******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251222_204124 produced at 2025-12-22 21:39:54.695742 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 SOFR False True 0.12 0.00 -2.00 0.0 0.00 0.00 0.00 0.00 -17.02 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.78 0.0 0.00 0.00 0.00 0.00 -43.53 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -6.33 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.37 0.0 1.39 -1.39 0.00 0.00 -2.68 10.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.33 0.0 999.00 -999.00 -0.24 -0.24 -35.44 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 -25.36 59.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -1.13 13.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.09 0.0 1.25 -1.25 0.00 0.00 -1.33 19.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.08 -0.08 0.0 0.66 -0.66 -0.08 -0.08 -1.99 17.0 -2 -2 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -4.98 11.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.33 -1.33 0.00 0.00 -1.35 25.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.51 -0.06 0.0 0.72 -0.72 -0.51 -0.51 -0.83 10.0 -7 -7 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.05 0.0 0.14 -0.14 0.00 0.00 -1.78 5.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.93 -0.93 0.00 0.00 -0.93 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.11 3.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.14 4.0 -3 -3 caleb_strategy_v3 US10U False False 0.06 0.00 -0.04 0.0 0.73 -0.73 0.00 0.00 -0.66 13.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.25 -0.04 0.0 0.25 -0.25 -0.25 -0.25 -0.57 4.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.88 2.0 0 0 caleb_strategy_v3 CHF False False 0.08 -0.15 -0.04 0.0 1.01 -1.01 -0.15 -0.15 -0.49 13.0 -2 -2 caleb_strategy_v3 DX False False 0.05 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.94 999999999.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 -0.00 -0.03 0.0 0.22 -0.22 -0.00 -0.00 -6.93 51.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -2.68 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.12 -0.03 0.0 0.57 -0.57 -0.12 -0.12 -1.19 23.0 -5 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.14 -0.14 -0.03 -0.03 -3.24 18.0 -4 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.04 -2.39 9.0 -2 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.03 0.0 0.14 -0.14 -0.12 -0.12 -1.73 10.0 -8 -8 caleb_strategy_v3 SP500_micro False False 0.02 -0.10 -0.02 0.0 0.81 -0.81 -0.10 -0.12 -1.15 48.0 -6 -7 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.67 8.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -0.43 3.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.02 0.0 0.18 -0.18 -0.03 -0.03 -0.80 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.31 9.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -5.36 26.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 -0.07 -0.02 0.0 999.00 -999.00 -0.07 -0.04 -0.65 999999999.0 -2 -1 caleb_strategy_v3 US30 False False 0.06 -0.17 -0.02 0.0 0.34 -0.34 -0.17 -0.17 -0.34 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.06 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.30 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 -0.45 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 -0.72 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 -0.42 26.0 -1 -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 GASOIL False False 0.03 0.03 0.01 0.0 0.12 -0.12 0.03 0.03 0.20 4.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.01 0.01 0.0 0.78 -0.78 0.01 0.00 0.94 66.0 1 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.01 0.0 0.68 -0.68 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.01 0.0 0.68 -0.68 0.14 0.14 0.09 10.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.76 -0.76 0.00 0.00 0.34 17.0 0 0 caleb_strategy_v3 SP400 False False 0.17 0.33 0.02 0.0 0.33 -0.33 0.33 0.33 0.10 2.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.03 0.0 0.66 -0.66 0.08 0.08 0.38 8.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.59 -0.59 0.00 0.00 1.19 21.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.43 -0.43 0.00 0.00 4.28 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.04 0.0 0.81 -0.81 0.00 0.00 3.18 58.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.04 0.0 1.03 -1.03 0.00 0.00 1.15 29.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.22 -1.22 0.00 0.00 2.48 56.0 0 0 caleb_strategy_v3 PALLAD False False 0.09 0.00 0.05 0.0 0.18 -0.18 0.00 0.00 0.56 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 0.77 999999999.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.07 0.0 0.23 -0.23 0.03 0.03 3.94 13.0 2 2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.07 0.0 0.52 -0.52 0.00 0.05 1.25 10.0 0 1 caleb_strategy_v3 GBP False False 0.04 0.04 0.09 0.0 0.90 -0.90 0.04 0.04 2.16 22.0 1 1 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.19 12.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.11 0.0 1.00 -1.00 0.00 0.00 1.59 14.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.16 0.11 0.0 0.56 -0.56 0.16 0.17 7.37 36.0 10 11 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.11 0.0 0.66 -0.66 0.20 0.16 3.30 20.0 6 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.13 0.0 0.61 -0.61 0.00 0.00 4.01 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.33 0.16 0.0 999.00 -999.00 0.33 0.33 2.44 999999999.0 5 5 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.34 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.58 0.90 0.0 0.80 -0.80 0.58 0.60 67.43 60.0 43 45 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.7 Shocked risk 78.9 Sum abs risk 67.7 Leverage 8.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2057897.3900000001, 'annual_cash_vol_target': 514474.3475, 'daily_cash_vol_target': 32154.64671875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6654 0.4920 7.8719 BITCOIN 2199.0211 88580.0000 2.4825 39.7204 BOBL 0.1725 115.9200 0.1488 2.3806 BTP 0.4082 119.7200 0.3410 5.4559 BUND 0.3458 127.0400 0.2722 4.3557 BUXL 0.7731 108.8000 0.7106 11.3689 CAC 51.5255 8131.0000 0.6337 10.1391 CAD 0.0026 0.7302 0.3524 5.6383 CANOLA 7.5921 613.7000 1.2371 19.7937 CHF 0.0049 1.2740 0.3825 6.1193 COCOA 134.1417 5911.0000 2.2694 36.3097 COFFEE 5.8969 333.4500 1.7685 28.2954 COPPER 0.0632 5.4980 1.1503 18.4047 CORN 3.6579 463.7500 0.7888 12.6204 COTTON2 0.6292 63.6100 0.9891 15.8252 CRUDE_W 0.8375 57.4900 1.4569 23.3096 DAX 158.6868 24458.0000 0.6488 10.3810 DOW 305.8323 48718.0000 0.6278 10.0442 DX 0.3264 97.9600 0.3332 5.3312 EUR 0.0040 1.1803 0.3350 5.3596 EURIBOR-ICE 0.0346 97.5750 0.0355 0.5676 EUROSTX 40.2299 5767.0000 0.6976 11.1614 FEEDCOW 3.4964 339.1500 1.0309 16.4949 GASOIL 11.1887 615.2500 1.8186 29.0969 GASOLINE 0.0301 1.7701 1.7030 27.2485 GAS_US_mini 0.1422 3.5850 3.9660 63.4567 GBP 0.0058 1.3456 0.4308 6.8922 GOLD_micro 34.5908 4469.0000 0.7740 12.3843 HEATOIL 0.0398 2.1002 1.8963 30.3407 JGB-SGX-mini 0.2108 132.6200 0.1589 2.5430 JPY 0.0000 0.0064 0.6218 9.9481 LEANHOG 1.1066 89.9500 1.2302 19.6835 LIVECOW 2.2573 231.1750 0.9764 15.6231 LUMBER-new 7.2580 578.0000 1.2557 20.0914 MXP 0.0003 0.0552 0.4792 7.6669 NASDAQ_micro 225.7231 25691.2500 0.8786 14.0576 NIKKEI 534.4875 50295.0000 1.0627 17.0033 NZD 0.0031 0.5812 0.5372 8.5956 OAT 0.3562 120.0000 0.2968 4.7496 OATIES 5.2900 306.0000 1.7287 27.6600 OJ 7.0597 203.4500 3.4700 55.5196 PALLAD 34.0679 1844.5000 1.8470 29.5520 PLAT 31.0019 2149.6000 1.4422 23.0754 REDWHEAT 7.5151 533.5000 1.4086 22.5383 RICE 0.1535 10.1950 1.5058 24.0929 ROBUSTA 72.1992 3778.0000 1.9110 30.5767 RUSSELL 26.6882 2579.0000 1.0348 16.5572 SHATZ 0.0508 106.7200 0.0476 0.7610 SILVER-mini 1.0347 68.7000 1.5061 24.0971 SMI 74.5907 13087.0000 0.5700 9.1194 SOFR 0.0452 96.5650 0.0468 0.7484 SOYBEAN 8.0239 1071.5000 0.7488 11.9815 SOYMEAL 3.7075 305.3000 1.2144 19.4299 SOYOIL 0.5766 49.5700 1.1631 18.6100 SP400 28.6689 3405.3000 0.8419 13.4702 SP500_micro 44.4983 6930.7500 0.6420 10.2727 SUGAR11 0.2248 14.6000 1.5396 24.6343 US10 0.2935 112.3438 0.2613 4.1803 US10U 0.3922 114.8125 0.3416 5.4660 US2 0.0717 104.3438 0.0687 1.0996 US20 0.6055 115.1250 0.5260 8.4153 US30 0.8574 117.7500 0.7282 11.6504 US5 0.1955 109.2266 0.1790 2.8642 VIX 0.4485 19.4000 2.3120 36.9922 WHEAT 6.6850 568.7500 1.1754 18.8061 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 665.45 0.49 327.40 1.00 327.40 32154.65 98.21 15.73 154.51 BITCOIN 88.58 2.48 219.90 1.00 219.90 32154.65 146.22 -16.00 -233.90 BOBL 1159.20 0.15 172.48 1.17 202.11 32154.65 159.10 -8.24 -131.09 BTP 1197.20 0.34 408.24 1.17 478.38 32154.65 67.22 0.33 2.19 BUND 1270.40 0.27 345.84 1.17 405.26 32154.65 79.34 -10.28 -81.55 BUXL 1088.00 0.71 773.09 1.17 905.92 32154.65 35.49 -15.68 -55.65 CAC 813.10 0.63 515.26 1.17 603.78 32154.65 53.26 12.04 64.12 CAD 730.20 0.35 257.32 1.00 257.32 32154.65 124.96 3.53 44.13 CANOLA 122.74 1.24 151.84 0.73 110.13 32154.65 291.98 -9.75 -284.54 CHF 1592.50 0.38 609.06 1.00 609.06 32154.65 52.79 -3.60 -19.01 COCOA 591.10 2.27 1341.42 1.00 1341.42 32154.65 23.97 -7.21 -17.28 COFFEE 1250.44 1.77 2211.35 1.00 2211.35 32154.65 14.54 0.73 1.06 COPPER 1374.50 1.15 1581.08 1.00 1581.08 32154.65 20.34 11.05 22.48 CORN 231.88 0.79 182.90 1.00 182.90 32154.65 175.81 -6.26 -110.10 COTTON2 318.05 0.99 314.58 1.00 314.58 32154.65 102.22 -20.00 -204.43 CRUDE_W 574.90 1.46 837.54 1.00 837.54 32154.65 38.39 -4.27 -16.41 DAX 244.58 0.65 158.69 1.17 185.95 32154.65 172.92 5.38 93.11 DOW 243.59 0.63 152.92 1.00 152.92 32154.65 210.28 1.93 40.48 DX 979.60 0.33 326.40 1.00 326.40 32154.65 98.51 -3.69 -36.32 EUR 1475.38 0.33 494.21 1.00 494.21 32154.65 65.06 9.39 61.06 EURIBOR-ICE 2439.38 0.04 86.54 1.17 101.41 32154.65 317.09 -2.47 -78.43 EUROSTX 576.70 0.70 402.30 1.17 471.42 32154.65 68.21 14.18 96.71 FEEDCOW 1695.75 1.03 1748.20 1.00 1748.20 32154.65 18.39 6.20 11.40 GASOIL 615.25 1.82 1118.87 1.00 1118.87 32154.65 28.74 1.59 4.56 GASOLINE 743.44 1.70 1266.11 1.00 1266.11 32154.65 25.40 -5.90 -15.00 GAS_US_mini 89.62 3.97 355.46 1.00 355.46 32154.65 90.46 -5.46 -49.41 GBP 841.00 0.43 362.27 1.00 362.27 32154.65 88.76 9.39 83.32 GOLD_micro 446.90 0.77 345.91 1.00 345.91 32154.65 92.96 7.82 72.67 HEATOIL 882.08 1.90 1672.69 1.00 1672.69 32154.65 19.22 -5.18 -9.95 JGB-SGX-mini 132620.00 0.16 21078.52 0.01 135.06 32154.65 238.07 -16.86 -401.39 JPY 802.69 0.62 499.08 1.00 499.08 32154.65 64.43 -11.86 -76.43 LEANHOG 359.80 1.23 442.63 1.00 442.63 32154.65 72.64 8.91 64.73 LIVECOW 924.70 0.98 902.92 1.00 902.92 32154.65 35.61 2.86 10.17 LUMBER-new 158.95 1.26 199.60 1.00 199.60 32154.65 161.10 -13.02 -209.81 MXP 275.80 0.48 132.16 1.00 132.16 32154.65 243.30 18.86 458.77 NASDAQ_micro 513.83 0.88 451.45 1.00 451.45 32154.65 71.23 -7.15 -50.94 NIKKEI 50295.00 1.06 53448.75 0.01 342.48 32154.65 93.89 7.24 67.99 NZD 581.15 0.54 312.21 1.00 312.21 32154.65 102.99 4.44 45.70 OAT 1200.00 0.30 356.22 1.17 417.42 32154.65 77.03 0.34 2.59 OATIES 153.00 1.73 264.50 1.00 264.50 32154.65 121.57 -19.85 -241.37 OJ 305.18 3.47 1058.95 1.00 1058.95 32154.65 30.36 -9.75 -29.60 PALLAD 1844.50 1.85 3406.79 1.00 3406.79 32154.65 9.44 17.47 16.49 PLAT 1074.80 1.44 1550.09 1.00 1550.09 32154.65 20.74 17.57 36.45 REDWHEAT 266.75 1.41 375.76 1.00 375.76 32154.65 85.57 -14.66 -125.48 RICE 203.90 1.51 307.03 1.00 307.03 32154.65 104.73 -16.22 -169.85 ROBUSTA 377.80 1.91 721.99 1.00 721.99 32154.65 44.54 -7.66 -34.10 RUSSELL 128.95 1.03 133.44 1.00 133.44 32154.65 240.97 5.35 128.95 SHATZ 1067.20 0.05 50.76 1.17 59.48 32154.65 540.59 -11.53 -623.34 SILVER-mini 1717.50 1.51 2586.67 1.00 2586.67 32154.65 12.43 18.25 22.68 SMI 1308.70 0.57 745.91 1.26 938.25 32154.65 34.27 20.00 68.54 SOFR 2414.12 0.05 112.92 1.00 112.92 32154.65 284.76 -9.82 -279.69 SOYBEAN 535.75 0.75 401.19 1.00 401.19 32154.65 80.15 -10.76 -86.27 SOYMEAL 305.30 1.21 370.75 1.00 370.75 32154.65 86.73 -16.21 -140.57 SOYOIL 297.42 1.16 345.94 1.00 345.94 32154.65 92.95 -20.00 -185.90 SP400 3405.30 0.84 2866.89 1.00 2866.89 32154.65 11.22 2.74 3.07 SP500_micro 346.54 0.64 222.49 1.00 222.49 32154.65 144.52 -3.40 -49.21 SUGAR11 163.52 1.54 251.76 1.00 251.76 32154.65 127.72 -10.41 -132.96 US10 1123.44 0.26 293.52 1.00 293.52 32154.65 109.55 -6.66 -72.98 US10U 1148.12 0.34 392.23 1.00 392.23 32154.65 81.98 -6.35 -52.07 US2 2086.88 0.07 143.41 1.00 143.41 32154.65 224.21 -3.97 -89.04 US20 1151.25 0.53 605.50 1.00 605.50 32154.65 53.10 -4.39 -23.30 US30 1177.50 0.73 857.40 1.00 857.40 32154.65 37.50 -7.25 -27.18 US5 1092.27 0.18 195.53 1.00 195.53 32154.65 164.45 -6.48 -106.64 VIX 194.00 2.31 448.53 1.00 448.53 32154.65 71.69 -20.00 -143.38 WHEAT 284.38 1.18 334.25 1.00 334.25 32154.65 96.20 -18.74 -180.28 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 154.513 0.010 2.5 4.015 BITCOIN -233.901 0.043 2.5 -25.364 BOBL -131.094 0.004 2.5 -1.331 BTP 2.191 0.014 2.5 0.075 BUND -81.553 0.004 2.5 -0.828 BUXL -55.648 0.004 2.5 -0.565 CAC 64.123 0.014 2.5 2.190 CAD 44.130 0.010 2.5 1.147 CANOLA -284.544 0.010 2.5 -6.932 CHF -19.007 0.010 2.5 -0.494 COCOA -17.280 0.010 2.5 -0.421 COFFEE 1.063 0.005 2.5 0.014 COPPER 22.480 0.043 2.5 2.438 CORN -110.103 0.010 2.5 -2.682 COTTON2 -204.432 0.010 2.5 -4.981 CRUDE_W -16.406 0.043 2.5 -1.779 DAX 93.114 0.014 2.5 3.180 DOW 40.481 0.009 2.5 0.942 DX -36.317 0.010 2.5 -0.944 EUR 61.064 0.010 2.5 1.587 EURIBOR-ICE -78.430 0.014 2.5 -2.679 EUROSTX 96.710 0.014 2.5 3.303 FEEDCOW 11.401 0.013 2.5 0.378 GASOIL 4.564 0.017 2.5 0.198 GASOLINE -14.996 0.017 2.5 -0.651 GAS_US_mini -49.406 0.043 2.5 -5.358 GBP 83.324 0.010 2.5 2.165 GOLD_micro 72.668 0.014 2.5 2.482 HEATOIL -9.949 0.017 2.5 -0.432 JGB-SGX-mini -401.392 0.043 2.5 -43.527 JPY -76.435 0.010 2.5 -1.986 LEANHOG 64.729 0.024 2.5 3.939 LIVECOW 10.168 0.013 2.5 0.337 LUMBER-new -209.806 0.010 2.5 -5.111 MXP 458.771 0.059 2.5 67.430 NASDAQ_micro -50.938 0.009 2.5 -1.185 NIKKEI 67.991 0.043 2.5 7.373 NZD 45.705 0.010 2.5 1.188 OAT 2.588 0.014 2.5 0.088 OATIES -241.366 0.010 2.5 -5.880 OJ -29.599 0.010 2.5 -0.721 PALLAD 16.491 0.014 2.5 0.563 PLAT 36.451 0.014 2.5 1.245 REDWHEAT -125.479 0.005 2.5 -1.667 RICE -169.847 0.010 2.5 -4.138 ROBUSTA -34.099 0.005 2.5 -0.453 RUSSELL 128.952 0.013 2.5 4.279 SHATZ -623.338 0.004 2.5 -6.330 SILVER-mini 22.681 0.014 2.5 0.775 SMI 68.542 0.014 2.5 2.341 SOFR -279.687 0.024 2.5 -17.022 SOYBEAN -86.269 0.004 2.5 -0.803 SOYMEAL -140.567 0.004 2.5 -1.309 SOYOIL -185.899 0.004 2.5 -1.733 SP400 3.068 0.013 2.5 0.102 SP500_micro -49.207 0.009 2.5 -1.145 SUGAR11 -132.955 0.010 2.5 -3.239 US10 -72.977 0.005 2.5 -0.926 US10U -52.071 0.005 2.5 -0.661 US2 -89.044 0.005 2.5 -1.130 US20 -23.302 0.005 2.5 -0.296 US30 -27.175 0.005 2.5 -0.345 US5 -106.635 0.005 2.5 -1.353 VIX -143.378 0.099 2.5 -35.441 WHEAT -180.277 0.005 2.5 -2.395 ===================== Position diags ===================== AUD 2.55 BITCOIN 15.86 BOBL 1.62 BTP 2.30 BUND 0.81 BUXL 0.36 CAC 1.82 CAD 3.25 CANOLA 7.11 CHF 1.37 COCOA 0.58 COFFEE 0.19 COPPER 2.21 CORN 4.28 COTTON2 2.49 CRUDE_W 4.16 DAX 5.91 DOW 4.89 DX 2.56 EUR 1.69 EURIBOR-ICE 10.83 EUROSTX 2.33 FEEDCOW 0.61 GASOIL 1.25 GASOLINE 1.10 GAS_US_mini 9.81 GBP 2.31 GOLD_micro 3.18 HEATOIL 0.83 JGB-SGX-mini 25.82 JPY 1.67 LEANHOG 4.42 LIVECOW 1.18 LUMBER-new 3.92 MXP 35.76 NASDAQ_micro 1.66 NIKKEI 10.18 NZD 2.68 OAT 2.63 OATIES 2.96 OJ 0.74 PALLAD 0.32 PLAT 0.71 REDWHEAT 1.14 RICE 2.55 ROBUSTA 0.59 RUSSELL 8.00 SHATZ 5.49 SILVER-mini 0.42 SMI 1.17 SOFR 17.33 SOYBEAN 0.75 SOYMEAL 0.81 SOYOIL 0.87 SP400 0.37 SP500_micro 3.36 SUGAR11 3.11 US10 1.39 US10U 1.04 US2 2.85 US20 0.67 US30 0.48 US5 2.09 VIX 17.72 WHEAT 1.28 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.0 3.8 4.3 0.0 0 BITCOIN -25.4 -26.9 -23.8 0.0 0 BOBL -1.3 -1.5 -1.2 0.0 0 BTP 0.1 -0.2 0.3 0.0 0 BUND -0.8 -0.9 -0.7 -7.0 -7 BUXL -0.6 -0.6 -0.5 -4.0 -4 CAC 2.2 2.0 2.4 0.0 0 CAD 1.1 0.8 1.5 0.0 0 CANOLA -6.9 -7.6 -6.2 -1.0 -1 CHF -0.5 -0.6 -0.4 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 2.4 2.2 2.7 5.0 5 CORN -2.7 -3.1 -2.3 0.0 0 COTTON2 -5.0 -5.2 -4.7 -5.0 -5 CRUDE_W -1.8 -2.2 -1.4 0.0 0 DAX 3.2 2.6 3.8 0.0 0 DOW 0.9 0.5 1.4 1.0 1 DX -0.9 -1.2 -0.7 0.0 0 EUR 1.6 1.4 1.8 0.0 0 EURIBOR-ICE -2.7 -3.8 -1.6 0.0 0 EUROSTX 3.3 3.1 3.5 6.0 6 FEEDCOW 0.4 0.3 0.4 1.0 1 GASOIL 0.2 0.1 0.3 1.0 1 GASOLINE -0.7 -0.8 -0.5 -2.0 -2 GAS_US_mini -5.4 -6.3 -4.4 0.0 0 GBP 2.2 1.9 2.4 1.0 1 GOLD_micro 2.5 2.2 2.8 0.0 0 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -43.5 -46.1 -40.9 0.0 0 JPY -2.0 -2.2 -1.8 -2.0 -2 LEANHOG 3.9 3.5 4.4 2.0 2 LIVECOW 0.3 0.2 0.5 0.0 0 LUMBER-new -5.1 -5.5 -4.7 0.0 0 MXP 67.4 63.9 71.0 43.0 43 NASDAQ_micro -1.2 -1.4 -1.0 -5.0 -5 NIKKEI 7.4 6.4 8.4 10.0 10 NZD 1.2 0.9 1.5 0.0 0 OAT 0.1 -0.2 0.4 2.0 2 OATIES -5.9 -6.2 -5.6 NaN 0 OJ -0.7 -0.8 -0.6 -2.0 -2 PALLAD 0.6 0.5 0.6 0.0 0 PLAT 1.2 1.2 1.3 0.0 0 REDWHEAT -1.7 -1.8 -1.6 -3.0 -3 RICE -4.1 -4.4 -3.9 -3.0 -3 ROBUSTA -0.5 -0.5 -0.4 0.0 0 RUSSELL 4.3 3.5 5.1 0.0 0 SHATZ -6.3 -6.9 -5.8 NaN 0 SILVER-mini 0.8 0.7 0.8 3.0 3 SMI 2.3 2.2 2.5 0.0 0 SOFR -17.0 -18.8 -15.3 NaN 0 SOYBEAN -0.8 -0.9 -0.7 -1.0 -1 SOYMEAL -1.3 -1.4 -1.2 0.0 0 SOYOIL -1.7 -1.8 -1.6 -8.0 -8 SP400 0.1 0.1 0.1 2.0 2 SP500_micro -1.1 -1.5 -0.8 -6.0 -6 SUGAR11 -3.2 -3.6 -2.9 -4.0 -4 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.7 -0.8 -0.6 0.0 0 US2 -1.1 -1.4 -0.8 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -1.4 -1.6 -1.1 0.0 0 VIX -35.4 -37.2 -33.7 -25.0 -25 WHEAT -2.4 -2.5 -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 0.5 0.2 0.0 -0.0 0.1 -0.1 0.2 0.1 0.1 -0.0 0.3 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.1 0.1 0.1 2.3 0.1 0.1 0.2 0.1 0.1 0.1 0.3 -0.3 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 -0.0 -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 -0.1 -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 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.4 -0.2 -0.1 -0.3 -0.2 -0.2 -0.2 0.3 -0.3 -0.6 -0.6 -0.4 0.2 0.7 0.6 0.7 BTP -0.4 -0.3 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 0.3 -0.1 0.7 -0.1 0.0 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 -0.1 0.0 0.1 0.2 0.0 0.7 0.3 0.7 BUND -0.6 -0.5 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.4 -0.2 -0.3 -0.2 0.1 -0.5 -0.6 -0.6 -0.3 0.1 0.7 0.3 0.7 BUXL -0.5 -0.4 -0.0 -0.1 -0.1 -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 -0.1 0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 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 0.0 0.8 0.1 0.1 0.2 0.1 0.2 0.1 0.3 -0.0 -0.3 -0.2 -0.1 0.5 0.7 0.3 0.7 CAD 0.6 0.5 -0.2 -0.0 0.1 -0.1 0.2 0.1 0.1 0.1 -0.2 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 0.1 -0.1 0.2 -0.2 0.2 -0.4 0.0 0.6 0.5 -0.2 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.0 -0.3 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 1.0 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.8 -0.3 -0.6 -0.2 0.1 0.6 0.7 0.7 0.7 CHF 0.3 -0.2 -0.3 -0.0 0.1 -0.1 0.1 0.1 0.1 0.2 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 0.2 0.3 0.1 -1.1 0.5 -0.0 -0.1 0.1 -0.3 -0.7 -0.3 -0.7 COCOA 0.6 -0.1 -0.6 -0.1 -0.0 -0.4 -0.1 -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 0.3 0.3 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.6 -0.3 0.4 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 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 -0.1 0.4 -0.2 0.7 -0.2 1.1 -0.5 -0.6 -0.1 0.6 0.6 0.5 0.7 0.7 COPPER 0.5 0.4 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 0.2 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 -0.4 -0.2 -0.5 0.7 0.7 0.7 0.7 CORN -0.1 0.1 0.2 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 0.0 -0.1 -0.1 -0.4 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 -0.0 -0.3 -0.0 1.3 -0.0 0.1 0.0 -0.0 -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 -0.1 -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 -0.1 -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 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 0.0 -0.4 -0.1 -0.5 -0.2 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.2 0.0 -0.4 -0.1 -0.5 -0.2 -0.8 0.3 0.2 -0.3 -0.6 0.7 0.7 0.4 0.7 DAX 0.5 -0.2 -0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 0.2 0.2 0.6 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 0.4 0.1 -1.6 0.0 0.1 -0.0 0.1 0.3 0.1 -0.1 0.2 0.3 -0.1 -0.6 0.2 0.7 0.1 0.7 DOW 0.3 -0.1 0.1 0.1 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 0.2 0.1 0.4 0.1 -1.4 0.1 0.0 0.3 0.1 0.4 0.1 -0.2 0.2 0.2 0.3 0.1 -0.2 -0.7 -0.3 -0.7 DX -0.6 0.0 0.4 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.1 0.1 -0.2 -0.5 -0.2 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.1 -0.2 -0.1 -2.7 -0.0 -0.1 0.1 -0.2 -0.1 -0.1 0.9 -0.5 -0.6 0.1 0.5 0.1 0.5 0.2 0.6 EUR 0.5 0.0 -0.2 -0.0 0.1 -0.1 0.2 0.1 0.1 0.2 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 0.1 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 -0.6 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 0.2 -0.1 -0.1 0.3 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 -0.2 -0.6 -0.5 -0.3 0.2 0.7 0.5 0.7 EUROSTX 0.2 -0.1 0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.1 0.2 0.0 -0.0 -0.0 -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 0.0 0.1 0.3 0.1 0.4 0.7 0.3 0.7 FEEDCOW 0.6 -0.3 -0.6 -0.1 -0.0 -0.4 -0.1 -0.6 -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 0.1 0.3 0.1 -2.7 -0.0 0.1 0.1 0.1 0.4 0.0 1.1 0.4 0.6 -0.2 0.3 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.3 0.0 -0.1 -0.0 -0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.4 0.3 -0.1 0.0 -0.1 0.1 -0.1 -0.2 -0.1 -0.0 0.1 -0.1 0.2 -0.1 0.4 -0.1 -0.3 0.0 0.2 0.3 0.6 -0.0 0.3 GASOLINE -0.4 -0.2 -0.1 -0.1 -0.0 -0.1 -0.2 0.0 -0.2 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 0.3 0.0 0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -2.3 -0.2 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.2 -0.2 -0.3 0.7 0.7 0.6 0.7 GAS_US_mini -0.5 0.3 0.4 -0.1 -0.0 -0.0 -0.1 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 -0.1 -0.1 -1.1 -0.5 -0.1 0.3 0.2 0.1 -0.7 -0.5 -0.7 GBP 0.6 0.1 -0.4 -0.0 0.1 -0.1 0.2 0.1 0.1 0.2 -0.1 0.2 0.5 0.2 -0.0 0.0 -0.0 0.0 0.0 0.1 -0.0 0.2 0.2 0.2 0.3 0.1 0.2 0.0 0.2 0.3 0.2 0.3 0.1 0.6 0.2 0.1 0.3 -0.2 0.3 -0.2 GOLD_micro 0.5 0.6 0.2 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 0.2 0.5 0.2 0.7 0.2 -0.3 -0.1 -0.2 -0.0 0.6 0.2 0.1 -0.4 -0.6 HEATOIL -0.6 -0.3 -0.0 -0.1 -0.0 -0.0 -0.1 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 -0.1 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 -0.1 -0.2 0.4 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.6 -0.2 -0.2 -0.5 -0.2 -0.5 -0.2 1.0 -0.5 -0.6 -0.6 -0.6 -0.3 -0.7 -0.0 -0.7 JPY 0.3 -0.2 -0.5 -0.0 0.1 -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 -0.1 -0.5 -0.1 -0.5 -0.1 -0.6 -0.5 -0.6 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 -0.1 -0.6 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 0.2 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 0.2 -0.3 0.0 0.1 -0.1 0.2 0.1 0.2 1.1 0.5 0.6 0.5 0.6 0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.3 -0.6 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 0.1 0.0 0.1 0.2 0.1 -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 0.1 0.3 0.0 1.1 0.4 0.6 -0.2 0.2 0.7 0.5 0.7 0.7 LUMBER-new 0.5 -0.6 -0.7 -0.2 -0.1 -0.6 -0.2 -0.8 -0.2 -0.1 -0.5 0.1 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.6 -0.1 NaN -0.2 -0.1 -0.6 -0.0 -0.7 -0.1 -1.2 0.4 0.7 -0.7 -0.2 0.2 0.8 0.3 0.8 MXP 0.5 0.3 0.1 -0.0 0.1 -0.1 0.2 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.4 0.6 0.6 0.6 0.3 0.3 0.4 0.4 NASDAQ_micro -0.0 -0.4 -0.4 0.0 0.1 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 -0.0 0.4 -0.0 -0.3 -0.3 -0.3 -0.1 0.1 -0.0 -0.7 -0.0 -0.7 NIKKEI -0.2 -0.2 0.4 0.0 0.1 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 0.7 0.0 1.0 -0.2 -0.3 0.2 0.6 -0.1 0.1 -0.1 0.3 NZD 0.6 0.2 -0.4 -0.0 0.1 -0.1 0.1 0.1 0.1 -0.0 -0.2 0.1 -0.4 0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.0 -0.3 0.1 2.1 -0.0 0.0 -0.3 0.0 -0.4 0.1 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 -0.1 -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 -0.3 -0.2 -0.0 0.1 0.0 0.7 0.3 0.7 OATIES -0.3 -0.0 -0.3 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 0.1 -0.4 -0.0 -0.4 -0.1 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.3 -0.1 -0.7 -0.2 0.1 -0.4 -0.1 -0.4 -0.1 -0.8 -0.1 -0.4 -0.3 -0.1 -0.3 -0.5 -0.1 -0.5 OJ 0.6 -0.0 -0.6 -0.1 -0.0 -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 -0.2 0.0 -2.7 -0.0 0.2 -0.2 0.1 -0.2 0.0 0.6 0.5 0.4 -0.1 -0.1 -0.5 -0.6 -0.2 -0.6 PALLAD 0.6 0.3 0.4 0.2 0.2 0.5 0.2 0.7 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 2.6 0.2 0.2 0.5 0.2 0.6 0.2 0.3 0.4 0.2 0.0 0.1 0.1 -0.3 -0.7 -0.7 PLAT 0.6 0.3 0.2 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.5 0.2 0.1 -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 0.3 -0.1 0.7 0.4 -0.7 -0.5 REDWHEAT -0.2 0.1 0.2 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 0.1 -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 0.1 -0.2 -0.1 -0.5 -0.1 -1.0 0.1 0.1 0.6 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.1 0.2 -0.5 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.0 -0.4 -0.1 0.0 -0.1 0.0 -0.4 -0.0 -0.5 -0.1 -1.0 -0.1 -0.2 -0.2 -0.3 -0.3 -0.5 0.0 -0.5 ROBUSTA -0.6 -0.5 0.1 -0.1 -0.0 -0.4 -0.1 -0.6 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.0 -0.2 0.0 -0.2 -2.7 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 1.1 -0.4 -0.6 -0.2 0.4 -0.2 0.5 0.3 0.7 RUSSELL 0.4 -0.1 0.1 0.1 0.1 0.2 0.0 0.3 0.0 0.0 0.4 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.9 0.1 0.1 0.2 0.0 0.3 0.1 0.0 0.1 0.2 0.0 0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.5 -0.4 -0.3 -0.1 -0.1 -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 -0.2 -0.1 -0.2 -0.2 1.2 -0.2 -0.1 -0.4 -0.2 -0.4 -0.2 -1.1 -0.2 -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 -1.5 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 0.1 0.5 0.1 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 0.5 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 -0.1 -0.1 -0.1 -0.1 -0.2 -0.0 0.2 -0.2 0.6 -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 -0.1 0.1 -0.1 0.4 -0.1 0.3 -0.3 -0.1 0.1 0.0 -0.3 -0.5 -0.3 -0.7 SOYBEAN -0.6 0.0 0.3 -0.2 -0.1 -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 -0.1 -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 0.1 0.6 -0.2 -0.1 -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 -0.1 -0.1 -0.1 -1.8 0.1 -0.1 0.3 -0.2 0.0 -0.1 -0.9 -0.3 -0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.4 -0.1 -0.3 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.1 -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 -0.2 0.3 -0.7 -0.6 -0.7 -0.7 SP400 0.4 0.1 -0.0 0.1 0.1 0.2 0.0 0.3 0.0 0.0 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.2 0.0 0.1 0.1 0.1 0.1 0.1 -0.0 0.3 0.2 0.1 -0.3 -0.2 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.3 -0.3 0.1 0.1 0.3 0.1 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 0.0 0.5 0.0 -2.4 0.0 0.1 0.2 0.0 0.4 -0.0 -0.3 -0.1 -0.2 -0.0 -0.0 0.0 -0.7 -0.0 -0.7 SUGAR11 0.3 0.2 -0.3 -0.2 -0.1 -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 0.1 -0.4 0.0 -0.6 -0.0 1.1 0.3 0.3 0.2 0.1 -0.4 -0.6 -0.1 -0.5 US10 -0.4 -0.2 0.0 -0.1 -0.1 -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 -1.2 -0.0 -0.0 0.2 -0.0 0.3 -0.0 -0.2 -0.1 0.2 0.2 0.3 -0.7 -0.7 -0.5 -0.7 US10U -0.4 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.2 -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 -0.0 0.2 -0.1 -1.9 0.0 -0.0 0.3 -0.1 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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.3 -0.0 -0.0 0.0 0.0 -0.0 2.3 -0.0 -0.0 0.0 0.0 0.2 0.0 -1.1 0.2 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 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.1 -0.1 -0.7 -0.1 -0.1 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 -0.3 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.1 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.5 -0.0 -0.0 0.1 0.0 0.3 -0.0 -0.5 0.1 0.2 0.2 0.2 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -0.4 -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 -0.3 -0.3 -0.4 -0.3 NaN -0.3 -0.3 -0.6 -0.3 -0.4 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.4 -0.1 0.1 -0.2 -0.1 -0.5 -0.2 -0.7 -0.2 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.3 -0.2 -0.2 -0.1 -0.5 -0.2 1.5 -0.2 -0.0 -0.3 -0.2 -0.5 -0.2 -1.1 -0.1 -0.4 0.4 0.6 -0.7 -0.7 -0.7 -0.7 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Unweighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 16.1 4.9 0.1 -2.9 15.5 -4.8 15.1 1.9 9.2 -0.7 12.2 14.6 5.2 16.0 8.4 0.4 -1.0 -0.2 -0.6 10.6 6.9 8.1 4.0 13.2 17.3 9.4 9.9 5.8 7.8 1.8 12.3 4.9 -13.8 8.6 15.3 13.1 5.3 20.0 7.8 20.0 BITCOIN 2.9 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -7.3 -10.7 -10.4 3.4 -16.1 -16.7 -4.1 -6.6 -5.0 -5.8 -20.0 -19.2 -10.6 -3.6 -19.3 -20.0 -20.0 -2.3 -17.7 -9.2 -3.3 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 4.9 -2.3 -20.0 -16.4 BOBL -19.9 -15.3 -4.1 -9.3 -6.1 -4.1 -7.7 -3.2 -11.7 -13.1 -12.0 -15.3 -4.1 -16.6 -15.1 -20.0 5.0 2.8 7.4 -17.3 -10.0 -15.8 -5.8 -20.0 2.8 -20.0 -12.5 -12.8 -20.0 -6.5 -20.0 5.3 -11.0 -20.0 -19.9 -11.0 5.6 20.0 18.6 20.0 BTP -13.4 -10.0 0.6 -12.2 -8.0 -5.4 -10.1 -4.2 -15.4 -5.6 12.7 -12.6 18.9 -13.4 4.3 13.6 9.4 10.8 10.0 -4.0 4.3 -7.5 10.5 -9.4 -20.0 -7.6 -9.1 3.6 -11.6 11.4 -14.8 10.5 -3.8 0.9 3.6 7.6 1.1 20.0 10.0 20.0 BUND -19.8 -14.4 -0.5 -10.6 -7.0 -4.7 -8.8 -3.7 -13.4 -18.4 -11.7 -19.9 -10.6 -20.0 -16.9 13.8 4.1 5.7 4.4 -18.0 -10.1 -20.0 -8.5 -20.0 -0.4 -20.0 -20.0 -13.5 -20.0 -8.0 -20.0 1.3 -18.8 -20.0 -19.2 -7.8 1.5 20.0 9.2 20.0 BUXL -16.7 -13.8 -1.0 -10.7 -7.1 -4.7 -8.9 -3.7 -13.6 -19.5 -18.2 -20.0 -20.0 -20.0 -18.5 4.0 3.2 4.1 3.8 -20.0 -17.5 -20.0 -20.0 -20.0 0.7 -20.0 -20.0 -20.0 -20.0 -19.7 -20.0 -0.1 -20.0 -19.6 -20.0 -10.2 -6.6 18.8 -1.3 8.1 CAC 0.8 -4.2 8.7 7.8 10.3 12.6 6.5 14.7 5.9 13.8 15.9 16.4 18.3 0.7 10.9 -6.8 -2.2 -4.3 -3.1 6.9 11.4 6.3 12.3 4.6 5.9 5.6 5.8 7.2 7.3 4.3 4.6 5.0 -0.4 -9.2 -6.6 -4.3 14.0 20.0 10.4 20.0 CAD 20.0 14.0 -6.9 -2.9 15.3 -4.7 14.8 1.8 9.0 15.5 -8.9 20.0 -6.6 20.0 3.9 -7.4 -7.5 -8.1 -7.9 8.9 -2.4 16.7 -6.4 19.7 20.0 7.1 10.6 -3.0 17.1 -5.1 18.8 -6.9 0.9 17.2 16.9 -5.1 -20.0 -20.0 -19.8 -20.0 CANOLA -20.0 -0.7 -10.5 -19.5 -7.2 -20.0 -14.7 -20.0 -16.4 -4.1 -10.7 -11.7 -2.3 -11.8 -11.4 -20.0 -13.7 -20.0 -17.4 -12.7 -8.5 -19.0 -4.6 -18.5 7.8 -12.9 -6.3 -8.8 -18.1 -5.3 -18.2 -15.6 -12.6 -20.0 -5.5 2.0 17.3 20.0 20.0 20.0 CHF 10.0 -4.7 -9.4 -2.5 13.2 -4.1 12.9 1.6 7.8 17.4 3.1 17.4 12.9 2.8 -9.5 -17.3 -16.2 -16.9 -16.3 -1.1 0.6 13.2 8.4 6.8 -1.5 -0.4 15.3 1.8 14.4 9.1 7.3 -20.0 18.8 -0.6 -3.4 4.2 -7.8 -20.0 -7.6 -20.0 COCOA 20.0 -2.9 -20.0 -12.0 -4.4 -14.3 -9.0 -13.8 -10.1 -5.5 -7.3 3.6 -3.1 0.2 -4.7 -3.0 7.1 -2.3 1.4 -4.9 -9.5 2.0 -4.9 1.8 -20.0 -5.6 -2.0 -7.0 0.2 -1.7 -1.0 18.0 12.5 10.5 -1.1 -5.2 -9.2 -2.0 0.3 3.2 COFFEE -20.0 -10.7 11.0 -20.0 -9.5 -20.0 -19.3 -20.0 -20.0 -12.1 12.1 -16.1 14.4 -16.0 -0.7 20.0 15.4 20.0 19.9 -4.2 9.9 -20.0 18.6 -19.1 -20.0 -2.8 -14.7 13.6 -20.0 20.0 -17.0 20.0 -19.3 -18.3 -2.1 20.0 19.4 15.4 20.0 20.0 COPPER 14.2 11.5 12.7 20.0 20.0 20.0 20.0 20.0 20.0 12.9 1.2 13.7 0.9 13.4 13.5 -8.6 -6.2 -7.5 -6.7 14.9 10.7 12.7 7.5 15.3 -4.8 11.6 10.7 10.5 10.5 11.8 11.8 -0.4 -20.0 -11.4 -4.6 -15.7 20.0 20.0 20.0 20.0 CORN -4.4 3.0 5.9 -20.0 -12.3 -20.0 -20.0 -20.0 -20.0 3.3 -3.4 -10.0 -10.6 -10.3 6.2 -20.0 -19.6 -20.0 -20.0 0.1 -1.9 -2.6 -11.3 -3.2 9.8 -1.5 7.1 0.2 -4.0 -7.9 -6.4 -20.0 12.3 7.2 20.0 20.0 -9.3 -7.8 3.0 -3.0 COTTON2 0.4 -6.3 -5.7 -20.0 -12.9 -20.0 -20.0 -20.0 -20.0 0.6 -20.0 -11.4 -20.0 -20.0 -20.0 -18.1 -15.6 -18.1 -17.1 -17.6 -20.0 -6.5 -20.0 -12.0 -12.8 -20.0 -3.2 -20.0 -11.4 -20.0 -20.0 -17.7 11.9 4.8 1.9 12.6 -5.8 -13.3 -4.1 -10.1 CRUDE_W -3.5 -4.3 -6.5 -9.8 -5.8 -2.5 -17.7 0.3 -17.2 0.8 -14.2 -9.6 -14.7 -15.7 -19.5 -0.9 4.6 0.6 2.4 -13.0 -11.7 -8.6 -11.2 -12.7 7.9 -18.4 4.1 -16.3 -11.4 -14.4 -17.5 -14.1 13.0 6.6 -9.2 -19.4 20.0 20.0 11.4 20.0 DAX 14.3 -5.4 -10.5 6.6 8.8 10.8 5.6 12.5 5.0 16.3 9.1 17.9 16.6 11.5 2.7 -6.7 -6.6 -6.5 -6.2 2.9 3.0 12.2 13.9 9.6 -12.0 2.0 10.9 -0.4 11.4 7.2 8.7 -1.5 9.8 9.8 -2.8 -20.0 6.5 20.0 3.8 20.0 DOW 10.8 -1.6 3.4 5.1 6.7 8.3 4.3 9.6 3.8 1.7 14.4 7.7 14.1 9.9 10.7 -6.9 -8.2 -7.7 -7.8 12.3 14.2 6.7 14.2 10.4 -10.9 8.6 5.0 10.3 5.2 10.8 7.3 -4.3 7.9 6.8 10.3 4.3 -4.9 -20.0 -8.1 -20.0 DX -18.5 0.6 12.4 -2.6 14.1 -4.3 13.7 1.7 8.3 -10.0 4.8 -16.0 -14.1 -14.3 7.4 5.7 6.1 6.0 6.0 -1.2 0.9 -11.6 -7.3 -11.0 -20.0 -2.4 -7.2 2.1 -14.3 -3.5 -13.8 16.7 -20.0 -20.0 3.7 14.4 2.4 16.2 5.0 18.6 EUR 16.8 1.2 -7.2 -3.0 16.1 -5.0 15.6 1.9 9.5 17.4 8.7 20.0 18.2 19.7 -3.9 -8.4 -7.9 -8.3 -8.0 6.0 5.7 14.0 15.2 14.5 15.0 10.1 11.9 7.0 18.5 13.7 20.0 -7.3 8.2 14.2 12.5 6.0 -3.6 -20.0 -2.2 -20.0 EURIBOR-ICE -20.0 -17.3 -9.3 -6.7 -4.4 -2.9 -5.6 -2.3 -8.4 -3.8 -6.3 -10.8 4.8 -11.9 -10.8 12.5 11.2 12.7 12.5 -12.4 -5.8 -11.6 0.5 -15.8 1.9 -14.8 -6.8 -7.1 -14.3 -1.2 -19.1 14.5 -10.3 -20.0 -16.9 -8.7 6.4 20.0 14.2 20.0 EUROSTX 7.4 -2.6 8.5 7.2 9.5 11.7 6.1 13.6 5.4 10.3 19.2 17.6 20.0 12.9 16.6 0.6 -1.5 -1.8 -2.0 13.5 16.5 8.6 18.8 10.9 -6.8 12.0 6.2 12.4 8.5 11.3 10.2 6.3 1.7 4.0 8.2 3.5 12.0 20.0 8.9 20.0 FEEDCOW 20.0 -10.8 -17.1 -13.8 -5.1 -16.4 -10.4 -15.9 -11.6 8.7 2.1 10.0 6.5 4.9 -1.5 13.1 9.3 14.3 13.2 2.2 3.9 11.1 10.6 8.5 -20.0 -0.6 7.0 3.7 7.2 12.3 3.7 20.0 17.0 20.0 -6.6 8.6 20.0 20.0 20.0 20.0 GASOIL -18.8 -9.3 1.5 -6.4 -3.8 -1.6 -11.6 0.2 -11.2 -5.1 5.0 -10.8 5.2 -10.2 -5.7 12.4 15.4 17.7 17.5 -6.1 1.1 -12.5 3.1 -13.0 -1.7 -5.3 -4.1 2.5 -12.9 4.3 -13.0 7.7 -5.0 -9.1 1.4 7.0 9.8 17.5 -0.7 8.1 GASOLINE -13.6 -6.1 -3.3 -8.4 -4.9 -2.1 -15.2 0.3 -14.8 -1.6 -3.0 -11.7 -0.4 -13.0 -9.7 -10.3 14.0 1.5 10.6 -9.6 -3.9 -13.0 -1.5 -15.0 -17.3 -15.6 -0.2 -9.0 -16.6 -4.8 -20.0 2.3 3.0 -7.2 -5.5 -10.6 20.0 20.0 19.1 20.0 GAS_US_mini -15.9 8.6 12.5 -6.4 -3.8 -1.6 -11.6 0.2 -11.2 -12.8 -5.4 -13.6 -8.6 -8.7 -1.7 20.0 -20.0 -20.0 -20.0 -2.5 -1.2 -18.0 -3.2 -11.0 20.0 -1.5 -12.2 -0.2 -13.6 -1.5 -8.3 -20.0 -20.0 -4.2 7.8 7.6 4.0 -20.0 -14.2 -20.0 GBP 20.0 3.5 -13.7 -3.0 15.9 -4.9 15.4 1.9 9.4 17.4 -3.0 20.0 12.8 20.0 -0.4 0.3 -0.0 0.2 0.1 4.9 -0.6 17.0 5.6 15.6 2.1 7.2 20.0 0.9 20.0 7.3 19.1 6.5 2.5 20.0 6.5 1.9 7.8 -5.8 10.4 -5.9 GOLD_micro 15.8 18.4 6.7 19.4 20.0 20.0 20.0 20.0 20.0 13.5 12.4 15.0 13.6 12.7 12.5 -8.9 -10.5 -9.0 -9.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 19.6 20.0 17.6 -6.5 -3.0 -6.7 -1.1 20.0 6.0 3.6 -11.9 -17.4 HEATOIL -19.8 -8.3 -0.8 -6.2 -3.6 -1.6 -11.2 0.2 -10.9 -7.9 3.9 -11.5 4.6 -10.6 -6.2 15.4 11.2 14.9 12.9 -5.8 0.9 -13.3 3.0 -12.7 -15.8 -5.6 -5.6 0.4 -12.5 3.0 -12.0 0.6 -2.0 -11.2 2.4 -0.2 20.0 11.3 -5.9 -9.8 JGB-SGX-mini -15.8 -16.2 -14.0 -6.8 -4.5 -3.0 -5.7 -2.4 -8.6 -11.7 -14.5 -13.2 -13.7 -13.8 -14.3 20.0 14.4 16.5 14.8 -20.0 -19.7 -20.0 -17.7 -20.0 -4.7 -20.0 -20.0 -17.2 -20.0 -14.1 -20.0 18.7 -20.0 -20.0 -20.0 -20.0 -9.1 -20.0 -0.0 -20.0 JPY 10.5 -5.8 -16.8 -1.9 10.1 -3.1 9.9 1.2 6.0 -7.5 -15.5 -4.3 -13.7 -11.0 -14.3 -9.5 -10.8 -9.9 -10.0 -15.0 -17.5 -8.3 -14.7 -9.1 20.0 -16.1 -14.7 -16.9 -10.3 -12.8 -11.0 -11.3 -20.0 -17.6 -17.4 -20.0 -7.0 -12.5 -6.6 -14.6 LEANHOG 20.0 -2.8 -19.1 -20.0 -11.5 -20.0 -20.0 -20.0 -20.0 18.5 0.9 20.0 10.2 17.0 -6.2 -20.0 20.0 -2.3 19.2 1.7 -2.1 19.6 5.2 15.5 -2.2 2.5 15.7 -3.6 19.8 2.3 16.6 20.0 20.0 20.0 16.4 20.0 0.8 11.3 10.2 20.0 LIVECOW 20.0 -10.3 -20.0 -13.5 -5.0 -16.1 -10.2 -15.6 -11.4 8.2 1.4 9.6 6.1 5.0 -0.8 -1.2 7.6 -1.6 2.4 0.6 1.3 9.0 7.4 6.7 -20.0 -2.5 5.2 0.4 5.4 8.1 2.0 20.0 14.8 18.6 -6.2 5.6 20.0 15.4 20.0 20.0 LUMBER-new 12.4 -15.8 -20.0 -20.0 -8.9 -20.0 -18.3 -20.0 -20.0 -9.9 -16.5 7.1 -14.8 -10.1 -14.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -0.9 -20.0 -7.0 NaN -20.0 -12.3 -20.0 -0.9 -17.7 -6.1 -20.0 14.7 20.0 -19.9 -5.7 4.0 20.0 8.1 20.0 MXP 14.0 7.8 2.8 -3.1 16.5 -5.1 16.1 2.0 9.8 20.0 20.0 20.0 20.0 20.0 20.0 12.9 12.9 12.9 12.7 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 18.1 20.0 20.0 20.0 20.0 20.0 17.3 18.2 20.0 20.0 9.6 9.5 12.7 13.4 NASDAQ_micro -0.2 -12.8 -11.1 4.6 6.0 7.4 3.8 8.6 3.4 2.8 11.6 2.7 12.7 1.2 5.0 -7.4 -8.7 -8.2 -8.4 4.1 11.1 -1.5 15.3 -0.8 -20.0 0.8 3.6 7.1 -2.9 10.9 -3.3 -5.3 -13.2 -9.9 -4.4 3.6 -0.8 -20.0 -1.3 -20.0 NIKKEI -6.2 -5.7 11.0 4.2 5.6 6.9 3.6 8.0 3.2 3.9 10.9 2.5 11.5 -2.0 7.9 7.3 6.8 4.5 5.2 9.8 18.6 -0.0 19.5 1.4 -13.7 9.4 4.2 18.6 -0.4 18.4 0.8 19.7 -6.5 -10.6 4.6 20.0 -3.7 4.5 -3.5 8.4 NZD 19.7 6.7 -12.1 -2.4 12.8 -4.0 12.5 1.5 7.6 -3.6 -8.8 13.2 -11.4 14.2 -4.7 -4.3 -3.4 -4.3 -4.0 -0.2 -8.8 4.8 -9.8 7.8 15.9 -4.6 2.2 -12.2 3.5 -12.0 4.8 0.0 -13.3 6.7 -1.1 -10.5 3.3 20.0 6.2 20.0 OAT -16.5 -6.3 3.5 -9.9 -6.5 -4.3 -8.2 -3.4 -12.4 -16.2 0.7 -17.2 -4.6 -16.2 -1.8 14.7 12.6 16.3 15.6 -7.4 -2.9 -13.8 -3.6 -13.0 0.9 -10.4 -18.4 -3.6 -18.7 -2.2 -17.9 18.1 -12.6 -7.1 -1.0 2.7 0.1 20.0 8.9 20.0 OATIES -9.8 -1.4 -8.2 -19.3 -7.1 -20.0 -14.5 -20.0 -16.3 8.1 -13.1 -3.7 -11.6 -7.5 -11.2 -16.6 -11.8 -20.0 -17.3 -13.4 -13.2 -4.9 -11.2 -12.3 -5.6 -15.4 7.5 -14.4 -5.5 -11.9 -13.8 -14.1 -3.0 -13.3 -8.6 -3.5 -7.8 -14.5 -3.4 -15.4 OJ 20.0 -0.7 -18.1 -9.4 -3.5 -11.2 -7.1 -10.8 -7.9 6.1 -6.2 5.7 -6.4 -0.4 -5.2 -4.4 2.2 -4.0 -1.7 -5.5 -8.8 11.2 -8.6 2.0 -20.0 -4.3 17.3 -6.4 9.3 -5.7 1.5 10.9 20.0 13.1 -2.4 -3.9 -15.3 -17.2 -6.8 -16.6 PALLAD 20.0 9.1 13.9 17.7 20.0 19.2 20.0 18.5 20.0 12.5 9.0 13.8 7.8 10.6 9.0 -4.1 -3.1 -3.5 -3.2 19.3 16.0 20.0 12.5 20.0 19.2 18.6 20.0 18.6 20.0 17.4 20.0 5.2 16.1 7.7 0.3 3.1 1.7 -9.2 -20.0 -20.0 PLAT 20.0 9.5 5.1 20.0 20.0 20.0 20.0 20.0 20.0 14.7 14.2 16.3 13.1 14.5 13.3 -6.2 -4.0 -5.0 -4.2 20.0 20.0 20.0 20.0 20.0 0.7 19.8 20.0 17.7 20.0 18.6 20.0 3.7 20.0 20.0 10.3 -1.9 20.0 11.3 -20.0 -14.2 REDWHEAT -6.1 2.9 5.6 -20.0 -11.4 -20.0 -20.0 -20.0 -20.0 7.0 -17.6 -6.7 -20.0 -10.7 -7.2 -15.1 -16.2 -15.8 -16.5 -7.6 -12.1 -5.9 -20.0 -8.8 6.7 -5.7 8.2 -7.0 -6.4 -14.4 -9.1 -18.0 2.3 1.9 20.0 20.0 -20.0 -20.0 -20.0 -20.0 RICE 2.3 6.8 -16.1 -11.5 -4.2 -13.7 -8.7 -13.3 -9.7 2.1 -8.9 -2.7 -8.9 -5.8 -8.3 -20.0 -13.5 -20.0 -19.2 -11.9 -15.5 -3.4 -16.3 -7.9 0.3 -10.9 3.9 -13.6 -3.1 -14.7 -7.4 -18.4 -2.5 -5.6 -5.1 -9.7 -9.9 -15.0 0.7 -14.2 ROBUSTA -20.0 -15.9 3.3 -13.6 -5.0 -16.2 -10.3 -15.7 -11.5 -6.3 0.7 -9.1 -0.7 -9.0 -4.9 13.9 13.0 11.5 11.6 -8.7 -2.3 -19.2 0.3 -17.2 -20.0 -7.6 -9.2 -2.3 -16.4 0.3 -14.6 20.0 -17.7 -20.0 -7.3 11.7 -4.5 15.5 8.9 20.0 RUSSELL 13.0 -2.1 4.4 4.9 6.5 8.0 4.1 9.3 3.7 0.8 13.4 6.0 12.2 9.5 10.1 -4.3 -5.2 -4.7 -4.8 9.4 11.0 6.0 10.4 8.6 6.6 6.4 7.3 8.5 4.6 8.7 5.7 0.7 3.6 7.2 1.3 1.7 -5.5 -20.0 -11.7 -20.0 SHATZ -14.7 -11.8 -9.1 -8.6 -5.6 -3.8 -7.1 -3.0 -10.8 2.2 -15.7 -11.7 -7.6 -14.2 -15.3 -20.0 -17.4 -17.4 -16.3 -17.9 -13.9 -11.8 -9.1 -18.4 8.8 -20.0 -7.3 -16.6 -17.0 -9.7 -20.0 -20.0 -8.7 -20.0 -18.9 -17.4 14.9 20.0 20.0 20.0 SILVER-mini 20.0 19.9 10.1 19.0 20.0 20.0 20.0 19.8 20.0 13.2 14.6 14.6 14.0 14.9 14.9 -5.3 -6.3 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -10.9 20.0 20.0 20.0 20.0 20.0 20.0 0.1 20.0 20.0 20.0 20.0 4.1 20.0 -9.5 -2.1 SMI 13.1 16.9 16.0 7.0 9.3 11.4 5.9 13.2 5.3 18.8 20.0 20.0 15.7 20.0 20.0 9.7 4.6 7.2 5.5 20.0 20.0 20.0 16.8 20.0 12.6 20.0 20.0 20.0 20.0 14.0 20.0 17.7 20.0 19.0 20.0 15.5 3.6 20.0 4.8 20.0 SOFR -13.7 -9.5 -7.1 -11.2 -7.4 -5.0 -9.3 -3.9 -14.2 -2.4 8.8 -14.5 15.4 -14.6 -13.8 7.7 5.9 7.5 7.0 -8.2 2.2 -9.3 10.5 -12.2 -20.0 -6.9 -8.4 2.9 -8.9 10.1 -11.0 5.1 -11.1 -2.0 3.3 1.0 -9.6 -16.3 -8.5 -20.0 SOYBEAN -20.0 1.0 9.2 -20.0 -11.6 -20.0 -20.0 -20.0 -20.0 -16.9 11.2 -20.0 4.4 -13.4 1.5 -3.0 -5.2 -2.8 -4.6 -2.8 6.0 -20.0 0.8 -20.0 -7.3 -4.6 -20.0 10.6 -20.0 6.2 -20.0 1.4 -20.0 -20.0 19.3 20.0 -20.0 -8.2 -20.0 -3.5 SOYMEAL -20.0 3.0 20.0 -20.0 -7.8 -20.0 -15.9 -20.0 -17.8 -13.0 1.2 -15.4 -8.8 -9.8 0.1 -11.1 -14.9 -13.4 -15.1 -1.9 2.2 -16.5 -4.3 -13.2 -13.6 5.2 -11.7 9.7 -16.3 0.1 -10.0 -16.1 -11.3 -18.8 20.0 20.0 -17.7 -20.0 -8.5 -20.0 SOYOIL -11.7 -2.3 -9.4 -20.0 -11.4 -20.0 -20.0 -20.0 -20.0 -14.2 -5.4 -19.6 7.6 -13.8 -15.2 -8.4 -5.3 -8.1 -6.9 -12.0 -4.3 -20.0 4.2 -20.0 -19.4 -19.0 -20.0 -8.4 -20.0 -0.2 -20.0 0.1 -20.0 -20.0 -5.1 10.4 -20.0 -18.5 -20.0 -20.0 SP400 13.8 2.4 -0.9 5.1 6.8 8.3 4.3 9.7 3.9 4.7 13.0 8.5 7.9 10.9 9.1 -5.6 -5.9 -5.7 -5.7 7.6 6.3 8.9 5.6 9.7 1.2 4.2 10.9 2.6 7.6 1.9 6.9 -0.7 11.9 7.4 4.2 -9.9 -4.7 -20.0 -8.0 -20.0 SP500_micro 2.6 -7.8 -8.8 5.8 7.6 9.4 4.9 10.9 4.3 6.1 16.6 6.4 17.1 8.1 10.3 -8.3 -9.5 -9.0 -9.1 8.1 15.8 2.0 20.0 3.0 -18.0 2.1 8.1 8.1 0.1 12.2 -0.8 -6.5 -5.3 -6.2 -1.2 -0.5 0.1 -20.0 -0.1 -20.0 SUGAR11 9.9 6.3 -7.8 -20.0 -7.7 -20.0 -15.6 -20.0 -17.5 5.1 -13.2 1.0 -14.5 3.5 -9.2 19.0 10.7 15.3 10.4 -7.3 -14.7 1.1 -17.3 -0.8 -20.0 -8.1 6.0 -15.3 1.2 -16.8 -1.0 20.0 12.0 9.7 6.5 1.9 -11.4 -18.1 -4.0 -13.8 US10 -11.1 -6.9 1.0 -9.6 -6.3 -4.2 -7.9 -3.3 -12.1 1.9 11.3 -9.2 6.1 -9.8 -4.6 1.9 0.4 2.0 1.7 -2.7 4.1 -3.9 6.6 -6.0 -8.7 -0.6 -3.8 6.4 -2.6 9.4 -3.9 -4.2 -3.6 6.3 5.7 9.9 -19.6 -20.0 -14.6 -20.0 US10U -11.7 -7.5 4.1 -12.3 -8.1 -5.4 -10.2 -4.3 -15.5 -2.8 15.0 -15.2 4.1 -15.7 0.3 2.1 -0.6 1.4 0.5 -2.3 6.2 -5.4 7.4 -7.4 -14.1 0.2 -5.4 11.1 -4.8 13.9 -6.4 -6.3 -5.5 7.8 6.8 19.2 -11.1 -12.0 -11.6 -20.0 US2 -3.0 -5.7 -1.6 -9.3 -6.1 -4.1 -7.7 -3.2 -11.8 7.8 0.5 3.6 -3.3 -2.8 -6.5 -10.5 -14.7 -11.9 -12.6 -2.9 -0.4 3.1 1.0 -0.9 17.4 -1.6 -0.2 1.2 4.3 4.4 0.7 -20.0 9.6 11.5 4.6 3.0 -19.9 -12.0 -20.0 -20.0 US20 -13.8 -10.8 5.4 -8.3 -5.5 -3.7 -6.9 -2.9 -10.5 0.6 7.0 -10.7 -3.9 -12.9 -1.9 4.2 3.2 4.1 3.9 -4.6 1.5 -5.5 1.7 -8.2 -9.2 -3.9 -3.7 4.1 -5.6 5.6 -8.3 0.0 -4.8 1.7 -1.0 12.0 -2.5 14.2 -2.3 -17.3 US30 -12.7 -10.7 5.6 -9.9 -6.5 -4.3 -8.2 -3.4 -12.5 -5.9 3.7 -15.0 -9.3 -17.6 -4.1 1.1 -1.7 0.4 -0.7 -7.1 -0.8 -8.4 -2.0 -11.2 -5.4 -7.1 -7.3 2.1 -9.9 2.6 -12.6 -8.3 -9.7 1.6 -2.5 11.9 -2.1 8.4 -0.3 -14.4 US5 -8.4 -6.0 -1.9 -9.6 -6.3 -4.2 -8.0 -3.3 -12.1 3.9 9.2 -5.2 5.9 -6.6 -5.6 -0.2 -2.9 -1.1 -1.7 -2.5 2.7 -0.9 5.6 -3.7 -3.8 -0.8 -1.9 4.5 0.5 8.3 -1.9 -9.9 2.4 7.6 6.8 5.9 -20.0 -18.8 -20.0 -20.0 VIX -18.1 -7.3 -6.2 -17.8 -20.0 -11.9 -20.0 -5.4 -20.0 -20.0 -20.0 -20.0 -15.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.8 -20.0 -9.3 -20.0 NaN -20.0 -20.0 -13.5 -20.0 -6.4 -20.0 NaN NaN NaN NaN NaN -3.4 -20.0 NaN NaN WHEAT -12.1 -2.6 1.8 -20.0 -11.6 -20.0 -20.0 -20.0 -20.0 -5.2 -20.0 -16.3 -20.0 -19.2 -16.6 -16.7 -18.0 -17.0 -17.5 -14.5 -15.2 -14.5 -20.0 -17.6 11.2 -14.0 -1.1 -10.4 -17.4 -13.8 -20.0 -20.0 -4.7 -10.9 13.6 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3