******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251230_204152 produced at 2025-12-30 21:44:55.170330 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -1.89 0.0 0.00 0.00 0.00 0.00 -16.68 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.68 0.0 0.00 0.00 0.00 0.00 -42.17 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.35 0.0 999.00 -999.00 -0.23 -0.23 -38.68 999999999.0 -25 -25 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.32 0.0 0.00 0.00 0.00 0.00 -5.42 24.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.13 0.0 1.35 -1.35 0.00 0.00 -0.95 10.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -31.88 59.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.80 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.08 -0.08 0.0 0.17 -0.17 -0.08 -0.09 -5.09 11.0 -5 -6 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.07 0.0 0.64 -0.64 -0.11 -0.11 -1.92 17.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.07 0.0 1.22 -1.22 0.00 0.00 -1.10 19.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.06 0.0 999.00 -999.00 0.00 0.00 -1.30 999999999.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.28 -1.28 0.00 0.00 -1.17 25.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -6.13 3.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.35 -0.04 0.0 0.71 -0.71 -0.35 -0.28 -0.52 10.0 -5 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.41 4.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -0.94 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.90 -0.90 0.00 0.00 -0.71 17.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.03 0.0 0.14 -0.14 -0.10 -0.10 -1.82 10.0 -7 -7 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.24 9.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -3.14 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.10 -0.03 0.0 0.56 -0.56 -0.10 -0.07 -1.08 23.0 -4 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.67 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -5.82 51.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.40 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.34 8.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 -0.22 -0.02 0.0 0.97 -0.97 -0.22 -0.22 -0.22 13.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.03 -0.03 -0.02 0.0 0.18 -0.18 -0.03 -0.03 -0.85 7.0 -1 -1 caleb_strategy_v3 BUXL False False 0.06 -0.24 -0.02 0.0 0.24 -0.24 -0.24 -0.24 -0.38 4.0 -4 -4 caleb_strategy_v3 US10U False False 0.05 0.00 -0.02 0.0 0.70 -0.70 0.00 0.00 -0.38 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.28 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 -0.10 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.06 -0.01 0.0 0.33 -0.33 -0.06 -0.11 -0.21 6.0 -1 -2 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -3.20 26.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.28 3.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.62 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.01 0.0 0.78 -0.78 -0.05 -0.03 -0.33 48.0 -3 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.75 -0.75 -0.03 -0.03 -0.37 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.43 -0.43 0.00 0.00 -0.38 23.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.19 5.0 0 0 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 -0.00 0.0 1.15 -1.15 0.00 -0.10 -0.09 56.0 0 -5 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.07 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.75 -0.75 0.00 0.00 1.20 66.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.05 0.01 0.0 0.52 -0.52 0.05 0.00 0.25 10.0 1 0 caleb_strategy_v3 SP400 False False 0.16 0.32 0.01 0.0 0.32 -0.32 0.32 0.32 0.08 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.43 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.40 -0.40 0.00 0.00 3.37 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.55 4.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.02 0.0 999.00 -999.00 0.09 0.18 0.25 999999999.0 1 2 caleb_strategy_v3 BTP False False 0.07 0.00 0.03 0.0 0.66 -0.66 0.00 0.00 0.40 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.57 -0.57 0.00 0.00 1.46 21.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.05 0.0 0.65 -0.65 0.08 0.08 0.58 8.0 1 1 caleb_strategy_v3 OAT False False 0.07 0.13 0.06 0.0 0.67 -0.67 0.13 0.20 0.85 10.0 2 3 caleb_strategy_v3 DAX False False 0.01 0.00 0.07 0.0 0.79 -0.79 0.00 0.00 5.02 58.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.70 13.0 2 2 caleb_strategy_v3 CAD False False 0.03 0.00 0.08 0.0 1.00 -1.00 0.00 0.03 2.26 29.0 0 1 caleb_strategy_v3 COPPER False False 0.07 0.27 0.09 0.0 999.00 -999.00 0.27 0.20 1.31 999999999.0 4 3 caleb_strategy_v3 EUR False False 0.07 0.00 0.10 0.0 0.97 -0.97 0.00 0.00 1.48 14.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.43 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.12 0.11 0.0 0.87 -0.87 0.12 0.28 2.77 22.0 3 7 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.12 0.0 0.64 -0.64 0.16 0.16 3.83 20.0 5 5 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.15 0.0 0.55 -0.55 0.17 0.15 10.09 36.0 11 10 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.60 -0.60 0.00 0.00 4.92 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 MXP False False 0.01 0.62 0.80 0.0 0.78 -0.78 0.62 0.62 61.48 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.2 Shocked risk 77.2 Sum abs risk 61.2 Leverage 7.86 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2129287.67, 'annual_cash_vol_target': 532321.9175, 'daily_cash_vol_target': 33270.11984375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6694 0.4925 7.8802 BITCOIN 2018.3947 88620.0000 2.2776 36.4413 BOBL 0.1739 116.1200 0.1498 2.3960 BTP 0.4280 120.1500 0.3562 5.6995 BUND 0.3619 127.5200 0.2838 4.5403 BUXL 0.8187 110.0200 0.7442 11.9066 CAC 50.5360 8177.0000 0.6180 9.8884 CAD 0.0025 0.7326 0.3423 5.4769 CANOLA 7.5205 608.0000 1.2369 19.7907 CHF 0.0048 1.2727 0.3797 6.0750 COCOA 136.8292 6121.0000 2.2354 35.7665 COFFEE 5.3583 335.5500 1.5969 25.5498 COPPER 0.0850 5.7360 1.4818 23.7095 CORN 3.7022 460.7500 0.8035 12.8562 COTTON2 0.6158 64.3000 0.9577 15.3225 CRUDE_W 0.7956 57.4500 1.3848 22.1572 DAX 156.6343 24740.0000 0.6331 10.1299 DOW 288.5930 48651.0000 0.5932 9.4910 DX 0.3323 97.9400 0.3393 5.4289 EUR 0.0039 1.1788 0.3325 5.3200 EURIBOR-ICE 0.0340 97.6200 0.0348 0.5569 EUROSTX 39.7478 5828.0000 0.6820 10.9122 FEEDCOW 3.2043 343.4500 0.9330 14.9277 GASOIL 10.8910 618.0000 1.7623 28.1969 GASOLINE 0.0286 1.9764 1.4488 23.1804 GAS_US_mini 0.1421 3.3600 4.2290 67.6644 GBP 0.0057 1.3463 0.4248 6.7966 GOLD_micro 50.1222 4360.8000 1.1494 18.3901 HEATOIL 0.0379 2.1001 1.8027 28.8440 JGB-SGX-mini 0.2114 132.4300 0.1596 2.5542 JPY 0.0000 0.0064 0.5963 9.5412 LEANHOG 1.0408 90.2750 1.1529 18.4462 LIVECOW 2.0788 230.9750 0.9000 14.4002 LUMBER-new 7.1544 574.0000 1.2464 19.9426 MXP 0.0003 0.0552 0.4815 7.7045 NASDAQ_micro 207.0052 25711.2500 0.8051 12.8818 NIKKEI 477.2058 50680.0000 0.9416 15.0657 NZD 0.0032 0.5808 0.5473 8.7566 OAT 0.3790 120.5200 0.3145 5.0317 OATIES 5.3731 310.0000 1.7333 27.7323 OJ 6.5270 196.9500 3.3140 53.0243 PALLAD 78.0277 1704.5000 4.5777 73.2439 PLAT 80.9430 2210.2000 3.6622 58.5960 REDWHEAT 7.6003 533.7500 1.4239 22.7831 RICE 0.1490 9.8350 1.5155 24.2474 ROBUSTA 69.6152 3943.0000 1.7655 28.2486 RUSSELL 24.8587 2523.4000 0.9851 15.7620 SHATZ 0.0499 106.7800 0.0467 0.7478 SILVER-mini 1.8754 75.6875 2.4778 39.6446 SMI 73.4464 13190.0000 0.5568 8.9093 SOFR 0.0434 96.5950 0.0449 0.7188 SOYBEAN 7.9851 1073.7500 0.7437 11.8986 SOYMEAL 3.6405 306.5000 1.1878 19.0043 SOYOIL 0.5654 49.9000 1.1331 18.1301 SP400 26.6589 3367.8000 0.7916 12.6653 SP500_micro 41.2819 6950.7500 0.5939 9.5027 SUGAR11 0.2295 14.5600 1.5759 25.2144 US10 0.2836 112.6406 0.2518 4.0282 US10U 0.3793 115.2031 0.3292 5.2677 US2 0.0688 104.4336 0.0659 1.0536 US20 0.5859 115.8125 0.5059 8.0944 US30 0.8341 118.3750 0.7046 11.2739 US5 0.1859 109.4219 0.1699 2.7186 VIX 0.4252 19.5000 2.1807 34.8907 WHEAT 6.5998 567.0000 1.1640 18.6237 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.45 0.49 329.71 1.00 329.71 33270.12 100.91 18.78 189.48 BITCOIN 88.62 2.28 201.84 1.00 201.84 33270.12 164.83 -17.84 -294.00 BOBL 1161.20 0.15 173.89 1.18 204.64 33270.12 162.58 -6.66 -108.26 BTP 1201.50 0.36 428.00 1.18 503.68 33270.12 66.05 1.79 11.85 BUND 1275.20 0.28 361.86 1.18 425.85 33270.12 78.13 -6.58 -51.42 BUXL 1100.20 0.74 818.73 1.18 963.51 33270.12 34.53 -10.94 -37.78 CAC 817.70 0.62 505.36 1.18 594.73 33270.12 55.94 12.71 71.11 CAD 732.60 0.34 250.77 1.00 250.77 33270.12 132.67 6.54 86.82 CANOLA 121.60 1.24 150.41 0.73 109.93 33270.12 302.65 -7.89 -238.74 CHF 1590.88 0.38 604.04 1.00 604.04 33270.12 55.08 -1.52 -8.37 COCOA 612.10 2.24 1368.29 1.00 1368.29 33270.12 24.32 -6.26 -15.23 COFFEE 1258.31 1.60 2009.35 1.00 2009.35 33270.12 16.56 1.77 2.94 COPPER 1434.00 1.48 2124.96 1.00 2124.96 33270.12 15.66 7.73 12.10 CORN 230.38 0.80 185.11 1.00 185.11 33270.12 179.73 -7.18 -129.07 COTTON2 321.50 0.96 307.89 1.00 307.89 33270.12 108.06 -19.32 -208.78 CRUDE_W 574.50 1.38 795.58 1.00 795.58 33270.12 41.82 -0.43 -1.78 DAX 247.40 0.63 156.63 1.18 184.33 33270.12 180.49 8.14 146.88 DOW 243.26 0.59 144.30 1.00 144.30 33270.12 230.57 2.24 51.67 DX 979.40 0.34 332.32 1.00 332.32 33270.12 100.12 -4.98 -49.87 EUR 1473.50 0.33 489.94 1.00 489.94 33270.12 67.91 8.37 56.82 EURIBOR-ICE 2440.50 0.03 84.94 1.18 99.96 33270.12 332.84 -0.83 -27.77 EUROSTX 582.80 0.68 397.48 1.18 467.77 33270.12 71.13 15.78 112.22 FEEDCOW 1717.25 0.93 1602.16 1.00 1602.16 33270.12 20.77 8.37 17.39 GASOIL 618.00 1.76 1089.10 1.00 1089.10 33270.12 30.55 4.12 12.57 GASOLINE 830.09 1.45 1202.61 1.00 1202.61 33270.12 27.66 -7.80 -21.57 GAS_US_mini 84.00 4.23 355.24 1.00 355.24 33270.12 93.66 -3.15 -29.54 GBP 841.44 0.42 357.43 1.00 357.43 33270.12 93.08 11.44 106.45 GOLD_micro 436.08 1.15 501.22 1.00 501.22 33270.12 66.38 -0.39 -2.60 HEATOIL 882.04 1.80 1590.10 1.00 1590.10 33270.12 20.92 -3.08 -6.44 JGB-SGX-mini 132430.00 0.16 21141.11 0.01 135.36 33270.12 245.80 -15.82 -388.92 JPY 803.56 0.60 479.19 1.00 479.19 33270.12 69.43 -10.65 -73.93 LEANHOG 361.10 1.15 416.31 1.00 416.31 33270.12 79.92 9.66 77.18 LIVECOW 923.90 0.90 831.52 1.00 831.52 33270.12 40.01 3.25 13.01 LUMBER-new 157.85 1.25 196.75 1.00 196.75 33270.12 169.10 -14.89 -251.71 MXP 275.85 0.48 132.83 1.00 132.83 33270.12 250.47 16.70 418.28 NASDAQ_micro 514.22 0.81 414.01 1.00 414.01 33270.12 80.36 -5.76 -46.27 NIKKEI 50680.00 0.94 47720.58 0.01 305.53 33270.12 108.89 8.55 93.06 NZD 580.75 0.55 317.84 1.00 317.84 33270.12 104.68 5.37 56.22 OAT 1205.20 0.31 379.01 1.18 446.03 33270.12 74.59 3.32 24.79 OATIES 155.00 1.73 268.66 1.00 268.66 33270.12 123.84 -15.49 -191.78 OJ 295.42 3.31 979.04 1.00 979.04 33270.12 33.98 -7.46 -25.37 PALLAD 1704.50 4.58 7802.77 1.00 7802.77 33270.12 4.26 4.50 1.92 PLAT 1105.10 3.66 4047.15 1.00 4047.15 33270.12 8.22 8.89 7.31 REDWHEAT 266.88 1.42 380.01 1.00 380.01 33270.12 87.55 -11.54 -101.07 RICE 196.70 1.52 298.09 1.00 298.09 33270.12 111.61 -16.20 -180.84 ROBUSTA 394.30 1.77 696.15 1.00 696.15 33270.12 47.79 -6.05 -28.90 RUSSELL 126.17 0.99 124.29 1.00 124.29 33270.12 267.67 3.80 101.60 SHATZ 1067.80 0.05 49.90 1.18 58.73 33270.12 566.51 -9.42 -533.44 SILVER-mini 1892.19 2.48 4688.43 1.00 4688.43 33270.12 7.10 10.13 7.19 SMI 1319.00 0.56 734.46 1.27 930.15 33270.12 35.77 20.00 71.54 SOFR 2414.88 0.04 108.49 1.00 108.49 33270.12 306.66 -8.94 -274.02 SOYBEAN 536.88 0.74 399.25 1.00 399.25 33270.12 83.33 -10.98 -91.49 SOYMEAL 306.50 1.19 364.05 1.00 364.05 33270.12 91.39 -16.42 -150.11 SOYOIL 299.40 1.13 339.26 1.00 339.26 33270.12 98.07 -19.92 -195.39 SP400 3367.80 0.79 2665.89 1.00 2665.89 33270.12 12.48 1.93 2.41 SP500_micro 347.54 0.59 206.41 1.00 206.41 33270.12 161.18 -0.87 -14.06 SUGAR11 163.07 1.58 256.98 1.00 256.98 33270.12 129.46 -7.22 -93.43 US10 1126.41 0.25 283.59 1.00 283.59 33270.12 117.32 -4.74 -55.61 US10U 1152.03 0.33 379.29 1.00 379.29 33270.12 87.72 -3.45 -30.22 US2 2088.67 0.07 137.54 1.00 137.54 33270.12 241.89 -2.62 -63.34 US20 1158.12 0.51 585.90 1.00 585.90 33270.12 56.78 -1.35 -7.65 US30 1183.75 0.70 834.09 1.00 834.09 33270.12 39.89 -4.23 -16.86 US5 1094.22 0.17 185.92 1.00 185.92 33270.12 178.95 -5.14 -92.01 VIX 195.00 2.18 425.23 1.00 425.23 33270.12 78.24 -20.00 -156.48 WHEAT 283.50 1.16 329.99 1.00 329.99 33270.12 100.82 -16.73 -168.71 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 189.475 0.010 2.5 4.923 BITCOIN -294.000 0.043 2.5 -31.881 BOBL -108.258 0.004 2.5 -1.099 BTP 11.854 0.014 2.5 0.405 BUND -51.416 0.004 2.5 -0.522 BUXL -37.777 0.004 2.5 -0.384 CAC 71.113 0.014 2.5 2.429 CAD 86.822 0.010 2.5 2.256 CANOLA -238.745 0.010 2.5 -5.817 CHF -8.367 0.010 2.5 -0.217 COCOA -15.227 0.010 2.5 -0.371 COFFEE 2.937 0.005 2.5 0.039 COPPER 12.097 0.043 2.5 1.312 CORN -129.068 0.010 2.5 -3.144 COTTON2 -208.781 0.010 2.5 -5.087 CRUDE_W -1.780 0.043 2.5 -0.193 DAX 146.882 0.014 2.5 5.017 DOW 51.673 0.009 2.5 1.203 DX -49.867 0.010 2.5 -1.296 EUR 56.821 0.010 2.5 1.476 EURIBOR-ICE -27.773 0.014 2.5 -0.949 EUROSTX 112.217 0.014 2.5 3.833 FEEDCOW 17.391 0.013 2.5 0.577 GASOIL 12.574 0.017 2.5 0.546 GASOLINE -21.572 0.017 2.5 -0.936 GAS_US_mini -29.542 0.043 2.5 -3.204 GBP 106.445 0.010 2.5 2.766 GOLD_micro -2.596 0.014 2.5 -0.089 HEATOIL -6.437 0.017 2.5 -0.279 JGB-SGX-mini -388.924 0.043 2.5 -42.175 JPY -73.925 0.010 2.5 -1.921 LEANHOG 77.176 0.024 2.5 4.697 LIVECOW 13.006 0.013 2.5 0.432 LUMBER-new -251.715 0.010 2.5 -6.133 MXP 418.281 0.059 2.5 61.479 NASDAQ_micro -46.273 0.009 2.5 -1.077 NIKKEI 93.062 0.043 2.5 10.092 NZD 56.220 0.010 2.5 1.461 OAT 24.793 0.014 2.5 0.847 OATIES -191.781 0.010 2.5 -4.672 OJ -25.367 0.010 2.5 -0.618 PALLAD 1.917 0.014 2.5 0.065 PLAT 7.310 0.014 2.5 0.250 REDWHEAT -101.074 0.005 2.5 -1.343 RICE -180.836 0.010 2.5 -4.406 ROBUSTA -28.895 0.005 2.5 -0.384 RUSSELL 101.605 0.013 2.5 3.372 SHATZ -533.445 0.004 2.5 -5.417 SILVER-mini 7.188 0.014 2.5 0.246 SMI 71.537 0.014 2.5 2.443 SOFR -274.016 0.024 2.5 -16.677 SOYBEAN -91.486 0.004 2.5 -0.852 SOYMEAL -150.105 0.004 2.5 -1.398 SOYOIL -195.393 0.004 2.5 -1.821 SP400 2.412 0.013 2.5 0.080 SP500_micro -14.061 0.009 2.5 -0.327 SUGAR11 -93.429 0.010 2.5 -2.276 US10 -55.614 0.005 2.5 -0.706 US10U -30.219 0.005 2.5 -0.383 US2 -63.341 0.005 2.5 -0.804 US20 -7.650 0.005 2.5 -0.097 US30 -16.855 0.005 2.5 -0.214 US5 -92.008 0.005 2.5 -1.168 VIX -156.480 0.099 2.5 -38.680 WHEAT -168.713 0.005 2.5 -2.241 ===================== Position diags ===================== AUD 2.62 BITCOIN 17.87 BOBL 1.65 BTP 2.26 BUND 0.79 BUXL 0.35 CAC 1.91 CAD 3.45 CANOLA 7.37 CHF 1.43 COCOA 0.59 COFFEE 0.22 COPPER 1.70 CORN 4.38 COTTON2 2.63 CRUDE_W 4.53 DAX 6.16 DOW 5.37 DX 2.60 EUR 1.76 EURIBOR-ICE 11.37 EUROSTX 2.43 FEEDCOW 0.69 GASOIL 1.33 GASOLINE 1.20 GAS_US_mini 10.16 GBP 2.42 GOLD_micro 2.27 HEATOIL 0.91 JGB-SGX-mini 26.65 JPY 1.80 LEANHOG 4.86 LIVECOW 1.33 LUMBER-new 4.12 MXP 36.81 NASDAQ_micro 1.87 NIKKEI 11.81 NZD 2.72 OAT 2.55 OATIES 3.02 OJ 0.83 PALLAD 0.15 PLAT 0.28 REDWHEAT 1.16 RICE 2.72 ROBUSTA 0.63 RUSSELL 8.88 SHATZ 5.75 SILVER-mini 0.24 SMI 1.22 SOFR 18.66 SOYBEAN 0.78 SOYMEAL 0.85 SOYOIL 0.91 SP400 0.41 SP500_micro 3.75 SUGAR11 3.15 US10 1.49 US10U 1.11 US2 3.07 US20 0.72 US30 0.51 US5 2.27 VIX 19.34 WHEAT 1.34 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.9 4.7 5.2 0.0 0 BITCOIN -31.9 -33.7 -30.1 0.0 0 BOBL -1.1 -1.3 -0.9 0.0 0 BTP 0.4 0.2 0.6 0.0 0 BUND -0.5 -0.6 -0.4 -5.0 -5 BUXL -0.4 -0.4 -0.3 -4.0 -4 CAC 2.4 2.2 2.6 0.0 0 CAD 2.3 1.9 2.6 0.0 0 CANOLA -5.8 -6.6 -5.1 0.0 0 CHF -0.2 -0.4 -0.1 -3.0 -3 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 4.0 4 CORN -3.1 -3.6 -2.7 0.0 0 COTTON2 -5.1 -5.3 -4.8 -5.0 -5 CRUDE_W -0.2 -0.6 0.3 0.0 0 DAX 5.0 4.4 5.6 0.0 0 DOW 1.2 0.7 1.7 0.0 0 DX -1.3 -1.6 -1.0 0.0 0 EUR 1.5 1.3 1.7 0.0 0 EURIBOR-ICE -0.9 -2.1 0.2 0.0 0 EUROSTX 3.8 3.6 4.1 5.0 5 FEEDCOW 0.6 0.5 0.6 1.0 1 GASOIL 0.5 0.4 0.7 1.0 1 GASOLINE -0.9 -1.1 -0.8 0.0 0 GAS_US_mini -3.2 -4.2 -2.2 -3.0 -3 GBP 2.8 2.5 3.0 3.0 3 GOLD_micro -0.1 -0.3 0.1 0.0 0 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -42.2 -44.8 -39.5 0.0 0 JPY -1.9 -2.1 -1.7 -3.0 -3 LEANHOG 4.7 4.2 5.2 2.0 2 LIVECOW 0.4 0.3 0.6 0.0 0 LUMBER-new -6.1 -6.5 -5.7 0.0 0 MXP 61.5 57.8 65.2 48.0 48 NASDAQ_micro -1.1 -1.3 -0.9 -4.0 -4 NIKKEI 10.1 8.9 11.3 11.0 11 NZD 1.5 1.2 1.7 0.0 0 OAT 0.8 0.6 1.1 2.0 2 OATIES -4.7 -5.0 -4.4 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.2 0.3 1.0 1 REDWHEAT -1.3 -1.5 -1.2 -3.0 -3 RICE -4.4 -4.7 -4.1 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 3.4 2.5 4.3 0.0 0 SHATZ -5.4 -6.0 -4.8 NaN 0 SILVER-mini 0.2 0.2 0.3 1.0 1 SMI 2.4 2.3 2.6 0.0 0 SOFR -16.7 -18.5 -14.8 NaN 0 SOYBEAN -0.9 -0.9 -0.8 -1.0 -1 SOYMEAL -1.4 -1.5 -1.3 -1.0 -1 SOYOIL -1.8 -1.9 -1.7 -7.0 -7 SP400 0.1 0.0 0.1 2.0 2 SP500_micro -0.3 -0.7 0.0 -3.0 -3 SUGAR11 -2.3 -2.6 -2.0 -4.0 -4 US10 -0.7 -0.9 -0.6 0.0 0 US10U -0.4 -0.5 -0.3 0.0 0 US2 -0.8 -1.1 -0.5 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.3 -0.2 -1.0 -1 US5 -1.2 -1.4 -0.9 0.0 0 VIX -38.7 -40.6 -36.7 -25.0 -25 WHEAT -2.2 -2.4 -2.1 -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 0.0 -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 0.2 0.1 0.2 0.2 0.1 0.2 0.3 0.1 0.2 0.3 0.5 0.1 0.7 0.2 0.7 BITCOIN -0.0 -0.6 -0.6 0.1 -0.2 0.4 -0.0 0.5 0.1 0.1 -0.4 -0.1 0.1 -0.2 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.2 -2.7 -0.2 0.0 -0.5 -0.1 -0.2 -0.2 0.0 -0.0 -0.6 -0.6 -0.6 0.1 -0.1 -0.7 -0.6 BOBL -0.3 -0.5 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.1 -0.2 -0.4 0.1 -0.0 0.1 -0.2 -0.1 -0.0 -0.2 -0.2 0.4 -0.2 -0.1 -0.4 -0.2 -0.2 -0.2 0.1 0.0 -0.6 -0.6 -0.4 0.2 0.7 0.7 0.7 BTP -0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.3 0.1 0.7 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 0.0 0.3 -0.0 -2.7 -0.1 -0.1 0.1 -0.1 0.4 -0.2 0.6 0.1 0.0 0.0 0.3 0.0 0.7 0.4 0.7 BUND -0.3 -0.4 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -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 -0.2 -0.4 0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.5 -0.0 -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 -0.0 -0.5 -0.2 -0.6 -0.2 -0.0 0.0 -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 0.1 0.4 0.2 0.7 0.0 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.9 0.1 0.1 0.2 0.1 0.2 0.1 0.3 -0.2 -0.4 -0.2 -0.1 0.5 0.7 0.3 0.7 CAD 0.6 0.6 -0.1 0.1 0.0 -0.0 0.2 0.1 0.2 0.1 -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 0.2 0.1 0.0 0.2 -0.1 0.2 -0.4 0.0 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 -0.2 -0.1 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.8 -0.0 -0.6 -0.3 -0.0 0.5 0.7 0.7 0.7 CHF 0.5 -0.0 -0.3 0.1 0.0 -0.0 0.2 0.1 0.2 -0.0 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 0.0 0.1 0.2 0.4 0.2 -1.1 0.1 0.1 0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.6 0.2 -0.6 -0.1 -0.0 -0.5 -0.0 -0.6 -0.1 0.0 -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 -0.0 0.0 -0.2 0.1 -0.1 0.0 0.9 0.1 0.6 -0.1 -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 -0.1 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 -0.3 -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 -0.0 0.4 0.1 0.0 0.1 0.1 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.6 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.0 0.0 -0.4 -0.3 -0.5 0.7 0.7 0.7 0.7 CORN -0.1 0.0 0.2 -0.2 -0.0 -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 -0.1 -0.3 -0.1 -1.1 0.1 0.0 0.5 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.2 -0.1 -0.2 -0.2 -0.0 -0.5 -0.0 -0.7 -0.2 0.2 -0.5 0.2 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.3 -0.1 -0.2 0.1 -0.5 -0.0 -1.7 -0.2 0.1 -0.5 0.1 -0.7 -0.1 -1.0 0.2 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 -0.5 0.1 -0.6 -0.1 -0.1 0.2 0.3 -0.1 -0.5 0.6 0.7 0.3 0.7 DAX 0.5 -0.0 -0.3 0.1 0.1 0.4 0.1 0.6 0.1 0.2 0.3 0.2 0.6 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 -1.7 0.1 0.2 0.0 0.2 0.3 0.2 -0.1 0.1 0.4 0.0 -0.6 0.3 0.7 0.1 0.7 DOW 0.2 0.1 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.0 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 0.0 0.3 0.1 0.5 0.1 -0.2 -0.2 0.1 0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.5 -0.1 0.4 0.1 0.0 -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 -0.1 -0.0 -0.1 -0.2 -0.1 -2.7 -0.1 -0.0 -0.0 -0.2 -0.1 -0.2 0.9 -0.3 -0.6 -0.6 0.4 0.1 0.6 0.2 0.6 EUR 0.5 0.2 -0.2 0.1 0.1 -0.0 0.2 0.1 0.2 -0.0 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 -0.0 0.3 0.2 0.5 0.2 -0.4 -0.3 0.1 0.5 0.3 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.4 -0.6 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 -0.1 0.1 -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 0.2 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 0.2 -1.0 0.2 0.2 0.4 0.2 0.4 0.2 0.4 -0.1 -0.0 0.2 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 0.1 0.1 0.1 0.6 0.1 1.1 0.2 0.6 0.2 0.2 0.7 0.7 0.7 0.7 GASOIL -0.5 -0.5 -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 -0.3 -0.0 0.1 0.1 0.0 0.2 -0.1 1.1 0.0 -0.0 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.4 -0.3 -0.2 -0.1 0.1 -0.1 0.0 -0.0 -0.1 0.0 -0.2 -0.1 -0.0 -0.1 -0.1 -0.4 0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -2.6 -0.2 0.1 -0.3 0.0 -0.2 -0.1 -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 -0.0 0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 -0.1 -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 -0.2 -0.2 0.2 0.2 0.2 -0.7 -0.3 -0.7 GBP 0.5 0.3 -0.3 0.1 0.1 -0.0 0.2 0.1 0.2 0.1 -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 0.2 0.1 0.1 0.2 0.3 0.2 0.4 0.1 0.4 0.6 0.1 0.2 -0.2 0.3 -0.2 GOLD_micro -0.0 0.1 -0.4 0.1 -0.1 0.2 -0.0 0.3 0.1 -0.1 0.3 0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -2.7 0.2 -0.2 0.5 -0.0 0.7 0.1 -0.3 -0.0 -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 0.1 -0.0 -0.0 0.1 -0.1 0.8 -0.1 -0.2 -0.0 0.0 0.6 0.4 -0.2 -0.3 JGB-SGX-mini -0.1 -0.6 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 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 0.9 -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 0.0 -0.0 0.1 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 -0.0 -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 0.2 -0.4 -0.2 -0.0 -0.5 -0.0 -0.7 -0.2 0.2 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 -0.0 0.2 0.1 0.2 1.1 0.1 0.6 0.6 0.5 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 0.1 0.0 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.0 0.0 0.4 0.0 1.0 -0.0 0.6 0.1 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 -0.2 -0.5 -0.0 -0.6 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.1 NaN -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 -1.2 -0.6 0.3 -0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.4 0.3 0.1 0.1 0.1 -0.0 0.2 0.1 0.2 -0.0 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.0 0.5 0.2 0.7 0.2 1.1 -0.3 0.2 0.6 0.6 0.4 0.3 0.5 0.5 NASDAQ_micro -0.1 -0.3 -0.4 0.1 0.0 0.3 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 -0.0 -0.4 -0.4 0.1 0.0 -0.7 0.0 -0.7 NIKKEI -0.1 -0.2 0.4 0.1 0.0 0.3 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 0.1 -2.2 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 0.4 0.4 -0.3 0.1 0.0 -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 0.0 -0.2 0.1 2.2 -0.0 -0.0 -0.3 0.1 -0.4 0.1 0.0 -0.1 -0.2 -0.1 -0.3 0.1 0.7 0.2 0.7 OAT -0.2 -0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 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 -0.1 -0.1 -0.1 -0.1 -0.2 0.9 -0.0 -0.1 -0.0 0.1 -0.0 0.7 0.3 0.7 OATIES -0.1 -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 0.0 -0.3 -0.0 -0.6 -0.1 0.0 -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 0.3 -0.6 -0.1 -0.0 -0.3 -0.0 -0.4 -0.1 0.0 -0.1 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 0.1 -0.2 -0.0 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.1 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 2.0 0.1 -0.2 0.3 -0.1 0.3 0.1 0.3 -0.2 0.0 -0.1 0.1 0.1 -0.2 -0.7 -0.6 PLAT 0.3 -0.2 -0.5 0.1 -0.1 0.2 -0.0 0.3 0.1 -0.0 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 0.0 0.2 -0.1 0.3 0.1 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 0.3 -0.2 -0.0 -0.5 -0.0 -0.7 -0.2 0.0 -0.5 0.1 -0.7 -0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.0 -0.5 0.0 0.9 -0.0 -0.0 -0.2 0.0 -0.5 -0.0 -1.0 0.5 0.2 0.5 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.0 0.2 -0.4 -0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -1.0 0.1 -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 -0.7 -0.1 0.1 0.0 -0.0 -0.0 -0.1 -0.1 0.3 0.3 0.3 0.2 -0.1 -0.0 -0.0 -0.0 -0.1 -2.7 -0.1 0.1 -0.1 -0.0 -0.0 -0.1 1.1 0.0 -0.5 -0.3 0.2 -0.2 0.5 0.2 0.7 RUSSELL 0.1 0.1 0.1 0.1 0.0 0.3 0.1 0.4 0.1 -0.1 0.4 -0.1 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 0.0 0.0 -0.3 -0.1 0.0 -0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.3 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.4 -0.0 -0.3 -0.1 -0.2 -0.4 -0.3 -0.4 -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 0.6 0.7 0.7 0.7 SILVER-mini -0.1 0.1 -0.2 0.1 -0.1 0.3 -0.0 0.3 0.1 0.0 0.4 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 -1.4 0.2 -0.1 0.5 0.1 0.7 0.2 -0.0 0.4 0.6 0.6 0.6 0.1 0.7 -0.4 -0.1 SMI 0.4 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 0.6 0.2 1.0 0.5 0.6 0.6 0.6 0.0 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 0.0 -0.1 0.3 -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 -0.0 -0.5 -0.0 -0.7 -0.2 -0.0 0.2 -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 -0.2 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 -0.2 -0.5 0.3 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 -0.1 0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.2 -2.5 -0.2 0.1 -0.3 -0.1 -0.1 -0.2 0.0 0.1 -0.6 -0.0 0.1 -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 0.0 0.4 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.2 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.2 -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 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.6 0.1 0.1 0.3 0.1 0.5 0.1 -0.3 0.1 -0.2 -0.1 -0.1 0.1 -0.7 0.1 -0.7 SUGAR11 0.4 0.3 -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 0.0 -0.4 0.0 -2.7 -0.0 0.0 -0.3 0.1 -0.5 0.1 1.1 0.1 0.4 0.6 0.0 -0.3 -0.6 -0.1 -0.4 US10 -0.2 -0.2 0.0 -0.1 -0.1 -0.2 -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 0.0 0.4 -0.0 -0.2 0.3 0.2 0.4 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 -0.2 0.1 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 -2.0 0.0 0.1 0.3 0.1 0.5 0.0 -0.3 0.5 0.3 0.4 0.5 -0.4 -0.4 -0.4 -0.7 US2 0.1 -0.1 -0.0 -0.1 -0.1 -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 0.1 0.0 0.0 2.3 -0.0 0.0 0.0 0.0 0.2 0.0 -1.1 0.2 0.4 0.4 0.0 -0.7 -0.4 -0.7 -0.7 US20 -0.2 -0.3 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 -0.0 -0.1 -0.1 -0.1 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 0.2 0.1 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.2 -0.3 0.1 -0.1 -0.1 -0.2 -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 -0.8 -0.1 0.1 0.0 0.1 0.1 -0.1 -0.4 0.4 0.2 0.1 0.3 -0.1 0.3 0.0 -0.5 US5 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.3 0.1 0.3 -0.0 -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 0.4 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.7 -0.6 -0.4 -0.3 -0.2 -0.8 -0.3 -0.5 -0.3 -0.3 -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 -0.2 -0.8 -0.3 -0.5 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT -0.2 -0.2 0.1 -0.2 -0.0 -0.5 -0.0 -0.7 -0.2 0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.3 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 1.5 -0.1 -0.0 -0.3 -0.1 -0.5 -0.1 -1.1 0.2 -0.1 0.1 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 11.8 8.7 1.3 6.2 5.5 -0.6 20.0 3.0 19.4 13.3 15.1 17.8 6.8 20.0 15.0 0.7 -0.9 0.0 -0.5 15.6 9.8 17.9 5.4 20.0 17.2 15.0 10.0 8.7 19.8 3.1 20.0 5.2 3.8 5.9 10.0 14.8 4.1 20.0 6.5 20.0 BITCOIN -1.1 -20.0 -20.0 13.0 -19.5 13.7 -0.1 12.8 10.6 11.9 -13.8 -11.2 2.3 -17.8 -19.2 -4.2 -6.5 -4.9 -5.7 -20.0 -20.0 -6.0 -6.0 -17.9 -20.0 -20.0 1.0 -20.0 -5.2 -5.1 -15.9 0.0 -0.8 -20.0 -20.0 -20.0 3.9 -1.8 -20.0 -17.7 BOBL -10.2 -14.9 -3.9 -9.4 -8.3 -5.1 -8.4 -3.7 -10.4 8.9 -12.5 -6.9 -4.5 -13.6 -15.1 -20.0 3.9 -1.5 5.0 -16.2 -10.6 -2.4 -6.3 -14.2 2.9 -20.0 -8.0 -13.5 -18.6 -6.9 -20.0 2.3 0.8 -18.5 -19.2 -12.3 6.0 20.0 20.0 20.0 BTP -4.5 -9.8 -0.2 -12.1 -10.7 -6.5 -10.8 -4.7 -13.3 9.2 11.7 6.9 18.3 -7.2 3.1 13.9 9.5 11.2 10.3 -2.4 3.8 4.9 9.5 -2.4 -20.0 -8.0 -9.0 2.3 -13.2 9.8 -14.4 10.6 2.6 1.1 0.8 8.8 0.5 20.0 11.0 20.0 BUND -9.6 -13.9 -0.1 -10.3 -9.1 -5.6 -9.2 -4.0 -11.4 9.3 -11.7 -6.4 -10.5 -14.8 -15.6 15.2 4.5 7.0 5.2 -15.6 -9.9 -3.9 -8.2 -15.0 -0.2 -20.0 -8.2 -12.8 -19.8 -7.5 -20.0 2.0 -0.5 -15.8 -18.0 -8.3 1.2 20.0 10.4 20.0 BUXL -6.4 -12.6 0.9 -10.4 -9.2 -5.6 -9.3 -4.1 -11.5 11.6 -17.4 -4.6 -19.5 -16.1 -16.9 4.2 3.2 4.1 3.9 -18.2 -16.2 -4.3 -18.9 -15.9 1.1 -20.0 -4.2 -19.8 -17.7 -17.1 -20.0 -0.2 0.2 -8.6 -19.1 -8.4 -8.3 20.0 -0.3 8.8 CAC -0.2 -3.4 8.4 12.2 8.1 15.6 12.7 17.5 12.3 14.1 16.0 15.6 19.0 2.5 11.1 -6.9 -2.3 -4.7 -3.3 7.3 11.7 7.7 12.8 5.4 6.5 6.6 16.6 7.8 13.0 4.8 6.9 4.7 -10.3 -13.4 -7.6 -2.9 15.1 20.0 9.9 20.0 CAD 20.0 18.1 -3.2 6.2 5.5 -0.6 20.0 3.0 19.5 13.3 -5.6 20.0 -5.0 20.0 12.5 -7.0 -7.5 -7.9 -7.8 15.2 1.8 19.7 -4.8 20.0 20.0 14.0 12.0 0.8 20.0 -3.9 20.0 -6.8 2.0 20.0 16.8 0.5 -20.0 -20.0 -20.0 -20.0 CANOLA -17.5 -6.0 -9.9 -14.8 -0.3 -20.0 -1.8 -20.0 -8.0 4.1 -9.2 -6.8 -2.5 -8.8 -9.0 -18.4 -13.8 -19.7 -17.2 -11.6 -8.1 -9.2 -4.4 -13.5 6.7 -11.0 4.7 -8.0 -4.5 -4.8 -11.8 -15.3 -0.5 -20.0 -8.2 -0.5 14.7 20.0 20.0 20.0 CHF 16.5 -1.2 -9.3 5.6 4.9 -0.5 18.0 2.7 17.5 -0.8 3.5 15.0 13.9 12.3 -5.0 -17.1 -16.3 -17.0 -16.3 4.1 2.9 11.0 9.3 12.0 -1.7 5.4 4.3 4.1 16.9 9.8 14.9 -20.0 4.6 3.8 3.7 6.3 -7.1 -20.0 -6.4 -20.0 COCOA 20.0 5.4 -20.0 -12.3 -0.2 -16.7 -1.5 -16.9 -6.6 3.5 -7.6 5.2 -3.6 2.1 -3.9 -2.9 6.7 -2.4 1.0 -2.9 -8.8 5.9 -5.2 4.0 -20.0 -4.4 5.0 -7.4 5.9 -2.0 2.0 17.7 3.4 18.3 -2.1 -6.8 -9.3 -2.2 0.2 3.5 COFFEE -20.0 -12.6 8.9 -20.0 -0.5 -20.0 -3.0 -20.0 -13.7 13.5 11.7 -11.2 14.9 -15.6 -5.2 20.0 16.0 20.0 20.0 -8.1 8.1 -10.5 20.0 -17.8 -20.0 -6.9 -4.8 12.8 -14.6 20.0 -18.8 20.0 -14.5 -20.0 -6.0 20.0 20.0 15.4 20.0 20.0 COPPER 5.0 9.8 11.0 9.9 -14.8 10.5 -0.1 9.8 8.1 5.2 3.1 9.3 2.1 12.5 13.6 -8.1 -6.3 -7.5 -6.7 14.7 9.9 18.3 6.6 17.7 -4.3 10.1 -8.3 10.2 -3.3 11.4 6.3 -0.5 1.7 -11.2 -9.2 -15.4 20.0 20.0 20.0 20.0 CORN -2.9 0.6 7.1 -20.0 -0.6 -20.0 -3.8 -20.0 -17.0 -13.8 -2.6 -3.4 -10.4 -8.8 5.3 -20.0 -19.7 -20.0 -20.0 0.9 -1.5 -2.3 -10.7 -0.5 10.0 -1.4 -14.4 0.0 -8.2 -7.9 -5.3 -20.0 2.4 0.6 16.9 20.0 -9.1 -9.0 2.3 -3.0 COTTON2 4.9 -3.6 -5.8 -20.0 -0.7 -20.0 -3.9 -20.0 -17.7 17.8 -20.0 15.3 -20.0 -13.4 -20.0 -19.3 -15.9 -18.6 -17.4 -13.4 -20.0 6.0 -20.0 -3.0 -12.5 -20.0 7.2 -20.0 4.7 -20.0 -9.3 -17.9 10.3 3.6 -1.7 6.3 -6.2 -13.0 -4.5 -9.2 CRUDE_W -2.7 -5.4 -8.2 -9.1 12.3 -3.6 2.5 -0.2 -8.1 9.8 -15.1 -1.5 -15.3 -10.4 -17.5 -0.5 4.4 0.5 2.2 -11.7 -12.2 -1.4 -12.1 -7.6 8.0 -15.1 18.2 -16.8 11.6 -15.9 -4.8 -2.3 7.9 7.9 -3.3 -14.0 19.1 20.0 10.1 20.0 DAX 14.8 -0.8 -9.0 10.7 7.1 13.8 11.2 15.5 10.9 19.5 10.3 20.0 17.9 17.2 6.4 -7.5 -6.7 -6.8 -6.4 7.2 4.8 20.0 15.2 17.0 -13.0 5.6 20.0 0.8 20.0 8.1 17.2 -1.6 5.2 11.8 1.2 -17.5 7.8 20.0 3.8 20.0 DOW 7.1 3.2 2.8 8.5 5.7 11.0 8.9 12.3 8.6 2.7 16.2 7.5 15.8 13.1 13.2 -7.0 -8.2 -7.6 -7.7 15.2 17.2 6.7 17.1 12.2 -11.9 11.1 0.6 12.8 6.1 13.1 9.5 -4.2 -8.1 4.3 7.1 3.0 -3.6 -20.0 -6.9 -20.0 DX -16.1 -4.3 10.9 5.5 4.8 -0.5 17.6 2.6 17.1 -6.5 3.7 -15.2 -13.8 -17.1 3.9 5.8 6.1 6.0 6.0 -4.8 -1.2 -10.5 -7.2 -12.5 -20.0 -6.0 -4.2 -0.2 -14.5 -3.6 -15.5 16.8 -13.3 -20.0 -18.8 11.4 2.0 16.6 5.5 19.4 EUR 14.4 4.7 -6.3 6.5 5.7 -0.6 20.0 3.2 20.0 -1.2 9.3 15.2 18.7 20.0 0.1 -8.3 -8.0 -8.4 -8.1 9.5 7.9 9.1 15.8 15.0 14.5 14.0 -0.8 9.4 14.7 14.1 20.0 -7.3 -11.1 2.4 14.2 8.1 -4.2 -20.0 -2.0 -20.0 EURIBOR-ICE -13.2 -17.4 -9.7 -6.9 -6.1 -3.7 -6.1 -2.7 -7.6 8.6 -7.4 -6.4 4.1 -9.8 -11.0 12.8 11.3 12.8 12.6 -11.9 -6.7 -1.1 -0.1 -10.4 1.4 -15.4 -2.4 -8.3 -9.5 -1.9 -16.9 14.5 4.3 -19.1 -15.9 -10.4 7.4 20.0 15.9 20.0 EUROSTX 4.2 0.4 8.0 11.3 7.5 14.5 11.8 16.3 11.4 19.0 20.0 19.6 20.0 17.3 18.6 3.5 -1.2 -0.5 -1.3 15.5 17.8 15.4 19.9 14.8 -7.1 14.4 18.2 13.8 20.0 12.3 15.6 7.1 -4.5 -0.8 4.7 6.2 13.1 20.0 8.2 20.0 FEEDCOW 20.0 1.3 -15.4 -15.6 -0.3 -20.0 -1.9 -20.0 -8.4 11.2 3.0 12.3 7.9 10.6 -0.2 11.1 9.3 13.3 12.8 6.2 6.6 13.9 14.1 12.9 -20.0 1.4 8.2 5.3 9.8 15.7 6.9 20.0 7.3 20.0 7.3 6.7 20.0 20.0 20.0 20.0 GASOIL -16.1 -14.8 -1.0 -6.2 8.4 -2.4 1.7 -0.2 -5.5 -0.7 3.7 -8.3 4.9 -11.5 -8.2 10.8 15.1 16.3 16.7 -7.3 -0.2 -5.9 2.6 -10.6 -1.9 -4.6 11.5 2.0 3.5 4.2 -5.9 20.0 1.6 -1.5 -0.8 6.4 7.1 19.6 -2.2 8.6 GASOLINE -12.4 -10.2 -4.8 -8.7 11.9 -3.4 2.4 -0.2 -7.8 4.3 -5.9 -8.2 -1.3 -13.6 -11.8 -20.0 6.3 -20.0 -4.2 -11.5 -5.9 -7.3 -2.5 -13.0 -19.2 -15.8 14.2 -11.2 4.2 -6.4 -11.8 -0.9 5.4 -5.9 -5.6 -8.8 20.0 20.0 14.7 20.0 GAS_US_mini -20.0 2.0 12.6 -5.1 6.9 -2.0 1.4 -0.1 -4.5 10.9 -5.2 -7.6 -7.6 -7.6 -3.4 20.0 -20.0 -6.3 -20.0 -2.7 -1.7 -2.4 -2.9 -5.5 20.0 -2.0 0.3 -0.7 -3.9 -1.4 -5.3 -20.0 -8.4 -7.1 5.6 5.8 4.8 -20.0 -9.7 -20.0 GBP 16.8 10.0 -10.5 6.5 5.7 -0.6 20.0 3.1 20.0 9.7 -0.4 19.3 13.7 20.0 5.8 0.5 0.0 0.3 0.2 11.0 3.0 17.6 6.9 20.0 2.1 13.9 8.6 4.6 20.0 8.4 20.0 6.6 3.8 13.7 19.1 4.6 5.1 -6.2 8.0 -6.6 GOLD_micro -1.4 3.3 -12.9 8.4 -12.6 8.9 -0.1 8.3 6.9 -8.6 11.1 3.4 12.0 9.2 10.9 -8.6 -10.5 -8.9 -9.4 17.1 19.4 4.6 19.9 13.3 -20.0 19.9 -16.9 20.0 -3.4 20.0 10.5 -6.5 -0.5 -4.6 1.9 20.0 8.2 4.2 -12.6 -19.3 HEATOIL -17.4 -13.6 -2.6 -5.9 8.0 -2.3 1.6 -0.1 -5.3 0.3 2.3 -10.6 4.0 -12.5 -8.9 16.5 11.5 15.5 13.3 -7.8 -0.7 -7.8 2.5 -11.8 -16.4 -6.1 5.9 -0.4 -1.4 2.8 -8.1 15.1 -4.1 -4.9 -1.2 1.2 17.3 11.9 -5.1 -10.5 JGB-SGX-mini -3.9 -19.3 -13.4 -6.1 -5.4 -3.3 -5.4 -2.4 -6.7 -10.0 -12.7 -10.8 -12.2 -11.8 -12.4 9.7 13.9 13.9 13.6 -20.0 -18.9 -15.4 -16.6 -19.6 -3.6 -20.0 -13.7 -17.6 -16.6 -14.1 -20.0 17.2 -20.0 -20.0 -20.0 -20.0 -7.8 -20.0 1.8 -20.0 JPY 7.8 -2.6 -17.9 3.8 3.4 -0.3 12.3 1.9 11.9 -1.5 -14.5 -3.6 -13.0 -9.2 -13.3 -9.2 -10.7 -9.8 -9.9 -13.6 -16.8 -4.4 -14.6 -7.7 20.0 -14.6 0.7 -16.6 -1.8 -13.1 -7.8 -11.1 -17.4 -19.3 -18.7 -20.0 -7.1 -12.7 -6.3 -15.0 LEANHOG 20.0 4.7 -13.7 -20.0 -0.6 -20.0 -3.7 -20.0 -16.6 17.1 1.3 20.0 11.2 20.0 -2.9 -20.0 19.0 -9.4 13.7 6.7 0.6 15.8 6.5 17.9 -2.5 7.8 12.7 -1.1 20.0 3.4 20.0 20.0 5.4 20.0 20.0 16.6 0.1 11.2 8.9 20.0 LIVECOW 19.7 -1.8 -20.0 -15.0 -0.3 -20.0 -1.8 -20.0 -8.1 6.7 1.8 10.3 7.1 9.6 0.2 -1.2 7.2 -1.6 2.1 2.4 2.6 6.7 9.5 7.5 -20.0 -2.1 2.0 0.7 3.3 9.9 2.2 19.7 -1.7 20.0 2.3 3.0 20.0 16.4 20.0 20.0 LUMBER-new 14.8 -9.9 -20.0 -20.0 -0.5 -20.0 -2.8 -20.0 -12.5 -15.4 -17.2 -0.8 -15.6 -9.9 -15.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.4 -20.0 -9.3 NaN -20.0 -20.0 -20.0 -18.2 -20.0 -14.9 -20.0 -20.0 9.0 -10.7 -6.9 3.6 20.0 8.1 20.0 MXP 12.0 8.2 3.1 6.7 5.9 -0.6 20.0 3.3 20.0 -1.4 20.0 19.9 20.0 20.0 20.0 13.2 12.9 13.1 12.8 20.0 20.0 15.2 20.0 20.0 -20.0 20.0 -4.4 20.0 15.6 20.0 20.0 20.0 -13.0 6.9 20.0 20.0 11.0 10.2 14.3 14.2 NASDAQ_micro -4.3 -7.8 -13.9 7.2 4.8 9.3 7.5 10.4 7.3 9.1 11.9 6.9 13.3 5.9 5.5 -7.3 -8.6 -8.1 -8.3 5.8 12.4 3.6 17.2 3.2 -20.0 1.7 1.6 7.8 1.7 12.2 -0.3 -5.2 -0.8 -11.5 -11.6 2.4 0.6 -20.0 0.2 -20.0 NIKKEI -4.4 -5.7 11.2 7.5 5.0 9.7 7.9 10.8 7.6 11.4 12.7 9.8 13.5 1.8 9.5 9.6 7.1 6.0 5.9 12.5 20.0 4.7 20.0 5.0 -16.3 12.0 4.0 20.0 3.9 20.0 4.0 20.0 0.9 -5.5 -5.6 20.0 -4.4 3.9 -5.4 7.9 NZD 12.5 13.1 -8.8 5.2 4.5 -0.5 16.6 2.5 16.1 -2.1 -7.6 4.7 -10.7 15.5 -2.1 -4.2 -3.4 -4.3 -4.0 2.7 -6.2 4.5 -8.8 9.0 16.2 -0.7 -1.8 -9.5 6.3 -10.9 8.3 0.0 -5.5 -5.5 -2.2 -8.6 2.9 20.0 6.1 20.0 OAT -6.6 -7.2 4.4 -9.4 -8.3 -5.0 -8.3 -3.7 -10.3 7.5 0.0 1.5 -4.4 -10.0 -3.3 14.0 12.6 15.9 15.4 -5.7 -2.8 0.6 -3.2 -5.9 0.7 -9.4 -6.4 -3.7 -12.5 -2.1 -14.5 17.8 -0.3 -4.4 -1.2 4.0 -0.8 20.0 9.8 20.0 OATIES -2.9 -1.4 -5.0 -16.9 -0.3 -20.0 -2.0 -20.0 -9.1 7.2 -11.4 3.2 -10.7 -1.4 -6.9 -16.0 -11.9 -19.3 -17.2 -9.1 -11.4 4.6 -10.4 -3.0 -4.9 -11.9 2.8 -12.8 1.1 -11.0 -6.6 -13.9 20.0 -10.3 -2.7 -5.9 -7.4 -14.5 -3.1 -15.7 OJ 20.0 9.2 -17.3 -8.9 -0.2 -12.1 -1.1 -12.3 -4.8 3.7 -5.5 4.6 -6.4 3.3 -3.5 -1.8 2.2 -3.0 -1.4 -1.4 -7.5 10.2 -8.8 7.3 -20.0 -0.4 10.1 -5.3 14.0 -5.9 8.4 11.4 20.0 20.0 6.7 -2.4 -17.0 -17.6 -8.5 -17.6 PALLAD 4.1 -5.5 -0.6 6.8 -10.2 7.2 -0.1 6.7 5.6 -7.3 7.1 2.0 6.3 5.2 6.7 -3.8 -3.1 -3.5 -3.3 8.2 6.6 3.9 4.8 8.9 14.8 9.3 -19.0 10.3 -6.7 9.6 5.7 5.1 -7.0 1.0 -1.7 3.4 4.5 -7.4 -20.0 -19.5 PLAT 8.7 -6.5 -15.2 7.4 -11.1 7.8 -0.1 7.3 6.1 -0.8 10.1 5.6 9.4 8.2 9.1 -4.9 -4.0 -4.6 -4.1 13.2 9.0 15.5 6.8 18.0 0.1 15.6 -5.9 12.5 11.2 11.7 19.3 3.8 20.0 20.0 19.9 6.4 20.0 11.2 -20.0 -14.1 REDWHEAT -1.7 2.3 7.8 -20.0 -0.6 -20.0 -3.5 -20.0 -15.8 4.7 -17.2 9.8 -20.0 -3.6 -3.5 -16.0 -16.3 -16.0 -16.6 -3.8 -10.5 3.6 -20.0 0.3 6.9 -2.4 -2.5 -5.9 2.7 -13.8 -0.4 -17.8 19.0 7.1 14.8 20.0 -20.0 -20.0 -20.0 -20.0 RICE 1.0 5.1 -13.1 -10.6 -0.2 -14.4 -1.3 -14.7 -5.7 -2.8 -8.6 -3.0 -8.8 -4.9 -7.7 -20.0 -14.1 -20.0 -19.7 -11.3 -15.4 -5.7 -16.7 -7.2 0.5 -10.7 -3.0 -14.3 -3.4 -15.9 -6.2 -19.0 2.9 -3.3 -3.2 -11.0 -10.9 -15.7 -0.5 -15.4 ROBUSTA -20.0 -17.0 1.7 -13.5 -0.3 -18.4 -1.6 -18.7 -7.3 9.6 0.7 -2.9 -1.0 -7.1 -5.8 16.4 13.2 12.7 12.3 -9.5 -3.6 -2.9 -0.2 -12.1 -20.0 -8.2 6.7 -3.2 -3.0 -0.0 -11.0 20.0 0.6 -15.9 -9.9 6.8 -6.0 13.5 7.5 20.0 RUSSELL 4.2 2.1 3.1 8.2 5.5 10.6 8.6 11.8 8.3 -7.1 14.4 -4.8 13.6 9.2 10.3 -4.4 -5.2 -4.7 -4.8 9.7 12.7 -2.0 12.4 5.5 7.3 7.1 -4.7 10.0 -0.1 10.3 4.5 0.7 -12.7 -2.1 1.3 -1.9 -4.8 -20.0 -12.2 -20.0 SHATZ -8.3 -11.1 -8.0 -8.8 -7.8 -4.8 -7.9 -3.5 -9.8 10.9 -15.8 -3.4 -8.4 -11.0 -14.7 -20.0 -17.4 -17.6 -16.4 -16.9 -14.6 0.3 -9.9 -12.1 9.3 -20.0 -5.0 -17.8 -14.9 -10.5 -20.0 -20.0 2.9 -15.6 -17.6 -17.2 16.6 20.0 20.0 20.0 SILVER-mini -2.3 4.2 -7.6 8.8 -13.2 9.3 -0.1 8.7 7.2 4.8 13.5 9.6 13.1 12.3 13.4 -5.7 -6.4 -5.8 -6.0 20.0 19.2 20.0 13.3 20.0 -10.7 20.0 -7.0 20.0 6.5 20.0 20.0 -0.0 15.2 20.0 20.0 20.0 4.5 20.0 -11.4 -3.1 SMI 11.0 19.6 19.2 11.1 7.4 14.3 11.6 16.0 11.2 18.4 20.0 20.0 16.9 20.0 20.0 10.9 4.8 7.9 6.0 20.0 20.0 20.0 19.1 20.0 13.0 20.0 20.0 20.0 20.0 15.6 20.0 18.3 19.5 20.0 20.0 17.7 1.3 20.0 1.9 20.0 SOFR -8.6 -9.3 -6.8 -11.8 -10.5 -6.4 -10.5 -4.6 -13.1 6.7 7.5 -9.9 15.7 -14.5 -15.5 7.8 6.0 7.6 7.1 -8.7 0.9 -1.8 10.2 -8.8 -20.0 -8.1 -1.6 1.6 -5.4 9.7 -10.1 5.0 4.8 -5.4 7.5 -3.3 -10.9 -16.9 -9.7 -20.0 SOYBEAN -20.0 -5.8 8.7 -20.0 -0.6 -20.0 -3.5 -20.0 -15.8 -0.8 8.8 -15.8 4.5 -15.5 -3.0 -4.0 -5.2 -3.2 -4.7 -5.9 3.4 -13.2 0.1 -16.2 -7.0 -7.9 -4.6 7.4 -16.5 5.2 -20.0 1.7 -11.3 -20.0 4.9 20.0 -20.0 -8.9 -20.0 -4.4 SOYMEAL -20.0 -5.4 20.0 -20.0 -0.4 -20.0 -2.6 -20.0 -11.6 -4.6 0.1 -12.2 -9.5 -13.4 -1.6 -10.7 -14.7 -12.9 -14.7 -3.7 0.9 -8.1 -5.0 -10.8 -14.8 3.5 -4.2 9.5 -9.0 0.2 -9.0 -15.3 -8.4 -15.5 10.0 20.0 -18.7 -20.0 -9.1 -20.0 SOYOIL -18.0 -5.1 -9.4 -20.0 -0.6 -20.0 -3.4 -20.0 -15.3 13.8 -7.8 -13.2 6.6 -14.1 -15.6 -8.7 -5.5 -8.3 -7.1 -14.0 -6.4 -10.5 2.9 -17.1 -18.9 -19.3 7.5 -10.1 -8.3 -1.5 -20.0 0.1 2.9 -20.0 -0.9 4.5 -20.0 -19.0 -20.0 -20.0 SP400 8.6 6.0 -0.5 8.5 5.7 11.0 8.9 12.3 8.6 2.2 14.4 2.8 9.1 12.5 11.4 -6.0 -6.0 -5.9 -5.8 9.6 8.3 4.0 7.2 9.5 1.7 5.8 -2.4 3.8 3.2 2.7 7.1 -0.7 -8.0 -0.6 6.3 -13.4 -3.5 -20.0 -7.2 -20.0 SP500_micro 1.2 -2.4 -9.9 9.3 6.2 12.0 9.8 13.4 9.4 12.3 18.1 14.2 18.5 14.7 13.9 -8.4 -9.4 -8.9 -9.0 11.9 18.6 10.0 20.0 10.1 -19.1 4.9 6.0 9.8 8.4 14.1 5.4 -6.4 3.7 -5.8 -3.8 -1.8 1.9 -20.0 2.0 -20.0 SUGAR11 11.7 10.4 -6.5 -19.7 -0.4 -20.0 -2.4 -20.0 -10.6 5.6 -12.5 8.8 -14.5 9.9 -6.8 18.2 11.0 15.6 11.0 -3.7 -12.6 4.9 -16.6 3.9 -20.0 -3.7 1.9 -12.3 8.2 -15.0 5.3 20.0 6.1 12.6 18.6 1.2 -9.8 -17.4 -2.6 -12.8 US10 -4.8 -6.3 0.4 -10.4 -9.2 -5.6 -9.3 -4.1 -11.5 11.5 11.7 1.6 7.4 -7.4 -6.3 2.2 0.5 2.1 1.7 -2.1 3.9 3.2 6.9 -2.1 -9.5 0.0 5.6 6.4 4.2 9.9 -0.6 -4.3 12.0 5.8 11.6 7.7 -20.0 -20.0 -16.1 -20.0 US10U -5.2 -6.8 3.1 -12.9 -11.4 -6.9 -11.5 -5.1 -14.2 15.1 15.1 -2.4 5.5 -11.7 -4.6 2.6 -0.4 1.7 0.8 -1.4 5.9 3.4 7.5 -2.4 -14.7 1.6 9.5 11.0 7.5 14.2 0.1 -6.2 19.2 8.0 13.6 15.9 -12.5 -11.7 -12.9 -20.0 US2 2.9 -3.7 -1.5 -9.9 -8.8 -5.3 -8.8 -3.9 -10.9 14.0 1.0 13.6 -2.6 3.2 -5.8 -9.2 -14.4 -11.2 -12.1 -1.8 -0.3 7.0 1.0 1.7 17.5 -1.4 5.4 1.1 3.9 4.4 0.7 -20.0 6.3 12.5 11.1 1.4 -20.0 -13.2 -20.0 -20.0 US20 -5.2 -10.0 3.8 -8.9 -7.9 -4.8 -8.0 -3.5 -9.8 13.6 7.1 -0.5 -3.4 -8.8 -5.1 4.7 3.3 4.3 4.0 -3.9 1.1 2.0 1.6 -3.8 -9.8 -2.1 11.5 4.3 8.2 5.8 -1.0 0.0 17.3 5.9 4.1 10.8 -4.5 14.5 -2.5 -17.7 US30 -6.0 -10.3 4.0 -10.5 -9.3 -5.6 -9.3 -4.1 -11.5 8.0 3.2 -7.0 -9.4 -14.1 -8.9 1.1 -1.6 0.5 -0.6 -7.0 -1.7 -1.4 -2.5 -7.3 -5.6 -5.5 10.1 1.7 5.7 2.5 -4.8 -8.3 17.0 5.6 1.8 10.8 -3.7 8.8 0.1 -14.2 US5 -2.3 -5.0 -1.6 -10.4 -9.2 -5.6 -9.3 -4.1 -11.5 10.1 9.5 4.7 7.1 -4.3 -6.2 0.2 -2.7 -0.8 -1.5 -1.9 2.7 4.2 6.0 -0.8 -4.5 -0.7 4.0 4.4 2.7 8.7 -0.6 -9.8 9.1 7.2 12.4 3.8 -20.0 -20.0 -20.0 -20.0 VIX -14.2 -11.9 -6.9 -20.0 -12.8 -18.0 -20.0 -8.6 -20.0 -17.8 -20.0 -20.0 -17.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -18.7 -19.5 -11.7 -20.0 NaN -20.0 -15.9 -18.2 -20.0 -8.8 -20.0 NaN NaN NaN NaN NaN -2.7 -20.0 NaN NaN WHEAT -6.5 -5.5 2.1 -20.0 -0.6 -20.0 -3.6 -20.0 -16.2 0.6 -20.0 -5.0 -20.0 -15.9 -15.8 -17.6 -18.1 -17.4 -17.6 -13.2 -15.7 -4.9 -20.0 -10.7 11.4 -13.3 -3.4 -11.3 -6.1 -14.7 -13.1 -20.0 7.0 -4.5 3.2 19.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3