******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260102_204156 produced at 2026-01-02 21:46:05.928903 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.36 0.0 0.00 0.00 0.00 0.00 -21.11 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.77 0.0 0.00 0.00 0.00 0.00 -45.43 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.36 0.0 999.00 -999.00 -0.24 -0.24 -39.46 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.29 0.0 0.00 0.00 0.00 0.00 -4.98 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 -30.93 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 -0.89 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.08 0.0 0.16 -0.16 -0.09 -0.09 -5.39 11.0 -6 -6 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.08 0.0 0.63 -0.63 -0.11 -0.11 -2.05 17.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.07 0.0 1.20 -1.20 0.00 0.00 -1.06 19.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.27 -1.27 0.00 0.00 -1.44 25.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.88 -0.88 0.00 0.00 -1.04 17.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -1.23 999999999.0 0 0 caleb_strategy_v3 DX False False 0.05 0.00 -0.05 0.0 999.00 -999.00 0.00 0.00 -1.16 999999999.0 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 -6.57 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.13 -0.13 0.00 0.00 -4.31 12.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.04 0.0 0.00 -0.03 -0.03 -0.03 -4.53 4.0 -3 -3 caleb_strategy_v3 BUND False False 0.07 -0.21 -0.04 0.0 0.69 -0.69 -0.21 -0.14 -0.51 10.0 -3 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.18 2.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.69 -0.69 0.00 0.00 -0.59 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.22 -0.03 0.0 0.96 -0.96 -0.22 -0.22 -0.41 13.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.54 -0.54 -0.05 -0.05 -1.42 23.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.03 0.0 0.17 -0.17 -0.02 -0.02 -1.03 7.0 -1 -1 caleb_strategy_v3 SOYOIL False False 0.01 -0.08 -0.03 0.0 0.14 -0.14 -0.08 -0.08 -1.82 10.0 -6 -6 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.61 9.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.02 0.0 0.77 -0.77 -0.02 -0.02 -1.17 48.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.81 8.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -0.62 5.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.13 -0.13 -0.04 -0.04 -1.59 9.0 -3 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.09 -0.09 -0.01 -0.01 -5.00 26.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.24 -0.02 0.0 0.24 -0.24 -0.24 -0.24 -0.39 4.0 -4 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.49 18.0 -4 -4 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -5.63 51.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.02 0.0 0.33 -0.33 -0.16 -0.16 -0.28 6.0 -3 -3 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 GOLD_micro False False 0.02 -0.16 -0.01 0.0 1.12 -1.12 -0.16 -0.18 -0.43 56.0 -8 -9 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.36 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 EURIBOR-ICE False False 0.13 0.00 -0.01 0.0 1.33 -1.33 0.00 0.00 -0.05 10.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.71 -0.71 -0.03 -0.03 -0.42 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 -0.35 23.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 -0.00 0.0 0.31 -0.31 0.16 0.16 -0.00 2.0 1 1 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.08 0.17 0.01 0.0 999.00 -999.00 0.17 0.17 0.12 999999999.0 2 2 caleb_strategy_v3 DOW False False 0.01 0.10 0.01 0.0 0.74 -0.74 0.10 0.14 0.49 66.0 9 12 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.01 0.0 0.40 -0.40 0.01 0.01 1.92 68.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.50 -0.50 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 BTP False False 0.07 0.00 0.01 0.0 0.65 -0.65 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.56 -0.56 0.00 0.00 0.76 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.11 -0.11 0.03 0.03 0.54 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.74 -0.74 0.00 0.00 0.65 17.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 0.05 0.0 0.98 -0.98 0.03 0.03 1.59 29.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.06 0.0 0.65 -0.65 0.08 0.08 0.74 8.0 1 1 caleb_strategy_v3 OAT False False 0.07 0.13 0.06 0.0 0.65 -0.65 0.13 0.13 0.88 10.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.06 0.0 0.21 -0.21 0.03 0.03 3.93 13.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.08 0.0 0.78 -0.78 0.00 0.00 5.95 58.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.09 0.0 0.95 -0.95 0.00 0.00 1.26 14.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.20 1.39 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.31 0.10 0.0 0.86 -0.86 0.31 0.31 2.54 22.0 8 8 caleb_strategy_v3 CAC False True 0.04 0.00 0.13 0.0 0.00 0.00 0.00 0.00 2.87 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.22 0.14 0.0 0.64 -0.64 0.22 0.26 4.34 20.0 7 8 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.59 -0.59 0.00 0.00 4.46 19.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.16 0.15 0.0 0.54 -0.54 0.16 0.16 9.81 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 2.46 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.62 0.80 0.0 0.77 -0.77 0.62 0.62 62.45 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.6 Shocked risk 76.6 Sum abs risk 62.2 Leverage 8.34 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2156000.04, 'annual_cash_vol_target': 539000.01, 'daily_cash_vol_target': 33687.500625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6689 0.4931 7.8891 BITCOIN 1974.2596 90395.0000 2.1840 34.9446 BOBL 0.1729 115.9600 0.1491 2.3862 BTP 0.4264 119.6400 0.3564 5.7021 BUND 0.3602 127.0600 0.2835 4.5354 BUXL 0.8163 108.7000 0.7509 12.0148 CAC 49.7322 8220.5000 0.6050 9.6796 CAD 0.0025 0.7303 0.3435 5.4967 CANOLA 7.4635 604.0000 1.2357 19.7710 CHF 0.0048 1.2720 0.3735 5.9767 COCOA 134.3870 5928.0000 2.2670 36.2718 COFFEE 5.2322 339.5500 1.5409 24.6548 COPPER 0.0842 5.6920 1.4797 23.6745 CORN 3.6450 457.7500 0.7963 12.7407 COTTON2 0.6087 64.0100 0.9509 15.2139 CRUDE_W 0.7909 56.9700 1.3882 22.2110 DAX 154.4915 24700.0000 0.6255 10.0075 DOW 289.4342 48627.0000 0.5952 9.5234 DX 0.3280 98.1800 0.3341 5.3460 EUR 0.0039 1.1763 0.3278 5.2445 EURIBOR-ICE 0.0333 97.6050 0.0341 0.5458 EUROSTX 40.4863 5882.0000 0.6883 11.0129 FEEDCOW 3.1212 352.3000 0.8859 14.1751 GASOIL 10.8272 608.5000 1.7793 28.4693 GASOLINE 0.0283 1.9523 1.4510 23.2156 GAS_US_mini 0.1432 3.0550 4.6890 75.0242 GBP 0.0056 1.3452 0.4171 6.6729 GOLD_micro 48.8065 4328.9000 1.1275 18.0393 HEATOIL 0.0375 2.0689 1.8147 29.0352 JGB-SGX-mini 0.2072 132.0100 0.1570 2.5116 JPY 0.0000 0.0064 0.5862 9.3798 LEANHOG 1.0279 89.0250 1.1547 18.4745 LIVECOW 2.0341 236.0750 0.8616 13.7864 LUMBER-new 7.0685 569.5000 1.2412 19.8587 MXP 0.0003 0.0554 0.4726 7.5623 NASDAQ_micro 206.0869 25400.0000 0.8114 12.9819 NIKKEI 474.1961 50400.0000 0.9409 15.0538 NZD 0.0032 0.5782 0.5594 8.9508 OAT 0.3759 120.1200 0.3129 5.0071 OATIES 5.2503 305.7500 1.7172 27.4750 OJ 6.3598 196.9000 3.2299 51.6791 PALLAD 75.8154 1680.5000 4.5115 72.1837 PLAT 82.9772 2136.1000 3.8845 62.1523 REDWHEAT 7.5711 527.7500 1.4346 22.9536 RICE 0.1483 9.7150 1.5270 24.4323 ROBUSTA 67.9292 3953.0000 1.7184 27.4947 RUSSELL 24.7267 2523.4000 0.9799 15.6783 SHATZ 0.0498 106.7400 0.0467 0.7466 SILVER-mini 2.1147 72.0000 2.9370 46.9925 SMI 73.8480 13207.0000 0.5592 8.9465 SOFR 0.0440 96.5300 0.0456 0.7292 SOYBEAN 8.0802 1062.2500 0.7607 12.1706 SOYMEAL 3.6010 299.8000 1.2011 19.2183 SOYOIL 0.5763 49.8400 1.1563 18.5015 SP400 27.1731 3375.3000 0.8051 12.8809 SP500_micro 41.6734 6902.7500 0.6037 9.6595 SUGAR11 0.2271 14.3000 1.5879 25.4057 US10 0.2904 112.2188 0.2588 4.1400 US10U 0.3759 114.6562 0.3279 5.2460 US2 0.0680 104.3711 0.0652 1.0429 US20 0.5788 115.0625 0.5030 8.0480 US30 0.8270 117.3125 0.7049 11.2789 US5 0.1846 109.1719 0.1691 2.7057 VIX 0.4221 19.5500 2.1589 34.5427 WHEAT 6.5161 564.5000 1.1543 18.4689 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.90 0.49 329.81 1.00 329.81 33687.5 102.14 16.82 171.84 BITCOIN 90.40 2.18 197.43 1.00 197.43 33687.5 170.63 -16.72 -285.22 BOBL 1159.60 0.15 172.94 1.17 202.99 33687.5 165.96 -6.28 -104.19 BTP 1196.40 0.36 426.37 1.17 500.46 33687.5 67.31 0.98 6.61 BUND 1270.60 0.28 360.16 1.17 422.75 33687.5 79.69 -6.26 -49.85 BUXL 1087.00 0.75 816.26 1.17 958.09 33687.5 35.16 -10.81 -37.99 CAC 822.05 0.60 497.32 1.17 583.74 33687.5 57.71 14.58 84.14 CAD 730.30 0.34 250.89 1.00 250.89 33687.5 134.27 4.57 61.33 CANOLA 120.80 1.24 149.27 0.73 108.94 33687.5 309.22 -7.47 -230.94 CHF 1590.00 0.37 593.93 1.00 593.93 33687.5 56.72 -2.78 -15.79 COCOA 592.80 2.27 1343.87 1.00 1343.87 33687.5 25.07 -6.90 -17.30 COFFEE 1273.31 1.54 1962.08 1.00 1962.08 33687.5 17.17 1.88 3.23 COPPER 1423.00 1.48 2105.55 1.00 2105.55 33687.5 16.00 8.01 12.81 CORN 228.88 0.80 182.25 1.00 182.25 33687.5 184.84 -9.57 -176.98 COTTON2 320.05 0.95 304.33 1.00 304.33 33687.5 110.70 -20.00 -221.39 CRUDE_W 569.70 1.39 790.85 1.00 790.85 33687.5 42.60 -1.35 -5.74 DAX 247.00 0.63 154.49 1.17 181.34 33687.5 185.77 9.38 174.29 DOW 243.14 0.60 144.72 1.00 144.72 33687.5 232.78 0.90 20.98 DX 981.80 0.33 328.04 1.00 328.04 33687.5 102.69 -4.36 -44.81 EUR 1470.38 0.33 481.96 1.00 481.96 33687.5 69.90 6.93 48.41 EURIBOR-ICE 2440.12 0.03 83.25 1.17 97.71 33687.5 344.77 -0.04 -1.44 EUROSTX 588.20 0.69 404.86 1.17 475.21 33687.5 70.89 17.93 127.12 FEEDCOW 1761.50 0.89 1560.58 1.00 1560.58 33687.5 21.59 10.32 22.27 GASOIL 608.50 1.78 1082.72 1.00 1082.72 33687.5 31.11 4.03 12.53 GASOLINE 819.97 1.45 1189.75 1.00 1189.75 33687.5 28.31 -10.00 -28.30 GAS_US_mini 76.38 4.69 358.12 1.00 358.12 33687.5 94.07 -4.90 -46.13 GBP 840.75 0.42 350.64 1.00 350.64 33687.5 96.07 10.18 97.80 GOLD_micro 432.89 1.13 488.06 1.00 488.06 33687.5 69.02 -1.84 -12.67 HEATOIL 868.94 1.81 1576.86 1.00 1576.86 33687.5 21.36 -3.87 -8.28 JGB-SGX-mini 132010.00 0.16 20722.42 0.01 132.32 33687.5 254.58 -16.46 -418.94 JPY 801.81 0.59 470.05 1.00 470.05 33687.5 71.67 -11.00 -78.82 LEANHOG 356.10 1.15 411.17 1.00 411.17 33687.5 81.93 7.88 64.53 LIVECOW 944.30 0.86 813.65 1.00 813.65 33687.5 41.40 4.76 19.73 LUMBER-new 156.61 1.24 194.38 1.00 194.38 33687.5 173.31 -15.55 -269.54 MXP 277.20 0.47 131.02 1.00 131.02 33687.5 257.12 16.53 424.91 NASDAQ_micro 508.00 0.81 412.17 1.00 412.17 33687.5 81.73 -7.46 -60.94 NIKKEI 50400.00 0.94 47419.61 0.01 303.60 33687.5 110.96 8.15 90.42 NZD 578.20 0.56 323.46 1.00 323.46 33687.5 104.15 2.81 29.30 OAT 1201.20 0.31 375.91 1.17 441.22 33687.5 76.35 3.36 25.66 OATIES 152.88 1.72 262.51 1.00 262.51 33687.5 128.33 -16.58 -212.76 OJ 295.35 3.23 953.96 1.00 953.96 33687.5 35.31 -7.01 -24.75 PALLAD 1680.50 4.51 7581.54 1.00 7581.54 33687.5 4.44 2.22 0.99 PLAT 1068.05 3.88 4148.86 1.00 4148.86 33687.5 8.12 6.02 4.89 REDWHEAT 263.88 1.43 378.55 1.00 378.55 33687.5 88.99 -15.35 -136.59 RICE 194.30 1.53 296.70 1.00 296.70 33687.5 113.54 -16.36 -185.75 ROBUSTA 395.30 1.72 679.29 1.00 679.29 33687.5 49.59 -5.29 -26.23 RUSSELL 126.17 0.98 123.63 1.00 123.63 33687.5 272.48 2.12 57.89 SHATZ 1067.40 0.05 49.80 1.17 58.46 33687.5 576.26 -8.51 -490.57 SILVER-mini 1800.00 2.94 5286.65 1.00 5286.65 33687.5 6.37 5.63 3.59 SMI 1320.70 0.56 738.48 1.26 935.24 33687.5 36.02 20.00 72.04 SOFR 2413.25 0.05 109.99 1.00 109.99 33687.5 306.27 -11.33 -346.94 SOYBEAN 531.12 0.76 404.01 1.00 404.01 33687.5 83.38 -13.21 -110.17 SOYMEAL 299.80 1.20 360.10 1.00 360.10 33687.5 93.55 -18.22 -170.40 SOYOIL 299.04 1.16 345.79 1.00 345.79 33687.5 97.42 -20.00 -194.84 SP400 3375.30 0.81 2717.31 1.00 2717.31 33687.5 12.40 -0.08 -0.10 SP500_micro 345.14 0.60 208.37 1.00 208.37 33687.5 161.67 -3.10 -50.14 SUGAR11 160.16 1.59 254.31 1.00 254.31 33687.5 132.47 -7.70 -102.01 US10 1122.19 0.26 290.37 1.00 290.37 33687.5 116.02 -7.07 -81.97 US10U 1146.56 0.33 375.93 1.00 375.93 33687.5 89.61 -5.21 -46.73 US2 2087.42 0.07 136.06 1.00 136.06 33687.5 247.59 -2.85 -70.47 US20 1150.62 0.50 578.76 1.00 578.76 33687.5 58.21 -2.22 -12.95 US30 1173.12 0.70 826.97 1.00 826.97 33687.5 40.74 -5.48 -22.33 US5 1091.72 0.17 184.62 1.00 184.62 33687.5 182.47 -6.23 -113.77 VIX 195.50 2.16 422.07 1.00 422.07 33687.5 79.82 -20.00 -159.63 WHEAT 282.25 1.15 325.80 1.00 325.80 33687.5 103.40 -19.02 -196.62 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 171.838 0.010 2.5 4.465 BITCOIN -285.224 0.043 2.5 -30.930 BOBL -104.188 0.004 2.5 -1.058 BTP 6.608 0.014 2.5 0.226 BUND -49.855 0.004 2.5 -0.506 BUXL -37.992 0.004 2.5 -0.386 CAC 84.143 0.014 2.5 2.874 CAD 61.329 0.010 2.5 1.593 CANOLA -230.939 0.010 2.5 -5.626 CHF -15.792 0.010 2.5 -0.410 COCOA -17.302 0.010 2.5 -0.422 COFFEE 3.229 0.005 2.5 0.043 COPPER 12.811 0.043 2.5 1.389 CORN -176.976 0.010 2.5 -4.312 COTTON2 -221.391 0.010 2.5 -5.394 CRUDE_W -5.743 0.043 2.5 -0.623 DAX 174.294 0.014 2.5 5.953 DOW 20.978 0.009 2.5 0.488 DX -44.814 0.010 2.5 -1.164 EUR 48.408 0.010 2.5 1.258 EURIBOR-ICE -1.443 0.014 2.5 -0.049 EUROSTX 127.119 0.014 2.5 4.342 FEEDCOW 22.270 0.013 2.5 0.739 GASOIL 12.534 0.017 2.5 0.544 GASOLINE -28.302 0.017 2.5 -1.229 GAS_US_mini -46.131 0.043 2.5 -5.002 GBP 97.797 0.010 2.5 2.541 GOLD_micro -12.672 0.014 2.5 -0.433 HEATOIL -8.277 0.017 2.5 -0.359 JGB-SGX-mini -418.936 0.043 2.5 -45.429 JPY -78.818 0.010 2.5 -2.048 LEANHOG 64.528 0.024 2.5 3.927 LIVECOW 19.726 0.013 2.5 0.655 LUMBER-new -269.536 0.010 2.5 -6.567 MXP 424.906 0.059 2.5 62.452 NASDAQ_micro -60.943 0.009 2.5 -1.418 NIKKEI 90.420 0.043 2.5 9.805 NZD 29.295 0.010 2.5 0.761 OAT 25.660 0.014 2.5 0.876 OATIES -212.759 0.010 2.5 -5.183 OJ -24.750 0.010 2.5 -0.603 PALLAD 0.986 0.014 2.5 0.034 PLAT 4.887 0.014 2.5 0.167 REDWHEAT -136.594 0.005 2.5 -1.815 RICE -185.749 0.010 2.5 -4.525 ROBUSTA -26.234 0.005 2.5 -0.348 RUSSELL 57.886 0.013 2.5 1.921 SHATZ -490.572 0.004 2.5 -4.982 SILVER-mini 3.590 0.014 2.5 0.123 SMI 72.040 0.014 2.5 2.461 SOFR -346.941 0.024 2.5 -21.115 SOYBEAN -110.169 0.004 2.5 -1.026 SOYMEAL -170.402 0.004 2.5 -1.587 SOYOIL -194.842 0.004 2.5 -1.816 SP400 -0.096 0.013 2.5 -0.003 SP500_micro -50.139 0.009 2.5 -1.167 SUGAR11 -102.009 0.010 2.5 -2.485 US10 -81.971 0.005 2.5 -1.040 US10U -46.730 0.005 2.5 -0.593 US2 -70.467 0.005 2.5 -0.894 US20 -12.946 0.005 2.5 -0.164 US30 -22.332 0.005 2.5 -0.283 US5 -113.767 0.005 2.5 -1.444 VIX -159.631 0.099 2.5 -39.459 WHEAT -196.618 0.005 2.5 -2.612 ===================== Position diags ===================== AUD 2.65 BITCOIN 18.50 BOBL 1.69 BTP 2.30 BUND 0.81 BUXL 0.36 CAC 1.97 CAD 3.49 CANOLA 7.53 CHF 1.47 COCOA 0.61 COFFEE 0.23 COPPER 1.73 CORN 4.50 COTTON2 2.70 CRUDE_W 4.62 DAX 6.35 DOW 5.42 DX 2.67 EUR 1.82 EURIBOR-ICE 11.78 EUROSTX 2.42 FEEDCOW 0.72 GASOIL 1.35 GASOLINE 1.23 GAS_US_mini 10.20 GBP 2.50 GOLD_micro 2.36 HEATOIL 0.93 JGB-SGX-mini 27.61 JPY 1.86 LEANHOG 4.99 LIVECOW 1.37 LUMBER-new 4.22 MXP 37.79 NASDAQ_micro 1.90 NIKKEI 12.03 NZD 2.71 OAT 2.61 OATIES 3.13 OJ 0.86 PALLAD 0.15 PLAT 0.28 REDWHEAT 1.18 RICE 2.77 ROBUSTA 0.66 RUSSELL 9.04 SHATZ 5.85 SILVER-mini 0.22 SMI 1.23 SOFR 18.64 SOYBEAN 0.78 SOYMEAL 0.87 SOYOIL 0.91 SP400 0.41 SP500_micro 3.76 SUGAR11 3.23 US10 1.47 US10U 1.14 US2 3.14 US20 0.74 US30 0.52 US5 2.32 VIX 19.73 WHEAT 1.37 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.5 4.2 4.7 0.0 0 BITCOIN -30.9 -32.8 -29.1 0.0 0 BOBL -1.1 -1.2 -0.9 0.0 0 BTP 0.2 -0.0 0.5 0.0 0 BUND -0.5 -0.6 -0.4 -3.0 -3 BUXL -0.4 -0.4 -0.4 -4.0 -4 CAC 2.9 2.7 3.1 0.0 0 CAD 1.6 1.2 1.9 1.0 1 CANOLA -5.6 -6.4 -4.9 0.0 0 CHF -0.4 -0.6 -0.3 -3.0 -3 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN -4.3 -4.8 -3.9 0.0 0 COTTON2 -5.4 -5.7 -5.1 -6.0 -6 CRUDE_W -0.6 -1.1 -0.2 0.0 0 DAX 6.0 5.3 6.6 0.0 0 DOW 0.5 -0.1 1.0 9.0 9 DX -1.2 -1.4 -0.9 0.0 0 EUR 1.3 1.1 1.4 0.0 0 EURIBOR-ICE -0.0 -1.2 1.1 0.0 0 EUROSTX 4.3 4.1 4.6 7.0 7 FEEDCOW 0.7 0.7 0.8 1.0 1 GASOIL 0.5 0.4 0.7 1.0 1 GASOLINE -1.2 -1.4 -1.1 0.0 0 GAS_US_mini -5.0 -6.0 -4.0 -3.0 -3 GBP 2.5 2.3 2.8 8.0 8 GOLD_micro -0.4 -0.7 -0.2 -8.0 -8 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -45.4 -48.2 -42.7 0.0 0 JPY -2.0 -2.2 -1.9 -3.0 -3 LEANHOG 3.9 3.4 4.4 2.0 2 LIVECOW 0.7 0.5 0.8 0.0 0 LUMBER-new -6.6 -7.0 -6.1 0.0 0 MXP 62.5 58.7 66.2 48.0 48 NASDAQ_micro -1.4 -1.6 -1.2 -2.0 -2 NIKKEI 9.8 8.6 11.0 11.0 11 NZD 0.8 0.5 1.0 0.0 0 OAT 0.9 0.6 1.1 2.0 2 OATIES -5.2 -5.5 -4.9 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -1.8 -1.9 -1.7 -3.0 -3 RICE -4.5 -4.8 -4.2 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 1.9 1.0 2.8 1.0 1 SHATZ -5.0 -5.6 -4.4 NaN 0 SILVER-mini 0.1 0.1 0.1 2.0 2 SMI 2.5 2.3 2.6 0.0 0 SOFR -21.1 -23.0 -19.3 NaN 0 SOYBEAN -1.0 -1.1 -0.9 -1.0 -1 SOYMEAL -1.6 -1.7 -1.5 -3.0 -3 SOYOIL -1.8 -1.9 -1.7 -6.0 -6 SP400 -0.0 -0.0 0.0 1.0 1 SP500_micro -1.2 -1.5 -0.8 -1.0 -1 SUGAR11 -2.5 -2.8 -2.2 -4.0 -4 US10 -1.0 -1.2 -0.9 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 -3.0 -3 US5 -1.4 -1.7 -1.2 0.0 0 VIX -39.5 -41.4 -37.5 -26.0 -26 WHEAT -2.6 -2.7 -2.5 -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 0.2 0.3 0.0 0.1 -0.0 0.0 0.1 0.1 0.2 0.0 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 0.4 0.1 0.7 0.2 0.7 BITCOIN -0.0 -0.6 -0.6 0.1 -0.1 0.4 -0.1 0.5 0.0 0.2 -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 -0.2 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.1 -0.2 -0.2 -0.2 -0.4 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 0.4 -0.2 -0.0 -0.4 -0.2 -0.3 -0.2 0.1 0.4 -0.4 -0.6 -0.4 0.2 0.7 0.7 0.7 BTP -0.1 -0.3 -0.0 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 0.3 -0.1 0.6 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 -0.1 0.3 -0.1 -2.7 -0.1 -0.1 0.1 -0.1 0.3 -0.2 0.6 0.4 0.1 0.1 0.3 0.0 0.7 0.4 0.7 BUND -0.2 -0.4 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.3 -0.1 -0.4 -0.2 -0.2 0.3 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 -0.1 -0.3 -0.2 -0.3 -0.2 0.1 0.4 -0.3 -0.5 -0.3 0.0 0.7 0.4 0.7 BUXL -0.1 -0.4 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.1 -0.5 -0.2 0.2 -0.2 -0.0 -0.5 -0.2 -0.6 -0.2 -0.0 0.5 -0.1 -0.5 -0.2 -0.3 0.7 0.0 0.3 CAC 0.1 -0.0 0.3 0.1 -0.1 0.4 -0.0 0.6 0.1 0.2 0.4 0.2 0.7 0.1 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 0.2 0.0 -0.0 -0.0 -0.0 0.5 0.7 0.3 0.7 CAD 0.4 0.6 -0.1 0.1 -0.0 0.0 0.1 0.1 0.2 -0.2 -0.1 0.1 -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 0.4 0.6 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.5 -0.3 -0.3 -0.1 -0.0 -0.5 -0.0 -0.7 -0.1 -0.1 -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 0.2 -0.5 -0.3 -0.0 0.5 0.7 0.7 0.7 CHF 0.4 0.0 -0.3 0.1 -0.0 0.0 0.1 0.1 0.1 -0.1 0.1 0.1 0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 0.0 0.3 0.1 -0.2 0.1 -0.0 0.1 0.1 0.4 0.1 -1.1 -0.1 0.2 0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.5 0.3 -0.6 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -0.1 -0.2 0.0 -0.1 0.0 -0.0 -0.1 0.1 -0.0 0.0 -0.0 -0.1 0.0 -0.1 0.0 -2.7 -0.0 0.0 -0.2 0.0 -0.1 0.0 0.9 0.1 0.5 -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 -0.1 0.2 0.3 -0.1 0.6 -0.2 -0.1 0.4 0.3 0.4 0.4 -0.1 0.1 -0.0 0.5 -0.2 -2.7 -0.1 -0.1 0.3 -0.2 0.7 -0.2 1.1 -0.1 -0.6 -0.4 0.6 0.7 0.5 0.7 0.7 COPPER 0.1 0.4 0.4 0.1 -0.1 0.2 -0.1 0.3 0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 -0.5 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.0 0.3 -0.4 -0.1 -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 -0.2 -0.4 -0.2 0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.1 -0.3 -0.1 1.3 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -1.1 -0.3 0.0 0.4 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 0.0 -0.5 0.1 -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 -0.0 0.2 -0.0 0.1 -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 -0.1 -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 0.1 0.3 -0.0 -0.4 0.6 0.7 0.3 0.7 DAX 0.4 0.1 -0.3 0.1 -0.1 0.4 -0.0 0.6 0.0 0.2 0.3 0.2 0.7 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 -1.8 0.1 0.2 0.0 0.2 0.3 0.2 -0.1 0.4 0.6 0.3 -0.4 0.3 0.7 0.1 0.7 DOW 0.1 0.2 0.0 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.0 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 -0.0 0.1 0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.4 -0.2 0.4 0.1 -0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.5 -0.2 0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -2.7 -0.1 0.0 -0.0 -0.1 -0.1 -0.2 0.9 -0.5 -0.6 -0.6 0.4 0.1 0.6 0.2 0.7 EUR 0.3 0.2 -0.2 0.1 -0.0 0.0 0.1 0.1 0.2 -0.2 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 -0.0 0.3 0.1 0.5 0.2 -0.4 -0.2 0.1 0.4 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE -0.2 -0.5 -0.3 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.1 -0.1 -0.1 0.3 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 0.3 -0.5 -0.5 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.2 0.1 0.2 0.1 -0.1 0.4 -0.0 0.6 0.0 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 0.4 0.4 0.4 0.3 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.2 -0.5 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.2 0.3 0.1 0.0 0.2 0.2 0.3 0.3 0.1 0.1 0.2 0.4 0.2 -2.7 0.0 0.1 0.2 0.1 0.7 0.1 1.1 0.1 0.6 0.5 0.3 0.7 0.7 0.7 0.7 GASOIL -0.4 -0.6 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.0 0.1 0.1 0.1 0.2 -0.0 1.1 0.1 0.1 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.3 -0.4 -0.2 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.4 0.1 -0.4 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -2.6 -0.2 0.1 -0.3 0.0 -0.2 -0.1 -0.4 0.1 -0.1 -0.2 -0.3 0.7 0.7 0.4 0.7 GAS_US_mini -0.6 -0.0 0.4 -0.0 0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.3 -0.1 -0.0 0.4 -0.4 0.0 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 2.5 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 -1.1 -0.3 -0.5 0.1 0.2 0.2 -0.7 -0.3 -0.7 GBP 0.4 0.4 -0.3 0.1 -0.0 0.0 0.1 0.1 0.2 -0.2 0.0 0.2 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.0 0.1 0.2 0.2 0.3 0.2 0.1 0.1 0.2 0.3 0.2 0.4 0.2 0.3 0.6 0.2 0.1 -0.2 0.2 -0.2 GOLD_micro -0.2 0.1 -0.4 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.1 0.2 -0.0 0.4 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.1 -2.7 0.2 -0.1 0.5 -0.1 0.7 0.1 -0.3 0.1 -0.1 0.0 0.6 0.3 0.2 -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 0.0 -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 0.1 0.5 0.4 -0.2 -0.4 JGB-SGX-mini -0.2 -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 -0.2 -0.5 -0.2 -0.4 -0.2 -0.2 -0.5 -0.2 -0.6 -0.2 0.9 -0.3 -0.6 -0.6 -0.6 -0.2 -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 -0.1 -0.4 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.4 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.5 -0.1 -0.6 -0.1 -0.6 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.5 0.3 -0.5 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 0.0 0.2 0.4 0.2 -0.0 -0.4 0.4 -0.2 0.2 0.1 0.0 0.1 0.2 0.2 -0.4 0.1 0.1 -0.0 0.2 0.1 0.2 1.1 0.0 0.6 0.6 0.5 -0.0 0.4 0.3 0.7 LIVECOW 0.6 0.1 -0.6 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 0.1 0.1 0.1 0.3 0.1 0.0 -0.0 0.1 -0.0 0.0 0.1 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 0.3 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.4 -0.3 -0.7 -0.2 -0.0 -0.6 -0.1 -0.8 -0.2 -0.2 -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 0.3 -0.3 -0.3 0.1 0.8 0.3 0.8 MXP 0.3 0.3 0.1 0.1 -0.0 0.0 0.1 0.1 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.1 0.5 0.1 0.7 0.2 1.1 -0.3 0.2 0.6 0.6 0.4 0.3 0.5 0.5 NASDAQ_micro -0.3 -0.2 -0.5 0.1 -0.1 0.2 -0.0 0.4 0.0 -0.1 0.3 0.0 0.5 0.1 0.0 -0.1 -0.2 -0.2 -0.2 0.0 0.1 -0.0 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.0 0.4 -0.0 -0.3 0.0 -0.4 -0.4 0.1 0.0 -0.7 0.0 -0.7 NIKKEI -0.2 -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 0.2 0.4 -0.3 0.1 -0.0 0.0 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 0.0 2.1 -0.0 -0.1 -0.2 -0.0 -0.4 0.0 0.0 -0.3 -0.4 -0.0 -0.3 0.1 0.7 0.2 0.7 OAT -0.1 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.0 -0.1 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.9 0.4 -0.0 0.0 0.1 -0.0 0.7 0.3 0.7 OATIES 0.1 -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 -0.6 -0.1 0.0 -0.4 0.0 -0.4 -0.1 -0.7 -0.0 -0.3 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.5 -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 0.4 0.6 0.3 -0.1 -0.6 -0.6 -0.3 -0.6 PALLAD 0.0 -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 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 1.7 0.1 -0.1 0.2 -0.1 0.3 0.0 0.3 -0.4 -0.1 -0.1 0.1 0.2 -0.2 -0.7 -0.6 PLAT 0.2 -0.2 -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 0.0 0.2 0.1 -0.0 0.1 -0.1 0.3 0.1 0.3 0.1 0.2 0.2 0.6 0.5 0.2 0.7 0.4 -0.6 -0.4 REDWHEAT -0.1 -0.0 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.5 -0.0 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.1 -0.5 -0.0 0.9 -0.0 -0.1 -0.2 -0.1 -0.5 -0.0 -0.9 -0.2 -0.1 0.3 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.0 0.1 -0.4 -0.1 -0.0 -0.4 -0.0 -0.5 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 0.1 -0.1 -0.0 -0.4 -0.0 -0.6 -0.1 -1.0 -0.0 -0.1 -0.1 -0.3 -0.4 -0.5 -0.0 -0.5 ROBUSTA -0.6 -0.6 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 0.4 0.3 0.3 0.3 -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 0.3 -0.4 -0.3 0.2 -0.2 0.4 0.2 0.7 RUSSELL -0.1 0.1 0.0 0.1 -0.1 0.3 -0.0 0.4 0.0 -0.1 0.4 -0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 1.0 0.1 -0.1 0.3 -0.1 0.4 0.0 0.0 -0.2 -0.2 0.0 -0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.1 -0.3 -0.2 -0.1 -0.2 -0.2 -0.2 -0.1 -0.1 -0.0 -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 1.3 -0.2 -0.0 -0.5 -0.1 -0.4 -0.2 -1.1 0.4 -0.3 -0.5 -0.5 0.6 0.7 0.7 0.7 SILVER-mini -0.5 -0.0 -0.4 0.1 -0.1 0.2 -0.0 0.3 0.0 -0.0 0.3 0.0 0.4 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.3 0.2 -1.1 0.2 -0.1 0.5 0.0 0.5 0.1 -0.0 -0.0 0.4 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 -0.3 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.2 -0.2 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 -0.3 0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 0.2 -0.2 0.1 -0.2 -0.1 -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 -0.3 -0.6 -0.1 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.6 -0.3 0.6 -0.2 -0.0 -0.5 -0.1 -0.7 -0.1 -0.1 -0.0 -0.2 -0.4 -0.2 -0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -0.0 -0.2 -0.1 -0.2 -2.0 0.0 -0.1 0.2 -0.1 0.0 -0.1 -0.8 -0.2 -0.5 0.1 0.6 -0.7 -0.7 -0.3 -0.7 SOYOIL -0.5 -0.2 -0.3 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 0.1 -0.2 -0.1 0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.2 -2.5 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 0.0 -0.6 -0.1 0.1 -0.7 -0.6 -0.7 -0.7 SP400 0.1 0.3 -0.1 0.1 -0.1 0.3 -0.0 0.4 0.0 0.0 0.4 -0.0 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 0.3 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.0 -0.2 -0.1 0.1 -0.5 -0.1 -0.7 -0.2 -0.7 SP500_micro -0.1 -0.0 -0.4 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.1 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 0.3 0.4 -0.2 -0.2 -0.0 -0.5 -0.0 -0.7 -0.1 -0.1 -0.3 0.0 -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 -0.0 -0.4 US10 -0.1 -0.2 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.3 -0.1 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -1.3 -0.0 -0.1 0.2 -0.0 0.4 -0.0 -0.2 0.2 0.1 0.4 0.2 -0.7 -0.7 -0.6 -0.7 US10U -0.1 -0.2 0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.4 -0.1 0.2 -0.2 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.1 -0.1 0.2 -0.1 -2.0 0.0 -0.0 0.3 0.0 0.5 -0.0 -0.3 0.5 0.4 0.6 0.5 -0.4 -0.4 -0.4 -0.7 US2 0.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 0.0 0.1 -0.1 0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 0.0 0.0 0.0 2.3 -0.0 -0.0 0.0 0.0 0.2 0.0 -1.1 0.3 0.5 0.5 0.1 -0.7 -0.5 -0.7 -0.7 US20 -0.1 -0.3 0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -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 -0.1 -1.3 -0.0 0.0 0.1 0.1 0.2 -0.0 0.0 0.5 0.3 0.3 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.1 -0.3 0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.1 -0.1 -0.3 -0.2 -0.1 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.8 -0.1 0.0 0.0 0.0 0.1 -0.1 -0.4 0.5 0.3 0.2 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 -0.2 -0.1 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 -0.7 -0.0 -0.0 0.1 -0.0 0.3 -0.0 -0.5 0.3 0.3 0.5 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.6 -0.7 -0.3 -0.3 -0.0 -0.9 -0.3 -0.6 -0.3 0.0 -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 -0.3 0.1 -0.2 -0.0 -0.5 -0.1 -0.7 -0.2 -0.2 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -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 6.8 10.3 1.3 6.8 -3.1 0.4 8.9 3.3 15.1 1.0 15.7 12.6 7.5 20.0 15.9 0.7 -0.9 0.1 -0.4 15.7 10.4 11.2 5.8 17.9 17.3 14.7 -0.7 8.9 12.9 3.2 18.8 5.2 3.6 -2.7 9.4 13.6 3.6 20.0 6.0 20.0 BITCOIN -0.7 -20.0 -20.0 11.7 -14.9 14.8 -8.2 14.5 4.6 18.1 -15.1 -5.1 1.8 -17.5 -20.0 -4.2 -6.5 -4.9 -5.6 -20.0 -20.0 1.3 -7.1 -14.5 -20.0 -20.0 -0.3 -20.0 -5.0 -5.7 -15.8 0.0 20.0 -20.0 -20.0 -20.0 3.7 -1.6 -20.0 -17.7 BOBL -5.1 -14.5 -3.9 -11.6 -20.0 -6.3 -17.2 -4.3 -14.6 -7.2 -12.9 -7.9 -4.7 -14.5 -15.6 -20.0 3.5 -2.9 4.2 -16.8 -11.2 -8.9 -6.6 -15.5 3.0 -20.0 -5.5 -13.6 -16.7 -7.0 -20.0 1.4 15.5 -11.6 -17.2 -11.1 6.1 20.0 20.0 20.0 BTP -2.0 -9.8 -0.7 -14.6 -20.0 -8.0 -20.0 -5.4 -18.5 -15.7 10.7 -6.6 18.0 -11.0 1.0 14.0 9.6 11.4 10.4 -3.5 3.3 -7.8 9.3 -6.3 -20.0 -7.8 -7.8 2.3 -12.2 9.7 -14.0 10.7 16.4 2.0 2.7 9.4 0.1 20.0 11.6 20.0 BUND -5.9 -13.6 -0.3 -12.5 -20.0 -6.8 -18.6 -4.6 -15.8 -13.0 -12.2 -12.0 -10.7 -16.3 -16.3 15.7 4.6 7.5 5.4 -16.7 -10.6 -13.6 -8.4 -17.8 -0.1 -20.0 -6.4 -12.8 -18.4 -7.5 -20.0 2.3 18.0 -9.9 -15.6 -7.8 0.9 20.0 11.0 20.0 BUXL -4.4 -12.0 0.9 -12.6 -20.0 -6.9 -18.8 -4.7 -15.9 -17.2 -17.6 -14.5 -19.5 -17.8 -17.6 4.4 3.2 4.2 3.9 -19.3 -16.8 -15.7 -19.1 -19.3 1.3 -20.0 -2.4 -19.6 -16.1 -17.0 -20.0 -0.2 20.0 -2.9 -15.6 -7.5 -9.3 20.0 0.2 9.1 CAC 3.4 -0.3 8.3 9.6 -12.5 14.9 -3.7 17.5 4.7 20.0 16.5 20.0 19.4 7.1 12.1 -6.5 -2.4 -4.7 -3.4 9.1 12.4 15.2 13.4 9.7 6.7 7.0 6.1 8.1 9.3 5.0 7.0 4.7 0.6 -0.5 -0.3 -0.8 15.9 20.0 10.1 20.0 CAD 13.7 17.9 -1.7 6.8 -3.1 0.4 9.0 3.3 15.2 -18.3 -5.0 12.1 -4.3 20.0 13.6 -7.1 -7.5 -7.8 -7.8 14.8 2.6 7.4 -4.3 19.6 20.0 14.2 0.6 1.4 17.3 -3.6 20.0 -6.8 0.7 12.6 17.4 3.5 -20.0 -20.0 -20.0 -20.0 CANOLA -14.0 -9.8 -9.4 -13.8 -2.3 -19.4 -3.2 -20.0 -7.4 -5.9 -9.1 -6.0 -2.6 -8.5 -8.7 -18.5 -13.9 -19.7 -17.2 -11.6 -8.3 -7.7 -4.6 -12.4 6.6 -10.8 0.5 -8.0 -4.7 -4.9 -10.9 -15.3 8.0 -14.1 -8.5 -1.5 13.7 20.0 20.0 20.0 CHF 13.3 0.1 -9.7 6.2 -2.8 0.4 8.2 3.0 13.9 -16.3 2.8 10.7 14.2 11.1 -4.8 -16.9 -16.3 -16.9 -16.3 4.0 3.2 3.5 9.6 8.9 -1.7 5.8 -2.0 4.5 11.8 10.3 13.8 -20.0 -3.1 7.0 4.2 6.8 -6.9 -20.0 -6.0 -20.0 COCOA 15.8 9.3 -20.0 -11.8 -2.0 -16.6 -2.7 -17.2 -6.3 -7.0 -7.3 1.3 -3.7 3.1 -3.7 -2.9 6.5 -2.4 0.9 -2.8 -8.6 0.9 -5.2 2.6 -20.0 -4.1 2.3 -7.3 4.5 -2.1 2.0 17.5 3.7 16.9 -2.0 -6.8 -10.1 -1.9 -0.9 3.9 COFFEE -19.4 -12.8 7.9 -20.0 -4.3 -20.0 -5.9 -20.0 -13.7 17.7 11.8 -8.8 15.4 -15.3 -6.4 20.0 16.3 20.0 20.0 -8.7 7.6 -4.4 20.0 -15.4 -20.0 -8.3 -7.8 12.8 -15.9 20.0 -20.0 20.0 -4.5 -20.0 -11.4 20.0 20.0 15.4 20.0 20.0 COPPER 4.5 11.5 11.1 7.2 -9.1 9.1 -5.0 8.9 2.8 1.4 3.3 6.2 2.1 9.8 11.3 -7.5 -6.3 -7.3 -6.7 13.2 9.1 12.2 6.0 14.9 -3.4 8.0 -5.1 8.5 -2.7 9.5 4.3 -0.6 10.9 -11.4 -4.3 -11.4 20.0 20.0 20.0 20.0 CORN -4.4 -0.7 6.9 -20.0 -5.2 -20.0 -7.1 -20.0 -16.4 -20.0 -2.7 -15.9 -10.5 -14.8 2.2 -20.0 -19.8 -20.0 -20.0 -0.9 -2.1 -12.0 -10.9 -5.3 10.1 -2.4 -15.3 -0.4 -11.5 -8.2 -7.5 -20.0 -13.5 0.5 12.0 20.0 -8.1 -9.8 2.7 -3.2 COTTON2 5.4 -2.1 -5.4 -20.0 -5.4 -20.0 -7.4 -20.0 -17.1 1.0 -20.0 13.4 -20.0 -10.8 -20.0 -20.0 -16.0 -18.9 -17.7 -12.6 -20.0 1.4 -20.0 -3.0 -12.4 -20.0 4.1 -20.0 3.8 -20.0 -8.3 -18.1 -1.9 7.5 -0.2 4.2 -6.7 -12.8 -5.0 -8.8 CRUDE_W -2.0 -5.4 -8.0 -9.0 0.7 -4.1 -0.3 -0.5 -7.1 -10.7 -15.7 -2.3 -15.6 -10.9 -17.5 -0.4 4.4 0.5 2.2 -11.8 -12.4 -4.0 -12.4 -7.9 8.1 -14.5 7.6 -16.9 8.3 -16.2 -4.1 -2.3 4.3 9.1 -0.1 -12.5 17.1 20.0 9.8 20.0 DAX 12.2 3.4 -9.2 8.6 -11.1 13.3 -3.3 15.6 4.2 19.9 10.9 20.0 18.3 19.4 7.9 -7.5 -6.7 -6.8 -6.4 9.0 5.6 20.0 15.8 19.1 -13.5 5.3 20.0 0.7 20.0 8.2 16.3 -1.7 17.6 20.0 8.0 -12.7 8.5 20.0 4.1 20.0 DOW 2.9 5.7 0.8 6.8 -8.9 10.6 -2.6 12.4 3.3 -3.5 16.4 2.5 16.2 12.4 13.2 -7.0 -8.2 -7.6 -7.7 14.2 17.3 1.8 17.5 9.1 -12.0 10.4 -7.5 12.6 0.8 13.1 7.1 -4.2 -0.2 2.8 6.0 2.4 -3.1 -20.0 -6.5 -20.0 DX -11.4 -5.9 11.3 6.0 -2.7 0.3 7.9 2.9 13.4 10.2 3.8 -7.4 -14.0 -15.3 3.8 5.9 6.2 6.0 6.0 -4.4 -1.4 -1.3 -7.4 -8.7 -20.0 -6.3 1.9 -0.5 -9.8 -3.8 -14.2 16.8 -20.0 -20.0 -20.0 13.4 1.9 17.0 6.1 19.9 EUR 9.7 6.0 -6.6 7.1 -3.2 0.4 9.4 3.5 15.9 -20.0 8.8 7.0 18.9 17.6 0.1 -8.4 -8.0 -8.4 -8.1 8.7 8.1 -0.6 16.1 10.3 14.2 14.5 -4.3 10.1 10.3 14.8 19.9 -7.3 -6.7 1.7 12.7 9.3 -4.6 -20.0 -2.0 -20.0 EURIBOR-ICE -5.5 -16.6 -10.2 -8.5 -16.9 -4.7 -12.7 -3.2 -10.8 3.5 -7.9 -1.5 3.8 -9.5 -11.2 13.0 11.3 12.9 12.7 -11.9 -7.2 -2.3 -0.4 -9.3 1.3 -16.3 -0.9 -9.0 -7.9 -2.2 -16.6 14.5 12.9 -14.4 -14.5 -9.6 8.0 20.0 16.8 20.0 EUROSTX 5.4 4.1 6.5 8.8 -11.5 13.7 -3.4 16.1 4.3 20.0 20.0 20.0 20.0 19.4 19.4 4.3 -1.1 -0.1 -1.1 18.0 18.4 20.0 19.9 20.0 -7.3 14.7 20.0 13.9 20.0 12.4 17.0 7.3 15.6 12.1 11.1 9.9 13.8 20.0 8.2 20.0 FEEDCOW 20.0 6.9 -14.2 -16.9 -2.8 -20.0 -3.9 -20.0 -9.0 12.5 3.8 13.9 8.9 12.9 1.0 10.2 9.2 12.9 12.6 10.0 8.8 20.0 16.4 19.6 -20.0 2.5 9.2 6.4 11.8 18.1 8.9 20.0 5.6 20.0 16.4 9.0 20.0 20.0 20.0 20.0 GASOIL -12.1 -17.3 -1.5 -6.2 0.5 -2.8 -0.2 -0.4 -4.9 -10.5 3.2 -9.4 4.8 -12.2 -9.1 10.4 15.0 15.8 16.5 -7.7 -0.8 -6.5 2.4 -10.2 -2.0 -4.1 8.8 2.0 4.7 4.2 -4.2 20.0 5.9 3.6 -1.1 6.5 5.9 20.0 -2.9 8.3 GASOLINE -10.4 -11.6 -4.8 -8.9 0.7 -4.1 -0.3 -0.5 -7.0 -17.3 -7.2 -9.8 -1.8 -15.1 -13.2 -20.0 3.3 -20.0 -9.8 -12.5 -6.8 -10.1 -3.0 -13.9 -19.5 -16.0 6.0 -11.8 2.3 -6.8 -11.2 -7.6 2.4 -1.6 -5.5 -8.2 20.0 20.0 12.9 20.0 GAS_US_mini -17.8 -1.2 12.8 -4.5 0.4 -2.1 -0.1 -0.3 -3.5 -8.2 -5.2 -9.3 -7.0 -8.4 -4.4 20.0 -20.0 0.5 -20.0 -3.5 -2.0 -7.7 -2.7 -6.8 18.6 -2.3 -4.5 -0.8 -5.5 -1.3 -5.5 -20.0 -11.5 -16.6 2.2 4.9 5.3 -20.0 -7.9 -20.0 GBP 13.3 12.4 -10.1 7.1 -3.2 0.4 9.3 3.5 15.9 -18.5 0.3 14.6 14.0 20.0 7.0 0.7 0.1 0.4 0.2 11.7 3.9 9.9 7.3 18.3 2.0 15.3 6.1 5.5 20.0 9.1 20.0 6.6 6.6 7.8 20.0 5.5 3.9 -6.4 7.0 -7.0 GOLD_micro -6.4 2.1 -11.8 6.0 -7.6 7.6 -4.2 7.4 2.3 -9.8 9.0 -1.6 9.9 5.0 8.3 -8.3 -10.4 -8.8 -9.3 13.0 16.1 -2.3 16.9 7.0 -20.0 15.6 -12.5 20.0 -5.3 20.0 6.2 -6.4 4.6 -3.0 1.4 19.8 9.3 4.5 -13.5 -19.2 HEATOIL -15.4 -16.2 -3.0 -6.0 0.5 -2.7 -0.2 -0.4 -4.7 -8.7 1.7 -12.2 3.7 -13.5 -10.1 16.7 11.6 15.6 13.5 -8.7 -1.5 -8.4 2.2 -12.0 -16.6 -6.4 0.5 -0.7 -2.6 2.8 -8.1 15.5 -3.0 -3.8 -2.8 1.8 15.3 12.1 -4.8 -10.8 JGB-SGX-mini -6.0 -20.0 -14.6 -7.3 -14.5 -4.0 -10.9 -2.7 -9.3 -10.9 -12.7 -11.8 -12.2 -12.2 -12.5 9.7 13.9 13.9 13.6 -20.0 -20.0 -20.0 -17.6 -20.0 -3.4 -20.0 -19.7 -19.5 -20.0 -15.3 -20.0 17.1 -11.0 -19.4 -20.0 -20.0 -7.5 -20.0 2.5 -20.0 JPY 5.9 -1.8 -19.8 4.2 -1.9 0.2 5.5 2.1 9.4 -12.1 -14.8 -6.6 -13.3 -10.0 -13.8 -9.1 -10.7 -9.7 -9.9 -14.0 -17.4 -6.0 -15.4 -8.3 20.0 -15.1 -1.3 -17.4 -2.5 -14.0 -7.9 -11.1 -3.4 -17.8 -20.0 -20.0 -7.3 -12.8 -6.3 -15.2 LEANHOG 15.6 8.1 -14.4 -20.0 -5.1 -20.0 -7.0 -20.0 -16.3 -17.9 1.3 15.2 11.5 20.0 -2.3 -20.0 17.8 -12.2 11.5 7.2 1.3 6.6 6.9 15.0 -2.7 8.8 7.1 -0.5 17.9 3.7 20.0 20.0 1.5 20.0 20.0 14.6 -0.2 11.3 8.4 20.0 LIVECOW 17.7 2.6 -20.0 -16.2 -2.7 -20.0 -3.7 -20.0 -8.6 11.8 2.3 12.7 8.0 11.9 1.3 -1.3 7.1 -1.6 2.0 4.8 3.8 16.2 10.9 12.1 -20.0 -1.8 5.3 1.0 5.5 11.2 3.4 19.5 -0.2 18.8 9.7 4.2 20.0 17.0 20.0 20.0 LUMBER-new 9.9 -9.2 -20.0 -20.0 -3.8 -20.0 -5.2 -20.0 -12.1 -16.2 -17.5 -10.8 -15.8 -11.1 -15.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.3 -20.0 -11.6 NaN -20.0 -14.2 -20.0 -16.8 -20.0 -16.1 -20.0 -20.0 7.1 -9.2 -7.2 3.4 20.0 8.0 20.0 MXP 9.7 9.5 3.2 7.3 -3.3 0.4 9.6 3.6 16.3 17.0 20.0 20.0 20.0 20.0 20.0 13.5 13.0 13.2 12.9 20.0 20.0 16.0 20.0 20.0 -20.0 20.0 -5.6 20.0 11.1 20.0 20.0 20.0 -14.5 5.7 20.0 20.0 11.7 10.5 15.1 14.6 NASDAQ_micro -9.3 -6.7 -15.8 5.7 -7.4 8.9 -2.2 10.4 2.8 -11.5 11.8 1.4 13.4 5.0 4.4 -7.4 -8.6 -8.0 -8.3 4.4 11.9 -4.7 17.2 -0.4 -20.0 1.2 -4.8 7.6 -2.0 12.3 -1.6 -5.1 1.5 -11.2 -10.9 1.5 1.2 -20.0 0.9 -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 5.6 13.6 -7.9 5.5 -2.5 0.3 7.3 2.7 12.3 -13.9 -7.6 -9.3 -10.4 12.2 -2.5 -4.0 -3.4 -4.2 -4.0 1.4 -6.0 -4.3 -8.4 3.8 16.1 -1.3 -12.6 -9.0 -1.6 -10.2 4.5 0.0 -11.6 -12.3 -1.4 -9.4 2.7 20.0 6.1 20.0 OAT -4.3 -7.5 4.3 -11.3 -20.0 -6.2 -16.9 -4.2 -14.3 -8.6 -0.5 -5.6 -4.4 -11.6 -4.8 13.8 12.6 15.8 15.4 -6.5 -3.2 -7.9 -3.4 -8.4 0.7 -9.2 -4.3 -3.6 -10.7 -2.1 -13.8 17.7 17.3 -0.2 0.8 4.4 -1.5 20.0 10.1 20.0 OATIES 3.5 -2.0 -6.6 -16.8 -2.8 -20.0 -3.8 -20.0 -8.9 -4.2 -11.4 4.2 -10.9 -1.1 -6.2 -15.6 -12.0 -18.9 -17.1 -8.9 -11.7 -0.1 -10.9 -3.3 -4.8 -12.1 1.5 -13.6 1.2 -11.8 -6.1 -13.8 -1.2 -9.7 -2.7 -6.0 -7.3 -14.6 -3.1 -16.0 OJ 20.0 15.1 -16.1 -8.8 -1.5 -12.3 -2.0 -12.8 -4.7 -0.5 -5.3 4.8 -6.4 4.2 -3.0 -0.8 2.2 -2.5 -1.2 -0.2 -7.1 8.7 -8.9 8.0 -20.0 0.6 9.2 -5.1 14.0 -6.0 9.7 11.6 18.1 20.0 9.4 -1.6 -17.7 -17.7 -9.1 -17.9 PALLAD 0.7 -5.5 -0.0 4.9 -6.2 6.2 -3.4 6.1 1.9 -7.3 5.6 -1.7 5.1 1.9 4.6 -3.5 -3.1 -3.4 -3.2 6.2 5.5 -1.2 4.2 4.6 12.5 7.0 -13.3 8.5 -7.4 8.2 2.5 5.1 -15.1 -1.7 -2.5 2.0 5.5 -6.6 -20.0 -18.1 PLAT 4.8 -6.2 -17.8 5.2 -6.6 6.5 -3.6 6.4 2.0 -5.9 7.8 1.7 7.5 4.7 6.4 -4.3 -3.9 -4.5 -4.0 10.1 7.4 5.0 5.6 11.0 -0.0 11.7 -6.5 9.7 4.8 9.1 12.7 3.7 8.0 20.0 16.0 6.6 20.0 11.0 -16.8 -13.0 REDWHEAT -1.7 -0.1 9.2 -20.0 -4.7 -20.0 -6.5 -20.0 -15.1 -19.7 -17.4 -0.7 -20.0 -6.5 -5.2 -16.3 -16.3 -16.2 -16.7 -5.0 -10.7 -7.2 -20.0 -4.0 7.1 -3.3 -12.9 -6.2 -4.7 -13.7 -3.3 -17.8 -7.4 -2.8 8.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE 1.2 4.4 -11.8 -10.2 -1.7 -14.4 -2.3 -14.9 -5.4 -7.0 -8.6 -5.1 -8.7 -5.7 -7.7 -20.0 -14.3 -20.0 -19.8 -11.4 -15.4 -7.3 -16.7 -8.0 0.6 -10.4 -0.0 -14.2 -2.1 -15.9 -5.6 -19.1 -1.3 -1.6 -1.8 -10.7 -11.3 -16.1 -1.0 -16.0 ROBUSTA -18.3 -17.2 0.5 -13.9 -2.3 -19.5 -3.2 -20.0 -7.4 10.3 0.8 0.2 -1.1 -6.0 -5.9 18.2 13.5 13.6 12.7 -9.4 -4.1 0.4 -0.5 -9.3 -20.0 -8.4 5.2 -3.5 -1.4 -0.1 -9.8 20.0 13.8 -11.2 -10.5 5.3 -6.6 12.7 6.9 20.0 RUSSELL -3.7 4.3 0.9 6.6 -8.6 10.3 -2.6 12.0 3.2 -6.4 14.4 -9.7 13.9 7.8 9.4 -4.5 -5.2 -4.7 -4.8 8.2 12.4 -5.3 12.7 1.9 7.6 6.1 -11.1 9.9 -5.2 10.5 1.8 0.8 -6.8 -4.9 0.3 -3.1 -4.8 -20.0 -12.9 -20.0 SHATZ -2.4 -10.6 -7.5 -10.9 -20.0 -5.9 -16.2 -4.0 -13.7 -3.4 -16.0 -0.2 -8.7 -11.1 -14.7 -20.0 -17.5 -17.8 -16.5 -17.1 -15.0 -4.8 -10.2 -12.4 9.6 -20.0 -2.9 -17.9 -13.2 -10.6 -20.0 -20.0 15.8 -9.9 -15.4 -14.8 17.7 20.0 20.0 20.0 SILVER-mini -14.1 -1.0 -11.0 5.9 -7.5 7.5 -4.1 7.3 2.3 -4.8 10.3 4.2 10.1 7.9 9.7 -5.2 -6.3 -5.6 -5.9 17.5 13.7 9.8 9.6 17.5 -8.5 16.4 -8.3 16.9 0.7 14.6 11.3 -0.0 -0.0 13.1 20.0 20.0 5.2 20.0 -12.2 -3.6 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 -5.1 -9.8 -7.8 -14.5 -20.0 -7.9 -20.0 -5.4 -18.3 -20.0 6.4 -18.4 15.6 -18.3 -17.6 8.0 6.1 7.7 7.2 -10.1 -0.2 -12.2 9.6 -12.3 -20.0 -9.5 -16.2 0.9 -13.0 9.5 -13.2 5.1 4.6 -6.7 8.2 -4.1 -11.5 -17.3 -10.2 -20.0 SOYBEAN -20.0 -9.4 8.3 -20.0 -4.8 -20.0 -6.5 -20.0 -15.1 -20.0 7.2 -20.0 4.1 -18.9 -6.1 -4.2 -5.2 -3.4 -4.7 -8.7 1.7 -20.0 -0.4 -20.0 -6.9 -9.4 -17.7 6.1 -20.0 4.6 -20.0 1.8 -11.2 -20.0 -2.5 20.0 -20.0 -9.1 -20.0 -4.8 SOYMEAL -17.4 -9.3 20.0 -20.0 -3.6 -20.0 -4.9 -20.0 -11.5 -15.4 -0.9 -15.9 -9.9 -15.6 -3.1 -10.9 -14.7 -12.8 -14.6 -6.0 -0.2 -17.0 -5.5 -14.7 -15.1 2.4 -9.6 9.2 -11.8 0.1 -10.6 -15.0 -8.6 -14.9 1.6 20.0 -19.7 -20.0 -9.8 -20.0 SOYOIL -16.8 -7.4 -9.9 -20.0 -4.6 -20.0 -6.3 -20.0 -14.6 10.3 -8.6 -12.4 6.2 -15.0 -16.1 -8.8 -5.6 -8.4 -7.2 -14.3 -7.0 -8.7 2.2 -15.9 -18.6 -19.3 -7.5 -10.3 -12.8 -1.7 -20.0 0.1 0.4 -20.0 -3.3 2.2 -20.0 -19.2 -20.0 -20.0 SP400 2.3 8.1 -1.8 6.8 -8.8 10.5 -2.6 12.3 3.3 3.0 14.2 -2.5 9.3 11.4 11.1 -6.1 -6.0 -5.9 -5.8 8.4 8.0 1.0 7.1 6.4 2.0 4.5 -12.5 3.4 -3.9 2.5 3.4 -0.8 -9.3 -2.3 3.7 -14.3 -3.2 -20.0 -7.1 -20.0 SP500_micro -3.2 -1.1 -13.8 7.4 -9.7 11.5 -2.9 13.5 3.6 -11.2 18.3 7.3 18.8 13.3 13.4 -8.4 -9.4 -8.9 -9.0 10.5 18.1 -0.2 20.0 5.8 -19.4 4.3 -5.2 9.5 1.9 13.9 3.2 -6.4 7.0 -5.1 -3.4 -3.1 2.6 -20.0 2.9 -20.0 SUGAR11 9.5 11.5 -7.1 -18.7 -3.1 -20.0 -4.3 -20.0 -10.0 -11.2 -12.1 0.7 -14.1 7.1 -6.8 17.7 11.1 15.6 11.2 -4.0 -12.1 -3.7 -16.2 0.8 -20.0 -3.2 1.5 -11.9 6.5 -14.9 5.1 20.0 6.8 12.8 20.0 0.8 -8.2 -17.1 -1.1 -12.3 US10 -2.3 -6.5 -0.5 -12.7 -20.0 -7.0 -18.9 -4.7 -16.1 -17.4 11.0 -5.0 7.6 -10.6 -8.4 2.2 0.6 2.1 1.7 -3.2 3.2 -6.5 6.5 -5.3 -9.7 -0.8 -9.4 6.0 -3.2 9.8 -3.1 -4.3 9.9 4.6 13.1 6.6 -20.0 -20.0 -16.7 -20.0 US10U -3.0 -6.8 2.4 -15.9 -20.0 -8.7 -20.0 -5.9 -20.0 -20.0 14.6 -9.6 6.1 -15.3 -8.1 2.8 -0.3 1.8 0.9 -2.6 5.3 -7.7 7.4 -5.7 -15.0 1.3 -0.8 10.9 2.8 14.3 -0.8 -6.1 20.0 11.1 18.1 14.4 -13.3 -11.6 -13.5 -20.0 US2 5.4 -2.6 -1.7 -12.4 -20.0 -6.8 -18.4 -4.6 -15.6 3.5 1.2 12.2 -2.2 3.9 -5.7 -8.9 -14.3 -10.9 -12.0 -1.6 -0.3 2.4 1.0 1.2 17.5 -1.5 -0.8 1.1 1.3 4.5 0.0 -20.0 11.1 15.3 14.3 2.2 -20.0 -13.9 -20.0 -20.0 US20 -2.9 -9.7 2.9 -11.2 -20.0 -6.1 -16.7 -4.1 -14.2 -13.2 6.8 -1.6 -3.3 -10.1 -7.0 4.7 3.3 4.4 4.1 -4.4 0.7 -4.2 1.5 -5.2 -10.1 -1.8 4.8 4.3 6.0 6.0 -0.7 0.0 20.0 10.2 8.6 10.2 -5.5 14.6 -2.4 -17.7 US30 -4.6 -10.1 3.1 -13.0 -20.0 -7.1 -19.3 -4.8 -16.4 -17.0 2.4 -13.6 -9.5 -16.5 -11.5 1.2 -1.6 0.5 -0.5 -7.9 -2.4 -8.5 -2.8 -9.4 -5.8 -5.6 1.7 1.6 2.5 2.4 -4.9 -8.3 20.0 8.9 6.2 9.9 -4.5 8.9 0.4 -14.0 US5 0.3 -4.7 -2.1 -13.1 -20.0 -7.2 -19.5 -4.8 -16.6 -14.6 9.3 1.6 7.7 -6.3 -7.4 0.3 -2.6 -0.7 -1.4 -2.6 2.4 -4.0 6.0 -3.1 -4.9 -1.1 -3.6 4.4 -0.9 8.9 -1.8 -9.7 12.2 9.4 15.2 4.2 -20.0 -20.0 -20.0 -20.0 VIX -10.9 -14.4 -6.7 -20.0 -2.0 -20.0 -16.0 -10.1 -20.0 2.3 -20.0 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.7 -14.7 -12.4 -20.0 NaN -20.0 -7.4 -19.2 -20.0 -9.4 -20.0 NaN NaN NaN NaN NaN -2.4 -20.0 NaN NaN WHEAT -5.6 -8.1 2.6 -20.0 -4.9 -20.0 -6.8 -20.0 -15.7 -18.8 -20.0 -10.1 -20.0 -17.7 -17.0 -18.1 -18.1 -17.6 -17.7 -14.1 -16.4 -9.6 -20.0 -12.6 11.6 -14.2 -9.9 -11.9 -9.9 -15.3 -14.6 -19.9 -4.7 -7.5 -1.4 17.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3