******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251225_204016 produced at 2025-12-25 21:36:31.482973 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.10 0.0 0.00 0.00 0.00 0.00 -18.16 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.57 0.0 0.00 0.00 0.00 0.00 -38.49 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 -6.23 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.34 0.0 999.00 -999.00 -0.23 -0.23 -36.80 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.14 0.00 -0.25 0.0 1.38 -1.38 0.00 0.00 -1.79 10.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -1.37 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -27.96 59.0 0 0 caleb_strategy_v3 BOBL False False 0.07 0.00 -0.08 0.0 1.24 -1.24 0.00 0.00 -1.27 19.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.31 -1.31 0.00 0.00 -1.44 25.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -5.03 11.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.12 -0.07 0.0 0.66 -0.66 -0.12 -0.12 -1.86 17.0 -3 -3 caleb_strategy_v3 BUND False False 0.07 -0.50 -0.05 0.0 0.72 -0.72 -0.50 -0.50 -0.67 10.0 -7 -7 caleb_strategy_v3 DX False False 0.05 -0.05 -0.05 0.0 999.00 -999.00 -0.05 -0.05 -1.13 999999999.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.92 -0.92 0.00 0.00 -0.94 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 -5.22 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 -4.07 4.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.95 2.0 0 0 caleb_strategy_v3 US10U False False 0.06 0.00 -0.03 0.0 0.72 -0.72 0.00 0.00 -0.58 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.05 9.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.25 -0.03 0.0 0.25 -0.25 -0.25 -0.25 -0.47 4.0 -4 -4 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.14 -0.14 0.00 0.00 -1.03 5.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.10 -0.03 0.0 0.57 -0.57 -0.10 -0.10 -1.06 23.0 -4 -4 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.22 -0.22 0.00 0.00 -6.48 51.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 -0.04 -0.80 999999999.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.25 8.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.02 0.0 0.18 -0.18 -0.03 -0.03 -0.75 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.19 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.02 0.0 0.14 -0.14 -0.10 -0.10 -1.73 10.0 -7 -7 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.93 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 -0.38 3.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.44 18.0 -4 -4 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.79 12.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.17 -0.02 0.0 0.34 -0.34 -0.17 -0.17 -0.29 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 -0.24 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 -0.44 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 -0.65 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.01 0.0 0.80 -0.80 -0.05 -0.05 -0.48 48.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.75 -0.75 -0.03 -0.03 -0.45 26.0 -1 -1 caleb_strategy_v3 CHF False False 0.08 -0.15 -0.01 0.0 1.00 -1.00 -0.15 -0.15 -0.14 13.0 -2 -2 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.36 -0.36 0.00 0.00 0.02 6.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.43 4.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.38 17.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.32 0.02 0.0 0.32 -0.32 0.32 0.32 0.11 2.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.77 -0.77 0.00 0.00 1.67 66.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.68 -0.68 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.03 0.0 0.42 -0.42 0.00 0.00 4.34 68.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.14 0.03 0.0 0.68 -0.68 0.14 0.14 0.49 10.0 2 2 caleb_strategy_v3 PALLAD False False 0.09 0.00 0.03 0.0 0.17 -0.17 0.00 0.00 0.36 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.04 0.0 0.65 -0.65 0.08 0.08 0.46 8.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.59 -0.59 0.00 0.00 1.80 21.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.80 -0.80 0.00 0.00 3.61 58.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 0.89 10.0 0 0 caleb_strategy_v3 CAD False False 0.04 0.00 0.06 0.0 1.02 -1.02 0.00 0.00 1.80 29.0 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 2.70 56.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.34 0.07 0.0 999.00 -999.00 0.34 0.34 0.77 999999999.0 4 4 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.70 13.0 2 2 caleb_strategy_v3 CAC False True 0.05 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.21 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.08 0.11 0.0 0.89 -0.89 0.08 0.08 2.64 22.0 2 2 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.11 0.0 0.65 -0.65 0.16 0.16 3.51 20.0 5 5 caleb_strategy_v3 EUR False False 0.07 0.00 0.12 0.0 0.99 -0.99 0.00 0.00 1.76 14.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.14 0.0 0.56 -0.56 0.17 0.17 9.31 36.0 11 11 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.61 -0.61 0.00 0.00 4.69 19.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.33 0.18 0.0 999.00 -999.00 0.33 0.33 2.65 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 2.37 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.61 0.93 0.0 0.79 -0.79 0.61 0.61 69.93 60.0 46 46 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.2 Shocked risk 81.8 Sum abs risk 66.7 Leverage 8.56 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2089732.5, 'annual_cash_vol_target': 522433.125, 'daily_cash_vol_target': 32652.0703125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6706 0.4965 7.9437 BITCOIN 2103.7036 87845.0000 2.3948 38.3166 BOBL 0.1758 116.0300 0.1515 2.4243 BTP 0.4255 120.0500 0.3544 5.6711 BUND 0.3642 127.4600 0.2858 4.5722 BUXL 0.8282 109.9400 0.7533 12.0530 CAC 49.9633 8110.5000 0.6160 9.8565 CAD 0.0026 0.7342 0.3494 5.5900 CANOLA 7.5829 611.5000 1.2401 19.8408 CHF 0.0049 1.2798 0.3795 6.0723 COCOA 128.7935 5995.0000 2.1483 34.3736 COFFEE 5.6013 330.8500 1.6930 27.0880 COPPER 0.0611 5.5730 1.0967 17.5473 CORN 3.6138 467.0000 0.7738 12.3814 COTTON2 0.6300 64.2400 0.9806 15.6904 CRUDE_W 0.8136 57.8500 1.4063 22.5010 DAX 155.5311 24496.0000 0.6349 10.1588 DOW 295.3517 49029.0000 0.6024 9.6384 DX 0.3377 97.6800 0.3457 5.5317 EUR 0.0040 1.1823 0.3349 5.3592 EURIBOR-ICE 0.0346 97.6000 0.0354 0.5668 EUROSTX 39.4301 5768.0000 0.6836 10.9376 FEEDCOW 3.3486 337.6000 0.9919 15.8699 GASOIL 11.1374 627.5000 1.7749 28.3983 GASOLINE 0.0293 1.9980 1.4690 23.5033 GAS_US_mini 0.1485 3.7600 3.9490 63.1838 GBP 0.0058 1.3501 0.4267 6.8278 GOLD_micro 34.2333 4505.6000 0.7598 12.1567 HEATOIL 0.0388 2.1038 1.8440 29.5033 JGB-SGX-mini 0.2197 132.7100 0.1656 2.6491 JPY 0.0000 0.0065 0.6064 9.7020 LEANHOG 1.0767 89.8000 1.1990 19.1842 LIVECOW 2.1750 228.9250 0.9501 15.2013 LUMBER-new 7.0606 582.0000 1.2132 19.4107 MXP 0.0003 0.0554 0.4765 7.6247 NASDAQ_micro 216.3147 25880.5000 0.8358 13.3731 NIKKEI 498.5298 50500.0000 0.9872 15.7950 NZD 0.0032 0.5850 0.5484 8.7750 OAT 0.3779 120.5000 0.3136 5.0177 OATIES 5.5462 312.2500 1.7762 28.4193 OJ 6.7774 204.4500 3.3150 53.0394 PALLAD 46.4994 1821.0000 2.5535 40.8562 PLAT 41.4792 2296.2000 1.8064 28.9028 REDWHEAT 7.5234 546.0000 1.3779 22.0465 RICE 0.1491 10.2500 1.4542 23.2668 ROBUSTA 70.1593 3858.0000 1.8185 29.0967 RUSSELL 25.6593 2566.1000 0.9999 15.9989 SHATZ 0.0507 106.7350 0.0475 0.7604 SILVER-mini 1.0399 71.8375 1.4476 23.1610 SMI 74.7645 13177.0000 0.5674 9.0782 SOFR 0.0443 96.5750 0.0459 0.7347 SOYBEAN 8.1950 1083.0000 0.7567 12.1071 SOYMEAL 3.7107 311.0000 1.1932 19.0904 SOYOIL 0.5858 50.0200 1.1710 18.7367 SP400 27.4384 3395.8000 0.8080 12.9282 SP500_micro 42.9045 6982.5000 0.6145 9.8313 SUGAR11 0.2220 14.9000 1.4902 23.8432 US10 0.2891 112.5156 0.2570 4.1113 US10U 0.3890 115.1719 0.3378 5.4042 US2 0.0707 104.3320 0.0678 1.0846 US20 0.6002 115.7812 0.5184 8.2946 US30 0.8546 118.6562 0.7203 11.5241 US5 0.1918 109.2812 0.1755 2.8086 VIX 0.4387 19.5500 2.2440 35.9040 WHEAT 6.6571 576.2500 1.1552 18.4840 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 670.60 0.50 332.94 1.00 332.94 32652.07 98.07 18.42 180.64 BITCOIN 87.84 2.39 210.37 1.00 210.37 32652.07 155.21 -16.61 -257.81 BOBL 1160.30 0.15 175.81 1.18 205.99 32652.07 158.51 -7.91 -125.33 BTP 1200.50 0.35 425.51 1.18 498.55 32652.07 65.49 1.03 6.73 BUND 1274.60 0.29 364.24 1.18 426.76 32652.07 76.51 -8.68 -66.41 BUXL 1099.40 0.75 828.19 1.18 970.37 32652.07 33.65 -13.87 -46.67 CAC 811.05 0.62 499.63 1.18 588.21 32652.07 55.51 11.66 64.74 CAD 734.20 0.35 256.51 1.00 256.51 32652.07 127.29 5.45 69.37 CANOLA 122.30 1.24 151.66 0.73 110.38 32652.07 295.80 -8.99 -266.07 CHF 1599.75 0.38 607.14 1.00 607.14 32652.07 53.78 -1.03 -5.55 COCOA 599.50 2.15 1287.94 1.00 1287.94 32652.07 25.35 -7.37 -18.67 COFFEE 1240.69 1.69 2100.48 1.00 2100.48 32652.07 15.55 1.00 1.55 COPPER 1393.25 1.10 1527.98 1.00 1527.98 32652.07 21.37 11.44 24.45 CORN 233.50 0.77 180.69 1.00 180.69 32652.07 180.71 -4.06 -73.32 COTTON2 321.20 0.98 314.98 1.00 314.98 32652.07 103.66 -19.90 -206.34 CRUDE_W 578.50 1.41 813.55 1.00 813.55 32652.07 40.14 -2.37 -9.50 DAX 244.96 0.63 155.53 1.18 182.23 32652.07 179.18 5.89 105.58 DOW 245.14 0.60 147.68 1.00 147.68 32652.07 221.11 3.25 71.87 DX 976.80 0.35 337.71 1.00 337.71 32652.07 96.69 -4.51 -43.63 EUR 1477.88 0.33 495.01 1.00 495.01 32652.07 65.96 10.29 67.90 EURIBOR-ICE 2440.00 0.04 86.44 1.18 101.77 32652.07 320.85 -1.63 -52.35 EUROSTX 576.80 0.68 394.30 1.18 461.99 32652.07 70.68 14.54 102.78 FEEDCOW 1688.00 0.99 1674.28 1.00 1674.28 32652.07 19.50 7.13 13.90 GASOIL 627.50 1.77 1113.74 1.00 1113.74 32652.07 29.32 3.40 9.97 GASOLINE 839.16 1.47 1232.69 1.00 1232.69 32652.07 26.49 -6.94 -18.38 GAS_US_mini 94.00 3.95 371.20 1.00 371.20 32652.07 87.96 -4.12 -36.24 GBP 843.81 0.43 360.09 1.00 360.09 32652.07 90.68 11.20 101.60 GOLD_micro 450.56 0.76 342.33 1.00 342.33 32652.07 95.38 8.30 79.15 HEATOIL 883.60 1.84 1629.31 1.00 1629.31 32652.07 20.04 -4.40 -8.81 JGB-SGX-mini 132710.00 0.17 21972.25 0.01 141.02 32652.07 231.55 -15.33 -354.96 JPY 807.38 0.61 489.57 1.00 489.57 32652.07 66.70 -10.74 -71.66 LEANHOG 359.20 1.20 430.69 1.00 430.69 32652.07 75.81 10.19 77.29 LIVECOW 915.70 0.95 869.99 1.00 869.99 32652.07 37.53 3.05 11.45 LUMBER-new 160.05 1.21 194.17 1.00 194.17 32652.07 168.16 -12.73 -214.15 MXP 276.75 0.48 131.88 1.00 131.88 32652.07 247.58 19.22 475.81 NASDAQ_micro 517.61 0.84 432.63 1.00 432.63 32652.07 75.47 -6.02 -45.42 NIKKEI 50500.00 0.99 49852.98 0.01 319.96 32652.07 102.05 8.41 85.87 NZD 585.00 0.55 320.84 1.00 320.84 32652.07 101.77 6.82 69.44 OAT 1205.00 0.31 377.89 1.18 442.76 32652.07 73.75 1.96 14.43 OATIES 156.12 1.78 277.31 1.00 277.31 32652.07 117.75 -17.24 -203.02 OJ 306.68 3.31 1016.62 1.00 1016.62 32652.07 32.12 -8.30 -26.67 PALLAD 1821.00 2.55 4649.94 1.00 4649.94 32652.07 7.02 15.15 10.64 PLAT 1148.10 1.81 2073.96 1.00 2073.96 32652.07 15.74 16.55 26.05 REDWHEAT 273.00 1.38 376.17 1.00 376.17 32652.07 86.80 -10.82 -93.89 RICE 205.00 1.45 298.11 1.00 298.11 32652.07 109.53 -15.25 -167.02 ROBUSTA 385.80 1.82 701.59 1.00 701.59 32652.07 46.54 -7.14 -33.23 RUSSELL 128.30 1.00 128.30 1.00 128.30 32652.07 254.50 5.14 130.71 SHATZ 1067.35 0.05 50.72 1.18 59.43 32652.07 549.41 -11.17 -613.50 SILVER-mini 1795.94 1.45 2599.74 1.00 2599.74 32652.07 12.56 17.97 22.57 SMI 1317.70 0.57 747.65 1.27 940.32 32652.07 34.72 20.00 69.45 SOFR 2414.38 0.05 110.86 1.00 110.86 32652.07 294.53 -10.13 -298.43 SOYBEAN 541.50 0.76 409.75 1.00 409.75 32652.07 79.69 -10.06 -80.16 SOYMEAL 311.00 1.19 371.07 1.00 371.07 32652.07 87.99 -14.47 -127.30 SOYOIL 300.12 1.17 351.45 1.00 351.45 32652.07 92.91 -20.00 -185.81 SP400 3395.80 0.81 2743.84 1.00 2743.84 32652.07 11.90 2.80 3.33 SP500_micro 349.12 0.61 214.52 1.00 214.52 32652.07 152.21 -1.36 -20.67 SUGAR11 166.88 1.49 248.68 1.00 248.68 32652.07 131.30 -7.64 -100.32 US10 1125.16 0.26 289.11 1.00 289.11 32652.07 112.94 -6.53 -73.77 US10U 1151.72 0.34 389.01 1.00 389.01 32652.07 83.94 -5.47 -45.94 US2 2086.64 0.07 141.44 1.00 141.44 32652.07 230.85 -4.66 -107.67 US20 1157.81 0.52 600.22 1.00 600.22 32652.07 54.40 -3.43 -18.67 US30 1186.56 0.72 854.63 1.00 854.63 32652.07 38.21 -6.05 -23.12 US5 1092.81 0.18 191.83 1.00 191.83 32652.07 170.21 -6.69 -113.83 VIX 195.50 2.24 438.70 1.00 438.70 32652.07 74.43 -20.00 -148.86 WHEAT 288.12 1.16 332.86 1.00 332.86 32652.07 98.10 -15.75 -154.53 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 180.637 0.010 2.5 4.693 BITCOIN -257.812 0.043 2.5 -27.957 BOBL -125.327 0.004 2.5 -1.273 BTP 6.734 0.014 2.5 0.230 BUND -66.414 0.004 2.5 -0.674 BUXL -46.666 0.004 2.5 -0.474 CAC 64.736 0.014 2.5 2.211 CAD 69.375 0.010 2.5 1.803 CANOLA -266.067 0.010 2.5 -6.482 CHF -5.545 0.010 2.5 -0.144 COCOA -18.674 0.010 2.5 -0.455 COFFEE 1.551 0.005 2.5 0.021 COPPER 24.453 0.043 2.5 2.652 CORN -73.316 0.010 2.5 -1.786 COTTON2 -206.336 0.010 2.5 -5.027 CRUDE_W -9.497 0.043 2.5 -1.030 DAX 105.581 0.014 2.5 3.606 DOW 71.870 0.009 2.5 1.673 DX -43.629 0.010 2.5 -1.134 EUR 67.901 0.010 2.5 1.764 EURIBOR-ICE -52.355 0.014 2.5 -1.788 EUROSTX 102.778 0.014 2.5 3.511 FEEDCOW 13.904 0.013 2.5 0.461 GASOIL 9.968 0.017 2.5 0.433 GASOLINE -18.381 0.017 2.5 -0.798 GAS_US_mini -36.241 0.043 2.5 -3.930 GBP 101.605 0.010 2.5 2.640 GOLD_micro 79.154 0.014 2.5 2.704 HEATOIL -8.813 0.017 2.5 -0.383 JGB-SGX-mini -354.959 0.043 2.5 -38.492 JPY -71.660 0.010 2.5 -1.862 LEANHOG 77.291 0.024 2.5 4.704 LIVECOW 11.451 0.013 2.5 0.380 LUMBER-new -214.148 0.010 2.5 -5.217 MXP 475.805 0.059 2.5 69.934 NASDAQ_micro -45.423 0.009 2.5 -1.057 NIKKEI 85.869 0.043 2.5 9.312 NZD 69.437 0.010 2.5 1.804 OAT 14.435 0.014 2.5 0.493 OATIES -203.016 0.010 2.5 -4.946 OJ -26.667 0.010 2.5 -0.650 PALLAD 10.640 0.014 2.5 0.363 PLAT 26.052 0.014 2.5 0.890 REDWHEAT -93.893 0.005 2.5 -1.247 RICE -167.024 0.010 2.5 -4.069 ROBUSTA -33.230 0.005 2.5 -0.441 RUSSELL 130.707 0.013 2.5 4.337 SHATZ -613.505 0.004 2.5 -6.230 SILVER-mini 22.567 0.014 2.5 0.771 SMI 69.449 0.014 2.5 2.372 SOFR -298.433 0.024 2.5 -18.163 SOYBEAN -80.157 0.004 2.5 -0.747 SOYMEAL -127.296 0.004 2.5 -1.186 SOYOIL -185.812 0.004 2.5 -1.732 SP400 3.327 0.013 2.5 0.110 SP500_micro -20.668 0.009 2.5 -0.481 SUGAR11 -100.322 0.010 2.5 -2.444 US10 -73.770 0.005 2.5 -0.936 US10U -45.940 0.005 2.5 -0.583 US2 -107.669 0.005 2.5 -1.366 US20 -18.674 0.005 2.5 -0.237 US30 -23.118 0.005 2.5 -0.293 US5 -113.827 0.005 2.5 -1.444 VIX -148.858 0.099 2.5 -36.796 WHEAT -154.530 0.005 2.5 -2.053 ===================== Position diags ===================== AUD 2.55 BITCOIN 16.83 BOBL 1.61 BTP 2.24 BUND 0.78 BUXL 0.34 CAC 1.90 CAD 3.31 CANOLA 7.21 CHF 1.40 COCOA 0.62 COFFEE 0.21 COPPER 2.32 CORN 4.40 COTTON2 2.53 CRUDE_W 4.35 DAX 6.12 DOW 5.15 DX 2.51 EUR 1.71 EURIBOR-ICE 10.96 EUROSTX 2.41 FEEDCOW 0.65 GASOIL 1.27 GASOLINE 1.15 GAS_US_mini 9.54 GBP 2.36 GOLD_micro 3.26 HEATOIL 0.87 JGB-SGX-mini 25.11 JPY 1.73 LEANHOG 4.61 LIVECOW 1.25 LUMBER-new 4.10 MXP 36.39 NASDAQ_micro 1.76 NIKKEI 11.07 NZD 2.64 OAT 2.52 OATIES 2.87 OJ 0.78 PALLAD 0.24 PLAT 0.54 REDWHEAT 1.15 RICE 2.67 ROBUSTA 0.62 RUSSELL 8.45 SHATZ 5.58 SILVER-mini 0.43 SMI 1.19 SOFR 17.93 SOYBEAN 0.74 SOYMEAL 0.82 SOYOIL 0.87 SP400 0.39 SP500_micro 3.54 SUGAR11 3.20 US10 1.43 US10U 1.07 US2 2.93 US20 0.69 US30 0.48 US5 2.16 VIX 18.40 WHEAT 1.30 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.7 4.4 4.9 0.0 0 BITCOIN -28.0 -29.6 -26.3 0.0 0 BOBL -1.3 -1.4 -1.1 0.0 0 BTP 0.2 0.0 0.5 0.0 0 BUND -0.7 -0.8 -0.6 -7.0 -7 BUXL -0.5 -0.5 -0.4 -4.0 -4 CAC 2.2 2.0 2.4 0.0 0 CAD 1.8 1.5 2.1 0.0 0 CANOLA -6.5 -7.2 -5.8 0.0 0 CHF -0.1 -0.3 -0.0 -2.0 -2 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 2.7 2.4 2.9 5.0 5 CORN -1.8 -2.2 -1.3 0.0 0 COTTON2 -5.0 -5.3 -4.8 -5.0 -5 CRUDE_W -1.0 -1.5 -0.6 0.0 0 DAX 3.6 3.0 4.2 0.0 0 DOW 1.7 1.2 2.2 0.0 0 DX -1.1 -1.4 -0.9 -1.0 -1 EUR 1.8 1.6 1.9 0.0 0 EURIBOR-ICE -1.8 -2.9 -0.7 0.0 0 EUROSTX 3.5 3.3 3.8 5.0 5 FEEDCOW 0.5 0.4 0.5 1.0 1 GASOIL 0.4 0.3 0.6 0.0 0 GASOLINE -0.8 -0.9 -0.7 -1.0 -1 GAS_US_mini -3.9 -4.9 -3.0 0.0 0 GBP 2.6 2.4 2.9 2.0 2 GOLD_micro 2.7 2.4 3.0 0.0 0 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -38.5 -41.0 -36.0 0.0 0 JPY -1.9 -2.0 -1.7 -3.0 -3 LEANHOG 4.7 4.2 5.2 2.0 2 LIVECOW 0.4 0.3 0.5 0.0 0 LUMBER-new -5.2 -5.6 -4.8 0.0 0 MXP 69.9 66.3 73.6 46.0 46 NASDAQ_micro -1.1 -1.2 -0.9 -4.0 -4 NIKKEI 9.3 8.2 10.4 11.0 11 NZD 1.8 1.5 2.1 0.0 0 OAT 0.5 0.2 0.7 2.0 2 OATIES -4.9 -5.2 -4.7 NaN 0 OJ -0.6 -0.7 -0.6 -2.0 -2 PALLAD 0.4 0.3 0.4 0.0 0 PLAT 0.9 0.8 0.9 0.0 0 REDWHEAT -1.2 -1.4 -1.1 -3.0 -3 RICE -4.1 -4.3 -3.8 -3.0 -3 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 4.3 3.5 5.2 0.0 0 SHATZ -6.2 -6.8 -5.7 NaN 0 SILVER-mini 0.8 0.7 0.8 4.0 4 SMI 2.4 2.3 2.5 0.0 0 SOFR -18.2 -20.0 -16.4 NaN 0 SOYBEAN -0.7 -0.8 -0.7 -1.0 -1 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -1.7 -1.8 -1.6 -7.0 -7 SP400 0.1 0.1 0.1 2.0 2 SP500_micro -0.5 -0.8 -0.1 -3.0 -3 SUGAR11 -2.4 -2.8 -2.1 -4.0 -4 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -1.4 -1.7 -1.1 NaN 0 US20 -0.2 -0.3 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.4 -1.7 -1.2 0.0 0 VIX -36.8 -38.6 -35.0 -25.0 -25 WHEAT -2.1 -2.2 -1.9 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== 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 0.2 -0.1 0.2 0.1 0.2 0.2 0.4 0.2 0.2 0.2 0.1 0.0 -0.0 -0.0 -0.0 0.1 0.1 0.2 0.1 0.2 2.3 0.1 0.2 0.2 0.2 0.1 0.2 0.3 -0.3 0.3 0.4 0.4 0.2 0.7 0.2 0.7 BITCOIN -0.0 -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 -0.2 -0.2 -0.0 -0.5 -0.6 -0.6 -0.6 0.1 -0.1 -0.7 -0.6 BOBL -0.6 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.2 -0.2 -0.2 -0.2 -0.4 0.1 -0.0 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.4 -0.2 -0.0 -0.3 -0.2 -0.2 -0.2 0.2 -0.2 -0.6 -0.6 -0.4 0.2 0.7 0.6 0.7 BTP -0.4 -0.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.2 -0.2 0.0 0.3 -0.1 0.7 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 0.1 -0.1 0.4 -0.1 0.6 -0.0 0.0 0.1 0.3 0.0 0.7 0.3 0.7 BUND -0.6 -0.5 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.3 -0.2 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.1 -0.3 -0.6 -0.6 -0.3 0.0 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 -0.0 -0.5 -0.2 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.1 -0.5 -0.2 0.1 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 -0.0 -0.4 -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 0.4 0.1 0.6 0.1 -0.0 0.4 0.1 0.7 0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 0.8 0.1 -0.0 0.2 0.0 0.2 0.0 0.3 0.1 -0.4 -0.3 -0.1 0.5 0.7 0.3 0.7 CAD 0.6 0.5 -0.2 0.0 0.2 -0.1 0.2 0.1 0.2 0.2 -0.2 0.2 -0.2 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.1 -0.0 0.2 -0.2 0.2 2.7 0.1 0.2 -0.0 0.2 -0.2 0.2 -0.4 0.1 0.6 0.5 -0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.1 -0.3 -0.2 0.1 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 -0.1 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.2 1.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.8 -0.3 -0.6 -0.2 0.0 0.5 0.7 0.7 0.7 CHF 0.5 -0.1 -0.3 0.0 0.2 -0.1 0.2 0.1 0.2 0.2 0.1 0.2 0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.2 0.2 0.1 -0.2 0.0 0.2 0.1 0.2 0.3 0.1 -1.1 0.4 0.1 -0.0 0.2 -0.3 -0.7 -0.2 -0.7 COCOA 0.6 -0.1 -0.6 -0.1 0.0 -0.4 -0.0 -0.5 -0.1 -0.0 -0.2 0.0 -0.1 0.0 -0.0 -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 -0.0 0.4 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.6 -0.4 0.4 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.1 0.3 -0.2 0.5 -0.2 -0.0 0.4 0.3 0.4 0.4 -0.1 0.1 -0.2 0.5 -0.2 -2.7 -0.1 -0.1 0.4 -0.2 0.7 -0.2 1.1 -0.5 -0.6 -0.1 0.6 0.7 0.5 0.7 0.7 COPPER 0.5 0.4 0.5 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.1 0.2 0.1 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.1 0.2 0.2 0.2 -0.7 0.2 0.2 0.3 0.2 0.5 0.2 -0.0 -0.5 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.7 CORN -0.1 0.1 0.2 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.2 -0.1 0.0 -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 0.2 0.0 0.1 -0.3 -0.0 -1.1 0.4 0.3 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 -0.1 -0.7 -0.2 0.2 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.3 -0.4 -0.3 -0.2 -0.2 0.0 -0.5 -0.1 -1.7 -0.2 0.2 -0.5 0.0 -0.7 -0.2 -0.9 0.2 0.1 -0.0 0.3 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.1 -0.2 -0.1 0.1 -0.1 -0.1 0.0 -0.2 0.1 -0.4 -0.0 -0.5 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.1 1.1 -0.2 0.1 -0.5 -0.0 -0.6 -0.1 -0.5 0.2 0.1 -0.2 -0.6 0.7 0.7 0.4 0.7 DAX 0.5 -0.1 -0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.3 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 0.1 0.4 -0.1 -0.6 0.2 0.7 0.1 0.7 DOW 0.4 -0.0 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.1 -1.5 0.1 0.1 0.3 0.1 0.4 0.1 -0.2 0.2 0.2 0.3 0.1 -0.1 -0.7 -0.3 -0.7 DX -0.6 -0.1 0.4 0.0 0.2 -0.1 0.2 0.1 0.2 -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 -0.2 0.0 -0.2 -0.1 -0.2 0.9 -0.5 -0.6 -0.0 0.4 0.1 0.5 0.2 0.6 EUR 0.6 0.1 -0.2 0.0 0.2 -0.1 0.2 0.1 0.2 0.1 0.3 0.2 0.7 0.2 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.4 0.2 2.0 0.1 0.2 0.2 0.2 0.5 0.2 -0.4 0.1 0.3 0.4 0.2 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.6 -0.6 -0.3 -0.1 0.1 -0.1 -0.0 -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 0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 0.8 -0.1 -0.6 -0.6 -0.3 0.2 0.7 0.5 0.7 EUROSTX 0.2 -0.0 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 0.0 0.4 0.1 0.4 0.1 0.4 -0.0 0.2 0.3 0.1 0.4 0.7 0.3 0.7 FEEDCOW 0.6 -0.2 -0.5 -0.2 0.0 -0.5 -0.0 -0.6 -0.1 0.0 0.1 0.1 0.2 0.1 -0.0 0.2 0.2 0.3 0.3 0.0 0.1 0.1 0.3 0.1 -2.7 -0.0 0.0 0.1 0.1 0.5 0.0 1.1 0.3 0.6 -0.0 0.2 0.7 0.7 0.7 0.7 GASOIL -0.6 -0.4 0.0 -0.1 0.0 -0.1 -0.1 0.0 -0.1 0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 0.0 -0.0 0.1 -0.1 -0.2 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.7 0.1 -0.2 -0.0 0.2 0.3 0.6 -0.0 0.3 GASOLINE -0.4 -0.2 -0.1 -0.1 0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 0.2 -0.2 0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -2.5 -0.2 0.1 -0.3 -0.1 -0.2 -0.2 0.1 0.0 -0.3 -0.2 -0.3 0.7 0.7 0.6 0.7 GAS_US_mini -0.6 0.2 0.4 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -1.1 -0.3 -0.2 0.3 0.2 0.1 -0.7 -0.4 -0.7 GBP 0.6 0.2 -0.4 0.0 0.2 -0.1 0.2 0.1 0.2 0.2 -0.0 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 0.1 0.2 0.3 0.2 0.3 0.1 0.6 0.4 0.1 0.2 -0.2 0.3 -0.2 GOLD_micro 0.6 0.6 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 -0.2 -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 -0.4 -0.1 -0.1 0.0 -0.1 -0.1 0.0 -0.1 -0.0 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 -0.0 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.3 0.0 0.0 0.7 0.4 -0.2 -0.3 JGB-SGX-mini -0.3 -0.5 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.2 -0.2 -0.1 -0.4 -0.2 -0.5 -0.2 -0.1 -0.4 -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 -0.6 0.0 0.2 -0.0 0.2 0.0 0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 -0.0 -0.5 -0.1 -0.5 -0.1 -0.6 -0.4 -0.6 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.6 0.0 -0.5 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.1 0.0 0.2 0.4 0.2 -0.1 -0.4 0.4 -0.1 0.3 0.0 -0.0 0.2 0.2 0.2 -0.3 0.1 0.1 -0.1 0.2 0.1 0.2 1.1 0.5 0.6 0.6 0.6 0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.2 -0.6 -0.1 0.0 -0.5 -0.0 -0.6 -0.1 -0.0 0.0 0.1 0.2 0.1 -0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.2 0.1 -2.7 -0.0 0.0 0.0 0.0 0.3 0.0 1.1 0.2 0.6 -0.1 0.1 0.7 0.5 0.7 0.7 LUMBER-new 0.5 -0.5 -0.7 -0.2 0.1 -0.6 -0.1 -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 -0.8 -0.1 -1.2 0.2 0.6 -0.6 -0.2 0.1 0.8 0.3 0.8 MXP 0.5 0.3 0.1 0.0 0.2 -0.1 0.2 0.1 0.2 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 0.3 0.5 0.6 0.6 0.3 0.3 0.4 0.5 NASDAQ_micro -0.0 -0.3 -0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.5 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.0 -2.7 0.0 0.1 0.2 0.0 0.4 -0.0 -0.3 -0.3 -0.3 -0.2 0.1 -0.0 -0.7 -0.0 -0.7 NIKKEI -0.1 -0.2 0.4 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.4 -0.0 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.0 -2.0 0.1 0.0 0.5 0.0 0.7 0.0 1.1 -0.1 -0.2 0.0 0.6 -0.1 0.1 -0.1 0.3 NZD 0.6 0.3 -0.3 0.0 0.2 -0.1 0.2 0.1 0.1 0.1 -0.2 0.2 -0.4 0.2 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.1 -0.2 0.1 2.1 -0.0 0.2 -0.3 0.2 -0.4 0.1 0.0 -0.3 0.1 -0.1 -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 0.0 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 -0.0 -0.1 -0.1 -0.1 -0.2 1.0 -0.2 -0.2 -0.0 0.1 -0.0 0.7 0.3 0.7 OATIES -0.2 -0.0 -0.2 -0.2 0.1 -0.5 -0.1 -0.7 -0.1 0.1 -0.3 -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 -0.1 0.1 -0.4 -0.0 -0.4 -0.1 -0.7 0.2 -0.4 -0.2 -0.2 -0.3 -0.5 -0.1 -0.5 OJ 0.6 0.1 -0.6 -0.1 0.0 -0.3 -0.0 -0.4 -0.1 0.1 -0.2 0.1 -0.2 0.0 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.1 -2.7 -0.0 0.1 -0.2 0.1 -0.2 0.1 0.6 0.5 0.6 0.0 -0.1 -0.5 -0.6 -0.2 -0.6 PALLAD 0.6 0.1 0.3 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 0.1 0.2 0.3 0.2 2.5 0.2 0.1 0.4 0.2 0.4 0.2 0.3 0.3 0.3 0.0 0.1 0.1 -0.3 -0.7 -0.7 PLAT 0.6 0.2 -0.0 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.4 0.2 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 0.1 0.2 0.2 0.4 0.2 0.5 0.2 0.2 0.5 0.6 0.6 0.1 0.7 0.4 -0.7 -0.5 REDWHEAT -0.1 0.1 0.2 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.2 -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 -0.0 0.9 -0.0 0.2 -0.2 0.1 -0.5 -0.0 -1.0 0.4 0.3 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 -0.0 -0.5 -0.1 0.1 -0.2 0.0 -0.3 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 0.0 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 -1.0 0.0 -0.1 -0.1 -0.3 -0.3 -0.5 0.0 -0.5 ROBUSTA -0.6 -0.6 0.1 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 -0.0 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.0 -0.1 0.0 -0.2 -2.7 -0.1 0.0 -0.1 -0.1 0.0 -0.1 1.1 -0.4 -0.6 -0.3 0.3 -0.2 0.5 0.3 0.7 RUSSELL 0.4 -0.0 0.2 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.4 0.0 0.5 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 0.0 0.3 0.1 0.3 0.1 0.0 -0.2 0.0 0.1 0.0 -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 -0.2 -0.1 -0.3 -0.2 1.2 -0.2 -0.0 -0.5 -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 0.4 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 -1.6 0.2 0.2 0.5 0.2 0.7 0.2 0.0 0.3 0.6 0.6 0.6 0.1 0.7 -0.3 -0.1 SMI 0.4 0.6 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 0.2 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 1.0 0.5 0.6 0.6 0.5 0.1 0.7 0.1 0.7 SOFR -0.4 -0.3 -0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 0.2 -0.2 0.6 -0.2 -0.2 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 -0.2 0.1 -0.0 -0.3 -0.6 -0.3 -0.7 SOYBEAN -0.6 -0.0 0.3 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.0 0.3 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.2 0.0 -0.2 -1.0 -0.1 0.0 0.2 -0.2 0.2 -0.2 0.1 -0.3 -0.6 0.4 0.6 -0.7 -0.3 -0.7 -0.1 SOYMEAL -0.6 -0.0 0.6 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.1 0.0 -0.1 -0.3 -0.1 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.1 -0.1 -1.9 0.1 0.1 0.3 -0.1 0.0 -0.1 -0.8 0.0 -0.6 0.6 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.5 -0.1 -0.3 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.1 -0.2 -0.2 0.3 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 -2.6 -0.2 -0.0 -0.2 -0.2 -0.0 -0.2 0.0 -0.5 -0.6 -0.2 0.2 -0.7 -0.6 -0.7 -0.7 SP400 0.4 0.1 -0.0 0.1 0.1 0.3 0.1 0.4 0.1 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 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.1 0.2 -0.4 -0.1 -0.7 -0.3 -0.7 SP500_micro 0.1 -0.2 -0.3 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.5 0.0 0.2 0.2 0.1 0.5 0.0 -0.3 -0.0 -0.2 -0.1 -0.0 0.0 -0.7 0.0 -0.7 SUGAR11 0.3 0.3 -0.2 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.1 -0.3 0.1 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.2 0.1 -0.5 0.0 -2.7 -0.1 0.2 -0.4 0.1 -0.6 0.0 1.1 0.4 0.3 0.4 0.0 -0.4 -0.6 -0.1 -0.4 US10 -0.3 -0.2 0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.0 0.3 -0.1 0.2 -0.1 -0.1 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 0.1 0.2 0.3 -0.7 -0.7 -0.5 -0.7 US10U -0.3 -0.2 0.1 -0.1 0.1 -0.2 -0.0 -0.2 -0.1 0.1 0.4 -0.1 0.2 -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 0.1 0.3 -0.0 0.5 -0.1 -0.3 -0.1 0.1 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 -0.0 -0.1 -0.1 -0.1 0.0 0.0 -0.1 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -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 0.0 0.3 0.2 0.1 -0.7 -0.4 -0.7 -0.7 US20 -0.4 -0.4 0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.1 -1.3 -0.0 0.1 0.1 -0.0 0.2 -0.1 0.0 -0.1 0.0 -0.0 0.4 -0.1 0.5 -0.1 -0.6 US30 -0.3 -0.3 0.2 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 -0.1 -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.7 -0.1 0.1 0.0 -0.0 0.1 -0.1 -0.4 -0.3 0.0 -0.1 0.4 -0.1 0.3 -0.0 -0.5 US5 -0.2 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 -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 0.0 0.1 0.2 0.1 -0.7 -0.6 -0.7 -0.7 VIX -0.9 -0.5 -0.3 -0.3 -0.3 -0.6 -0.3 -0.4 -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 -0.7 -0.3 -0.4 -0.3 NaN NaN NaN NaN NaN -0.2 -1.1 NaN NaN WHEAT -0.3 -0.1 0.1 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.3 -0.4 -0.3 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 1.5 -0.1 0.2 -0.3 -0.0 -0.5 -0.1 -1.1 0.1 -0.2 0.3 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 16.4 6.7 0.7 1.4 20.0 -2.9 20.0 2.2 16.0 19.7 13.6 20.0 5.7 19.3 11.8 0.8 -0.9 -0.0 -0.5 13.0 8.1 20.0 4.5 18.3 17.2 12.7 20.0 7.3 20.0 2.4 19.5 5.1 -10.9 10.1 13.4 13.8 4.8 20.0 7.3 20.0 BITCOIN -0.2 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -9.1 -11.9 -11.0 3.0 -16.9 -17.7 -4.1 -6.6 -5.0 -5.7 -20.0 -20.0 -9.3 -4.5 -19.1 -20.0 -20.0 -3.3 -19.8 -8.2 -4.2 -17.1 -0.0 -20.0 -20.0 -20.0 -20.0 4.5 -2.1 -20.0 -16.9 BOBL -18.4 -15.4 -4.0 -9.2 -1.4 -4.2 -6.3 -3.3 -11.0 -0.9 -12.3 -15.1 -4.2 -16.5 -15.4 -20.0 4.3 -0.0 5.9 -17.1 -10.2 -13.3 -5.9 -19.8 2.8 -20.0 -5.3 -12.8 -17.8 -6.6 -20.0 3.4 -8.7 -20.0 -19.4 -11.5 5.7 20.0 19.0 20.0 BTP -11.8 -10.4 -0.1 -12.0 -1.8 -5.5 -8.2 -4.3 -14.3 3.8 12.2 -11.8 18.6 -13.2 3.4 13.8 9.4 11.0 10.1 -3.9 3.9 -5.2 9.9 -8.3 -20.0 -7.1 0.9 2.9 -8.0 10.2 -12.8 10.6 -0.4 0.7 3.6 7.8 1.0 20.0 10.1 20.0 BUND -17.5 -14.1 0.0 -10.4 -1.6 -4.8 -7.1 -3.7 -12.4 1.8 -11.8 -17.3 -10.6 -19.2 -16.7 14.3 4.3 6.1 4.7 -16.9 -9.8 -15.3 -8.1 -20.0 -0.4 -20.0 -5.9 -12.5 -20.0 -7.4 -20.0 1.6 -13.0 -20.0 -18.6 -7.9 1.5 20.0 9.4 20.0 BUXL -13.9 -12.4 0.9 -10.5 -1.6 -4.9 -7.2 -3.8 -12.6 -1.4 -18.0 -17.6 -20.0 -20.0 -18.1 4.2 3.2 4.1 3.9 -19.5 -16.3 -15.5 -19.2 -20.0 0.7 -20.0 -5.8 -19.8 -20.0 -17.4 -20.0 -0.1 -17.1 -17.2 -19.9 -10.0 -6.9 19.0 -1.1 8.2 CAC 0.3 -2.7 9.0 9.4 14.5 13.8 11.7 15.8 8.9 -2.0 15.8 9.6 18.6 0.1 10.8 -6.4 -2.2 -4.3 -3.1 6.6 11.6 1.6 12.7 3.2 6.2 5.3 -4.0 7.3 1.7 4.5 3.0 5.0 3.2 -12.6 -8.1 -4.3 14.3 20.0 10.1 20.0 CAD 20.0 15.0 -5.4 1.4 20.0 -2.8 20.0 2.1 15.9 20.0 -7.5 20.0 -6.1 20.0 7.9 -7.3 -7.5 -8.0 -7.9 12.0 -0.6 20.0 -5.6 20.0 20.0 10.8 20.0 -1.0 20.0 -4.4 20.0 -6.9 3.6 19.7 15.7 -3.8 -20.0 -20.0 -20.0 -20.0 CANOLA -20.0 -2.9 -10.5 -16.9 6.1 -20.0 -5.2 -20.0 -11.9 -2.5 -10.0 -9.2 -2.4 -10.1 -10.2 -18.8 -13.7 -19.8 -17.2 -12.2 -8.4 -12.8 -4.5 -15.9 7.2 -12.5 -1.2 -8.8 -12.2 -5.3 -15.7 -15.4 -12.9 -20.0 -6.8 0.8 16.4 20.0 20.0 20.0 CHF 14.0 -2.1 -8.5 1.2 20.0 -2.5 20.0 1.9 14.0 17.4 3.7 19.4 13.3 9.2 -7.0 -17.2 -16.3 -16.9 -16.3 2.0 1.8 20.0 8.9 12.3 -1.6 3.1 20.0 3.1 20.0 9.6 13.4 -20.0 18.1 3.1 -1.5 5.3 -7.6 -20.0 -7.2 -20.0 COCOA 20.0 -1.9 -20.0 -11.9 4.3 -14.8 -3.6 -14.6 -8.4 -4.3 -7.5 3.4 -3.4 0.5 -4.6 -2.9 7.0 -2.3 1.3 -4.7 -9.9 2.8 -5.4 2.1 -20.0 -5.6 0.8 -7.6 1.1 -2.0 -0.7 17.9 -1.1 13.1 -0.4 -6.2 -9.0 -2.1 0.7 3.3 COFFEE -20.0 -13.2 10.9 -20.0 9.0 -20.0 -7.5 -20.0 -17.4 -12.1 11.7 -15.1 14.4 -16.4 -3.0 20.0 15.6 20.0 20.0 -6.5 9.1 -20.0 19.2 -20.0 -20.0 -4.9 -10.2 13.3 -19.1 20.0 -18.4 20.0 -20.0 -20.0 -2.2 20.0 20.0 15.4 20.0 20.0 COPPER 14.8 13.7 14.0 20.0 20.0 20.0 20.0 20.0 20.0 15.2 1.9 16.0 1.4 15.4 15.1 -8.6 -6.3 -7.6 -6.7 17.9 12.7 18.7 8.8 19.4 -4.9 14.4 17.7 12.5 16.6 13.5 15.9 -0.5 -20.0 -18.9 -11.7 -17.6 20.0 20.0 20.0 20.0 CORN -4.3 2.7 6.3 -20.0 11.6 -20.0 -9.8 -20.0 -20.0 19.7 -2.9 0.6 -10.5 -7.4 6.5 -20.0 -19.7 -20.0 -20.0 1.1 -1.6 5.1 -11.2 0.3 10.0 0.1 20.0 0.6 7.6 -7.9 -1.0 -20.0 15.1 8.2 19.7 20.0 -9.6 -8.2 2.5 -3.0 COTTON2 1.5 -5.9 -5.4 -20.0 12.1 -20.0 -10.2 -20.0 -20.0 19.9 -20.0 -0.7 -20.0 -19.4 -20.0 -18.4 -15.7 -18.2 -17.2 -16.0 -20.0 1.1 -20.0 -8.2 -12.7 -20.0 17.3 -20.0 1.5 -20.0 -14.0 -17.7 9.8 4.2 -1.1 10.4 -5.9 -13.2 -4.1 -9.8 CRUDE_W -2.3 -4.3 -7.3 -9.8 6.2 -2.9 -7.9 0.1 -14.0 15.9 -14.4 -0.9 -14.8 -11.7 -18.1 -0.8 4.5 0.6 2.4 -12.0 -11.8 -0.0 -11.6 -8.7 8.0 -17.6 13.6 -17.0 -1.0 -15.4 -12.9 -8.9 9.0 2.3 -7.2 -17.6 20.0 20.0 10.9 20.0 DAX 15.3 -3.9 -10.3 7.4 10.8 11.4 7.9 13.1 6.3 18.1 9.3 19.1 17.0 12.8 3.5 -7.1 -6.6 -6.6 -6.3 3.8 3.5 13.6 14.4 10.8 -12.2 2.9 11.9 -0.0 13.0 7.6 10.0 -1.6 4.0 10.9 -2.0 -20.0 6.7 20.0 3.7 20.0 DOW 11.3 -0.2 4.1 6.4 9.8 9.3 7.9 10.7 6.0 8.4 15.2 10.0 14.8 11.7 11.9 -7.0 -8.2 -7.7 -7.8 14.0 15.7 11.3 15.6 12.6 -11.3 10.2 12.6 11.6 9.9 12.0 9.6 -4.3 8.9 5.3 9.3 3.8 -4.4 -20.0 -7.6 -20.0 DX -19.2 -1.7 11.1 1.3 20.0 -2.6 20.0 1.9 14.3 -15.1 4.3 -16.9 -13.9 -15.7 5.8 5.9 6.2 6.0 6.0 -2.9 -0.0 -15.1 -7.0 -12.4 -20.0 -4.2 -19.7 0.9 -18.3 -3.4 -14.9 16.8 -20.0 -20.0 -0.9 12.4 2.2 16.3 5.1 18.8 EUR 17.4 3.2 -5.6 1.5 20.0 -3.0 20.0 2.3 16.7 15.5 9.3 20.0 18.4 20.0 -1.7 -8.3 -7.9 -8.3 -8.1 8.3 6.8 18.5 15.4 17.3 14.8 13.0 20.0 8.5 20.0 14.0 20.0 -7.3 3.0 9.6 12.9 7.0 -3.8 -20.0 -2.1 -20.0 EURIBOR-ICE -19.4 -18.1 -9.6 -6.1 6.0 -3.0 -1.0 -2.4 -6.2 4.5 -7.0 -10.4 4.4 -11.7 -11.2 12.7 11.2 12.8 12.6 -12.5 -6.3 -8.1 0.2 -14.2 1.7 -15.1 -0.5 -7.8 -10.3 -1.7 -17.4 14.5 -3.2 -20.0 -17.3 -9.9 6.7 20.0 14.8 20.0 EUROSTX 7.1 -1.3 8.7 7.9 11.7 12.2 8.6 14.2 6.8 9.8 19.5 16.4 20.0 13.5 17.0 1.5 -1.4 -1.4 -1.7 13.9 17.1 8.2 19.4 11.0 -6.9 12.5 4.4 13.0 8.2 11.9 10.5 6.6 -1.4 4.9 7.8 4.0 12.1 20.0 8.7 20.0 FEEDCOW 20.0 -5.7 -14.6 -14.0 5.1 -17.4 -4.3 -17.1 -9.9 5.5 2.4 10.1 6.9 7.0 -1.1 12.3 9.3 13.9 13.1 3.3 4.8 9.9 11.8 9.3 -20.0 -0.0 3.6 4.3 6.5 13.7 4.3 20.0 12.4 20.0 -0.7 7.3 20.0 20.0 20.0 20.0 GASOIL -17.4 -11.8 0.4 -6.5 4.1 -2.0 -5.3 0.1 -9.3 8.2 4.6 -6.8 5.1 -10.2 -6.5 11.7 15.3 17.1 17.2 -6.2 0.7 -5.5 2.9 -10.8 -1.8 -5.4 7.3 2.1 -5.5 4.2 -10.6 12.9 3.3 -5.3 -0.1 6.7 8.8 18.2 -1.3 8.3 GASOLINE -13.0 -7.4 -4.0 -9.0 5.7 -2.7 -7.3 0.1 -12.9 11.7 -4.0 -7.2 -0.7 -12.2 -10.1 -20.0 10.7 -10.4 4.1 -9.9 -4.5 -5.2 -1.8 -12.5 -18.5 -16.6 9.0 -10.4 -7.4 -5.7 -18.1 1.2 2.1 -10.1 -5.6 -10.3 20.0 20.0 17.5 20.0 GAS_US_mini -19.1 6.6 13.1 -6.2 3.9 -1.9 -5.0 0.1 -8.8 -2.6 -5.5 -11.1 -8.4 -8.9 -2.8 20.0 -20.0 -18.0 -20.0 -2.9 -1.5 -10.0 -3.0 -8.8 20.0 -1.8 -1.8 -0.4 -7.4 -1.4 -6.7 -20.0 -11.1 -5.6 9.5 7.5 4.3 -20.0 -12.5 -20.0 GBP 20.0 6.3 -11.3 1.5 20.0 -3.0 20.0 2.2 16.6 18.5 -1.8 20.0 13.1 20.0 2.6 0.4 0.0 0.3 0.1 8.2 1.1 20.0 6.2 20.0 2.2 11.2 20.0 2.9 20.0 8.0 20.0 6.5 4.9 18.0 11.9 3.2 6.8 -5.9 9.5 -6.1 GOLD_micro 18.0 20.0 7.2 20.0 20.0 20.0 20.0 20.0 20.0 13.1 13.0 15.1 14.0 13.9 13.4 -9.0 -10.5 -9.0 -9.5 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.5 -3.9 -7.1 0.7 20.0 6.6 3.7 -11.8 -18.2 HEATOIL -18.3 -11.0 -1.6 -6.3 3.9 -1.9 -5.1 0.1 -8.9 -3.3 3.3 -9.2 4.4 -11.0 -7.0 15.9 11.3 15.1 13.1 -6.3 0.4 -8.8 2.9 -11.6 -16.1 -6.2 -1.0 -0.1 -8.3 2.9 -11.0 5.7 -4.9 -10.8 0.8 0.4 20.0 11.5 -5.7 -10.0 JGB-SGX-mini -9.2 -16.7 -12.6 -5.3 -4.6 -2.6 -3.7 -2.0 -5.8 -7.1 -13.1 -10.2 -12.5 -11.8 -12.7 14.3 14.1 15.1 14.2 -20.0 -17.9 -14.5 -15.9 -19.4 -4.0 -20.0 -10.8 -16.1 -16.1 -12.9 -20.0 17.9 -20.0 -20.0 -20.0 -20.0 -8.3 -20.0 1.0 -20.0 JPY 9.8 -5.0 -17.3 0.9 19.8 -1.8 17.1 1.4 10.1 -0.3 -14.9 -1.9 -13.2 -9.6 -13.6 -9.4 -10.7 -9.9 -10.0 -14.1 -17.0 -4.5 -14.6 -8.0 20.0 -15.6 -1.9 -16.8 -6.5 -13.0 -10.0 -11.2 -17.9 -20.0 -18.4 -20.0 -7.0 -12.5 -6.5 -14.8 LEANHOG 20.0 0.3 -16.2 -20.0 11.0 -20.0 -9.2 -20.0 -20.0 14.5 1.1 20.0 10.7 19.5 -4.7 -20.0 20.0 -5.0 17.1 4.1 -1.0 19.8 5.8 17.6 -2.3 5.0 12.1 -2.5 20.0 2.8 18.9 20.0 20.0 20.0 20.0 20.0 0.5 11.3 9.7 20.0 LIVECOW 20.0 -6.5 -20.0 -13.7 5.0 -17.0 -4.2 -16.7 -9.6 -0.9 1.6 9.2 6.4 6.8 -0.4 -1.0 7.5 -1.5 2.3 1.2 1.8 6.6 8.2 6.7 -20.0 -2.4 0.0 0.6 3.5 8.8 1.9 19.9 7.2 20.0 -2.6 4.3 20.0 15.7 20.0 20.0 LUMBER-new 14.6 -14.1 -20.0 -20.0 8.5 -20.0 -7.1 -20.0 -16.5 -9.2 -16.9 4.9 -15.2 -9.6 -14.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.6 -20.0 -7.8 NaN -20.0 -6.8 -20.0 -3.2 -19.3 -7.3 -20.0 5.8 16.5 -15.3 -5.4 3.9 20.0 8.1 20.0 MXP 14.2 9.4 3.4 1.5 20.0 -3.1 20.0 2.3 17.2 19.2 20.0 20.0 20.0 20.0 20.0 13.2 12.9 13.1 12.8 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 13.2 14.1 20.0 20.0 10.0 9.7 13.2 13.7 NASDAQ_micro -0.7 -9.9 -10.9 5.5 8.5 8.1 6.9 9.3 5.2 9.0 11.7 6.4 12.9 2.9 5.4 -7.3 -8.7 -8.1 -8.4 5.1 11.8 4.9 16.1 2.0 -20.0 1.5 8.3 7.5 2.2 11.6 -1.1 -5.3 -12.8 -9.3 -7.5 3.4 -0.3 -20.0 -0.7 -20.0 NIKKEI -3.3 -5.9 11.2 5.9 7.8 8.3 7.4 9.4 5.8 10.9 11.7 7.0 12.4 -0.8 8.8 8.5 6.9 5.3 5.6 11.2 20.0 3.8 20.0 3.7 -14.9 10.9 4.6 20.0 3.1 20.0 2.8 20.0 -4.4 -7.4 0.2 20.0 -4.0 4.2 -4.5 8.1 NZD 19.1 10.2 -10.5 1.2 20.0 -2.4 20.0 1.8 13.3 12.9 -8.1 15.9 -11.1 16.3 -3.1 -4.1 -3.4 -4.3 -4.0 1.9 -7.3 12.9 -9.1 11.1 16.0 -1.5 19.6 -10.1 14.6 -10.9 9.6 0.0 -12.0 3.6 -1.9 -9.5 3.2 20.0 6.1 20.0 OAT -14.4 -6.3 3.9 -9.6 -1.5 -4.4 -6.5 -3.4 -11.5 3.7 0.3 -14.1 -4.6 -14.7 -2.3 14.4 12.6 16.1 15.5 -6.9 -2.9 -8.8 -3.4 -11.0 0.9 -9.1 -1.5 -3.4 -11.4 -2.1 -14.2 18.0 -8.8 -6.9 -0.5 3.1 -0.0 20.0 9.1 20.0 OATIES -7.3 -0.3 -6.5 -17.7 6.4 -20.0 -5.4 -20.0 -12.5 11.0 -12.4 -0.8 -11.2 -5.2 -9.7 -16.5 -11.8 -19.7 -17.3 -11.4 -12.0 0.5 -10.4 -8.2 -5.3 -13.1 10.6 -13.1 -0.1 -11.0 -9.5 -14.1 9.4 -13.1 -5.8 -4.9 -7.7 -14.5 -3.3 -15.5 OJ 20.0 1.8 -17.7 -9.0 3.3 -11.1 -2.7 -11.0 -6.3 5.8 -5.8 6.2 -6.4 2.1 -4.3 -3.3 2.2 -3.5 -1.6 -3.3 -8.2 15.6 -8.7 6.2 -20.0 -2.6 15.0 -6.0 12.8 -5.9 5.0 11.1 20.0 18.5 1.5 -3.3 -15.9 -17.4 -7.4 -17.0 PALLAD 18.0 3.5 8.3 19.3 20.0 18.8 20.0 17.4 20.0 6.7 9.0 10.9 7.8 10.2 9.2 -4.2 -3.1 -3.5 -3.3 16.4 12.7 20.0 9.5 20.0 18.5 14.3 16.5 13.1 20.0 11.7 18.7 5.1 12.6 8.0 1.3 4.0 2.4 -8.7 -20.0 -20.0 PLAT 20.0 6.2 -0.8 20.0 20.0 20.0 20.0 19.0 20.0 11.8 13.0 14.0 11.9 13.5 12.5 -5.7 -4.0 -4.8 -4.2 20.0 18.6 20.0 15.0 20.0 0.4 19.2 20.0 14.6 20.0 13.8 20.0 3.7 20.0 20.0 17.9 2.3 20.0 11.3 -20.0 -14.8 REDWHEAT -3.6 3.0 6.5 -20.0 10.8 -20.0 -9.1 -20.0 -20.0 19.5 -17.4 8.2 -20.0 -6.2 -5.2 -15.4 -16.2 -15.8 -16.5 -5.5 -11.4 7.8 -20.0 -2.3 6.8 -3.0 20.0 -6.2 10.9 -14.0 -1.0 -17.9 17.3 8.5 19.7 20.0 -20.0 -20.0 -20.0 -20.0 RICE 4.0 7.4 -15.6 -10.9 4.0 -13.6 -3.3 -13.4 -7.7 6.6 -8.8 0.3 -8.9 -4.4 -7.9 -20.0 -13.7 -20.0 -19.4 -11.4 -15.7 -0.4 -16.8 -6.2 0.3 -10.7 5.0 -14.1 -0.2 -15.5 -5.8 -18.6 0.3 -3.1 -3.8 -10.4 -10.2 -15.2 0.3 -14.6 ROBUSTA -20.0 -18.4 2.6 -13.2 4.8 -16.4 -4.0 -16.1 -9.3 -2.3 0.6 -7.2 -0.8 -8.3 -5.5 15.1 13.1 12.1 12.0 -9.5 -3.0 -12.0 0.0 -15.7 -20.0 -8.1 0.8 -2.9 -9.7 0.1 -13.0 20.0 -15.1 -20.0 -8.2 9.7 -5.1 14.8 8.4 20.0 RUSSELL 12.2 -0.8 4.9 6.1 9.5 9.0 7.6 10.3 5.8 0.4 13.9 4.3 12.8 10.1 10.5 -4.4 -5.2 -4.7 -4.8 10.3 12.0 6.4 11.4 9.0 6.8 7.1 4.9 9.4 5.2 9.6 6.3 0.7 -7.4 1.3 1.6 0.4 -5.2 -20.0 -11.8 -20.0 SHATZ -14.0 -12.1 -9.0 -8.5 -1.3 -3.9 -5.8 -3.1 -10.2 5.1 -15.8 -11.7 -7.9 -14.1 -15.4 -20.0 -17.4 -17.4 -16.3 -18.0 -14.2 -10.6 -9.4 -17.7 8.9 -20.0 -4.0 -17.0 -15.2 -10.1 -20.0 -20.0 -6.6 -20.0 -18.3 -17.7 15.1 20.0 20.0 20.0 SILVER-mini 20.0 20.0 12.9 20.0 20.0 20.0 20.0 20.0 20.0 14.1 15.5 15.5 14.8 15.9 15.9 -5.5 -6.3 -5.7 -6.0 20.0 20.0 20.0 20.0 20.0 -11.6 20.0 20.0 20.0 20.0 20.0 20.0 0.0 11.5 20.0 20.0 20.0 3.9 20.0 -10.2 -2.4 SMI 13.3 18.0 16.8 7.7 11.3 11.9 8.3 13.8 6.6 19.3 20.0 20.0 16.1 20.0 20.0 10.5 4.8 7.7 5.8 20.0 20.0 20.0 17.3 20.0 12.7 20.0 20.0 20.0 20.0 14.5 20.0 18.1 20.0 20.0 20.0 16.3 3.2 20.0 4.3 20.0 SOFR -13.4 -9.8 -6.7 -10.4 10.2 -5.1 -1.6 -4.0 -10.6 -9.2 8.2 -16.0 15.5 -16.0 -15.3 7.6 6.0 7.5 7.1 -9.1 1.4 -9.7 10.4 -12.6 -20.0 -7.9 -6.5 2.1 -9.8 9.8 -11.7 5.0 -10.5 -6.5 3.1 -1.5 -10.1 -16.5 -9.0 -20.0 SOYBEAN -20.0 -1.4 9.2 -20.0 10.8 -20.0 -9.1 -20.0 -20.0 -4.7 10.2 -17.5 4.4 -14.0 -0.4 -3.3 -5.2 -3.0 -4.6 -4.0 4.8 -17.4 0.5 -17.6 -7.2 -5.9 2.7 8.7 -20.0 5.5 -20.0 1.5 -14.3 -20.0 12.9 20.0 -20.0 -8.5 -20.0 -3.8 SOYMEAL -20.0 -0.0 20.0 -20.0 7.6 -20.0 -6.4 -20.0 -14.8 5.7 0.8 -12.8 -9.2 -11.1 -0.5 -10.8 -14.8 -13.1 -14.9 -2.4 1.8 -8.8 -4.6 -11.4 -14.2 4.7 5.6 9.6 -7.7 0.2 -8.0 -15.7 1.2 -18.5 20.0 20.0 -17.9 -20.0 -8.6 -20.0 SOYOIL -16.2 -3.3 -9.8 -20.0 10.6 -20.0 -8.9 -20.0 -20.0 -7.3 -6.5 -16.6 7.1 -14.2 -15.5 -8.5 -5.4 -8.2 -7.0 -12.9 -5.1 -19.6 3.5 -20.0 -19.2 -19.3 -1.9 -9.2 -20.0 -0.9 -20.0 0.1 -20.0 -20.0 -5.9 7.4 -20.0 -18.6 -20.0 -20.0 SP400 13.2 3.9 -0.3 6.4 9.8 9.3 7.9 10.7 6.0 5.5 13.6 8.2 8.4 12.0 10.3 -5.8 -6.0 -5.8 -5.8 9.0 7.3 10.1 6.4 11.0 1.4 5.4 8.5 3.3 9.0 2.4 8.4 -0.7 0.4 2.9 5.6 -11.0 -4.3 -20.0 -7.6 -20.0 SP500_micro 3.2 -5.1 -7.8 7.1 10.9 10.3 8.7 11.8 6.6 15.0 17.2 12.8 17.6 11.6 11.9 -8.3 -9.5 -8.9 -9.1 10.0 17.0 11.5 20.0 7.5 -18.4 3.7 17.0 9.0 8.6 13.1 3.2 -6.5 -1.5 -5.5 -2.3 -0.9 0.7 -20.0 0.7 -20.0 SUGAR11 10.3 9.7 -7.0 -19.9 7.2 -20.0 -6.1 -20.0 -14.0 13.1 -12.9 9.2 -14.6 7.8 -8.0 18.8 10.8 15.5 10.7 -5.5 -14.0 8.8 -17.4 3.0 -20.0 -6.0 18.7 -14.7 10.7 -17.0 3.6 20.0 17.7 10.3 11.9 1.3 -10.9 -17.8 -3.6 -13.4 US10 -9.9 -7.1 0.8 -9.0 8.8 -4.4 -1.4 -3.5 -9.2 0.3 11.3 -8.9 6.5 -10.2 -6.0 2.0 0.5 2.0 1.7 -3.1 3.8 -3.2 6.7 -5.8 -9.0 -0.9 1.2 6.1 -2.0 9.5 -3.8 -4.3 -4.4 2.8 6.2 8.5 -19.8 -20.0 -15.1 -20.0 US10U -9.9 -7.6 3.7 -11.4 11.1 -5.6 -1.8 -4.4 -11.6 8.2 14.9 -13.2 4.4 -15.2 -2.2 2.4 -0.5 1.6 0.7 -2.3 5.9 -2.2 7.3 -6.2 -14.3 0.2 6.6 10.7 -0.9 13.9 -4.8 -6.2 -3.6 3.7 6.5 17.5 -11.6 -11.9 -12.0 -20.0 US2 -2.3 -5.5 -1.6 -8.6 8.4 -4.2 -1.4 -3.3 -8.8 -6.6 0.3 2.6 -3.3 -2.7 -7.1 -9.7 -14.5 -11.4 -12.3 -3.4 -0.7 -1.5 0.9 -2.4 17.5 -2.1 -5.4 1.0 -1.3 4.3 -1.2 -20.0 1.8 8.8 5.5 1.6 -20.0 -12.3 -20.0 -20.0 US20 -10.9 -10.8 4.8 -7.7 7.6 -3.8 -1.2 -3.0 -7.9 11.1 7.0 -8.3 -3.8 -11.4 -3.2 4.4 3.2 4.2 4.0 -4.5 1.3 -1.8 1.6 -6.6 -9.4 -3.6 6.8 3.9 -0.9 5.5 -6.2 0.0 -5.0 0.4 -1.2 11.4 -3.2 14.3 -2.4 -17.4 US30 -10.5 -10.7 5.1 -9.1 9.0 -4.5 -1.4 -3.5 -9.4 9.9 3.5 -12.2 -9.4 -15.9 -5.9 1.1 -1.7 0.4 -0.6 -7.0 -1.2 -3.7 -2.2 -9.3 -5.5 -7.0 7.0 1.7 -3.5 2.5 -10.2 -8.3 -10.9 1.1 -3.3 11.3 -2.7 8.5 -0.2 -14.3 US5 -7.4 -6.1 -1.8 -9.0 8.8 -4.4 -1.4 -3.5 -9.2 -2.5 9.1 -5.8 6.2 -7.4 -6.7 -0.0 -2.8 -1.0 -1.6 -2.9 2.5 -2.5 5.7 -4.2 -4.0 -1.3 -1.6 4.3 -1.6 8.4 -2.6 -9.9 0.3 4.0 7.5 4.4 -20.0 -19.3 -20.0 -20.0 VIX -17.3 -9.1 -6.6 -20.0 -20.0 -13.9 -20.0 -6.4 -20.0 -18.0 -20.0 -20.0 -16.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.4 -20.0 -10.3 -20.0 NaN -20.0 -20.0 -15.8 -20.0 -7.6 -20.0 NaN NaN NaN NaN NaN -3.1 -20.0 NaN NaN WHEAT -9.6 -3.2 2.1 -20.0 11.0 -20.0 -9.2 -20.0 -20.0 12.6 -20.0 -5.9 -20.0 -16.7 -15.9 -17.0 -18.0 -17.1 -17.5 -13.6 -15.3 -3.1 -20.0 -12.8 11.3 -12.8 19.4 -10.5 -2.2 -14.0 -13.8 -20.0 5.2 -5.3 9.6 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3