******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251226_204024 produced at 2025-12-26 21:36:41.394051 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.11 0.00 -1.99 0.0 0.00 0.00 0.00 0.00 -17.69 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.63 0.0 0.00 0.00 0.00 0.00 -41.16 16.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.37 0.0 0.00 0.00 0.00 0.00 -6.40 24.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.35 0.0 999.00 -999.00 -0.23 -0.23 -37.80 999999999.0 -25 -25 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.25 0.0 1.34 -1.34 0.00 0.00 -1.84 10.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -1.29 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 -28.72 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.08 -5.01 11.0 -5 -5 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.08 0.0 1.21 -1.21 0.00 0.00 -1.31 19.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.27 -1.27 0.00 0.00 -1.39 25.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.07 0.0 0.64 -0.64 -0.11 -0.11 -1.86 17.0 -3 -3 caleb_strategy_v3 DX False False 0.05 -0.05 -0.06 0.0 999.00 -999.00 -0.05 -0.05 -1.27 999999999.0 -1 -1 caleb_strategy_v3 BUND False False 0.07 -0.49 -0.05 0.0 0.70 -0.70 -0.49 -0.49 -0.69 10.0 -7 -7 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.89 -0.89 0.00 0.00 -0.87 17.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 -0.04 -0.95 999999999.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.17 4.0 -3 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -5.42 3.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.24 -0.03 0.0 0.24 -0.24 -0.24 -0.24 -0.49 4.0 -4 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -1.98 9.0 -3 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.70 -0.70 0.00 0.00 -0.51 13.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -1.08 5.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.59 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.21 -0.21 0.00 0.00 -6.66 51.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -1.44 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.10 -0.02 0.0 0.55 -0.55 -0.10 -0.07 -0.97 23.0 -4 -3 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.02 0.0 0.18 -0.18 -0.03 -0.03 -0.73 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 -1.20 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 -1.78 10.0 -7 -7 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -0.39 3.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.39 26.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.36 18.0 -4 -4 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.20 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.17 -0.01 0.0 0.33 -0.33 -0.17 -0.17 -0.27 6.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.63 3.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.01 0.0 0.10 -0.10 -0.04 -0.04 -1.14 8.0 -3 -3 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.72 -0.72 -0.03 -0.03 -0.48 26.0 -1 -1 caleb_strategy_v3 CHF False False 0.07 -0.15 -0.01 0.0 0.97 -0.97 -0.15 -0.15 -0.14 13.0 -2 -2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -0.45 23.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.00 0.0 0.78 -0.78 -0.05 -0.03 -0.28 48.0 -3 -2 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.01 0.0 0.11 -0.11 0.00 0.00 0.43 4.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 4.18 68.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.02 0.0 0.66 -0.66 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.73 -0.73 0.00 0.00 0.38 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.75 -0.75 0.00 0.00 1.61 66.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.32 0.02 0.0 0.32 -0.32 0.32 0.32 0.12 2.0 2 2 caleb_strategy_v3 OAT False False 0.07 0.13 0.03 0.0 0.66 -0.66 0.13 0.13 0.51 10.0 2 2 caleb_strategy_v3 PALLAD False False 0.10 0.00 0.03 0.0 0.19 -0.19 0.00 0.00 0.36 2.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.04 0.0 0.63 -0.63 0.08 0.08 0.49 8.0 1 1 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.57 -0.57 0.00 0.00 1.91 21.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.78 -0.78 0.00 0.00 3.70 58.0 0 0 caleb_strategy_v3 PLAT False False 0.06 0.00 0.05 0.0 0.58 -0.58 0.00 0.00 0.93 10.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.06 0.0 1.19 -1.19 0.00 0.00 2.81 56.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.36 0.07 0.0 999.00 -999.00 0.36 0.36 0.79 999999999.0 4 4 caleb_strategy_v3 CAD False False 0.03 0.00 0.07 0.0 0.99 -0.99 0.00 0.00 2.10 29.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.65 13.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.10 0.0 0.00 0.00 0.00 0.00 2.27 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.08 0.11 0.0 0.86 -0.86 0.08 0.12 2.80 22.0 2 3 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.11 0.0 0.63 -0.63 0.16 0.16 3.61 20.0 5 5 caleb_strategy_v3 EUR False False 0.07 0.00 0.12 0.0 0.96 -0.96 0.00 0.00 1.72 14.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.15 0.0 0.54 -0.54 0.17 0.17 9.92 36.0 11 11 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.59 -0.59 0.00 0.00 4.99 19.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.44 9.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.34 0.19 0.0 999.00 -999.00 0.34 0.34 2.80 999999999.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.59 0.91 0.0 0.78 -0.78 0.59 0.61 70.16 60.0 46 47 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.2 Shocked risk 82.7 Sum abs risk 66.1 Leverage 8.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2146228.53, 'annual_cash_vol_target': 536557.1325, 'daily_cash_vol_target': 33534.82078125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6712 0.4960 7.9356 BITCOIN 2104.2116 87845.0000 2.3954 38.3259 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 0.7339 0.3495 5.5914 CANOLA 7.5829 611.5000 1.2401 19.8408 CHF 0.0049 1.2776 0.3801 6.0824 COCOA 128.8129 5974.0000 2.1562 34.4996 COFFEE 5.6021 333.0500 1.6821 26.9131 COPPER 0.0611 5.8165 1.0509 16.8140 CORN 3.6130 467.5000 0.7728 12.3653 COTTON2 0.6297 64.4600 0.9770 15.6313 CRUDE_W 0.8134 56.5600 1.4382 23.0106 DAX 155.5311 24496.0000 0.6349 10.1588 DOW 295.3774 48927.0000 0.6037 9.6594 DX 0.3377 97.7150 0.3456 5.5291 EUR 0.0040 1.1820 0.3350 5.3597 EURIBOR-ICE 0.0346 97.6000 0.0354 0.5668 EUROSTX 39.4301 5768.0000 0.6836 10.9376 FEEDCOW 3.3493 339.3500 0.9870 15.7915 GASOIL 11.1371 604.5000 1.8424 29.4779 GASOLINE 0.0293 1.9513 1.5039 24.0621 GAS_US_mini 0.1485 3.8350 3.8721 61.9540 GBP 0.0058 1.3496 0.4268 6.8294 GOLD_micro 34.2410 4554.1000 0.7519 12.0300 HEATOIL 0.0388 2.0550 1.8878 30.2041 JGB-SGX-mini 0.2131 132.7400 0.1605 2.5682 JPY 0.0000 0.0064 0.6087 9.7393 LEANHOG 1.0767 89.5750 1.2020 19.2315 LIVECOW 2.1754 229.7000 0.9471 15.1529 LUMBER-new 7.0579 582.5000 1.2117 19.3866 MXP 0.0003 0.0555 0.4755 7.6076 NASDAQ_micro 216.3554 25886.7500 0.8358 13.3724 NIKKEI 487.5637 50630.0000 0.9630 15.4079 NZD 0.0032 0.5848 0.5485 8.7762 OAT 0.3779 120.5000 0.3136 5.0177 OATIES 5.5462 315.0000 1.7607 28.1711 OJ 6.7786 192.5000 3.5214 56.3417 PALLAD 46.5082 2042.0000 2.2776 36.4413 PLAT 41.4898 2478.3000 1.6741 26.7860 REDWHEAT 7.5222 547.0000 1.3752 22.0027 RICE 0.1491 10.0900 1.4772 23.6357 ROBUSTA 70.1593 3858.0000 1.8185 29.0967 RUSSELL 25.6617 2548.2000 1.0071 16.1129 SHATZ 0.0507 106.7350 0.0475 0.7604 SILVER-mini 1.0402 78.0125 1.3333 21.3334 SMI 74.7645 13177.0000 0.5674 9.0782 SOFR 0.0443 96.5950 0.0459 0.7344 SOYBEAN 8.1937 1081.2500 0.7578 12.1247 SOYMEAL 3.7104 310.8000 1.1938 19.1010 SOYOIL 0.5857 49.6900 1.1788 18.8603 SP400 27.4405 3388.2000 0.8099 12.9582 SP500_micro 42.9097 6978.0000 0.6149 9.8388 SUGAR11 0.2220 14.8100 1.4991 23.9856 US10 0.2891 112.5781 0.2568 4.1083 US10U 0.3889 115.1719 0.3377 5.4026 US2 0.0707 104.3828 0.0677 1.0839 US20 0.6001 115.5625 0.5193 8.3089 US30 0.8544 118.2188 0.7227 11.5633 US5 0.1918 109.3672 0.1754 2.8060 VIX 0.4386 19.7000 2.2264 35.6226 WHEAT 6.6559 575.5000 1.1565 18.5047 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 671.15 0.50 332.87 1.00 332.87 33534.82 100.74 19.07 192.14 BITCOIN 87.84 2.40 210.42 1.00 210.42 33534.82 159.37 -16.62 -264.88 BOBL 1160.30 0.15 175.81 1.18 205.99 33534.82 162.80 -7.91 -128.72 BTP 1200.50 0.35 425.51 1.18 498.55 33534.82 67.26 1.03 6.92 BUND 1274.60 0.29 364.24 1.18 426.76 33534.82 78.58 -8.68 -68.21 BUXL 1099.40 0.75 828.19 1.18 970.37 33534.82 34.56 -13.87 -47.93 CAC 811.05 0.62 499.63 1.18 588.21 33534.82 57.01 11.66 66.49 CAD 733.90 0.35 256.47 1.00 256.47 33534.82 130.75 6.17 80.73 CANOLA 122.30 1.24 151.66 0.73 110.38 33534.82 303.80 -8.99 -273.26 CHF 1597.00 0.38 607.10 1.00 607.10 33534.82 55.24 -0.94 -5.21 COCOA 597.40 2.16 1288.13 1.00 1288.13 33534.82 26.03 -7.60 -19.80 COFFEE 1248.94 1.68 2100.80 1.00 2100.80 33534.82 15.96 1.25 1.99 COPPER 1454.12 1.05 1528.10 1.00 1528.10 33534.82 21.95 11.78 25.86 CORN 233.75 0.77 180.65 1.00 180.65 33534.82 185.63 -3.19 -59.14 COTTON2 322.30 0.98 314.87 1.00 314.87 33534.82 106.50 -19.30 -205.50 CRUDE_W 565.60 1.44 813.43 1.00 813.43 33534.82 41.23 -2.41 -9.92 DAX 244.96 0.63 155.53 1.18 182.23 33534.82 184.02 5.89 108.44 DOW 244.64 0.60 147.69 1.00 147.69 33534.82 227.06 3.04 69.12 DX 977.15 0.35 337.67 1.00 337.67 33534.82 99.31 -4.92 -48.87 EUR 1477.44 0.33 494.91 1.00 494.91 33534.82 67.76 9.76 66.12 EURIBOR-ICE 2440.00 0.04 86.44 1.18 101.77 33534.82 329.52 -1.63 -53.77 EUROSTX 576.80 0.68 394.30 1.18 461.99 33534.82 72.59 14.54 105.56 FEEDCOW 1696.75 0.99 1674.64 1.00 1674.64 33534.82 20.03 7.32 14.66 GASOIL 604.50 1.84 1113.71 1.00 1113.71 33534.82 30.11 3.32 9.99 GASOLINE 819.55 1.50 1232.50 1.00 1232.50 33534.82 27.21 -8.00 -21.77 GAS_US_mini 95.88 3.87 371.24 1.00 371.24 33534.82 90.33 -3.46 -31.26 GBP 843.50 0.43 360.04 1.00 360.04 33534.82 93.14 11.57 107.79 GOLD_micro 455.41 0.75 342.41 1.00 342.41 33534.82 97.94 8.40 82.23 HEATOIL 863.10 1.89 1629.32 1.00 1629.32 33534.82 20.58 -4.34 -8.94 JGB-SGX-mini 132740.00 0.16 21306.48 0.01 136.75 33534.82 245.24 -15.48 -379.53 JPY 804.19 0.61 489.52 1.00 489.52 33534.82 68.51 -10.46 -71.64 LEANHOG 358.30 1.20 430.67 1.00 430.67 33534.82 77.87 9.80 76.35 LIVECOW 918.80 0.95 870.16 1.00 870.16 33534.82 38.54 3.01 11.59 LUMBER-new 160.19 1.21 194.09 1.00 194.09 33534.82 172.78 -12.87 -222.33 MXP 277.30 0.48 131.85 1.00 131.85 33534.82 254.34 18.77 477.37 NASDAQ_micro 517.74 0.84 432.71 1.00 432.71 33534.82 77.50 -5.41 -41.89 NIKKEI 50630.00 0.96 48756.37 0.01 312.92 33534.82 107.17 8.54 91.52 NZD 584.80 0.55 320.77 1.00 320.77 33534.82 104.54 7.03 73.45 OAT 1205.00 0.31 377.89 1.18 442.76 33534.82 75.74 1.96 14.82 OATIES 157.50 1.76 277.31 1.00 277.31 33534.82 120.93 -15.56 -188.21 OJ 288.75 3.52 1016.79 1.00 1016.79 33534.82 32.98 -7.86 -25.91 PALLAD 2042.00 2.28 4650.82 1.00 4650.82 33534.82 7.21 14.67 10.58 PLAT 1239.15 1.67 2074.49 1.00 2074.49 33534.82 16.17 16.89 27.31 REDWHEAT 273.50 1.38 376.11 1.00 376.11 33534.82 89.16 -9.65 -86.07 RICE 201.80 1.48 298.11 1.00 298.11 33534.82 112.49 -15.20 -171.04 ROBUSTA 385.80 1.82 701.59 1.00 701.59 33534.82 47.80 -7.14 -34.13 RUSSELL 127.41 1.01 128.31 1.00 128.31 33534.82 261.36 4.83 126.11 SHATZ 1067.35 0.05 50.72 1.18 59.43 33534.82 564.26 -11.17 -630.09 SILVER-mini 1950.31 1.33 2600.42 1.00 2600.42 33534.82 12.90 17.95 23.15 SMI 1317.70 0.57 747.65 1.27 940.32 33534.82 35.66 20.00 71.33 SOFR 2414.88 0.05 110.84 1.00 110.84 33534.82 302.55 -9.61 -290.66 SOYBEAN 540.62 0.76 409.68 1.00 409.68 33534.82 81.86 -9.52 -77.90 SOYMEAL 310.80 1.19 371.04 1.00 371.04 33534.82 90.38 -14.25 -128.77 SOYOIL 298.14 1.18 351.44 1.00 351.44 33534.82 95.42 -20.00 -190.84 SP400 3388.20 0.81 2744.05 1.00 2744.05 33534.82 12.22 2.85 3.49 SP500_micro 348.90 0.61 214.55 1.00 214.55 33534.82 156.30 -0.76 -11.93 SUGAR11 165.87 1.50 248.66 1.00 248.66 33534.82 134.86 -7.18 -96.77 US10 1125.78 0.26 289.06 1.00 289.06 33534.82 116.01 -5.92 -68.65 US10U 1151.72 0.34 388.89 1.00 388.89 33534.82 86.23 -4.66 -40.20 US2 2087.66 0.07 141.42 1.00 141.42 33534.82 237.12 -4.27 -101.30 US20 1155.62 0.52 600.12 1.00 600.12 33534.82 55.88 -2.82 -15.74 US30 1182.19 0.72 854.37 1.00 854.37 33534.82 39.25 -5.39 -21.17 US5 1093.67 0.18 191.80 1.00 191.80 33534.82 174.84 -6.28 -109.79 VIX 197.00 2.23 438.60 1.00 438.60 33534.82 76.46 -20.00 -152.92 WHEAT 287.75 1.16 332.80 1.00 332.80 33534.82 100.77 -14.78 -148.97 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 192.138 0.010 2.5 4.992 BITCOIN -264.884 0.043 2.5 -28.724 BOBL -128.715 0.004 2.5 -1.307 BTP 6.916 0.014 2.5 0.236 BUND -68.210 0.004 2.5 -0.693 BUXL -47.928 0.004 2.5 -0.487 CAC 66.486 0.014 2.5 2.271 CAD 80.726 0.010 2.5 2.097 CANOLA -273.261 0.010 2.5 -6.657 CHF -5.206 0.010 2.5 -0.135 COCOA -19.797 0.010 2.5 -0.482 COFFEE 1.995 0.005 2.5 0.027 COPPER 25.856 0.043 2.5 2.804 CORN -59.137 0.010 2.5 -1.441 COTTON2 -205.497 0.010 2.5 -5.007 CRUDE_W -9.923 0.043 2.5 -1.076 DAX 108.435 0.014 2.5 3.704 DOW 69.119 0.009 2.5 1.609 DX -48.870 0.010 2.5 -1.270 EUR 66.118 0.010 2.5 1.718 EURIBOR-ICE -53.770 0.014 2.5 -1.837 EUROSTX 105.557 0.014 2.5 3.605 FEEDCOW 14.661 0.013 2.5 0.486 GASOIL 9.993 0.017 2.5 0.434 GASOLINE -21.771 0.017 2.5 -0.945 GAS_US_mini -31.257 0.043 2.5 -3.390 GBP 107.794 0.010 2.5 2.801 GOLD_micro 82.225 0.014 2.5 2.809 HEATOIL -8.939 0.017 2.5 -0.388 JGB-SGX-mini -379.530 0.043 2.5 -41.156 JPY -71.640 0.010 2.5 -1.861 LEANHOG 76.345 0.024 2.5 4.646 LIVECOW 11.591 0.013 2.5 0.385 LUMBER-new -222.333 0.010 2.5 -5.417 MXP 477.369 0.059 2.5 70.163 NASDAQ_micro -41.889 0.009 2.5 -0.975 NIKKEI 91.518 0.043 2.5 9.924 NZD 73.451 0.010 2.5 1.908 OAT 14.825 0.014 2.5 0.506 OATIES -188.208 0.010 2.5 -4.585 OJ -25.912 0.010 2.5 -0.631 PALLAD 10.578 0.014 2.5 0.361 PLAT 27.305 0.014 2.5 0.933 REDWHEAT -86.074 0.005 2.5 -1.143 RICE -171.041 0.010 2.5 -4.167 ROBUSTA -34.128 0.005 2.5 -0.453 RUSSELL 126.109 0.013 2.5 4.185 SHATZ -630.091 0.004 2.5 -6.398 SILVER-mini 23.150 0.014 2.5 0.791 SMI 71.326 0.014 2.5 2.436 SOFR -290.658 0.024 2.5 -17.689 SOYBEAN -77.896 0.004 2.5 -0.725 SOYMEAL -128.766 0.004 2.5 -1.199 SOYOIL -190.844 0.004 2.5 -1.779 SP400 3.489 0.013 2.5 0.116 SP500_micro -11.933 0.009 2.5 -0.278 SUGAR11 -96.772 0.010 2.5 -2.358 US10 -68.654 0.005 2.5 -0.871 US10U -40.195 0.005 2.5 -0.510 US2 -101.305 0.005 2.5 -1.286 US20 -15.745 0.005 2.5 -0.200 US30 -21.169 0.005 2.5 -0.269 US5 -109.790 0.005 2.5 -1.393 VIX -152.916 0.099 2.5 -37.799 WHEAT -148.969 0.005 2.5 -1.979 ===================== Position diags ===================== AUD 2.62 BITCOIN 17.28 BOBL 1.65 BTP 2.30 BUND 0.80 BUXL 0.35 CAC 1.95 CAD 3.40 CANOLA 7.40 CHF 1.44 COCOA 0.63 COFFEE 0.21 COPPER 2.38 CORN 4.52 COTTON2 2.59 CRUDE_W 4.47 DAX 6.29 DOW 5.28 DX 2.58 EUR 1.76 EURIBOR-ICE 11.26 EUROSTX 2.48 FEEDCOW 0.66 GASOIL 1.31 GASOLINE 1.18 GAS_US_mini 9.80 GBP 2.42 GOLD_micro 3.35 HEATOIL 0.89 JGB-SGX-mini 26.59 JPY 1.78 LEANHOG 4.74 LIVECOW 1.28 LUMBER-new 4.21 MXP 37.38 NASDAQ_micro 1.80 NIKKEI 11.62 NZD 2.72 OAT 2.59 OATIES 2.95 OJ 0.80 PALLAD 0.25 PLAT 0.55 REDWHEAT 1.18 RICE 2.74 ROBUSTA 0.63 RUSSELL 8.67 SHATZ 5.73 SILVER-mini 0.44 SMI 1.22 SOFR 18.41 SOYBEAN 0.76 SOYMEAL 0.84 SOYOIL 0.89 SP400 0.41 SP500_micro 3.64 SUGAR11 3.29 US10 1.47 US10U 1.09 US2 3.01 US20 0.71 US30 0.50 US5 2.22 VIX 18.90 WHEAT 1.34 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.0 4.7 5.3 0.0 0 BITCOIN -28.7 -30.5 -27.0 0.0 0 BOBL -1.3 -1.5 -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 -0.5 -4.0 -4 CAC 2.3 2.1 2.5 0.0 0 CAD 2.1 1.8 2.4 0.0 0 CANOLA -6.7 -7.4 -5.9 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 2.8 2.6 3.0 5.0 5 CORN -1.4 -1.9 -1.0 0.0 0 COTTON2 -5.0 -5.3 -4.7 -5.0 -5 CRUDE_W -1.1 -1.5 -0.6 0.0 0 DAX 3.7 3.1 4.3 0.0 0 DOW 1.6 1.1 2.1 0.0 0 DX -1.3 -1.5 -1.0 -1.0 -1 EUR 1.7 1.5 1.9 0.0 0 EURIBOR-ICE -1.8 -3.0 -0.7 0.0 0 EUROSTX 3.6 3.4 3.9 5.0 5 FEEDCOW 0.5 0.4 0.6 1.0 1 GASOIL 0.4 0.3 0.6 0.0 0 GASOLINE -0.9 -1.1 -0.8 -1.0 -1 GAS_US_mini -3.4 -4.4 -2.4 0.0 0 GBP 2.8 2.6 3.0 2.0 2 GOLD_micro 2.8 2.5 3.1 0.0 0 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -41.2 -43.8 -38.5 0.0 0 JPY -1.9 -2.0 -1.7 -3.0 -3 LEANHOG 4.6 4.2 5.1 2.0 2 LIVECOW 0.4 0.3 0.5 0.0 0 LUMBER-new -5.4 -5.8 -5.0 0.0 0 MXP 70.2 66.4 73.9 46.0 46 NASDAQ_micro -1.0 -1.2 -0.8 -4.0 -4 NIKKEI 9.9 8.8 11.1 11.0 11 NZD 1.9 1.6 2.2 0.0 0 OAT 0.5 0.2 0.8 2.0 2 OATIES -4.6 -4.9 -4.3 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 0.9 1.0 0.0 0 REDWHEAT -1.1 -1.3 -1.0 -3.0 -3 RICE -4.2 -4.4 -3.9 -3.0 -3 ROBUSTA -0.5 -0.5 -0.4 0.0 0 RUSSELL 4.2 3.3 5.1 0.0 0 SHATZ -6.4 -7.0 -5.8 NaN 0 SILVER-mini 0.8 0.7 0.8 4.0 4 SMI 2.4 2.3 2.6 0.0 0 SOFR -17.7 -19.5 -15.8 NaN 0 SOYBEAN -0.7 -0.8 -0.6 -1.0 -1 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -1.8 -1.9 -1.7 -7.0 -7 SP400 0.1 0.1 0.2 2.0 2 SP500_micro -0.3 -0.6 0.1 -3.0 -3 SUGAR11 -2.4 -2.7 -2.0 -4.0 -4 US10 -0.9 -1.0 -0.7 0.0 0 US10U -0.5 -0.6 -0.4 0.0 0 US2 -1.3 -1.6 -1.0 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.4 -1.6 -1.2 0.0 0 VIX -37.8 -39.7 -35.9 -25.0 -25 WHEAT -2.0 -2.1 -1.8 -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 -0.0 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 0.2 0.1 0.2 0.1 0.2 2.3 0.1 0.2 0.2 0.2 0.1 0.2 0.3 -0.0 0.3 0.4 0.5 0.1 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 0.0 -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 -0.1 0.0 0.2 -0.0 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 -0.1 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 -0.0 -0.3 0.0 0.2 -0.0 0.2 0.1 0.2 0.1 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 0.4 0.1 -1.1 0.2 0.1 0.0 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.6 -0.0 -0.6 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 0.0 -0.2 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.2 0.0 -2.7 -0.1 0.0 -0.2 0.0 -0.1 -0.0 0.9 -0.2 0.5 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.6 -0.4 0.3 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 -0.0 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 0.5 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 0.2 0.2 0.3 0.2 -0.7 0.2 0.2 0.4 0.2 0.5 0.2 -0.0 -0.5 -0.6 -0.5 -0.6 0.7 0.7 0.7 0.7 CORN -0.1 0.1 0.2 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.2 -0.1 0.1 -0.4 -0.1 0.1 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.3 0.0 1.3 0.0 0.2 0.0 0.1 -0.3 -0.0 -1.1 0.5 0.3 0.6 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.1 -0.2 -0.2 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.2 -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 0.2 -0.5 0.0 -0.7 -0.2 -0.9 0.3 0.1 -0.1 0.3 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.2 -0.3 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.2 0.1 -0.5 -0.0 -0.6 -0.1 -0.3 0.2 0.2 -0.2 -0.5 0.7 0.7 0.3 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 0.3 -0.0 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.6 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 -0.0 0.2 0.3 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.5 -0.1 0.4 0.0 0.2 -0.0 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 -0.3 0.4 0.1 0.5 0.2 0.6 EUR 0.5 0.1 -0.2 0.1 0.2 -0.0 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 -0.2 0.2 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 -0.1 -0.5 -0.2 0.1 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.1 0.3 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 0.2 0.6 0.1 0.2 0.7 0.7 0.7 0.7 GASOIL -0.5 -0.4 -0.0 -0.1 0.0 -0.1 -0.0 -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 -0.1 0.1 -0.1 -0.2 -0.1 0.1 0.1 -0.1 0.2 -0.1 0.9 0.1 -0.1 -0.0 0.2 0.3 0.6 -0.1 0.3 GASOLINE -0.4 -0.3 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 0.2 -0.3 0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -2.5 -0.2 0.1 -0.3 -0.1 -0.2 -0.2 0.1 0.0 -0.2 -0.2 -0.3 0.7 0.7 0.5 0.7 GAS_US_mini -0.6 0.1 0.4 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.3 -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 -0.1 -0.2 0.3 0.2 0.2 -0.7 -0.4 -0.7 GBP 0.6 0.3 -0.3 0.1 0.2 -0.0 0.2 0.1 0.2 0.1 -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 0.2 0.5 0.5 0.1 0.2 -0.2 0.3 -0.2 GOLD_micro 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 -0.2 -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 -0.3 -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 -0.0 -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 -0.0 -0.0 -0.1 0.1 -0.1 0.5 -0.1 -0.2 -0.0 0.0 0.6 0.4 -0.2 -0.3 JGB-SGX-mini -0.3 -0.6 -0.4 -0.1 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.3 -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 -0.5 -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 -0.1 -0.6 0.0 0.1 -0.0 0.2 0.1 0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 -0.0 -0.4 -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 0.1 -0.5 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.1 0.0 0.2 0.4 0.2 -0.0 -0.4 0.4 -0.1 0.3 0.1 -0.0 0.1 0.2 0.2 -0.3 0.1 0.1 -0.1 0.2 0.1 0.2 1.1 0.3 0.6 0.6 0.6 0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.2 -0.6 -0.2 0.0 -0.5 -0.0 -0.7 -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 0.1 0.6 -0.0 0.1 0.7 0.5 0.7 0.7 LUMBER-new 0.6 -0.4 -0.7 -0.2 0.1 -0.6 -0.0 -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 0.5 -0.4 -0.2 0.1 0.8 0.3 0.8 MXP 0.4 0.3 0.1 0.1 0.2 -0.0 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 -0.0 0.4 0.6 0.6 0.4 0.3 0.5 0.5 NASDAQ_micro -0.1 -0.4 -0.4 0.1 0.1 0.2 0.1 0.4 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 0.1 0.4 0.0 -2.7 0.0 0.1 0.2 0.0 0.4 -0.0 -0.3 -0.0 -0.3 -0.3 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 0.4 0.1 0.1 0.3 0.1 0.5 -0.0 0.1 0.2 0.1 0.1 0.1 0.1 0.2 0.0 0.5 0.0 -2.1 0.1 0.0 0.5 0.0 0.7 0.0 1.1 -0.0 -0.2 -0.1 0.6 -0.1 0.1 -0.2 0.3 NZD 0.5 0.4 -0.3 0.0 0.2 -0.0 0.2 0.1 0.2 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 -0.2 -0.0 -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 -0.0 -0.7 -0.1 0.1 -0.3 0.0 -0.4 -0.0 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 0.1 -0.3 -0.1 -0.7 -0.1 0.1 -0.3 -0.0 -0.4 -0.1 -0.7 0.5 -0.3 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.2 -0.5 -0.1 0.0 -0.3 -0.0 -0.4 -0.1 0.0 -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 0.1 -0.1 -0.5 -0.6 -0.3 -0.6 PALLAD 0.6 0.2 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 2.3 0.1 0.1 0.3 0.2 0.4 0.2 0.3 0.2 0.2 0.0 0.1 0.1 -0.3 -0.7 -0.7 PLAT 0.6 0.3 -0.0 0.2 0.2 0.5 0.2 0.7 0.2 0.1 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 0.0 0.2 0.2 0.4 0.2 0.5 0.2 0.2 0.5 0.6 0.6 0.2 0.7 0.4 -0.7 -0.5 REDWHEAT -0.1 0.1 0.2 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.2 -0.5 0.2 -0.7 -0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.5 0.0 0.9 -0.0 0.2 -0.2 0.1 -0.5 -0.0 -1.0 0.5 0.4 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 0.0 -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 0.1 -0.0 -0.1 -0.4 -0.4 -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 0.3 -0.0 0.1 0.1 0.1 0.3 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 0.0 0.3 0.1 0.9 0.1 0.0 0.3 0.1 0.4 0.1 0.0 -0.3 -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 0.5 0.2 0.6 0.2 0.2 -0.1 -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 0.7 0.2 -0.0 0.3 0.6 0.6 0.6 0.1 0.7 -0.4 -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 -0.2 -0.1 -0.2 -0.1 0.0 0.2 -0.1 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 0.1 -0.2 0.2 -0.1 -0.4 -0.6 -0.3 -0.7 SOYBEAN -0.6 -0.1 0.3 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.0 0.3 -0.2 0.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 0.0 -0.2 -0.9 -0.1 0.0 0.2 -0.2 0.2 -0.2 0.1 -0.1 -0.6 0.3 0.6 -0.7 -0.3 -0.7 -0.1 SOYMEAL -0.6 -0.1 0.6 -0.2 0.1 -0.5 -0.0 -0.7 -0.1 0.1 0.0 -0.1 -0.3 -0.1 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.0 -0.1 -0.1 -1.9 0.1 0.1 0.3 -0.1 0.0 -0.1 -0.8 0.1 -0.6 0.5 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.6 -0.1 -0.3 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.0 -0.2 -0.2 0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -2.5 -0.2 -0.0 -0.2 -0.2 -0.0 -0.2 0.0 -0.4 -0.6 -0.1 0.2 -0.7 -0.6 -0.7 -0.7 SP400 0.3 0.1 -0.0 0.1 0.1 0.3 0.1 0.4 0.1 0.1 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 -0.1 0.0 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.1 -0.2 -0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 0.5 0.2 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 0.1 -0.2 -0.1 -0.0 0.0 -0.7 0.0 -0.7 SUGAR11 0.3 0.4 -0.2 -0.2 0.1 -0.5 -0.0 -0.7 -0.1 0.1 -0.3 0.1 -0.5 0.1 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 0.1 -0.5 0.0 -2.7 -0.1 0.2 -0.4 0.1 -0.6 0.0 1.1 0.3 0.3 0.5 0.0 -0.3 -0.6 -0.1 -0.4 US10 -0.3 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 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 0.2 0.1 0.3 0.3 -0.7 -0.7 -0.5 -0.7 US10U -0.3 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -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 0.3 0.2 0.3 0.5 -0.4 -0.4 -0.4 -0.7 US2 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.0 0.1 -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 0.1 0.4 0.3 0.0 -0.7 -0.4 -0.7 -0.7 US20 -0.3 -0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.1 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.1 -1.3 -0.0 0.1 0.1 -0.0 0.2 -0.1 0.0 0.3 0.1 0.0 0.4 -0.1 0.5 -0.1 -0.6 US30 -0.3 -0.4 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 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 0.2 0.1 -0.0 0.4 -0.1 0.3 -0.0 -0.5 US5 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.2 -0.0 0.2 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.2 -0.0 -0.6 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 0.2 0.2 0.3 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.8 -0.5 -0.3 -0.3 -0.2 -0.7 -0.3 -0.4 -0.3 -0.2 -0.9 -0.3 -1.0 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.3 -0.5 -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 -0.2 -0.1 0.1 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.2 -0.5 -0.0 -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 -0.2 -1.1 0.2 -0.1 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 14.1 7.5 1.0 4.5 20.0 -1.6 20.0 2.7 19.8 20.0 14.3 20.0 6.1 20.0 13.3 0.6 -0.9 -0.0 -0.5 14.3 8.8 20.0 4.8 20.0 17.2 12.7 20.0 7.3 20.0 2.4 19.5 5.1 -1.1 9.6 11.7 14.7 4.5 20.0 6.8 20.0 BITCOIN -0.9 -20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 3.0 -12.6 -11.6 2.8 -17.4 -18.3 -4.2 -6.5 -5.0 -5.7 -20.0 -20.0 -8.7 -5.0 -18.9 -20.0 -20.0 -3.4 -20.0 -8.4 -4.3 -17.6 0.0 -20.0 -20.0 -20.0 -20.0 4.1 -2.0 -20.0 -17.4 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 16.3 -4.4 4.5 20.0 -1.6 20.0 2.7 19.7 20.0 -6.8 20.0 -5.7 20.0 9.8 -7.3 -7.5 -8.0 -7.9 13.5 0.3 20.0 -5.3 20.0 20.0 10.9 20.0 -1.0 20.0 -4.4 20.0 -6.9 4.5 20.0 15.6 -1.8 -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 14.1 -1.3 -8.9 4.0 19.4 -1.4 20.0 2.4 17.6 11.2 3.8 18.6 13.6 11.2 -6.1 -17.2 -16.3 -17.0 -16.3 3.1 2.3 19.3 9.1 13.3 -1.7 3.2 20.0 3.2 20.0 9.8 13.6 -20.0 7.6 4.2 1.0 6.1 -7.3 -20.0 -6.8 -20.0 COCOA 20.0 -0.7 -20.0 -12.2 4.8 -16.0 -0.7 -16.1 -7.0 1.5 -7.8 2.8 -3.6 0.6 -4.6 -2.9 6.9 -2.3 1.2 -4.5 -10.1 2.5 -5.6 2.1 -20.0 -5.8 0.9 -7.9 1.1 -2.0 -0.7 17.8 -7.7 14.9 -1.0 -7.1 -8.7 -2.2 1.0 3.3 COFFEE -20.0 -11.5 9.5 -20.0 9.7 -20.0 -1.4 -20.0 -14.2 -5.1 11.7 -14.1 14.5 -16.4 -4.0 20.0 15.7 20.0 20.0 -7.3 8.5 -18.0 19.2 -20.0 -20.0 -5.0 -10.3 13.5 -19.4 20.0 -18.7 20.0 -20.0 -20.0 -3.7 20.0 20.0 15.4 20.0 20.0 COPPER 15.7 14.9 14.7 20.0 20.0 20.0 20.0 20.0 20.0 16.3 2.7 17.5 1.9 16.9 16.4 -8.6 -6.3 -7.6 -6.7 20.0 14.8 20.0 9.9 20.0 -5.1 15.2 18.8 13.3 17.6 14.3 16.8 -0.5 -20.0 -20.0 -14.4 -19.1 20.0 20.0 20.0 20.0 CORN -2.5 2.0 6.8 -20.0 12.5 -20.0 -1.8 -20.0 -18.3 20.0 -2.7 7.7 -10.5 -4.8 7.2 -20.0 -19.7 -20.0 -20.0 2.0 -1.3 9.6 -11.1 2.7 10.0 0.1 20.0 0.6 7.7 -7.9 -1.0 -20.0 20.0 8.3 19.6 20.0 -9.8 -8.6 2.0 -3.0 COTTON2 2.7 -5.0 -5.8 -20.0 12.9 -20.0 -1.9 -20.0 -18.9 20.0 -20.0 8.4 -20.0 -17.0 -20.0 -18.7 -15.8 -18.3 -17.3 -14.8 -20.0 6.2 -20.0 -5.4 -12.6 -20.0 17.4 -20.0 1.5 -20.0 -14.1 -17.8 12.2 4.1 -2.6 8.2 -5.9 -13.1 -4.2 -9.5 CRUDE_W -2.9 -5.6 -8.1 -9.9 5.0 -3.4 -4.1 -0.1 -11.9 -1.5 -14.8 -5.3 -15.0 -12.5 -18.2 -0.6 4.5 0.6 2.3 -12.4 -12.0 -6.4 -11.7 -9.9 8.0 -17.6 13.5 -16.9 -1.0 -15.3 -12.9 -5.6 7.2 5.2 -5.3 -15.6 20.0 20.0 10.4 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 9.0 -0.4 3.3 7.7 10.2 10.4 10.1 11.7 8.0 10.9 15.7 11.2 15.3 12.8 12.7 -7.0 -8.2 -7.6 -7.8 14.8 16.3 12.1 16.2 13.5 -11.6 10.5 13.0 12.0 10.2 12.3 9.9 -4.2 -1.9 5.5 8.2 3.6 -3.9 -20.0 -7.2 -20.0 DX -16.7 -3.1 11.0 3.9 19.1 -1.4 20.0 2.3 17.4 -14.1 4.0 -17.4 -13.7 -16.5 4.9 5.8 6.1 6.0 6.0 -3.7 -0.5 -15.3 -7.0 -13.0 -20.0 -4.1 -19.4 0.8 -18.0 -3.4 -14.7 16.8 -20.0 -20.0 -9.7 11.0 2.1 16.5 5.2 19.1 EUR 15.2 4.1 -5.9 4.7 20.0 -1.7 20.0 2.8 20.0 11.5 9.4 20.0 18.6 20.0 -0.8 -8.3 -7.9 -8.3 -8.1 9.1 7.3 16.9 15.5 17.4 14.7 13.0 20.0 8.5 20.0 14.0 20.0 -7.3 -8.1 6.8 13.6 7.6 -4.0 -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 -3.6 -16.5 -14.5 5.7 -19.0 -0.8 -19.0 -8.3 9.8 2.6 11.1 7.3 8.4 -0.9 11.8 9.3 13.7 13.0 4.1 5.3 10.8 12.5 10.2 -20.0 -0.0 3.8 4.5 6.8 14.4 4.6 20.0 8.8 20.0 2.8 6.4 20.0 20.0 20.0 20.0 GASOIL -16.0 -12.9 -0.8 -6.7 3.4 -2.3 -2.7 -0.1 -8.0 -7.7 4.2 -9.6 5.0 -11.2 -7.3 11.4 15.2 16.8 17.0 -6.9 0.3 -9.7 2.8 -11.8 -1.8 -5.5 7.3 2.1 -5.5 4.2 -10.7 16.0 3.9 -1.6 -0.7 6.6 7.9 18.9 -1.8 8.5 GASOLINE -13.2 -8.8 -4.4 -9.4 4.8 -3.3 -3.9 -0.1 -11.2 -2.3 -4.8 -10.3 -1.0 -13.5 -11.1 -20.0 9.2 -15.4 1.3 -10.9 -5.1 -11.0 -2.1 -14.1 -18.8 -17.0 9.2 -10.7 -7.6 -5.8 -18.6 1.2 1.4 -7.4 -5.4 -9.5 20.0 20.0 16.1 20.0 GAS_US_mini -20.0 4.3 13.3 -6.1 3.1 -2.1 -2.5 -0.1 -7.3 6.9 -5.6 -10.0 -8.3 -8.8 -3.2 20.0 -20.0 -14.5 -20.0 -3.0 -1.6 -6.8 -3.0 -7.8 20.0 -1.8 -1.8 -0.4 -7.2 -1.4 -6.5 -20.0 -3.1 -4.9 8.1 6.9 4.6 -20.0 -11.0 -20.0 GBP 18.0 8.2 -10.8 4.7 20.0 -1.6 20.0 2.8 20.0 16.1 -1.3 20.0 13.3 20.0 3.8 0.4 0.0 0.3 0.1 9.5 1.8 20.0 6.4 20.0 2.1 11.2 20.0 2.9 20.0 8.0 20.0 6.5 7.5 14.1 15.6 3.9 6.0 -6.1 8.8 -6.4 GOLD_micro 19.0 20.0 9.7 20.0 20.0 20.0 20.0 20.0 20.0 14.2 13.5 15.7 14.4 14.8 14.1 -9.1 -10.5 -9.1 -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 -10.6 -6.7 1.3 20.0 7.2 3.8 -11.6 -19.0 HEATOIL -17.7 -11.6 -2.0 -6.4 3.3 -2.2 -2.6 -0.1 -7.6 -11.5 2.9 -11.4 4.2 -11.9 -7.9 16.1 11.4 15.2 13.2 -7.1 -0.1 -12.1 2.7 -12.7 -16.1 -6.2 -1.0 -0.1 -8.3 2.9 -11.0 9.1 -5.7 -7.3 -0.4 0.9 18.7 11.7 -5.4 -10.2 JGB-SGX-mini -8.1 -18.2 -13.5 -5.7 -5.6 -2.9 -4.6 -2.2 -6.3 -7.2 -12.9 -9.9 -12.3 -11.7 -12.5 14.3 14.1 15.1 14.2 -20.0 -18.5 -13.9 -16.4 -19.3 -3.9 -20.0 -9.7 -16.9 -15.5 -13.6 -20.0 17.9 -20.0 -20.0 -20.0 -20.0 -8.1 -20.0 1.3 -20.0 JPY 8.2 -3.5 -17.1 2.8 13.5 -1.0 17.0 1.6 12.2 -3.4 -14.5 -3.0 -13.0 -9.4 -13.3 -9.3 -10.7 -9.8 -10.0 -13.7 -16.6 -5.0 -14.3 -7.9 20.0 -15.3 -1.9 -16.4 -6.3 -12.7 -9.8 -11.2 -15.3 -19.1 -18.1 -20.0 -7.0 -12.6 -6.4 -14.9 LEANHOG 20.0 1.6 -15.5 -20.0 11.9 -20.0 -1.7 -20.0 -17.5 8.4 1.2 20.0 10.9 20.0 -4.2 -20.0 20.0 -6.5 15.9 4.9 -0.5 16.4 6.0 17.3 -2.4 5.1 12.3 -2.5 20.0 2.8 19.2 20.0 11.6 20.0 20.0 18.2 0.3 11.2 9.3 20.0 LIVECOW 20.0 -5.3 -20.0 -14.1 5.5 -18.5 -0.8 -18.5 -8.1 0.9 1.6 9.5 6.7 7.8 -0.2 -1.0 7.4 -1.5 2.3 1.6 2.0 6.2 8.5 6.8 -20.0 -2.5 0.0 0.6 3.7 9.2 2.0 19.8 2.3 20.0 -0.7 3.1 20.0 16.0 20.0 20.0 LUMBER-new 15.7 -11.8 -20.0 -20.0 9.2 -20.0 -1.3 -20.0 -13.5 -7.7 -17.2 4.7 -15.5 -9.3 -14.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -2.3 -20.0 -7.7 NaN -20.0 -6.9 -20.0 -3.2 -19.6 -7.5 -20.0 -6.8 14.4 -11.2 -6.1 3.8 20.0 8.2 20.0 MXP 13.6 9.0 3.6 4.8 20.0 -1.7 20.0 2.9 20.0 20.0 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 -0.8 12.4 20.0 20.0 10.5 10.0 13.7 14.0 NASDAQ_micro -2.4 -10.9 -13.2 6.6 8.7 8.9 8.6 10.0 6.8 12.4 11.9 8.1 13.1 4.0 5.7 -7.3 -8.6 -8.1 -8.4 5.5 11.9 6.9 16.3 3.3 -20.0 1.5 8.4 7.6 2.3 11.7 -1.1 -5.2 -0.3 -8.9 -9.9 3.1 0.2 -20.0 -0.2 -20.0 NIKKEI -3.2 -6.5 11.0 6.6 8.7 8.9 8.7 10.1 6.9 12.5 12.1 8.5 12.8 -0.4 9.1 8.8 7.0 5.5 5.7 11.8 20.0 4.8 20.0 4.4 -15.4 11.5 5.4 20.0 4.0 20.0 3.5 20.0 -2.0 -7.4 -2.5 20.0 -4.2 4.1 -4.8 8.0 NZD 15.8 12.0 -9.5 3.7 18.1 -1.3 20.0 2.2 16.5 12.8 -7.8 15.8 -10.9 16.9 -2.4 -4.1 -3.4 -4.3 -4.0 2.8 -6.7 13.3 -8.9 11.9 16.1 -1.5 19.6 -10.1 14.6 -10.9 9.6 0.0 -7.8 -0.8 -2.4 -8.6 3.0 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 -6.2 -0.4 -5.4 -16.9 6.6 -20.0 -1.0 -20.0 -9.7 12.0 -11.8 2.2 -10.8 -3.2 -8.4 -16.3 -11.9 -19.6 -17.3 -10.1 -11.4 5.7 -10.1 -5.1 -5.0 -12.7 10.3 -12.7 -0.1 -10.7 -9.2 -14.0 20.0 -10.4 -2.6 -5.4 -7.5 -14.5 -3.2 -15.6 OJ 20.0 5.0 -16.5 -8.8 3.5 -11.6 -0.5 -11.6 -5.1 3.2 -5.7 5.0 -6.4 2.5 -4.0 -2.7 2.2 -3.4 -1.5 -2.6 -7.9 12.2 -8.6 6.5 -20.0 -2.6 15.0 -6.0 12.8 -5.9 5.0 11.2 20.0 19.9 4.3 -2.8 -16.5 -17.5 -8.0 -17.3 PALLAD 20.0 4.8 8.2 20.0 19.6 19.5 20.0 17.6 20.0 10.7 8.8 11.3 7.5 10.4 9.2 -4.1 -3.1 -3.6 -3.3 17.9 13.0 20.0 9.4 20.0 17.4 13.5 15.6 12.3 20.0 11.0 17.6 5.1 7.8 4.8 0.1 4.2 3.2 -8.2 -20.0 -20.0 PLAT 20.0 9.3 -0.8 20.0 20.0 20.0 20.0 19.4 20.0 12.4 12.5 13.6 11.4 13.2 12.2 -5.4 -4.0 -4.8 -4.2 20.0 19.5 20.0 15.0 20.0 0.3 18.2 20.0 13.9 20.0 13.1 20.0 3.8 20.0 20.0 20.0 5.6 20.0 11.2 -20.0 -15.0 REDWHEAT -2.4 2.9 7.2 -20.0 11.6 -20.0 -1.7 -20.0 -17.0 20.0 -17.3 14.9 -20.0 -3.4 -3.8 -15.6 -16.3 -15.9 -16.6 -4.1 -11.0 13.5 -20.0 1.3 6.9 -3.0 20.0 -6.3 11.0 -14.2 -1.0 -17.9 20.0 12.8 19.4 20.0 -20.0 -20.0 -20.0 -20.0 RICE 3.0 6.0 -14.3 -10.8 4.3 -14.2 -0.6 -14.2 -6.2 3.8 -8.8 0.2 -8.9 -4.1 -7.7 -20.0 -13.8 -20.0 -19.5 -11.3 -15.7 -1.4 -16.9 -6.0 0.4 -10.7 5.0 -14.1 -0.2 -15.6 -5.8 -18.7 3.6 -1.1 -3.5 -10.9 -10.5 -15.5 -0.1 -15.0 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 8.2 -1.0 3.8 7.5 9.8 10.0 9.7 11.3 7.7 1.9 14.3 2.2 13.2 10.1 10.7 -4.4 -5.2 -4.7 -4.8 10.3 12.3 3.8 11.7 8.3 7.1 7.3 5.0 9.7 5.3 9.8 6.5 0.7 -10.4 -1.0 1.8 -0.7 -4.9 -20.0 -11.9 -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 12.6 20.0 20.0 20.0 20.0 20.0 20.0 15.2 16.7 16.8 16.0 17.2 17.2 -5.7 -6.4 -5.8 -6.0 20.0 20.0 20.0 20.0 20.0 -12.7 20.0 20.0 20.0 20.0 20.0 20.0 -0.0 14.2 20.0 20.0 20.0 3.7 20.0 -10.9 -2.7 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 -12.5 -9.6 -7.1 -10.8 -10.5 -5.6 -8.6 -4.2 -11.9 2.3 7.9 -13.3 15.6 -15.7 -15.6 7.6 6.0 7.5 7.1 -9.0 1.2 -5.7 10.3 -11.3 -20.0 -8.0 -6.6 2.1 -9.9 10.0 -11.8 5.0 3.2 -5.1 5.4 -2.8 -10.5 -16.7 -9.4 -20.0 SOYBEAN -20.0 -3.4 9.3 -20.0 11.5 -20.0 -1.7 -20.0 -16.9 4.3 9.8 -15.0 4.5 -13.8 -1.0 -3.5 -5.2 -3.0 -4.6 -4.3 4.4 -11.9 0.4 -15.8 -7.1 -5.9 2.7 8.7 -20.0 5.4 -20.0 1.6 -5.2 -20.0 8.6 20.0 -20.0 -8.7 -20.0 -4.1 SOYMEAL -20.0 -2.4 20.0 -20.0 8.4 -20.0 -1.2 -20.0 -12.2 13.1 0.6 -10.3 -9.4 -11.6 -0.7 -10.6 -14.8 -13.0 -14.8 -2.5 1.6 -5.1 -4.7 -10.1 -14.6 4.8 5.7 9.9 -7.9 0.2 -8.3 -15.5 6.2 -17.2 15.9 20.0 -18.1 -20.0 -8.7 -20.0 SOYOIL -17.5 -4.2 -9.8 -20.0 11.1 -20.0 -1.6 -20.0 -16.3 0.1 -6.9 -15.6 6.9 -14.3 -15.5 -8.6 -5.4 -8.2 -7.0 -13.2 -5.5 -16.2 3.2 -19.1 -19.0 -19.2 -1.9 -9.1 -20.0 -0.9 -20.0 0.1 -17.6 -20.0 -3.2 5.3 -20.0 -18.8 -20.0 -20.0 SP400 10.7 4.0 -0.4 7.7 10.2 10.4 10.1 11.7 8.0 9.1 14.1 7.7 8.7 12.6 10.9 -5.8 -6.0 -5.8 -5.8 9.4 7.7 9.1 6.7 11.2 1.6 5.6 8.7 3.4 9.2 2.4 8.7 -0.7 -3.7 1.2 6.8 -12.2 -3.8 -20.0 -7.3 -20.0 SP500_micro 1.9 -6.2 -9.3 8.5 11.2 11.4 11.1 12.9 8.8 15.8 17.6 15.1 18.0 13.3 12.9 -8.3 -9.5 -8.9 -9.1 10.9 17.5 14.0 20.0 9.5 -18.7 3.7 17.3 9.1 8.8 13.3 3.3 -6.5 5.0 -4.9 -2.9 -1.2 1.3 -20.0 1.4 -20.0 SUGAR11 10.7 11.0 -6.2 -19.8 7.8 -20.0 -1.1 -20.0 -11.4 11.4 -12.9 10.6 -14.7 9.2 -7.5 18.7 10.9 15.6 10.8 -4.8 -13.8 9.3 -17.4 4.1 -20.0 -6.1 18.9 -14.9 10.8 -17.2 3.7 20.0 12.3 10.1 15.6 1.4 -10.5 -17.6 -3.2 -13.1 US10 -8.7 -7.0 0.5 -9.4 -9.1 -4.9 -7.5 -3.6 -10.4 6.1 11.4 -4.6 6.8 -9.6 -6.4 2.0 0.5 2.0 1.7 -2.9 3.8 -0.4 6.7 -4.7 -9.3 -0.9 1.2 6.3 -2.1 9.7 -3.9 -4.3 8.7 4.5 9.2 7.9 -19.9 -20.0 -15.6 -20.0 US10U -8.7 -7.6 3.4 -11.8 -11.4 -6.1 -9.4 -4.6 -13.0 12.6 15.0 -8.3 4.8 -14.1 -3.3 2.4 -0.5 1.6 0.7 -2.1 5.8 0.7 7.3 -4.8 -14.5 0.2 6.7 10.8 -0.9 14.0 -4.9 -6.2 14.4 6.0 10.7 16.7 -12.0 -11.8 -12.4 -20.0 US2 -1.4 -5.0 -1.6 -9.0 -8.7 -4.6 -7.2 -3.5 -9.9 2.2 0.5 6.4 -3.1 -1.0 -6.9 -9.7 -14.5 -11.4 -12.3 -3.0 -0.6 1.7 0.9 -1.3 17.5 -2.1 -5.5 1.0 -1.3 4.4 -1.3 -20.0 4.1 11.5 8.4 1.1 -20.0 -12.8 -20.0 -20.0 US20 -9.3 -10.8 4.3 -8.1 -7.8 -4.2 -6.5 -3.1 -8.9 8.6 7.0 -5.6 -3.7 -10.8 -4.1 4.5 3.3 4.2 4.0 -4.4 1.1 -0.9 1.6 -5.9 -9.5 -3.7 6.9 4.0 -0.9 5.6 -6.3 0.0 11.0 2.6 1.4 11.1 -3.9 14.4 -2.5 -17.6 US30 -9.0 -10.8 4.6 -9.5 -9.2 -4.9 -7.6 -3.7 -10.5 4.3 3.3 -10.5 -9.4 -15.5 -7.1 1.1 -1.7 0.4 -0.6 -7.1 -1.4 -3.4 -2.3 -8.8 -5.5 -7.0 7.1 1.7 -3.5 2.5 -10.4 -8.3 9.1 4.0 -0.8 11.2 -3.2 8.6 -0.1 -14.2 US5 -6.2 -5.9 -1.9 -9.4 -9.1 -4.8 -7.5 -3.6 -10.4 3.2 9.2 -1.3 6.5 -6.5 -6.7 -0.0 -2.8 -1.0 -1.6 -2.7 2.5 0.7 5.7 -3.1 -4.2 -1.3 -1.6 4.4 -1.6 8.5 -2.7 -9.9 8.0 5.9 10.0 3.8 -20.0 -19.8 -20.0 -20.0 VIX -15.0 -9.4 -6.4 -20.0 -14.4 -15.9 -20.0 -7.4 -20.0 -11.6 -20.0 -20.0 -16.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.0 -20.0 -10.6 -20.0 NaN -20.0 -20.0 -15.9 -20.0 -7.6 -20.0 NaN NaN NaN NaN NaN -2.9 -20.0 NaN NaN WHEAT -7.7 -4.0 2.5 -20.0 11.8 -20.0 -1.7 -20.0 -17.3 18.7 -20.0 -0.7 -20.0 -15.2 -15.3 -17.2 -18.0 -17.2 -17.5 -12.9 -15.3 1.4 -20.0 -10.2 11.4 -12.9 19.5 -10.6 -2.2 -14.2 -13.9 -20.0 7.9 -1.6 7.9 20.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3