.0 20.0 20.0 20.0 14.5 13.7 16.0 12.7 13.7 12.6 -6.6 -4.0 -5.0 -4.2 20.0 20.0 20.0 20.0 20.0 0.7 18.0 20.0 17.6 20.0 19.5 20.0 3.7 20.0 20.0 6.3 -3.5 20.0 11.2 -20.0 -13.9 REDWHEAT -6.9 4.9 6.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.7 -17.5 -12.0 -20.0 -11.5 -7.4 -14.9 -16.2 -15.7 -16.5 -8.0 -12.2 -11.3 -20.0 -10.7 6.7 -6.1 -3.5 -7.2 -13.4 -14.5 -11.6 -18.1 -2.6 -0.9 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 1.3 6.2 -16.3 -12.2 -10.9 -14.5 -11.5 -14.0 -10.8 -1.0 -9.0 -5.1 -9.0 -6.8 -8.5 -20.0 -13.4 -20.0 -19.1 -12.3 -15.5 -6.3 -16.2 -9.1 0.2 -11.2 0.6 -13.5 -5.7 -14.5 -8.4 -18.3 -0.5 -5.4 -5.9 -9.8 -9.6 -14.9 1.0 -13.9 ROBUSTA -20.0 -15.1 3.9 -14.4 -12.8 -17.1 -13.6 -16.5 -12.7 -8.6 0.9 -9.8 -0.6 -9.1 -4.5 13.7 12.9 11.3 11.6 -8.2 -1.9 -20.0 0.5 -17.7 -20.0 -7.1 -16.9 -1.9 -19.1 0.5 -14.7 20.0 -20.0 -20.0 -7.1 13.0 -4.2 15.9 9.2 20.0 RUSSELL 14.4 -3.6 4.9 4.5 4.6 7.6 2.6 8.8 3.0 -6.6 13.1 5.4 11.9 8.8 9.6 -4.4 -5.2 -4.7 -4.9 8.9 10.6 2.0 10.1 7.4 6.5 5.9 -1.9 8.3 0.8 8.5 4.6 0.7 -1.8 8.2 0.7 1.9 -5.7 -20.0 -11.8 -20.0 SHATZ -14.5 -11.3 -8.9 -8.1 -1.5 -3.4 -5.6 -2.8 -10.4 -1.3 -15.5 -11.7 -7.4 -14.3 -15.3 -20.0 -17.2 -16.6 -15.8 -17.4 -13.3 -12.7 -8.7 -18.7 8.7 -20.0 -8.4 -15.6 -17.9 -9.1 -20.0 -20.0 -20.0 -20.0 -20.0 -17.1 14.7 20.0 20.0 20.0 SILVER-mini 20.0 17.6 9.5 17.5 20.0 19.9 20.0 19.4 19.3 12.4 14.2 14.1 13.7 14.4 14.5 -5.3 -6.3 -5.6 -6.0 20.0 20.0 20.0 20.0 20.0 -10.6 20.0 20.0 20.0 20.0 20.0 20.0 0.1 20.0 20.0 20.0 20.0 4.3 20.0 -9.1 -2.0 SMI 13.3 15.4 15.2 6.4 6.6 10.8 3.7 12.6 4.3 18.6 19.7 20.0 15.3 20.0 20.0 9.7 4.6 7.2 5.5 20.0 20.0 20.0 15.9 20.0 12.5 20.0 20.0 20.0 20.0 13.1 20.0 17.7 20.0 20.0 20.0 14.8 4.0 20.0 5.3 20.0 SOFR -12.6 -10.0 -6.8 -10.6 -2.0 -4.5 -7.4 -3.6 -13.6 6.4 9.1 -12.8 15.3 -13.5 -13.0 7.7 5.9 7.5 7.0 -7.5 2.6 -7.1 10.6 -11.5 -20.0 -6.3 0.2 3.3 -5.8 10.3 -10.1 5.1 -9.6 -0.0 3.1 2.0 -9.4 -16.2 -8.3 -20.0 SOYBEAN -20.0 1.8 9.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 11.9 -20.0 4.5 -11.7 3.0 -2.8 -5.2 -2.7 -4.6 -1.3 6.8 -20.0 1.0 -19.4 -7.3 -2.7 -20.0 11.8 -20.0 6.5 -20.0 1.3 -20.0 -20.0 20.0 20.0 -20.0 -8.0 -20.0 -3.4 SOYMEAL -20.0 4.8 20.0 -20.0 -19.4 -20.0 -20.0 -20.0 -19.2 -13.6 1.5 -15.0 -8.5 -8.2 0.7 -11.2 -14.9 -13.5 -15.2 -1.0 2.6 -17.0 -4.1 -12.4 -13.3 6.0 -14.2 9.7 -16.5 0.2 -8.9 -16.2 -9.4 -17.1 20.0 20.0 -17.5 -20.0 -8.4 -20.0 SOYOIL -9.4 -2.2 -9.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -4.9 -20.0 7.8 -13.2 -14.9 -8.4 -5.3 -8.1 -6.9 -11.5 -3.8 -20.0 4.7 -20.0 -19.6 -19.5 -20.0 -8.2 -20.0 0.2 -20.0 0.1 -20.0 -20.0 -4.1 11.1 -20.0 -18.4 -20.0 -20.0 SP400 14.8 1.3 -0.8 4.7 4.8 7.9 2.7 9.2 3.1 -4.0 12.6 7.0 7.6 9.9 8.4 -5.5 -5.9 -5.7 -5.7 6.8 5.8 4.8 5.4 8.1 1.2 3.4 2.4 2.2 3.7 1.8 5.4 -0.7 3.8 7.5 3.4 -9.8 -5.0 -20.0 -8.2 -20.0 SP500_micro 3.5 -9.4 -9.5 5.3 5.5 8.9 3.0 10.4 3.6 -1.5 16.4 4.1 17.0 7.0 9.8 -8.3 -9.5 -9.0 -9.1 7.6 15.5 -3.6 20.0 1.3 -17.9 1.7 -1.0 7.9 -4.7 12.0 -2.4 -6.5 -13.1 -5.7 -0.6 -0.4 -0.2 -20.0 -0.5 -20.0 SUGAR11 11.1 4.9 -7.6 -20.0 -19.5 -20.0 -20.0 -20.0 -19.3 -3.2 -13.3 -3.0 -14.5 1.6 -9.6 18.9 10.6 15.1 10.3 -7.9 -14.9 -2.2 -17.3 -1.9 -20.0 -8.8 -3.6 -15.6 -2.8 -16.8 -2.4 20.0 11.4 10.2 3.5 1.8 -11.6 -18.2 -4.2 -13.9 US10 -10.1 -7.4 1.3 -8.9 -1.7 -3.8 -6.2 -3.0 -11.5 8.6 11.3 -7.7 6.0 -9.0 -3.5 1.9 0.4 2.0 1.6 -2.3 4.3 -1.9 6.6 -5.4 -8.5 -0.2 3.8 6.6 0.2 9.4 -3.1 -4.2 -0.7 8.0 5.8 10.3 -19.6 -20.0 -14.3 -20.0 US10U -10.5 -7.9 4.4 -11.6 -2.2 -4.9 -8.1 -4.0 -14.9 6.6 15.2 -13.5 4.0 -14.8 1.2 2.0 -0.6 1.3 0.5 -1.8 6.5 -3.3 7.4 -6.9 -14.0 0.8 3.8 11.5 -1.7 14.0 -5.6 -6.4 -2.5 9.7 6.8 19.7 -10.8 -12.1 -11.3 -20.0 US2 -2.9 -6.2 -1.4 -8.7 -1.6 -3.7 -6.1 -3.0 -11.2 12.6 0.4 4.9 -3.3 -3.2 -6.4 -10.5 -14.7 -11.9 -12.6 -2.9 -0.3 6.0 1.0 -0.5 17.3 -1.5 9.1 1.3 7.9 4.4 1.3 -20.0 14.1 12.1 3.9 3.3 -19.7 -11.8 -20.0 -20.0 US20 -13.0 -11.1 5.8 -7.8 -1.5 -3.3 -5.4 -2.7 -10.0 4.7 7.1 -10.0 -3.8 -12.7 -1.5 4.2 3.2 4.1 3.9 -4.3 1.7 -4.9 1.8 -8.0 -9.2 -3.5 -0.0 4.4 -4.7 5.7 -8.1 0.0 -4.0 2.4 -0.5 12.1 -2.1 14.1 -2.3 -17.2 US30 -12.0 -10.7 6.1 -9.2 -1.7 -3.9 -6.4 -3.2 -11.9 0.3 3.9 -14.0 -9.1 -17.1 -3.5 1.1 -1.8 0.3 -0.7 -6.7 -0.5 -7.6 -1.8 -10.9 -5.4 -6.5 -3.0 2.5 -8.7 2.8 -12.2 -8.4 -6.6 2.0 -1.8 11.8 -1.8 8.4 -0.3 -14.4 US5 -7.6 -6.5 -1.6 -9.0 -1.7 -3.8 -6.2 -3.1 -11.5 9.8 9.3 -3.8 5.8 -6.2 -5.0 -0.3 -2.9 -1.1 -1.7 -2.3 2.9 1.4 5.6 -3.2 -3.6 -0.6 6.6 4.7 3.6 8.4 -1.3 -10.0 4.9 9.0 6.5 6.4 -20.0 -18.6 -20.0 -20.0 VIX -18.2 -6.2 -6.0 -16.0 -20.0 -11.1 -20.0 -5.1 -20.0 -20.0 -20.0 -20.0 -15.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.9 -14.0 -20.0 -8.9 -20.0 NaN -18.2 -20.0 -12.5 -20.0 -6.0 -20.0 NaN NaN NaN NaN NaN -3.5 -20.0 NaN NaN WHEAT -13.1 -1.0 2.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.9 -20.0 -20.0 -20.0 -19.9 -16.5 -16.5 -18.0 -17.0 -17.4 -14.7 -15.2 -20.0 -20.0 -19.4 11.1 -14.4 -17.3 -10.4 -20.0 -14.0 -20.0 -20.0 -7.1 -14.5 15.9 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3