******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20251231_204140 produced at 2025-12-31 21:41:31.631611 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.20 0.0 0.00 0.00 0.00 0.00 -19.54 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.76 0.0 0.00 0.00 0.00 0.00 -44.52 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.36 0.0 999.00 -999.00 -0.23 -0.23 -39.30 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 -5.32 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -31.68 59.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -0.92 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.09 -0.08 0.0 0.17 -0.17 -0.09 -0.11 -5.21 11.0 -6 -7 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.08 0.0 0.64 -0.64 -0.11 -0.11 -2.03 17.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.28 -1.28 0.00 0.00 -1.43 25.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.07 0.0 1.21 -1.21 0.00 0.00 -1.10 19.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.07 0.0 1.34 -1.34 0.00 0.00 -0.52 10.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.06 0.0 999.00 -999.00 0.00 0.00 -1.25 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.89 -0.89 0.00 0.00 -0.92 17.0 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 -6.32 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.13 -0.13 0.00 0.00 -3.77 12.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -4.83 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -1.09 999999999.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.35 -0.04 0.0 0.70 -0.70 -0.35 -0.28 -0.51 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 -4.34 4.0 -3 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.70 -0.70 0.00 0.00 -0.59 13.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.03 0.0 0.21 -0.21 0.00 0.00 -6.13 51.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.55 -0.55 -0.07 -0.07 -1.22 23.0 -3 -3 caleb_strategy_v3 CHF False False 0.07 -0.22 -0.03 0.0 0.96 -0.96 -0.22 -0.22 -0.37 13.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.47 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.61 8.0 -3 -3 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 -0.02 -0.97 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.51 9.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.02 0.0 0.14 -0.14 -0.10 -0.10 -1.80 10.0 -7 -7 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.10 -0.10 -0.01 -0.01 -4.11 26.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.14 -0.14 -0.03 -0.03 -2.35 18.0 -4 -4 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 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.16 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.11 -0.01 0.0 0.33 -0.33 -0.11 -0.11 -0.27 6.0 -2 -2 caleb_strategy_v3 GOLD_micro False False 0.02 -0.10 -0.01 0.0 1.13 -1.13 -0.10 -0.16 -0.29 56.0 -5 -8 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 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.60 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.01 0.0 0.77 -0.77 -0.03 -0.03 -0.68 48.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.74 -0.74 -0.03 -0.03 -0.39 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.42 -0.42 0.00 0.00 -0.37 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 -0.48 5.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.31 0.00 0.0 0.31 -0.31 0.31 0.31 0.01 2.0 2 2 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.15 -0.15 0.00 0.00 0.05 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 0.71 66.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.00 2.20 68.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.16 0.01 0.0 999.00 -999.00 0.16 0.16 0.14 999999999.0 2 2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.47 -0.47 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.01 0.0 0.11 -0.11 0.03 0.03 0.53 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.02 0.0 0.74 -0.74 0.00 0.00 0.55 17.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.57 -0.57 0.00 0.00 0.94 21.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.03 0.0 0.66 -0.66 0.00 0.00 0.44 10.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.05 0.0 0.64 -0.64 0.08 0.08 0.66 8.0 1 1 caleb_strategy_v3 OAT False False 0.07 0.13 0.06 0.0 0.66 -0.66 0.13 0.13 0.92 10.0 2 2 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 CAD False False 0.03 0.03 0.07 0.0 0.99 -0.99 0.03 0.03 2.11 29.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.73 13.0 2 2 caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.20 1.41 999999999.0 3 3 caleb_strategy_v3 EUR False False 0.07 0.00 0.09 0.0 0.96 -0.96 0.00 0.00 1.35 14.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.11 0.0 0.00 0.00 0.00 0.00 2.47 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.27 0.11 0.0 0.86 -0.86 0.27 0.27 2.70 22.0 7 7 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.12 0.0 0.64 -0.64 0.16 0.16 3.85 20.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.59 -0.59 0.00 0.00 4.66 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.15 0.0 0.54 -0.54 0.17 0.17 9.74 36.0 11 11 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 0.78 0.0 0.77 -0.77 0.62 0.62 60.93 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.6 Shocked risk 76.1 Sum abs risk 61.5 Leverage 8.23 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2141018.79, 'annual_cash_vol_target': 535254.6975, 'daily_cash_vol_target': 33453.41859375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6673 0.4950 7.9197 BITCOIN 1975.7782 87860.0000 2.2488 35.9805 BOBL 0.1730 116.1600 0.1489 2.3827 BTP 0.4265 120.1800 0.3549 5.6785 BUND 0.3603 127.5700 0.2824 4.5185 BUXL 0.8166 110.1200 0.7415 11.8648 CAC 49.7588 8153.0000 0.6103 9.7650 CAD 0.0025 0.7312 0.3416 5.4653 CANOLA 7.4633 602.4000 1.2389 19.8229 CHF 0.0048 1.2707 0.3750 6.0006 COCOA 134.3895 6088.0000 2.2074 35.3192 COFFEE 5.2323 333.2000 1.5703 25.1251 COPPER 0.0842 5.6925 1.4799 23.6781 CORN 3.6459 460.2500 0.7921 12.6744 COTTON2 0.6088 64.3000 0.9468 15.1495 CRUDE_W 0.7927 56.9300 1.3924 22.2783 DAX 154.4783 24690.0000 0.6257 10.0107 DOW 285.5985 48441.0000 0.5896 9.4333 DX 0.3279 98.0300 0.3344 5.3512 EUR 0.0039 1.1780 0.3280 5.2478 EURIBOR-ICE 0.0333 97.6250 0.0341 0.5458 EUROSTX 40.4868 5841.0000 0.6931 11.0904 FEEDCOW 3.1205 344.1750 0.9067 14.5068 GASOIL 10.9938 610.0000 1.8023 28.8362 GASOLINE 0.0284 1.9601 1.4471 23.1529 GAS_US_mini 0.1445 3.1300 4.6159 73.8539 GBP 0.0056 1.3456 0.4179 6.6864 GOLD_micro 48.9190 4324.0000 1.1313 18.1014 HEATOIL 0.0374 2.0736 1.8056 28.8897 JGB-SGX-mini 0.2055 132.4000 0.1552 2.4829 JPY 0.0000 0.0064 0.5865 9.3846 LEANHOG 1.0280 89.8750 1.1438 18.3010 LIVECOW 2.0338 232.1250 0.8762 14.0185 LUMBER-new 7.0500 575.0000 1.2261 19.6173 MXP 0.0003 0.0551 0.4763 7.6210 NASDAQ_micro 203.9671 25526.5000 0.7990 12.7846 NIKKEI 474.1961 50400.0000 0.9409 15.0538 NZD 0.0033 0.5768 0.5650 9.0406 OAT 0.3760 120.5900 0.3118 4.9891 OATIES 5.2311 312.0000 1.6766 26.8262 OJ 6.3948 203.9500 3.1355 50.1675 PALLAD 76.0237 1637.5000 4.6427 74.2827 PLAT 86.7863 2007.1000 4.3240 69.1835 REDWHEAT 7.5723 528.0000 1.4341 22.9464 RICE 0.1484 9.9450 1.4917 23.8673 ROBUSTA 67.9309 3951.0000 1.7193 27.5093 RUSSELL 24.6743 2499.8000 0.9871 15.7928 SHATZ 0.0498 106.7900 0.0467 0.7464 SILVER-mini 2.2402 69.9000 3.2049 51.2777 SMI 73.8480 13207.0000 0.5592 8.9465 SOFR 0.0440 96.5450 0.0456 0.7293 SOYBEAN 8.0815 1064.2500 0.7594 12.1498 SOYMEAL 3.6014 304.0000 1.1847 18.9547 SOYOIL 0.5764 49.0800 1.1743 18.7889 SP400 26.7924 3333.2000 0.8038 12.8609 SP500_micro 41.0400 6908.2500 0.5941 9.5051 SUGAR11 0.2264 14.6200 1.5485 24.7754 US10 0.2904 112.2969 0.2586 4.1378 US10U 0.3862 114.7812 0.3365 5.3834 US2 0.0683 104.3867 0.0654 1.0464 US20 0.5911 115.2500 0.5129 8.2061 US30 0.8420 117.6250 0.7158 11.4533 US5 0.1883 109.2188 0.1724 2.7582 VIX 0.4208 19.6000 2.1471 34.3541 WHEAT 6.5173 564.0000 1.1556 18.4888 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 667.30 0.49 330.30 1.00 330.30 33453.42 101.28 17.70 179.29 BITCOIN 87.86 2.25 197.58 1.00 197.58 33453.42 169.32 -17.25 -292.15 BOBL 1161.60 0.15 172.98 1.18 203.57 33453.42 164.33 -6.57 -107.95 BTP 1201.80 0.35 426.53 1.18 501.96 33453.42 66.65 1.93 12.88 BUND 1275.70 0.28 360.27 1.18 423.98 33453.42 78.90 -6.41 -50.58 BUXL 1101.20 0.74 816.59 1.18 960.99 33453.42 34.81 -10.77 -37.48 CAC 815.30 0.61 497.59 1.18 585.90 33453.42 57.10 12.68 72.38 CAD 731.25 0.34 249.78 1.00 249.78 33453.42 133.93 6.07 81.31 CANOLA 120.48 1.24 149.27 0.73 109.07 33453.42 306.70 -8.21 -251.73 CHF 1588.38 0.38 595.70 1.00 595.70 33453.42 56.16 -2.56 -14.40 COCOA 608.80 2.21 1343.90 1.00 1343.90 33453.42 24.89 -6.47 -16.11 COFFEE 1249.50 1.57 1962.11 1.00 1962.11 33453.42 17.05 1.32 2.25 COPPER 1423.12 1.48 2106.05 1.00 2106.05 33453.42 15.88 8.20 13.02 CORN 230.12 0.79 182.29 1.00 182.29 33453.42 183.51 -8.44 -154.82 COTTON2 321.50 0.95 304.41 1.00 304.41 33453.42 109.90 -19.47 -213.98 CRUDE_W 569.30 1.39 792.69 1.00 792.69 33453.42 42.20 -1.05 -4.45 DAX 246.90 0.63 154.48 1.18 181.80 33453.42 184.02 7.99 147.01 DOW 242.20 0.59 142.80 1.00 142.80 33453.42 234.27 1.31 30.71 DX 980.30 0.33 327.86 1.00 327.86 33453.42 102.04 -4.72 -48.15 EUR 1472.50 0.33 482.96 1.00 482.96 33453.42 69.27 7.48 51.81 EURIBOR-ICE 2440.62 0.03 83.25 1.18 98.03 33453.42 341.25 -0.45 -15.21 EUROSTX 584.10 0.69 404.87 1.18 476.46 33453.42 70.21 16.05 112.66 FEEDCOW 1720.88 0.91 1560.27 1.00 1560.27 33453.42 21.44 9.26 19.85 GASOIL 610.00 1.80 1099.38 1.00 1099.38 33453.42 30.43 3.98 12.11 GASOLINE 823.24 1.45 1191.28 1.00 1191.28 33453.42 28.08 -8.92 -25.04 GAS_US_mini 78.25 4.62 361.19 1.00 361.19 33453.42 92.62 -4.10 -37.95 GBP 841.00 0.42 351.46 1.00 351.46 33453.42 95.19 10.90 103.73 GOLD_micro 432.40 1.13 489.19 1.00 489.19 33453.42 68.39 -1.23 -8.38 HEATOIL 870.91 1.81 1572.52 1.00 1572.52 33453.42 21.27 -3.55 -7.55 JGB-SGX-mini 132400.00 0.16 20545.60 0.01 131.68 33453.42 254.04 -16.16 -410.52 JPY 802.38 0.59 470.62 1.00 470.62 33453.42 71.08 -11.00 -78.20 LEANHOG 359.50 1.14 411.20 1.00 411.20 33453.42 81.36 9.55 77.69 LIVECOW 928.50 0.88 813.51 1.00 813.51 33453.42 41.12 4.04 16.62 LUMBER-new 158.12 1.23 193.87 1.00 193.87 33453.42 172.55 -15.02 -259.22 MXP 275.60 0.48 131.27 1.00 131.27 33453.42 254.84 16.27 414.51 NASDAQ_micro 510.53 0.80 407.93 1.00 407.93 33453.42 82.01 -6.39 -52.37 NIKKEI 50400.00 0.94 47419.61 0.01 303.60 33453.42 110.19 8.15 89.79 NZD 576.85 0.57 325.94 1.00 325.94 33453.42 102.64 3.52 36.13 OAT 1205.90 0.31 376.02 1.18 442.51 33453.42 75.60 3.55 26.87 OATIES 156.00 1.68 261.56 1.00 261.56 33453.42 127.90 -15.51 -198.32 OJ 305.92 3.14 959.22 1.00 959.22 33453.42 34.88 -7.08 -24.68 PALLAD 1637.50 4.64 7602.37 1.00 7602.37 33453.42 4.40 3.13 1.38 PLAT 1003.55 4.32 4339.32 1.00 4339.32 33453.42 7.71 6.85 5.28 REDWHEAT 264.00 1.43 378.61 1.00 378.61 33453.42 88.36 -13.70 -121.01 RICE 198.90 1.49 296.70 1.00 296.70 33453.42 112.75 -15.78 -177.97 ROBUSTA 395.10 1.72 679.31 1.00 679.31 33453.42 49.25 -5.59 -27.53 RUSSELL 124.99 0.99 123.37 1.00 123.37 33453.42 271.16 2.44 66.23 SHATZ 1067.90 0.05 49.82 1.18 58.63 33453.42 570.59 -9.18 -524.00 SILVER-mini 1747.50 3.20 5600.49 1.00 5600.49 33453.42 5.97 6.73 4.02 SMI 1320.70 0.56 738.48 1.27 935.24 33453.42 35.77 20.00 71.54 SOFR 2413.62 0.05 110.01 1.00 110.01 33453.42 304.09 -10.56 -321.05 SOYBEAN 532.12 0.76 404.08 1.00 404.08 33453.42 82.79 -12.62 -104.45 SOYMEAL 304.00 1.18 360.14 1.00 360.14 33453.42 92.89 -17.43 -161.88 SOYOIL 294.48 1.17 345.81 1.00 345.81 33453.42 96.74 -20.00 -193.48 SP400 3333.20 0.80 2679.24 1.00 2679.24 33453.42 12.49 0.27 0.33 SP500_micro 345.41 0.59 205.20 1.00 205.20 33453.42 163.03 -1.78 -29.03 SUGAR11 163.74 1.55 253.55 1.00 253.55 33453.42 131.94 -7.32 -96.56 US10 1122.97 0.26 290.41 1.00 290.41 33453.42 115.19 -6.27 -72.17 US10U 1147.81 0.34 386.20 1.00 386.20 33453.42 86.62 -5.33 -46.21 US2 2087.73 0.07 136.53 1.00 136.53 33453.42 245.02 -2.95 -72.35 US20 1152.50 0.51 591.10 1.00 591.10 33453.42 56.60 -2.28 -12.90 US30 1176.25 0.72 842.00 1.00 842.00 33453.42 39.73 -5.39 -21.40 US5 1092.19 0.17 188.28 1.00 188.28 33453.42 177.68 -6.34 -112.69 VIX 196.00 2.15 420.84 1.00 420.84 33453.42 79.49 -20.00 -158.99 WHEAT 282.00 1.16 325.87 1.00 325.87 33453.42 102.66 -18.12 -186.00 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 179.293 0.010 2.5 4.658 BITCOIN -292.152 0.043 2.5 -31.681 BOBL -107.947 0.004 2.5 -1.096 BTP 12.877 0.014 2.5 0.440 BUND -50.578 0.004 2.5 -0.514 BUXL -37.484 0.004 2.5 -0.381 CAC 72.381 0.014 2.5 2.472 CAD 81.312 0.010 2.5 2.113 CANOLA -251.734 0.010 2.5 -6.133 CHF -14.402 0.010 2.5 -0.374 COCOA -16.110 0.010 2.5 -0.392 COFFEE 2.253 0.005 2.5 0.030 COPPER 13.020 0.043 2.5 1.412 CORN -154.821 0.010 2.5 -3.772 COTTON2 -213.980 0.010 2.5 -5.213 CRUDE_W -4.449 0.043 2.5 -0.482 DAX 147.008 0.014 2.5 5.021 DOW 30.711 0.009 2.5 0.715 DX -48.148 0.010 2.5 -1.251 EUR 51.810 0.010 2.5 1.346 EURIBOR-ICE -15.209 0.014 2.5 -0.519 EUROSTX 112.661 0.014 2.5 3.848 FEEDCOW 19.852 0.013 2.5 0.659 GASOIL 12.105 0.017 2.5 0.525 GASOLINE -25.036 0.017 2.5 -1.087 GAS_US_mini -37.946 0.043 2.5 -4.115 GBP 103.726 0.010 2.5 2.695 GOLD_micro -8.380 0.014 2.5 -0.286 HEATOIL -7.552 0.017 2.5 -0.328 JGB-SGX-mini -410.517 0.043 2.5 -44.516 JPY -78.205 0.010 2.5 -2.032 LEANHOG 77.686 0.024 2.5 4.728 LIVECOW 16.620 0.013 2.5 0.552 LUMBER-new -259.223 0.010 2.5 -6.315 MXP 414.514 0.059 2.5 60.925 NASDAQ_micro -52.371 0.009 2.5 -1.219 NIKKEI 89.792 0.043 2.5 9.737 NZD 36.128 0.010 2.5 0.939 OAT 26.870 0.014 2.5 0.918 OATIES -198.323 0.010 2.5 -4.832 OJ -24.680 0.010 2.5 -0.601 PALLAD 1.376 0.014 2.5 0.047 PLAT 5.278 0.014 2.5 0.180 REDWHEAT -121.006 0.005 2.5 -1.607 RICE -177.966 0.010 2.5 -4.336 ROBUSTA -27.528 0.005 2.5 -0.366 RUSSELL 66.231 0.013 2.5 2.198 SHATZ -523.995 0.004 2.5 -5.321 SILVER-mini 4.021 0.014 2.5 0.137 SMI 71.540 0.014 2.5 2.444 SOFR -321.045 0.024 2.5 -19.539 SOYBEAN -104.446 0.004 2.5 -0.973 SOYMEAL -161.882 0.004 2.5 -1.508 SOYOIL -193.478 0.004 2.5 -1.804 SP400 0.333 0.013 2.5 0.011 SP500_micro -29.035 0.009 2.5 -0.676 SUGAR11 -96.561 0.010 2.5 -2.353 US10 -72.170 0.005 2.5 -0.916 US10U -46.207 0.005 2.5 -0.586 US2 -72.352 0.005 2.5 -0.918 US20 -12.895 0.005 2.5 -0.164 US30 -21.405 0.005 2.5 -0.272 US5 -112.689 0.005 2.5 -1.430 VIX -158.985 0.099 2.5 -39.299 WHEAT -185.999 0.005 2.5 -2.471 ===================== Position diags ===================== AUD 2.63 BITCOIN 18.36 BOBL 1.67 BTP 2.28 BUND 0.80 BUXL 0.35 CAC 1.95 CAD 3.48 CANOLA 7.47 CHF 1.46 COCOA 0.61 COFFEE 0.23 COPPER 1.72 CORN 4.47 COTTON2 2.68 CRUDE_W 4.58 DAX 6.29 DOW 5.45 DX 2.65 EUR 1.80 EURIBOR-ICE 11.66 EUROSTX 2.40 FEEDCOW 0.71 GASOIL 1.32 GASOLINE 1.22 GAS_US_mini 10.04 GBP 2.47 GOLD_micro 2.34 HEATOIL 0.92 JGB-SGX-mini 27.55 JPY 1.85 LEANHOG 4.95 LIVECOW 1.36 LUMBER-new 4.20 MXP 37.46 NASDAQ_micro 1.91 NIKKEI 11.95 NZD 2.67 OAT 2.58 OATIES 3.12 OJ 0.85 PALLAD 0.15 PLAT 0.26 REDWHEAT 1.17 RICE 2.75 ROBUSTA 0.65 RUSSELL 9.00 SHATZ 5.79 SILVER-mini 0.20 SMI 1.22 SOFR 18.51 SOYBEAN 0.77 SOYMEAL 0.87 SOYOIL 0.90 SP400 0.41 SP500_micro 3.79 SUGAR11 3.21 US10 1.46 US10U 1.10 US2 3.11 US20 0.72 US30 0.50 US5 2.25 VIX 19.65 WHEAT 1.36 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.7 4.4 4.9 0.0 0 BITCOIN -31.7 -33.5 -29.8 0.0 0 BOBL -1.1 -1.3 -0.9 0.0 0 BTP 0.4 0.2 0.7 0.0 0 BUND -0.5 -0.6 -0.4 -5.0 -5 BUXL -0.4 -0.4 -0.3 -4.0 -4 CAC 2.5 2.3 2.7 0.0 0 CAD 2.1 1.8 2.5 1.0 1 CANOLA -6.1 -6.9 -5.4 0.0 0 CHF -0.4 -0.5 -0.2 -3.0 -3 COCOA -0.4 -0.5 -0.3 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN -3.8 -4.2 -3.3 0.0 0 COTTON2 -5.2 -5.5 -4.9 -6.0 -6 CRUDE_W -0.5 -0.9 -0.0 0.0 0 DAX 5.0 4.4 5.6 0.0 0 DOW 0.7 0.2 1.3 0.0 0 DX -1.3 -1.5 -1.0 0.0 0 EUR 1.3 1.2 1.5 0.0 0 EURIBOR-ICE -0.5 -1.7 0.6 0.0 0 EUROSTX 3.8 3.6 4.1 5.0 5 FEEDCOW 0.7 0.6 0.7 1.0 1 GASOIL 0.5 0.4 0.7 1.0 1 GASOLINE -1.1 -1.2 -1.0 0.0 0 GAS_US_mini -4.1 -5.1 -3.1 -3.0 -3 GBP 2.7 2.4 2.9 7.0 7 GOLD_micro -0.3 -0.5 -0.1 -5.0 -5 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -44.5 -47.3 -41.8 0.0 0 JPY -2.0 -2.2 -1.8 -3.0 -3 LEANHOG 4.7 4.2 5.2 2.0 2 LIVECOW 0.6 0.4 0.7 0.0 0 LUMBER-new -6.3 -6.7 -5.9 0.0 0 MXP 60.9 57.2 64.7 48.0 48 NASDAQ_micro -1.2 -1.4 -1.0 -3.0 -3 NIKKEI 9.7 8.5 10.9 11.0 11 NZD 0.9 0.7 1.2 0.0 0 OAT 0.9 0.7 1.2 2.0 2 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.2 0.2 0.2 0.0 0 REDWHEAT -1.6 -1.7 -1.5 -3.0 -3 RICE -4.3 -4.6 -4.1 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 2.2 1.3 3.1 0.0 0 SHATZ -5.3 -5.9 -4.7 NaN 0 SILVER-mini 0.1 0.1 0.2 2.0 2 SMI 2.4 2.3 2.6 0.0 0 SOFR -19.5 -21.4 -17.7 NaN 0 SOYBEAN -1.0 -1.0 -0.9 -1.0 -1 SOYMEAL -1.5 -1.6 -1.4 -1.0 -1 SOYOIL -1.8 -1.9 -1.7 -7.0 -7 SP400 0.0 -0.0 0.1 2.0 2 SP500_micro -0.7 -1.1 -0.3 -2.0 -2 SUGAR11 -2.4 -2.7 -2.0 -4.0 -4 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -0.9 -1.2 -0.6 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -2.0 -2 US5 -1.4 -1.7 -1.2 0.0 0 VIX -39.3 -41.3 -37.3 -25.0 -25 WHEAT -2.5 -2.6 -2.3 -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 0.3 0.3 0.0 0.1 -0.0 -0.0 0.2 0.1 0.2 0.1 0.4 0.1 0.3 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 0.1 0.2 2.3 0.2 -0.0 0.2 0.1 0.1 0.2 0.3 0.2 0.1 0.3 0.5 0.1 0.7 0.2 0.7 BITCOIN -0.1 -0.6 -0.6 0.1 -0.2 0.4 -0.1 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 0.5 -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 -0.1 0.1 -0.2 -0.1 -0.0 -0.2 -0.1 0.4 -0.2 -0.0 -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 -0.5 -0.0 -0.1 -0.1 -0.2 -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 0.4 0.1 0.9 0.1 0.1 0.2 0.1 0.2 0.1 0.3 -0.2 -0.3 -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 -0.1 0.2 -0.2 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.1 -0.1 0.2 2.7 0.2 0.0 0.0 0.2 -0.1 0.2 -0.4 0.1 0.6 0.6 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 -0.3 -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 -0.1 -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 0.1 0.1 0.2 -0.1 0.1 0.1 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 0.1 0.4 0.1 -1.1 0.0 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 0.0 -0.1 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.1 0.0 0.9 0.0 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 -0.1 0.3 -0.2 0.7 -0.2 1.1 -0.3 -0.6 -0.3 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 0.3 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 0.1 0.2 0.2 -0.5 0.1 -0.1 0.3 -0.0 0.4 0.1 -0.0 0.2 -0.3 -0.2 -0.4 0.7 0.7 0.7 0.7 CORN -0.1 -0.0 0.2 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.1 -0.1 -0.4 -0.1 0.0 -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 -0.1 -0.7 -0.2 0.1 -0.5 0.2 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.0 -1.7 -0.2 0.0 -0.5 0.0 -0.7 -0.1 -1.0 0.2 0.1 -0.0 0.2 -0.2 -0.4 -0.2 -0.3 CRUDE_W -0.1 -0.2 -0.3 -0.1 0.0 -0.1 0.0 -0.0 -0.1 0.0 -0.4 -0.0 -0.6 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.0 -0.3 -0.1 1.1 -0.2 0.1 -0.5 0.1 -0.6 -0.0 -0.1 0.2 0.3 -0.1 -0.4 0.6 0.7 0.3 0.7 DAX 0.5 -0.0 -0.3 0.1 0.0 0.4 0.1 0.6 0.1 0.2 0.3 0.2 0.6 0.2 0.1 -0.2 -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 -0.0 0.3 0.0 0.4 0.1 -0.1 0.4 0.0 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -1.6 0.1 -0.0 0.3 0.0 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 -0.2 0.4 0.1 -0.0 -0.0 0.1 0.1 0.2 -0.0 0.1 -0.1 -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 -0.1 -0.1 -0.2 0.9 -0.3 -0.6 -0.6 0.4 0.1 0.6 0.2 0.7 EUR 0.5 0.2 -0.2 0.1 -0.0 -0.0 0.2 0.1 0.2 -0.1 0.2 0.1 0.7 0.2 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.4 0.1 1.9 0.2 -0.1 0.3 0.1 0.5 0.2 -0.4 -0.3 0.0 0.5 0.3 -0.1 -0.7 -0.1 -0.7 EURIBOR-ICE -0.3 -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 0.2 -0.6 -0.5 -0.3 0.3 0.7 0.5 0.7 EUROSTX 0.1 0.0 0.2 0.1 0.0 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 0.2 0.5 0.2 -1.0 0.2 0.2 0.4 0.2 0.4 0.2 0.4 0.0 0.0 0.2 0.2 0.4 0.7 0.3 0.7 FEEDCOW 0.6 0.1 -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 0.2 -2.7 0.0 0.1 0.2 0.1 0.6 0.1 1.1 0.2 0.6 0.4 0.2 0.7 0.7 0.7 0.7 GASOIL -0.5 -0.5 -0.0 -0.1 0.0 -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 0.0 0.1 0.0 0.1 -0.1 1.1 0.1 0.0 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.4 -0.4 -0.2 -0.1 0.0 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.4 0.1 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -2.6 -0.2 0.0 -0.3 0.0 -0.2 -0.1 -0.2 0.2 -0.2 -0.2 -0.3 0.7 0.7 0.5 0.7 GAS_US_mini -0.6 0.0 0.4 -0.1 0.0 -0.1 0.0 -0.0 -0.0 -0.0 -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 -0.1 -0.1 -0.1 -1.1 -0.3 -0.4 0.1 0.2 0.2 -0.7 -0.3 -0.7 GBP 0.5 0.4 -0.3 0.1 -0.0 -0.0 0.2 0.1 0.2 0.0 -0.0 0.2 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.2 0.2 0.3 0.2 0.0 0.1 0.2 0.3 0.2 0.3 0.1 0.3 0.6 0.2 0.2 -0.2 0.3 -0.2 GOLD_micro -0.1 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 -0.1 0.5 -0.1 0.7 0.1 -0.3 0.0 -0.1 0.1 0.6 0.3 0.1 -0.4 -0.6 HEATOIL -0.5 -0.5 -0.1 -0.1 0.0 -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 0.8 -0.1 -0.1 -0.0 0.0 0.6 0.4 -0.2 -0.4 JGB-SGX-mini -0.1 -0.6 -0.5 -0.1 -0.1 -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 -0.5 -0.2 -0.5 -0.2 -0.1 -0.5 -0.2 -0.5 -0.2 0.9 -0.4 -0.6 -0.6 -0.6 -0.3 -0.7 0.1 -0.7 JPY 0.2 -0.1 -0.6 0.0 -0.0 -0.0 0.1 0.1 0.1 -0.0 -0.4 -0.1 -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 -0.5 -0.0 -0.5 -0.1 -0.6 -0.3 -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 -0.1 -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 -0.0 0.2 0.1 0.2 1.1 0.3 0.6 0.6 0.5 -0.0 0.4 0.3 0.7 LIVECOW 0.6 -0.0 -0.6 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 0.0 0.0 0.0 0.1 0.3 0.1 -2.7 -0.0 0.0 0.0 0.1 0.4 0.0 1.0 0.0 0.6 0.2 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.5 -0.4 -0.7 -0.2 -0.0 -0.6 -0.1 -0.8 -0.2 -0.1 -0.5 -0.1 -0.7 -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 0.4 -0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.4 0.3 0.1 0.1 -0.0 -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 0.1 0.5 0.2 -2.7 0.2 -0.1 0.5 0.1 0.7 0.2 1.1 -0.3 0.3 0.6 0.6 0.4 0.3 0.5 0.5 NASDAQ_micro -0.2 -0.2 -0.5 0.1 -0.0 0.2 0.0 0.4 0.1 0.0 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 -0.4 -0.4 0.1 0.0 -0.7 0.0 -0.7 NIKKEI -0.2 -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 0.0 -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 0.3 0.4 -0.3 0.1 -0.0 -0.0 0.1 0.1 0.2 -0.1 -0.2 -0.0 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 0.1 2.1 -0.0 -0.1 -0.2 -0.0 -0.4 0.0 0.0 -0.3 -0.3 -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 -0.0 -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 -0.0 -0.1 -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 -0.7 -0.1 0.0 -0.4 0.0 -0.4 -0.1 -0.7 0.4 -0.3 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.4 -0.5 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.0 -0.1 0.1 -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 0.3 -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 0.0 -0.1 0.2 -0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.1 1.8 0.1 -0.1 0.3 -0.1 0.3 0.0 0.3 -0.3 -0.0 -0.1 0.1 0.2 -0.2 -0.7 -0.6 PLAT 0.1 -0.3 -0.6 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.1 0.2 0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.0 0.1 -0.1 0.3 0.0 0.4 0.1 0.2 0.5 0.6 0.6 0.2 0.7 0.4 -0.6 -0.5 REDWHEAT -0.1 0.0 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 -0.5 0.0 -0.7 -0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 -0.0 0.9 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -1.0 0.2 0.1 0.4 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 -0.0 -0.5 -0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -1.0 0.2 -0.1 -0.1 -0.4 -0.4 -0.5 -0.0 -0.5 ROBUSTA -0.6 -0.5 0.0 -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 0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.2 -0.4 -0.3 0.2 -0.2 0.4 0.2 0.7 RUSSELL 0.0 0.1 0.1 0.1 -0.0 0.3 0.0 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 -0.1 0.3 0.0 1.0 0.1 -0.1 0.3 -0.1 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 -0.1 -0.4 -0.2 -1.1 0.1 -0.5 -0.6 -0.6 0.6 0.7 0.7 0.7 SILVER-mini -0.3 -0.1 -0.4 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 0.2 0.1 0.3 0.2 -1.3 0.2 -0.1 0.5 -0.0 0.6 0.1 -0.0 0.0 0.6 0.6 0.6 0.2 0.7 -0.4 -0.1 SMI 0.4 0.6 0.6 0.1 0.0 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 -0.2 -0.3 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.2 -0.1 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.0 -0.1 0.3 -0.1 0.3 0.1 -0.2 0.3 -0.1 -0.4 -0.6 -0.3 -0.7 SOYBEAN -0.6 -0.2 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.1 0.2 -0.2 0.2 -0.2 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.9 -0.1 -0.2 0.2 -0.2 0.2 -0.2 0.1 -0.4 -0.6 0.1 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.6 -0.2 0.6 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 -0.1 -0.0 -0.2 -0.3 -0.2 -0.0 -0.2 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 -0.1 -0.1 -2.0 0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.8 -0.2 -0.5 0.2 0.6 -0.6 -0.7 -0.3 -0.7 SOYOIL -0.6 -0.2 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.0 -0.2 -0.2 0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -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 0.2 0.2 -0.0 0.1 -0.0 0.3 0.0 0.4 0.1 -0.1 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 -0.1 0.1 -0.0 0.1 0.0 -0.0 -0.3 -0.1 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.0 -0.1 -0.4 0.1 -0.1 0.3 0.0 0.5 0.1 0.0 0.5 0.1 0.7 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -2.6 0.0 -0.0 0.3 0.0 0.5 0.0 -0.3 0.2 -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 0.0 -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 0.2 0.4 0.6 0.0 -0.3 -0.6 -0.1 -0.4 US10 -0.1 -0.2 -0.0 -0.1 -0.2 -0.2 -0.2 -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 0.2 0.2 0.4 0.2 -0.7 -0.7 -0.5 -0.7 US10U -0.1 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.4 -0.1 0.2 -0.1 -0.1 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 -0.0 0.5 -0.0 -0.3 0.4 0.2 0.5 0.5 -0.4 -0.4 -0.4 -0.7 US2 0.2 -0.1 -0.1 -0.1 -0.2 -0.2 -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 0.2 0.4 0.4 0.1 -0.7 -0.4 -0.7 -0.7 US20 -0.1 -0.3 0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.0 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 -0.0 0.1 0.0 0.2 -0.0 0.0 0.4 0.2 0.2 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.2 -0.3 0.1 -0.1 -0.2 -0.2 -0.2 -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 -0.0 0.0 -0.0 0.1 -0.1 -0.4 0.4 0.2 0.1 0.3 -0.1 0.3 0.0 -0.5 US5 -0.0 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 0.3 0.0 0.3 -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 -0.7 -0.7 -0.4 -0.3 -0.1 -0.8 -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 -0.2 -0.5 -0.3 NaN -0.3 -0.1 -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 -0.1 -0.7 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 1.5 -0.2 -0.1 -0.3 -0.1 -0.5 -0.2 -1.1 0.1 -0.2 0.0 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 10.0 9.3 1.4 6.4 -3.1 -0.3 14.1 3.1 17.6 6.9 15.3 13.2 7.2 20.0 15.3 0.7 -0.9 0.1 -0.4 15.5 10.0 12.5 5.5 18.6 17.2 14.6 -1.1 8.9 12.7 3.2 18.7 5.2 6.5 3.7 9.1 14.5 4.0 20.0 6.3 20.0 BITCOIN -1.8 -20.0 -20.0 12.5 -20.0 14.0 -4.7 13.3 8.1 8.1 -14.4 -11.3 2.0 -18.2 -19.7 -4.2 -6.5 -4.9 -5.7 -20.0 -20.0 -6.0 -6.6 -17.6 -20.0 -20.0 -1.2 -20.0 -5.2 -5.5 -15.4 0.0 20.0 -20.0 -20.0 -20.0 3.8 -1.7 -20.0 -17.7 BOBL -10.1 -14.9 -3.9 -9.4 -7.2 -5.1 -7.9 -3.7 -10.3 11.6 -12.4 -6.0 -4.5 -13.2 -15.0 -20.0 3.5 -2.9 4.2 -16.2 -10.6 -1.3 -6.3 -13.8 2.9 -20.0 -5.4 -13.5 -16.5 -6.9 -20.0 1.4 1.5 -18.3 -19.2 -12.3 6.0 20.0 20.0 20.0 BTP -4.5 -9.8 -0.2 -12.0 -9.2 -6.5 -10.1 -4.8 -13.1 10.1 11.7 7.4 18.3 -7.0 3.2 13.9 9.5 11.2 10.3 -2.3 3.8 5.3 9.6 -2.2 -20.0 -7.9 -7.9 2.3 -12.3 9.8 -14.1 10.6 2.3 1.0 0.8 8.7 0.5 20.0 11.0 20.0 BUND -9.5 -13.9 -0.1 -10.3 -7.8 -5.6 -8.7 -4.1 -11.2 10.9 -11.7 -5.8 -10.5 -14.6 -15.6 15.3 4.5 7.0 5.2 -15.6 -10.0 -3.2 -8.2 -14.7 -0.2 -20.0 -6.4 -12.8 -18.4 -7.5 -20.0 2.0 -0.3 -15.7 -18.0 -8.3 1.2 20.0 10.4 20.0 BUXL -6.4 -12.6 0.8 -10.4 -7.9 -5.6 -8.7 -4.1 -11.3 13.3 -17.4 -3.9 -19.5 -15.9 -16.8 4.3 3.2 4.2 3.9 -18.1 -16.2 -3.6 -19.0 -15.6 1.1 -20.0 -2.5 -19.7 -16.2 -17.1 -20.0 -0.2 0.3 -8.6 -19.1 -8.4 -8.3 20.0 -0.3 8.8 CAC 0.8 -3.2 8.4 11.3 -7.2 15.4 4.8 17.4 9.4 9.3 16.1 16.1 19.1 3.3 11.1 -6.1 -2.3 -4.5 -3.2 7.6 11.9 7.0 13.1 5.8 6.6 6.8 5.8 7.9 9.0 4.9 6.8 4.8 -7.9 -8.4 -5.3 -2.3 15.4 20.0 10.0 20.0 CAD 18.5 18.7 -2.6 6.4 -3.1 -0.3 14.2 3.1 17.7 6.5 -5.2 18.9 -4.6 20.0 13.2 -7.0 -7.5 -7.8 -7.8 15.2 2.2 14.3 -4.5 20.0 20.0 14.5 2.0 1.4 18.1 -3.6 20.0 -6.8 2.1 20.0 17.5 1.6 -20.0 -20.0 -20.0 -20.0 CANOLA -16.6 -7.8 -10.0 -14.5 -2.0 -20.0 -2.6 -20.0 -7.8 1.0 -9.2 -6.8 -2.5 -8.7 -8.9 -18.6 -13.9 -19.7 -17.2 -11.7 -8.3 -9.0 -4.5 -13.2 6.6 -11.1 0.5 -8.2 -4.8 -5.0 -11.2 -15.4 -0.5 -20.0 -8.0 -0.9 14.3 20.0 20.0 20.0 CHF 16.9 -1.2 -9.4 5.8 -2.8 -0.2 12.8 2.8 16.0 -8.9 3.1 12.0 14.0 11.3 -5.0 -16.9 -16.3 -16.9 -16.3 3.9 3.0 5.8 9.5 10.0 -1.7 5.6 -3.4 4.4 10.7 10.1 13.2 -20.0 0.4 2.4 4.3 6.5 -7.1 -20.0 -6.3 -20.0 COCOA 20.0 7.3 -20.0 -12.2 -1.7 -16.8 -2.1 -17.1 -6.5 1.2 -7.5 4.8 -3.7 2.9 -3.8 -2.9 6.6 -2.4 1.0 -2.7 -8.7 4.7 -5.2 3.8 -20.0 -4.2 2.0 -7.4 4.4 -2.1 1.9 17.6 1.9 18.2 -2.3 -6.9 -9.6 -2.1 -0.2 3.6 COFFEE -20.0 -13.4 8.7 -20.0 -3.6 -20.0 -4.5 -20.0 -13.8 8.2 11.6 -12.1 15.0 -16.0 -6.0 20.0 16.1 20.0 20.0 -8.9 7.8 -11.2 20.0 -18.1 -20.0 -8.1 -7.8 12.4 -15.6 20.0 -19.8 20.0 -11.0 -20.0 -8.5 20.0 20.0 15.4 20.0 20.0 COPPER 6.3 10.8 11.4 8.8 -14.2 9.8 -3.3 9.3 5.7 4.0 3.3 7.8 2.2 11.3 12.6 -7.6 -6.3 -7.3 -6.7 14.3 9.8 15.6 6.4 16.7 -3.9 8.9 -5.7 9.4 -3.0 10.6 4.8 -0.5 9.4 -10.0 -7.0 -13.8 20.0 20.0 20.0 20.0 CORN -3.6 -0.0 7.0 -20.0 -4.4 -20.0 -5.5 -20.0 -16.9 -19.9 -2.7 -8.2 -10.4 -11.3 4.1 -20.0 -19.8 -20.0 -20.0 0.3 -1.7 -5.5 -10.9 -2.2 10.0 -2.4 -15.3 -0.4 -11.4 -8.1 -7.5 -20.0 -5.8 0.8 14.9 20.0 -8.7 -9.2 2.5 -3.1 COTTON2 5.5 -2.9 -5.9 -20.0 -4.6 -20.0 -5.8 -20.0 -17.6 16.6 -20.0 17.3 -20.0 -11.3 -20.0 -19.7 -16.0 -18.8 -17.5 -12.9 -20.0 5.4 -20.0 -2.3 -12.5 -20.0 4.9 -20.0 4.2 -20.0 -8.0 -18.0 7.1 3.9 -1.2 5.5 -6.4 -12.9 -4.7 -9.1 CRUDE_W -2.3 -5.3 -8.1 -8.9 3.1 -3.7 0.5 -0.3 -7.8 2.5 -15.4 -3.1 -15.4 -10.7 -17.5 -0.4 4.4 0.5 2.2 -11.8 -12.3 -3.2 -12.2 -7.9 8.0 -14.5 6.8 -16.8 7.9 -16.1 -4.2 -2.3 7.2 8.4 -2.4 -13.5 18.4 20.0 10.0 20.0 DAX 14.6 -0.8 -8.7 10.5 3.1 13.8 9.5 15.5 10.2 19.5 10.3 20.0 17.9 17.3 6.3 -7.5 -6.7 -6.8 -6.4 7.0 4.8 20.0 15.4 16.4 -13.0 5.2 20.0 0.7 20.0 8.1 16.0 -1.7 5.5 11.9 1.2 -17.5 7.8 20.0 3.8 20.0 DOW 6.1 4.5 2.3 8.0 -5.1 10.9 3.4 12.4 6.6 -6.1 16.3 3.7 16.0 12.6 13.2 -7.0 -8.2 -7.6 -7.7 14.8 17.4 2.4 17.5 10.3 -12.0 10.7 -5.1 12.9 2.1 13.4 7.8 -4.2 -7.1 2.9 7.0 3.0 -3.4 -20.0 -6.8 -20.0 DX -15.6 -4.8 11.0 5.6 -2.8 -0.2 12.4 2.8 15.5 -0.5 3.7 -12.2 -13.8 -16.5 3.7 5.8 6.1 6.0 6.0 -4.8 -1.4 -6.7 -7.4 -11.1 -20.0 -6.3 1.5 -0.5 -9.9 -3.8 -14.2 16.8 -11.6 -20.0 -20.0 11.9 1.9 16.8 5.7 19.5 EUR 13.9 5.1 -6.3 6.7 -3.3 -0.3 14.8 3.3 18.5 -7.4 9.1 11.9 18.8 19.4 0.2 -8.4 -8.0 -8.4 -8.1 9.3 8.1 5.2 16.0 13.1 14.5 14.2 -6.2 9.9 9.2 14.7 19.3 -7.3 -12.7 0.5 14.3 8.6 -4.4 -20.0 -2.0 -20.0 EURIBOR-ICE -10.3 -17.2 -9.9 -7.3 -13.2 -3.9 -9.4 -2.8 -8.8 9.4 -7.6 -5.3 4.0 -9.3 -11.0 12.9 11.3 12.9 12.6 -11.8 -6.9 -0.3 -0.3 -9.3 1.4 -16.0 -0.9 -8.9 -7.7 -2.2 -16.3 14.5 9.1 -17.4 -15.3 -10.3 7.6 20.0 16.2 20.0 EUROSTX 4.2 0.1 7.6 11.0 3.3 14.4 9.9 16.2 10.7 19.0 20.0 19.6 20.0 17.2 18.5 3.4 -1.2 -0.6 -1.3 15.5 17.5 17.0 19.5 15.3 -7.1 14.7 20.0 13.9 20.0 12.3 16.9 7.1 0.3 0.9 5.3 6.4 13.1 20.0 8.2 20.0 FEEDCOW 20.0 3.6 -14.0 -16.2 -2.3 -20.0 -2.8 -20.0 -8.7 11.7 3.3 12.9 8.2 11.5 0.2 10.7 9.3 13.1 12.7 7.4 7.5 15.3 15.2 14.6 -20.0 2.3 8.6 6.0 11.0 16.9 8.3 20.0 8.3 20.0 10.9 7.4 20.0 20.0 20.0 20.0 GASOIL -14.7 -15.9 -1.2 -6.1 2.1 -2.5 0.3 -0.2 -5.3 -5.4 3.4 -8.8 4.8 -11.7 -8.6 10.6 15.1 16.0 16.6 -7.3 -0.5 -5.9 2.5 -10.2 -1.9 -4.2 5.2 1.9 2.7 4.0 -4.7 20.0 6.2 0.4 -1.3 6.4 6.7 20.0 -2.5 8.5 GASOLINE -11.9 -11.0 -4.8 -8.7 3.0 -3.6 0.5 -0.3 -7.6 -2.3 -6.5 -9.2 -1.6 -14.2 -12.4 -20.0 4.8 -20.0 -7.0 -11.9 -6.3 -8.3 -2.7 -13.2 -19.3 -15.8 5.4 -11.6 2.0 -6.7 -11.1 -4.3 6.8 -4.8 -5.5 -8.5 20.0 20.0 14.1 20.0 GAS_US_mini -20.0 0.9 12.7 -4.8 1.7 -2.0 0.3 -0.2 -4.2 -0.0 -5.2 -8.5 -7.4 -8.1 -3.9 20.0 -20.0 -2.9 -20.0 -3.1 -1.8 -5.0 -2.8 -6.0 20.0 -2.5 -5.4 -0.9 -6.1 -1.4 -6.0 -20.0 -12.0 -10.9 4.2 5.4 5.0 -20.0 -9.1 -20.0 GBP 16.3 11.0 -10.2 6.7 -3.3 -0.3 14.8 3.3 18.4 5.5 -0.1 16.5 13.8 20.0 6.3 0.4 0.0 0.3 0.2 11.4 3.5 13.6 7.1 19.7 2.1 14.8 2.4 5.4 19.0 8.9 20.0 6.5 5.8 9.8 20.0 4.8 4.7 -6.3 7.7 -6.7 GOLD_micro -3.1 3.5 -13.1 7.4 -12.0 8.3 -2.8 7.9 4.8 -10.3 10.2 0.1 11.1 7.1 9.7 -8.5 -10.4 -8.8 -9.4 15.3 18.2 -0.2 18.9 10.0 -20.0 17.3 -14.6 20.0 -6.3 20.0 6.7 -6.5 0.4 -3.5 1.8 20.0 8.6 4.3 -12.9 -19.3 HEATOIL -16.9 -15.1 -2.7 -5.9 2.1 -2.4 0.3 -0.2 -5.1 -4.6 2.0 -11.4 3.8 -12.9 -9.4 16.7 11.6 15.6 13.4 -8.2 -1.1 -8.1 2.4 -11.9 -16.5 -6.3 1.1 -0.7 -2.3 2.8 -7.9 15.3 -4.0 -4.0 -1.5 1.5 16.6 12.0 -5.0 -10.6 JGB-SGX-mini -4.3 -20.0 -14.4 -6.4 -11.7 -3.5 -8.4 -2.4 -7.8 -10.8 -12.9 -11.4 -12.3 -12.1 -12.6 9.7 13.9 13.9 13.6 -20.0 -19.8 -15.6 -17.5 -20.0 -3.6 -20.0 -13.9 -18.8 -17.0 -15.0 -20.0 17.2 -16.5 -18.7 -20.0 -20.0 -7.7 -20.0 2.0 -20.0 JPY 7.6 -2.4 -18.4 3.9 -1.9 -0.2 8.7 1.9 10.9 -3.2 -14.6 -5.0 -13.1 -9.7 -13.5 -9.1 -10.7 -9.7 -9.9 -13.8 -17.2 -5.2 -15.1 -8.0 20.0 -15.0 -2.0 -17.3 -2.9 -13.8 -8.0 -11.1 -14.4 -18.5 -19.1 -20.0 -7.2 -12.7 -6.3 -15.1 LEANHOG 20.0 6.1 -13.8 -20.0 -4.4 -20.0 -5.5 -20.0 -16.7 11.4 1.4 20.0 11.4 20.0 -2.4 -20.0 18.4 -10.7 12.6 7.3 1.0 13.9 6.8 17.6 -2.5 8.7 7.1 -0.5 17.7 3.6 20.0 20.0 10.9 20.0 20.0 15.9 -0.0 11.2 8.7 20.0 LIVECOW 19.4 -0.3 -20.0 -15.6 -2.2 -20.0 -2.7 -20.0 -8.3 9.8 1.9 11.4 7.4 10.6 0.6 -1.3 7.1 -1.6 2.1 3.2 3.0 8.4 10.1 8.6 -20.0 -1.7 5.0 1.0 5.2 10.5 3.2 19.6 1.7 20.0 5.5 3.4 20.0 16.6 20.0 20.0 LUMBER-new 13.9 -9.9 -20.0 -20.0 -3.3 -20.0 -4.1 -20.0 -12.5 -13.8 -17.3 -4.8 -15.7 -10.1 -15.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.0 -20.0 -10.1 NaN -20.0 -15.6 -20.0 -17.6 -20.0 -16.5 -20.0 -20.0 9.4 -10.0 -7.3 3.5 20.0 8.0 20.0 MXP 11.1 9.4 3.6 6.9 -3.4 -0.3 15.2 3.4 19.0 -7.6 20.0 17.2 20.0 20.0 20.0 13.2 12.9 13.1 12.8 20.0 20.0 11.1 20.0 20.0 -20.0 20.0 -7.3 20.0 10.1 20.0 20.0 20.0 -13.0 8.7 20.0 20.0 11.2 10.3 14.5 14.4 NASDAQ_micro -6.0 -7.4 -14.9 6.7 -4.3 9.1 2.8 10.4 5.6 1.5 11.9 4.7 13.3 5.8 5.1 -7.4 -8.6 -8.1 -8.3 5.3 12.4 -0.0 17.4 1.8 -20.0 1.3 -3.2 7.7 -1.1 12.4 -1.3 -5.2 5.2 -12.0 -11.7 2.1 0.8 -20.0 0.4 -20.0 NIKKEI -4.7 -5.6 11.4 7.4 2.2 9.7 6.6 10.8 7.1 8.8 12.7 8.4 13.5 1.3 9.5 9.6 7.1 6.0 5.9 12.3 20.0 3.1 20.0 4.4 -16.3 11.9 0.5 20.0 2.4 20.0 3.5 20.0 -0.1 -5.8 -5.7 20.0 -4.4 3.9 -5.4 7.9 NZD 9.9 13.5 -8.2 5.2 -2.6 -0.2 11.6 2.6 14.5 -12.7 -7.6 -4.1 -10.6 13.4 -2.4 -4.1 -3.4 -4.3 -4.0 1.8 -6.1 -2.2 -8.4 5.6 16.1 -1.4 -13.7 -8.9 -2.2 -10.2 4.2 0.0 -11.1 -8.8 -2.7 -8.8 2.8 20.0 6.1 20.0 OAT -6.5 -7.1 4.4 -9.4 -7.1 -5.1 -7.9 -3.7 -10.2 9.3 0.1 2.6 -4.4 -9.7 -3.2 13.8 12.6 15.8 15.4 -5.6 -2.8 1.5 -3.3 -5.6 0.7 -9.3 -4.4 -3.7 -10.8 -2.1 -13.9 17.8 0.1 -4.2 -1.2 4.1 -0.8 20.0 9.8 20.0 OATIES -0.4 -1.8 -5.1 -17.2 -2.4 -20.0 -3.0 -20.0 -9.2 6.8 -11.5 4.4 -10.8 -0.6 -6.3 -15.5 -11.9 -19.0 -17.1 -8.8 -11.7 5.2 -10.9 -2.0 -4.9 -11.9 3.3 -13.5 2.2 -11.8 -5.6 -13.8 17.7 -10.6 -2.6 -6.0 -7.3 -14.5 -3.1 -15.8 OJ 20.0 12.1 -16.9 -9.0 -1.3 -12.3 -1.6 -12.6 -4.8 4.8 -5.4 5.3 -6.4 4.0 -3.2 -1.3 2.2 -2.8 -1.3 -0.6 -7.3 11.0 -8.9 8.3 -20.0 0.6 10.0 -5.0 14.3 -5.9 9.8 11.5 20.0 20.0 7.7 -2.2 -17.2 -17.6 -8.7 -17.7 PALLAD 1.8 -5.5 -0.6 6.0 -9.8 6.8 -2.2 6.4 3.9 -8.4 6.4 -0.6 5.8 3.1 5.6 -3.7 -3.1 -3.5 -3.2 7.2 6.2 -0.4 4.6 6.3 13.9 7.7 -15.5 9.4 -8.7 9.1 2.6 5.1 -11.0 -1.0 -2.4 2.7 4.9 -7.1 -20.0 -19.0 PLAT 4.4 -7.8 -17.3 6.5 -10.5 7.3 -2.4 6.9 4.2 -6.4 9.0 2.4 8.6 6.0 7.6 -4.6 -4.0 -4.5 -4.1 10.8 7.8 6.2 5.9 12.7 0.1 12.5 -8.8 10.5 4.3 9.8 13.4 3.8 19.4 20.0 18.0 6.3 20.0 11.2 -19.0 -13.7 REDWHEAT -2.0 0.8 8.1 -20.0 -4.1 -20.0 -5.1 -20.0 -15.7 -11.6 -17.3 4.1 -20.0 -5.1 -4.4 -16.1 -16.3 -16.1 -16.6 -4.4 -10.6 -2.8 -20.0 -2.0 6.9 -3.3 -13.0 -6.2 -4.7 -13.8 -3.3 -17.8 9.1 3.0 11.4 20.0 -20.0 -20.0 -20.0 -20.0 RICE 1.1 5.7 -12.4 -10.6 -1.5 -14.5 -1.9 -14.9 -5.7 -3.3 -8.6 -3.0 -8.8 -5.0 -7.6 -20.0 -14.2 -20.0 -19.8 -11.2 -15.4 -4.8 -16.8 -7.0 0.5 -10.5 -0.0 -14.3 -2.1 -16.0 -5.6 -19.1 6.8 -1.8 -2.3 -11.0 -11.0 -15.8 -0.7 -15.6 ROBUSTA -20.0 -16.6 1.3 -13.8 -1.9 -18.9 -2.4 -19.4 -7.4 9.9 0.8 -1.7 -1.1 -6.5 -5.8 17.0 13.3 13.1 12.5 -9.5 -3.9 -0.9 -0.4 -10.7 -20.0 -8.1 5.1 -3.4 -1.3 -0.1 -9.4 20.0 8.8 -13.8 -10.1 6.3 -6.2 13.2 7.3 20.0 RUSSELL 1.2 3.1 2.5 7.7 -4.9 10.4 3.2 11.9 6.4 -13.1 14.3 -9.6 13.7 8.0 9.6 -4.4 -5.2 -4.7 -4.8 8.6 12.5 -6.7 12.5 2.7 7.4 6.1 -10.5 9.8 -4.8 10.4 1.9 0.8 -12.5 -4.2 0.9 -2.4 -4.8 -20.0 -12.5 -20.0 SHATZ -8.2 -11.0 -8.0 -8.8 -6.7 -4.8 -7.4 -3.5 -9.6 13.4 -15.8 -2.7 -8.4 -10.7 -14.6 -20.0 -17.5 -17.8 -16.5 -16.8 -14.6 1.2 -9.9 -11.7 9.3 -20.0 -2.9 -17.7 -13.1 -10.5 -20.0 -20.0 3.4 -15.5 -17.5 -17.2 16.6 20.0 20.0 20.0 SILVER-mini -9.5 -2.1 -11.3 7.6 -12.3 8.5 -2.8 8.1 4.9 -1.9 12.1 6.1 11.8 10.0 11.6 -5.4 -6.3 -5.6 -5.9 19.2 14.8 13.8 10.3 20.0 -9.8 17.7 -11.0 18.5 -0.3 15.9 11.9 -0.0 1.3 17.0 20.0 20.0 4.8 20.0 -11.5 -3.2 SMI 11.0 19.5 19.1 10.8 3.2 14.2 9.7 16.0 10.5 18.4 20.0 20.0 16.9 20.0 20.0 11.3 4.9 8.2 6.1 20.0 20.0 20.0 19.0 20.0 13.0 20.0 20.0 20.0 20.0 15.6 20.0 18.5 20.0 20.0 20.0 17.9 1.3 20.0 1.9 20.0 SOFR -6.9 -9.6 -7.5 -12.4 -20.0 -6.7 -16.2 -4.7 -15.0 -12.2 7.0 -13.8 15.7 -16.3 -16.5 7.9 6.1 7.6 7.2 -9.2 0.4 -6.9 9.8 -10.2 -20.0 -9.4 -16.1 0.9 -12.8 9.4 -13.1 5.1 3.6 -6.9 8.6 -3.6 -11.1 -17.1 -9.9 -20.0 SOYBEAN -20.0 -7.3 8.4 -20.0 -4.1 -20.0 -5.1 -20.0 -15.7 -14.5 8.0 -18.6 4.3 -17.3 -4.5 -4.1 -5.2 -3.3 -4.7 -7.2 2.6 -17.8 -0.1 -18.0 -7.0 -9.5 -17.8 6.1 -20.0 4.6 -20.0 1.7 -16.1 -20.0 1.7 20.0 -20.0 -9.0 -20.0 -4.6 SOYMEAL -19.1 -7.1 20.0 -20.0 -3.1 -20.0 -3.8 -20.0 -11.7 -12.2 -0.3 -14.3 -9.7 -14.5 -2.2 -10.8 -14.7 -12.9 -14.6 -4.5 0.5 -10.5 -5.2 -11.9 -15.0 2.4 -9.5 9.1 -11.7 0.1 -10.5 -15.2 -7.9 -16.0 6.1 20.0 -19.0 -20.0 -9.3 -20.0 SOYOIL -18.1 -6.1 -9.9 -20.0 -4.0 -20.0 -5.0 -20.0 -15.1 -3.6 -8.3 -15.6 6.3 -15.5 -16.3 -8.7 -5.5 -8.3 -7.1 -14.5 -6.8 -14.2 2.5 -17.9 -18.8 -19.3 -7.5 -10.3 -12.8 -1.7 -20.0 0.1 -5.5 -20.0 -1.3 3.8 -20.0 -19.0 -20.0 -20.0 SP400 6.5 6.8 -0.9 7.9 -5.1 10.8 3.4 12.3 6.6 -10.3 14.2 -4.3 9.2 11.3 10.9 -6.0 -6.0 -5.9 -5.8 8.6 8.1 -2.0 7.1 6.5 1.8 4.8 -10.8 3.6 -2.9 2.6 4.0 -0.8 -11.2 -1.7 5.9 -13.7 -3.4 -20.0 -7.2 -20.0 SP500_micro 0.1 -1.7 -11.0 8.7 -5.6 11.9 3.7 13.5 7.2 4.1 18.3 10.8 18.7 14.2 13.8 -8.4 -9.4 -8.9 -9.0 11.4 18.6 4.5 20.0 8.1 -19.3 4.6 -2.8 9.8 3.3 14.2 3.9 -6.4 9.1 -6.0 -3.5 -2.2 2.1 -20.0 2.3 -20.0 SUGAR11 11.7 10.7 -6.9 -19.6 -2.7 -20.0 -3.4 -20.0 -10.5 4.4 -12.3 7.1 -14.4 9.5 -6.6 17.9 11.0 15.6 11.1 -3.6 -12.4 3.1 -16.6 3.3 -20.0 -3.4 0.4 -12.2 6.0 -15.2 5.0 20.0 6.3 12.1 19.9 0.9 -9.2 -17.3 -2.0 -12.6 US10 -3.4 -6.5 -0.2 -10.9 -19.9 -5.9 -14.2 -4.1 -13.2 -8.6 11.4 -1.0 7.5 -8.8 -7.2 2.2 0.5 2.1 1.7 -2.5 3.5 -1.7 6.6 -3.5 -9.6 -0.8 -9.3 6.0 -3.2 9.7 -3.1 -4.3 9.7 5.2 12.9 7.4 -20.0 -20.0 -16.3 -20.0 US10U -4.2 -7.0 2.5 -13.5 -20.0 -7.3 -17.6 -5.1 -16.3 -10.7 14.8 -6.1 5.8 -13.6 -6.4 2.7 -0.4 1.8 0.8 -2.0 5.4 -2.4 7.2 -4.0 -14.8 0.6 -9.3 10.5 -1.9 14.0 -2.8 -6.1 16.3 7.2 15.4 15.2 -12.8 -11.7 -13.1 -20.0 US2 4.9 -3.2 -1.6 -10.5 -19.1 -5.6 -13.6 -4.0 -12.6 7.6 1.1 13.1 -2.4 3.6 -5.7 -9.1 -14.4 -11.1 -12.1 -1.6 -0.3 4.9 1.0 1.6 17.5 -1.6 -1.8 1.0 0.7 4.4 -0.3 -20.0 7.6 12.7 12.9 1.7 -20.0 -13.4 -20.0 -20.0 US20 -4.1 -10.0 3.4 -9.4 -17.1 -5.1 -12.2 -3.6 -11.3 -2.8 6.9 -1.2 -3.3 -9.4 -6.0 4.7 3.3 4.3 4.0 -4.1 0.9 -1.0 1.5 -4.4 -9.8 -2.3 -0.8 4.1 2.8 5.8 -2.0 0.0 17.6 6.5 5.7 10.5 -4.9 14.6 -2.5 -17.7 US30 -5.3 -10.3 3.7 -11.0 -20.0 -5.9 -14.3 -4.2 -13.3 -10.1 2.8 -10.5 -9.4 -15.4 -10.2 1.1 -1.6 0.5 -0.5 -7.3 -2.0 -4.7 -2.6 -8.1 -5.7 -5.9 -3.7 1.4 -0.5 2.3 -6.1 -8.3 17.6 6.2 3.4 10.5 -4.0 8.8 0.2 -14.1 US5 -0.8 -5.0 -2.1 -11.0 -20.0 -5.9 -14.3 -4.2 -13.3 -4.8 9.3 3.2 7.3 -5.4 -6.8 0.3 -2.7 -0.7 -1.4 -2.2 2.5 -0.1 5.8 -1.9 -4.6 -1.4 -8.2 4.1 -3.4 8.6 -2.8 -9.8 7.4 6.5 13.7 3.8 -20.0 -20.0 -20.0 -20.0 VIX -13.6 -12.9 -7.0 -20.0 -7.7 -18.8 -20.0 -9.1 -20.0 -14.2 -20.0 -20.0 -17.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.3 -16.8 -12.1 -20.0 NaN -20.0 -9.2 -19.3 -20.0 -9.4 -20.0 NaN NaN NaN NaN NaN -2.6 -20.0 NaN NaN WHEAT -6.5 -7.1 1.9 -20.0 -4.2 -20.0 -5.3 -20.0 -16.1 -10.8 -20.0 -8.7 -20.0 -16.9 -16.4 -17.9 -18.1 -17.5 -17.7 -13.8 -16.1 -8.2 -20.0 -11.9 11.5 -14.1 -9.8 -11.8 -9.9 -15.1 -14.5 -20.0 3.6 -6.4 0.5 18.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3