******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260106_204140 produced at 2026-01-06 21:43:05.808756 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.11 0.00 -1.94 0.0 0.00 0.00 0.00 0.00 -18.05 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.92 0.0 0.00 0.00 0.00 0.00 -50.86 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.36 0.0 999.00 -999.00 -0.22 -0.22 -41.96 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.17 0.0 0.00 0.00 0.00 0.00 -3.08 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 -25.98 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.07 0.0 0.61 -0.61 -0.11 -0.11 -2.08 17.0 -3 -3 caleb_strategy_v3 US2 False True 0.09 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -0.73 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.06 0.0 0.16 -0.16 -0.09 -0.09 -4.23 11.0 -6 -6 caleb_strategy_v3 US5 False False 0.05 0.00 -0.06 0.0 1.22 -1.22 0.00 0.00 -1.28 25.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.05 0.0 0.85 -0.85 0.00 0.00 -0.99 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 -1.35 999999999.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.05 0.0 0.92 -0.92 -0.21 -0.21 -0.72 13.0 -3 -3 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -7.39 3.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.04 0.0 1.16 -1.16 0.00 0.00 -0.60 19.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.97 4.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.03 0.0 0.13 -0.13 -0.11 -0.11 -1.90 10.0 -8 -8 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -3.14 12.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.67 -0.67 0.00 0.00 -0.60 13.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.70 9.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.53 -0.53 -0.07 -0.05 -1.18 23.0 -3 -2 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.28 2.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -0.76 5.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -4.85 51.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.04 -1.49 9.0 -3 -3 caleb_strategy_v3 DX False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.54 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.80 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 -0.88 7.0 -1 -1 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.08 -0.08 -0.02 -0.02 -6.65 26.0 -6 -6 caleb_strategy_v3 BUND False False 0.07 -0.13 -0.02 0.0 0.67 -0.67 -0.13 -0.13 -0.25 10.0 -2 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.75 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 -0.30 4.0 -4 -4 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.02 0.0 0.31 -0.31 -0.16 -0.16 -0.33 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 -0.18 -0.01 0.0 1.12 -1.12 -0.18 -0.18 -0.40 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 -0.39 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 -0.59 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.70 -0.70 -0.03 -0.03 -0.40 26.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.09 -0.01 0.0 0.75 -0.75 -0.09 -0.05 -0.56 48.0 -6 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -0.31 23.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.05 0.01 0.0 0.11 -0.11 0.05 0.05 0.52 4.0 2 2 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.01 0.0 0.35 -0.35 0.00 0.00 0.10 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.01 0.0 999.00 -999.00 0.09 0.09 0.14 999999999.0 1 1 caleb_strategy_v3 CAD False False 0.03 0.03 0.01 0.0 0.94 -0.94 0.03 0.03 0.23 29.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.04 0.02 0.0 0.73 -0.73 0.04 0.02 1.93 66.0 4 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.02 0.0 0.39 -0.39 0.00 0.00 4.31 68.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.54 -0.54 0.00 0.00 0.87 21.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.11 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.72 -0.72 0.00 0.00 1.01 17.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.06 0.0 0.63 -0.63 0.00 0.00 0.95 10.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.06 0.0 0.91 -0.91 0.00 0.00 0.89 14.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.64 -0.64 0.16 0.16 1.02 8.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.09 0.0 0.21 -0.21 0.03 0.03 5.34 13.0 2 2 caleb_strategy_v3 OAT False False 0.06 0.25 0.09 0.0 0.63 -0.63 0.25 0.25 1.45 10.0 4 4 caleb_strategy_v3 DAX False False 0.01 0.00 0.10 0.0 0.76 -0.76 0.00 0.00 7.71 58.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.30 0.11 0.0 0.83 -0.83 0.30 0.30 2.92 22.0 8 8 caleb_strategy_v3 COPPER False False 0.07 0.27 0.12 0.0 999.00 -999.00 0.27 0.27 1.72 999999999.0 4 4 caleb_strategy_v3 CAC False True 0.04 0.00 0.15 0.0 0.00 0.00 0.00 0.00 3.54 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.25 0.16 0.0 0.62 -0.62 0.25 0.31 4.97 20.0 8 10 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.57 -0.57 0.00 0.00 5.23 19.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.50 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.21 0.20 0.0 0.53 -0.53 0.21 0.19 13.71 36.0 14 13 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.43 0.0 1.28 -1.28 0.00 0.00 3.37 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.59 0.76 0.0 0.74 -0.74 0.59 0.59 61.66 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.5 Shocked risk 83.0 Sum abs risk 63.8 Leverage 8.41 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2243355.63, 'annual_cash_vol_target': 560838.9075, 'daily_cash_vol_target': 35052.43171875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6732 0.4798 7.6762 BITCOIN 2089.9300 92270.0000 2.2650 36.2403 BOBL 0.1749 116.2600 0.1504 2.4063 BTP 0.4325 120.3300 0.3594 5.7507 BUND 0.3657 127.6900 0.2864 4.5823 BUXL 0.8284 110.0200 0.7530 12.0474 CAC 49.5509 8280.5000 0.5984 9.5745 CAD 0.0025 0.7264 0.3478 5.5650 CANOLA 7.2996 622.8000 1.1721 18.7529 CHF 0.0048 1.2662 0.3805 6.0884 COCOA 133.2782 6037.0000 2.2077 35.3230 COFFEE 5.3522 351.2000 1.5240 24.3834 COPPER 0.0956 6.0450 1.5813 25.3004 CORN 3.8106 461.5000 0.8257 13.2113 COTTON2 0.6358 65.1400 0.9760 15.6158 CRUDE_W 0.8146 56.4400 1.4433 23.0923 DAX 159.3524 25110.0000 0.6346 10.1539 DOW 311.5323 49712.0000 0.6267 10.0268 DX 0.3162 98.3450 0.3215 5.1445 EUR 0.0038 1.1728 0.3262 5.2192 EURIBOR-ICE 0.0335 97.5950 0.0344 0.5498 EUROSTX 41.1874 5962.0000 0.6908 11.0533 FEEDCOW 3.0058 358.2000 0.8391 13.4264 GASOIL 10.4570 597.0000 1.7516 28.0255 GASOLINE 0.0286 1.9519 1.4677 23.4829 GAS_US_mini 0.1394 2.8350 4.9189 78.7019 GBP 0.0058 1.3498 0.4282 6.8514 GOLD_micro 50.5040 4491.9000 1.1243 17.9893 HEATOIL 0.0377 2.0537 1.8375 29.4005 JGB-SGX-mini 0.1983 132.0900 0.1501 2.4024 JPY 0.0000 0.0064 0.5673 9.0776 LEANHOG 1.0983 91.6750 1.1980 19.1682 LIVECOW 1.9289 237.3500 0.8127 13.0028 LUMBER-new 6.8993 563.0000 1.2254 19.6071 MXP 0.0003 0.0553 0.4668 7.4692 NASDAQ_micro 203.4824 25814.0000 0.7883 12.6122 NIKKEI 484.1313 52055.0000 0.9300 14.8806 NZD 0.0032 0.5798 0.5449 8.7192 OAT 0.3763 120.6700 0.3119 4.9898 OATIES 5.2957 316.0000 1.6758 26.8136 OJ 6.2030 208.3000 2.9779 47.6466 PALLAD 74.7259 1858.5000 4.0208 64.3322 PLAT 83.5264 2414.9000 3.4588 55.3407 REDWHEAT 7.4345 533.7500 1.3929 22.2862 RICE 0.1718 10.3450 1.6610 26.5761 ROBUSTA 67.4149 4013.0000 1.6799 26.8786 RUSSELL 25.3945 2591.5000 0.9799 15.6786 SHATZ 0.0514 106.8300 0.0481 0.7699 SILVER-mini 2.1808 80.7000 2.7024 43.2376 SMI 76.0164 13287.0000 0.5721 9.1538 SOFR 0.0440 96.5700 0.0456 0.7298 SOYBEAN 8.6149 1067.7500 0.8068 12.9092 SOYMEAL 3.6283 303.3000 1.1963 19.1402 SOYOIL 0.5726 49.9500 1.1464 18.3426 SP400 28.8521 3462.0000 0.8334 13.3343 SP500_micro 41.2834 6989.2500 0.5907 9.4507 SUGAR11 0.2190 14.3800 1.5231 24.3703 US10 0.2865 112.3594 0.2550 4.0800 US10U 0.3679 114.7656 0.3206 5.1289 US2 0.0670 104.3750 0.0642 1.0267 US20 0.5631 115.1875 0.4889 7.8223 US30 0.8060 117.3750 0.6866 10.9864 US5 0.1811 109.2578 0.1657 2.6518 VIX 0.4130 19.3500 2.1345 34.1523 WHEAT 6.4471 565.2500 1.1406 18.2491 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 673.20 0.48 322.98 1.00 322.98 35052.43 108.53 18.54 201.18 BITCOIN 92.27 2.27 208.99 1.00 208.99 35052.43 167.72 -14.29 -239.59 BOBL 1162.60 0.15 174.85 1.17 204.40 35052.43 171.49 -3.45 -59.15 BTP 1203.30 0.36 432.49 1.17 505.57 35052.43 69.33 4.03 27.95 BUND 1276.90 0.29 365.70 1.17 427.50 35052.43 81.99 -3.02 -24.72 BUXL 1100.20 0.75 828.41 1.17 968.40 35052.43 36.20 -8.05 -29.14 CAC 828.05 0.60 495.51 1.17 579.24 35052.43 60.51 17.11 103.56 CAD 726.45 0.35 252.67 1.00 252.67 35052.43 138.73 0.63 8.76 CANOLA 124.56 1.17 145.99 0.73 106.04 35052.43 330.56 -6.03 -199.20 CHF 1582.69 0.38 602.25 1.00 602.25 35052.43 58.20 -4.73 -27.54 COCOA 603.70 2.21 1332.78 1.00 1332.78 35052.43 26.30 -6.32 -16.61 COFFEE 1317.00 1.52 2007.06 1.00 2007.06 35052.43 17.46 4.39 7.66 COPPER 1511.25 1.58 2389.70 1.00 2389.70 35052.43 14.67 10.81 15.86 CORN 230.75 0.83 190.53 1.00 190.53 35052.43 183.97 -7.01 -129.01 COTTON2 325.70 0.98 317.88 1.00 317.88 35052.43 110.27 -15.74 -173.52 CRUDE_W 564.40 1.44 814.58 1.00 814.58 35052.43 43.03 -1.64 -7.05 DAX 251.10 0.63 159.35 1.17 186.28 35052.43 188.17 12.00 225.82 DOW 248.56 0.63 155.77 1.00 155.77 35052.43 225.03 3.69 82.95 DX 983.45 0.32 316.21 1.00 316.21 35052.43 110.85 -1.87 -20.72 EUR 1466.00 0.33 478.20 1.00 478.20 35052.43 73.30 4.67 34.26 EURIBOR-ICE 2439.88 0.03 83.84 1.17 98.01 35052.43 357.63 2.76 98.61 EUROSTX 596.20 0.69 411.87 1.17 481.47 35052.43 72.80 20.00 145.60 FEEDCOW 1791.00 0.84 1502.92 1.00 1502.92 35052.43 23.32 13.22 30.84 GASOIL 597.00 1.75 1045.70 1.00 1045.70 35052.43 33.52 3.58 11.99 GASOLINE 819.80 1.47 1203.20 1.00 1203.20 35052.43 29.13 -10.66 -31.07 GAS_US_mini 70.88 4.92 348.62 1.00 348.62 35052.43 100.54 -6.10 -61.29 GBP 843.62 0.43 361.25 1.00 361.25 35052.43 97.03 11.57 112.25 GOLD_micro 449.19 1.12 505.04 1.00 505.04 35052.43 69.41 -1.67 -11.57 HEATOIL 862.55 1.84 1584.97 1.00 1584.97 35052.43 22.12 -4.01 -8.87 JGB-SGX-mini 132090.00 0.15 19833.28 0.01 126.30 35052.43 277.53 -16.90 -468.99 JPY 802.88 0.57 455.51 1.00 455.51 35052.43 76.95 -10.42 -80.17 LEANHOG 366.70 1.20 439.31 1.00 439.31 35052.43 79.79 11.00 87.78 LIVECOW 949.40 0.81 771.55 1.00 771.55 35052.43 45.43 6.68 30.37 LUMBER-new 154.83 1.23 189.73 1.00 189.73 35052.43 184.75 -16.42 -303.35 MXP 276.45 0.47 129.05 1.00 129.05 35052.43 271.61 15.45 419.53 NASDAQ_micro 516.28 0.79 406.96 1.00 406.96 35052.43 86.13 -5.91 -50.86 NIKKEI 52055.00 0.93 48413.13 0.01 308.31 35052.43 113.69 11.12 126.40 NZD 579.80 0.54 315.96 1.00 315.96 35052.43 110.94 3.00 33.32 OAT 1206.70 0.31 376.32 1.17 439.91 35052.43 79.68 5.34 42.59 OATIES 158.00 1.68 264.78 1.00 264.78 35052.43 132.38 -13.27 -175.61 OJ 312.45 2.98 930.45 1.00 930.45 35052.43 37.67 -6.38 -24.05 PALLAD 1858.50 4.02 7472.59 1.00 7472.59 35052.43 4.69 2.32 1.09 PLAT 1207.45 3.46 4176.32 1.00 4176.32 35052.43 8.39 5.61 4.71 REDWHEAT 266.88 1.39 371.73 1.00 371.73 35052.43 94.30 -14.37 -135.46 RICE 206.90 1.66 343.66 1.00 343.66 35052.43 102.00 -11.97 -122.05 ROBUSTA 401.30 1.68 674.15 1.00 674.15 35052.43 52.00 -4.48 -23.30 RUSSELL 129.57 0.98 126.97 1.00 126.97 35052.43 276.06 4.70 129.78 SHATZ 1068.30 0.05 51.41 1.17 60.10 35052.43 583.28 -5.19 -302.89 SILVER-mini 2017.50 2.70 5451.99 1.00 5451.99 35052.43 6.43 6.22 4.00 SMI 1328.70 0.57 760.16 1.26 957.48 35052.43 36.61 20.00 73.22 SOFR 2414.25 0.05 110.12 1.00 110.12 35052.43 318.31 -9.32 -296.54 SOYBEAN 533.88 0.81 430.74 1.00 430.74 35052.43 81.38 -11.64 -94.71 SOYMEAL 303.30 1.20 362.83 1.00 362.83 35052.43 96.61 -16.59 -160.27 SOYOIL 299.70 1.15 343.58 1.00 343.58 35052.43 102.02 -20.00 -204.04 SP400 3462.00 0.83 2885.21 1.00 2885.21 35052.43 12.15 2.78 3.37 SP500_micro 349.46 0.59 206.42 1.00 206.42 35052.43 169.81 -1.42 -24.09 SUGAR11 161.06 1.52 245.31 1.00 245.31 35052.43 142.89 -7.91 -113.03 US10 1123.59 0.25 286.52 1.00 286.52 35052.43 122.34 -6.36 -77.78 US10U 1147.66 0.32 367.89 1.00 367.89 35052.43 95.28 -4.93 -47.02 US2 2087.50 0.06 133.96 1.00 133.96 35052.43 261.67 -2.21 -57.82 US20 1151.88 0.49 563.14 1.00 563.14 35052.43 62.24 -2.00 -12.45 US30 1173.75 0.69 805.95 1.00 805.95 35052.43 43.49 -5.93 -25.79 US5 1092.58 0.17 181.08 1.00 181.08 35052.43 193.58 -5.22 -101.08 VIX 193.50 2.13 413.03 1.00 413.03 35052.43 84.87 -20.00 -169.73 WHEAT 282.62 1.14 322.35 1.00 322.35 35052.43 108.74 -18.69 -203.27 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 201.177 0.010 2.5 5.227 BITCOIN -239.590 0.043 2.5 -25.981 BOBL -59.154 0.004 2.5 -0.601 BTP 27.949 0.014 2.5 0.955 BUND -24.723 0.004 2.5 -0.251 BUXL -29.139 0.004 2.5 -0.296 CAC 103.563 0.014 2.5 3.537 CAD 8.760 0.010 2.5 0.228 CANOLA -199.203 0.010 2.5 -4.853 CHF -27.544 0.010 2.5 -0.716 COCOA -16.609 0.010 2.5 -0.405 COFFEE 7.662 0.005 2.5 0.102 COPPER 15.860 0.043 2.5 1.720 CORN -129.013 0.010 2.5 -3.143 COTTON2 -173.520 0.010 2.5 -4.227 CRUDE_W -7.054 0.043 2.5 -0.765 DAX 225.822 0.014 2.5 7.713 DOW 82.950 0.009 2.5 1.930 DX -20.724 0.010 2.5 -0.538 EUR 34.256 0.010 2.5 0.890 EURIBOR-ICE 98.613 0.014 2.5 3.368 EUROSTX 145.605 0.014 2.5 4.973 FEEDCOW 30.840 0.013 2.5 1.023 GASOIL 11.991 0.017 2.5 0.521 GASOLINE -31.067 0.017 2.5 -1.349 GAS_US_mini -61.295 0.043 2.5 -6.647 GBP 112.252 0.010 2.5 2.917 GOLD_micro -11.568 0.014 2.5 -0.395 HEATOIL -8.872 0.017 2.5 -0.385 JGB-SGX-mini -468.993 0.043 2.5 -50.857 JPY -80.172 0.010 2.5 -2.083 LEANHOG 87.776 0.024 2.5 5.342 LIVECOW 30.369 0.013 2.5 1.008 LUMBER-new -303.351 0.010 2.5 -7.391 MXP 419.530 0.059 2.5 61.662 NASDAQ_micro -50.861 0.009 2.5 -1.184 NIKKEI 126.400 0.043 2.5 13.707 NZD 33.319 0.010 2.5 0.866 OAT 42.588 0.014 2.5 1.455 OATIES -175.614 0.010 2.5 -4.278 OJ -24.054 0.010 2.5 -0.586 PALLAD 1.090 0.014 2.5 0.037 PLAT 4.707 0.014 2.5 0.161 REDWHEAT -135.459 0.005 2.5 -1.799 RICE -122.054 0.010 2.5 -2.974 ROBUSTA -23.304 0.005 2.5 -0.310 RUSSELL 129.779 0.013 2.5 4.307 SHATZ -302.886 0.004 2.5 -3.076 SILVER-mini 3.997 0.014 2.5 0.137 SMI 73.218 0.014 2.5 2.501 SOFR -296.538 0.024 2.5 -18.047 SOYBEAN -94.708 0.004 2.5 -0.882 SOYMEAL -160.267 0.004 2.5 -1.493 SOYOIL -204.043 0.004 2.5 -1.902 SP400 3.373 0.013 2.5 0.112 SP500_micro -24.086 0.009 2.5 -0.561 SUGAR11 -113.030 0.010 2.5 -2.754 US10 -77.778 0.005 2.5 -0.987 US10U -47.016 0.005 2.5 -0.597 US2 -57.824 0.005 2.5 -0.734 US20 -12.446 0.005 2.5 -0.158 US30 -25.787 0.005 2.5 -0.327 US5 -101.076 0.005 2.5 -1.283 VIX -169.733 0.099 2.5 -41.956 WHEAT -203.270 0.005 2.5 -2.700 ===================== Position diags ===================== AUD 2.82 BITCOIN 18.19 BOBL 1.74 BTP 2.37 BUND 0.83 BUXL 0.37 CAC 2.07 CAD 3.60 CANOLA 8.05 CHF 1.51 COCOA 0.64 COFFEE 0.23 COPPER 1.59 CORN 4.48 COTTON2 2.69 CRUDE_W 4.67 DAX 6.43 DOW 5.24 DX 2.88 EUR 1.90 EURIBOR-ICE 12.22 EUROSTX 2.49 FEEDCOW 0.77 GASOIL 1.46 GASOLINE 1.26 GAS_US_mini 10.90 GBP 2.52 GOLD_micro 2.37 HEATOIL 0.96 JGB-SGX-mini 30.09 JPY 2.00 LEANHOG 4.86 LIVECOW 1.51 LUMBER-new 4.50 MXP 39.92 NASDAQ_micro 2.00 NIKKEI 12.33 NZD 2.88 OAT 2.72 OATIES 3.23 OJ 0.92 PALLAD 0.16 PLAT 0.29 REDWHEAT 1.25 RICE 2.48 ROBUSTA 0.69 RUSSELL 9.16 SHATZ 5.92 SILVER-mini 0.22 SMI 1.25 SOFR 19.37 SOYBEAN 0.76 SOYMEAL 0.90 SOYOIL 0.95 SP400 0.40 SP500_micro 3.95 SUGAR11 3.48 US10 1.55 US10U 1.21 US2 3.32 US20 0.79 US30 0.55 US5 2.46 VIX 20.98 WHEAT 1.44 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.2 4.9 5.5 0.0 0 BITCOIN -26.0 -27.8 -24.2 0.0 0 BOBL -0.6 -0.8 -0.4 0.0 0 BTP 1.0 0.7 1.2 0.0 0 BUND -0.3 -0.3 -0.2 -2.0 -2 BUXL -0.3 -0.3 -0.3 -4.0 -4 CAC 3.5 3.3 3.7 0.0 0 CAD 0.2 -0.1 0.6 1.0 1 CANOLA -4.9 -5.7 -4.0 0.0 0 CHF -0.7 -0.9 -0.6 -3.0 -3 COCOA -0.4 -0.5 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.7 1.6 1.9 4.0 4 CORN -3.1 -3.6 -2.7 0.0 0 COTTON2 -4.2 -4.5 -4.0 -6.0 -6 CRUDE_W -0.8 -1.2 -0.3 0.0 0 DAX 7.7 7.1 8.4 0.0 0 DOW 1.9 1.4 2.5 4.0 4 DX -0.5 -0.8 -0.3 0.0 0 EUR 0.9 0.7 1.1 0.0 0 EURIBOR-ICE 3.4 2.1 4.6 0.0 0 EUROSTX 5.0 4.7 5.2 8.0 8 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 0.5 0.4 0.7 2.0 2 GASOLINE -1.3 -1.5 -1.2 0.0 0 GAS_US_mini -6.6 -7.7 -5.6 -6.0 -6 GBP 2.9 2.7 3.2 8.0 8 GOLD_micro -0.4 -0.6 -0.2 -9.0 -9 HEATOIL -0.4 -0.5 -0.3 -1.0 -1 JGB-SGX-mini -50.9 -53.9 -47.8 0.0 0 JPY -2.1 -2.3 -1.9 -3.0 -3 LEANHOG 5.3 4.9 5.8 2.0 2 LIVECOW 1.0 0.9 1.2 0.0 0 LUMBER-new -7.4 -7.8 -6.9 0.0 0 MXP 61.7 57.7 65.7 48.0 48 NASDAQ_micro -1.2 -1.4 -1.0 -3.0 -3 NIKKEI 13.7 12.5 14.9 14.0 14 NZD 0.9 0.6 1.2 0.0 0 OAT 1.5 1.2 1.7 4.0 4 OATIES -4.3 -4.6 -4.0 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -1.8 -1.9 -1.7 -3.0 -3 RICE -3.0 -3.2 -2.7 -3.0 -3 ROBUSTA -0.3 -0.4 -0.2 0.0 0 RUSSELL 4.3 3.4 5.2 0.0 0 SHATZ -3.1 -3.7 -2.5 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 2.5 2.4 2.6 0.0 0 SOFR -18.0 -20.0 -16.1 NaN 0 SOYBEAN -0.9 -1.0 -0.8 -1.0 -1 SOYMEAL -1.5 -1.6 -1.4 -3.0 -3 SOYOIL -1.9 -2.0 -1.8 -8.0 -8 SP400 0.1 0.1 0.2 2.0 2 SP500_micro -0.6 -1.0 -0.2 -6.0 -6 SUGAR11 -2.8 -3.1 -2.4 -4.0 -4 US10 -1.0 -1.1 -0.8 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -0.7 -1.1 -0.4 NaN 0 US20 -0.2 -0.2 -0.1 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -1.3 -1.5 -1.0 0.0 0 VIX -42.0 -44.1 -39.9 -26.0 -26 WHEAT -2.7 -2.8 -2.6 -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 -0.1 0.0 0.1 0.1 0.1 0.2 0.5 0.2 0.3 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.2 0.2 0.2 2.3 0.2 0.1 0.3 0.2 0.1 0.2 0.3 0.2 -0.1 0.3 0.4 0.1 0.7 0.2 0.7 BITCOIN 0.2 -0.4 -0.6 0.1 0.0 0.4 -0.0 0.5 0.1 0.1 -0.4 0.1 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.1 -0.2 -0.1 -2.7 -0.2 0.1 -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 -0.0 -0.5 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 -0.4 0.1 -0.2 -0.1 -0.2 -0.4 0.1 -0.1 0.1 -0.2 -0.1 0.0 -0.2 -0.1 0.4 -0.2 0.1 -0.4 -0.0 -0.3 -0.2 -0.0 0.4 -0.1 -0.5 -0.3 0.2 0.7 0.7 0.7 BTP 0.0 -0.3 -0.0 -0.2 -0.0 -0.2 -0.1 -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 -0.0 -2.7 -0.1 0.1 0.1 0.1 0.3 -0.0 0.6 0.4 0.2 0.1 0.3 0.0 0.7 0.4 0.7 BUND -0.1 -0.4 -0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 -0.3 0.0 -0.4 -0.2 -0.2 0.3 0.1 0.2 0.1 -0.2 -0.1 -0.0 -0.2 -0.1 -0.0 -0.2 0.1 -0.4 0.0 -0.3 -0.2 0.2 0.4 -0.1 -0.5 -0.2 0.0 0.7 0.4 0.7 BUXL -0.0 -0.4 0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.0 -0.5 -0.0 -0.7 -0.2 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 -0.0 -0.5 -0.2 0.2 -0.2 0.1 -0.5 0.0 -0.6 -0.2 -0.0 0.5 -0.0 -0.4 -0.2 -0.3 0.7 0.0 0.3 CAC 0.2 0.0 0.3 0.1 0.2 0.4 0.1 0.6 0.1 0.2 0.5 0.2 0.7 0.1 0.2 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.2 0.4 0.2 0.9 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.0 -0.0 -0.0 0.5 0.7 0.3 0.7 CAD 0.2 0.6 -0.0 0.1 -0.1 0.0 0.1 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 -0.1 -0.1 0.1 2.7 0.1 -0.2 0.0 -0.1 -0.1 0.1 -0.4 -0.3 -0.0 0.5 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.3 -0.4 -0.3 -0.1 0.1 -0.5 0.0 -0.7 -0.0 0.1 -0.3 -0.0 -0.1 -0.1 -0.1 -0.3 -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 0.1 -0.3 -0.3 -0.1 0.4 0.7 0.7 0.7 CHF 0.3 0.0 -0.3 0.1 -0.1 0.0 0.0 0.1 0.1 -0.2 0.0 0.0 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 -0.1 0.1 -0.0 0.3 0.1 -1.1 -0.3 0.3 0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.4 0.4 -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 0.0 -0.2 0.1 -0.1 0.0 0.9 0.1 0.4 -0.0 -0.2 -0.4 -0.1 -0.0 0.1 COFFEE -0.4 -0.4 0.2 -0.2 0.2 -0.5 0.1 -0.7 -0.1 0.2 0.3 0.0 0.6 -0.1 -0.1 0.4 0.3 0.4 0.4 -0.1 0.1 0.1 0.5 -0.1 -2.7 -0.1 0.1 0.3 -0.0 0.7 -0.1 1.1 -0.1 -0.6 -0.5 0.6 0.7 0.5 0.7 0.7 COPPER 0.2 0.4 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 0.1 0.2 0.1 0.3 0.1 -0.0 0.5 -0.2 -0.0 -0.3 0.7 0.7 0.7 0.7 CORN -0.1 -0.0 0.2 -0.2 0.2 -0.5 0.1 -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 0.1 -0.0 0.1 -0.3 -0.0 -1.1 -0.3 -0.0 0.3 0.6 -0.3 -0.3 0.1 -0.1 COTTON2 0.3 0.0 -0.1 -0.2 0.2 -0.5 0.1 -0.7 -0.1 0.2 -0.5 0.2 -0.7 0.0 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 -1.6 -0.2 0.2 -0.5 0.2 -0.7 0.1 -1.0 0.2 0.4 0.1 0.1 -0.2 -0.4 -0.2 -0.3 CRUDE_W 0.0 -0.1 -0.2 -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 -0.1 -0.1 -0.4 0.0 -0.5 -0.0 -0.1 -0.0 0.3 0.1 -0.4 0.5 0.7 0.3 0.7 DAX 0.5 0.3 -0.3 0.1 0.2 0.3 0.1 0.5 0.1 0.2 0.3 0.2 0.7 0.2 0.1 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.4 0.2 -1.8 0.2 0.2 0.1 0.2 0.3 0.2 -0.1 0.5 0.6 0.4 -0.3 0.3 0.7 0.1 0.7 DOW 0.1 0.2 -0.1 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.6 0.2 0.2 -0.1 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.4 0.2 -1.6 0.1 0.2 0.3 0.2 0.5 0.1 -0.2 0.1 0.2 0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.2 -0.2 0.3 0.1 -0.1 0.0 0.0 0.1 0.1 0.2 0.1 0.1 -0.5 -0.1 0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 0.0 -0.2 -0.0 -2.7 -0.1 0.0 -0.0 -0.0 -0.2 -0.1 0.9 0.3 -0.6 -0.6 0.5 0.1 0.6 0.2 0.7 EUR 0.1 0.2 -0.2 0.1 -0.1 0.0 0.1 0.1 0.1 -0.2 0.2 -0.1 0.7 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.1 0.4 0.0 1.9 0.1 -0.1 0.3 -0.0 0.5 0.1 -0.4 -0.2 0.0 0.4 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.0 -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 0.1 -0.2 0.1 -0.2 0.0 -0.1 -0.1 0.8 0.4 -0.1 -0.4 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.3 0.2 0.2 0.1 0.2 0.3 0.1 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 0.5 0.2 0.5 0.2 0.4 0.5 0.4 0.4 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.4 -0.4 -0.2 0.1 -0.5 0.1 -0.7 -0.1 0.1 0.1 0.2 0.4 0.2 0.0 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.5 0.2 -2.7 0.1 0.1 0.2 0.2 0.7 0.2 1.1 0.3 0.6 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL -0.3 -0.5 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -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 0.0 0.1 0.0 0.2 -0.0 1.1 0.2 0.1 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.2 -0.4 -0.2 -0.1 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -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 0.0 -0.3 0.0 -0.3 -0.1 -0.8 0.1 0.0 -0.2 -0.3 0.6 0.7 0.4 0.7 GAS_US_mini -0.6 -0.1 0.3 -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 -0.1 -0.0 -0.1 -0.1 -0.1 2.3 -0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -1.1 -0.3 -0.5 0.0 0.1 0.2 -0.7 -0.2 -0.7 GBP 0.4 0.5 -0.3 0.1 -0.1 0.0 0.1 0.1 0.1 0.0 0.0 0.2 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.2 0.3 0.2 0.1 0.2 0.2 0.4 0.2 0.3 0.3 0.4 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 0.2 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 0.1 0.4 0.1 -2.7 0.2 0.0 0.5 0.0 0.7 0.1 -0.3 0.0 -0.0 0.0 0.6 0.3 0.2 -0.5 -0.6 HEATOIL -0.4 -0.5 -0.1 -0.1 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.2 -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 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.4 -0.1 -0.1 0.1 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 -0.4 -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 0.0 0.1 0.1 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.0 -0.4 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.5 -0.1 -0.6 0.2 -0.4 -0.6 -0.6 -0.3 -0.4 -0.2 -0.5 LEANHOG 0.5 0.4 -0.5 -0.2 0.2 -0.5 0.1 -0.7 -0.1 0.2 0.1 0.2 0.4 0.2 -0.0 -0.4 0.3 -0.3 0.2 0.1 0.0 0.2 0.2 0.2 -0.4 0.2 0.2 0.1 0.2 0.2 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 0.1 -0.7 -0.0 0.1 0.1 0.2 0.3 0.2 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 0.5 0.1 1.0 0.0 0.5 0.4 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.2 -0.3 -0.7 -0.2 0.2 -0.6 0.1 -0.8 -0.1 -0.2 -0.6 -0.2 -0.7 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.2 -0.6 -0.2 NaN -0.2 -0.2 -0.6 -0.2 -0.8 -0.2 -1.2 -0.6 -0.2 -0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.2 0.4 0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.0 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 -0.1 0.5 -0.0 0.7 0.2 1.1 -0.3 0.1 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 0.1 0.3 0.1 0.0 0.3 0.0 0.5 0.1 0.0 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.7 0.0 0.1 0.2 0.0 0.4 0.0 -0.3 -0.2 -0.4 -0.4 0.0 0.1 -0.7 0.0 -0.7 NIKKEI 0.0 0.1 0.6 0.1 0.2 0.2 0.1 0.4 0.1 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 0.2 -2.4 0.2 0.1 0.5 0.1 0.7 0.1 1.1 0.0 -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 0.0 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 -0.1 -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 -0.0 -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 0.1 0.0 0.2 -0.1 0.7 0.4 0.7 OATIES 0.4 0.0 -0.2 -0.2 0.1 -0.5 0.1 -0.7 -0.0 0.1 -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 0.1 -0.4 -0.0 -0.7 0.2 -0.1 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.6 -0.5 -0.1 0.1 -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 0.1 -0.2 0.1 0.6 0.2 0.6 0.4 -0.1 -0.6 -0.6 -0.3 -0.6 PALLAD 0.0 -0.1 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 1.5 0.1 -0.0 0.2 -0.0 0.3 0.0 0.3 -0.5 -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 0.2 0.1 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 0.1 0.3 0.1 0.2 -0.3 0.6 0.5 0.2 0.7 0.4 -0.5 -0.4 REDWHEAT 0.0 -0.0 0.3 -0.2 0.2 -0.5 0.1 -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 -0.4 -0.2 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.4 0.3 -0.1 -0.1 0.1 -0.3 0.0 -0.5 -0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.1 0.0 -0.4 -0.0 0.1 -0.1 0.1 -0.3 0.1 -0.5 0.0 -1.0 0.2 0.0 -0.0 -0.3 -0.4 -0.5 -0.1 -0.6 ROBUSTA -0.4 -0.6 -0.0 -0.1 0.1 -0.5 0.0 -0.7 -0.0 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 0.1 -0.1 0.0 -0.0 -0.1 1.1 0.2 -0.3 -0.4 0.1 -0.2 0.4 0.2 0.7 RUSSELL -0.1 0.2 0.0 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.0 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 1.0 0.1 0.1 0.3 0.1 0.4 0.1 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 -0.0 -0.2 -0.1 -0.2 -0.1 0.1 -0.4 0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.3 -0.2 -0.2 0.0 -0.3 -0.1 1.3 -0.2 0.1 -0.5 0.0 -0.4 -0.1 -1.1 0.4 -0.0 -0.5 -0.4 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 0.1 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 -1.0 0.2 0.0 0.4 0.0 0.5 0.1 0.0 -0.0 0.3 0.6 0.6 0.2 0.7 -0.4 -0.1 SMI 0.4 0.6 0.6 0.1 0.2 0.3 0.1 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 0.3 0.6 0.6 0.6 -0.0 0.7 -0.0 0.7 SOFR -0.1 -0.3 -0.3 -0.2 -0.0 -0.2 -0.1 -0.2 -0.2 -0.0 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 0.2 -0.1 0.3 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.6 -0.4 0.3 -0.2 0.2 -0.5 0.1 -0.7 -0.1 -0.1 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 -0.0 0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.6 -0.2 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.5 -0.4 0.6 -0.2 0.1 -0.5 0.1 -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 -0.2 -0.1 -2.0 0.0 0.0 0.2 -0.0 0.0 -0.1 -0.8 -0.2 -0.4 -0.0 0.6 -0.7 -0.7 -0.3 -0.7 SOYOIL -0.4 -0.2 -0.3 -0.2 0.2 -0.5 0.1 -0.7 -0.1 0.1 -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 -0.1 -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 -0.0 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.2 0.0 0.1 -0.5 -0.1 -0.7 -0.2 -0.7 SP500_micro -0.0 0.1 -0.4 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.5 0.1 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.6 0.1 0.1 0.3 0.1 0.5 0.1 -0.3 -0.2 -0.2 -0.1 -0.1 0.1 -0.7 0.1 -0.7 SUGAR11 0.2 0.4 -0.3 -0.2 0.1 -0.5 0.1 -0.7 -0.1 -0.1 -0.3 -0.0 -0.5 0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 -0.0 -0.5 -0.0 -2.7 -0.0 0.0 -0.3 0.1 -0.5 0.1 1.1 -0.1 0.4 0.6 0.0 -0.2 -0.6 -0.0 -0.4 US10 -0.0 -0.2 -0.0 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.3 -0.1 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 0.3 -0.0 -0.2 0.2 0.2 0.4 0.2 -0.7 -0.7 -0.6 -0.7 US10U -0.1 -0.2 0.1 -0.2 -0.0 -0.3 -0.1 -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 0.0 0.3 0.0 0.5 0.0 -0.3 0.5 0.3 0.6 0.4 -0.5 -0.4 -0.5 -0.7 US2 0.2 -0.1 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.1 0.0 0.0 0.1 -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 -0.0 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 -0.0 -0.3 0.1 -0.1 -0.0 -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 0.0 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 -0.0 -0.2 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 -0.3 -0.2 -0.2 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 0.1 0.2 0.3 -0.2 0.3 0.0 -0.5 US5 0.0 -0.2 -0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -0.2 -0.1 0.2 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 0.4 0.3 0.5 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.5 -0.9 -0.4 -0.3 -0.1 -0.9 -0.2 -0.6 -0.3 -0.2 -0.9 -0.3 -1.1 -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 -0.1 -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 0.2 -0.5 0.1 -0.7 -0.1 -0.1 -0.5 -0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.2 -0.2 -0.1 -0.5 -0.1 1.6 -0.2 -0.0 -0.3 -0.1 -0.6 -0.1 -1.1 -0.4 -0.4 -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 7.2 13.0 2.1 6.8 -6.7 0.9 4.7 3.5 12.7 19.8 17.0 20.0 8.6 20.0 18.3 1.0 -0.8 0.2 -0.3 17.8 11.9 17.2 6.5 20.0 17.5 17.0 11.6 10.4 16.6 4.0 20.0 5.3 8.0 -3.3 9.7 13.7 3.4 20.0 5.8 20.0 BITCOIN 6.4 -13.7 -20.0 11.8 5.1 15.1 -0.1 15.0 5.6 10.6 -15.4 7.4 1.2 -12.5 -19.4 -4.2 -6.4 -4.8 -5.6 -20.0 -20.0 12.0 -7.0 -5.4 -20.0 -20.0 6.9 -20.0 5.8 -6.2 -8.4 -0.0 20.0 -20.0 -20.0 -20.0 3.2 -1.4 -20.0 -17.6 BOBL -0.1 -14.1 -4.2 -11.5 -1.8 -6.8 -8.5 -4.7 -12.2 11.3 -13.0 8.0 -5.0 -12.1 -15.1 -20.0 2.8 -5.4 2.8 -15.1 -11.1 0.2 -6.8 -10.2 3.0 -20.0 8.1 -14.0 -0.2 -7.3 -16.4 -0.2 16.1 -2.1 -15.9 -10.2 6.4 20.0 20.0 20.0 BTP 0.2 -9.7 -0.8 -14.4 -2.2 -8.5 -10.6 -5.8 -15.3 6.3 9.9 3.6 17.8 -7.9 0.5 14.2 9.7 11.6 10.5 -2.6 3.1 1.4 8.9 -2.8 -20.0 -5.3 11.7 2.2 7.6 9.5 -3.2 11.0 18.2 7.6 3.4 9.7 0.0 20.0 12.1 20.0 BUND -2.0 -13.3 -0.6 -12.3 -1.9 -7.3 -9.1 -5.0 -13.1 7.1 -12.5 3.5 -10.8 -14.0 -15.9 16.6 4.9 8.4 5.9 -15.2 -10.6 -2.9 -8.5 -12.5 -0.1 -20.0 9.1 -13.1 0.5 -7.8 -16.2 3.0 17.4 -2.5 -14.2 -7.1 0.9 20.0 11.5 20.0 BUXL -1.5 -11.1 0.8 -12.4 -1.9 -7.3 -9.2 -5.0 -13.2 3.8 -17.7 -0.6 -19.4 -16.2 -17.3 4.6 3.3 4.3 4.0 -18.1 -16.7 -5.2 -18.9 -14.7 1.5 -20.0 10.6 -19.6 3.1 -17.1 -15.6 -0.2 19.4 -0.8 -13.9 -7.0 -9.8 20.0 0.5 9.3 CAC 5.9 1.5 8.2 10.5 20.0 14.0 13.3 15.9 9.8 20.0 17.3 20.0 19.8 12.8 14.2 -6.6 -2.5 -4.8 -3.5 11.7 13.4 20.0 13.8 14.8 6.8 9.6 19.0 8.7 18.0 5.2 13.1 4.5 3.8 0.3 -0.0 -0.9 16.4 20.0 10.3 20.0 CAD 7.7 18.7 -0.7 6.8 -6.7 0.9 4.7 3.5 12.7 -20.0 -4.8 -6.6 -3.9 16.5 12.9 -7.1 -7.5 -7.8 -7.8 12.3 2.6 -5.8 -4.0 11.2 20.0 11.6 -20.0 1.6 -6.0 -3.3 12.3 -6.9 -12.6 -0.1 13.9 3.7 -20.0 -20.0 -20.0 -20.0 CANOLA -9.2 -11.4 -9.5 -11.7 10.1 -18.1 3.9 -19.3 -3.6 8.4 -9.3 -2.8 -2.9 -7.7 -8.3 -17.3 -13.9 -19.1 -17.1 -11.3 -8.8 -2.6 -5.0 -9.7 6.8 -10.5 3.4 -8.5 -0.5 -5.3 -7.9 -15.1 4.6 -10.3 -9.2 -2.0 12.6 20.0 20.0 20.0 CHF 9.9 1.3 -9.5 6.3 -6.1 0.8 4.3 3.2 11.6 -18.7 1.8 1.2 14.3 8.6 -5.0 -17.2 -16.3 -17.0 -16.4 3.1 3.1 -3.5 9.4 4.6 -1.8 4.8 -13.5 4.4 -1.5 9.6 7.2 -20.0 -11.1 8.5 2.4 6.3 -6.9 -20.0 -5.7 -20.0 COCOA 10.9 12.3 -20.0 -9.9 8.5 -15.3 3.3 -16.3 -3.1 -2.2 -7.1 -0.5 -3.8 4.2 -3.3 -2.8 6.4 -2.4 0.8 -2.3 -8.2 1.7 -5.2 2.6 -20.0 -2.7 4.0 -6.9 6.5 -2.1 4.1 17.4 5.3 13.3 -0.2 -6.7 -10.5 -1.8 -1.4 4.0 COFFEE -13.3 -12.8 6.2 -20.0 19.1 -20.0 7.3 -20.0 -6.9 19.5 12.1 0.6 15.7 -10.7 -5.8 20.0 16.6 20.0 20.0 -6.1 7.7 9.9 20.0 -6.6 -20.0 -7.5 11.2 10.6 -2.3 20.0 -13.3 20.0 -2.1 -20.0 -14.9 20.0 20.0 15.5 20.0 20.0 COPPER 7.7 12.4 10.3 6.3 2.8 8.1 -0.1 8.0 3.0 9.8 4.0 9.5 2.5 10.1 10.6 -7.1 -6.3 -7.2 -6.6 12.9 8.4 19.1 5.2 16.7 -3.0 9.6 15.5 8.7 13.2 9.1 10.5 -0.6 20.0 -5.7 -1.2 -9.0 20.0 20.0 20.0 20.0 CORN -2.9 -0.2 7.7 -20.0 20.0 -20.0 8.4 -20.0 -7.9 -4.9 -2.3 -7.3 -10.3 -13.3 1.5 -20.0 -19.8 -20.0 -20.0 -0.8 -2.0 -3.8 -10.2 -3.4 10.0 -0.8 7.8 -0.1 4.7 -7.9 -1.0 -20.0 -12.2 -1.2 9.9 20.0 -7.6 -10.3 3.0 -3.2 COTTON2 8.6 1.1 -3.9 -20.0 20.0 -20.0 8.9 -20.0 -8.3 20.0 -20.0 20.0 -20.0 0.9 -19.1 -20.0 -16.2 -19.2 -17.8 -9.3 -18.3 11.1 -20.0 2.4 -12.4 -15.4 20.0 -20.0 20.0 -20.0 6.7 -18.2 8.6 11.5 3.0 3.2 -7.0 -12.6 -5.3 -8.4 CRUDE_W 0.5 -4.0 -7.3 -8.2 -2.5 -4.1 -0.6 -0.7 -5.8 -12.7 -16.1 -2.6 -15.8 -10.9 -17.3 -0.3 4.3 0.5 2.1 -11.2 -12.1 -5.0 -12.1 -7.5 8.1 -12.3 -6.7 -15.5 0.8 -15.2 -3.5 -2.3 -1.5 8.0 1.7 -11.7 15.9 20.0 9.6 19.6 DAX 15.9 7.9 -9.6 9.3 20.0 12.3 11.8 14.0 8.7 19.6 12.3 20.0 18.6 20.0 11.8 -8.1 -6.8 -7.1 -6.5 14.2 7.8 20.0 15.8 20.0 -13.6 15.1 20.0 4.0 20.0 9.3 20.0 -1.8 20.0 19.7 11.2 -9.1 8.9 20.0 4.2 20.0 DOW 2.1 7.4 -1.9 7.3 18.2 9.7 9.3 11.1 6.8 13.9 16.5 11.8 16.1 14.5 14.2 -7.0 -8.1 -7.6 -7.7 15.2 16.6 16.5 16.4 14.3 -11.8 11.9 18.0 12.7 14.9 12.7 12.5 -4.1 3.1 7.4 5.9 2.6 -2.8 -20.0 -6.4 -20.0 DX -7.0 -7.3 10.5 6.2 -6.0 0.8 4.2 3.1 11.4 19.6 4.2 5.3 -14.2 -12.4 4.3 5.8 6.1 6.0 6.0 -3.2 -1.3 4.8 -7.7 -4.3 -20.0 -6.6 3.9 -1.1 -3.5 -4.2 -11.3 16.7 11.0 -20.0 -20.0 16.1 1.9 17.3 6.4 20.0 EUR 4.4 6.7 -6.3 7.2 -7.0 0.9 4.9 3.6 13.3 -20.0 8.0 -7.5 19.0 13.2 -0.3 -8.4 -8.0 -8.4 -8.1 6.7 7.8 -8.3 16.0 4.4 14.0 12.7 -14.2 10.0 -2.3 14.5 12.2 -7.4 -10.4 0.6 11.1 9.1 -4.9 -20.0 -2.0 -20.0 EURIBOR-ICE 0.7 -15.9 -10.3 -8.6 -1.3 -5.1 -6.3 -3.5 -9.1 11.5 -8.1 8.5 3.6 -7.6 -10.7 13.1 11.4 13.0 12.7 -10.3 -7.1 3.3 -0.6 -5.5 1.1 -14.6 8.1 -9.2 1.4 -2.5 -10.6 14.7 14.9 -3.0 -13.9 -8.9 8.4 20.0 17.5 20.0 EUROSTX 10.0 7.5 6.1 9.6 20.0 12.7 12.1 14.5 8.9 20.0 20.0 20.0 20.0 20.0 20.0 5.6 -0.9 0.6 -0.7 20.0 20.0 20.0 20.0 20.0 -7.4 20.0 20.0 17.2 20.0 13.7 20.0 7.8 20.0 13.9 12.6 11.6 14.3 20.0 8.3 20.0 FEEDCOW 20.0 13.7 -13.3 -15.3 13.2 -20.0 5.0 -20.0 -4.7 13.5 4.9 15.1 9.8 14.6 2.9 9.2 9.2 12.4 12.4 15.6 11.9 20.0 19.0 20.0 -20.0 6.0 16.3 8.1 19.5 19.9 15.1 20.0 13.2 20.0 20.0 10.8 20.0 20.0 20.0 20.0 GASOIL -10.7 -16.8 -2.1 -5.7 -1.7 -2.8 -0.4 -0.5 -4.0 -13.4 2.5 -10.9 4.6 -13.3 -10.2 10.8 15.0 15.6 16.3 -8.6 -1.5 -7.8 2.2 -11.0 -2.0 -3.5 0.8 2.0 2.5 4.3 -2.6 20.0 7.3 2.6 -1.4 6.5 5.2 20.0 -3.3 8.1 GASOLINE -6.8 -11.2 -5.1 -8.1 -2.5 -4.1 -0.6 -0.7 -5.7 -14.7 -8.2 -7.6 -2.2 -15.2 -13.8 -20.0 0.4 -20.0 -15.3 -12.3 -7.2 -7.3 -3.3 -12.3 -19.5 -14.2 0.4 -11.7 2.7 -7.0 -7.3 -14.2 2.9 1.4 -5.3 -7.8 18.5 20.0 11.8 20.0 GAS_US_mini -17.4 -4.4 10.1 -3.8 -1.2 -1.9 -0.3 -0.3 -2.7 -9.1 -5.4 -9.7 -6.7 -9.0 -5.5 20.0 -20.0 6.9 -20.0 -5.0 -2.6 -11.7 -2.9 -9.3 17.0 -4.0 -8.5 -1.5 -10.2 -1.5 -8.4 -20.0 -14.3 -15.9 0.1 3.9 5.6 -20.0 -6.8 -20.0 GBP 12.4 14.7 -9.6 7.1 -6.9 0.9 4.9 3.6 13.2 3.2 1.3 17.2 14.3 20.0 9.1 0.6 0.1 0.4 0.2 12.9 5.0 13.3 7.5 18.9 1.9 18.7 10.9 7.6 20.0 9.7 20.0 6.5 13.3 11.9 20.0 6.5 3.2 -6.6 6.4 -7.2 GOLD_micro -9.5 0.5 -15.6 5.4 2.4 6.9 -0.1 6.9 2.6 1.9 8.4 2.6 9.1 5.5 7.8 -8.0 -10.4 -8.6 -9.3 12.0 14.5 6.1 15.1 8.5 -20.0 14.6 5.0 20.0 3.5 20.0 7.1 -6.4 1.0 -1.2 0.9 17.4 10.0 4.7 -14.1 -19.1 HEATOIL -12.1 -15.6 -3.7 -5.5 -1.7 -2.8 -0.4 -0.5 -3.9 -9.1 1.1 -11.9 3.4 -13.9 -10.9 16.0 11.7 15.5 13.5 -8.9 -2.0 -6.9 1.9 -11.0 -16.6 -6.4 -3.9 -1.1 -3.5 2.5 -7.2 15.7 -3.0 -3.7 -4.1 1.9 14.2 12.3 -4.5 -10.9 JGB-SGX-mini -7.0 -20.0 -16.2 -7.4 -1.2 -4.4 -5.5 -3.0 -7.9 -11.2 -13.1 -12.3 -12.5 -12.6 -12.9 6.3 13.6 12.7 13.1 -20.0 -20.0 -19.0 -19.3 -20.0 -3.3 -20.0 -14.0 -20.0 -20.0 -17.3 -20.0 16.6 -14.9 -20.0 -20.0 -20.0 -7.2 -20.0 3.0 -20.0 JPY 4.7 -1.5 -20.0 4.3 -4.2 0.6 3.0 2.2 8.0 -8.9 -15.2 -6.3 -13.8 -9.6 -14.1 -9.1 -10.6 -9.7 -9.9 -14.2 -18.2 -4.2 -16.3 -7.9 20.0 -15.1 -0.2 -18.3 -1.4 -15.0 -6.9 -11.1 8.3 -13.5 -19.4 -20.0 -7.5 -12.9 -6.3 -15.3 LEANHOG 14.2 10.9 -14.6 -20.0 20.0 -20.0 8.5 -20.0 -8.0 19.1 2.0 20.0 11.8 20.0 -0.1 -20.0 16.6 -14.9 9.3 9.7 2.8 19.1 6.9 19.1 -2.8 15.9 20.0 2.5 20.0 4.7 20.0 20.0 14.1 20.0 20.0 14.8 -0.6 11.3 8.0 20.0 LIVECOW 19.7 7.7 -20.0 -14.8 12.8 -20.0 4.9 -20.0 -4.6 13.1 3.1 14.4 8.8 13.9 2.7 -1.8 6.9 -1.7 1.8 8.4 5.7 20.0 12.9 17.9 -20.0 -0.1 7.5 1.8 9.7 12.7 6.8 19.3 1.0 15.8 10.9 4.6 20.0 17.5 20.0 20.0 LUMBER-new 4.9 -7.6 -20.0 -19.2 16.6 -20.0 6.3 -20.0 -6.0 -16.9 -17.8 -15.9 -16.1 -13.7 -16.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -15.3 -20.0 -14.8 NaN -20.0 -19.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -5.2 -9.7 -8.2 3.3 20.0 8.1 20.0 MXP 6.5 11.0 3.9 7.3 -7.2 0.9 5.0 3.7 13.6 3.1 20.0 20.0 20.0 20.0 20.0 13.3 13.0 13.2 12.9 20.0 20.0 12.4 20.0 20.0 -20.0 20.0 -14.5 20.0 -2.3 20.0 19.6 20.0 -12.9 2.0 19.4 20.0 12.1 10.8 15.7 15.0 NASDAQ_micro -5.0 -2.7 -14.3 6.3 15.6 8.4 8.0 9.5 5.9 5.0 11.8 4.4 13.5 6.6 4.3 -7.4 -8.6 -8.0 -8.3 4.7 12.0 1.4 17.5 1.1 -20.0 1.7 6.3 7.6 3.4 12.3 0.5 -5.1 -7.3 -13.0 -11.0 0.2 1.6 -20.0 1.3 -20.0 NIKKEI 0.2 3.7 18.7 7.0 17.3 9.3 8.8 10.5 6.5 13.0 14.3 14.8 14.9 9.5 11.7 10.8 7.3 6.8 6.4 16.4 20.0 20.0 20.0 14.5 -18.0 14.8 10.9 20.0 13.0 20.0 9.4 20.0 0.5 -3.9 -5.3 20.0 -5.1 3.5 -6.9 7.5 NZD 3.6 14.8 -7.4 5.6 -5.4 0.7 3.8 2.8 10.3 -6.5 -7.5 -7.8 -10.2 11.9 -2.1 -3.6 -3.4 -4.1 -3.9 1.3 -5.8 -1.5 -8.5 3.4 16.3 -1.9 -5.7 -9.1 -3.6 -10.6 1.7 0.0 -9.6 -13.9 -0.1 -9.5 2.6 20.0 6.2 20.0 OAT -1.7 -7.4 3.9 -11.1 -1.7 -6.6 -8.2 -4.5 -11.8 4.3 -0.9 3.7 -4.4 -9.5 -5.6 13.5 12.6 15.6 15.3 -5.7 -3.3 -0.6 -3.4 -5.3 0.6 -7.7 7.5 -3.8 3.5 -2.3 -5.9 17.8 14.7 2.2 1.0 4.9 -1.7 20.0 10.6 20.0 OATIES 11.4 0.1 -4.9 -14.2 12.3 -20.0 4.7 -20.0 -4.4 9.4 -11.2 9.4 -10.9 0.5 -5.0 -15.3 -12.0 -18.6 -17.0 -7.5 -11.2 4.7 -10.9 -0.8 -4.8 -10.0 10.2 -13.3 8.1 -12.0 -1.1 -13.6 8.6 -2.1 -2.5 -5.7 -7.3 -14.7 -3.0 -16.1 OJ 20.0 19.3 -15.1 -7.5 6.5 -11.7 2.5 -12.4 -2.3 4.5 -5.1 5.9 -6.5 5.3 -2.4 0.0 2.2 -2.1 -1.1 1.1 -6.6 9.4 -9.1 9.0 -20.0 2.8 8.3 -4.2 13.5 -5.9 11.8 11.9 7.2 20.0 11.1 -1.6 -18.2 -17.8 -9.5 -18.2 PALLAD 0.1 -4.2 1.2 4.5 2.0 5.8 -0.0 5.7 2.1 -1.4 5.2 0.3 4.8 2.0 4.2 -3.3 -3.1 -3.3 -3.2 6.1 5.4 3.4 4.1 5.3 11.6 5.7 -1.1 7.9 -3.3 7.8 1.1 5.0 -20.0 -4.2 -2.8 1.6 5.9 -6.1 -20.0 -17.2 PLAT 3.6 -3.2 -18.8 4.7 2.0 6.0 -0.0 5.9 2.2 2.1 7.1 3.8 6.9 4.9 6.0 -3.8 -3.9 -4.3 -4.0 10.2 7.3 10.0 5.4 11.8 -0.1 11.1 2.1 9.5 5.2 8.8 10.7 3.7 -12.6 20.0 14.7 6.7 20.0 10.8 -15.1 -12.3 REDWHEAT 0.4 -0.1 9.8 -20.0 20.0 -20.0 7.9 -20.0 -7.4 -9.2 -17.5 1.3 -20.0 -5.5 -5.3 -16.4 -16.4 -16.3 -16.7 -4.9 -10.7 -2.7 -20.0 -3.3 7.3 -3.4 0.0 -6.4 -1.7 -14.2 -3.0 -17.7 -17.8 -4.7 6.9 20.0 -20.0 -20.0 -20.0 -20.0 RICE 10.9 8.3 -2.5 -8.2 7.1 -12.7 2.7 -13.5 -2.5 5.5 -8.1 1.9 -8.3 -3.5 -6.9 -20.0 -14.3 -20.0 -19.7 -8.2 -12.3 1.8 -13.8 -3.3 0.6 -7.2 13.3 -12.6 9.9 -14.9 1.3 -18.9 7.5 1.2 -0.2 -9.6 -12.1 -16.4 -2.1 -16.5 ROBUSTA -11.7 -17.7 -0.3 -12.0 10.4 -18.6 4.0 -19.8 -3.7 9.3 1.0 2.4 -1.3 -5.0 -5.7 19.9 13.7 14.6 13.2 -8.8 -4.4 2.4 -0.7 -6.8 -20.0 -8.0 5.8 -3.9 1.4 -0.3 -6.8 20.0 6.9 -9.7 -10.9 3.4 -6.8 12.1 6.7 20.0 RUSSELL -2.8 7.4 0.2 7.3 18.0 9.6 9.2 11.0 6.8 13.2 14.7 0.8 14.2 10.0 10.4 -4.5 -5.2 -4.7 -4.8 9.3 12.6 8.0 12.6 6.6 7.7 7.1 11.4 10.1 6.9 10.6 5.6 0.8 -8.2 -5.7 1.3 -3.6 -4.8 -20.0 -13.4 -20.0 SHATZ 3.2 -9.4 -6.9 -10.8 -1.7 -6.4 -8.0 -4.4 -11.5 10.8 -15.7 10.4 -9.1 -8.2 -13.7 -20.0 -17.6 -18.1 -16.7 -14.6 -14.3 2.6 -10.0 -7.3 9.7 -20.0 9.0 -16.7 1.2 -10.1 -13.8 -20.0 16.1 -0.8 -14.1 -13.2 18.6 20.0 20.0 20.0 SILVER-mini -11.1 0.2 -8.7 5.2 2.3 6.7 -0.1 6.6 2.5 6.2 9.3 6.8 9.1 7.9 8.9 -4.7 -6.2 -5.4 -5.8 16.6 12.8 15.1 8.8 17.6 -7.7 14.6 3.2 15.6 3.8 13.5 9.7 0.0 -0.4 9.1 19.1 20.0 5.5 20.0 -13.0 -3.9 SMI 13.3 20.0 17.5 9.5 20.0 12.7 12.1 14.4 8.9 18.6 20.0 20.0 17.6 20.0 20.0 12.3 5.1 8.7 6.5 20.0 20.0 20.0 19.7 20.0 12.9 20.0 20.0 20.0 20.0 16.7 20.0 19.0 12.5 20.0 20.0 20.0 -0.3 20.0 -0.2 20.0 SOFR -2.8 -10.4 -8.6 -14.4 -2.2 -8.5 -10.6 -5.8 -15.3 -1.8 5.6 -8.4 15.5 -17.8 -17.8 8.2 6.2 7.8 7.3 -10.0 -0.7 -6.2 9.1 -10.6 -20.0 -9.6 0.5 0.2 -5.4 9.1 -10.9 5.3 10.3 -2.7 8.3 -4.8 -12.0 -17.5 -10.5 -20.0 SOYBEAN -17.4 -11.3 8.0 -20.0 20.0 -20.0 7.6 -20.0 -7.2 -7.1 6.0 -15.3 3.9 -18.1 -7.4 -4.4 -5.2 -3.5 -4.7 -8.5 0.7 -11.9 -0.7 -15.9 -6.6 -10.1 -3.7 4.6 -11.6 4.1 -19.5 2.0 -9.3 -20.0 -5.4 20.0 -20.0 -9.3 -20.0 -5.1 SOYMEAL -15.0 -11.5 20.0 -18.0 15.5 -20.0 5.9 -20.0 -5.6 -6.2 -1.6 -10.0 -9.9 -15.3 -4.0 -11.0 -14.7 -12.7 -14.5 -6.8 -1.0 -11.4 -5.6 -13.7 -15.0 2.0 2.3 8.9 -3.6 0.1 -7.7 -14.7 -6.4 -11.4 -0.6 20.0 -20.0 -20.0 -10.1 -20.0 SOYOIL -12.2 -7.6 -10.1 -20.0 19.9 -20.0 7.6 -20.0 -7.2 10.6 -9.2 -7.3 6.0 -13.3 -15.3 -9.0 -5.7 -8.5 -7.3 -13.2 -7.3 -2.0 1.9 -11.5 -18.6 -20.0 -5.6 -11.6 -11.1 -2.4 -19.9 0.1 -4.8 -20.0 -7.4 0.2 -18.6 -19.5 -19.7 -20.0 SP400 3.5 10.6 -1.4 7.3 18.1 9.7 9.3 11.1 6.8 14.3 14.6 8.8 9.5 13.6 12.4 -6.1 -6.0 -6.0 -5.9 10.0 8.4 14.6 7.1 11.6 2.1 5.4 12.7 3.7 8.1 2.6 6.8 -0.8 -8.8 0.2 4.0 -14.1 -3.0 -20.0 -7.1 -20.0 SP500_micro -0.5 2.9 -13.9 8.2 20.0 10.9 10.4 12.4 7.7 11.4 18.8 13.1 19.1 15.4 14.7 -8.4 -9.4 -8.9 -9.0 11.5 18.7 8.1 20.0 8.4 -19.6 5.4 9.5 9.9 8.0 14.2 5.9 -6.4 -7.8 -5.5 -4.4 -4.5 3.1 -20.0 3.5 -20.0 SUGAR11 6.0 11.5 -8.4 -15.7 13.5 -20.0 5.2 -20.0 -4.9 -9.6 -12.0 -2.9 -14.2 3.7 -7.1 17.5 11.2 15.7 11.4 -4.7 -12.4 -4.9 -16.8 -1.3 -20.0 -1.8 3.9 -11.5 7.2 -15.2 6.5 20.0 -3.6 11.2 20.0 0.4 -7.2 -16.9 -0.2 -11.9 US10 -1.1 -6.9 -1.0 -12.7 -2.0 -7.5 -9.3 -5.1 -13.5 -7.3 10.6 -4.8 8.0 -11.3 -9.5 2.4 0.6 2.2 1.8 -3.5 2.8 -4.3 6.4 -5.2 -9.9 -1.1 -2.2 5.7 -2.5 9.7 -3.2 -4.1 10.3 4.7 13.0 5.8 -20.0 -20.0 -17.2 -20.0 US10U -1.7 -7.2 2.0 -15.8 -2.5 -9.4 -11.7 -6.4 -16.8 -14.7 14.0 -10.0 6.6 -17.5 -10.9 3.1 -0.3 2.0 1.0 -3.4 4.7 -7.4 7.3 -6.9 -15.2 2.0 1.3 10.9 3.4 14.4 0.7 -5.8 19.6 9.7 18.2 13.0 -13.8 -11.5 -14.0 -20.0 US2 5.6 -2.6 -1.8 -12.4 -1.9 -7.4 -9.2 -5.0 -13.2 2.1 1.5 11.3 -1.8 5.0 -5.3 -8.5 -14.2 -10.6 -11.8 -1.1 -0.1 2.1 1.0 1.4 17.5 -1.1 -1.2 1.1 1.3 4.5 0.6 -20.0 13.2 14.7 14.8 2.0 -20.0 -14.4 -20.0 -20.0 US20 -1.0 -10.0 2.3 -11.4 -1.8 -6.7 -8.4 -4.6 -12.1 -10.8 6.3 -1.2 -3.1 -11.2 -8.7 4.9 3.4 4.5 4.1 -5.0 0.4 -4.4 1.3 -5.8 -10.4 -0.7 3.0 4.5 5.7 6.1 1.3 0.2 17.9 8.7 9.4 9.3 -6.2 14.7 -2.5 -17.8 US30 -3.3 -10.5 2.3 -13.1 -2.0 -7.7 -9.6 -5.3 -13.9 -17.2 1.4 -16.7 -9.7 -18.6 -14.0 1.3 -1.5 0.6 -0.4 -8.9 -3.1 -8.8 -3.2 -10.5 -5.9 -5.2 -0.7 1.3 0.7 2.4 -4.1 -8.1 15.3 4.4 6.5 8.6 -5.0 9.1 0.6 -14.0 US5 1.3 -5.1 -2.3 -13.2 -2.1 -7.8 -9.8 -5.4 -14.1 -5.7 9.2 1.5 8.2 -6.8 -8.0 0.5 -2.6 -0.5 -1.3 -2.8 2.2 -2.6 6.0 -3.1 -5.2 -0.5 1.6 4.4 1.9 8.9 -0.3 -9.5 14.6 10.2 15.5 4.0 -20.0 -20.0 -20.0 -20.0 VIX -9.6 -17.1 -7.2 -20.0 -6.8 -20.0 -14.2 -10.9 -20.0 -14.9 -20.0 -20.0 -18.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.0 -13.3 -20.0 NaN -20.0 -7.5 -20.0 -18.2 -10.4 -20.0 NaN NaN NaN NaN NaN -2.1 -20.0 NaN NaN WHEAT -3.6 -8.0 2.9 -20.0 20.0 -20.0 8.2 -20.0 -7.7 -14.8 -20.0 -7.4 -20.0 -17.8 -17.5 -18.5 -18.2 -17.8 -17.8 -14.1 -16.7 -6.6 -20.0 -11.4 11.7 -14.4 -5.1 -12.5 -7.7 -15.6 -13.5 -19.9 -15.9 -11.1 -3.8 15.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3