******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251229_204022 produced at 2025-12-29 21:36:38.387557 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.84 0.0 0.00 0.00 0.00 0.00 -17.00 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 -42.73 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.35 0.0 999.00 -999.00 -0.22 -0.22 -40.01 999999999.0 -25 -25 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -5.48 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -34.44 59.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.12 0.0 1.29 -1.29 0.00 0.00 -0.92 10.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.05 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.07 -0.08 0.0 0.16 -0.16 -0.07 -0.07 -5.32 11.0 -5 -5 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.07 0.0 0.61 -0.61 -0.11 -0.11 -1.89 17.0 -3 -3 caleb_strategy_v3 DX False False 0.04 -0.04 -0.06 0.0 999.00 -999.00 -0.04 0.00 -1.42 999999999.0 -1 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.22 -1.22 0.00 0.00 -1.22 25.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.06 0.0 1.16 -1.16 0.00 0.00 -1.05 19.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.47 -0.04 0.0 0.67 -0.67 -0.47 -0.34 -0.53 10.0 -7 -5 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.86 -0.86 0.00 0.00 -0.73 17.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.36 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 -6.00 3.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.18 9.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.03 0.0 999.00 -999.00 -0.04 0.00 -0.92 999999999.0 -1 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.76 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.20 -0.20 0.00 0.00 -6.53 51.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.09 -0.03 0.0 0.13 -0.13 -0.09 -0.09 -1.89 10.0 -7 -7 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -2.35 12.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -1.36 9.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 -0.02 -0.83 7.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.02 0.0 0.53 -0.53 -0.07 -0.09 -1.04 23.0 -3 -4 caleb_strategy_v3 BUXL False False 0.06 -0.23 -0.02 0.0 0.23 -0.23 -0.23 -0.23 -0.40 4.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.20 18.0 -4 -4 caleb_strategy_v3 US10U False False 0.05 0.00 -0.02 0.0 0.67 -0.67 0.00 0.00 -0.37 13.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.12 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.01 0.0 0.32 -0.32 -0.16 -0.05 -0.22 6.0 -3 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 0.00 -0.01 0.0 0.10 -0.10 0.00 -0.01 -2.97 26.0 0 -3 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.33 3.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.01 0.0 0.10 -0.10 -0.04 -0.04 -1.24 8.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.40 -0.40 0.00 0.00 -0.45 23.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.01 0.0 0.93 -0.93 -0.14 -0.21 -0.09 13.0 -2 -3 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.64 3.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.29 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.73 -0.73 -0.03 -0.03 -0.36 26.0 -1 -1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.00 0.0 1.09 -1.09 0.00 0.00 0.11 56.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.00 0.0 0.75 -0.75 -0.03 -0.05 -0.29 48.0 -2 -3 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.34 -0.34 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.01 0.0 0.30 -0.30 0.30 0.30 0.10 2.0 2 2 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.15 -0.15 0.00 0.00 0.09 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.48 -0.48 0.00 0.05 0.28 10.0 0 1 caleb_strategy_v3 SILVER-mini False False 0.08 0.32 0.02 0.0 999.00 -999.00 0.32 0.08 0.28 999999999.0 4 1 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.02 0.0 0.11 -0.11 0.00 0.03 0.56 4.0 0 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 4.15 68.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.72 -0.72 0.00 0.00 1.58 66.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.70 -0.70 0.00 0.00 0.39 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.04 0.0 0.61 -0.61 0.08 0.08 0.55 8.0 1 1 caleb_strategy_v3 BTP False False 0.06 0.00 0.04 0.0 0.63 -0.63 0.00 0.00 0.64 10.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.05 0.0 0.75 -0.75 0.00 0.00 4.11 58.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.05 0.0 0.55 -0.55 0.00 0.00 1.80 21.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.13 0.06 0.0 0.64 -0.64 0.13 0.13 1.01 10.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.21 -0.21 0.03 0.03 4.78 13.0 2 2 caleb_strategy_v3 CAD False False 0.03 0.00 0.08 0.0 0.95 -0.95 0.00 0.00 2.34 29.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.31 0.08 0.0 999.00 -999.00 0.31 0.25 1.27 999999999.0 5 4 caleb_strategy_v3 CAC False True 0.04 0.00 0.09 0.0 0.00 0.00 0.00 0.00 2.20 12.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.11 0.0 0.92 -0.92 0.00 0.00 1.74 14.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.15 0.11 0.0 0.61 -0.61 0.15 0.15 3.61 20.0 5 5 caleb_strategy_v3 GBP False False 0.04 0.11 0.12 0.0 0.83 -0.83 0.11 0.11 3.10 22.0 3 3 caleb_strategy_v3 NIKKEI False False 0.01 0.16 0.14 0.0 0.52 -0.52 0.16 0.16 10.03 36.0 11 11 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.57 -0.57 0.00 0.00 5.09 19.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.52 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.58 0.84 0.0 0.74 -0.74 0.58 0.59 67.86 60.0 47 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.9 Shocked risk 76.0 Sum abs risk 60.9 Leverage 7.72 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2235319.32, 'annual_cash_vol_target': 558829.83, 'daily_cash_vol_target': 34926.864375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6695 0.5000 7.9997 BITCOIN 2053.1124 87730.0000 2.3403 37.4442 BOBL 0.1758 116.2200 0.1512 2.4196 BTP 0.4253 120.4700 0.3530 5.6485 BUND 0.3641 127.7700 0.2850 4.5595 BUXL 0.8278 110.3600 0.7500 12.0008 CAC 49.9580 8123.5000 0.6150 9.8397 CAD 0.0025 0.7333 0.3458 5.5321 CANOLA 7.5833 603.8000 1.2559 20.0949 CHF 0.0048 1.2766 0.3737 5.9789 COCOA 138.0477 6293.0000 2.1937 35.0987 COFFEE 5.4796 336.1000 1.6303 26.0855 COPPER 0.0804 5.5775 1.4413 23.0603 CORN 3.7265 463.0000 0.8049 12.8779 COTTON2 0.6230 64.3400 0.9683 15.4929 CRUDE_W 0.8146 57.4500 1.4179 22.6868 DAX 155.5497 24537.0000 0.6339 10.1430 DOW 292.3785 48804.0000 0.5991 9.5854 DX 0.3325 97.7750 0.3401 5.4414 EUR 0.0039 1.1812 0.3304 5.2865 EURIBOR-ICE 0.0346 97.6350 0.0354 0.5666 EUROSTX 39.4284 5779.0000 0.6823 10.9163 FEEDCOW 3.2645 340.7250 0.9581 15.3295 GASOIL 10.9823 614.2500 1.7879 28.6068 GASOLINE 0.0292 1.9742 1.4814 23.7026 GAS_US_mini 0.1462 3.3900 4.3135 69.0166 GBP 0.0057 1.3505 0.4191 6.7053 GOLD_micro 51.0265 4354.0000 1.1719 18.7511 HEATOIL 0.0385 2.0858 1.8475 29.5602 JGB-SGX-mini 0.2108 132.7800 0.1588 2.5401 JPY 0.0000 0.0064 0.6016 9.6259 LEANHOG 1.0556 89.6000 1.1781 18.8497 LIVECOW 2.1190 229.5500 0.9231 14.7696 LUMBER-new 7.1972 577.0000 1.2473 19.9575 MXP 0.0003 0.0553 0.4824 7.7190 NASDAQ_micro 211.8591 25762.0000 0.8224 13.1579 NIKKEI 483.8667 50380.0000 0.9604 15.3669 NZD 0.0032 0.5823 0.5499 8.7986 OAT 0.3777 120.7900 0.3127 5.0036 OATIES 5.4670 312.5000 1.7494 27.9911 OJ 6.6583 195.9500 3.3980 54.3674 PALLAD 79.9555 1697.5000 4.7102 75.3630 PLAT 81.4660 2146.2000 3.7958 60.7332 REDWHEAT 7.5926 540.0000 1.4060 22.4965 RICE 0.1523 9.8650 1.5434 24.6951 ROBUSTA 70.1784 3884.0000 1.8069 28.9098 RUSSELL 25.2649 2537.3000 0.9957 15.9318 SHATZ 0.0507 106.8000 0.0475 0.7596 SILVER-mini 1.7525 71.9750 2.4348 38.9570 SMI 74.7568 13165.0000 0.5678 9.0855 SOFR 0.0438 96.6100 0.0453 0.7254 SOYBEAN 8.1128 1076.2500 0.7538 12.0608 SOYMEAL 3.7087 307.3000 1.2069 19.3101 SOYOIL 0.5749 49.7600 1.1554 18.4864 SP400 27.2003 3374.4000 0.8061 12.8973 SP500_micro 42.1704 6958.7500 0.6060 9.6961 SUGAR11 0.2182 14.8800 1.4664 23.4620 US10 0.2866 112.7344 0.2542 4.0673 US10U 0.3847 115.3281 0.3336 5.3370 US2 0.0699 104.4180 0.0670 1.0714 US20 0.5954 115.8750 0.5139 8.2216 US30 0.8465 118.5312 0.7142 11.4266 US5 0.1895 109.4531 0.1731 2.7698 VIX 0.4316 19.5500 2.2078 35.3246 WHEAT 6.6970 569.2500 1.1765 18.8235 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.50 0.50 334.74 1.00 334.74 34926.86 104.34 18.78 195.96 BITCOIN 87.73 2.34 205.31 1.00 205.31 34926.86 170.12 -18.67 -317.63 BOBL 1162.20 0.15 175.75 1.18 206.97 34926.86 168.76 -6.15 -103.80 BTP 1204.70 0.35 425.29 1.18 500.82 34926.86 69.74 2.70 18.86 BUND 1277.70 0.28 364.10 1.18 428.76 34926.86 81.46 -6.41 -52.20 BUXL 1103.60 0.75 827.75 1.18 974.75 34926.86 35.83 -11.09 -39.72 CAC 812.35 0.61 499.58 1.18 588.30 34926.86 59.37 10.83 64.27 CAD 733.30 0.35 253.54 1.00 253.54 34926.86 137.75 6.53 90.01 CANOLA 120.76 1.26 151.67 0.73 110.92 34926.86 314.87 -8.52 -268.14 CHF 1595.81 0.37 596.32 1.00 596.32 34926.86 58.57 -0.59 -3.43 COCOA 629.30 2.19 1380.48 1.00 1380.48 34926.86 25.30 -5.89 -14.89 COFFEE 1260.38 1.63 2054.84 1.00 2054.84 34926.86 17.00 1.65 2.81 COPPER 1394.38 1.44 2009.67 1.00 2009.67 34926.86 17.38 6.74 11.71 CORN 231.50 0.80 186.33 1.00 186.33 34926.86 187.45 -5.14 -96.38 COTTON2 321.70 0.97 311.50 1.00 311.50 34926.86 112.12 -19.46 -218.21 CRUDE_W 574.50 1.42 814.60 1.00 814.60 34926.86 42.88 -0.63 -2.70 DAX 245.37 0.63 155.55 1.18 183.17 34926.86 190.68 6.31 120.27 DOW 244.02 0.60 146.19 1.00 146.19 34926.86 238.92 2.85 68.07 DX 977.75 0.34 332.52 1.00 332.52 34926.86 105.04 -5.21 -54.74 EUR 1476.44 0.33 487.82 1.00 487.82 34926.86 71.60 9.35 66.93 EURIBOR-ICE 2440.88 0.04 86.43 1.18 101.78 34926.86 343.16 -0.78 -26.88 EUROSTX 577.90 0.68 394.28 1.18 464.30 34926.86 75.22 14.06 105.75 FEEDCOW 1703.62 0.96 1632.23 1.00 1632.23 34926.86 21.40 7.77 16.62 GASOIL 614.25 1.79 1098.23 1.00 1098.23 34926.86 31.80 4.08 12.99 GASOLINE 829.16 1.48 1228.33 1.00 1228.33 34926.86 28.43 -7.45 -21.18 GAS_US_mini 84.75 4.31 365.57 1.00 365.57 34926.86 95.54 -2.86 -27.35 GBP 844.06 0.42 353.73 1.00 353.73 34926.86 98.74 12.10 119.45 GOLD_micro 435.40 1.17 510.26 1.00 510.26 34926.86 68.45 0.49 3.33 HEATOIL 876.04 1.85 1618.49 1.00 1618.49 34926.86 21.58 -3.57 -7.70 JGB-SGX-mini 132780.00 0.16 21079.76 0.01 134.89 34926.86 258.93 -15.22 -394.04 JPY 806.19 0.60 485.02 1.00 485.02 34926.86 72.01 -10.09 -72.64 LEANHOG 358.40 1.18 422.23 1.00 422.23 34926.86 82.72 9.49 78.49 LIVECOW 918.20 0.92 847.59 1.00 847.59 34926.86 41.21 2.83 11.67 LUMBER-new 158.68 1.25 197.92 1.00 197.92 34926.86 176.47 -13.95 -246.15 MXP 276.35 0.48 133.32 1.00 133.32 34926.86 261.97 17.62 461.69 NASDAQ_micro 515.24 0.82 423.72 1.00 423.72 34926.86 82.43 -5.40 -44.55 NIKKEI 50380.00 0.96 48386.67 0.01 309.63 34926.86 112.80 8.20 92.50 NZD 582.30 0.55 320.21 1.00 320.21 34926.86 109.07 6.34 69.12 OAT 1207.90 0.31 377.74 1.18 444.82 34926.86 78.52 3.78 29.69 OATIES 156.25 1.75 273.35 1.00 273.35 34926.86 127.77 -15.30 -195.44 OJ 293.92 3.40 998.75 1.00 998.75 34926.86 34.97 -7.55 -26.40 PALLAD 1697.50 4.71 7995.55 1.00 7995.55 34926.86 4.37 6.25 2.73 PLAT 1073.10 3.80 4073.30 1.00 4073.30 34926.86 8.57 9.65 8.28 REDWHEAT 270.00 1.41 379.63 1.00 379.63 34926.86 92.00 -10.12 -93.07 RICE 197.30 1.54 304.52 1.00 304.52 34926.86 114.69 -15.61 -179.09 ROBUSTA 388.40 1.81 701.78 1.00 701.78 34926.86 49.77 -6.80 -33.86 RUSSELL 126.86 1.00 126.32 1.00 126.32 34926.86 276.49 4.52 124.96 SHATZ 1068.00 0.05 50.70 1.18 59.71 34926.86 584.95 -9.23 -540.07 SILVER-mini 1799.38 2.43 4381.14 1.00 4381.14 34926.86 7.97 10.45 8.33 SMI 1316.50 0.57 747.57 1.27 947.61 34926.86 36.86 20.00 73.72 SOFR 2415.25 0.05 109.50 1.00 109.50 34926.86 318.97 -8.75 -279.25 SOYBEAN 538.12 0.75 405.64 1.00 405.64 34926.86 86.10 -10.32 -88.84 SOYMEAL 307.30 1.21 370.87 1.00 370.87 34926.86 94.17 -15.53 -146.29 SOYOIL 298.56 1.16 344.96 1.00 344.96 34926.86 101.25 -20.00 -202.50 SP400 3374.40 0.81 2720.03 1.00 2720.03 34926.86 12.84 2.26 2.90 SP500_micro 347.94 0.61 210.85 1.00 210.85 34926.86 165.65 -0.74 -12.30 SUGAR11 166.66 1.47 244.38 1.00 244.38 34926.86 142.92 -6.31 -90.14 US10 1127.34 0.25 286.58 1.00 286.58 34926.86 121.87 -4.71 -57.36 US10U 1153.28 0.33 384.69 1.00 384.69 34926.86 90.79 -3.22 -29.23 US2 2088.36 0.07 139.84 1.00 139.84 34926.86 249.76 -3.32 -82.95 US20 1158.75 0.51 595.42 1.00 595.42 34926.86 58.66 -1.61 -9.46 US30 1185.31 0.71 846.51 1.00 846.51 34926.86 41.26 -4.23 -17.44 US5 1094.53 0.17 189.47 1.00 189.47 34926.86 184.34 -5.23 -96.38 VIX 195.50 2.21 431.62 1.00 431.62 34926.86 80.92 -20.00 -161.84 WHEAT 284.62 1.18 334.85 1.00 334.85 34926.86 104.31 -15.76 -164.36 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 195.957 0.010 2.5 5.091 BITCOIN -317.630 0.043 2.5 -34.444 BOBL -103.801 0.004 2.5 -1.054 BTP 18.860 0.014 2.5 0.644 BUND -52.197 0.004 2.5 -0.530 BUXL -39.722 0.004 2.5 -0.403 CAC 64.269 0.014 2.5 2.195 CAD 90.005 0.010 2.5 2.339 CANOLA -268.144 0.010 2.5 -6.533 CHF -3.430 0.010 2.5 -0.089 COCOA -14.893 0.010 2.5 -0.363 COFFEE 2.811 0.005 2.5 0.037 COPPER 11.710 0.043 2.5 1.270 CORN -96.378 0.010 2.5 -2.348 COTTON2 -218.214 0.010 2.5 -5.316 CRUDE_W -2.701 0.043 2.5 -0.293 DAX 120.272 0.014 2.5 4.108 DOW 68.069 0.009 2.5 1.584 DX -54.741 0.010 2.5 -1.422 EUR 66.927 0.010 2.5 1.739 EURIBOR-ICE -26.882 0.014 2.5 -0.918 EUROSTX 105.747 0.014 2.5 3.612 FEEDCOW 16.623 0.013 2.5 0.552 GASOIL 12.985 0.017 2.5 0.564 GASOLINE -21.180 0.017 2.5 -0.919 GAS_US_mini -27.347 0.043 2.5 -2.965 GBP 119.449 0.010 2.5 3.104 GOLD_micro 3.332 0.014 2.5 0.114 HEATOIL -7.704 0.017 2.5 -0.334 JGB-SGX-mini -394.044 0.043 2.5 -42.730 JPY -72.635 0.010 2.5 -1.887 LEANHOG 78.493 0.024 2.5 4.777 LIVECOW 11.671 0.013 2.5 0.387 LUMBER-new -246.151 0.010 2.5 -5.997 MXP 461.692 0.059 2.5 67.859 NASDAQ_micro -44.548 0.009 2.5 -1.037 NIKKEI 92.501 0.043 2.5 10.031 NZD 69.117 0.010 2.5 1.796 OAT 29.694 0.014 2.5 1.014 OATIES -195.436 0.010 2.5 -4.761 OJ -26.398 0.010 2.5 -0.643 PALLAD 2.729 0.014 2.5 0.093 PLAT 8.278 0.014 2.5 0.283 REDWHEAT -93.067 0.005 2.5 -1.236 RICE -179.092 0.010 2.5 -4.363 ROBUSTA -33.864 0.005 2.5 -0.450 RUSSELL 124.963 0.013 2.5 4.147 SHATZ -540.067 0.004 2.5 -5.484 SILVER-mini 8.330 0.014 2.5 0.285 SMI 73.716 0.014 2.5 2.518 SOFR -279.250 0.024 2.5 -16.995 SOYBEAN -88.843 0.004 2.5 -0.827 SOYMEAL -146.294 0.004 2.5 -1.363 SOYOIL -202.500 0.004 2.5 -1.888 SP400 2.904 0.013 2.5 0.096 SP500_micro -12.303 0.009 2.5 -0.286 SUGAR11 -90.137 0.010 2.5 -2.196 US10 -57.355 0.005 2.5 -0.728 US10U -29.227 0.005 2.5 -0.371 US2 -82.953 0.005 2.5 -1.053 US20 -9.456 0.005 2.5 -0.120 US30 -17.440 0.005 2.5 -0.221 US5 -96.379 0.005 2.5 -1.223 VIX -161.840 0.099 2.5 -40.005 WHEAT -164.361 0.005 2.5 -2.183 ===================== Position diags ===================== AUD 2.71 BITCOIN 18.45 BOBL 1.71 BTP 2.38 BUND 0.83 BUXL 0.36 CAC 2.03 CAD 3.58 CANOLA 7.67 CHF 1.52 COCOA 0.62 COFFEE 0.23 COPPER 1.88 CORN 4.57 COTTON2 2.73 CRUDE_W 4.65 DAX 6.51 DOW 5.56 DX 2.73 EUR 1.86 EURIBOR-ICE 11.72 EUROSTX 2.57 FEEDCOW 0.71 GASOIL 1.38 GASOLINE 1.23 GAS_US_mini 10.36 GBP 2.57 GOLD_micro 2.34 HEATOIL 0.94 JGB-SGX-mini 28.08 JPY 1.87 LEANHOG 5.03 LIVECOW 1.37 LUMBER-new 4.30 MXP 38.50 NASDAQ_micro 1.92 NIKKEI 12.23 NZD 2.83 OAT 2.68 OATIES 3.11 OJ 0.85 PALLAD 0.15 PLAT 0.29 REDWHEAT 1.22 RICE 2.79 ROBUSTA 0.66 RUSSELL 9.17 SHATZ 5.94 SILVER-mini 0.27 SMI 1.26 SOFR 19.41 SOYBEAN 0.80 SOYMEAL 0.88 SOYOIL 0.94 SP400 0.43 SP500_micro 3.86 SUGAR11 3.48 US10 1.55 US10U 1.15 US2 3.17 US20 0.74 US30 0.52 US5 2.34 VIX 20.00 WHEAT 1.39 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.1 4.8 5.4 0.0 0 BITCOIN -34.4 -36.3 -32.6 0.0 0 BOBL -1.1 -1.2 -0.9 0.0 0 BTP 0.6 0.4 0.9 0.0 0 BUND -0.5 -0.6 -0.4 -7.0 -7 BUXL -0.4 -0.4 -0.4 -4.0 -4 CAC 2.2 2.0 2.4 0.0 0 CAD 2.3 2.0 2.7 0.0 0 CANOLA -6.5 -7.3 -5.8 0.0 0 CHF -0.1 -0.2 0.1 -2.0 -2 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.3 1.1 1.5 5.0 5 CORN -2.3 -2.8 -1.9 0.0 0 COTTON2 -5.3 -5.6 -5.0 -5.0 -5 CRUDE_W -0.3 -0.8 0.2 0.0 0 DAX 4.1 3.5 4.8 0.0 0 DOW 1.6 1.0 2.1 0.0 0 DX -1.4 -1.7 -1.1 -1.0 -1 EUR 1.7 1.6 1.9 0.0 0 EURIBOR-ICE -0.9 -2.1 0.3 0.0 0 EUROSTX 3.6 3.4 3.9 5.0 5 FEEDCOW 0.6 0.5 0.6 1.0 1 GASOIL 0.6 0.4 0.7 0.0 0 GASOLINE -0.9 -1.0 -0.8 -1.0 -1 GAS_US_mini -3.0 -4.0 -1.9 0.0 0 GBP 3.1 2.8 3.4 3.0 3 GOLD_micro 0.1 -0.1 0.3 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -42.7 -45.5 -39.9 0.0 0 JPY -1.9 -2.1 -1.7 -3.0 -3 LEANHOG 4.8 4.3 5.3 2.0 2 LIVECOW 0.4 0.3 0.5 0.0 0 LUMBER-new -6.0 -6.4 -5.6 0.0 0 MXP 67.9 64.0 71.7 47.0 47 NASDAQ_micro -1.0 -1.2 -0.8 -3.0 -3 NIKKEI 10.0 8.8 11.3 11.0 11 NZD 1.8 1.5 2.1 0.0 0 OAT 1.0 0.7 1.3 2.0 2 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -0.6 -0.7 -0.6 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.3 0.3 0.3 0.0 0 REDWHEAT -1.2 -1.4 -1.1 -3.0 -3 RICE -4.4 -4.6 -4.1 -3.0 -3 ROBUSTA -0.4 -0.5 -0.4 0.0 0 RUSSELL 4.1 3.2 5.1 0.0 0 SHATZ -5.5 -6.1 -4.9 NaN 0 SILVER-mini 0.3 0.3 0.3 4.0 4 SMI 2.5 2.4 2.6 0.0 0 SOFR -17.0 -18.9 -15.1 NaN 0 SOYBEAN -0.8 -0.9 -0.7 -1.0 -1 SOYMEAL -1.4 -1.5 -1.3 -1.0 -1 SOYOIL -1.9 -2.0 -1.8 -7.0 -7 SP400 0.1 0.1 0.1 2.0 2 SP500_micro -0.3 -0.7 0.1 -2.0 -2 SUGAR11 -2.2 -2.5 -1.8 -4.0 -4 US10 -0.7 -0.9 -0.6 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -1.1 -1.4 -0.7 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.2 -1.5 -1.0 0.0 0 VIX -40.0 -42.0 -38.0 -25.0 -25 WHEAT -2.2 -2.3 -2.0 -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 0.4 0.3 0.0 0.1 0.1 -0.0 0.2 0.1 0.2 0.1 0.4 0.2 0.2 0.2 0.2 0.0 -0.0 -0.0 -0.0 0.2 0.1 0.2 0.1 0.2 2.3 0.1 0.1 0.2 0.2 0.1 0.2 0.3 -0.0 0.2 0.3 0.5 0.1 0.7 0.2 0.7 BITCOIN -0.0 -0.6 -0.6 0.1 -0.1 0.4 0.1 0.5 0.1 0.0 -0.4 -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 -0.4 -0.5 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 -0.3 -0.1 -0.2 -0.2 -0.2 -0.4 0.1 -0.0 0.1 -0.2 -0.1 -0.0 -0.2 -0.2 0.4 -0.2 -0.0 -0.3 -0.2 -0.2 -0.2 0.2 0.0 -0.6 -0.6 -0.4 0.2 0.7 0.7 0.7 BTP -0.2 -0.3 0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.2 0.3 0.1 0.7 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 0.1 0.3 -0.0 -2.7 -0.1 0.0 0.1 -0.1 0.4 -0.1 0.6 0.2 0.1 0.0 0.3 0.0 0.7 0.4 0.7 BUND -0.4 -0.5 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.3 -0.1 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -0.0 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.1 -0.0 -0.5 -0.6 -0.3 0.0 0.7 0.3 0.7 BUXL -0.3 -0.4 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.2 -0.5 -0.1 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.0 -0.5 -0.2 0.1 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 -0.0 -0.1 -0.3 -0.6 -0.3 -0.3 0.7 -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 0.9 0.1 -0.0 0.2 0.0 0.2 0.0 0.3 -0.3 -0.6 -0.3 -0.1 0.5 0.7 0.3 0.7 CAD 0.6 0.6 -0.1 0.1 0.1 -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 0.2 0.0 0.2 -0.1 0.2 2.7 0.1 0.2 -0.0 0.2 -0.1 0.2 -0.4 0.1 0.6 0.5 -0.0 -0.7 -0.7 -0.7 -0.7 CANOLA -0.6 -0.2 -0.3 -0.2 0.0 -0.5 -0.0 -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 0.9 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.8 -0.1 -0.6 -0.3 -0.0 0.5 0.7 0.7 0.7 CHF 0.5 -0.0 -0.3 0.1 0.1 -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 0.1 0.3 0.1 -0.2 0.1 0.2 0.1 0.2 0.4 0.2 -1.1 0.2 0.2 0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.6 0.1 -0.6 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 0.1 -0.2 0.1 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.1 0.0 -2.7 -0.1 0.1 -0.2 0.1 -0.1 0.0 0.9 0.2 0.6 -0.0 -0.2 -0.3 -0.1 0.0 0.1 COFFEE -0.6 -0.4 0.3 -0.2 0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.3 -0.1 0.5 -0.2 -0.0 0.4 0.3 0.4 0.4 -0.1 0.1 -0.1 0.5 -0.2 -2.7 -0.1 -0.0 0.3 -0.2 0.7 -0.2 1.1 -0.5 -0.6 -0.2 0.6 0.7 0.5 0.7 0.7 COPPER 0.2 0.3 0.4 0.1 -0.1 0.3 0.1 0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.6 0.1 -0.2 0.3 -0.1 0.5 0.1 -0.0 -0.4 -0.6 -0.4 -0.6 0.7 0.7 0.7 0.7 CORN -0.1 0.0 0.2 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.1 -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 -0.1 0.0 -0.0 -0.3 -0.0 -1.1 0.2 0.2 0.6 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.1 -0.1 -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 -0.0 -1.7 -0.2 0.1 -0.5 0.1 -0.7 -0.1 -1.0 0.1 0.1 -0.1 0.2 -0.2 -0.4 -0.1 -0.3 CRUDE_W -0.1 -0.2 -0.3 -0.1 0.1 -0.1 0.0 -0.0 -0.1 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 0.2 -0.4 0.1 -0.6 -0.1 -0.1 0.2 0.2 -0.1 -0.5 0.7 0.7 0.3 0.7 DAX 0.4 -0.1 -0.3 0.1 0.1 0.4 0.1 0.5 0.1 0.2 0.3 0.2 0.6 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 0.4 0.1 -1.7 0.0 0.1 -0.0 0.1 0.3 0.1 -0.1 -0.1 0.3 -0.0 -0.6 0.3 0.7 0.1 0.7 DOW 0.3 0.1 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 0.5 0.1 -1.6 0.1 0.1 0.3 0.1 0.5 0.1 -0.2 -0.1 0.2 0.3 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.5 -0.1 0.3 0.1 0.1 -0.0 0.2 0.1 0.2 -0.1 0.1 -0.2 -0.5 -0.2 0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 -0.2 -0.1 -2.7 -0.1 -0.1 0.0 -0.2 -0.1 -0.2 0.9 -0.5 -0.6 -0.5 0.4 0.1 0.6 0.2 0.6 EUR 0.5 0.1 -0.2 0.1 0.1 -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 0.1 0.4 0.2 1.9 0.2 0.1 0.2 0.2 0.5 0.2 -0.4 -0.3 0.2 0.5 0.3 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.5 -0.6 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 0.2 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 0.0 -0.1 0.2 -0.2 -0.0 -0.2 -0.1 -0.1 -0.2 0.8 0.1 -0.6 -0.5 -0.3 0.2 0.7 0.5 0.7 EUROSTX 0.1 -0.0 0.3 0.1 0.1 0.4 0.1 0.6 0.1 0.1 0.5 0.2 0.7 0.2 0.2 0.1 -0.0 -0.0 -0.0 0.2 0.2 0.1 0.5 0.1 -0.9 0.1 0.0 0.4 0.1 0.4 0.1 0.4 -0.3 -0.1 0.1 0.2 0.4 0.7 0.3 0.7 FEEDCOW 0.6 -0.0 -0.5 -0.2 0.0 -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 0.1 0.1 0.1 0.4 0.1 -2.7 0.0 0.0 0.1 0.1 0.5 0.1 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 0.1 -0.1 0.0 -0.0 -0.1 -0.0 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 0.0 0.2 -0.1 1.0 0.0 -0.0 -0.0 0.2 0.2 0.6 -0.1 0.3 GASOLINE -0.4 -0.3 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.1 0.0 -0.1 -0.1 -0.0 -0.1 -0.1 -0.4 0.2 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -2.5 -0.2 0.2 -0.3 0.0 -0.2 -0.2 0.1 0.1 -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 0.1 -0.1 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.2 -0.4 -0.0 -0.0 -0.0 -0.1 -0.1 2.7 -0.0 0.0 -0.0 -0.0 -0.0 -0.1 -1.1 -0.1 -0.2 0.2 0.2 0.2 -0.7 -0.3 -0.7 GBP 0.6 0.3 -0.3 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 -0.0 0.2 0.5 0.2 0.1 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 0.3 0.5 0.6 0.1 0.2 -0.2 0.3 -0.2 GOLD_micro -0.0 0.0 -0.4 0.1 -0.1 0.3 0.1 0.3 0.1 -0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.2 0.5 0.0 0.7 0.2 -0.3 -0.1 -0.2 0.1 0.6 0.3 0.1 -0.4 -0.6 HEATOIL -0.6 -0.4 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -2.2 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.7 -0.1 -0.2 -0.0 0.0 0.6 0.4 -0.2 -0.3 JGB-SGX-mini -0.2 -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 0.1 -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 0.1 -0.4 -0.0 -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 -0.2 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 0.2 0.6 0.6 0.6 0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.1 -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 -0.0 0.6 0.0 0.1 0.7 0.5 0.7 0.7 LUMBER-new 0.6 -0.4 -0.7 -0.2 0.0 -0.6 -0.0 -0.8 -0.2 -0.1 -0.5 0.0 -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 -0.2 -0.6 -0.2 -0.8 -0.1 -1.2 -0.4 0.4 -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 0.1 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 0.0 0.5 0.2 0.7 0.2 1.1 -0.2 0.3 0.6 0.6 0.4 0.3 0.5 0.5 NASDAQ_micro -0.1 -0.3 -0.4 0.1 0.0 0.2 0.1 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.7 0.0 0.0 0.2 0.0 0.4 -0.0 -0.3 0.1 -0.3 -0.4 0.1 0.0 -0.7 0.0 -0.7 NIKKEI -0.1 -0.2 0.3 0.1 0.0 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 -0.2 0.6 -0.1 0.1 -0.2 0.3 NZD 0.5 0.4 -0.3 0.1 0.1 -0.0 0.2 0.1 0.2 0.0 -0.2 0.1 -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 0.0 -0.3 0.1 -0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.3 0.1 0.7 0.2 0.7 OAT -0.3 -0.2 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.2 0.0 0.0 -0.2 -0.1 -0.0 0.3 0.3 0.3 0.3 -0.1 -0.0 0.0 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 1.0 0.0 -0.2 -0.0 0.1 -0.0 0.7 0.3 0.7 OATIES -0.2 -0.0 -0.2 -0.2 0.0 -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 -0.0 -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 0.0 -0.2 0.0 -0.0 -0.0 0.0 -0.1 -0.0 -0.0 -0.1 0.1 -0.2 0.1 -2.7 -0.0 0.1 -0.1 0.2 -0.2 0.1 0.6 0.5 0.6 0.2 -0.1 -0.6 -0.6 -0.3 -0.6 PALLAD 0.2 -0.2 -0.0 0.1 -0.1 0.2 0.0 0.3 0.1 -0.0 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 2.1 0.1 -0.2 0.3 -0.0 0.4 0.1 0.3 -0.0 0.1 -0.0 0.1 0.1 -0.3 -0.7 -0.7 PLAT 0.3 -0.3 -0.5 0.1 -0.1 0.2 0.0 0.3 0.1 0.0 0.3 0.1 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 0.0 0.2 -0.1 0.3 0.2 0.4 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 0.1 -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 0.1 -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 -0.4 -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 -0.4 -0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -1.0 0.0 -0.1 -0.1 -0.4 -0.4 -0.5 -0.0 -0.5 ROBUSTA -0.6 -0.6 0.1 -0.1 0.0 -0.5 -0.0 -0.6 -0.1 0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.3 0.3 0.2 0.2 -0.1 -0.0 -0.1 -0.0 -0.2 -2.7 -0.1 0.0 -0.1 -0.1 0.0 -0.1 1.1 -0.1 -0.6 -0.3 0.2 -0.2 0.5 0.3 0.7 RUSSELL 0.2 0.1 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 1.0 0.1 -0.0 0.3 0.0 0.4 0.1 0.0 -0.2 -0.1 0.0 -0.0 -0.2 -0.7 -0.4 -0.7 SHATZ -0.3 -0.4 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.4 -0.0 -0.3 -0.1 -0.2 -0.4 -0.3 -0.3 -0.3 -0.2 -0.2 0.0 -0.3 -0.1 1.2 -0.2 -0.0 -0.5 -0.2 -0.4 -0.2 -1.1 0.1 -0.5 -0.6 -0.6 0.5 0.7 0.7 0.7 SILVER-mini 0.0 0.1 -0.2 0.1 -0.1 0.3 0.1 0.3 0.1 0.0 0.4 0.1 0.5 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -1.6 0.2 -0.2 0.5 0.1 0.7 0.2 -0.0 0.2 0.6 0.6 0.6 0.1 0.7 -0.4 -0.1 SMI 0.3 0.6 0.6 0.1 0.1 0.4 0.1 0.6 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 0.6 0.1 0.7 0.1 0.7 SOFR -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.2 -0.1 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 0.0 -0.0 0.3 -0.1 -2.7 -0.1 0.0 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 -0.2 0.3 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.0 0.3 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 0.0 -0.2 -0.9 -0.1 -0.0 0.2 -0.2 0.2 -0.2 0.1 -0.3 -0.6 0.2 0.6 -0.7 -0.3 -0.7 -0.1 SOYMEAL -0.6 -0.1 0.6 -0.2 0.0 -0.5 -0.0 -0.7 -0.1 0.0 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 -2.0 0.0 -0.0 0.3 -0.1 0.0 -0.1 -0.8 -0.1 -0.5 0.4 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.6 -0.2 -0.3 -0.2 0.0 -0.5 -0.0 -0.7 -0.2 0.1 -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 0.1 -0.3 -0.1 -0.0 -0.2 0.0 -0.2 -0.6 -0.1 0.2 -0.7 -0.6 -0.7 -0.7 SP400 0.3 0.2 -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 -0.0 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 0.0 -0.1 -0.3 0.1 0.1 0.3 0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.5 0.0 0.1 0.3 0.1 0.5 0.1 -0.3 0.1 -0.2 -0.1 -0.0 0.1 -0.7 0.1 -0.7 SUGAR11 0.4 0.4 -0.2 -0.2 0.0 -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 -0.0 -0.1 0.1 -0.5 0.1 -2.7 -0.0 0.2 -0.4 0.2 -0.6 0.1 1.1 0.3 0.4 0.6 0.1 -0.3 -0.6 -0.1 -0.4 US10 -0.2 -0.2 0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.3 0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.2 -0.0 -1.3 -0.0 0.1 0.2 0.1 0.4 -0.0 -0.2 0.3 0.2 0.3 0.2 -0.7 -0.7 -0.5 -0.7 US10U -0.2 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.2 0.4 -0.0 0.2 -0.1 -0.0 0.1 -0.0 0.0 0.0 -0.0 0.1 0.0 0.2 -0.0 -1.9 0.0 0.2 0.3 0.1 0.5 -0.0 -0.3 0.5 0.2 0.4 0.5 -0.4 -0.4 -0.4 -0.7 US2 0.0 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.1 -0.1 0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -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 -0.2 -0.3 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.0 -0.1 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 -1.3 -0.0 0.1 0.1 0.1 0.2 -0.0 0.0 0.4 0.1 0.1 0.4 -0.1 0.5 -0.1 -0.6 US30 -0.2 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -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 0.2 0.0 0.1 0.1 -0.1 -0.4 0.4 0.2 0.0 0.4 -0.1 0.3 -0.0 -0.5 US5 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.3 0.0 0.2 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 0.0 0.2 -0.0 -0.6 -0.0 0.1 0.1 0.0 0.3 -0.0 -0.5 0.2 0.2 0.4 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.8 -0.6 -0.3 -0.3 -0.2 -0.7 -0.3 -0.5 -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 -0.5 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT -0.2 -0.1 0.1 -0.2 0.1 -0.5 -0.0 -0.7 -0.2 0.1 -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 0.0 -0.3 -0.0 -0.5 -0.1 -1.1 0.1 -0.1 0.2 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 12.6 8.1 1.2 5.6 15.4 -1.0 20.0 2.9 20.0 15.2 14.7 20.0 6.5 20.0 14.2 0.7 -0.9 -0.0 -0.5 15.0 9.2 20.0 5.1 20.0 17.2 13.7 14.5 7.9 20.0 2.7 20.0 5.1 -1.6 7.5 10.4 14.7 4.3 20.0 6.7 20.0 BITCOIN -0.9 -20.0 -20.0 13.8 -15.3 13.8 6.8 12.6 13.8 3.3 -13.2 -12.2 2.5 -17.8 -18.8 -4.2 -6.5 -4.9 -5.7 -20.0 -20.0 -8.4 -5.5 -18.8 -20.0 -20.0 -3.4 -20.0 -8.1 -4.7 -17.3 0.0 -19.4 -20.0 -20.0 -20.0 4.0 -1.9 -20.0 -17.6 BOBL -12.1 -14.9 -3.6 -8.9 -5.2 -4.7 -6.8 -3.5 -9.6 16.7 -12.3 -7.2 -4.4 -14.3 -15.1 -20.0 4.3 -0.0 5.9 -16.3 -10.3 -1.7 -6.1 -15.6 2.9 -20.0 -5.3 -12.8 -17.8 -6.6 -20.0 3.3 1.4 -19.0 -19.2 -12.1 5.9 20.0 20.0 20.0 BTP -7.5 -10.3 0.0 -11.4 -6.7 -6.1 -8.7 -4.5 -12.4 20.0 12.0 6.9 18.4 -8.3 3.6 14.0 9.5 11.2 10.2 -2.7 3.9 8.3 9.7 -3.2 -20.0 -7.0 0.9 2.9 -7.9 10.1 -12.6 10.6 7.3 1.6 1.5 8.8 0.7 20.0 10.8 20.0 BUND -11.5 -13.9 0.1 -9.8 -5.7 -5.2 -7.4 -3.8 -10.6 18.4 -11.5 -6.5 -10.4 -15.7 -15.7 14.8 4.4 6.6 4.9 -15.7 -9.7 -2.5 -8.0 -16.0 -0.3 -20.0 -5.7 -12.1 -19.9 -7.2 -20.0 1.8 -0.7 -16.7 -18.0 -8.2 1.3 20.0 10.2 20.0 BUXL -8.3 -12.5 1.0 -9.9 -5.8 -5.2 -7.5 -3.9 -10.7 18.5 -17.4 -6.0 -19.5 -17.3 -17.1 4.2 3.2 4.1 3.9 -18.3 -15.9 -4.4 -18.7 -17.3 1.0 -20.0 -5.6 -19.2 -20.0 -16.9 -20.0 -0.1 -2.1 -9.7 -19.5 -8.6 -7.9 19.9 -0.4 8.7 CAC -0.7 -3.5 8.6 11.7 9.2 15.2 13.5 17.1 12.0 -5.0 15.9 9.5 18.9 0.3 10.8 -6.4 -2.2 -4.3 -3.1 6.6 11.6 1.9 12.9 3.1 6.5 5.4 -4.1 7.4 1.7 4.6 3.1 5.0 -13.3 -17.3 -8.7 -3.4 14.9 20.0 9.9 20.0 CAD 20.0 17.2 -3.8 5.6 15.4 -1.0 20.0 2.9 20.0 17.4 -6.1 20.0 -5.3 20.0 11.3 -7.2 -7.5 -7.9 -7.9 14.6 1.1 20.0 -5.0 20.0 20.0 12.7 20.0 -0.0 20.0 -4.1 20.0 -6.9 3.0 20.0 16.3 -0.7 -20.0 -20.0 -20.0 -20.0 CANOLA -19.8 -4.9 -10.0 -15.1 3.0 -20.0 -0.9 -20.0 -8.2 0.8 -9.3 -8.3 -2.4 -9.2 -9.3 -18.4 -13.7 -19.7 -17.1 -11.6 -7.9 -11.9 -4.3 -14.6 6.8 -11.4 -1.1 -8.0 -11.1 -4.8 -14.3 -15.3 -4.4 -20.0 -8.7 -0.4 15.0 20.0 20.0 20.0 CHF 15.5 -1.1 -8.9 5.1 13.9 -0.9 20.0 2.6 18.4 7.8 3.7 17.4 13.8 12.3 -5.4 -17.0 -16.3 -16.9 -16.3 3.9 2.7 16.5 9.4 13.5 -1.7 4.8 18.4 3.8 20.0 10.0 16.1 -20.0 8.2 4.9 2.8 6.1 -7.2 -20.0 -6.6 -20.0 COCOA 20.0 3.7 -20.0 -12.2 2.4 -16.4 -0.8 -16.6 -6.7 7.1 -7.7 5.5 -3.6 1.5 -4.2 -2.8 6.8 -2.3 1.1 -3.3 -9.1 7.0 -5.2 3.9 -20.0 -4.8 12.6 -7.6 7.9 -2.0 1.8 17.7 6.5 17.3 -1.2 -6.8 -9.0 -2.3 0.6 3.3 COFFEE -20.0 -12.0 9.2 -20.0 4.9 -20.0 -1.5 -20.0 -13.6 12.4 11.7 -12.0 14.7 -15.8 -4.5 20.0 15.9 20.0 20.0 -7.6 8.4 -12.6 19.6 -18.6 -20.0 -5.9 -5.3 12.9 -16.2 20.0 -18.6 20.0 -20.0 -20.0 -4.9 20.0 20.0 15.4 20.0 20.0 COPPER 6.7 10.1 11.4 11.6 -12.9 11.6 5.7 10.6 11.6 2.9 2.9 10.6 1.9 13.8 14.7 -8.1 -6.3 -7.4 -6.7 15.8 10.8 19.7 7.2 18.9 -4.6 12.3 -20.0 11.9 -7.0 13.2 8.5 -0.5 -16.9 -17.9 -12.2 -17.3 20.0 20.0 20.0 20.0 CORN -2.5 1.2 7.4 -20.0 6.2 -20.0 -1.9 -20.0 -17.2 5.8 -2.6 2.8 -10.4 -6.1 6.5 -20.0 -19.7 -20.0 -20.0 1.6 -1.3 3.5 -10.7 1.5 10.0 -0.3 -5.7 0.4 -0.8 -7.9 -2.3 -20.0 9.6 5.4 18.3 20.0 -9.4 -8.8 2.2 -3.0 COTTON2 3.7 -4.3 -5.9 -20.0 6.4 -20.0 -2.0 -20.0 -17.9 20.0 -20.0 12.3 -20.0 -14.9 -20.0 -19.0 -15.8 -18.4 -17.3 -14.1 -20.0 6.5 -20.0 -3.9 -12.5 -20.0 11.8 -20.0 5.0 -20.0 -11.1 -17.9 5.7 3.6 -2.2 7.3 -6.1 -13.1 -4.3 -9.4 CRUDE_W -2.7 -5.0 -8.0 -9.3 11.3 -3.4 0.2 -0.2 -9.5 9.6 -14.9 -2.1 -15.1 -10.9 -17.7 -0.5 4.5 0.6 2.3 -11.7 -11.8 -2.2 -11.7 -8.1 8.0 -15.9 20.0 -16.5 10.3 -15.3 -7.5 -2.3 8.1 6.6 -4.4 -14.7 19.8 20.0 10.2 20.0 DAX 13.8 -2.0 -9.8 10.2 8.1 13.4 11.9 15.0 10.6 19.4 9.8 20.0 17.7 15.3 4.8 -7.3 -6.7 -6.7 -6.3 5.2 4.1 16.8 15.0 13.3 -12.9 3.0 12.4 -0.0 13.5 7.8 10.4 -1.6 -4.9 8.5 -0.0 -18.7 7.6 20.0 3.7 20.0 DOW 8.0 2.8 3.1 8.1 6.4 10.6 9.4 11.9 8.4 8.5 16.0 10.6 15.6 13.3 13.1 -7.0 -8.2 -7.6 -7.7 15.2 16.9 10.5 16.7 13.5 -11.7 10.9 6.0 12.3 9.5 12.6 10.3 -4.2 -5.7 5.6 7.9 3.5 -3.7 -20.0 -7.0 -20.0 DX -16.6 -3.7 10.7 5.0 13.5 -0.9 20.0 2.5 17.9 -11.8 3.8 -17.0 -13.7 -17.0 4.3 5.8 6.1 6.0 6.0 -4.4 -0.9 -13.7 -7.2 -13.2 -20.0 -5.3 -12.9 0.3 -18.5 -3.5 -16.0 16.8 -20.0 -20.0 -13.9 11.1 2.0 16.5 5.4 19.2 EUR 15.0 4.5 -5.9 5.9 16.2 -1.1 20.0 3.0 20.0 7.4 9.4 18.5 18.7 20.0 -0.2 -8.4 -8.0 -8.4 -8.1 9.5 7.7 13.9 15.8 16.8 14.6 14.1 11.4 9.2 20.0 14.2 20.0 -7.3 -10.9 4.7 14.1 7.7 -4.1 -20.0 -2.1 -20.0 EURIBOR-ICE -15.2 -17.6 -9.5 -6.5 -3.8 -3.4 -4.9 -2.5 -7.0 11.9 -7.1 -6.9 4.2 -10.3 -11.0 12.7 11.3 12.8 12.6 -12.0 -6.4 -1.3 0.0 -11.5 1.5 -15.1 -0.5 -7.8 -10.3 -1.7 -17.5 14.5 3.8 -18.8 -16.1 -10.3 7.2 20.0 15.6 20.0 EUROSTX 3.9 -0.1 8.0 10.8 8.5 14.1 12.6 15.9 11.2 14.4 20.0 16.4 20.0 14.8 17.7 2.5 -1.3 -1.0 -1.5 14.4 17.5 9.3 19.9 11.8 -7.1 12.8 4.5 13.3 8.3 12.1 10.7 6.8 -12.1 -2.2 4.6 5.5 12.9 20.0 8.3 20.0 FEEDCOW 20.0 -0.9 -15.1 -14.9 2.9 -20.0 -0.9 -20.0 -8.1 10.6 2.7 11.7 7.6 9.5 -0.6 11.4 9.3 13.5 12.9 5.0 5.9 11.8 13.3 11.3 -20.0 0.6 5.3 4.8 7.7 14.9 5.4 20.0 8.5 20.0 4.5 6.2 20.0 20.0 20.0 20.0 GASOIL -15.9 -13.7 -0.6 -6.3 7.6 -2.3 0.1 -0.1 -6.4 -1.2 4.0 -8.4 5.0 -11.2 -7.7 11.1 15.1 16.5 16.9 -7.0 0.1 -7.1 2.7 -11.0 -1.8 -5.0 12.5 2.0 1.6 4.2 -7.7 19.2 0.0 -0.6 -0.7 6.6 7.5 19.3 -2.0 8.6 GASOLINE -13.1 -9.3 -4.6 -8.8 10.8 -3.3 0.2 -0.1 -9.1 4.6 -5.3 -8.7 -1.1 -13.4 -11.4 -20.0 7.8 -20.0 -1.4 -11.0 -5.4 -8.5 -2.2 -13.2 -19.0 -16.1 17.6 -10.8 2.1 -6.0 -14.2 1.2 4.3 -7.1 -5.5 -9.1 20.0 20.0 15.4 20.0 GAS_US_mini -20.0 3.2 13.6 -5.3 6.5 -2.0 0.1 -0.1 -5.5 10.4 -5.2 -8.0 -7.7 -7.7 -3.2 20.0 -20.0 -10.4 -20.0 -2.6 -1.5 -2.9 -2.8 -5.9 20.0 -1.8 1.5 -0.5 -4.0 -1.3 -5.3 -20.0 -3.4 -5.7 6.9 6.2 4.7 -20.0 -10.3 -20.0 GBP 17.7 9.2 -10.5 5.9 16.1 -1.1 20.0 3.0 20.0 17.6 -0.8 20.0 13.5 20.0 5.0 0.4 0.0 0.3 0.2 10.7 2.6 20.0 6.8 20.0 2.1 13.3 20.0 4.0 20.0 8.4 20.0 6.5 10.5 14.1 17.1 4.3 5.6 -6.1 8.4 -6.5 GOLD_micro -0.2 1.4 -11.8 10.0 -11.1 9.9 4.9 9.1 10.0 -4.0 12.2 7.5 13.0 11.6 12.4 -8.8 -10.5 -9.0 -9.5 19.1 20.0 11.0 20.0 17.1 -20.0 20.0 -20.0 20.0 1.7 20.0 14.9 -6.5 -3.2 -5.9 1.7 20.0 7.7 4.0 -12.1 -19.2 HEATOIL -18.1 -12.6 -2.3 -6.0 7.3 -2.2 0.1 -0.1 -6.2 -4.8 2.6 -11.2 4.1 -12.2 -8.4 16.2 11.5 15.3 13.2 -7.5 -0.4 -9.9 2.6 -12.3 -16.2 -6.1 4.6 -0.3 -3.8 2.8 -9.4 12.5 -4.9 -6.1 -0.7 1.0 18.0 11.8 -5.3 -10.3 JGB-SGX-mini -5.9 -18.9 -13.7 -5.8 -3.4 -3.1 -4.4 -2.3 -6.3 -7.0 -12.8 -9.8 -12.2 -11.6 -12.4 14.3 14.1 15.1 14.2 -20.0 -18.7 -12.9 -16.6 -18.9 -3.7 -20.0 -7.6 -17.3 -14.4 -13.9 -20.0 17.9 -19.1 -20.0 -20.0 -20.0 -7.9 -20.0 1.5 -20.0 JPY 8.1 -3.0 -17.4 3.5 9.5 -0.6 15.5 1.8 12.6 -1.7 -14.4 -2.4 -13.0 -9.0 -13.2 -9.3 -10.7 -9.8 -9.9 -13.5 -16.6 -3.8 -14.4 -7.5 20.0 -14.5 5.8 -16.2 -1.0 -12.7 -7.9 -11.2 -14.7 -19.6 -17.8 -20.0 -7.0 -12.6 -6.3 -14.9 LEANHOG 20.0 3.1 -14.8 -20.0 6.0 -20.0 -1.9 -20.0 -16.7 8.0 1.2 20.0 11.0 20.0 -3.7 -20.0 19.5 -8.0 14.8 5.6 -0.0 14.4 6.2 17.0 -2.4 6.2 7.3 -1.9 18.1 3.0 19.3 20.0 9.4 20.0 20.0 17.2 0.2 11.2 9.1 20.0 LIVECOW 20.0 -3.3 -20.0 -14.5 2.8 -19.4 -0.9 -19.5 -7.9 0.5 1.7 9.2 6.9 8.6 -0.0 -1.0 7.3 -1.5 2.2 1.9 2.3 5.6 9.0 6.8 -20.0 -2.4 -1.5 0.6 2.0 9.4 1.7 19.8 -1.1 20.0 0.3 2.7 20.0 16.2 20.0 20.0 LUMBER-new 16.4 -9.7 -20.0 -20.0 4.6 -20.0 -1.4 -20.0 -12.7 -12.3 -17.2 3.2 -15.6 -9.2 -14.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -3.9 -20.0 -7.8 NaN -20.0 -20.0 -20.0 -13.7 -19.8 -11.3 -20.0 -16.2 11.4 -10.5 -6.5 3.7 20.0 8.1 20.0 MXP 12.2 8.5 2.9 6.1 16.7 -1.1 20.0 3.1 20.0 9.7 20.0 20.0 20.0 20.0 20.0 13.3 12.9 13.1 12.8 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 3.4 20.0 20.0 20.0 20.0 20.0 -9.5 9.3 20.0 20.0 10.8 10.1 14.0 14.1 NASDAQ_micro -3.4 -8.1 -13.8 6.9 5.4 9.0 8.0 10.1 7.1 10.5 11.9 7.6 13.2 5.2 5.6 -7.3 -8.6 -8.1 -8.3 5.7 12.2 5.2 16.7 3.4 -20.0 1.6 4.0 7.6 2.6 11.8 -0.3 -5.2 3.2 -9.7 -11.3 2.8 0.4 -20.0 0.0 -20.0 NIKKEI -4.1 -5.2 10.3 7.0 5.5 9.2 8.2 10.3 7.3 9.6 12.4 8.7 13.2 0.6 9.3 9.2 7.0 5.8 5.8 12.1 20.0 4.0 20.0 4.5 -15.8 11.6 1.9 20.0 3.3 20.0 3.6 20.0 -2.1 -6.9 -5.0 20.0 -4.3 4.0 -5.1 8.0 NZD 14.2 13.0 -9.1 4.7 12.8 -0.8 20.0 2.4 17.0 4.5 -7.7 11.1 -10.8 16.4 -2.2 -4.1 -3.4 -4.3 -4.0 2.9 -6.4 8.8 -8.8 10.7 16.1 -0.7 5.2 -9.6 11.3 -10.7 9.7 0.0 -5.9 -3.4 -2.7 -8.6 2.9 20.0 6.1 20.0 OAT -9.1 -7.2 4.4 -8.9 -5.2 -4.7 -6.8 -3.5 -9.6 16.8 0.2 0.7 -4.4 -11.1 -2.6 14.4 12.6 16.1 15.5 -5.9 -2.8 2.3 -3.2 -6.9 0.7 -8.7 -1.4 -3.3 -10.9 -2.0 -13.6 17.9 2.0 -4.9 -1.0 4.2 -0.6 20.0 9.7 20.0 OATIES -4.7 -0.9 -5.2 -16.8 3.3 -20.0 -1.0 -20.0 -9.1 10.2 -11.5 3.2 -10.7 -2.0 -7.6 -16.2 -11.9 -19.4 -17.2 -9.4 -11.3 6.1 -10.2 -3.6 -4.9 -12.0 7.0 -12.6 2.0 -10.7 -7.3 -14.0 20.0 -9.8 -2.3 -5.6 -7.4 -14.5 -3.1 -15.6 OJ 20.0 7.2 -16.6 -8.8 1.7 -11.8 -0.5 -11.9 -4.8 3.3 -5.6 4.5 -6.4 2.8 -3.8 -2.2 2.2 -3.1 -1.4 -2.0 -7.7 10.8 -8.7 6.8 -20.0 -1.4 13.2 -5.5 14.4 -5.8 7.0 11.3 20.0 20.0 5.9 -2.5 -16.7 -17.5 -8.2 -17.4 PALLAD 5.4 -6.0 -0.6 8.0 -8.9 8.0 3.9 7.3 8.0 -3.5 7.8 5.1 6.8 7.3 7.8 -3.9 -3.1 -3.5 -3.3 9.1 6.9 9.1 5.1 11.5 16.0 10.9 -20.0 11.0 -2.4 10.1 9.7 5.1 -0.9 3.7 -0.9 3.8 4.0 -7.8 -20.0 -20.0 PLAT 9.1 -8.0 -15.3 8.8 -9.8 8.8 4.3 8.0 8.8 1.1 11.2 8.0 10.3 10.2 10.4 -5.2 -4.0 -4.7 -4.1 14.1 9.5 20.0 7.2 20.0 0.2 16.5 -9.6 12.9 17.4 12.1 20.0 3.8 20.0 20.0 20.0 6.1 20.0 11.3 -20.0 -14.6 REDWHEAT -1.9 3.0 7.1 -20.0 5.8 -20.0 -1.8 -20.0 -16.0 14.0 -17.2 14.0 -20.0 -2.8 -3.3 -15.8 -16.3 -16.0 -16.6 -3.6 -10.6 9.6 -20.0 1.7 6.9 -2.2 11.4 -6.0 10.0 -14.0 1.0 -17.9 20.0 11.6 17.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE 3.6 6.6 -12.9 -10.6 2.1 -14.3 -0.7 -14.4 -5.8 -0.9 -8.7 -1.7 -8.8 -4.5 -7.7 -20.0 -13.9 -20.0 -19.6 -11.0 -15.2 -4.3 -16.4 -6.6 0.4 -10.5 -2.8 -13.9 -2.6 -15.4 -5.9 -18.8 1.5 -2.6 -3.3 -10.9 -10.7 -15.6 -0.3 -15.2 ROBUSTA -20.0 -17.5 2.3 -13.3 2.6 -17.8 -0.8 -17.9 -7.2 9.0 0.7 -4.8 -0.9 -7.9 -5.7 15.3 13.1 12.3 12.0 -9.7 -3.4 -6.9 -0.1 -14.2 -20.0 -8.3 0.9 -3.0 -10.1 0.1 -13.4 20.0 -5.8 -19.0 -9.7 7.3 -5.8 13.8 7.7 20.0 RUSSELL 6.4 1.7 3.5 7.8 6.1 10.2 9.1 11.4 8.0 -1.2 14.4 0.1 13.4 9.8 10.6 -4.4 -5.2 -4.7 -4.8 10.2 12.5 1.3 12.1 7.2 7.2 7.3 -1.0 9.8 3.0 10.0 5.9 0.7 -9.1 -1.6 1.5 -1.4 -4.9 -20.0 -12.1 -20.0 SHATZ -9.0 -11.2 -7.8 -8.3 -4.9 -4.4 -6.3 -3.3 -9.0 15.8 -15.8 -4.2 -8.2 -11.9 -14.9 -20.0 -17.4 -17.4 -16.3 -17.2 -14.3 0.6 -9.6 -13.6 9.2 -20.0 -4.0 -17.2 -15.3 -10.2 -20.0 -20.0 3.3 -15.4 -17.9 -17.4 16.3 20.0 20.0 20.0 SILVER-mini 1.1 3.3 -5.4 10.5 -11.7 10.5 5.2 9.6 10.5 4.2 15.0 11.1 14.4 14.1 15.0 -5.7 -6.4 -5.8 -6.0 20.0 20.0 20.0 15.3 20.0 -11.7 20.0 -20.0 20.0 9.2 20.0 20.0 -0.0 8.6 20.0 20.0 20.0 4.1 20.0 -11.1 -2.9 SMI 10.6 18.1 17.9 10.6 8.3 13.8 12.3 15.5 10.9 18.0 20.0 20.0 16.6 20.0 20.0 10.5 4.8 7.7 5.8 20.0 20.0 20.0 18.2 20.0 12.9 20.0 20.0 20.0 20.0 14.8 20.0 18.1 20.0 20.0 20.0 17.0 1.7 20.0 2.3 20.0 SOFR -10.7 -9.4 -7.3 -11.1 -6.5 -5.9 -8.5 -4.4 -12.0 9.8 7.7 -10.5 15.7 -14.8 -15.5 7.7 6.0 7.5 7.1 -8.8 1.0 -2.2 10.3 -9.6 -20.0 -7.9 3.3 1.9 -4.9 9.9 -10.3 5.1 5.9 -5.5 6.5 -3.2 -10.7 -16.8 -9.6 -20.0 SOYBEAN -20.0 -4.9 9.1 -20.0 5.7 -20.0 -1.8 -20.0 -15.9 3.8 9.3 -15.2 4.5 -14.5 -2.0 -3.7 -5.2 -3.1 -4.6 -5.1 3.9 -12.3 0.3 -15.7 -7.1 -6.7 -0.8 7.9 -16.6 5.2 -20.0 1.6 -11.5 -20.0 6.2 20.0 -20.0 -8.8 -20.0 -4.3 SOYMEAL -20.0 -4.4 20.0 -20.0 4.2 -20.0 -1.3 -20.0 -11.6 1.3 0.4 -11.1 -9.4 -12.4 -1.1 -10.6 -14.8 -12.9 -14.7 -3.0 1.3 -6.8 -4.8 -10.2 -14.7 4.1 -2.8 9.5 -8.3 0.2 -8.4 -15.4 -2.5 -16.6 12.4 20.0 -18.4 -20.0 -8.8 -20.0 SOYOIL -18.3 -4.7 -9.9 -20.0 5.5 -20.0 -1.7 -20.0 -15.4 8.2 -7.3 -14.9 6.7 -14.3 -15.6 -8.6 -5.5 -8.3 -7.1 -13.7 -6.0 -13.6 3.0 -18.3 -18.9 -19.1 6.4 -9.5 -13.0 -1.2 -20.0 0.1 -10.3 -20.0 -2.1 4.6 -20.0 -18.9 -20.0 -20.0 SP400 9.5 5.3 -0.5 8.1 6.4 10.6 9.4 11.9 8.3 5.9 14.3 6.2 8.9 12.7 11.3 -5.9 -6.0 -5.9 -5.8 9.6 8.0 6.7 6.9 10.6 1.6 5.7 -0.5 3.6 5.6 2.5 8.0 -0.7 -5.8 -0.4 6.6 -12.9 -3.7 -20.0 -7.3 -20.0 SP500_micro 1.4 -2.9 -9.8 8.9 7.0 11.6 10.3 13.0 9.1 13.8 17.9 14.9 18.2 14.2 13.5 -8.3 -9.5 -8.9 -9.1 11.5 18.0 12.3 20.0 10.1 -18.9 4.4 10.1 9.3 9.8 13.5 4.9 -6.5 5.6 -5.3 -3.6 -1.4 1.6 -20.0 1.7 -20.0 SUGAR11 11.7 12.1 -6.4 -19.9 3.9 -20.0 -1.2 -20.0 -10.9 13.1 -12.8 12.5 -14.7 10.8 -7.0 18.6 11.0 15.6 10.9 -4.1 -13.6 10.1 -17.7 5.4 -20.0 -4.5 19.7 -14.3 16.5 -17.2 7.1 20.0 12.3 13.9 17.5 1.6 -10.3 -17.5 -3.1 -12.9 US10 -6.8 -6.6 0.4 -9.7 -5.7 -5.2 -7.4 -3.8 -10.5 15.2 11.6 0.1 7.1 -8.1 -6.2 2.1 0.5 2.1 1.7 -2.4 3.9 3.1 6.8 -2.9 -9.4 -0.3 12.2 6.4 5.0 9.8 -1.3 -4.2 11.7 5.2 10.5 7.7 -20.0 -20.0 -15.9 -20.0 US10U -6.9 -7.2 3.2 -12.1 -7.1 -6.4 -9.2 -4.8 -13.1 20.0 15.1 -3.4 5.2 -12.3 -3.8 2.5 -0.4 1.7 0.7 -1.6 5.9 3.9 7.4 -2.9 -14.6 1.2 19.3 11.0 9.1 14.2 -0.9 -6.2 19.4 7.2 12.3 16.3 -12.3 -11.8 -12.7 -20.0 US2 0.6 -4.4 -1.5 -9.3 -5.4 -4.9 -7.1 -3.6 -10.0 9.4 0.7 10.4 -2.8 1.1 -6.4 -9.4 -14.5 -11.3 -12.2 -2.4 -0.5 4.9 0.9 0.3 17.5 -1.8 4.0 1.0 2.0 4.4 -0.4 -20.0 4.2 11.8 9.6 1.0 -20.0 -13.0 -20.0 -20.0 US20 -7.4 -10.4 4.1 -8.3 -4.9 -4.4 -6.3 -3.3 -9.0 13.6 7.0 -2.2 -3.6 -9.6 -4.6 4.5 3.3 4.2 4.0 -4.1 1.1 1.3 1.6 -4.6 -9.6 -2.7 16.6 4.1 7.4 5.7 -2.8 0.0 16.1 4.3 2.7 10.9 -4.2 14.5 -2.5 -17.7 US30 -7.5 -10.6 4.3 -9.8 -5.7 -5.2 -7.5 -3.8 -10.6 10.7 3.3 -7.7 -9.4 -14.5 -7.9 1.1 -1.7 0.4 -0.6 -6.9 -1.6 -1.6 -2.4 -7.7 -5.6 -6.1 16.9 1.7 5.7 2.5 -6.5 -8.3 14.8 4.7 0.6 10.9 -3.5 8.7 -0.1 -14.2 US5 -4.4 -5.4 -2.0 -9.7 -5.7 -5.1 -7.4 -3.8 -10.5 10.7 9.3 3.0 6.8 -5.1 -6.3 0.1 -2.8 -0.9 -1.5 -2.2 2.6 3.8 5.8 -1.5 -4.3 -0.8 7.6 4.4 3.2 8.6 -1.0 -9.9 10.2 6.7 11.3 3.7 -20.0 -20.0 -20.0 -20.0 VIX -14.5 -10.9 -6.7 -20.0 -13.2 -16.9 -20.0 -8.0 -20.0 -16.5 -20.0 -20.0 -16.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.9 -20.0 -11.1 -20.0 NaN -20.0 -19.1 -16.8 -20.0 -8.1 -20.0 NaN NaN NaN NaN NaN -2.8 -20.0 NaN NaN WHEAT -6.8 -4.4 2.2 -20.0 5.9 -20.0 -1.8 -20.0 -16.3 7.6 -20.0 -2.7 -20.0 -15.3 -15.4 -17.4 -18.0 -17.3 -17.6 -12.8 -15.3 -1.9 -20.0 -10.1 11.4 -12.7 2.3 -10.7 -3.3 -14.2 -12.7 -20.0 5.1 -2.1 5.7 19.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3