******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260107_204140 produced at 2026-01-07 21:42:57.632351 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 JGB-SGX-mini False True 0.04 0.00 -1.73 0.0 0.00 0.00 0.00 0.00 -46.04 16.0 0 0 caleb_strategy_v3 SOFR False True 0.11 0.00 -1.70 0.0 0.00 0.00 0.00 0.00 -15.86 11.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.37 0.0 999.00 -999.00 -0.23 -0.23 -42.72 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -2.26 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 -26.94 59.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.11 -0.08 0.0 0.61 -0.61 -0.11 -0.04 -2.22 17.0 -3 -1 caleb_strategy_v3 US2 False True 0.09 0.00 -0.08 0.0 0.00 0.00 0.00 0.00 -0.82 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.07 0.0 0.91 -0.91 -0.21 -0.14 -1.01 13.0 -3 -2 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 LUMBER-new False False 0.01 0.00 -0.05 0.0 0.02 -0.02 0.00 0.00 -7.77 3.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.05 0.0 1.21 -1.21 0.00 0.00 -1.12 25.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.05 0.0 999.00 -999.00 0.00 -0.04 -1.47 999999999.0 0 -1 caleb_strategy_v3 US10 False False 0.05 0.00 -0.04 0.0 0.85 -0.85 0.00 0.00 -0.84 17.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.02 0.00 -0.04 0.0 0.12 -0.12 0.00 0.00 -1.45 5.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -2.73 12.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.03 0.0 0.13 -0.13 -0.11 -0.11 -1.95 10.0 -8 -8 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.40 9.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.30 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 -2.88 4.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.47 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 -0.84 7.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.02 0.0 0.21 -0.21 0.00 0.00 -4.27 51.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 -0.04 -0.38 999999999.0 0 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.12 -0.12 -0.04 -0.01 -1.27 9.0 -3 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.02 0.0 0.53 -0.53 -0.05 -0.05 -0.98 23.0 -2 -2 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.02 0.0 1.15 -1.15 0.00 0.00 -0.32 19.0 0 0 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.08 -0.08 -0.02 -0.02 -6.36 26.0 -6 -5 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -0.46 3.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.02 0.0 0.66 -0.66 0.00 0.00 -0.43 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.48 18.0 -4 -4 caleb_strategy_v3 CAD False False 0.03 0.03 -0.02 0.0 0.93 -0.93 0.03 0.00 -0.53 29.0 1 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.01 0.0 0.32 -0.32 -0.16 -0.16 -0.23 6.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.23 -0.01 0.0 0.23 -0.23 -0.23 -0.17 -0.21 4.0 -4 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.18 -0.01 0.0 1.11 -1.11 -0.18 -0.22 -0.33 56.0 -9 -11 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.51 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.69 -0.69 -0.03 -0.03 -0.45 26.0 -1 -1 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.01 0.0 0.74 -0.74 -0.05 -0.05 -0.35 48.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.40 -0.40 0.00 0.00 -0.34 23.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.13 -0.00 0.0 0.67 -0.67 -0.13 -0.13 -0.06 10.0 -2 -2 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.04 2.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.03 9.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.13 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.01 0.0 999.00 -999.00 0.09 0.17 0.11 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.03 0.05 0.01 0.0 0.11 -0.11 0.05 0.05 0.47 4.0 2 2 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.01 0.0 0.35 -0.35 0.00 0.00 0.15 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.72 -0.72 0.02 0.02 1.63 66.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.02 0.0 0.54 -0.54 0.00 0.00 0.83 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 RUSSELL False False 0.01 0.00 0.03 0.0 0.39 -0.39 0.00 0.00 5.20 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.71 -0.71 0.00 0.00 0.97 17.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.05 0.0 0.91 -0.91 0.00 0.00 0.71 14.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.08 0.0 0.21 -0.21 0.03 0.03 5.02 13.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.08 0.0 0.63 -0.63 0.16 0.16 1.03 8.0 2 2 caleb_strategy_v3 BTP False False 0.06 0.00 0.09 0.0 0.63 -0.63 0.00 0.00 1.43 10.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.26 0.09 0.0 999.00 -999.00 0.26 0.19 1.43 999999999.0 4 3 caleb_strategy_v3 GBP False False 0.04 0.30 0.10 0.0 0.82 -0.82 0.30 0.30 2.68 22.0 8 8 caleb_strategy_v3 DAX False False 0.01 0.00 0.11 0.0 0.76 -0.76 0.00 0.00 8.32 58.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.25 0.12 0.0 0.63 -0.63 0.25 0.38 1.85 10.0 4 6 caleb_strategy_v3 CAC False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 3.81 12.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.57 -0.57 0.00 0.00 5.34 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.31 0.16 0.0 0.62 -0.62 0.31 0.34 5.08 20.0 10 11 caleb_strategy_v3 SMI False True 0.07 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.56 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.19 0.22 0.0 0.53 -0.53 0.19 0.27 15.00 36.0 13 18 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.68 0.0 1.27 -1.27 0.00 0.00 5.36 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.59 0.72 0.0 0.74 -0.74 0.59 0.59 58.62 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.8 Shocked risk 82.8 Sum abs risk 62.9 Leverage 8.18 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2252298.65, 'annual_cash_vol_target': 563074.6625, 'daily_cash_vol_target': 35192.16640625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6729 0.4786 7.6572 BITCOIN 2040.6455 91380.0000 2.2331 35.7303 BOBL 0.1750 116.4000 0.1503 2.4049 BTP 0.4296 120.6200 0.3562 5.6987 BUND 0.3693 128.0400 0.2885 4.6154 BUXL 0.8409 110.8000 0.7589 12.1431 CAC 47.0879 8254.5000 0.5705 9.1272 CAD 0.0025 0.7245 0.3482 5.5711 CANOLA 7.2189 628.5000 1.1486 18.3774 CHF 0.0048 1.2632 0.3780 6.0479 COCOA 130.7989 5978.0000 2.1880 35.0081 COFFEE 5.3521 354.0500 1.5117 24.1871 COPPER 0.1026 5.8535 1.7527 28.0428 CORN 3.7845 463.7500 0.8161 13.0570 COTTON2 0.6276 64.8600 0.9677 15.4824 CRUDE_W 0.8044 55.9300 1.4383 23.0128 DAX 159.8284 25282.0000 0.6322 10.1149 DOW 313.7716 49403.0000 0.6351 10.1620 DX 0.3114 98.4150 0.3164 5.0628 EUR 0.0038 1.1720 0.3220 5.1517 EURIBOR-ICE 0.0338 97.6300 0.0347 0.5546 EUROSTX 40.2901 5947.0000 0.6775 10.8398 FEEDCOW 3.0289 354.8000 0.8537 13.6590 GASOIL 10.5582 591.7500 1.7842 28.5477 GASOLINE 0.0280 1.9538 1.4349 22.9590 GAS_US_mini 0.1369 2.9150 4.6977 75.1635 GBP 0.0058 1.3464 0.4275 6.8404 GOLD_micro 49.9828 4467.0000 1.1189 17.9030 HEATOIL 0.0370 2.0354 1.8175 29.0798 JGB-SGX-mini 0.2026 132.3700 0.1530 2.4485 JPY 0.0000 0.0064 0.5579 8.9268 LEANHOG 1.1176 90.5250 1.2346 19.7536 LIVECOW 1.9287 235.2750 0.8198 13.1163 LUMBER-new 6.8180 558.5000 1.2208 19.5322 MXP 0.0003 0.0553 0.4680 7.4877 NASDAQ_micro 198.7004 25903.5000 0.7671 12.2733 NIKKEI 471.6702 52085.0000 0.9056 14.4892 NZD 0.0031 0.5793 0.5364 8.5822 OAT 0.3770 120.9900 0.3116 4.9856 OATIES 5.2218 313.2500 1.6670 26.6714 OJ 6.1843 218.0000 2.8368 45.3894 PALLAD 75.5560 1808.0000 4.1790 66.8637 PLAT 88.6806 2288.9000 3.8744 61.9900 REDWHEAT 7.6736 543.7500 1.4112 22.5799 RICE 0.1678 10.4050 1.6131 25.8094 ROBUSTA 66.9339 3925.0000 1.7053 27.2851 RUSSELL 25.0347 2592.6000 0.9656 15.4499 SHATZ 0.0504 106.8500 0.0472 0.7548 SILVER-mini 2.2673 78.7000 2.8809 46.0946 SMI 74.2190 13232.0000 0.5609 8.9745 SOFR 0.0439 96.5950 0.0455 0.7279 SOYBEAN 8.6387 1074.5000 0.8040 12.8636 SOYMEAL 3.8129 309.3000 1.2328 19.7242 SOYOIL 0.5608 49.8100 1.1259 18.0137 SP400 29.0012 3435.8000 0.8441 13.5054 SP500_micro 40.2277 6984.0000 0.5760 9.2160 SUGAR11 0.2189 14.5700 1.5022 24.0352 US10 0.2865 112.5781 0.2545 4.0715 US10U 0.3732 115.0938 0.3242 5.1879 US2 0.0660 104.3828 0.0632 1.0111 US20 0.5822 115.9062 0.5023 8.0373 US30 0.8301 118.2500 0.7020 11.2313 US5 0.1800 109.3516 0.1646 2.6333 VIX 0.4073 19.5000 2.0885 33.4155 WHEAT 6.5937 572.2500 1.1522 18.4358 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 672.90 0.48 322.03 1.00 322.03 35192.17 109.28 18.79 205.36 BITCOIN 91.38 2.23 204.06 1.00 204.06 35192.17 172.46 -14.41 -248.44 BOBL 1164.00 0.15 174.95 1.17 205.40 35192.17 171.34 -1.87 -31.98 BTP 1206.20 0.36 429.61 1.17 504.37 35192.17 69.77 5.99 41.81 BUND 1280.40 0.29 369.35 1.17 433.61 35192.17 81.16 -0.76 -6.18 BUXL 1108.00 0.76 840.91 1.17 987.23 35192.17 35.65 -5.86 -20.89 CAC 825.45 0.57 470.88 1.17 552.81 35192.17 63.66 17.52 111.53 CAD 724.50 0.35 252.27 1.00 252.27 35192.17 139.50 -1.46 -20.40 CANOLA 125.70 1.15 144.38 0.73 104.99 35192.17 335.21 -5.23 -175.33 CHF 1579.06 0.38 596.87 1.00 596.87 35192.17 58.96 -6.59 -38.87 COCOA 597.80 2.19 1307.99 1.00 1307.99 35192.17 26.91 -6.87 -18.49 COFFEE 1327.69 1.51 2007.05 1.00 2007.05 35192.17 17.53 6.45 11.31 COPPER 1463.38 1.75 2564.82 1.00 2564.82 35192.17 13.72 9.63 13.22 CORN 231.88 0.82 189.23 1.00 189.23 35192.17 185.98 -6.03 -112.12 COTTON2 324.30 0.97 313.81 1.00 313.81 35192.17 112.14 -15.49 -173.76 CRUDE_W 559.30 1.44 804.44 1.00 804.44 35192.17 43.75 -3.06 -13.38 DAX 252.82 0.63 159.83 1.17 187.64 35192.17 187.55 12.99 243.70 DOW 247.02 0.64 156.89 1.00 156.89 35192.17 224.32 3.11 69.85 DX 984.15 0.32 311.41 1.00 311.41 35192.17 113.01 -1.28 -14.50 EUR 1465.06 0.32 471.72 1.00 471.72 35192.17 74.60 3.65 27.25 EURIBOR-ICE 2440.75 0.03 84.61 1.17 99.33 35192.17 354.30 4.43 157.03 EUROSTX 594.70 0.68 402.90 1.17 473.01 35192.17 74.40 20.00 148.80 FEEDCOW 1774.00 0.85 1514.44 1.00 1514.44 35192.17 23.24 13.31 30.94 GASOIL 591.75 1.78 1055.82 1.00 1055.82 35192.17 33.33 3.23 10.77 GASOLINE 820.60 1.43 1177.50 1.00 1177.50 35192.17 29.89 -11.37 -33.98 GAS_US_mini 72.88 4.70 342.35 1.00 342.35 35192.17 102.80 -5.71 -58.66 GBP 841.50 0.43 359.76 1.00 359.76 35192.17 97.82 10.55 103.24 GOLD_micro 446.70 1.12 499.83 1.00 499.83 35192.17 70.41 -1.36 -9.61 HEATOIL 854.87 1.82 1553.71 1.00 1553.71 35192.17 22.65 -4.66 -10.55 JGB-SGX-mini 132370.00 0.15 20256.85 0.01 129.65 35192.17 271.44 -15.64 -424.52 JPY 802.12 0.56 447.52 1.00 447.52 35192.17 78.64 -10.87 -85.51 LEANHOG 362.10 1.23 447.05 1.00 447.05 35192.17 78.72 10.48 82.54 LIVECOW 941.10 0.82 771.49 1.00 771.49 35192.17 45.62 6.41 29.26 LUMBER-new 153.59 1.22 187.49 1.00 187.49 35192.17 187.70 -16.98 -318.79 MXP 276.45 0.47 129.37 1.00 129.37 35192.17 272.02 14.66 398.82 NASDAQ_micro 518.07 0.77 397.40 1.00 397.40 35192.17 88.56 -4.78 -42.30 NIKKEI 52085.00 0.91 47167.02 0.01 301.88 35192.17 116.58 11.86 138.28 NZD 579.30 0.54 310.73 1.00 310.73 35192.17 113.26 2.82 31.89 OAT 1209.90 0.31 377.01 1.17 442.61 35192.17 79.51 6.83 54.30 OATIES 156.62 1.67 261.09 1.00 261.09 35192.17 134.79 -13.10 -176.59 OJ 327.00 2.84 927.65 1.00 927.65 35192.17 37.94 -5.52 -20.94 PALLAD 1808.00 4.18 7555.60 1.00 7555.60 35192.17 4.66 2.46 1.15 PLAT 1144.45 3.87 4434.03 1.00 4434.03 35192.17 7.94 4.81 3.82 REDWHEAT 271.88 1.41 383.68 1.00 383.68 35192.17 91.72 -12.04 -110.42 RICE 208.10 1.61 335.68 1.00 335.68 35192.17 104.84 -11.28 -118.31 ROBUSTA 392.50 1.71 669.34 1.00 669.34 35192.17 52.58 -4.91 -25.83 RUSSELL 129.63 0.97 125.17 1.00 125.17 35192.17 281.15 5.58 156.77 SHATZ 1068.50 0.05 50.41 1.17 59.18 35192.17 594.67 -3.74 -222.48 SILVER-mini 1967.50 2.88 5668.19 1.00 5668.19 35192.17 6.21 5.35 3.32 SMI 1323.20 0.56 742.19 1.26 938.32 35192.17 37.51 20.00 75.01 SOFR 2414.88 0.05 109.86 1.00 109.86 35192.17 320.32 -8.14 -260.67 SOYBEAN 537.25 0.80 431.93 1.00 431.93 35192.17 81.48 -11.05 -90.07 SOYMEAL 309.30 1.23 381.29 1.00 381.29 35192.17 92.30 -14.73 -135.94 SOYOIL 298.86 1.13 336.47 1.00 336.47 35192.17 104.59 -20.00 -209.18 SP400 3435.80 0.84 2900.12 1.00 2900.12 35192.17 12.13 2.65 3.22 SP500_micro 349.20 0.58 201.14 1.00 201.14 35192.17 174.96 -0.85 -14.84 SUGAR11 163.18 1.50 245.14 1.00 245.14 35192.17 143.56 -7.08 -101.65 US10 1125.78 0.25 286.48 1.00 286.48 35192.17 122.84 -5.37 -65.92 US10U 1150.94 0.32 373.19 1.00 373.19 35192.17 94.30 -3.62 -34.15 US2 2087.66 0.06 131.93 1.00 131.93 35192.17 266.74 -2.42 -64.68 US20 1159.06 0.50 582.24 1.00 582.24 35192.17 60.44 -0.44 -2.66 US30 1182.50 0.70 830.06 1.00 830.06 35192.17 42.40 -4.35 -18.43 US5 1093.52 0.16 179.97 1.00 179.97 35192.17 195.54 -4.50 -88.03 VIX 195.00 2.09 407.25 1.00 407.25 35192.17 86.41 -20.00 -172.83 WHEAT 286.12 1.15 329.68 1.00 329.68 35192.17 106.75 -16.94 -180.82 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 205.358 0.010 2.5 5.336 BITCOIN -248.442 0.043 2.5 -26.941 BOBL -31.978 0.004 2.5 -0.325 BTP 41.813 0.014 2.5 1.428 BUND -6.181 0.004 2.5 -0.063 BUXL -20.887 0.004 2.5 -0.212 CAC 111.530 0.014 2.5 3.809 CAD -20.397 0.010 2.5 -0.530 CANOLA -175.329 0.010 2.5 -4.272 CHF -38.866 0.010 2.5 -1.010 COCOA -18.487 0.010 2.5 -0.450 COFFEE 11.305 0.005 2.5 0.150 COPPER 13.216 0.043 2.5 1.433 CORN -112.116 0.010 2.5 -2.731 COTTON2 -173.761 0.010 2.5 -4.233 CRUDE_W -13.376 0.043 2.5 -1.450 DAX 243.698 0.014 2.5 8.324 DOW 69.848 0.009 2.5 1.626 DX -14.497 0.010 2.5 -0.377 EUR 27.253 0.010 2.5 0.708 EURIBOR-ICE 157.029 0.014 2.5 5.364 EUROSTX 148.802 0.014 2.5 5.083 FEEDCOW 30.938 0.013 2.5 1.027 GASOIL 10.772 0.017 2.5 0.468 GASOLINE -33.976 0.017 2.5 -1.475 GAS_US_mini -58.656 0.043 2.5 -6.361 GBP 103.242 0.010 2.5 2.682 GOLD_micro -9.607 0.014 2.5 -0.328 HEATOIL -10.552 0.017 2.5 -0.458 JGB-SGX-mini -424.524 0.043 2.5 -46.035 JPY -85.513 0.010 2.5 -2.222 LEANHOG 82.537 0.024 2.5 5.023 LIVECOW 29.262 0.013 2.5 0.971 LUMBER-new -318.794 0.010 2.5 -7.767 MXP 398.820 0.059 2.5 58.618 NASDAQ_micro -42.300 0.009 2.5 -0.984 NIKKEI 138.285 0.043 2.5 14.996 NZD 31.892 0.010 2.5 0.829 OAT 54.303 0.014 2.5 1.855 OATIES -176.594 0.010 2.5 -4.302 OJ -20.941 0.010 2.5 -0.510 PALLAD 1.145 0.014 2.5 0.039 PLAT 3.815 0.014 2.5 0.130 REDWHEAT -110.421 0.005 2.5 -1.467 RICE -118.309 0.010 2.5 -2.882 ROBUSTA -25.829 0.005 2.5 -0.343 RUSSELL 156.767 0.013 2.5 5.202 SHATZ -222.481 0.004 2.5 -2.259 SILVER-mini 3.321 0.014 2.5 0.113 SMI 75.011 0.014 2.5 2.562 SOFR -260.673 0.024 2.5 -15.864 SOYBEAN -90.071 0.004 2.5 -0.839 SOYMEAL -135.940 0.004 2.5 -1.266 SOYOIL -209.183 0.004 2.5 -1.950 SP400 3.215 0.013 2.5 0.107 SP500_micro -14.839 0.009 2.5 -0.345 SUGAR11 -101.650 0.010 2.5 -2.477 US10 -65.915 0.005 2.5 -0.836 US10U -34.149 0.005 2.5 -0.433 US2 -64.675 0.005 2.5 -0.821 US20 -2.657 0.005 2.5 -0.034 US30 -18.428 0.005 2.5 -0.234 US5 -88.028 0.005 2.5 -1.117 VIX -172.828 0.099 2.5 -42.721 WHEAT -180.824 0.005 2.5 -2.402 ===================== Position diags ===================== AUD 2.84 BITCOIN 18.70 BOBL 1.74 BTP 2.38 BUND 0.82 BUXL 0.36 CAC 2.17 CAD 3.62 CANOLA 8.17 CHF 1.53 COCOA 0.66 COFFEE 0.23 COPPER 1.49 CORN 4.53 COTTON2 2.73 CRUDE_W 4.74 DAX 6.41 DOW 5.22 DX 2.94 EUR 1.94 EURIBOR-ICE 12.10 EUROSTX 2.54 FEEDCOW 0.77 GASOIL 1.45 GASOLINE 1.30 GAS_US_mini 11.15 GBP 2.54 GOLD_micro 2.40 HEATOIL 0.98 JGB-SGX-mini 29.44 JPY 2.04 LEANHOG 4.79 LIVECOW 1.51 LUMBER-new 4.57 MXP 39.98 NASDAQ_micro 2.06 NIKKEI 12.64 NZD 2.94 OAT 2.72 OATIES 3.28 OJ 0.92 PALLAD 0.16 PLAT 0.27 REDWHEAT 1.22 RICE 2.55 ROBUSTA 0.70 RUSSELL 9.33 SHATZ 6.04 SILVER-mini 0.21 SMI 1.28 SOFR 19.49 SOYBEAN 0.76 SOYMEAL 0.86 SOYOIL 0.97 SP400 0.40 SP500_micro 4.07 SUGAR11 3.50 US10 1.56 US10U 1.20 US2 3.38 US20 0.77 US30 0.54 US5 2.48 VIX 21.36 WHEAT 1.42 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.3 5.1 5.6 0.0 0 BITCOIN -26.9 -28.8 -25.1 0.0 0 BOBL -0.3 -0.5 -0.2 0.0 0 BTP 1.4 1.2 1.7 0.0 0 BUND -0.1 -0.1 0.0 -2.0 -2 BUXL -0.2 -0.2 -0.2 -4.0 -4 CAC 3.8 3.6 4.0 0.0 0 CAD -0.5 -0.9 -0.2 1.0 1 CANOLA -4.3 -5.1 -3.5 0.0 0 CHF -1.0 -1.2 -0.9 -3.0 -3 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 1.4 1.3 1.6 4.0 4 CORN -2.7 -3.2 -2.3 0.0 0 COTTON2 -4.2 -4.5 -4.0 -6.0 -6 CRUDE_W -1.5 -1.9 -1.0 0.0 0 DAX 8.3 7.7 9.0 0.0 0 DOW 1.6 1.1 2.1 2.0 2 DX -0.4 -0.7 -0.1 0.0 0 EUR 0.7 0.5 0.9 0.0 0 EURIBOR-ICE 5.4 4.2 6.6 0.0 0 EUROSTX 5.1 4.8 5.3 10.0 10 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 0.5 0.3 0.6 2.0 2 GASOLINE -1.5 -1.6 -1.3 0.0 0 GAS_US_mini -6.4 -7.5 -5.2 -6.0 -6 GBP 2.7 2.4 2.9 8.0 8 GOLD_micro -0.3 -0.6 -0.1 -9.0 -9 HEATOIL -0.5 -0.6 -0.4 -1.0 -1 JGB-SGX-mini -46.0 -49.0 -43.1 0.0 0 JPY -2.2 -2.4 -2.0 -3.0 -3 LEANHOG 5.0 4.5 5.5 2.0 2 LIVECOW 1.0 0.8 1.1 0.0 0 LUMBER-new -7.8 -8.2 -7.3 0.0 0 MXP 58.6 54.6 62.6 48.0 48 NASDAQ_micro -1.0 -1.2 -0.8 -2.0 -2 NIKKEI 15.0 13.7 16.3 13.0 13 NZD 0.8 0.5 1.1 0.0 0 OAT 1.9 1.6 2.1 4.0 4 OATIES -4.3 -4.6 -4.0 NaN 0 OJ -0.5 -0.6 -0.4 -2.0 -2 PALLAD 0.0 0.0 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -1.5 -1.6 -1.3 -3.0 -3 RICE -2.9 -3.1 -2.6 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 5.2 4.3 6.1 0.0 0 SHATZ -2.3 -2.9 -1.7 NaN 0 SILVER-mini 0.1 0.1 0.1 1.0 1 SMI 2.6 2.4 2.7 0.0 0 SOFR -15.9 -17.8 -13.9 NaN 0 SOYBEAN -0.8 -0.9 -0.8 -1.0 -1 SOYMEAL -1.3 -1.4 -1.2 -3.0 -3 SOYOIL -1.9 -2.0 -1.9 -8.0 -8 SP400 0.1 0.1 0.1 2.0 2 SP500_micro -0.3 -0.8 0.1 -3.0 -3 SUGAR11 -2.5 -2.8 -2.1 -4.0 -4 US10 -0.8 -1.0 -0.7 0.0 0 US10U -0.4 -0.6 -0.3 0.0 0 US2 -0.8 -1.2 -0.5 NaN 0 US20 -0.0 -0.1 0.0 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -1.1 -1.4 -0.9 0.0 0 VIX -42.7 -44.9 -40.6 -26.0 -26 WHEAT -2.4 -2.5 -2.3 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.2 0.5 0.1 0.1 -0.1 0.0 -0.0 0.1 0.1 0.1 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 0.2 0.2 0.3 0.3 -0.0 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.3 -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 -0.0 -2.7 -0.2 -0.0 -0.5 0.0 -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 -0.4 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.2 -0.1 -0.2 -0.4 0.0 -0.2 0.0 -0.1 -0.1 0.0 -0.2 -0.1 0.4 -0.2 0.1 -0.4 0.1 -0.3 -0.1 -0.1 0.4 0.0 -0.5 -0.3 0.2 0.7 0.7 0.7 BTP 0.0 -0.3 -0.0 -0.1 0.2 -0.2 0.0 -0.2 -0.1 0.1 0.3 0.1 0.6 -0.0 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 0.1 0.2 0.0 -2.7 -0.0 0.1 0.1 0.1 0.3 0.0 0.6 0.4 0.3 0.1 0.3 0.0 0.7 0.4 0.7 BUND 0.0 -0.4 -0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.4 -0.1 -0.2 0.3 0.1 0.2 0.1 -0.1 -0.1 0.0 -0.2 -0.1 -0.0 -0.2 0.1 -0.3 0.1 -0.3 -0.1 0.2 0.5 0.0 -0.4 -0.2 0.0 0.7 0.4 0.7 BUXL 0.0 -0.3 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.2 -0.2 0.0 -0.5 -0.1 0.2 -0.2 0.1 -0.5 0.1 -0.6 -0.1 -0.0 0.5 -0.0 -0.4 -0.2 -0.3 0.7 0.0 0.3 CAC 0.2 0.1 0.3 0.1 0.2 0.4 0.2 0.6 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.4 0.2 0.9 0.1 0.1 0.3 0.2 0.2 0.1 0.2 0.1 0.0 -0.1 -0.0 0.6 0.7 0.3 0.7 CAD 0.1 0.6 -0.0 0.1 -0.1 0.0 -0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 0.1 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 -0.5 -0.2 0.4 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.2 -0.4 -0.3 -0.1 0.1 -0.5 0.1 -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 -0.2 -0.3 -0.1 0.4 0.7 0.7 0.7 CHF 0.2 0.1 -0.3 0.1 -0.1 0.0 -0.0 0.1 0.1 -0.2 0.0 -0.1 0.5 0.1 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.1 0.3 0.0 -0.2 0.0 -0.2 0.1 -0.1 0.3 0.0 -1.1 -0.4 0.2 0.0 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.3 0.4 -0.6 -0.1 0.1 -0.4 0.1 -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 0.0 -0.1 0.0 0.9 0.1 0.3 0.0 -0.2 -0.4 -0.1 -0.1 0.1 COFFEE -0.3 -0.4 0.2 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.2 0.3 0.1 0.6 -0.1 -0.1 0.4 0.3 0.4 0.4 -0.0 0.1 0.1 0.5 -0.0 -2.7 -0.1 0.1 0.3 0.0 0.7 -0.1 1.1 0.2 -0.6 -0.4 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 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.2 -0.4 0.1 0.0 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 -0.0 0.0 0.3 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.0 -0.1 -0.0 -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 -0.2 -0.4 0.1 -0.1 COTTON2 0.3 0.1 -0.1 -0.2 0.2 -0.5 0.2 -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 -1.6 -0.1 0.2 -0.5 0.2 -0.7 0.1 -1.0 0.1 0.3 0.1 0.1 -0.2 -0.4 -0.2 -0.3 CRUDE_W 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.4 -0.1 -0.6 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 -0.1 -0.3 -0.1 1.1 -0.1 -0.1 -0.4 -0.1 -0.6 -0.1 -0.1 -0.1 0.2 0.1 -0.4 0.5 0.7 0.3 0.6 DAX 0.6 0.3 -0.3 0.1 0.2 0.4 0.2 0.5 0.1 0.2 0.4 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 -0.2 0.3 0.7 0.1 0.7 DOW 0.1 0.3 -0.0 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.6 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 0.1 0.3 0.1 0.5 0.1 -0.2 -0.1 0.2 0.2 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.1 -0.3 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 0.1 -0.2 -0.0 -2.7 -0.1 0.0 -0.0 -0.0 -0.2 -0.1 0.9 0.5 -0.6 -0.6 0.6 0.1 0.6 0.2 0.7 EUR 0.1 0.2 -0.2 0.1 -0.1 0.0 -0.0 0.1 0.1 -0.2 0.2 -0.2 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 -0.1 0.5 0.1 -0.4 -0.2 -0.0 0.3 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.1 -0.5 -0.3 -0.1 0.1 -0.1 0.0 -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 0.1 -0.0 -0.0 0.1 -0.1 0.1 -0.2 0.1 -0.1 -0.1 0.8 0.4 0.0 -0.4 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.4 0.3 0.2 0.1 0.2 0.4 0.2 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 0.1 0.5 0.2 0.5 0.2 0.4 0.5 0.5 0.4 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.5 -0.4 -0.2 0.1 -0.5 0.1 -0.7 -0.0 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 -0.6 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 0.1 -0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.1 0.1 -0.1 -0.3 -0.0 -0.0 0.0 0.0 0.1 -0.0 1.1 0.1 0.1 -0.0 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.2 -0.4 -0.2 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.1 -0.2 -0.2 -0.4 -0.0 -0.4 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -2.6 -0.2 -0.0 -0.3 0.0 -0.3 -0.1 -0.9 0.2 0.1 -0.2 -0.2 0.6 0.7 0.4 0.7 GAS_US_mini -0.5 -0.2 0.3 -0.0 -0.0 -0.1 -0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 -0.4 0.2 -0.4 -0.1 -0.0 -0.1 -0.1 -0.1 2.2 -0.0 -0.0 -0.0 -0.1 -0.1 -0.1 -1.1 -0.2 -0.4 -0.0 0.1 0.2 -0.7 -0.2 -0.7 GBP 0.3 0.5 -0.3 0.1 -0.1 0.0 -0.0 0.1 0.1 -0.1 0.0 0.1 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.1 0.2 0.2 0.2 0.2 -0.0 0.2 0.2 0.4 0.2 0.4 0.3 0.4 0.6 0.2 0.1 -0.2 0.2 -0.2 GOLD_micro -0.3 0.0 -0.3 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 0.1 0.0 0.5 0.0 0.7 0.1 -0.3 0.1 -0.0 0.0 0.5 0.3 0.2 -0.5 -0.6 HEATOIL -0.3 -0.5 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -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 0.0 -0.1 -2.2 -0.1 -0.1 -0.0 -0.1 0.1 -0.1 0.8 -0.0 -0.1 -0.2 0.1 0.5 0.4 -0.1 -0.4 JGB-SGX-mini -0.1 -0.6 -0.5 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -0.0 -0.4 -0.1 -0.5 -0.1 -0.1 0.1 0.3 0.3 0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.4 -0.2 -0.0 -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 0.1 -0.0 -0.6 0.0 -0.1 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 -0.5 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.6 -0.1 -0.6 0.2 -0.4 -0.6 -0.6 -0.3 -0.4 -0.2 -0.5 LEANHOG 0.4 0.4 -0.5 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.1 0.1 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 0.2 0.1 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 0.3 -0.6 -0.2 0.1 -0.5 0.1 -0.7 -0.0 0.1 0.1 0.1 0.3 0.2 0.0 -0.0 0.1 -0.0 0.0 0.1 0.1 0.2 0.4 0.2 -2.7 -0.0 -0.0 0.0 0.1 0.5 0.1 1.0 0.0 0.4 0.3 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.1 -0.3 -0.7 -0.2 0.2 -0.6 0.1 -0.8 -0.0 -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 -0.4 -0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.1 0.4 0.1 0.1 -0.1 0.0 -0.0 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 -0.1 0.7 0.2 1.1 -0.2 0.1 0.6 0.6 0.4 0.4 0.5 0.5 NASDAQ_micro -0.1 0.0 -0.5 0.1 0.1 0.2 0.1 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.3 -0.1 -0.4 -0.3 -0.0 0.1 -0.7 0.0 -0.7 NIKKEI 0.1 0.2 0.6 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.2 0.6 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.5 0.2 0.1 0.5 0.1 0.7 0.1 1.1 0.0 -0.1 -0.1 0.6 -0.2 0.1 -0.2 0.2 NZD 0.1 0.5 -0.2 0.1 -0.1 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 -0.3 -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 0.0 -0.2 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.0 0.1 -0.2 -0.1 -0.1 0.3 0.3 0.3 0.3 -0.1 -0.0 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.9 0.4 0.1 0.0 0.2 -0.1 0.7 0.4 0.7 OATIES 0.5 0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 -0.0 0.1 -0.3 0.1 -0.4 0.0 -0.0 -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 -0.5 -0.0 -0.7 0.0 0.1 -0.1 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.6 -0.4 -0.1 0.1 -0.3 0.0 -0.5 -0.0 0.1 -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 0.3 0.6 0.4 -0.0 -0.6 -0.6 -0.3 -0.6 PALLAD -0.1 -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 -0.3 -0.1 -0.1 0.0 0.2 -0.2 -0.7 -0.6 PLAT -0.0 -0.1 -0.6 0.0 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 0.2 0.0 0.3 0.1 0.2 -0.3 0.6 0.5 0.2 0.7 0.4 -0.5 -0.4 REDWHEAT 0.1 0.0 0.4 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.1 -0.5 0.1 -0.7 -0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.0 -0.5 -0.0 1.0 -0.0 0.1 -0.1 0.1 -0.5 0.0 -0.9 -0.3 -0.0 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 0.1 -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 0.1 0.0 -0.3 -0.4 -0.5 -0.1 -0.6 ROBUSTA -0.3 -0.6 -0.0 -0.1 0.1 -0.5 0.1 -0.7 -0.0 0.0 0.0 0.0 -0.0 -0.1 -0.1 0.4 0.3 0.3 0.3 -0.1 -0.1 0.0 -0.0 -0.1 -2.7 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 1.1 0.0 -0.4 -0.3 0.1 -0.2 0.4 0.2 0.7 RUSSELL -0.0 0.3 0.0 0.1 0.2 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.4 0.1 1.0 0.1 0.1 0.3 0.1 0.4 0.1 0.0 -0.1 -0.2 0.1 -0.1 -0.2 -0.7 -0.5 -0.7 SHATZ 0.2 -0.3 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.4 0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.3 -0.1 -0.2 0.1 -0.3 -0.1 1.3 -0.2 0.1 -0.5 0.1 -0.4 -0.1 -1.1 0.4 0.1 -0.4 -0.4 0.6 0.7 0.7 0.7 SILVER-mini -0.5 0.0 -0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.0 0.2 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 0.1 0.0 0.4 0.0 0.5 0.1 0.0 -0.0 0.2 0.6 0.6 0.2 0.7 -0.5 -0.1 SMI 0.4 0.6 0.6 0.1 0.2 0.4 0.2 0.5 0.1 0.1 0.5 0.2 0.6 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.2 0.2 0.5 0.2 1.7 0.2 0.1 0.5 0.2 0.6 0.2 1.0 0.2 0.6 0.6 0.6 -0.0 0.7 -0.0 0.7 SOFR -0.1 -0.4 -0.3 -0.1 0.2 -0.2 0.0 -0.2 -0.1 0.1 0.1 -0.0 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 -0.0 -0.0 0.2 -0.1 -2.7 -0.1 0.1 0.0 -0.0 0.3 -0.1 0.3 0.2 -0.1 0.2 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.5 -0.4 0.3 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.0 0.2 -0.1 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 -0.3 -0.6 -0.2 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.4 -0.4 0.6 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.1 -0.0 -0.0 -0.4 -0.2 -0.0 -0.2 -0.3 -0.3 -0.3 -0.1 -0.0 -0.0 -0.1 -0.1 -2.0 0.0 0.1 0.2 0.0 0.0 -0.0 -0.8 -0.0 -0.2 -0.1 0.6 -0.7 -0.7 -0.3 -0.7 SOYOIL -0.3 -0.3 -0.3 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.0 -0.3 -0.1 0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.0 0.0 -0.1 -2.5 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 0.0 -0.3 -0.6 -0.3 -0.0 -0.6 -0.7 -0.6 -0.7 SP400 0.1 0.4 -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 -0.3 -0.1 0.1 -0.5 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.0 0.2 -0.4 0.1 0.2 0.3 0.1 0.5 0.1 0.1 0.5 0.2 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 -0.3 -0.2 -0.1 -0.2 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 -0.0 -0.0 -0.3 -0.0 -0.5 0.0 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 -0.0 -0.5 -0.0 -2.7 -0.0 0.1 -0.3 0.1 -0.5 0.1 1.1 -0.0 0.4 0.6 0.0 -0.2 -0.6 0.0 -0.4 US10 -0.0 -0.2 -0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.0 0.3 -0.0 0.3 -0.1 -0.1 0.0 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.0 -1.3 -0.0 0.1 0.2 0.0 0.3 -0.0 -0.2 0.2 0.1 0.4 0.2 -0.7 -0.7 -0.6 -0.7 US10U -0.0 -0.2 0.1 -0.1 0.2 -0.2 0.0 -0.2 -0.1 0.0 0.4 -0.0 0.2 -0.2 -0.1 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 -2.0 0.0 0.1 0.3 0.1 0.5 0.0 -0.3 0.3 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 0.0 -0.2 -0.1 -0.1 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 0.2 0.3 0.5 0.1 -0.7 -0.5 -0.7 -0.7 US20 0.0 -0.3 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 0.2 0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 -1.4 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 0.2 -0.2 0.0 -0.2 -0.1 0.0 0.0 -0.1 -0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.8 -0.0 0.1 0.0 0.1 0.1 -0.0 -0.4 0.3 0.1 0.2 0.3 -0.2 0.3 0.0 -0.5 US5 0.0 -0.2 -0.1 -0.1 0.2 -0.2 0.0 -0.2 -0.1 0.0 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 0.1 0.1 0.0 0.3 0.0 -0.5 0.3 0.3 0.5 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.5 -0.9 -0.4 -0.3 -0.0 -0.9 -0.2 -0.7 -0.3 -0.1 -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 -0.0 -0.9 -0.2 -0.6 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT -0.0 -0.2 0.1 -0.2 0.2 -0.5 0.1 -0.7 -0.0 0.0 -0.5 -0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 1.6 -0.1 0.1 -0.3 -0.0 -0.5 -0.1 -1.1 -0.4 -0.3 -0.2 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 7.7 14.1 2.5 6.0 -14.1 0.8 -1.0 3.5 9.7 16.7 17.5 20.0 9.1 20.0 19.0 1.0 -0.8 0.2 -0.3 18.7 12.5 17.4 6.9 20.0 17.6 18.0 8.9 11.2 16.1 4.3 20.0 5.4 10.8 -1.4 10.8 14.2 3.3 20.0 5.7 20.0 BITCOIN 7.8 -13.0 -20.0 11.7 2.4 15.3 0.6 15.2 5.6 6.3 -15.6 8.4 1.0 -10.4 -19.3 -4.1 -6.4 -4.8 -5.5 -20.0 -20.0 10.7 -7.4 -3.9 -20.0 -20.0 -0.6 -20.0 3.3 -6.5 -7.7 -0.0 20.0 -20.0 -20.0 -20.0 2.9 -1.3 -20.0 -17.5 BOBL 2.7 -13.6 -4.2 -9.8 14.7 -6.3 0.9 -4.5 -8.0 15.3 -12.8 12.3 -5.0 -9.7 -14.4 -20.0 2.1 -7.6 1.4 -13.5 -10.9 4.9 -6.9 -6.7 3.1 -19.3 12.4 -13.8 5.1 -7.5 -11.3 -1.9 17.7 1.1 -15.4 -9.9 6.6 20.0 20.0 20.0 BTP 1.5 -9.3 -0.6 -12.3 18.4 -7.9 1.1 -5.6 -10.0 16.4 10.0 11.3 17.9 -3.8 1.4 14.2 9.7 11.7 10.6 -1.4 3.3 6.2 9.0 0.1 -20.0 -3.3 16.2 2.6 12.3 9.7 1.5 11.0 18.3 8.9 3.1 9.7 0.0 20.0 12.5 20.0 BUND 0.8 -12.7 -0.5 -10.5 15.6 -6.7 0.9 -4.8 -8.5 14.5 -12.3 9.9 -10.8 -11.3 -15.0 16.9 5.0 8.8 6.2 -13.5 -10.3 3.0 -8.4 -8.6 -0.1 -17.9 14.6 -12.5 6.5 -7.7 -10.1 3.2 18.9 0.0 -13.7 -7.0 1.0 20.0 11.8 20.0 BUXL 1.1 -10.2 1.3 -10.6 15.8 -6.8 1.0 -4.8 -8.6 13.4 -17.5 7.2 -19.3 -13.6 -16.6 4.8 3.3 4.4 4.0 -16.4 -16.2 0.6 -18.6 -10.9 1.5 -20.0 16.3 -18.3 9.0 -16.4 -9.0 -0.2 20.0 -0.1 -13.4 -7.1 -10.0 20.0 0.7 9.4 CAC 6.9 2.9 8.8 11.9 20.0 14.8 17.5 16.6 12.5 20.0 17.7 20.0 20.0 15.2 14.8 -6.8 -2.5 -5.0 -3.6 13.0 14.5 19.5 14.8 15.7 6.9 10.2 11.8 9.3 14.3 5.6 12.6 4.4 2.7 1.2 -2.2 -0.9 16.7 20.0 10.4 20.0 CAD 4.1 18.9 -0.5 6.0 -14.1 0.8 -1.0 3.4 9.6 -20.0 -5.0 -13.2 -3.8 13.5 11.7 -7.1 -7.5 -7.8 -7.8 10.4 2.2 -12.3 -4.0 6.3 20.0 9.3 -20.0 1.2 -13.2 -3.3 6.1 -6.8 -20.0 -4.8 12.1 3.6 -20.0 -20.0 -20.0 -20.0 CANOLA -5.3 -11.6 -9.5 -11.2 11.6 -18.4 6.2 -19.9 -2.1 9.9 -9.4 -0.6 -3.0 -7.0 -8.0 -17.0 -13.9 -19.0 -17.0 -10.8 -8.9 0.4 -5.1 -7.9 6.9 -10.0 5.4 -8.7 1.7 -5.5 -6.2 -15.0 5.7 -7.6 -9.4 -2.0 12.2 20.0 20.0 20.0 CHF 7.4 1.7 -8.9 5.5 -12.9 0.8 -0.9 3.2 8.8 -19.8 1.0 -7.7 14.3 5.6 -5.5 -17.3 -16.4 -17.1 -16.5 1.8 2.7 -9.0 9.3 1.1 -1.8 3.4 -18.5 4.1 -7.9 9.6 2.9 -20.0 -15.5 5.5 0.1 5.6 -6.9 -20.0 -5.6 -20.0 COCOA 9.4 13.7 -20.0 -9.4 9.7 -15.4 5.2 -16.7 -1.8 -4.8 -7.0 -2.7 -3.9 4.2 -3.2 -2.9 6.3 -2.5 0.7 -2.4 -8.3 0.3 -5.3 1.9 -20.0 -2.6 1.1 -7.0 4.6 -2.2 3.7 17.3 4.0 8.1 0.7 -6.9 -10.8 -1.7 -1.8 4.1 COFFEE -8.4 -12.3 5.9 -20.0 20.0 -20.0 11.6 -20.0 -4.0 19.7 12.4 6.1 15.9 -7.1 -4.8 20.0 16.9 20.0 20.0 -4.1 8.0 16.3 20.0 -1.6 -20.0 -6.0 15.6 10.5 4.5 20.0 -8.6 20.0 9.8 -19.0 -12.8 20.0 20.0 15.5 20.0 20.0 COPPER 6.4 11.7 9.4 5.9 1.2 7.6 0.3 7.6 2.8 4.0 4.0 7.4 2.5 9.0 9.8 -7.0 -6.3 -7.2 -6.6 11.6 7.6 13.2 4.8 14.1 -2.8 7.7 2.7 7.1 6.8 7.4 7.7 -0.7 20.0 -5.8 -0.4 -8.3 20.0 20.0 20.0 20.0 CORN -1.5 0.0 7.9 -20.0 20.0 -20.0 13.3 -20.0 -4.6 1.9 -2.1 -2.6 -10.2 -11.9 1.6 -20.0 -19.8 -20.0 -20.0 -0.5 -1.9 -0.4 -10.1 -2.1 10.1 0.3 12.5 0.2 8.4 -7.7 1.7 -20.0 -12.1 0.8 8.9 20.0 -7.2 -10.6 3.2 -3.2 COTTON2 9.2 1.7 -3.9 -20.0 20.0 -20.0 14.0 -20.0 -4.8 17.1 -20.0 20.0 -20.0 5.2 -18.2 -20.0 -16.2 -19.4 -17.9 -8.5 -18.1 10.6 -20.0 3.3 -12.3 -13.5 20.0 -20.0 20.0 -20.0 8.4 -18.2 5.5 10.5 4.4 2.4 -7.2 -12.6 -5.5 -8.2 CRUDE_W 0.9 -4.4 -7.5 -8.7 -9.9 -4.4 -4.4 -0.8 -7.0 -17.7 -16.4 -8.0 -16.0 -12.8 -17.8 -0.4 4.2 0.4 2.0 -12.0 -12.5 -9.3 -12.4 -9.5 8.0 -13.4 -15.0 -16.2 -5.9 -15.8 -6.6 -2.3 -4.3 5.9 2.5 -11.5 15.3 20.0 9.5 19.3 DAX 18.4 10.2 -9.9 10.4 20.0 13.0 15.4 14.6 10.9 19.8 13.1 20.0 18.8 20.0 13.3 -8.3 -6.8 -7.2 -6.6 16.8 9.0 20.0 16.2 20.0 -13.7 18.0 20.0 5.5 20.0 9.4 20.0 -1.9 20.0 20.0 12.1 -7.1 9.1 20.0 4.3 20.0 DOW 3.0 7.9 -1.4 8.1 17.7 10.1 12.0 11.4 8.5 10.1 16.4 11.0 16.0 14.5 14.2 -7.0 -8.1 -7.5 -7.7 15.5 16.7 15.6 16.3 14.8 -11.7 12.0 9.2 12.6 12.3 12.6 12.3 -4.1 -3.8 5.1 4.7 2.2 -2.7 -20.0 -6.3 -20.0 DX -4.5 -7.9 9.8 5.5 -12.9 0.8 -0.9 3.1 8.8 20.0 4.4 11.2 -14.4 -11.4 4.2 5.8 6.1 6.0 6.0 -2.7 -1.3 6.0 -7.8 -2.8 -20.0 -6.6 5.5 -1.3 -1.4 -4.4 -10.0 16.8 20.0 -20.0 -20.0 17.8 1.8 17.5 6.6 20.0 EUR 1.9 7.0 -5.6 6.3 -14.8 0.9 -1.1 3.6 10.1 -20.0 7.2 -14.2 19.0 10.9 -0.7 -8.4 -8.0 -8.4 -8.1 5.5 7.5 -11.3 16.1 1.5 13.9 11.7 -16.1 10.1 -6.8 15.0 8.5 -7.4 -7.1 -1.0 10.4 9.0 -5.0 -20.0 -2.0 -20.0 EURIBOR-ICE 4.1 -15.2 -10.3 -7.3 11.0 -4.7 0.7 -3.3 -5.9 12.4 -7.9 10.6 3.5 -5.6 -10.1 13.1 11.4 13.0 12.7 -9.0 -6.8 7.2 -0.6 -2.8 1.0 -13.1 12.2 -8.9 5.5 -2.6 -7.0 14.7 16.1 1.3 -13.3 -8.6 8.7 20.0 17.8 20.0 EUROSTX 12.1 9.4 6.7 10.8 20.0 13.4 15.9 15.1 11.3 19.9 20.0 20.0 20.0 20.0 20.0 6.0 -0.8 0.9 -0.5 20.0 20.0 20.0 20.0 20.0 -7.5 20.0 13.2 18.6 20.0 14.5 20.0 8.0 20.0 14.4 11.7 12.3 14.6 20.0 8.3 20.0 FEEDCOW 20.0 16.9 -13.6 -14.8 15.3 -20.0 8.2 -20.0 -2.8 10.5 5.3 14.0 10.1 14.9 3.6 8.8 9.1 12.1 12.2 17.1 12.9 20.0 19.6 20.0 -20.0 6.6 6.7 8.4 14.9 19.9 14.4 20.0 11.7 20.0 20.0 11.5 20.0 20.0 20.0 20.0 GASOIL -8.8 -17.2 -2.5 -6.1 -6.9 -3.1 -3.1 -0.6 -4.9 -12.8 2.2 -10.9 4.5 -13.6 -10.8 10.7 14.9 15.4 16.2 -8.8 -1.8 -8.3 2.0 -10.9 -2.0 -3.2 -3.5 1.8 0.7 4.1 -2.5 20.0 4.7 4.5 -1.4 6.5 4.9 20.0 -3.5 8.1 GASOLINE -4.8 -11.4 -5.3 -8.7 -9.9 -4.4 -4.4 -0.8 -7.0 -18.1 -8.8 -6.6 -2.4 -15.6 -14.3 -20.0 -1.1 -20.0 -18.0 -12.8 -7.6 -7.4 -3.5 -12.4 -19.6 -14.5 -1.5 -12.4 1.0 -7.5 -7.4 -17.5 6.6 3.5 -4.8 -7.4 17.7 20.0 11.2 20.0 GAS_US_mini -16.1 -5.6 9.7 -4.0 -4.5 -2.0 -2.0 -0.4 -3.2 -8.1 -5.6 -9.3 -6.8 -9.1 -5.9 20.0 -20.0 10.3 -18.0 -5.4 -2.9 -10.3 -3.0 -9.4 16.7 -4.4 -4.7 -1.8 -8.3 -1.6 -8.3 -20.0 -9.3 -13.9 -1.0 3.8 5.8 -20.0 -6.3 -20.0 GBP 10.8 15.5 -8.3 6.3 -14.6 0.9 -1.1 3.6 10.0 -12.1 1.6 12.2 14.4 20.0 10.2 0.5 0.1 0.4 0.2 12.7 5.3 8.7 7.7 16.9 1.8 18.9 -1.0 8.3 16.4 10.1 20.0 6.6 13.2 12.1 20.0 6.8 2.8 -6.6 6.1 -7.4 GOLD_micro -10.4 1.4 -8.8 5.1 1.1 6.7 0.3 6.7 2.5 1.8 8.2 2.7 8.8 5.6 7.7 -7.8 -10.3 -8.6 -9.2 11.9 14.2 6.3 14.8 8.6 -20.0 13.7 2.5 19.9 3.1 20.0 6.7 -6.4 2.4 -0.8 0.6 16.5 10.2 4.8 -14.2 -19.0 HEATOIL -10.8 -16.4 -4.0 -5.9 -6.7 -3.0 -3.0 -0.6 -4.7 -12.1 0.7 -13.1 3.1 -14.3 -11.5 15.4 11.7 15.3 13.4 -9.6 -2.5 -9.0 1.7 -11.9 -16.6 -7.2 -7.7 -1.5 -6.4 2.4 -8.6 15.7 -1.5 -4.2 -4.6 1.9 13.6 12.3 -4.5 -10.9 JGB-SGX-mini -4.0 -20.0 -15.0 -6.4 9.5 -4.1 0.6 -2.9 -5.2 -5.0 -13.0 -10.5 -12.5 -12.2 -12.8 6.3 13.6 12.7 13.1 -20.0 -20.0 -13.7 -19.0 -20.0 -3.2 -20.0 -3.5 -20.0 -14.6 -17.0 -20.0 16.6 -15.4 -20.0 -20.0 -20.0 -7.0 -20.0 3.2 -20.0 JPY 3.1 -1.0 -20.0 3.9 -9.1 0.5 -0.7 2.2 6.2 -13.0 -15.5 -7.4 -14.1 -10.0 -14.5 -9.1 -10.6 -9.7 -9.9 -14.6 -18.8 -4.6 -17.0 -8.2 20.0 -15.7 -1.8 -19.3 -2.3 -16.0 -7.3 -11.1 8.5 -11.0 -18.4 -20.0 -7.6 -12.9 -6.3 -15.4 LEANHOG 12.5 11.6 -14.1 -20.0 20.0 -20.0 13.3 -20.0 -4.6 8.2 2.1 17.0 11.8 20.0 0.4 -20.0 16.0 -16.3 8.2 9.8 3.1 14.4 6.9 17.5 -2.8 16.2 11.6 3.3 20.0 4.9 20.0 20.0 12.9 20.0 20.0 14.4 -0.8 11.3 7.8 20.0 LIVECOW 19.0 10.2 -20.0 -14.5 15.0 -20.0 8.0 -20.0 -2.8 8.7 3.4 12.6 9.2 14.2 3.2 -2.0 6.8 -1.8 1.7 9.3 6.3 18.0 13.4 17.9 -20.0 -0.0 -0.3 1.8 5.7 12.8 5.7 19.2 0.3 12.4 10.7 4.6 20.0 17.7 20.0 20.0 LUMBER-new 2.1 -7.1 -20.0 -18.2 18.8 -20.0 10.1 -20.0 -3.5 -17.0 -18.1 -17.1 -16.3 -15.0 -17.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.8 -20.0 -16.7 NaN -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.0 -11.1 -8.7 3.2 20.0 8.1 20.0 MXP 4.2 10.9 3.9 6.5 -15.1 0.9 -1.1 3.7 10.3 -4.0 20.0 15.1 20.0 20.0 20.0 13.2 13.0 13.2 12.9 20.0 20.0 8.9 20.0 20.0 -20.0 20.0 -12.5 20.0 -5.6 20.0 15.1 20.0 -9.7 2.6 17.5 20.0 12.3 10.9 16.0 15.2 NASDAQ_micro -2.9 0.4 -14.4 7.1 15.5 8.9 10.5 10.0 7.5 10.9 11.9 7.7 13.7 8.0 4.7 -7.4 -8.6 -8.0 -8.3 5.3 12.4 4.8 18.1 2.8 -20.0 2.4 8.2 8.0 5.7 12.9 2.2 -5.1 -5.9 -13.2 -10.1 -0.2 1.8 -20.0 1.5 -20.0 NIKKEI 3.8 5.1 19.7 8.0 17.4 10.0 11.8 11.2 8.4 13.7 14.8 15.7 15.3 11.4 12.5 11.0 7.3 7.0 6.5 18.2 20.0 20.0 20.0 16.8 -18.5 16.2 8.0 20.0 12.8 20.0 11.0 20.0 1.9 -4.6 -4.5 20.0 -5.2 3.5 -7.2 7.4 NZD 2.8 15.6 -7.2 4.9 -11.6 0.7 -0.8 2.8 7.9 -7.1 -7.5 -8.7 -10.2 11.6 -1.5 -3.8 -3.4 -4.1 -4.0 1.2 -5.8 -1.8 -8.6 2.9 16.5 -2.4 -6.3 -9.4 -4.5 -11.1 0.6 0.0 -7.2 -13.5 0.6 -9.4 2.5 20.0 6.3 20.0 OAT 0.0 -7.1 4.0 -9.5 14.2 -6.1 0.9 -4.3 -7.7 12.4 -0.8 9.3 -4.3 -7.0 -5.2 13.2 12.6 15.3 15.2 -4.7 -3.1 3.7 -3.4 -2.7 0.6 -6.1 11.9 -3.5 7.5 -2.2 -2.0 17.7 14.6 2.9 0.2 4.9 -1.8 20.0 10.9 20.0 OATIES 15.3 0.5 -5.7 -13.6 14.0 -20.0 7.5 -20.0 -2.6 7.3 -11.2 10.3 -10.9 0.9 -4.5 -15.2 -12.0 -18.5 -16.9 -7.2 -11.3 4.5 -11.1 -0.3 -4.8 -9.6 6.0 -13.5 7.1 -12.5 -0.4 -13.6 1.8 2.1 -3.0 -5.9 -7.2 -14.7 -2.9 -16.2 OJ 20.0 20.0 -13.7 -7.3 7.5 -11.9 4.0 -12.9 -1.4 6.1 -5.0 6.6 -6.6 5.9 -1.8 0.6 2.3 -1.8 -0.9 2.1 -6.2 11.9 -9.1 10.5 -20.0 4.1 10.4 -3.6 14.7 -5.8 13.3 12.1 12.5 20.0 12.8 -1.3 -18.4 -17.8 -9.6 -18.3 PALLAD -2.2 -4.0 0.6 4.3 0.9 5.6 0.2 5.6 2.1 -1.5 5.0 0.5 4.6 2.1 4.1 -3.2 -3.1 -3.3 -3.2 6.0 5.3 3.5 4.0 5.2 11.3 5.1 -1.4 7.4 -2.5 7.4 0.8 5.0 -11.7 -3.2 -2.8 1.5 6.1 -5.8 -20.0 -16.8 PLAT -0.8 -3.2 -19.2 4.4 0.9 5.7 0.2 5.7 2.1 0.7 6.8 3.7 6.6 4.8 5.7 -3.6 -3.9 -4.2 -3.9 9.4 6.8 7.9 5.0 10.4 -0.1 9.9 -0.4 8.7 3.5 8.0 8.8 3.7 -14.3 20.0 14.0 6.8 20.0 10.7 -14.4 -11.9 REDWHEAT 3.4 1.0 11.4 -20.0 20.0 -20.0 12.4 -20.0 -4.3 6.4 -17.3 7.5 -20.0 -2.6 -4.2 -16.3 -16.4 -16.3 -16.7 -3.7 -10.0 4.0 -19.4 -0.4 7.4 -1.7 14.4 -5.4 6.8 -13.0 1.3 -17.6 -13.7 -0.8 6.7 19.5 -20.0 -20.0 -20.0 -20.0 RICE 13.8 8.8 -3.9 -7.7 7.9 -12.6 4.2 -13.6 -1.5 6.6 -7.9 4.1 -8.2 -2.2 -6.4 -20.0 -14.3 -20.0 -19.6 -7.6 -12.2 4.0 -13.9 -1.8 0.6 -6.2 11.7 -12.5 10.9 -15.1 3.2 -18.8 9.1 3.6 0.3 -9.2 -12.3 -16.5 -2.5 -16.7 ROBUSTA -8.5 -18.0 -0.8 -11.5 11.8 -18.8 6.3 -20.0 -2.2 0.7 1.0 2.2 -1.4 -5.0 -5.8 19.9 13.8 14.8 13.3 -8.8 -4.6 0.6 -0.8 -6.8 -20.0 -8.1 0.5 -4.1 -0.4 -0.4 -6.8 20.0 1.5 -10.8 -10.2 2.9 -6.8 11.8 6.6 20.0 RUSSELL -1.3 8.6 0.2 8.2 17.9 10.2 12.1 11.5 8.6 14.0 15.0 4.9 14.5 11.3 11.2 -4.4 -5.2 -4.7 -4.8 10.3 13.2 11.2 13.1 8.8 7.8 8.0 10.6 10.7 8.9 11.0 7.4 0.8 -6.0 -7.6 2.7 -3.9 -4.8 -20.0 -13.6 -20.0 SHATZ 5.1 -9.3 -7.0 -9.2 13.8 -5.9 0.8 -4.2 -7.5 14.4 -15.5 13.4 -9.2 -6.4 -13.0 -20.0 -17.6 -18.2 -16.7 -13.6 -14.3 5.7 -10.2 -4.8 9.8 -20.0 11.0 -17.3 4.7 -10.7 -10.5 -20.0 16.2 2.8 -13.5 -12.8 19.2 20.0 20.0 20.0 SILVER-mini -14.1 0.3 -7.7 4.9 1.0 6.4 0.3 6.3 2.3 4.2 8.8 6.4 8.6 7.6 8.4 -4.5 -6.2 -5.3 -5.7 15.7 12.1 13.3 8.3 16.4 -7.4 13.3 1.3 14.4 3.3 12.5 8.5 0.0 -1.3 6.7 17.4 20.0 5.5 20.0 -13.5 -4.1 SMI 13.3 20.0 18.2 10.8 20.0 13.4 15.9 15.0 11.3 10.2 20.0 20.0 17.8 20.0 20.0 12.6 5.2 8.9 6.6 20.0 20.0 20.0 20.0 20.0 12.9 20.0 13.2 20.0 20.0 17.8 20.0 19.2 7.7 20.0 20.0 20.0 -0.7 20.0 -0.7 20.0 SOFR -2.2 -10.9 -8.8 -12.3 18.4 -7.9 1.1 -5.6 -10.0 6.9 5.4 -2.5 15.5 -16.9 -17.6 8.3 6.2 7.8 7.3 -9.5 -0.8 -2.4 9.0 -8.9 -20.0 -9.0 7.0 0.1 -1.0 8.9 -8.6 5.3 7.8 -3.7 7.7 -4.8 -12.1 -17.6 -10.7 -20.0 SOYBEAN -15.0 -12.1 7.8 -20.0 20.0 -20.0 12.0 -20.0 -4.1 1.6 5.6 -12.4 3.9 -17.3 -7.7 -4.4 -5.2 -3.5 -4.7 -8.3 0.4 -7.7 -0.8 -13.9 -6.5 -9.6 3.4 4.0 -6.6 3.8 -16.3 2.0 -12.0 -20.0 -7.3 20.0 -20.0 -9.4 -20.0 -5.3 SOYMEAL -12.5 -11.9 20.0 -16.9 17.4 -20.0 9.3 -20.0 -3.2 5.7 -1.7 -2.5 -9.7 -14.1 -3.9 -11.0 -14.6 -12.7 -14.4 -5.9 -1.0 -4.2 -5.3 -10.2 -14.9 2.7 13.2 7.8 4.1 0.2 -2.9 -14.6 -1.8 -6.2 -1.6 20.0 -20.0 -20.0 -10.3 -20.0 SOYOIL -9.6 -7.9 -10.3 -20.0 20.0 -20.0 12.1 -20.0 -4.2 5.4 -9.5 -7.3 5.8 -13.5 -15.3 -9.1 -5.7 -8.6 -7.3 -13.4 -7.6 -3.0 1.8 -11.3 -18.6 -20.0 -8.2 -12.7 -12.6 -2.9 -20.0 0.1 -14.5 -20.0 -9.7 -0.8 -18.0 -19.6 -19.0 -20.0 SP400 4.4 11.2 -0.8 8.1 17.7 10.1 12.0 11.4 8.5 10.9 14.6 9.3 9.6 13.8 12.7 -6.1 -6.0 -6.0 -5.9 10.5 8.7 14.4 7.1 12.4 2.2 5.6 6.4 3.9 6.9 2.6 6.9 -0.8 -10.5 -3.8 4.1 -14.1 -2.9 -20.0 -7.2 -20.0 SP500_micro 1.2 5.1 -13.0 9.3 20.0 11.6 13.7 13.0 9.8 14.8 19.1 15.4 19.4 16.5 15.5 -8.5 -9.4 -8.9 -9.0 12.4 19.5 9.9 20.0 9.8 -19.9 6.3 8.2 10.5 8.7 15.0 7.0 -6.4 -11.3 -7.3 -4.3 -5.2 3.4 -20.0 3.8 -20.0 SUGAR11 6.2 12.0 -7.9 -15.0 15.5 -20.0 8.3 -20.0 -2.8 -4.0 -12.0 -1.0 -14.2 3.8 -7.0 17.7 11.3 15.9 11.5 -4.5 -12.3 -2.2 -16.8 -0.7 -20.0 -0.8 8.7 -10.9 9.5 -15.1 8.0 20.0 -1.9 11.2 20.0 0.6 -6.7 -16.8 0.2 -11.8 US10 -0.6 -7.2 -1.1 -10.9 16.3 -7.0 1.0 -5.0 -8.8 2.6 10.6 -0.1 8.2 -10.4 -9.4 2.4 0.6 2.2 1.8 -3.2 2.8 -0.9 6.3 -3.8 -9.9 -0.6 5.6 5.7 1.7 9.7 -1.3 -4.1 7.0 2.6 12.3 5.5 -20.0 -20.0 -17.5 -20.0 US10U -1.2 -7.7 1.6 -13.6 20.0 -8.7 1.2 -6.2 -11.0 0.0 13.8 -3.1 6.9 -16.6 -11.4 3.2 -0.2 2.1 1.0 -3.1 4.6 -3.0 7.1 -5.4 -15.3 3.1 12.2 11.1 8.7 14.5 3.5 -5.8 14.3 8.0 17.4 12.5 -14.1 -11.4 -14.3 -20.0 US2 4.8 -2.8 -1.8 -10.7 16.0 -6.9 1.0 -4.9 -8.7 -7.2 1.6 8.7 -1.6 5.1 -5.3 -8.4 -14.1 -10.5 -11.7 -1.1 -0.1 1.4 1.0 1.2 17.5 -1.1 -1.1 1.1 0.5 4.4 0.2 -20.0 7.6 10.2 14.0 1.7 -20.0 -14.6 -20.0 -20.0 US20 0.3 -10.0 2.0 -9.8 14.6 -6.3 0.9 -4.4 -7.9 7.7 6.2 5.9 -2.9 -9.9 -8.8 5.1 3.4 4.6 4.2 -4.2 0.4 0.1 1.3 -3.9 -10.4 0.7 13.8 4.9 11.1 6.2 4.5 0.2 16.1 7.8 9.3 9.0 -6.5 14.7 -2.6 -17.8 US30 -2.1 -10.4 2.3 -11.2 16.7 -7.2 1.0 -5.1 -9.1 1.6 1.2 -8.5 -9.6 -17.5 -14.3 1.5 -1.5 0.7 -0.4 -8.3 -3.1 -4.0 -3.2 -8.5 -5.9 -3.9 11.9 1.6 7.1 2.4 -0.7 -8.1 12.2 2.4 6.2 8.1 -5.3 9.1 0.5 -14.0 US5 1.2 -5.5 -2.4 -11.4 17.1 -7.3 1.0 -5.2 -9.3 2.6 9.2 2.8 8.4 -6.4 -8.0 0.4 -2.6 -0.5 -1.3 -2.6 2.2 -0.5 6.1 -2.4 -5.3 -0.0 6.0 4.5 4.1 9.0 1.0 -9.5 10.6 8.3 14.9 3.9 -20.0 -20.0 -20.0 -20.0 VIX -8.8 -17.8 -7.4 -20.0 -1.9 -20.0 -11.6 -11.5 -20.0 -8.1 -20.0 -20.0 -18.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.7 -13.8 -20.0 NaN -20.0 -2.3 -20.0 -14.3 -11.1 -20.0 NaN NaN NaN NaN NaN -2.0 -20.0 NaN NaN WHEAT -0.9 -7.1 3.9 -20.0 20.0 -20.0 13.0 -20.0 -4.5 1.6 -20.0 -1.1 -20.0 -16.6 -17.0 -18.6 -18.2 -17.9 -17.8 -12.9 -16.1 -1.5 -20.0 -8.9 11.8 -12.6 8.3 -11.8 -0.2 -14.9 -9.4 -19.9 -14.6 -8.3 -5.2 14.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3