******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260101_204208 produced at 2026-01-01 21:44:03.154837 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.25 0.0 0.00 0.00 0.00 0.00 -19.87 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.69 0.0 0.00 0.00 0.00 0.00 -42.64 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.36 0.0 999.00 -999.00 -0.23 -0.24 -39.03 999999999.0 -25 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.31 0.0 0.00 0.00 0.00 0.00 -5.30 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 -31.39 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 -0.91 13.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 -0.09 0.0 1.34 -1.34 0.00 0.00 -0.64 10.0 0 0 caleb_strategy_v3 COTTON2 False False 0.02 -0.09 -0.08 0.0 0.17 -0.17 -0.09 -0.09 -5.22 11.0 -6 -6 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.08 0.0 0.64 -0.64 -0.11 -0.11 -2.01 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 -1.33 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 -1.09 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 -1.23 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.90 -0.90 0.00 0.00 -0.94 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 -6.21 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 -3.76 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 -4.88 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 -1.08 999999999.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.35 -0.04 0.0 0.70 -0.70 -0.35 -0.21 -0.51 10.0 -5 -3 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.32 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 -0.49 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 -6.11 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 -0.05 -1.27 23.0 -3 -2 caleb_strategy_v3 CHF False False 0.07 -0.22 -0.03 0.0 0.97 -0.97 -0.22 -0.22 -0.34 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 -2.46 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 -1.60 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 -0.04 -1.50 9.0 -1 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.10 -0.02 0.0 0.14 -0.14 -0.10 -0.08 -1.80 10.0 -7 -6 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 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 -0.12 9.0 0 0 caleb_strategy_v3 US30 False False 0.06 -0.11 -0.01 0.0 0.33 -0.33 -0.11 -0.17 -0.25 6.0 -2 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.10 -0.01 0.0 1.14 -1.14 -0.10 -0.16 -0.26 56.0 -5 -8 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -4.05 26.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.61 3.0 -2 -2 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 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 0.43 -0.43 0.00 0.00 -0.37 23.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.01 0.0 0.78 -0.78 -0.03 -0.02 -0.87 48.0 -2 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.46 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 0.03 6.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.00 0.0 0.75 -0.75 0.00 0.10 0.41 66.0 0 9 caleb_strategy_v3 SP400 False False 0.16 0.31 -0.00 0.0 0.31 -0.31 0.31 0.16 -0.00 2.0 2 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.01 0.0 0.40 -0.40 0.00 0.01 2.11 68.0 0 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.17 0.01 0.0 999.00 -999.00 0.17 0.17 0.17 999999999.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.12 -0.12 0.03 0.03 0.60 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 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 NZD False False 0.03 0.00 0.03 0.0 0.57 -0.57 0.00 0.00 0.97 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 0.66 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 0.91 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 5.00 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 2.04 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 4.70 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 0.10 0.0 0.97 -0.97 0.00 0.00 1.39 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 0.28 0.11 0.0 0.87 -0.87 0.28 0.32 2.80 22.0 7 8 caleb_strategy_v3 EUROSTX False False 0.03 0.16 0.12 0.0 0.64 -0.64 0.16 0.23 3.83 20.0 5 7 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.15 0.0 0.54 -0.54 0.17 0.15 9.70 36.0 11 10 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 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.43 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 61.54 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.6 Shocked risk 75.9 Sum abs risk 61.6 Leverage 8.22 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2132858.49, 'annual_cash_vol_target': 533214.6225, 'daily_cash_vol_target': 33325.91390625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6674 0.4943 7.9084 BITCOIN 1973.8529 88085.0000 2.2409 35.8536 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 49.7358 8154.0000 0.6100 9.7593 CAD 0.0025 0.7310 0.3433 5.4927 CANOLA 7.4633 602.4000 1.2389 19.8229 CHF 0.0048 1.2714 0.3737 5.9797 COCOA 134.3653 6102.0000 2.2020 35.2318 COFFEE 5.2315 333.3500 1.5694 25.1101 COPPER 0.0842 5.6940 1.4789 23.6621 CORN 3.6459 460.2500 0.7921 12.6744 COTTON2 0.6089 64.2700 0.9474 15.1581 CRUDE_W 0.7910 56.9800 1.3882 22.2109 DAX 154.4783 24690.0000 0.6257 10.0107 DOW 289.4113 48336.0000 0.5987 9.5800 DX 0.3281 98.0450 0.3346 5.3540 EUR 0.0039 1.1786 0.3272 5.2357 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 10.8277 615.7500 1.7585 28.1352 GASOLINE 0.0283 1.9613 1.4446 23.1131 GAS_US_mini 0.1432 3.1550 4.5400 72.6403 GBP 0.0056 1.3473 0.4165 6.6635 GOLD_micro 48.7926 4332.7000 1.1261 18.0184 HEATOIL 0.0375 2.0700 1.8137 29.0200 JGB-SGX-mini 0.2120 132.2500 0.1603 2.5645 JPY 0.0000 0.0064 0.5855 9.3687 LEANHOG 1.0280 89.8750 1.1438 18.3010 LIVECOW 2.0338 232.1250 0.8762 14.0185 LUMBER-new 7.0711 576.0000 1.2276 19.6419 MXP 0.0003 0.0552 0.4753 7.6040 NASDAQ_micro 206.0510 25456.7500 0.8094 12.9507 NIKKEI 474.1961 50400.0000 0.9409 15.0538 NZD 0.0032 0.5772 0.5605 8.9673 OAT 0.3760 120.5900 0.3118 4.9891 OATIES 5.2504 310.0000 1.6937 27.0990 OJ 6.3588 201.2000 3.1604 50.5668 PALLAD 75.7942 1661.0000 4.5632 73.0107 PLAT 82.9491 2070.0000 4.0072 64.1153 REDWHEAT 7.5723 528.0000 1.4341 22.9464 RICE 0.1484 9.9450 1.4917 23.8673 ROBUSTA 67.9174 3949.0000 1.7199 27.5178 RUSSELL 24.7247 2498.0000 0.9898 15.8365 SHATZ 0.0498 106.7900 0.0467 0.7464 SILVER-mini 2.1139 71.3750 2.9617 47.3876 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 27.1712 3325.2000 0.8171 13.0741 SP500_micro 41.6687 6892.5000 0.6046 9.6728 SUGAR11 0.2271 14.6600 1.5490 24.7841 US10 0.2904 112.2969 0.2586 4.1378 US10U 0.3761 115.0156 0.3270 5.2313 US2 0.0680 104.3945 0.0652 1.0428 US20 0.5789 115.5938 0.5008 8.0125 US30 0.8272 118.0000 0.7011 11.2168 US5 0.1846 109.3047 0.1689 2.7029 VIX 0.4222 19.6500 2.1485 34.3754 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 667.40 0.49 329.88 1.00 329.88 33325.91 101.02 17.76 179.41 BITCOIN 88.08 2.24 197.39 1.00 197.39 33325.91 168.84 -17.15 -289.49 BOBL 1161.60 0.15 172.98 1.17 203.57 33325.91 163.71 -6.57 -107.54 BTP 1201.80 0.35 426.53 1.17 501.96 33325.91 66.39 1.93 12.83 BUND 1275.70 0.28 360.27 1.17 423.98 33325.91 78.60 -6.41 -50.38 BUXL 1101.20 0.74 816.59 1.17 960.99 33325.91 34.68 -10.77 -37.34 CAC 815.40 0.61 497.36 1.17 585.63 33325.91 56.91 12.69 72.19 CAD 730.95 0.34 250.93 1.00 250.93 33325.91 132.81 5.92 78.66 CANOLA 120.48 1.24 149.27 0.73 109.07 33325.91 305.54 -8.20 -250.67 CHF 1589.31 0.37 593.98 1.00 593.98 33325.91 56.11 -2.34 -13.11 COCOA 610.20 2.20 1343.65 1.00 1343.65 33325.91 24.80 -6.42 -15.93 COFFEE 1250.06 1.57 1961.82 1.00 1961.82 33325.91 16.99 1.34 2.28 COPPER 1423.50 1.48 2105.18 1.00 2105.18 33325.91 15.83 8.19 12.96 CORN 230.12 0.79 182.29 1.00 182.29 33325.91 182.82 -8.44 -154.31 COTTON2 321.35 0.95 304.44 1.00 304.44 33325.91 109.47 -19.57 -214.25 CRUDE_W 569.80 1.39 790.99 1.00 790.99 33325.91 42.13 -1.00 -4.23 DAX 246.90 0.63 154.48 1.17 181.80 33325.91 183.32 7.99 146.45 DOW 241.68 0.60 144.71 1.00 144.71 33325.91 230.30 0.76 17.44 DX 980.45 0.33 328.08 1.00 328.08 33325.91 101.58 -4.65 -47.19 EUR 1473.19 0.33 482.07 1.00 482.07 33325.91 69.13 7.74 53.52 EURIBOR-ICE 2440.62 0.03 83.25 1.17 98.03 33325.91 339.95 -0.55 -18.69 EUROSTX 584.10 0.69 404.87 1.17 476.46 33325.91 69.94 16.05 112.23 FEEDCOW 1720.88 0.91 1560.27 1.00 1560.27 33325.91 21.36 9.25 19.76 GASOIL 615.75 1.76 1082.77 1.00 1082.77 33325.91 30.78 4.48 13.79 GASOLINE 823.75 1.44 1189.96 1.00 1189.96 33325.91 28.01 -8.88 -24.88 GAS_US_mini 78.87 4.54 358.09 1.00 358.09 33325.91 93.06 -4.01 -37.34 GBP 842.06 0.42 350.69 1.00 350.69 33325.91 95.03 11.34 107.74 GOLD_micro 433.27 1.13 487.93 1.00 487.93 33325.91 68.30 -1.11 -7.59 HEATOIL 869.40 1.81 1576.87 1.00 1576.87 33325.91 21.13 -3.64 -7.70 JGB-SGX-mini 132250.00 0.16 21197.49 0.01 135.86 33325.91 245.29 -16.03 -393.20 JPY 802.88 0.59 470.12 1.00 470.12 33325.91 70.89 -10.91 -77.36 LEANHOG 359.50 1.14 411.20 1.00 411.20 33325.91 81.05 9.54 77.28 LIVECOW 928.50 0.88 813.51 1.00 813.51 33325.91 40.97 4.04 16.53 LUMBER-new 158.40 1.23 194.45 1.00 194.45 33325.91 171.38 -14.88 -255.10 MXP 275.75 0.48 131.05 1.00 131.05 33325.91 254.30 16.47 418.71 NASDAQ_micro 509.14 0.81 412.10 1.00 412.10 33325.91 80.87 -6.76 -54.63 NIKKEI 50400.00 0.94 47419.61 0.01 303.60 33325.91 109.77 8.15 89.45 NZD 577.25 0.56 323.52 1.00 323.52 33325.91 103.01 3.63 37.34 OAT 1205.90 0.31 376.02 1.17 442.51 33325.91 75.31 3.55 26.77 OATIES 155.00 1.69 262.52 1.00 262.52 33325.91 126.95 -15.77 -200.20 OJ 301.80 3.16 953.82 1.00 953.82 33325.91 34.94 -7.20 -25.14 PALLAD 1661.00 4.56 7579.42 1.00 7579.42 33325.91 4.40 3.28 1.44 PLAT 1035.00 4.01 4147.46 1.00 4147.46 33325.91 8.04 7.43 5.97 REDWHEAT 264.00 1.43 378.61 1.00 378.61 33325.91 88.02 -13.70 -120.58 RICE 198.90 1.49 296.70 1.00 296.70 33325.91 112.32 -15.79 -177.36 ROBUSTA 394.90 1.72 679.17 1.00 679.17 33325.91 49.07 -5.61 -27.51 RUSSELL 124.90 0.99 123.62 1.00 123.62 33325.91 269.58 2.35 63.47 SHATZ 1067.90 0.05 49.82 1.17 58.63 33325.91 568.42 -9.18 -522.00 SILVER-mini 1784.38 2.96 5284.83 1.00 5284.83 33325.91 6.31 7.69 4.85 SMI 1320.70 0.56 738.48 1.26 935.24 33325.91 35.63 20.00 71.27 SOFR 2413.62 0.05 110.01 1.00 110.01 33325.91 302.93 -10.78 -326.56 SOYBEAN 532.12 0.76 404.08 1.00 404.08 33325.91 82.47 -12.63 -104.14 SOYMEAL 304.00 1.18 360.14 1.00 360.14 33325.91 92.54 -17.43 -161.30 SOYOIL 294.48 1.17 345.81 1.00 345.81 33325.91 96.37 -20.00 -192.74 SP400 3325.20 0.82 2717.12 1.00 2717.12 33325.91 12.27 -0.08 -0.10 SP500_micro 344.62 0.60 208.34 1.00 208.34 33325.91 159.96 -2.33 -37.29 SUGAR11 164.19 1.55 254.33 1.00 254.33 33325.91 131.03 -7.13 -93.39 US10 1122.97 0.26 290.41 1.00 290.41 33325.91 114.75 -6.42 -73.72 US10U 1150.16 0.33 376.05 1.00 376.05 33325.91 88.62 -4.36 -38.62 US2 2087.89 0.07 136.08 1.00 136.08 33325.91 244.90 -2.93 -71.79 US20 1155.94 0.50 578.87 1.00 578.87 33325.91 57.57 -1.59 -9.17 US30 1180.00 0.70 827.24 1.00 827.24 33325.91 40.29 -4.85 -19.55 US5 1093.05 0.17 184.65 1.00 184.65 33325.91 180.48 -5.80 -104.65 VIX 196.50 2.15 422.17 1.00 422.17 33325.91 78.94 -20.00 -157.88 WHEAT 282.00 1.16 325.87 1.00 325.87 33325.91 102.27 -18.12 -185.32 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 179.413 0.010 2.5 4.662 BITCOIN -289.486 0.043 2.5 -31.392 BOBL -107.536 0.004 2.5 -1.092 BTP 12.828 0.014 2.5 0.438 BUND -50.385 0.004 2.5 -0.512 BUXL -37.341 0.004 2.5 -0.379 CAC 72.187 0.014 2.5 2.466 CAD 78.663 0.010 2.5 2.044 CANOLA -250.666 0.010 2.5 -6.107 CHF -13.109 0.010 2.5 -0.341 COCOA -15.926 0.010 2.5 -0.388 COFFEE 2.280 0.005 2.5 0.030 COPPER 12.962 0.043 2.5 1.406 CORN -154.312 0.010 2.5 -3.759 COTTON2 -214.254 0.010 2.5 -5.220 CRUDE_W -4.228 0.043 2.5 -0.458 DAX 146.447 0.014 2.5 5.002 DOW 17.438 0.009 2.5 0.406 DX -47.188 0.010 2.5 -1.226 EUR 53.521 0.010 2.5 1.391 EURIBOR-ICE -18.688 0.014 2.5 -0.638 EUROSTX 112.232 0.014 2.5 3.833 FEEDCOW 19.764 0.013 2.5 0.656 GASOIL 13.790 0.017 2.5 0.599 GASOLINE -24.878 0.017 2.5 -1.080 GAS_US_mini -37.338 0.043 2.5 -4.049 GBP 107.743 0.010 2.5 2.799 GOLD_micro -7.591 0.014 2.5 -0.259 HEATOIL -7.701 0.017 2.5 -0.334 JGB-SGX-mini -393.203 0.043 2.5 -42.639 JPY -77.361 0.010 2.5 -2.010 LEANHOG 77.283 0.024 2.5 4.703 LIVECOW 16.531 0.013 2.5 0.549 LUMBER-new -255.097 0.010 2.5 -6.215 MXP 418.713 0.059 2.5 61.542 NASDAQ_micro -54.630 0.009 2.5 -1.271 NIKKEI 89.449 0.043 2.5 9.700 NZD 37.343 0.010 2.5 0.970 OAT 26.768 0.014 2.5 0.914 OATIES -200.197 0.010 2.5 -4.877 OJ -25.143 0.010 2.5 -0.613 PALLAD 1.442 0.014 2.5 0.049 PLAT 5.967 0.014 2.5 0.204 REDWHEAT -120.581 0.005 2.5 -1.602 RICE -177.361 0.010 2.5 -4.321 ROBUSTA -27.508 0.005 2.5 -0.365 RUSSELL 63.470 0.013 2.5 2.106 SHATZ -521.998 0.004 2.5 -5.301 SILVER-mini 4.852 0.014 2.5 0.166 SMI 71.267 0.014 2.5 2.434 SOFR -326.564 0.024 2.5 -19.875 SOYBEAN -104.136 0.004 2.5 -0.970 SOYMEAL -161.298 0.004 2.5 -1.502 SOYOIL -192.741 0.004 2.5 -1.797 SP400 -0.097 0.013 2.5 -0.003 SP500_micro -37.288 0.009 2.5 -0.868 SUGAR11 -93.390 0.010 2.5 -2.275 US10 -73.721 0.005 2.5 -0.935 US10U -38.619 0.005 2.5 -0.490 US2 -71.793 0.005 2.5 -0.911 US20 -9.174 0.005 2.5 -0.116 US30 -19.552 0.005 2.5 -0.248 US5 -104.652 0.005 2.5 -1.328 VIX -157.878 0.099 2.5 -39.026 WHEAT -185.324 0.005 2.5 -2.462 ===================== Position diags ===================== AUD 2.62 BITCOIN 18.31 BOBL 1.66 BTP 2.27 BUND 0.80 BUXL 0.35 CAC 1.94 CAD 3.45 CANOLA 7.44 CHF 1.46 COCOA 0.60 COFFEE 0.23 COPPER 1.72 CORN 4.45 COTTON2 2.67 CRUDE_W 4.57 DAX 6.26 DOW 5.36 DX 2.64 EUR 1.80 EURIBOR-ICE 11.61 EUROSTX 2.39 FEEDCOW 0.71 GASOIL 1.34 GASOLINE 1.22 GAS_US_mini 10.09 GBP 2.47 GOLD_micro 2.33 HEATOIL 0.92 JGB-SGX-mini 26.60 JPY 1.84 LEANHOG 4.93 LIVECOW 1.36 LUMBER-new 4.18 MXP 37.38 NASDAQ_micro 1.88 NIKKEI 11.90 NZD 2.68 OAT 2.57 OATIES 3.09 OJ 0.85 PALLAD 0.15 PLAT 0.27 REDWHEAT 1.17 RICE 2.74 ROBUSTA 0.65 RUSSELL 8.95 SHATZ 5.77 SILVER-mini 0.22 SMI 1.22 SOFR 18.44 SOYBEAN 0.77 SOYMEAL 0.86 SOYOIL 0.90 SP400 0.41 SP500_micro 3.72 SUGAR11 3.19 US10 1.46 US10U 1.12 US2 3.11 US20 0.73 US30 0.51 US5 2.29 VIX 19.51 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 -31.4 -33.2 -29.6 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 2.0 1.7 2.4 1.0 1 CANOLA -6.1 -6.9 -5.4 0.0 0 CHF -0.3 -0.5 -0.2 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN -3.8 -4.2 -3.3 0.0 0 COTTON2 -5.2 -5.5 -5.0 -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 0.4 -0.1 0.9 0.0 0 DX -1.2 -1.5 -1.0 0.0 0 EUR 1.4 1.2 1.6 0.0 0 EURIBOR-ICE -0.6 -1.8 0.5 0.0 0 EUROSTX 3.8 3.6 4.1 5.0 5 FEEDCOW 0.7 0.6 0.7 1.0 1 GASOIL 0.6 0.5 0.7 1.0 1 GASOLINE -1.1 -1.2 -1.0 0.0 0 GAS_US_mini -4.0 -5.1 -3.0 -3.0 -3 GBP 2.8 2.6 3.0 7.0 7 GOLD_micro -0.3 -0.5 -0.0 -5.0 -5 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -42.6 -45.3 -40.0 0.0 0 JPY -2.0 -2.2 -1.8 -3.0 -3 LEANHOG 4.7 4.2 5.2 2.0 2 LIVECOW 0.5 0.4 0.7 0.0 0 LUMBER-new -6.2 -6.6 -5.8 0.0 0 MXP 61.5 57.8 65.3 48.0 48 NASDAQ_micro -1.3 -1.5 -1.1 -3.0 -3 NIKKEI 9.7 8.5 10.9 11.0 11 NZD 1.0 0.7 1.2 0.0 0 OAT 0.9 0.7 1.2 2.0 2 OATIES -4.9 -5.2 -4.6 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 -4.0 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 2.1 1.2 3.0 0.0 0 SHATZ -5.3 -5.9 -4.7 NaN 0 SILVER-mini 0.2 0.1 0.2 2.0 2 SMI 2.4 2.3 2.6 0.0 0 SOFR -19.9 -21.7 -18.0 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 0.0 2.0 2 SP500_micro -0.9 -1.2 -0.5 -2.0 -2 SUGAR11 -2.3 -2.6 -2.0 -4.0 -4 US10 -0.9 -1.1 -0.8 0.0 0 US10U -0.5 -0.6 -0.4 0.0 0 US2 -0.9 -1.2 -0.6 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.2 -0.3 -0.2 -2.0 -2 US5 -1.3 -1.6 -1.1 0.0 0 VIX -39.0 -41.0 -37.1 -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 0.2 0.2 2.3 0.2 -0.0 0.2 0.1 0.1 0.2 0.3 0.1 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 -0.0 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 -0.0 -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 0.0 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 -0.1 -0.2 -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 0.0 -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 0.0 0.6 0.6 0.0 -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 0.6 -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 0.1 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 -0.1 -0.7 -0.2 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 -0.1 -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 -0.1 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 -0.1 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 -0.0 0.2 0.1 0.7 0.2 0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.4 0.1 1.9 0.2 -0.0 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 -0.0 0.1 -0.1 -0.3 -0.0 0.1 0.1 0.0 0.2 -0.0 1.1 0.2 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 0.1 -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 0.1 -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 0.1 0.1 0.2 0.3 0.2 0.3 0.2 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 -0.1 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 -0.1 0.0 0.6 0.4 -0.2 -0.4 JGB-SGX-mini -0.1 -0.6 -0.4 -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 -0.5 -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 -0.0 -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 -0.5 -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 -0.1 -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 -0.0 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 -0.1 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 -0.3 -0.5 0.1 -0.1 0.2 0.0 0.4 0.1 -0.0 0.3 0.0 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 0.0 -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 -0.4 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.4 -0.6 -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 0.2 -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 0.0 -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 0.2 -0.2 -0.5 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.0 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 0.2 0.0 0.1 -0.1 0.3 0.1 0.4 0.2 0.2 0.5 0.6 0.6 0.2 0.7 0.4 -0.6 -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 -0.9 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 -0.1 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 -0.2 -0.0 -0.3 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 0.1 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 -0.1 -0.2 -0.1 -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 -0.0 -0.3 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 -0.1 0.3 0.0 0.4 0.1 -0.1 0.4 -0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.2 0.1 0.2 0.0 -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 0.1 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 0.4 -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 -0.1 -0.2 -0.1 -0.2 -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 0.1 0.1 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 0.0 0.4 -0.0 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 -0.0 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 -0.1 -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 0.1 0.4 0.4 0.1 -0.7 -0.4 -0.7 -0.7 US20 -0.1 -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 0.0 0.1 0.1 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 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 0.1 -0.1 -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.8 -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 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 0.3 0.1 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 -0.0 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 -0.7 -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 6.5 -1.3 -0.2 14.9 3.1 17.9 7.1 15.3 13.4 7.2 20.0 15.3 0.7 -0.9 0.1 -0.4 15.5 10.1 12.7 5.6 18.7 17.2 14.7 -0.7 8.9 12.9 3.2 18.8 5.2 5.9 3.5 9.0 14.5 4.0 20.0 6.3 20.0 BITCOIN -1.7 -20.0 -20.0 12.5 -19.8 14.1 -4.5 13.3 8.2 10.3 -14.4 -10.9 2.0 -18.1 -19.6 -4.2 -6.5 -4.9 -5.7 -20.0 -20.0 -5.5 -6.6 -17.5 -20.0 -20.0 -0.3 -20.0 -4.8 -5.5 -15.2 0.0 20.0 -20.0 -20.0 -20.0 3.9 -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 0.9 -3.1 8.4 10.6 -11.2 14.8 2.7 16.8 8.3 9.7 16.1 16.2 19.1 3.4 11.1 -6.4 -2.3 -4.6 -3.3 7.6 11.9 7.1 13.1 5.8 6.6 6.9 6.1 7.9 9.2 4.9 6.9 4.8 -5.1 -7.5 -4.9 -2.1 15.4 20.0 10.0 20.0 CAD 18.3 18.7 -2.6 6.5 -1.3 -0.2 15.0 3.2 18.0 5.2 -5.3 18.6 -4.6 20.0 13.2 -7.0 -7.5 -7.8 -7.8 15.1 2.2 13.7 -4.5 20.0 20.0 14.2 0.6 1.4 17.2 -3.6 20.0 -6.8 0.4 20.0 17.3 1.5 -20.0 -20.0 -20.0 -20.0 CANOLA -16.6 -7.8 -10.0 -14.6 -2.5 -20.0 -2.7 -20.0 -7.9 1.0 -9.2 -6.8 -2.5 -8.7 -8.9 -18.5 -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 -15.3 -0.4 -20.0 -8.0 -0.8 14.3 20.0 20.0 20.0 CHF 17.0 -1.1 -9.3 5.9 -1.2 -0.2 13.6 2.8 16.3 -7.2 3.2 12.4 14.0 11.5 -4.9 -17.0 -16.3 -16.9 -16.3 4.1 3.0 6.4 9.5 10.3 -1.7 5.8 -1.9 4.5 11.6 10.2 13.6 -20.0 0.7 2.5 4.4 6.5 -7.1 -20.0 -6.3 -20.0 COCOA 20.0 7.3 -20.0 -12.2 -2.1 -16.8 -2.3 -17.2 -6.6 1.6 -7.5 4.9 -3.7 3.0 -3.8 -2.9 6.6 -2.4 1.0 -2.7 -8.7 4.9 -5.2 3.9 -20.0 -4.1 2.4 -7.4 4.6 -2.1 2.0 17.6 2.3 18.4 -2.3 -6.9 -9.6 -2.1 -0.2 3.6 COFFEE -20.0 -13.4 8.7 -20.0 -4.4 -20.0 -4.9 -20.0 -14.0 8.5 11.6 -12.0 15.0 -15.9 -6.0 20.0 16.1 20.0 20.0 -8.9 7.8 -11.1 20.0 -18.0 -20.0 -8.1 -7.6 12.4 -15.5 20.0 -19.7 20.0 -10.6 -20.0 -8.5 20.0 20.0 15.4 20.0 20.0 COPPER 6.4 10.8 11.4 8.8 -13.9 9.9 -3.1 9.4 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 16.8 -3.9 8.9 -5.6 9.4 -3.0 10.6 4.8 -0.5 9.0 -10.2 -7.1 -13.8 20.0 20.0 20.0 20.0 CORN -3.6 -0.0 7.0 -20.0 -5.4 -20.0 -6.0 -20.0 -17.1 -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 -5.5 0.9 14.9 20.0 -8.7 -9.2 2.5 -3.1 COTTON2 5.5 -2.9 -6.0 -20.0 -5.6 -20.0 -6.2 -20.0 -17.8 15.6 -20.0 16.9 -20.0 -11.4 -20.0 -19.7 -16.0 -18.8 -17.5 -12.9 -20.0 5.2 -20.0 -2.4 -12.5 -20.0 4.0 -20.0 3.8 -20.0 -8.2 -18.0 7.0 3.9 -1.2 5.4 -6.4 -12.9 -4.7 -9.1 CRUDE_W -2.3 -5.3 -8.2 -8.9 4.4 -3.7 1.0 -0.3 -7.6 3.3 -15.4 -2.9 -15.4 -10.6 -17.4 -0.5 4.4 0.5 2.2 -11.8 -12.3 -3.0 -12.3 -7.8 8.0 -14.5 7.6 -16.9 8.3 -16.2 -4.0 -2.3 6.9 8.3 -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 5.6 4.0 1.9 7.5 -7.9 10.4 1.9 11.9 5.9 -9.2 16.2 2.5 15.9 12.3 13.0 -7.0 -8.2 -7.6 -7.7 14.3 17.1 1.2 17.2 9.6 -11.9 10.2 -7.4 12.4 0.7 12.9 7.0 -4.2 -7.2 2.9 6.9 3.0 -3.4 -20.0 -6.8 -20.0 DX -15.5 -4.8 11.0 5.7 -1.2 -0.2 13.1 2.8 15.8 0.0 3.7 -12.0 -13.8 -16.4 3.8 5.8 6.1 6.0 6.0 -4.8 -1.4 -6.5 -7.4 -11.0 -20.0 -6.2 1.9 -0.5 -9.7 -3.8 -14.1 16.8 -12.0 -20.0 -20.0 11.9 1.9 16.8 5.7 19.5 EUR 14.0 5.2 -6.2 6.8 -1.4 -0.2 15.6 3.3 18.8 -5.4 9.2 12.5 18.8 19.6 0.3 -8.4 -8.0 -8.4 -8.1 9.4 8.1 5.9 16.1 13.4 14.5 14.4 -4.3 10.0 10.3 14.8 19.9 -7.3 -12.4 0.6 14.3 8.6 -4.4 -20.0 -2.0 -20.0 EURIBOR-ICE -10.3 -17.2 -9.9 -7.4 -9.2 -4.0 -7.9 -2.9 -8.5 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 6.7 -18.3 -15.6 -10.4 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 -2.8 -20.0 -3.1 -20.0 -8.8 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 8.5 20.0 10.9 7.4 20.0 20.0 20.0 20.0 GASOIL -14.5 -15.7 -1.1 -6.1 3.0 -2.5 0.7 -0.2 -5.2 -0.5 3.5 -7.7 4.9 -11.5 -8.5 10.6 15.1 16.0 16.6 -7.3 -0.4 -4.5 2.5 -9.8 -1.9 -4.0 8.7 2.0 4.6 4.2 -4.1 20.0 8.2 1.1 -1.1 6.5 6.7 20.0 -2.5 8.5 GASOLINE -11.9 -11.0 -4.8 -8.7 4.3 -3.6 1.0 -0.3 -7.4 -1.8 -6.5 -9.1 -1.6 -14.1 -12.4 -20.0 4.8 -20.0 -7.0 -11.9 -6.3 -8.1 -2.7 -13.2 -19.3 -15.8 5.9 -11.6 2.3 -6.7 -11.1 -4.2 6.4 -4.9 -5.6 -8.6 20.0 20.0 14.1 20.0 GAS_US_mini -19.9 0.9 12.6 -4.8 2.4 -2.0 0.6 -0.2 -4.1 1.2 -5.2 -8.3 -7.4 -8.0 -3.9 20.0 -20.0 -2.9 -20.0 -3.0 -1.8 -4.7 -2.8 -5.9 20.0 -2.5 -4.8 -0.9 -5.9 -1.4 -5.9 -20.0 -11.8 -10.8 4.3 5.5 5.0 -20.0 -9.1 -20.0 GBP 16.6 11.1 -10.1 6.8 -1.4 -0.2 15.6 3.3 18.7 9.1 -0.0 17.9 13.8 20.0 6.5 0.5 0.0 0.3 0.2 11.7 3.6 15.1 7.2 20.0 2.1 15.2 6.0 5.5 20.0 9.0 20.0 6.5 7.3 10.3 20.0 4.9 4.7 -6.3 7.7 -6.7 GOLD_micro -2.9 3.7 -13.0 7.4 -11.8 8.3 -2.6 7.9 4.9 -10.3 10.2 0.4 11.1 7.2 9.8 -8.5 -10.4 -8.8 -9.4 15.4 18.3 0.2 19.0 10.2 -20.0 17.5 -14.0 20.0 -5.9 20.0 7.0 -6.5 0.6 -3.5 1.8 20.0 8.6 4.3 -12.9 -19.3 HEATOIL -16.9 -15.1 -2.7 -5.9 2.9 -2.4 0.7 -0.2 -5.0 -5.6 2.0 -11.5 3.8 -13.0 -9.4 16.7 11.6 15.6 13.4 -8.2 -1.1 -8.3 2.4 -11.9 -16.5 -6.3 0.5 -0.7 -2.6 2.8 -8.0 15.3 -4.9 -4.3 -1.6 1.4 16.6 12.0 -5.0 -10.6 JGB-SGX-mini -3.4 -19.4 -13.3 -6.5 -8.0 -3.5 -6.9 -2.5 -7.4 -10.6 -12.7 -11.3 -12.2 -12.0 -12.5 9.7 13.9 13.9 13.6 -20.0 -19.1 -16.5 -16.8 -20.0 -3.5 -20.0 -16.6 -17.9 -17.6 -14.3 -20.0 17.1 -20.0 -20.0 -20.0 -20.0 -7.6 -20.0 2.0 -20.0 JPY 7.7 -2.4 -18.4 4.0 -0.8 -0.1 9.2 1.9 11.1 -2.4 -14.6 -4.6 -13.2 -9.6 -13.5 -9.1 -10.7 -9.7 -9.9 -13.8 -17.2 -4.9 -15.1 -7.9 20.0 -15.0 -1.3 -17.3 -2.5 -13.8 -7.8 -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 -5.3 -20.0 -5.9 -20.0 -16.8 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 11.2 20.0 20.0 15.9 -0.0 11.2 8.7 20.0 LIVECOW 19.4 -0.3 -20.0 -15.6 -2.7 -20.0 -2.9 -20.0 -8.4 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 1.8 20.0 5.6 3.4 20.0 16.6 20.0 20.0 LUMBER-new 14.1 -9.7 -20.0 -20.0 -4.0 -20.0 -4.4 -20.0 -12.6 -12.0 -17.3 -4.2 -15.7 -9.9 -15.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -7.4 -20.0 -9.8 NaN -20.0 -14.2 -20.0 -16.7 -20.0 -16.1 -20.0 -20.0 9.8 -9.9 -7.2 3.5 20.0 8.0 20.0 MXP 11.2 9.5 3.7 7.0 -1.4 -0.2 16.1 3.4 19.3 -5.6 20.0 17.6 20.0 20.0 20.0 13.4 12.9 13.2 12.8 20.0 20.0 11.6 20.0 20.0 -20.0 20.0 -5.6 20.0 11.1 20.0 20.0 20.0 -12.9 8.7 20.0 20.0 11.2 10.3 14.5 14.4 NASDAQ_micro -6.3 -7.7 -15.3 6.3 -6.7 8.8 1.6 10.0 4.9 -0.5 11.8 4.0 13.3 5.5 4.9 -7.3 -8.6 -8.1 -8.3 5.1 12.2 -0.9 17.2 1.4 -20.0 1.2 -4.8 7.6 -2.0 12.2 -1.6 -5.2 5.2 -11.9 -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 10.0 13.5 -8.3 5.4 -1.1 -0.2 12.3 2.6 14.8 -12.8 -7.6 -4.1 -10.6 13.6 -2.3 -4.0 -3.4 -4.2 -4.0 1.9 -6.1 -1.7 -8.5 5.8 16.1 -1.4 -12.8 -9.0 -1.6 -10.3 4.5 0.0 -11.0 -8.8 -2.7 -8.9 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 -0.6 -1.8 -5.1 -17.1 -2.9 -20.0 -3.2 -20.0 -9.2 4.4 -11.4 3.9 -10.8 -0.8 -6.4 -15.6 -11.9 -19.0 -17.1 -8.9 -11.6 4.2 -10.8 -2.4 -4.9 -12.0 1.5 -13.4 1.1 -11.7 -6.0 -13.8 16.2 -11.1 -2.8 -6.0 -7.4 -14.5 -3.1 -15.8 OJ 20.0 11.8 -17.2 -9.0 -1.5 -12.3 -1.7 -12.6 -4.8 4.2 -5.4 5.0 -6.4 3.9 -3.2 -1.3 2.2 -2.8 -1.3 -0.7 -7.3 10.5 -9.0 8.1 -20.0 0.6 9.1 -5.1 13.9 -6.0 9.6 11.5 20.0 20.0 7.6 -2.2 -17.2 -17.6 -8.7 -17.7 PALLAD 2.1 -5.4 -0.6 6.0 -9.6 6.8 -2.1 6.4 3.9 -8.4 6.4 -0.3 5.8 3.3 5.6 -3.7 -3.1 -3.4 -3.2 7.3 6.2 0.2 4.7 6.6 13.9 7.8 -14.9 9.5 -8.3 9.1 2.8 5.1 -10.4 -0.8 -2.4 2.8 4.9 -7.1 -20.0 -19.0 PLAT 6.1 -6.7 -16.6 6.5 -10.3 7.3 -2.3 6.9 4.2 -4.9 9.0 3.0 8.6 6.3 7.8 -4.6 -4.0 -4.6 -4.1 11.6 8.2 8.0 6.2 13.9 0.1 13.3 -7.4 11.1 5.5 10.3 14.5 3.7 20.0 20.0 18.3 6.4 20.0 11.2 -19.0 -13.7 REDWHEAT -2.0 0.8 8.1 -20.0 -5.0 -20.0 -5.5 -20.0 -15.8 -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 9.4 3.1 11.5 20.0 -20.0 -20.0 -20.0 -20.0 RICE 1.1 5.7 -12.4 -10.6 -1.8 -14.5 -2.0 -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 6.9 -1.7 -2.3 -11.0 -11.0 -15.8 -0.7 -15.6 ROBUSTA -20.0 -16.6 1.3 -13.8 -2.3 -19.0 -2.6 -19.4 -7.5 9.9 0.8 -1.8 -1.1 -6.5 -5.8 17.0 13.3 13.1 12.5 -9.5 -3.9 -1.0 -0.4 -10.7 -20.0 -8.1 5.0 -3.4 -1.3 -0.1 -9.5 20.0 8.9 -13.8 -10.1 6.3 -6.2 13.2 7.3 20.0 RUSSELL 1.1 3.1 2.4 7.2 -7.6 10.0 1.9 11.4 5.6 -13.1 14.3 -9.6 13.7 8.0 9.6 -4.4 -5.2 -4.7 -4.8 8.6 12.4 -7.0 12.5 2.6 7.4 6.0 -11.0 9.7 -5.1 10.3 1.8 0.8 -11.1 -3.6 1.1 -2.3 -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 -6.6 -0.0 -9.9 7.6 -12.1 8.6 -2.7 8.1 5.0 -0.3 12.2 6.7 11.8 10.2 11.7 -5.3 -6.3 -5.6 -5.9 20.0 15.8 16.3 11.0 20.0 -9.8 19.1 -9.6 19.8 0.8 17.0 13.2 -0.0 3.8 18.0 20.0 20.0 4.7 20.0 -11.6 -3.3 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 -12.7 -15.7 -6.9 -13.5 -4.9 -14.5 -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 -0.6 -8.4 8.0 -3.8 -11.1 -17.1 -9.9 -20.0 SOYBEAN -20.0 -7.3 8.4 -20.0 -5.0 -20.0 -5.5 -20.0 -15.8 -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 -15.8 -20.0 1.7 20.0 -20.0 -9.0 -20.0 -4.6 SOYMEAL -19.1 -7.1 20.0 -20.0 -3.7 -20.0 -4.1 -20.0 -11.8 -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 -7.6 -16.0 6.1 20.0 -19.0 -20.0 -9.3 -20.0 SOYOIL -18.1 -6.1 -9.9 -20.0 -4.8 -20.0 -5.3 -20.0 -15.3 -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 -5.2 -20.0 -1.3 3.8 -20.0 -19.0 -20.0 -20.0 SP400 6.1 6.5 -1.1 7.4 -7.9 10.3 1.9 11.8 5.8 -10.2 14.1 -4.9 9.1 11.0 10.8 -6.1 -6.0 -5.9 -5.8 8.3 7.9 -2.9 7.0 6.0 1.8 4.5 -12.4 3.4 -3.9 2.5 3.4 -0.8 -10.9 -1.6 5.9 -13.7 -3.4 -20.0 -7.2 -20.0 SP500_micro -0.5 -2.2 -11.6 8.2 -8.6 11.4 2.1 12.9 6.4 1.7 18.2 9.7 18.6 13.8 13.5 -8.4 -9.4 -8.9 -9.0 11.0 18.2 3.1 20.0 7.4 -19.2 4.2 -5.2 9.4 1.9 13.8 3.1 -6.4 8.9 -6.1 -3.6 -2.2 2.1 -20.0 2.3 -20.0 SUGAR11 11.9 10.8 -6.8 -19.6 -3.3 -20.0 -3.7 -20.0 -10.6 5.4 -12.3 7.7 -14.4 9.7 -6.6 17.9 11.0 15.6 11.1 -3.5 -12.3 3.6 -16.5 3.5 -20.0 -3.3 1.6 -12.1 6.6 -15.1 5.2 20.0 7.4 12.4 20.0 0.9 -9.2 -17.3 -2.0 -12.6 US10 -3.4 -6.5 -0.2 -11.2 -13.8 -6.1 -11.8 -4.3 -12.7 -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 6.0 3.9 12.4 7.2 -20.0 -20.0 -16.3 -20.0 US10U -3.8 -6.7 2.8 -13.8 -17.1 -7.6 -14.7 -5.4 -15.8 1.4 15.0 -0.6 5.8 -12.3 -5.8 2.8 -0.3 1.8 0.9 -1.6 5.7 0.6 7.5 -2.9 -14.8 1.3 -0.8 10.8 2.8 14.2 -0.8 -6.0 16.7 7.3 15.4 15.3 -12.8 -11.7 -13.1 -20.0 US2 4.9 -3.2 -1.6 -10.7 -13.2 -5.8 -11.4 -4.2 -12.2 8.9 1.1 13.5 -2.4 3.8 -5.6 -8.9 -14.3 -10.9 -12.0 -1.6 -0.2 5.4 1.0 1.8 17.6 -1.5 -0.8 1.1 1.2 4.4 0.0 -20.0 4.8 11.7 12.5 1.6 -20.0 -13.4 -20.0 -20.0 US20 -3.8 -9.8 3.5 -9.7 -11.9 -5.3 -10.3 -3.8 -11.0 7.3 7.0 2.1 -3.3 -8.7 -5.7 4.7 3.3 4.3 4.0 -3.9 1.0 0.9 1.5 -3.7 -9.9 -1.8 4.8 4.3 5.9 5.9 -0.7 0.0 17.8 6.6 5.7 10.6 -4.9 14.6 -2.5 -17.7 US30 -5.1 -10.2 3.7 -11.3 -13.9 -6.2 -12.0 -4.4 -12.9 -3.1 2.9 -7.2 -9.4 -14.6 -10.0 1.1 -1.6 0.5 -0.5 -7.2 -2.0 -3.0 -2.6 -7.5 -5.7 -5.5 1.7 1.5 2.4 2.4 -4.9 -8.3 16.8 5.9 3.3 10.5 -4.0 8.8 0.2 -14.1 US5 -0.6 -4.8 -1.9 -11.3 -14.0 -6.2 -12.0 -4.4 -12.9 1.6 9.5 5.5 7.4 -4.6 -6.5 0.3 -2.7 -0.7 -1.4 -2.0 2.6 1.8 6.0 -1.2 -4.6 -1.0 -3.5 4.3 -0.9 8.7 -1.7 -9.8 6.7 6.2 13.7 3.8 -20.0 -20.0 -20.0 -20.0 VIX -13.4 -12.8 -6.9 -20.0 -5.8 -18.6 -20.0 -9.0 -20.0 -12.3 -20.0 -20.0 -17.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -16.2 -12.0 -20.0 NaN -20.0 -7.3 -19.1 -20.0 -9.3 -20.0 NaN NaN NaN NaN NaN -2.6 -20.0 NaN NaN WHEAT -6.5 -7.1 1.9 -20.0 -5.1 -20.0 -5.7 -20.0 -16.3 -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 3.9 -6.3 0.6 18.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3