******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260105_204151 produced at 2026-01-05 21:43:32.291749 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.17 0.0 0.00 0.00 0.00 0.00 -19.86 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.83 0.0 0.00 0.00 0.00 0.00 -47.86 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.36 0.0 999.00 -999.00 -0.23 -0.23 -41.02 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -4.53 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -25.73 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.07 0.0 0.62 -0.62 -0.11 -0.11 -1.92 17.0 -3 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.07 0.0 0.16 -0.16 -0.09 -0.09 -4.63 11.0 -6 -6 caleb_strategy_v3 US2 False True 0.09 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.69 13.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.07 0.0 1.24 -1.24 0.00 0.00 -1.34 25.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.06 0.0 1.17 -1.17 0.00 0.00 -0.91 19.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.06 0.0 999.00 -999.00 0.00 0.00 -1.26 999999999.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.87 -0.87 0.00 0.00 -0.99 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 -6.89 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.04 0.0 999.00 -999.00 0.00 0.00 -1.18 999999999.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -2.94 12.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.08 -0.03 0.0 0.14 -0.14 -0.08 -0.11 -1.83 10.0 -6 -8 caleb_strategy_v3 CHF False False 0.07 -0.22 -0.03 0.0 0.94 -0.94 -0.22 -0.22 -0.39 13.0 -3 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.68 -0.68 0.00 0.00 -0.56 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.52 9.0 -3 -3 caleb_strategy_v3 BUND False False 0.07 -0.14 -0.03 0.0 0.68 -0.68 -0.14 -0.14 -0.40 10.0 -2 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.82 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -3.14 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.03 0.0 0.53 -0.53 -0.05 -0.07 -1.37 23.0 -2 -3 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -4.92 51.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.02 0.0 0.76 -0.76 -0.02 -0.09 -1.00 48.0 -1 -6 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.75 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 -0.82 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.45 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 -0.02 -5.77 26.0 -3 -6 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.57 18.0 -4 -4 caleb_strategy_v3 BUXL False False 0.06 -0.23 -0.02 0.0 0.23 -0.23 -0.23 -0.23 -0.35 4.0 -4 -4 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.02 0.0 0.32 -0.32 -0.16 -0.16 -0.30 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 -0.14 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.18 -0.01 0.0 1.13 -1.13 -0.18 -0.18 -0.47 56.0 -9 -9 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.30 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 -0.61 3.0 -2 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.01 0.0 0.13 -0.13 0.00 0.00 -0.31 5.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.72 -0.72 -0.03 -0.03 -0.37 26.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -0.37 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 COFFEE False False 0.06 0.00 0.00 0.0 0.35 -0.35 0.00 0.00 0.05 6.0 0 0 caleb_strategy_v3 SP400 False False 0.16 0.16 0.01 0.0 0.31 -0.31 0.16 0.31 0.05 2.0 1 2 caleb_strategy_v3 DOW False False 0.01 0.13 0.01 0.0 0.74 -0.74 0.13 0.04 1.16 66.0 12 4 caleb_strategy_v3 SILVER-mini False False 0.09 0.17 0.01 0.0 999.00 -999.00 0.17 0.09 0.13 999999999.0 2 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.01 0.02 0.0 0.40 -0.40 0.01 0.00 2.91 68.0 1 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.55 -0.55 0.00 0.00 0.95 21.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.11 -0.11 0.03 0.06 0.69 4.0 1 2 caleb_strategy_v3 BTP False False 0.06 0.00 0.03 0.0 0.64 -0.64 0.00 0.00 0.52 10.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.73 -0.73 0.00 0.00 0.83 17.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.03 0.04 0.0 0.96 -0.96 0.03 0.03 1.12 29.0 1 1 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.07 0.0 0.64 -0.64 0.08 0.16 0.87 8.0 1 2 caleb_strategy_v3 OAT False False 0.06 0.13 0.07 0.0 0.64 -0.64 0.13 0.26 1.17 10.0 2 4 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.22 -0.22 0.03 0.03 4.71 13.0 2 2 caleb_strategy_v3 EUR False False 0.07 0.00 0.09 0.0 0.93 -0.93 0.00 0.00 1.28 14.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.09 0.0 0.77 -0.77 0.00 0.00 6.53 58.0 0 0 caleb_strategy_v3 COPPER False False 0.07 0.20 0.10 0.0 999.00 -999.00 0.20 0.27 1.46 999999999.0 3 4 caleb_strategy_v3 GBP False False 0.04 0.31 0.11 0.0 0.84 -0.84 0.31 0.31 2.98 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 3.10 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.25 0.15 0.0 0.63 -0.63 0.25 0.25 4.61 20.0 8 8 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.58 -0.58 0.00 0.00 4.85 19.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.19 0.0 1.29 -1.29 0.00 0.00 1.46 10.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.53 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.17 0.20 0.0 0.54 -0.54 0.17 0.21 12.96 36.0 11 14 caleb_strategy_v3 MXP False False 0.01 0.60 0.83 0.0 0.75 -0.75 0.60 0.60 66.08 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.0 Shocked risk 81.2 Sum abs risk 62.9 Leverage 8.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2205511.7, 'annual_cash_vol_target': 551377.925, 'daily_cash_vol_target': 34461.1203125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6716 0.4873 7.7970 BITCOIN 2099.8892 94625.0000 2.2192 35.5067 BOBL 0.1724 116.0900 0.1485 2.3766 BTP 0.4322 120.0000 0.3602 5.7629 BUND 0.3616 127.3600 0.2839 4.5431 BUXL 0.8187 109.3200 0.7489 11.9823 CAC 48.7301 8214.0000 0.5933 9.4921 CAD 0.0025 0.7291 0.3422 5.4750 CANOLA 7.4993 621.8000 1.2061 19.2969 CHF 0.0047 1.2728 0.3658 5.8528 COCOA 135.6591 6103.0000 2.2228 35.5652 COFFEE 5.0955 341.2000 1.4934 23.8944 COPPER 0.0995 6.0030 1.6575 26.5195 CORN 3.8510 463.2500 0.8313 13.3007 COTTON2 0.6296 64.6400 0.9740 15.5837 CRUDE_W 0.7836 57.4600 1.3637 21.8198 DAX 162.2750 24987.0000 0.6494 10.3910 DOW 314.8332 49322.0000 0.6383 10.2132 DX 0.3287 97.9850 0.3354 5.3669 EUR 0.0038 1.1767 0.3224 5.1578 EURIBOR-ICE 0.0331 97.5600 0.0339 0.5428 EUROSTX 41.7075 5934.0000 0.7029 11.2457 FEEDCOW 3.0654 355.3000 0.8628 13.8041 GASOIL 10.8039 611.2500 1.7675 28.2802 GASOLINE 0.0284 1.9764 1.4364 22.9831 GAS_US_mini 0.1426 2.8950 4.9246 78.7929 GBP 0.0058 1.3542 0.4265 6.8237 GOLD_micro 51.3263 4451.6000 1.1530 18.4478 HEATOIL 0.0373 2.1000 1.7780 28.4481 JGB-SGX-mini 0.2015 132.1100 0.1525 2.4404 JPY 0.0000 0.0064 0.5794 9.2711 LEANHOG 1.1226 91.4750 1.2272 19.6352 LIVECOW 1.9830 237.0750 0.8365 13.3834 LUMBER-new 7.0816 565.0000 1.2534 20.0540 MXP 0.0003 0.0555 0.4651 7.4412 NASDAQ_micro 204.1306 25577.2500 0.7981 12.7695 NIKKEI 489.2076 52140.0000 0.9383 15.0121 NZD 0.0032 0.5806 0.5546 8.8734 OAT 0.3787 120.4400 0.3144 5.0307 OATIES 5.2735 310.5000 1.6984 27.1743 OJ 6.1988 201.9000 3.0702 49.1234 PALLAD 75.0093 1767.5000 4.2438 67.9009 PLAT 82.8942 2275.5000 3.6429 58.2864 REDWHEAT 7.5700 533.2500 1.4196 22.7135 RICE 0.1725 10.1550 1.6983 27.1723 ROBUSTA 66.1428 3924.0000 1.6856 26.9695 RUSSELL 25.7766 2567.3000 1.0040 16.0646 SHATZ 0.0493 106.7700 0.0462 0.7392 SILVER-mini 2.1418 76.4625 2.8011 44.8171 SMI 73.8395 13187.0000 0.5599 8.9591 SOFR 0.0446 96.5650 0.0461 0.7383 SOYBEAN 8.6341 1075.2500 0.8030 12.8478 SOYMEAL 3.6994 304.2000 1.2161 19.4576 SOYOIL 0.5802 50.3600 1.1521 18.4330 SP400 28.5138 3420.5000 0.8336 13.3378 SP500_micro 41.5180 6944.5000 0.5979 9.5657 SUGAR11 0.2232 14.3700 1.5533 24.8533 US10 0.2914 112.4219 0.2592 4.1476 US10U 0.3738 114.8750 0.3254 5.2064 US2 0.0675 104.4141 0.0647 1.0348 US20 0.5719 115.3125 0.4960 7.9353 US30 0.8169 117.5625 0.6948 11.1175 US5 0.1838 109.2891 0.1682 2.6916 VIX 0.4153 19.5000 2.1298 34.0774 WHEAT 6.5159 568.7500 1.1457 18.3306 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 671.65 0.49 327.30 1.00 327.30 34461.12 105.29 17.73 186.63 BITCOIN 94.62 2.22 209.99 1.00 209.99 34461.12 164.11 -14.46 -237.23 BOBL 1160.90 0.15 172.43 1.17 202.50 34461.12 170.18 -5.26 -89.58 BTP 1200.00 0.36 432.21 1.17 507.59 34461.12 67.89 2.26 15.36 BUND 1273.60 0.28 361.63 1.17 424.70 34461.12 81.14 -4.88 -39.59 BUXL 1093.20 0.75 818.69 1.17 961.46 34461.12 35.84 -9.68 -34.69 CAC 821.40 0.59 487.30 1.17 572.28 34461.12 60.22 15.07 90.72 CAD 729.10 0.34 249.49 1.00 249.49 34461.12 138.13 3.13 43.21 CANOLA 124.36 1.21 149.99 0.73 109.39 34461.12 315.03 -6.40 -201.75 CHF 1591.00 0.37 581.99 1.00 581.99 34461.12 59.21 -2.55 -15.12 COCOA 610.30 2.22 1356.59 1.00 1356.59 34461.12 25.40 -6.01 -15.27 COFFEE 1279.50 1.49 1910.81 1.00 1910.81 34461.12 18.03 2.23 4.03 COPPER 1500.75 1.66 2487.45 1.00 2487.45 34461.12 13.85 9.70 13.44 CORN 231.62 0.83 192.55 1.00 192.55 34461.12 178.97 -6.75 -120.87 COTTON2 323.20 0.97 314.79 1.00 314.79 34461.12 109.47 -17.35 -189.89 CRUDE_W 574.60 1.36 783.60 1.00 783.60 34461.12 43.98 -0.66 -2.90 DAX 249.87 0.65 162.28 1.17 190.57 34461.12 180.83 10.58 191.24 DOW 246.61 0.64 157.42 1.00 157.42 34461.12 218.92 2.28 49.99 DX 979.85 0.34 328.67 1.00 328.67 34461.12 104.85 -4.63 -48.56 EUR 1470.88 0.32 474.16 1.00 474.16 34461.12 72.68 6.77 49.21 EURIBOR-ICE 2439.00 0.03 82.74 1.17 97.17 34461.12 354.64 1.21 42.77 EUROSTX 593.40 0.70 417.07 1.17 489.81 34461.12 70.36 19.19 135.00 FEEDCOW 1776.50 0.86 1532.69 1.00 1532.69 34461.12 22.48 11.71 26.33 GASOIL 611.25 1.77 1080.39 1.00 1080.39 34461.12 31.90 4.97 15.85 GASOLINE 830.09 1.44 1192.37 1.00 1192.37 34461.12 28.90 -9.40 -27.18 GAS_US_mini 72.38 4.92 356.41 1.00 356.41 34461.12 96.69 -5.50 -53.18 GBP 846.38 0.43 360.97 1.00 360.97 34461.12 95.47 12.00 114.57 GOLD_micro 445.16 1.15 513.26 1.00 513.26 34461.12 67.14 -2.04 -13.72 HEATOIL 882.00 1.78 1568.20 1.00 1568.20 34461.12 21.97 -3.10 -6.81 JGB-SGX-mini 132110.00 0.15 20150.03 0.01 128.37 34461.12 268.46 -16.44 -441.35 JPY 804.88 0.58 466.38 1.00 466.38 34461.12 73.89 -9.99 -73.78 LEANHOG 365.90 1.23 449.03 1.00 449.03 34461.12 76.75 10.09 77.40 LIVECOW 948.30 0.84 793.22 1.00 793.22 34461.12 43.44 5.78 25.10 LUMBER-new 155.38 1.25 194.74 1.00 194.74 34461.12 176.96 -15.99 -282.96 MXP 277.40 0.47 129.01 1.00 129.01 34461.12 267.11 16.83 449.57 NASDAQ_micro 511.54 0.80 408.26 1.00 408.26 34461.12 84.41 -7.00 -59.08 NIKKEI 52140.00 0.94 48920.76 0.01 311.65 34461.12 110.58 10.81 119.53 NZD 580.65 0.55 322.02 1.00 322.02 34461.12 107.01 3.41 36.54 OAT 1204.40 0.31 378.69 1.17 444.73 34461.12 77.49 4.43 34.36 OATIES 155.25 1.70 263.68 1.00 263.68 34461.12 130.69 -15.15 -197.98 OJ 302.85 3.07 929.81 1.00 929.81 34461.12 37.06 -6.76 -25.04 PALLAD 1767.50 4.24 7500.93 1.00 7500.93 34461.12 4.59 2.09 0.96 PLAT 1137.75 3.64 4144.71 1.00 4144.71 34461.12 8.31 5.68 4.72 REDWHEAT 266.62 1.42 378.50 1.00 378.50 34461.12 91.05 -14.46 -131.63 RICE 203.10 1.70 344.92 1.00 344.92 34461.12 99.91 -12.90 -128.90 ROBUSTA 392.40 1.69 661.43 1.00 661.43 34461.12 52.10 -5.29 -27.56 RUSSELL 128.36 1.00 128.88 1.00 128.88 34461.12 267.38 3.28 87.60 SHATZ 1067.70 0.05 49.33 1.17 57.93 34461.12 594.84 -7.50 -446.42 SILVER-mini 1911.56 2.80 5354.42 1.00 5354.42 34461.12 6.44 5.94 3.83 SMI 1318.70 0.56 738.40 1.26 931.35 34461.12 37.00 20.00 74.00 SOFR 2414.12 0.05 111.39 1.00 111.39 34461.12 309.36 -10.55 -326.25 SOYBEAN 537.62 0.80 431.71 1.00 431.71 34461.12 79.83 -11.06 -88.32 SOYMEAL 304.20 1.22 369.94 1.00 369.94 34461.12 93.15 -16.67 -155.29 SOYOIL 302.16 1.15 348.11 1.00 348.11 34461.12 99.00 -19.84 -196.43 SP400 3420.50 0.83 2851.38 1.00 2851.38 34461.12 12.09 1.15 1.38 SP500_micro 347.22 0.60 207.59 1.00 207.59 34461.12 166.01 -2.59 -42.99 SUGAR11 160.94 1.55 250.00 1.00 250.00 34461.12 137.84 -7.66 -105.57 US10 1124.22 0.26 291.43 1.00 291.43 34461.12 118.25 -6.57 -77.71 US10U 1148.75 0.33 373.80 1.00 373.80 34461.12 92.19 -4.77 -43.97 US2 2088.28 0.06 135.06 1.00 135.06 34461.12 255.15 -2.13 -54.28 US20 1153.12 0.50 571.90 1.00 571.90 34461.12 60.26 -1.85 -11.12 US30 1175.62 0.69 816.87 1.00 816.87 34461.12 42.19 -5.54 -23.36 US5 1092.89 0.17 183.85 1.00 183.85 34461.12 187.44 -5.62 -105.38 VIX 195.00 2.13 415.32 1.00 415.32 34461.12 82.98 -20.00 -165.95 WHEAT 284.38 1.15 325.80 1.00 325.80 34461.12 105.77 -17.96 -189.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 186.626 0.010 2.5 4.849 BITCOIN -237.232 0.043 2.5 -25.725 BOBL -89.582 0.004 2.5 -0.910 BTP 15.359 0.014 2.5 0.525 BUND -39.591 0.004 2.5 -0.402 BUXL -34.693 0.004 2.5 -0.352 CAC 90.721 0.014 2.5 3.099 CAD 43.208 0.010 2.5 1.123 CANOLA -201.748 0.010 2.5 -4.915 CHF -15.124 0.010 2.5 -0.393 COCOA -15.268 0.010 2.5 -0.372 COFFEE 4.029 0.005 2.5 0.054 COPPER 13.440 0.043 2.5 1.457 CORN -120.866 0.010 2.5 -2.945 COTTON2 -189.894 0.010 2.5 -4.626 CRUDE_W -2.898 0.043 2.5 -0.314 DAX 191.237 0.014 2.5 6.532 DOW 49.987 0.009 2.5 1.163 DX -48.565 0.010 2.5 -1.262 EUR 49.214 0.010 2.5 1.279 EURIBOR-ICE 42.774 0.014 2.5 1.461 EUROSTX 135.005 0.014 2.5 4.611 FEEDCOW 26.325 0.013 2.5 0.874 GASOIL 15.851 0.017 2.5 0.688 GASOLINE -27.182 0.017 2.5 -1.180 GAS_US_mini -53.177 0.043 2.5 -5.766 GBP 114.565 0.010 2.5 2.977 GOLD_micro -13.722 0.014 2.5 -0.469 HEATOIL -6.812 0.017 2.5 -0.296 JGB-SGX-mini -441.346 0.043 2.5 -47.859 JPY -73.783 0.010 2.5 -1.917 LEANHOG 77.399 0.024 2.5 4.710 LIVECOW 25.099 0.013 2.5 0.833 LUMBER-new -282.961 0.010 2.5 -6.894 MXP 449.566 0.059 2.5 66.077 NASDAQ_micro -59.080 0.009 2.5 -1.375 NIKKEI 119.533 0.043 2.5 12.962 NZD 36.536 0.010 2.5 0.949 OAT 34.362 0.014 2.5 1.174 OATIES -197.984 0.010 2.5 -4.823 OJ -25.039 0.010 2.5 -0.610 PALLAD 0.962 0.014 2.5 0.033 PLAT 4.720 0.014 2.5 0.161 REDWHEAT -131.632 0.005 2.5 -1.749 RICE -128.902 0.010 2.5 -3.140 ROBUSTA -27.564 0.005 2.5 -0.366 RUSSELL 87.604 0.013 2.5 2.907 SHATZ -446.424 0.004 2.5 -4.533 SILVER-mini 3.826 0.014 2.5 0.131 SMI 74.003 0.014 2.5 2.528 SOFR -326.247 0.024 2.5 -19.855 SOYBEAN -88.322 0.004 2.5 -0.823 SOYMEAL -155.289 0.004 2.5 -1.446 SOYOIL -196.433 0.004 2.5 -1.831 SP400 1.384 0.013 2.5 0.046 SP500_micro -42.988 0.009 2.5 -1.000 SUGAR11 -105.568 0.010 2.5 -2.572 US10 -77.705 0.005 2.5 -0.986 US10U -43.968 0.005 2.5 -0.558 US2 -54.277 0.005 2.5 -0.689 US20 -11.123 0.005 2.5 -0.141 US30 -23.364 0.005 2.5 -0.296 US5 -105.377 0.005 2.5 -1.337 VIX -165.950 0.099 2.5 -41.021 WHEAT -189.986 0.005 2.5 -2.524 ===================== Position diags ===================== AUD 2.74 BITCOIN 17.80 BOBL 1.73 BTP 2.32 BUND 0.82 BUXL 0.36 CAC 2.06 CAD 3.59 CANOLA 7.67 CHF 1.54 COCOA 0.62 COFFEE 0.24 COPPER 1.50 CORN 4.36 COTTON2 2.67 CRUDE_W 4.77 DAX 6.18 DOW 5.09 DX 2.72 EUR 1.89 EURIBOR-ICE 12.11 EUROSTX 2.40 FEEDCOW 0.75 GASOIL 1.38 GASOLINE 1.25 GAS_US_mini 10.48 GBP 2.48 GOLD_micro 2.29 HEATOIL 0.95 JGB-SGX-mini 29.11 JPY 1.92 LEANHOG 4.67 LIVECOW 1.44 LUMBER-new 4.31 MXP 39.26 NASDAQ_micro 1.96 NIKKEI 11.99 NZD 2.78 OAT 2.65 OATIES 3.18 OJ 0.90 PALLAD 0.16 PLAT 0.28 REDWHEAT 1.21 RICE 2.43 ROBUSTA 0.69 RUSSELL 8.87 SHATZ 6.04 SILVER-mini 0.22 SMI 1.26 SOFR 18.83 SOYBEAN 0.74 SOYMEAL 0.87 SOYOIL 0.92 SP400 0.40 SP500_micro 3.86 SUGAR11 3.36 US10 1.50 US10U 1.17 US2 3.24 US20 0.76 US30 0.54 US5 2.38 VIX 20.51 WHEAT 1.41 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.8 4.6 5.1 0.0 0 BITCOIN -25.7 -27.5 -23.9 0.0 0 BOBL -0.9 -1.1 -0.7 0.0 0 BTP 0.5 0.3 0.8 0.0 0 BUND -0.4 -0.5 -0.3 -2.0 -2 BUXL -0.4 -0.4 -0.3 -4.0 -4 CAC 3.1 2.9 3.3 0.0 0 CAD 1.1 0.8 1.5 1.0 1 CANOLA -4.9 -5.7 -4.1 0.0 0 CHF -0.4 -0.5 -0.2 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.5 1.3 1.6 3.0 3 CORN -2.9 -3.4 -2.5 0.0 0 COTTON2 -4.6 -4.9 -4.4 -6.0 -6 CRUDE_W -0.3 -0.8 0.2 0.0 0 DAX 6.5 5.9 7.1 0.0 0 DOW 1.2 0.7 1.7 12.0 12 DX -1.3 -1.5 -1.0 0.0 0 EUR 1.3 1.1 1.5 0.0 0 EURIBOR-ICE 1.5 0.2 2.7 0.0 0 EUROSTX 4.6 4.4 4.9 8.0 8 FEEDCOW 0.9 0.8 0.9 1.0 1 GASOIL 0.7 0.5 0.8 1.0 1 GASOLINE -1.2 -1.3 -1.1 0.0 0 GAS_US_mini -5.8 -6.8 -4.7 -3.0 -3 GBP 3.0 2.7 3.2 8.0 8 GOLD_micro -0.5 -0.7 -0.2 -9.0 -9 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -47.9 -50.8 -44.9 0.0 0 JPY -1.9 -2.1 -1.7 -3.0 -3 LEANHOG 4.7 4.2 5.2 2.0 2 LIVECOW 0.8 0.7 1.0 0.0 0 LUMBER-new -6.9 -7.3 -6.5 0.0 0 MXP 66.1 62.2 70.0 48.0 48 NASDAQ_micro -1.4 -1.6 -1.2 -2.0 -2 NIKKEI 13.0 11.8 14.2 11.0 11 NZD 0.9 0.7 1.2 0.0 0 OAT 1.2 0.9 1.4 2.0 2 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -1.7 -1.9 -1.6 -3.0 -3 RICE -3.1 -3.4 -2.9 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 2.9 2.0 3.8 1.0 1 SHATZ -4.5 -5.1 -3.9 NaN 0 SILVER-mini 0.1 0.1 0.2 2.0 2 SMI 2.5 2.4 2.7 0.0 0 SOFR -19.9 -21.7 -18.0 NaN 0 SOYBEAN -0.8 -0.9 -0.7 -1.0 -1 SOYMEAL -1.4 -1.5 -1.4 -3.0 -3 SOYOIL -1.8 -1.9 -1.7 -6.0 -6 SP400 0.0 0.0 0.1 1.0 1 SP500_micro -1.0 -1.4 -0.6 -1.0 -1 SUGAR11 -2.6 -2.9 -2.2 -4.0 -4 US10 -1.0 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.4 0.0 0 US2 -0.7 -1.0 -0.4 NaN 0 US20 -0.1 -0.2 -0.1 0.0 0 US30 -0.3 -0.4 -0.2 -3.0 -3 US5 -1.3 -1.6 -1.1 0.0 0 VIX -41.0 -43.1 -39.0 -26.0 -26 WHEAT -2.5 -2.7 -2.4 -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 0.4 0.1 0.1 0.0 0.0 0.1 0.1 0.2 0.1 0.4 0.2 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 0.1 0.3 0.2 0.1 0.2 0.3 0.1 -0.1 0.3 0.4 0.1 0.7 0.2 0.7 BITCOIN 0.1 -0.5 -0.6 0.1 -0.0 0.4 -0.0 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 0.1 -0.2 -0.1 -2.7 -0.2 0.2 -0.5 0.1 -0.2 -0.1 -0.0 0.5 -0.6 -0.6 -0.6 0.1 -0.0 -0.7 -0.6 BOBL -0.1 -0.5 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.4 -0.0 -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 -0.1 -0.3 -0.2 0.0 0.3 -0.2 -0.6 -0.4 0.2 0.7 0.7 0.7 BTP -0.0 -0.3 -0.0 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.3 -0.0 0.6 -0.1 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 -0.0 0.2 -0.1 -2.7 -0.1 0.1 0.1 0.0 0.3 -0.1 0.6 0.4 0.1 0.1 0.3 0.0 0.7 0.4 0.7 BUND -0.1 -0.4 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -0.4 -0.2 -0.2 0.3 0.1 0.2 0.1 -0.2 -0.1 -0.1 -0.2 -0.2 -0.0 -0.2 0.0 -0.4 -0.1 -0.3 -0.2 0.1 0.4 -0.2 -0.5 -0.2 0.0 0.7 0.4 0.7 BUXL -0.1 -0.4 0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.5 -0.1 -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 0.1 -0.5 -0.1 -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 0.1 0.6 0.1 0.2 0.5 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 -0.1 -0.1 0.0 -0.0 0.5 0.7 0.3 0.7 CAD 0.4 0.6 -0.0 0.1 0.0 0.0 0.1 0.1 0.2 -0.2 -0.1 0.1 -0.1 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.2 0.0 0.0 -0.1 0.2 2.7 0.1 -0.1 0.0 0.1 -0.1 0.2 -0.4 -0.1 0.2 0.5 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.4 -0.3 -0.3 -0.1 0.1 -0.5 0.0 -0.7 -0.1 0.0 -0.2 -0.0 -0.1 -0.1 -0.1 -0.4 -0.3 -0.4 -0.3 -0.1 -0.1 -0.0 -0.1 -0.1 0.9 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.8 0.0 -0.4 -0.3 -0.1 0.4 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 0.3 0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.4 0.3 -0.6 -0.1 0.1 -0.4 0.0 -0.6 -0.0 -0.0 -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 0.1 -0.2 0.1 -0.1 0.0 0.9 0.2 0.5 -0.0 -0.2 -0.3 -0.1 -0.0 0.1 COFFEE -0.6 -0.4 0.3 -0.2 0.1 -0.5 0.0 -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 -0.1 -2.7 -0.1 -0.1 0.3 -0.2 0.7 -0.2 1.1 -0.3 -0.6 -0.5 0.6 0.7 0.5 0.7 0.7 COPPER 0.2 0.3 0.3 0.1 -0.0 0.2 -0.0 0.3 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 0.1 0.2 -0.4 0.1 0.2 0.2 0.1 0.3 0.1 -0.0 0.5 -0.3 -0.1 -0.3 0.7 0.7 0.7 0.7 CORN -0.1 -0.0 0.2 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.0 -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 0.2 -0.0 0.1 -0.3 -0.0 -1.1 -0.2 0.0 0.4 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.2 -0.0 -0.1 -0.2 0.2 -0.5 0.0 -0.7 -0.1 0.2 -0.5 0.2 -0.7 -0.1 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 -0.0 -1.7 -0.2 0.2 -0.5 0.2 -0.7 -0.0 -1.0 0.1 0.3 0.0 0.1 -0.2 -0.4 -0.2 -0.3 CRUDE_W -0.0 -0.2 -0.3 -0.1 0.1 -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 -0.1 0.1 -0.4 0.1 -0.6 -0.0 -0.1 -0.0 0.3 0.0 -0.4 0.5 0.7 0.3 0.7 DAX 0.4 0.2 -0.3 0.1 0.1 0.3 0.0 0.5 0.1 0.2 0.3 0.2 0.7 0.2 0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 -1.8 0.1 0.2 0.1 0.2 0.3 0.2 -0.1 0.5 0.6 0.3 -0.4 0.3 0.7 0.1 0.7 DOW 0.0 0.2 -0.1 0.1 0.1 0.3 0.0 0.4 0.0 0.1 0.4 0.1 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.4 0.1 -1.6 0.1 0.1 0.3 0.1 0.5 0.1 -0.2 0.0 0.2 0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.3 -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 -0.1 -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 0.2 0.2 -0.2 0.1 0.0 0.0 0.1 0.1 0.2 -0.2 0.2 0.0 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 0.0 0.4 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE -0.1 -0.5 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 -0.0 -0.0 -0.1 0.2 -0.2 0.0 -0.3 -0.0 -0.1 -0.2 0.8 0.3 -0.3 -0.5 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.2 0.2 0.2 0.1 0.1 0.3 0.0 0.5 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 0.5 0.2 0.4 0.5 0.4 0.4 0.3 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.3 -0.4 -0.2 0.1 -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 0.2 0.1 0.1 0.2 0.5 0.2 -2.7 0.0 0.1 0.2 0.2 0.7 0.1 1.1 0.1 0.6 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL -0.3 -0.6 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 -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 0.1 0.2 -0.0 1.1 0.3 0.1 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.3 -0.4 -0.2 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.0 -0.2 -0.1 -0.1 -0.2 -0.1 -0.4 0.0 -0.4 -0.3 -0.1 -0.1 -0.1 -0.1 -0.1 -2.6 -0.2 0.1 -0.3 0.1 -0.2 -0.1 -0.6 0.0 0.0 -0.2 -0.3 0.6 0.7 0.4 0.7 GAS_US_mini -0.6 -0.1 0.4 -0.0 0.0 -0.1 0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -0.2 -0.1 -0.1 0.4 -0.4 0.1 -0.4 -0.0 -0.0 -0.1 -0.1 -0.1 2.4 -0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -1.1 -0.3 -0.6 0.0 0.1 0.2 -0.7 -0.2 -0.7 GBP 0.4 0.4 -0.3 0.1 0.0 0.0 0.1 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 0.2 0.2 0.2 0.3 0.2 0.3 0.3 0.3 0.6 0.2 0.1 -0.2 0.2 -0.2 GOLD_micro -0.3 -0.0 -0.5 0.1 -0.0 0.2 -0.0 0.3 0.0 -0.0 0.2 0.0 0.3 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 0.7 0.1 -0.3 0.0 -0.1 0.0 0.6 0.3 0.2 -0.5 -0.6 HEATOIL -0.4 -0.5 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.0 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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.2 -0.4 -0.2 -0.1 -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 -0.0 -0.6 0.0 0.0 0.0 0.1 0.1 0.1 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 0.0 -0.5 0.0 -0.5 -0.1 -0.6 0.1 -0.5 -0.6 -0.6 -0.2 -0.4 -0.2 -0.5 LEANHOG 0.5 0.3 -0.5 -0.2 0.1 -0.5 0.0 -0.7 -0.1 0.1 0.0 0.2 0.4 0.2 -0.0 -0.4 0.3 -0.3 0.2 0.1 0.0 0.1 0.2 0.2 -0.4 0.1 0.2 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 0.2 -0.6 -0.2 0.1 -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 0.1 0.2 0.3 0.2 -2.7 -0.0 0.1 0.0 0.1 0.4 0.1 1.0 -0.1 0.5 0.3 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.3 -0.3 -0.7 -0.2 0.1 -0.6 0.0 -0.8 -0.1 -0.2 -0.5 -0.2 -0.7 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.2 NaN -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 -1.2 -0.6 -0.0 -0.4 -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 0.2 0.5 0.2 -2.7 0.2 -0.0 0.5 0.1 0.7 0.2 1.1 -0.3 0.2 0.6 0.6 0.4 0.4 0.5 0.5 NASDAQ_micro -0.2 -0.1 -0.5 0.1 0.1 0.2 0.0 0.3 0.0 -0.0 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 -0.1 -0.4 -0.4 0.0 0.0 -0.7 0.0 -0.7 NIKKEI -0.1 0.1 0.6 0.1 0.1 0.2 0.0 0.4 0.0 0.1 0.4 0.2 0.5 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.1 -2.4 0.1 0.2 0.5 0.1 0.7 0.1 1.1 0.1 -0.1 -0.2 0.6 -0.2 0.1 -0.2 0.3 NZD 0.1 0.5 -0.2 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 2.2 -0.0 -0.0 -0.2 -0.0 -0.4 0.0 0.0 -0.2 -0.4 -0.0 -0.3 0.1 0.7 0.2 0.7 OAT -0.1 -0.2 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 -0.0 -0.0 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.9 0.4 0.0 0.0 0.1 -0.1 0.7 0.3 0.7 OATIES 0.2 -0.0 -0.2 -0.2 0.1 -0.5 0.0 -0.7 -0.1 0.0 -0.3 0.1 -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 0.1 -0.4 0.0 -0.4 -0.0 -0.7 -0.0 -0.2 -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 -0.4 -0.0 0.0 -0.1 0.1 -0.2 0.1 -0.0 -0.0 0.0 -0.0 -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 0.2 0.6 0.3 -0.1 -0.6 -0.6 -0.3 -0.6 PALLAD 0.0 -0.2 -0.0 0.0 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.1 -0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.6 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 0.1 -0.1 -0.6 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.2 0.0 0.3 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.3 0.0 0.3 0.1 0.2 -0.1 0.6 0.5 0.2 0.7 0.4 -0.5 -0.4 REDWHEAT -0.0 -0.0 0.3 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 -0.0 -0.5 -0.0 1.0 -0.0 -0.0 -0.2 -0.0 -0.5 -0.0 -0.9 -0.3 -0.1 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.3 0.4 -0.1 -0.1 0.0 -0.3 0.0 -0.5 -0.0 0.0 -0.2 -0.0 -0.3 -0.1 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.1 -0.0 -0.4 -0.1 0.1 -0.1 0.1 -0.4 0.1 -0.6 -0.0 -1.0 0.1 -0.0 -0.0 -0.3 -0.4 -0.5 -0.1 -0.5 ROBUSTA -0.5 -0.6 0.0 -0.1 0.1 -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 0.2 -0.4 -0.4 0.1 -0.2 0.4 0.2 0.7 RUSSELL -0.1 0.2 0.0 0.1 0.1 0.2 0.0 0.4 0.0 0.1 0.4 -0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.3 0.0 1.0 0.1 0.1 0.3 0.0 0.4 0.0 0.0 -0.3 -0.2 0.0 -0.1 -0.2 -0.7 -0.4 -0.7 SHATZ -0.0 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.4 0.1 -0.3 -0.1 -0.2 -0.4 -0.4 -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 0.3 -0.2 -0.5 -0.5 0.6 0.7 0.7 0.7 SILVER-mini -0.4 -0.0 -0.3 0.1 -0.0 0.2 -0.0 0.2 0.0 -0.0 0.3 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.2 0.2 -1.1 0.2 -0.0 0.4 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 0.1 0.3 0.0 0.5 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 0.4 0.6 0.6 0.6 0.0 0.7 0.0 0.7 SOFR -0.1 -0.3 -0.3 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 0.2 -0.1 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 -0.0 -0.1 0.2 -0.1 -2.7 -0.1 -0.0 0.0 -0.1 0.3 -0.1 0.3 0.0 -0.2 0.3 -0.1 -0.4 -0.6 -0.3 -0.7 SOYBEAN -0.6 -0.3 0.3 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.0 0.2 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.2 -0.9 -0.1 0.1 0.1 -0.1 0.2 -0.2 0.1 -0.1 -0.6 -0.1 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.5 -0.3 0.6 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.0 -0.1 -0.4 -0.2 -0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -2.0 0.0 0.1 0.2 -0.0 0.0 -0.1 -0.8 -0.1 -0.4 0.0 0.6 -0.7 -0.7 -0.3 -0.7 SOYOIL -0.5 -0.2 -0.3 -0.2 0.1 -0.5 0.0 -0.7 -0.1 0.2 -0.2 -0.1 0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 -2.5 -0.2 0.0 -0.3 -0.1 -0.1 -0.2 0.0 -0.1 -0.6 -0.2 0.0 -0.6 -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 0.1 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.3 0.1 0.0 0.1 0.0 0.1 0.0 -0.0 -0.3 -0.0 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 0.4 0.1 -0.0 0.5 0.1 0.7 0.2 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.5 0.1 -2.6 0.0 0.0 0.3 0.0 0.5 0.0 -0.3 -0.1 -0.2 -0.1 -0.1 0.1 -0.7 0.1 -0.7 SUGAR11 0.2 0.4 -0.2 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -0.1 -0.3 -0.0 -0.5 0.1 -0.1 0.3 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 0.0 0.4 0.6 0.0 -0.3 -0.6 -0.0 -0.4 US10 -0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -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 -0.1 -1.3 -0.0 -0.0 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 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 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 0.1 0.3 0.1 0.5 0.0 -0.3 0.4 0.3 0.6 0.4 -0.5 -0.4 -0.5 -0.7 US2 0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.0 0.2 -0.1 0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 0.0 0.0 0.0 2.3 -0.0 0.1 0.0 0.0 0.2 0.0 -1.1 0.2 0.4 0.5 0.1 -0.7 -0.5 -0.7 -0.7 US20 -0.1 -0.3 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.2 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 0.0 -0.1 -1.4 -0.0 0.1 0.1 0.1 0.2 0.0 0.0 0.4 0.3 0.3 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.1 -0.3 0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 0.1 -0.2 -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 -0.0 -0.4 0.4 0.2 0.2 0.3 -0.2 0.3 0.0 -0.5 US5 0.0 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.0 0.3 0.0 0.3 -0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.0 0.0 -0.0 0.2 -0.0 -0.7 -0.0 0.0 0.1 0.0 0.3 -0.0 -0.5 0.2 0.3 0.5 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.5 -0.8 -0.4 -0.3 -0.0 -0.9 -0.2 -0.6 -0.3 -0.3 -0.9 -0.3 -1.0 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.6 -0.3 NaN -0.3 -0.0 -0.9 -0.3 -0.6 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT -0.1 -0.3 0.1 -0.2 0.1 -0.5 0.0 -0.7 -0.1 -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 1.6 -0.2 0.0 -0.3 -0.1 -0.6 -0.1 -1.1 -0.2 -0.3 -0.1 0.5 -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 11.7 1.7 7.1 1.4 0.7 9.0 3.4 14.7 15.6 16.3 17.8 8.0 20.0 17.2 0.8 -0.8 0.1 -0.4 16.7 11.1 14.8 6.1 19.4 17.4 15.5 7.2 9.5 14.0 3.5 19.2 5.2 3.2 -4.1 8.8 13.4 3.5 20.0 5.9 20.0 BITCOIN 4.4 -16.2 -20.0 11.5 -3.1 14.8 -4.5 14.6 4.6 19.2 -15.2 6.0 1.5 -14.1 -19.6 -4.2 -6.5 -4.9 -5.6 -20.0 -20.0 12.9 -6.8 -7.4 -20.0 -20.0 20.0 -20.0 9.9 -6.0 -9.4 -0.0 20.0 -20.0 -20.0 -20.0 3.5 -1.5 -20.0 -17.6 BOBL -3.1 -14.5 -4.1 -11.6 -6.1 -6.7 -11.2 -4.6 -13.2 -3.8 -13.1 -1.2 -4.9 -13.9 -15.6 -20.0 3.1 -4.2 3.5 -16.5 -11.4 -5.1 -6.9 -13.7 3.0 -20.0 2.8 -14.2 -7.9 -7.3 -20.0 0.5 12.6 -7.0 -17.4 -10.9 6.2 20.0 20.0 20.0 BTP -1.0 -9.9 -1.1 -14.6 -7.6 -8.4 -14.0 -5.7 -16.5 -7.0 10.1 -4.6 17.9 -10.7 0.2 14.0 9.6 11.4 10.4 -3.4 3.0 -4.1 9.0 -5.5 -20.0 -7.1 7.7 2.1 1.1 9.5 -8.8 10.6 16.4 3.8 2.2 9.3 0.0 20.0 11.8 20.0 BUND -4.2 -13.6 -0.3 -12.5 -6.5 -7.2 -12.0 -4.9 -14.2 -6.6 -12.5 -5.9 -10.8 -15.8 -16.4 16.2 4.8 7.9 5.7 -16.4 -10.8 -8.9 -8.6 -16.0 -0.1 -20.0 4.1 -13.3 -7.4 -7.7 -20.0 2.5 16.5 -6.8 -15.7 -7.7 0.9 20.0 11.2 20.0 BUXL -3.2 -11.7 0.9 -12.6 -6.6 -7.2 -12.1 -4.9 -14.3 -9.3 -17.8 -9.9 -19.5 -17.6 -17.7 4.4 3.3 4.2 3.9 -19.3 -17.0 -11.3 -19.2 -18.0 1.4 -20.0 6.0 -19.9 -5.0 -17.2 -20.0 -0.2 20.0 -3.5 -15.5 -7.5 -9.6 20.0 0.3 9.2 CAC 4.5 0.6 8.4 9.3 11.2 13.5 4.8 15.6 6.5 20.0 16.7 20.0 19.6 8.9 12.6 -6.7 -2.4 -4.8 -3.4 9.9 12.9 14.9 13.8 10.9 6.7 7.7 6.0 8.3 9.5 5.1 8.2 4.6 -3.0 -2.5 0.2 -1.1 16.1 20.0 10.2 20.0 CAD 11.3 18.4 -1.2 7.2 1.4 0.7 9.1 3.5 14.8 -20.0 -4.7 5.9 -4.1 19.4 13.8 -7.0 -7.5 -7.8 -7.8 14.2 2.8 2.4 -4.2 16.5 20.0 13.7 -12.1 1.7 5.3 -3.4 19.6 -6.9 -4.8 6.2 15.9 3.8 -20.0 -20.0 -20.0 -20.0 CANOLA -11.7 -10.2 -9.3 -11.9 7.5 -17.5 1.3 -18.4 -4.9 5.2 -9.1 -4.0 -2.7 -8.0 -8.5 -17.6 -13.9 -19.3 -17.1 -11.2 -8.4 -4.4 -4.7 -10.7 6.7 -10.4 4.0 -8.1 -1.4 -5.0 -8.9 -15.2 1.4 -11.2 -8.9 -1.6 13.2 20.0 20.0 20.0 CHF 12.1 0.9 -9.2 6.6 1.3 0.7 8.3 3.2 13.6 -15.3 2.5 10.2 14.4 11.0 -4.6 -17.2 -16.3 -17.0 -16.4 4.2 3.4 3.0 9.9 8.2 -1.8 6.3 -0.4 4.9 8.8 10.5 12.8 -20.0 -3.2 9.2 4.3 7.0 -6.9 -20.0 -5.8 -20.0 COCOA 13.6 10.5 -20.0 -10.1 6.4 -14.9 1.1 -15.6 -4.2 -1.6 -7.2 0.7 -3.8 3.8 -3.4 -2.8 6.5 -2.4 0.8 -2.4 -8.2 2.0 -5.1 2.8 -20.0 -3.2 7.7 -6.9 7.5 -2.0 3.6 17.5 6.7 16.0 -1.3 -6.8 -10.3 -1.8 -1.2 4.0 COFFEE -17.8 -13.0 7.9 -20.0 14.2 -20.0 2.4 -20.0 -9.3 18.4 11.9 -5.6 15.6 -14.2 -6.5 20.0 16.4 20.0 20.0 -8.3 7.8 0.6 20.0 -12.6 -20.0 -9.5 -7.1 12.1 -15.6 20.0 -20.0 20.0 -13.5 -20.0 -13.9 20.0 20.0 15.4 20.0 20.0 COPPER 4.7 10.3 9.5 6.5 -1.8 8.4 -2.5 8.2 2.6 8.4 3.6 8.5 2.3 10.0 10.9 -7.2 -6.3 -7.2 -6.7 11.9 7.8 16.7 5.0 14.9 -3.2 8.8 19.2 8.4 11.2 9.1 8.4 -0.6 20.0 -9.0 -2.4 -9.9 20.0 20.0 20.0 20.0 CORN -3.4 -0.3 7.6 -20.0 16.6 -20.0 2.8 -20.0 -10.9 -4.1 -2.5 -8.2 -10.4 -13.2 2.1 -20.0 -19.8 -20.0 -20.0 -0.7 -1.9 -4.6 -10.2 -3.5 10.1 -1.1 20.0 -0.1 6.3 -8.0 -1.9 -20.0 -10.1 1.2 11.5 20.0 -7.8 -10.0 2.9 -3.2 COTTON2 7.0 -0.3 -4.4 -20.0 17.4 -20.0 3.0 -20.0 -11.4 17.4 -20.0 18.7 -20.0 -6.3 -20.0 -20.0 -16.1 -19.1 -17.8 -11.1 -19.2 5.7 -20.0 -0.8 -12.4 -19.3 20.0 -20.0 18.5 -20.0 -1.0 -18.1 4.0 9.0 0.8 3.8 -6.9 -12.7 -5.2 -8.6 CRUDE_W -0.6 -4.9 -8.0 -8.2 9.5 -4.0 3.6 -0.6 -5.0 1.5 -15.9 1.6 -15.8 -9.9 -17.1 -1.9 4.2 -0.1 1.9 -11.3 -12.5 -0.9 -12.6 -6.5 8.1 -13.1 10.7 -16.6 10.5 -16.2 -1.3 -2.3 -0.2 9.0 0.5 -12.1 16.5 20.0 9.7 19.8 DAX 13.7 5.2 -10.4 8.2 9.9 11.9 4.3 13.8 5.7 19.0 11.6 20.0 18.4 20.0 10.0 -7.8 -6.7 -7.0 -6.5 11.2 6.4 20.0 15.2 20.0 -13.5 10.4 20.0 2.3 20.0 8.6 20.0 -1.7 20.0 20.0 9.8 -11.2 8.7 20.0 4.1 20.0 DOW 1.4 5.2 -1.7 6.5 7.9 9.4 3.4 10.9 4.5 10.2 16.4 8.4 16.0 13.6 13.6 -7.0 -8.1 -7.6 -7.7 13.8 16.0 9.9 16.0 11.0 -11.9 11.1 14.4 12.8 10.6 13.1 10.0 -4.2 1.5 4.9 6.4 2.5 -3.0 -20.0 -6.5 -20.0 DX -9.6 -6.8 10.9 6.3 1.3 0.7 8.0 3.0 13.0 5.7 3.8 -6.8 -14.0 -14.8 3.7 5.8 6.1 6.0 6.0 -4.3 -1.5 -1.3 -7.4 -7.6 -20.0 -7.4 -9.9 -1.1 -13.7 -4.0 -15.6 16.7 -20.0 -20.0 -20.0 13.7 1.9 17.1 6.2 20.0 EUR 7.5 6.6 -6.0 7.5 1.5 0.8 9.5 3.6 15.4 -19.1 8.5 4.4 19.0 16.1 -0.0 -8.4 -8.0 -8.4 -8.1 8.2 8.2 -2.5 16.3 8.3 14.1 14.7 -0.1 10.5 8.7 15.0 18.5 -7.4 -7.3 1.3 12.5 9.5 -4.7 -20.0 -2.0 -20.0 EURIBOR-ICE -2.8 -16.4 -10.4 -8.6 -4.5 -4.9 -8.3 -3.4 -9.8 8.6 -8.1 4.8 3.7 -8.9 -11.1 13.1 11.4 13.0 12.7 -11.4 -7.3 -0.2 -0.6 -7.9 1.2 -16.0 3.8 -9.3 -3.5 -2.4 -14.2 14.5 11.4 -8.5 -14.8 -9.5 8.2 20.0 17.1 20.0 EUROSTX 7.4 4.9 5.8 8.5 10.3 12.3 4.4 14.3 5.9 20.0 20.0 20.0 20.0 20.0 20.0 5.0 -1.0 0.2 -0.9 19.8 18.7 20.0 19.6 20.0 -7.4 19.2 20.0 15.2 20.0 12.8 20.0 7.6 20.0 13.2 12.4 10.6 14.1 20.0 8.3 20.0 FEEDCOW 20.0 10.3 -13.7 -15.0 9.5 -20.0 1.6 -20.0 -6.2 13.0 4.3 14.5 9.3 13.8 1.9 9.6 9.2 12.6 12.5 12.7 10.3 20.0 17.6 20.0 -20.0 4.1 14.5 7.1 16.5 18.8 11.9 20.0 5.6 20.0 18.0 9.8 20.0 20.0 20.0 20.0 GASOIL -10.3 -17.2 -1.8 -5.6 6.5 -2.7 2.4 -0.4 -3.4 -3.1 3.0 -6.0 4.7 -12.0 -9.3 10.6 15.0 15.7 16.4 -7.5 -0.9 -3.9 2.3 -9.0 -2.0 -3.0 13.2 2.2 9.4 4.3 -0.8 20.0 10.7 2.3 -0.9 6.7 5.6 20.0 -3.1 8.2 GASOLINE -8.5 -11.4 -4.9 -8.0 9.3 -3.9 3.5 -0.6 -4.9 -4.7 -7.7 -6.1 -2.0 -14.7 -13.3 -20.0 1.8 -20.0 -12.6 -12.2 -6.9 -5.8 -3.1 -12.2 -19.6 -14.7 13.9 -11.7 8.2 -6.9 -7.2 -10.7 0.6 0.2 -5.6 -8.1 19.2 20.0 12.3 20.0 GAS_US_mini -17.3 -2.7 11.8 -3.9 4.5 -1.9 1.7 -0.3 -2.4 -9.0 -5.3 -9.6 -6.9 -8.8 -5.0 20.0 -20.0 3.9 -20.0 -4.2 -2.3 -10.4 -2.8 -8.1 17.8 -3.2 -10.0 -1.2 -9.6 -1.4 -7.3 -20.0 -12.1 -17.4 0.7 4.3 5.4 -20.0 -7.3 -20.0 GBP 13.1 13.7 -9.7 7.4 1.5 0.8 9.4 3.6 15.4 11.4 0.9 19.5 14.2 20.0 8.3 0.5 0.0 0.4 0.2 12.7 4.6 16.0 7.4 19.9 1.9 17.9 20.0 6.8 20.0 9.5 20.0 6.5 13.2 9.7 20.0 6.1 3.5 -6.5 6.7 -7.1 GOLD_micro -9.1 -0.1 -15.9 5.5 -1.5 7.1 -2.1 7.0 2.2 -2.2 8.6 0.7 9.4 5.1 8.0 -8.1 -10.4 -8.7 -9.3 12.0 14.7 2.9 15.3 7.5 -20.0 14.6 2.8 20.0 0.6 20.0 6.2 -6.4 0.7 -2.0 1.2 18.5 9.7 4.6 -13.8 -19.1 HEATOIL -13.5 -15.2 -3.2 -5.5 6.3 -2.7 2.4 -0.4 -3.4 0.4 1.4 -10.0 3.6 -13.5 -10.4 16.5 11.7 15.6 13.5 -8.6 -1.7 -5.1 2.1 -10.7 -16.7 -6.1 5.1 -0.8 0.5 2.7 -6.4 15.9 -2.6 -3.7 -3.3 1.9 14.7 12.2 -4.6 -10.8 JGB-SGX-mini -6.7 -20.0 -15.6 -7.4 -3.9 -4.3 -7.2 -2.9 -8.4 -11.0 -12.9 -12.0 -12.3 -12.4 -12.7 9.7 13.9 13.9 13.6 -20.0 -20.0 -19.2 -18.5 -20.0 -3.3 -20.0 -15.6 -20.0 -20.0 -16.4 -20.0 17.1 -11.5 -20.0 -20.0 -20.0 -7.3 -20.0 2.7 -20.0 JPY 6.2 -0.5 -19.8 4.5 0.9 0.5 5.6 2.1 9.2 -2.9 -14.9 -5.1 -13.5 -9.3 -13.8 -9.0 -10.7 -9.7 -9.9 -13.8 -17.5 -3.7 -15.6 -7.5 20.0 -14.5 3.8 -17.4 0.4 -14.1 -6.4 -11.1 3.8 -16.4 -19.7 -19.9 -7.4 -12.9 -6.3 -15.2 LEANHOG 14.3 9.4 -14.7 -20.0 16.6 -20.0 2.8 -20.0 -10.9 11.4 1.6 19.3 11.6 20.0 -1.2 -20.0 17.2 -13.5 10.5 8.1 2.0 15.1 6.5 16.7 -2.7 12.4 20.0 1.0 20.0 4.1 20.0 20.0 10.9 20.0 20.0 14.5 -0.4 11.3 8.1 20.0 LIVECOW 18.9 5.1 -20.0 -14.5 9.1 -20.0 1.6 -20.0 -6.0 12.5 2.7 13.6 8.4 12.9 2.0 -1.5 7.0 -1.6 1.9 6.6 4.7 19.9 11.8 15.3 -20.0 -0.9 8.8 1.3 9.0 11.7 5.4 19.4 -2.2 16.8 10.2 4.3 20.0 17.2 20.0 20.0 LUMBER-new 7.6 -7.8 -20.0 -19.5 12.3 -20.0 2.1 -20.0 -8.1 -16.7 -17.5 -14.0 -15.9 -12.3 -15.9 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.3 -20.0 -12.9 NaN -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -0.0 -9.7 -7.8 3.3 20.0 8.0 20.0 MXP 8.8 10.3 4.0 7.7 1.5 0.8 9.7 3.7 15.8 20.0 20.0 20.0 20.0 20.0 20.0 13.4 13.0 13.2 12.9 20.0 20.0 17.7 20.0 20.0 -20.0 20.0 -4.6 20.0 7.2 20.0 20.0 20.0 -11.6 5.0 20.0 20.0 11.9 10.6 15.4 14.8 NASDAQ_micro -7.0 -3.7 -15.6 5.5 6.7 8.0 2.9 9.3 3.9 -5.4 11.7 1.8 13.4 5.3 4.1 -7.4 -8.6 -8.0 -8.3 4.3 11.9 -3.0 17.4 -0.4 -20.0 1.2 0.8 7.5 -0.4 12.3 -1.3 -5.1 -4.8 -12.3 -11.3 0.9 1.4 -20.0 1.1 -20.0 NIKKEI -2.3 2.6 19.0 6.1 7.4 8.9 3.2 10.3 4.3 14.7 13.9 14.5 14.7 7.6 11.0 10.6 7.2 6.6 6.2 15.0 20.0 19.1 20.0 11.9 -17.8 13.7 16.8 20.0 13.0 20.0 7.5 20.0 5.5 -1.8 -5.9 20.0 -5.0 3.6 -6.6 7.6 NZD 4.4 14.8 -7.6 5.8 1.2 0.6 7.3 2.8 11.9 -6.5 -7.5 -6.9 -10.3 12.3 -2.3 -3.6 -3.4 -4.1 -3.9 1.5 -5.8 -1.4 -8.3 3.9 16.2 -1.5 -4.5 -8.8 -1.9 -10.2 3.2 0.0 -9.0 -13.4 -0.7 -9.5 2.6 20.0 6.2 20.0 OAT -3.0 -7.5 4.4 -11.3 -5.9 -6.5 -10.9 -4.4 -12.8 -4.2 -0.8 -2.1 -4.4 -11.0 -5.5 13.4 12.6 15.6 15.3 -6.3 -3.3 -4.5 -3.4 -7.3 0.6 -8.7 5.6 -3.8 -0.9 -2.2 -9.7 17.6 16.5 0.6 0.4 4.4 -1.6 20.0 10.3 20.0 OATIES 6.6 -1.2 -5.9 -14.5 9.1 -20.0 1.6 -20.0 -6.0 0.7 -11.3 6.1 -10.9 -0.7 -5.8 -15.3 -12.0 -18.7 -17.0 -8.5 -11.6 1.0 -10.9 -2.7 -4.8 -11.2 6.8 -13.4 4.3 -11.8 -4.0 -13.7 -0.0 -6.2 -2.6 -6.0 -7.3 -14.6 -3.0 -16.1 OJ 20.0 16.9 -16.4 -7.6 4.8 -11.2 0.8 -11.8 -3.2 1.6 -5.2 5.3 -6.5 4.7 -2.8 -0.3 2.2 -2.3 -1.1 0.4 -6.9 9.0 -9.1 8.5 -20.0 1.7 8.5 -4.6 14.0 -5.9 11.0 11.8 9.5 20.0 10.1 -1.6 -18.0 -17.7 -9.3 -18.1 PALLAD 0.1 -4.9 -0.3 4.6 -1.2 5.9 -1.8 5.8 1.8 -4.4 5.3 -1.0 4.9 1.7 4.3 -3.4 -3.1 -3.4 -3.2 6.0 5.4 0.9 4.1 4.6 12.0 6.0 -5.6 8.0 -5.9 7.8 1.0 5.0 -17.5 -3.3 -2.6 1.7 5.7 -6.3 -20.0 -17.6 PLAT 4.4 -4.5 -18.5 4.8 -1.3 6.1 -1.8 6.1 1.9 -2.0 7.3 2.4 7.1 4.5 6.0 -4.1 -3.9 -4.4 -4.0 10.0 7.3 7.2 5.4 11.0 -0.1 11.0 -1.7 9.4 3.8 8.7 10.8 3.7 -2.6 20.0 15.1 6.6 20.0 10.9 -15.9 -12.6 REDWHEAT -0.9 -0.0 9.8 -20.0 15.4 -20.0 2.6 -20.0 -10.1 -12.0 -17.4 0.4 -20.0 -6.0 -5.3 -16.4 -16.4 -16.2 -16.7 -4.9 -10.6 -4.4 -19.9 -3.7 7.2 -3.3 -1.5 -6.2 -2.8 -13.7 -3.2 -17.7 -11.6 -4.0 7.6 20.0 -20.0 -20.0 -20.0 -20.0 RICE 8.1 13.1 -3.2 -8.6 5.4 -12.6 0.9 -13.2 -3.5 1.5 -8.3 -1.8 -8.5 -4.8 -7.4 -20.0 -14.3 -20.0 -19.9 -9.1 -12.8 -1.8 -14.0 -5.2 0.6 -8.9 14.2 -13.5 7.2 -15.4 -1.6 -19.1 2.6 -0.8 -0.9 -10.0 -11.8 -16.3 -1.6 -16.3 ROBUSTA -16.2 -18.1 0.0 -12.1 7.6 -17.8 1.3 -18.7 -5.0 7.0 0.9 0.6 -1.2 -5.7 -6.0 19.0 13.6 14.1 13.0 -9.6 -4.5 -0.3 -0.6 -8.9 -20.0 -8.5 0.9 -3.8 -2.1 -0.2 -9.0 20.0 6.8 -11.1 -11.1 4.2 -6.7 12.4 6.8 20.0 RUSSELL -3.9 5.2 0.2 6.3 7.7 9.2 3.3 10.7 4.5 9.2 14.5 -4.5 14.0 8.7 9.7 -4.4 -5.2 -4.7 -4.8 8.3 12.1 2.1 12.2 3.9 7.6 6.4 6.8 10.0 2.3 10.5 3.4 0.8 -10.8 -5.1 0.7 -3.3 -4.8 -20.0 -13.2 -20.0 SHATZ -0.3 -10.5 -7.6 -10.9 -5.7 -6.3 -10.5 -4.3 -12.4 0.9 -16.0 5.5 -8.9 -10.2 -14.5 -20.0 -17.5 -18.0 -16.6 -16.6 -15.2 -2.1 -10.4 -10.8 9.7 -20.0 2.3 -18.4 -6.7 -10.9 -20.0 -20.0 10.5 -5.8 -15.6 -14.2 18.1 20.0 20.0 20.0 SILVER-mini -11.1 -0.5 -9.0 5.4 -1.5 6.9 -2.1 6.8 2.2 -0.0 9.7 5.0 9.5 7.6 9.1 -4.9 -6.3 -5.5 -5.8 16.8 13.1 12.0 9.1 17.1 -8.1 15.0 -1.8 15.9 1.1 13.8 9.5 0.0 -1.0 11.5 20.0 20.0 5.3 20.0 -12.6 -3.7 SMI 11.8 20.0 18.0 8.5 10.3 12.3 4.4 14.3 5.9 18.7 20.0 20.0 17.4 20.0 20.0 11.9 5.0 8.4 6.3 20.0 20.0 20.0 19.8 20.0 13.0 20.0 20.0 20.0 20.0 15.8 20.0 18.8 17.2 20.0 20.0 20.0 0.0 20.0 0.2 20.0 SOFR -3.8 -9.9 -8.3 -14.5 -7.6 -8.3 -14.0 -5.7 -16.4 -7.4 6.0 -13.0 15.6 -18.2 -17.8 8.2 6.1 7.7 7.2 -10.1 -0.5 -9.0 9.2 -11.6 -20.0 -9.7 -1.7 0.5 -8.6 9.3 -12.4 5.1 1.0 -7.2 8.1 -4.6 -11.8 -17.4 -10.4 -20.0 SOYBEAN -18.2 -10.4 8.2 -20.0 15.2 -20.0 2.6 -20.0 -10.0 -1.8 6.7 -15.0 4.1 -17.8 -6.5 -4.3 -5.2 -3.4 -4.7 -8.0 1.2 -12.2 -0.5 -16.2 -6.8 -9.3 8.0 5.4 -9.1 4.4 -19.4 1.9 -5.1 -20.0 -3.7 20.0 -20.0 -9.2 -20.0 -5.0 SOYMEAL -15.7 -10.3 20.0 -18.4 11.6 -20.0 2.0 -20.0 -7.6 -6.7 -1.2 -11.5 -9.8 -15.3 -3.5 -10.9 -14.7 -12.8 -14.5 -6.2 -0.6 -12.7 -5.4 -13.6 -15.0 2.2 5.7 8.8 -4.1 0.1 -8.2 -14.9 -4.1 -13.5 0.3 20.0 -20.0 -20.0 -9.9 -20.0 SOYOIL -14.2 -7.4 -9.9 -20.0 14.9 -20.0 2.6 -20.0 -9.8 17.6 -8.8 -7.7 6.1 -13.5 -15.6 -8.9 -5.6 -8.4 -7.2 -13.3 -7.0 -1.8 2.1 -12.4 -18.6 -19.2 1.4 -10.7 -8.6 -2.0 -19.1 0.1 -3.6 -20.0 -4.8 1.5 -19.3 -19.3 -20.0 -20.0 SP400 2.4 9.2 -1.6 6.5 7.8 9.4 3.4 10.9 4.5 11.5 14.4 4.6 9.3 12.6 11.8 -6.1 -6.0 -6.0 -5.9 8.8 8.0 7.6 6.9 8.3 2.0 4.8 5.0 3.6 2.3 2.6 4.5 -0.8 -12.9 -1.3 3.5 -14.3 -3.1 -20.0 -7.1 -20.0 SP500_micro -1.9 1.3 -13.7 7.2 8.7 10.4 3.7 12.1 5.0 -1.4 18.4 9.2 18.9 13.9 13.8 -8.4 -9.4 -8.9 -9.0 10.7 18.3 2.8 20.0 6.4 -19.5 4.5 2.7 9.6 3.6 14.0 3.7 -6.4 -2.6 -5.7 -4.1 -3.8 2.9 -20.0 3.2 -20.0 SUGAR11 7.2 11.6 -7.6 -16.0 10.1 -20.0 1.7 -20.0 -6.6 -10.2 -12.0 -1.9 -14.1 5.3 -7.0 17.5 11.1 15.6 11.3 -4.4 -12.2 -5.0 -16.4 -0.6 -20.0 -2.4 4.9 -11.4 7.3 -14.7 5.9 20.0 1.8 11.1 20.0 0.5 -7.7 -17.0 -0.7 -12.1 US10 -1.4 -6.5 -0.7 -12.7 -6.7 -7.3 -12.3 -5.0 -14.4 -7.1 10.8 -2.8 7.8 -10.9 -8.9 2.3 0.6 2.1 1.8 -3.3 2.9 -4.6 6.3 -5.1 -9.8 -0.9 -0.3 5.9 -1.6 9.7 -2.8 -4.3 6.6 2.9 13.0 6.1 -20.0 -20.0 -16.9 -20.0 US10U -2.1 -7.0 2.2 -15.9 -8.3 -9.1 -15.4 -6.2 -18.1 -11.3 14.3 -7.8 6.3 -16.1 -9.4 2.9 -0.3 1.9 0.9 -2.9 5.0 -6.6 7.3 -6.0 -15.1 2.0 7.5 11.0 6.2 14.4 1.1 -6.0 18.0 9.1 18.1 13.6 -13.5 -11.5 -13.8 -20.0 US2 6.0 -2.4 -1.8 -12.5 -6.5 -7.1 -12.0 -4.9 -14.1 11.3 1.4 14.0 -2.0 5.1 -5.3 -8.7 -14.2 -10.7 -11.9 -1.1 -0.1 4.0 1.0 2.0 17.5 -0.9 6.0 1.2 4.6 4.5 1.5 -20.0 8.3 13.6 14.7 2.2 -20.0 -14.1 -20.0 -20.0 US20 -1.7 -9.7 2.6 -11.3 -5.9 -6.5 -10.9 -4.4 -12.8 -8.4 6.5 -0.4 -3.2 -10.5 -7.8 4.8 3.3 4.4 4.1 -4.6 0.6 -3.9 1.4 -5.4 -10.2 -1.1 7.4 4.5 7.6 6.0 1.1 0.0 18.1 8.9 9.0 9.7 -5.8 14.7 -2.4 -17.8 US30 -3.9 -10.2 2.7 -13.1 -6.8 -7.5 -12.6 -5.1 -14.8 -14.1 1.9 -14.1 -9.6 -17.4 -12.7 1.2 -1.6 0.6 -0.4 -8.4 -2.8 -8.3 -3.0 -9.9 -5.9 -5.2 3.1 1.5 2.7 2.4 -3.9 -8.2 16.3 5.8 6.2 9.2 -4.8 9.0 0.5 -14.0 US5 1.0 -4.8 -2.2 -13.2 -6.9 -7.6 -12.7 -5.2 -15.0 -5.2 9.3 3.1 7.9 -6.5 -7.7 0.5 -2.6 -0.6 -1.3 -2.6 2.3 -2.7 6.0 -3.0 -5.1 -0.7 4.6 4.4 2.5 8.9 -0.5 -9.7 9.0 8.2 15.3 4.1 -20.0 -20.0 -20.0 -20.0 VIX -10.4 -16.0 -7.1 -20.0 -1.4 -20.0 -14.2 -10.7 -20.0 -18.6 -20.0 -20.0 -18.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.2 -12.9 -20.0 NaN -20.0 -2.7 -19.9 -18.8 -9.8 -20.0 NaN NaN NaN NaN NaN -2.3 -20.0 NaN NaN WHEAT -4.5 -8.0 2.8 -20.0 16.0 -20.0 2.8 -20.0 -10.5 -8.8 -20.0 -6.2 -20.0 -17.3 -17.1 -18.3 -18.1 -17.7 -17.8 -13.8 -16.4 -5.9 -20.0 -11.2 11.7 -14.0 2.7 -12.1 -4.7 -15.4 -12.8 -19.9 -9.7 -8.8 -2.1 16.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3