******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260108_204007 produced at 2026-01-08 21:36:37.286824 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.11 0.00 -2.07 0.0 0.00 0.00 0.00 0.00 -18.83 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.66 0.0 0.00 0.00 0.00 0.00 -43.15 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.23 -0.37 0.0 999.00 -999.00 -0.23 -0.23 -42.09 999999999.0 -26 -26 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.10 24.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -1.31 13.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -27.15 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.09 0.0 0.93 -0.93 -0.14 -0.22 -1.30 13.0 -2 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.08 0.0 0.62 -0.62 -0.04 -0.07 -2.33 17.0 -1 -2 caleb_strategy_v3 US5 False False 0.05 0.00 -0.08 0.0 1.24 -1.24 0.00 0.00 -1.53 25.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.06 0.0 0.16 -0.16 -0.09 -0.09 -4.37 11.0 -6 -6 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.87 -0.87 0.00 0.00 -1.10 17.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.06 0.0 0.02 -0.02 0.00 0.00 -8.07 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 -0.04 -0.04 0.0 999.00 -999.00 -0.04 0.00 -0.96 999999999.0 -1 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.04 0.0 0.95 -0.95 0.00 0.00 -1.10 29.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.24 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.13 -0.13 0.00 0.00 -2.44 12.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.12 -0.12 -0.04 -0.04 -2.25 9.0 -3 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.68 -0.68 0.00 0.00 -0.63 13.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.03 0.0 0.14 -0.14 -0.11 -0.11 -1.93 10.0 -8 -8 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.02 0.0 0.54 -0.54 -0.05 -0.05 -0.88 23.0 -2 -2 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.13 -0.13 -0.01 -0.01 -1.23 9.0 -1 -1 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 -0.02 -0.83 7.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.67 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 -1.36 8.0 -3 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.08 -0.08 -0.02 -0.02 -6.50 26.0 -5 -5 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.02 0.0 1.18 -1.18 0.00 0.00 -0.28 19.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.29 18.0 -4 -4 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.11 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.16 -0.01 0.0 0.32 -0.32 -0.16 -0.16 -0.28 6.0 -3 -3 caleb_strategy_v3 GOLD_micro False False 0.02 -0.22 -0.01 0.0 1.14 -1.14 -0.22 -0.16 -0.37 56.0 -11 -8 caleb_strategy_v3 BUXL False False 0.06 -0.18 -0.01 0.0 0.23 -0.23 -0.18 -0.18 -0.21 4.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.28 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 -0.45 3.0 -2 -2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.41 -0.41 0.00 0.00 -0.34 23.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -3.23 51.0 0 0 caleb_strategy_v3 COCOA False False 0.03 -0.03 -0.01 0.0 0.72 -0.72 -0.03 -0.03 -0.44 26.0 -1 -1 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 DX False False 0.04 -0.04 -0.00 0.0 999.00 -999.00 -0.04 0.00 -0.08 999999999.0 -1 0 caleb_strategy_v3 BUND False False 0.07 -0.14 -0.00 0.0 0.68 -0.68 -0.14 -0.14 -0.04 10.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 -0.00 0.0 0.76 -0.76 -0.05 -0.05 -0.04 48.0 -3 -3 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 -0.00 0.0 0.13 -0.13 0.00 0.00 -0.11 5.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.45 21.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.01 0.0 0.36 -0.36 0.00 0.00 0.17 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.17 0.01 0.0 999.00 -999.00 0.17 0.09 0.09 999999999.0 2 1 caleb_strategy_v3 EUR False False 0.07 0.00 0.02 0.0 0.93 -0.93 0.00 0.00 0.29 14.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.74 -0.74 0.02 0.02 1.55 66.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.06 0.02 0.0 0.11 -0.11 0.06 0.03 0.65 4.0 2 1 caleb_strategy_v3 SP400 False False 0.16 0.31 0.02 0.0 0.31 -0.31 0.31 0.31 0.14 2.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.04 0.0 0.40 -0.40 0.00 0.00 6.58 68.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.73 -0.73 0.00 0.00 1.05 17.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.65 -0.65 0.16 0.08 1.08 8.0 2 1 caleb_strategy_v3 GBP False False 0.04 0.31 0.09 0.0 0.84 -0.84 0.31 0.23 2.28 22.0 8 6 caleb_strategy_v3 LEANHOG False False 0.02 0.03 0.09 0.0 0.22 -0.22 0.03 0.07 5.33 13.0 2 4 caleb_strategy_v3 COPPER False False 0.07 0.20 0.09 0.0 999.00 -999.00 0.20 0.20 1.35 999999999.0 3 3 caleb_strategy_v3 BTP False False 0.06 0.00 0.10 0.0 0.64 -0.64 0.00 0.00 1.60 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.39 0.12 0.0 0.64 -0.64 0.39 0.39 1.89 10.0 6 6 caleb_strategy_v3 DAX False False 0.01 0.00 0.13 0.0 0.78 -0.78 0.00 0.00 9.29 58.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.58 -0.58 0.00 0.00 4.68 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.35 0.16 0.0 0.63 -0.63 0.35 0.44 5.06 20.0 11 14 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 3.97 12.0 0 0 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.55 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.27 0.20 0.0 0.54 -0.54 0.27 0.24 13.32 36.0 18 16 caleb_strategy_v3 MXP False False 0.01 0.60 0.72 0.0 0.75 -0.75 0.60 0.60 57.30 60.0 48 48 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.75 0.0 1.30 -1.30 0.00 0.00 5.77 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.0 Shocked risk 84.5 Sum abs risk 62.1 Leverage 8.62 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2196033.13, 'annual_cash_vol_target': 549008.2825, 'daily_cash_vol_target': 34313.01765625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0033 0.6694 0.4890 7.8238 BITCOIN 1991.2223 91290.0000 2.1812 34.8993 BOBL 0.1749 116.3300 0.1503 2.4049 BTP 0.4191 120.6600 0.3473 5.5574 BUND 0.3651 127.9000 0.2855 4.5676 BUXL 0.8377 110.3000 0.7595 12.1522 CAC 46.6067 8271.0000 0.5635 9.0159 CAD 0.0025 0.7232 0.3480 5.5674 CANOLA 7.2120 636.2000 1.1336 18.1376 CHF 0.0047 1.2594 0.3757 6.0120 COCOA 128.6266 6047.0000 2.1271 34.0338 COFFEE 5.2374 353.1500 1.4830 23.7288 COPPER 0.1007 5.7895 1.7390 27.8233 CORN 3.7224 464.2500 0.8018 12.8289 COTTON2 0.6345 64.4000 0.9852 15.7633 CRUDE_W 0.8604 57.5500 1.4951 23.9210 DAX 153.4966 25288.0000 0.6070 9.7119 DOW 316.7067 49453.0000 0.6404 10.2467 DX 0.3123 98.6900 0.3164 5.0630 EUR 0.0038 1.1684 0.3238 5.1803 EURIBOR-ICE 0.0338 97.6150 0.0347 0.5544 EUROSTX 39.6246 5935.0000 0.6676 10.6823 FEEDCOW 2.9547 356.6500 0.8284 13.2552 GASOIL 11.1269 613.5000 1.8137 29.0188 GASOLINE 0.0306 2.0148 1.5185 24.2966 GAS_US_mini 0.1356 2.8150 4.8182 77.0911 GBP 0.0057 1.3428 0.4274 6.8381 GOLD_micro 48.5563 4459.4000 1.0889 17.4217 HEATOIL 0.0388 2.1059 1.8414 29.4623 JGB-SGX-mini 0.2034 132.5300 0.1535 2.4556 JPY 0.0000 0.0064 0.5498 8.7966 LEANHOG 1.1296 92.0750 1.2268 19.6295 LIVECOW 1.8849 236.2750 0.7978 12.7644 LUMBER-new 6.6672 557.0000 1.1970 19.1517 MXP 0.0003 0.0553 0.4602 7.3636 NASDAQ_micro 197.8929 25628.5000 0.7722 12.3546 NIKKEI 471.3761 51495.0000 0.9154 14.6461 NZD 0.0031 0.5762 0.5416 8.6652 OAT 0.3686 120.9100 0.3048 4.8773 OATIES 5.1126 313.5000 1.6308 26.0932 OJ 6.2266 216.9000 2.8707 45.9314 PALLAD 73.0139 1810.5000 4.0328 64.5249 PLAT 85.9367 2265.0000 3.7941 60.7058 REDWHEAT 7.5441 542.7500 1.3900 22.2397 RICE 0.1708 10.1950 1.6757 26.8106 ROBUSTA 64.5949 3931.0000 1.6432 26.2915 RUSSELL 24.8686 2615.4000 0.9509 15.2136 SHATZ 0.0499 106.8350 0.0467 0.7473 SILVER-mini 2.2434 76.4000 2.9363 46.9815 SMI 72.9227 13237.0000 0.5509 8.8144 SOFR 0.0438 96.5450 0.0454 0.7259 SOYBEAN 8.4801 1073.2500 0.7901 12.6421 SOYMEAL 3.7807 306.8000 1.2323 19.7168 SOYOIL 0.5537 50.0400 1.1066 17.7057 SP400 28.3305 3450.6000 0.8210 13.1365 SP500_micro 39.6574 6956.2500 0.5701 9.1216 SUGAR11 0.2157 14.5800 1.4797 23.6747 US10 0.2850 112.2500 0.2539 4.0620 US10U 0.3831 114.6875 0.3341 5.3453 US2 0.0655 104.3359 0.0628 1.0048 US20 0.5903 115.3438 0.5118 8.1885 US30 0.8474 117.5312 0.7210 11.5362 US5 0.1815 109.1562 0.1663 2.6607 VIX 0.4030 19.4000 2.0775 33.2401 WHEAT 6.4895 573.5000 1.1316 18.1051 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 669.45 0.49 327.35 1.00 327.35 34313.02 104.82 17.19 180.18 BITCOIN 91.29 2.18 199.12 1.00 199.12 34313.02 172.32 -14.53 -250.40 BOBL 1163.30 0.15 174.85 1.17 204.54 34313.02 167.76 -1.66 -27.82 BTP 1206.60 0.35 419.09 1.17 490.25 34313.02 69.99 6.70 46.92 BUND 1279.00 0.29 365.12 1.17 427.11 34313.02 80.34 -0.53 -4.23 BUXL 1103.00 0.76 837.74 1.17 979.97 34313.02 35.01 -6.04 -21.17 CAC 827.10 0.56 466.07 1.17 545.20 34313.02 62.94 18.46 116.16 CAD 723.15 0.35 251.63 1.00 251.63 34313.02 136.36 -3.09 -42.17 CANOLA 127.24 1.13 144.24 0.72 104.41 34313.02 328.64 -4.03 -132.49 CHF 1574.31 0.38 591.55 1.00 591.55 34313.02 58.01 -8.60 -49.91 COCOA 604.70 2.13 1286.27 1.00 1286.27 34313.02 26.68 -6.85 -18.26 COFFEE 1324.31 1.48 1964.02 1.00 1964.02 34313.02 17.47 7.40 12.92 COPPER 1447.38 1.74 2516.92 1.00 2516.92 34313.02 13.63 9.12 12.43 CORN 232.12 0.80 186.12 1.00 186.12 34313.02 184.36 -5.43 -100.12 COTTON2 322.00 0.99 317.24 1.00 317.24 34313.02 108.16 -16.57 -179.21 CRUDE_W 575.50 1.50 860.41 1.00 860.41 34313.02 39.88 -0.24 -0.98 DAX 252.88 0.61 153.50 1.17 179.56 34313.02 191.10 14.24 272.08 DOW 247.26 0.64 158.35 1.00 158.35 34313.02 216.69 3.07 66.49 DX 986.90 0.32 312.29 1.00 312.29 34313.02 109.87 -0.27 -3.00 EUR 1460.56 0.32 472.88 1.00 472.88 34313.02 72.56 1.55 11.27 EURIBOR-ICE 2440.38 0.03 84.57 1.17 98.92 34313.02 346.86 4.87 169.05 EUROSTX 593.50 0.67 396.25 1.17 463.52 34313.02 74.03 20.00 148.05 FEEDCOW 1783.25 0.83 1477.33 1.00 1477.33 34313.02 23.23 14.03 32.59 GASOIL 613.50 1.81 1112.69 1.00 1112.69 34313.02 30.84 4.87 15.00 GASOLINE 846.22 1.52 1285.01 1.00 1285.01 34313.02 26.70 -8.31 -22.19 GAS_US_mini 70.38 4.82 339.08 1.00 339.08 34313.02 101.19 -5.92 -59.90 GBP 839.25 0.43 358.68 1.00 358.68 34313.02 95.66 9.18 87.86 GOLD_micro 445.94 1.09 485.56 1.00 485.56 34313.02 70.67 -1.54 -10.88 HEATOIL 884.48 1.84 1628.67 1.00 1628.67 34313.02 21.07 -3.02 -6.37 JGB-SGX-mini 132530.00 0.15 20339.98 0.01 130.13 34313.02 263.69 -15.09 -397.94 JPY 800.62 0.55 440.17 1.00 440.17 34313.02 77.95 -11.50 -89.67 LEANHOG 368.30 1.23 451.85 1.00 451.85 34313.02 75.94 11.53 87.54 LIVECOW 945.10 0.80 753.98 1.00 753.98 34313.02 45.51 6.98 31.75 LUMBER-new 153.18 1.20 183.35 1.00 183.35 34313.02 187.15 -17.70 -331.28 MXP 276.30 0.46 127.16 1.00 127.16 34313.02 269.84 14.45 389.85 NASDAQ_micro 512.57 0.77 395.79 1.00 395.79 34313.02 86.70 -4.34 -37.67 NIKKEI 51495.00 0.92 47137.61 0.01 301.57 34313.02 113.78 10.79 122.83 NZD 576.15 0.54 312.03 1.00 312.03 34313.02 109.97 1.58 17.42 OAT 1209.10 0.30 368.57 1.17 431.15 34313.02 79.59 6.94 55.25 OATIES 156.75 1.63 255.63 1.00 255.63 34313.02 134.23 -12.96 -173.99 OJ 325.35 2.87 933.99 1.00 933.99 34313.02 36.74 -5.08 -18.66 PALLAD 1810.50 4.03 7301.39 1.00 7301.39 34313.02 4.70 2.58 1.21 PLAT 1132.50 3.79 4296.83 1.00 4296.83 34313.02 7.99 4.57 3.65 REDWHEAT 271.38 1.39 377.21 1.00 377.21 34313.02 90.97 -11.29 -102.72 RICE 203.90 1.68 341.67 1.00 341.67 34313.02 100.43 -10.92 -109.67 ROBUSTA 393.10 1.64 645.95 1.00 645.95 34313.02 53.12 -4.78 -25.38 RUSSELL 130.77 0.95 124.34 1.00 124.34 34313.02 275.96 7.19 198.39 SHATZ 1068.35 0.05 49.90 1.17 58.37 34313.02 587.83 -3.51 -206.31 SILVER-mini 1910.00 2.94 5608.42 1.00 5608.42 34313.02 6.12 4.43 2.71 SMI 1323.70 0.55 729.23 1.26 917.73 34313.02 37.39 20.00 74.78 SOFR 2413.62 0.05 109.50 1.00 109.50 34313.02 313.35 -9.88 -309.45 SOYBEAN 536.62 0.79 424.00 1.00 424.00 34313.02 80.93 -11.04 -89.31 SOYMEAL 306.80 1.23 378.07 1.00 378.07 34313.02 90.76 -14.59 -132.41 SOYOIL 300.24 1.11 332.25 1.00 332.25 34313.02 103.28 -20.00 -206.55 SP400 3450.60 0.82 2833.05 1.00 2833.05 34313.02 12.11 3.51 4.25 SP500_micro 347.81 0.57 198.29 1.00 198.29 34313.02 173.05 -0.10 -1.75 SUGAR11 163.30 1.48 241.62 1.00 241.62 34313.02 142.01 -6.62 -93.95 US10 1122.50 0.25 284.97 1.00 284.97 34313.02 120.41 -7.18 -86.50 US10U 1146.88 0.33 383.15 1.00 383.15 34313.02 89.56 -5.57 -49.88 US2 2086.72 0.06 131.05 1.00 131.05 34313.02 261.84 -3.95 -103.36 US20 1153.44 0.51 590.31 1.00 590.31 34313.02 58.13 -1.49 -8.67 US30 1175.31 0.72 847.41 1.00 847.41 34313.02 40.49 -5.42 -21.95 US5 1091.56 0.17 181.52 1.00 181.52 34313.02 189.03 -6.38 -120.69 VIX 194.00 2.08 403.04 1.00 403.04 34313.02 85.14 -20.00 -170.27 WHEAT 286.75 1.13 324.48 1.00 324.48 34313.02 105.75 -16.05 -169.73 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 180.182 0.010 2.5 4.682 BITCOIN -250.404 0.043 2.5 -27.154 BOBL -27.823 0.004 2.5 -0.283 BTP 46.922 0.014 2.5 1.603 BUND -4.228 0.004 2.5 -0.043 BUXL -21.165 0.004 2.5 -0.215 CAC 116.156 0.014 2.5 3.967 CAD -42.166 0.010 2.5 -1.096 CANOLA -132.495 0.010 2.5 -3.228 CHF -49.910 0.010 2.5 -1.297 COCOA -18.261 0.010 2.5 -0.445 COFFEE 12.921 0.005 2.5 0.172 COPPER 12.427 0.043 2.5 1.348 CORN -100.120 0.010 2.5 -2.439 COTTON2 -179.205 0.010 2.5 -4.366 CRUDE_W -0.977 0.043 2.5 -0.106 DAX 272.084 0.014 2.5 9.293 DOW 66.490 0.009 2.5 1.547 DX -3.002 0.010 2.5 -0.078 EUR 11.272 0.010 2.5 0.293 EURIBOR-ICE 169.054 0.014 2.5 5.774 EUROSTX 148.054 0.014 2.5 5.057 FEEDCOW 32.590 0.013 2.5 1.081 GASOIL 15.004 0.017 2.5 0.651 GASOLINE -22.189 0.017 2.5 -0.963 GAS_US_mini -59.898 0.043 2.5 -6.495 GBP 87.855 0.010 2.5 2.283 GOLD_micro -10.882 0.014 2.5 -0.372 HEATOIL -6.372 0.017 2.5 -0.277 JGB-SGX-mini -397.943 0.043 2.5 -43.153 JPY -89.674 0.010 2.5 -2.330 LEANHOG 87.536 0.024 2.5 5.327 LIVECOW 31.751 0.013 2.5 1.054 LUMBER-new -331.278 0.010 2.5 -8.071 MXP 389.848 0.059 2.5 57.300 NASDAQ_micro -37.665 0.009 2.5 -0.877 NIKKEI 122.826 0.043 2.5 13.319 NZD 17.418 0.010 2.5 0.453 OAT 55.250 0.014 2.5 1.887 OATIES -173.988 0.010 2.5 -4.239 OJ -18.656 0.010 2.5 -0.455 PALLAD 1.215 0.014 2.5 0.041 PLAT 3.652 0.014 2.5 0.125 REDWHEAT -102.721 0.005 2.5 -1.365 RICE -109.666 0.010 2.5 -2.672 ROBUSTA -25.384 0.005 2.5 -0.337 RUSSELL 198.394 0.013 2.5 6.583 SHATZ -206.314 0.004 2.5 -2.095 SILVER-mini 2.713 0.014 2.5 0.093 SMI 74.778 0.014 2.5 2.554 SOFR -309.449 0.024 2.5 -18.833 SOYBEAN -89.311 0.004 2.5 -0.832 SOYMEAL -132.409 0.004 2.5 -1.233 SOYOIL -206.551 0.004 2.5 -1.925 SP400 4.246 0.013 2.5 0.141 SP500_micro -1.751 0.009 2.5 -0.041 SUGAR11 -93.952 0.010 2.5 -2.289 US10 -86.499 0.005 2.5 -1.098 US10U -49.878 0.005 2.5 -0.633 US2 -103.357 0.005 2.5 -1.312 US20 -8.669 0.005 2.5 -0.110 US30 -21.950 0.005 2.5 -0.279 US5 -120.687 0.005 2.5 -1.531 VIX -170.273 0.099 2.5 -42.090 WHEAT -169.732 0.005 2.5 -2.255 ===================== Position diags ===================== AUD 2.72 BITCOIN 18.69 BOBL 1.70 BTP 2.39 BUND 0.82 BUXL 0.36 CAC 2.15 CAD 3.54 CANOLA 8.01 CHF 1.51 COCOA 0.65 COFFEE 0.23 COPPER 1.48 CORN 4.49 COTTON2 2.64 CRUDE_W 4.32 DAX 6.53 DOW 5.04 DX 2.85 EUR 1.89 EURIBOR-ICE 11.85 EUROSTX 2.53 FEEDCOW 0.77 GASOIL 1.34 GASOLINE 1.16 GAS_US_mini 10.97 GBP 2.49 GOLD_micro 2.41 HEATOIL 0.91 JGB-SGX-mini 28.59 JPY 2.03 LEANHOG 4.62 LIVECOW 1.51 LUMBER-new 4.56 MXP 39.66 NASDAQ_micro 2.02 NIKKEI 12.34 NZD 2.86 OAT 2.72 OATIES 3.27 OJ 0.90 PALLAD 0.16 PLAT 0.27 REDWHEAT 1.21 RICE 2.45 ROBUSTA 0.71 RUSSELL 9.16 SHATZ 5.97 SILVER-mini 0.21 SMI 1.28 SOFR 19.07 SOYBEAN 0.75 SOYMEAL 0.85 SOYOIL 0.96 SP400 0.40 SP500_micro 4.03 SUGAR11 3.46 US10 1.53 US10U 1.14 US2 3.32 US20 0.74 US30 0.51 US5 2.40 VIX 21.04 WHEAT 1.40 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.7 4.4 5.0 0.0 0 BITCOIN -27.2 -29.0 -25.3 0.0 0 BOBL -0.3 -0.5 -0.1 0.0 0 BTP 1.6 1.4 1.8 0.0 0 BUND -0.0 -0.1 0.0 -2.0 -2 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 4.0 3.8 4.2 0.0 0 CAD -1.1 -1.4 -0.7 0.0 0 CANOLA -3.2 -4.0 -2.4 0.0 0 CHF -1.3 -1.4 -1.1 -2.0 -2 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 1.3 1.2 1.5 3.0 3 CORN -2.4 -2.9 -2.0 0.0 0 COTTON2 -4.4 -4.6 -4.1 -6.0 -6 CRUDE_W -0.1 -0.5 0.3 0.0 0 DAX 9.3 8.6 9.9 0.0 0 DOW 1.5 1.0 2.1 2.0 2 DX -0.1 -0.4 0.2 -1.0 -1 EUR 0.3 0.1 0.5 0.0 0 EURIBOR-ICE 5.8 4.6 7.0 0.0 0 EUROSTX 5.1 4.8 5.3 11.0 11 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 0.7 0.5 0.8 2.0 2 GASOLINE -1.0 -1.1 -0.8 -1.0 -1 GAS_US_mini -6.5 -7.6 -5.4 -5.0 -5 GBP 2.3 2.0 2.5 8.0 8 GOLD_micro -0.4 -0.6 -0.1 -11.0 -11 HEATOIL -0.3 -0.4 -0.2 -1.0 -1 JGB-SGX-mini -43.2 -46.0 -40.3 0.0 0 JPY -2.3 -2.5 -2.1 -1.0 -1 LEANHOG 5.3 4.9 5.8 2.0 2 LIVECOW 1.1 0.9 1.2 0.0 0 LUMBER-new -8.1 -8.5 -7.6 0.0 0 MXP 57.3 53.3 61.3 48.0 48 NASDAQ_micro -0.9 -1.1 -0.7 -2.0 -2 NIKKEI 13.3 12.1 14.6 18.0 18 NZD 0.5 0.2 0.7 0.0 0 OAT 1.9 1.6 2.2 6.0 6 OATIES -4.2 -4.6 -3.9 NaN 0 OJ -0.5 -0.5 -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 -1.4 -1.5 -1.2 -3.0 -3 RICE -2.7 -2.9 -2.4 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 6.6 5.7 7.5 0.0 0 SHATZ -2.1 -2.7 -1.5 NaN 0 SILVER-mini 0.1 0.1 0.1 2.0 2 SMI 2.6 2.4 2.7 0.0 0 SOFR -18.8 -20.7 -16.9 NaN 0 SOYBEAN -0.8 -0.9 -0.8 -1.0 -1 SOYMEAL -1.2 -1.3 -1.1 -1.0 -1 SOYOIL -1.9 -2.0 -1.8 -8.0 -8 SP400 0.1 0.1 0.2 2.0 2 SP500_micro -0.0 -0.4 0.4 -3.0 -3 SUGAR11 -2.3 -2.6 -1.9 -4.0 -4 US10 -1.1 -1.3 -0.9 0.0 0 US10U -0.6 -0.7 -0.5 0.0 0 US2 -1.3 -1.6 -1.0 NaN 0 US20 -0.1 -0.2 -0.0 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -1.5 -1.8 -1.3 0.0 0 VIX -42.1 -44.2 -40.0 -26.0 -26 WHEAT -2.3 -2.4 -2.1 -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 0.0 -0.2 0.0 -0.1 0.1 0.1 -0.0 0.5 0.2 0.3 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 0.2 0.2 2.3 0.2 -0.1 0.3 0.1 0.2 0.2 0.3 0.2 -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 0.6 0.1 0.0 -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 0.2 -0.4 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.2 -0.1 -0.1 -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 0.3 0.1 -0.5 -0.3 0.2 0.7 0.7 0.7 BTP 0.1 -0.3 -0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.2 0.3 0.2 0.6 -0.0 0.0 0.3 0.2 0.2 0.2 -0.0 0.0 0.1 0.3 0.0 -2.7 -0.0 0.1 0.1 0.1 0.4 0.0 0.6 0.4 0.4 0.1 0.3 0.0 0.7 0.4 0.7 BUND 0.1 -0.4 -0.0 -0.1 0.1 -0.2 0.0 -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 0.4 0.1 -0.4 -0.2 0.0 0.7 0.4 0.7 BUXL 0.1 -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 0.3 0.1 -0.4 -0.2 -0.3 0.7 0.0 0.3 CAC 0.3 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 0.2 0.2 0.2 0.4 0.2 0.9 0.1 0.1 0.3 0.2 0.2 0.1 0.2 0.2 0.1 -0.2 -0.0 0.6 0.7 0.4 0.7 CAD 0.0 0.6 -0.0 0.0 -0.2 0.0 -0.1 0.1 0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 -0.2 -0.1 0.0 2.7 0.1 -0.2 0.0 -0.2 -0.1 0.0 -0.4 -0.5 -0.3 0.4 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA -0.0 -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 0.1 -0.2 0.0 -0.2 -0.0 -0.8 0.2 -0.2 -0.3 -0.1 0.4 0.7 0.7 0.7 CHF 0.1 0.1 -0.2 0.0 -0.2 0.0 -0.1 0.1 0.1 -0.2 -0.0 -0.1 0.5 0.0 -0.1 -0.3 -0.3 -0.3 -0.3 0.0 0.0 -0.1 0.2 -0.0 -0.2 0.0 -0.2 0.1 -0.2 0.3 -0.0 -1.1 -0.4 0.0 -0.1 0.2 -0.2 -0.7 -0.2 -0.7 COCOA 0.3 0.5 -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 -0.1 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 0.2 0.1 -0.2 -0.4 -0.1 -0.1 0.1 COFFEE -0.1 -0.4 0.2 -0.2 0.2 -0.5 0.2 -0.7 -0.0 0.2 0.3 0.1 0.6 -0.1 -0.0 0.4 0.3 0.4 0.4 -0.0 0.1 0.2 0.5 0.0 -2.7 -0.1 0.1 0.3 0.1 0.7 -0.1 1.1 0.3 -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 0.1 -0.4 0.1 -0.0 0.2 0.0 0.3 0.1 -0.0 0.4 -0.2 -0.0 -0.2 0.7 0.7 0.7 0.7 CORN -0.0 0.0 0.3 -0.2 0.2 -0.5 0.2 -0.7 -0.0 0.1 -0.0 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 0.1 0.2 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 -0.0 0.0 -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 0.0 -0.5 0.2 -0.7 0.1 -1.0 -0.0 0.3 0.2 0.0 -0.2 -0.4 -0.2 -0.3 CRUDE_W 0.1 -0.1 -0.2 -0.1 0.1 -0.1 0.0 -0.0 -0.0 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 -0.1 0.1 0.1 -0.4 0.5 0.7 0.3 0.6 DAX 0.6 0.4 -0.2 0.1 0.2 0.4 0.2 0.5 0.1 0.2 0.4 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.5 0.2 -1.9 0.2 0.2 0.2 0.2 0.4 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 0.2 0.1 0.1 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 -1.5 0.1 0.1 0.3 0.1 0.4 0.1 -0.2 -0.1 0.1 0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.1 -0.2 0.3 0.0 -0.2 0.0 -0.1 0.1 0.1 0.2 0.1 0.2 -0.5 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 0.1 -0.2 0.0 -2.7 -0.1 0.1 -0.0 0.0 -0.2 -0.1 0.9 0.5 -0.4 -0.6 0.6 0.1 0.6 0.2 0.7 EUR -0.0 0.2 -0.2 0.1 -0.2 0.0 -0.1 0.1 0.1 -0.2 0.2 -0.2 0.7 0.1 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.2 0.4 -0.0 1.8 0.1 -0.2 0.3 -0.2 0.5 0.0 -0.4 -0.2 -0.2 0.3 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.2 -0.5 -0.3 -0.1 0.1 -0.1 0.0 -0.1 -0.1 0.1 -0.2 0.1 0.1 -0.0 -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 0.3 0.2 -0.4 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.5 0.4 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 -0.0 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 0.3 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.4 -0.2 0.1 -0.5 0.1 -0.7 -0.0 0.1 0.2 0.2 0.4 0.2 0.0 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.2 0.7 0.2 1.1 0.3 0.6 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL -0.2 -0.5 -0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.0 0.1 -0.0 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 -0.0 0.0 -0.1 -0.3 -0.0 0.1 0.1 0.1 0.1 0.0 1.1 0.1 0.2 -0.1 0.2 0.2 0.7 -0.1 0.3 GASOLINE -0.0 -0.3 -0.1 -0.1 0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.2 0.0 -0.1 -0.1 -0.1 -0.4 -0.0 -0.4 -0.4 -0.1 -0.1 0.0 -0.1 -0.1 -2.6 -0.1 0.2 -0.3 0.1 -0.2 -0.0 -1.1 0.2 0.2 -0.1 -0.2 0.6 0.7 0.4 0.7 GAS_US_mini -0.5 -0.2 0.3 -0.0 0.0 -0.0 0.0 -0.0 -0.0 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 -0.4 0.3 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 2.2 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.4 -0.5 -0.1 0.1 0.2 -0.7 -0.2 -0.7 GBP 0.3 0.5 -0.3 0.1 -0.2 0.0 -0.1 0.1 0.1 -0.2 0.0 0.0 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 0.1 0.2 0.2 -0.1 0.2 0.1 0.4 0.2 0.4 0.3 0.4 0.6 0.2 0.1 -0.2 0.2 -0.3 GOLD_micro -0.4 0.1 -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 0.4 0.2 -0.5 -0.6 HEATOIL -0.3 -0.5 -0.1 -0.0 0.1 -0.1 0.0 -0.0 -0.0 0.0 0.0 -0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 -0.0 0.0 -0.1 -2.2 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.8 -0.0 -0.2 -0.2 0.1 0.4 0.4 -0.1 -0.4 JGB-SGX-mini -0.1 -0.6 -0.6 -0.1 0.0 -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 -0.1 -0.6 -0.2 0.9 -0.2 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.1 -0.1 -0.6 0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 -0.4 -0.1 -0.5 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.2 -0.0 -0.5 -0.0 -0.6 -0.1 -0.6 0.2 -0.3 -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 0.2 -0.7 -0.0 0.2 0.1 0.2 0.4 0.2 0.0 -0.4 0.3 -0.4 0.1 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 0.5 0.6 0.6 0.5 -0.0 0.4 0.3 0.7 LIVECOW 0.6 0.4 -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 0.1 0.1 0.5 0.1 1.0 0.0 0.3 0.4 0.1 0.7 0.6 0.7 0.7 LUMBER-new -0.0 -0.3 -0.7 -0.2 0.2 -0.6 0.2 -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 -0.6 -0.5 -0.4 0.1 0.8 0.3 0.8 MXP 0.1 0.4 0.3 0.1 -0.2 0.0 -0.1 0.1 0.1 -0.1 0.5 0.1 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 0.1 1.1 -0.1 0.1 0.5 0.6 0.4 0.4 0.5 0.5 NASDAQ_micro -0.0 -0.0 0.0 0.1 0.1 0.2 0.1 0.4 0.1 0.0 0.3 0.1 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 0.0 0.2 0.0 0.5 0.0 -0.3 -0.3 -0.4 -0.3 -0.0 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 0.2 0.6 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.6 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.2 0.1 0.5 0.2 -2.5 0.2 -0.0 0.5 0.1 0.7 0.1 1.1 -0.1 -0.2 -0.2 0.6 -0.2 0.1 -0.3 0.2 NZD 0.0 0.5 -0.2 0.0 -0.2 0.0 -0.1 0.1 0.0 -0.1 -0.2 -0.1 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 -0.2 0.0 2.2 -0.0 -0.1 -0.3 -0.1 -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 -0.0 -0.0 0.0 -0.1 -0.0 0.1 -0.1 0.1 -0.1 0.1 -0.1 -0.0 0.9 0.3 0.2 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 0.0 -0.4 0.1 -0.5 0.0 -0.7 0.0 0.2 -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 0.1 -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 0.1 0.1 -0.1 0.2 -0.2 0.1 0.7 0.3 0.6 0.5 -0.0 -0.6 -0.6 -0.3 -0.6 PALLAD -0.1 -0.1 0.0 0.0 -0.0 0.1 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 -0.2 -0.1 -0.1 0.0 0.2 -0.2 -0.7 -0.5 PLAT -0.1 -0.1 -0.6 0.0 -0.0 0.2 0.0 0.2 0.0 -0.0 0.2 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.0 0.1 -0.0 0.2 0.0 0.3 0.1 0.2 -0.4 0.6 0.4 0.2 0.7 0.4 -0.5 -0.4 REDWHEAT 0.2 0.0 0.4 -0.2 0.2 -0.5 0.2 -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 0.1 -0.5 0.0 1.0 -0.0 0.1 -0.1 0.1 -0.5 0.0 -0.9 -0.3 0.1 0.2 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.3 -0.1 -0.1 0.1 -0.3 0.1 -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 0.0 -0.3 0.1 -0.5 0.0 -1.0 0.2 0.2 0.0 -0.3 -0.4 -0.6 -0.1 -0.6 ROBUSTA -0.2 -0.6 -0.0 -0.1 0.1 -0.5 0.1 -0.7 -0.0 -0.0 0.0 0.0 -0.1 -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 -0.3 -0.3 0.1 -0.2 0.4 0.2 0.7 RUSSELL 0.0 0.3 0.2 0.1 0.1 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 1.1 0.1 0.1 0.3 0.1 0.4 0.1 0.0 0.0 -0.2 0.2 -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 -0.0 1.3 -0.2 0.1 -0.5 0.1 -0.4 -0.1 -1.1 0.3 0.2 -0.4 -0.4 0.7 0.7 0.7 0.7 SILVER-mini -0.5 0.0 -0.3 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 0.4 0.1 0.0 -0.1 0.1 0.5 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 0.6 0.1 0.1 0.5 0.2 0.7 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 0.7 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 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 0.1 -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 -0.1 -0.0 -0.1 0.3 -0.1 0.3 -0.1 -0.1 0.2 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.4 -0.4 0.2 -0.2 0.2 -0.5 0.2 -0.7 -0.0 0.0 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.1 -0.0 -0.1 -0.9 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.4 -0.6 -0.3 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.3 -0.4 0.6 -0.2 0.1 -0.5 0.1 -0.7 -0.0 0.0 -0.0 -0.0 -0.3 -0.1 -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 -0.1 -0.1 -0.1 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL -0.2 -0.3 -0.3 -0.2 0.2 -0.5 0.2 -0.7 -0.0 0.1 -0.3 -0.0 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 -0.0 -0.4 -0.1 -0.1 -0.2 0.0 -0.4 -0.6 -0.4 -0.1 -0.6 -0.7 -0.6 -0.7 SP400 0.2 0.4 0.1 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.4 0.1 0.4 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.2 0.3 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.2 -0.2 0.2 -0.5 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.1 0.2 0.3 0.1 0.2 0.3 0.2 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 -2.7 0.1 0.0 0.3 0.1 0.6 0.1 -0.3 -0.4 -0.3 -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 -0.6 0.1 1.1 -0.0 0.4 0.6 0.0 -0.2 -0.6 0.0 -0.4 US10 -0.0 -0.3 -0.0 -0.1 0.1 -0.2 0.0 -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 0.1 -0.0 0.3 -0.0 -0.2 -0.1 0.0 0.4 0.2 -0.7 -0.7 -0.6 -0.7 US10U -0.0 -0.3 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 0.4 -0.1 0.3 -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 -0.0 0.3 0.0 0.5 0.0 -0.3 0.0 0.2 0.5 0.4 -0.5 -0.4 -0.5 -0.7 US2 0.1 -0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 0.0 0.0 -0.1 0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 -0.0 0.0 -0.0 2.3 -0.0 -0.1 0.0 -0.0 0.2 -0.0 -1.1 -0.0 0.2 0.4 0.0 -0.7 -0.5 -0.7 -0.7 US20 0.0 -0.3 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.0 0.2 0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.0 -1.4 0.0 0.0 0.1 0.1 0.2 0.0 0.0 0.2 0.2 0.3 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.0 -0.3 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 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 0.0 0.0 0.0 0.1 -0.0 -0.4 0.1 0.1 0.2 0.3 -0.2 0.3 0.0 -0.5 US5 0.0 -0.2 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -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 -0.0 0.2 0.5 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.4 -0.9 -0.5 -0.3 -0.1 -0.9 -0.2 -0.7 -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 -0.2 -0.7 -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 0.2 -0.7 -0.0 0.1 -0.5 0.1 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 -0.1 1.6 -0.1 0.1 -0.3 0.0 -0.6 -0.1 -1.1 -0.3 -0.2 -0.2 0.4 -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 7.3 14.3 3.1 4.6 -20.0 0.5 -9.0 3.3 5.3 -1.2 17.5 15.6 9.4 20.0 18.8 1.0 -0.8 0.3 -0.3 17.7 12.4 10.5 6.9 18.3 17.6 16.0 -7.3 10.7 6.2 4.2 16.1 5.4 7.3 -0.0 11.2 14.4 3.2 20.0 5.6 20.0 BITCOIN 9.4 -11.6 -20.0 11.7 -0.3 15.7 0.0 15.8 5.3 2.7 -15.9 7.1 0.7 -8.3 -19.4 -4.1 -6.4 -4.8 -5.5 -20.0 -20.0 7.9 -7.8 -3.8 -20.0 -20.0 -3.8 -20.0 0.4 -6.8 -8.1 -0.0 20.0 -20.0 -20.0 -20.0 2.6 -1.3 -20.0 -17.5 BOBL 5.0 -13.3 -4.9 -9.6 7.9 -6.4 1.0 -4.6 -7.1 11.3 -12.7 12.3 -5.1 -8.4 -13.9 -20.0 2.1 -7.7 1.4 -12.4 -10.7 5.5 -6.9 -5.0 3.1 -18.0 7.9 -13.8 5.2 -7.6 -9.0 -1.9 13.9 4.6 -14.1 -9.4 6.8 20.0 20.0 20.0 BTP 2.9 -8.8 -0.2 -12.1 10.0 -8.0 1.3 -5.8 -9.0 19.7 10.2 15.8 18.0 -1.1 2.0 14.4 9.8 11.9 10.7 -0.6 3.6 8.2 9.3 1.9 -20.0 -1.9 16.1 3.1 13.8 10.3 4.0 11.1 16.0 11.4 3.8 10.2 0.1 20.0 12.8 20.0 BUND 2.9 -12.7 -1.5 -10.2 8.4 -6.8 1.1 -4.9 -7.6 13.1 -12.2 11.7 -10.9 -9.9 -14.5 17.1 5.2 9.2 6.4 -12.7 -10.2 4.1 -8.5 -6.7 -0.1 -17.0 10.3 -12.8 6.9 -8.0 -7.9 3.5 14.8 3.2 -12.6 -6.5 1.0 20.0 12.1 20.0 BUXL 2.8 -10.3 -0.6 -10.3 8.5 -6.8 1.1 -4.9 -7.6 10.5 -17.4 8.5 -19.3 -12.4 -16.2 4.8 3.3 4.4 4.0 -15.7 -16.1 1.1 -18.6 -9.4 1.6 -18.9 9.3 -18.3 7.8 -16.6 -7.2 -0.2 14.3 1.9 -12.3 -6.8 -10.2 20.0 1.0 9.5 CAC 8.1 3.9 9.9 12.8 20.0 15.4 18.3 17.1 13.8 20.0 18.2 20.0 20.0 17.1 15.8 -6.6 -2.5 -5.0 -3.6 14.1 15.1 20.0 15.2 17.0 7.0 11.1 14.0 9.8 14.9 5.8 13.6 4.3 7.9 3.7 -4.8 -0.5 17.0 20.0 10.6 20.0 CAD 1.1 18.8 -0.2 4.6 -20.0 0.5 -9.0 3.3 5.2 -20.0 -5.4 -17.2 -3.7 10.3 10.2 -7.1 -7.5 -7.8 -7.8 8.2 1.8 -17.6 -4.1 1.5 20.0 6.7 -20.0 0.7 -18.8 -3.5 0.5 -6.8 -20.0 -8.0 11.0 3.3 -20.0 -20.0 -20.0 -20.0 CANOLA -0.5 -11.4 -9.1 -10.6 11.1 -18.5 7.9 -20.0 -0.6 10.5 -9.5 4.1 -3.1 -5.9 -7.4 -16.8 -13.9 -18.8 -17.0 -9.9 -8.8 4.1 -5.2 -5.4 7.1 -9.0 8.8 -8.6 4.5 -5.6 -3.9 -15.0 9.7 -5.3 -9.6 -1.9 11.8 20.0 20.0 20.0 CHF 4.6 1.7 -7.7 4.2 -20.0 0.5 -8.2 3.1 4.8 -20.0 -0.0 -13.0 14.2 1.9 -6.5 -17.3 -16.4 -17.1 -16.5 0.2 2.2 -14.7 9.1 -2.8 -1.8 1.5 -20.0 3.6 -14.0 9.6 -1.8 -20.0 -18.1 0.4 -3.4 4.9 -7.0 -20.0 -5.6 -20.0 COCOA 8.9 15.5 -20.0 -8.9 9.4 -15.5 6.6 -17.1 -0.5 -3.3 -7.1 -2.8 -4.0 4.5 -3.1 -3.0 6.2 -2.5 0.6 -2.4 -8.4 0.7 -5.5 1.9 -20.0 -2.2 2.3 -6.9 4.5 -2.2 3.9 17.3 5.0 5.1 1.8 -7.0 -11.0 -1.7 -2.0 4.2 COFFEE -4.1 -12.0 5.9 -19.7 20.0 -20.0 14.7 -20.0 -1.2 17.6 12.6 11.1 16.1 -4.7 -4.1 20.0 17.1 20.0 20.0 -2.7 8.5 18.0 20.0 1.4 -20.0 -5.3 12.3 10.7 6.1 20.0 -6.3 20.0 11.7 -18.7 -11.5 20.0 20.0 15.6 20.0 20.0 COPPER 6.1 12.3 10.2 5.5 -0.1 7.4 0.0 7.4 2.5 0.6 4.0 5.4 2.5 7.9 9.1 -6.8 -6.3 -7.1 -6.6 11.1 7.5 9.0 4.7 12.3 -2.6 7.2 -2.1 6.9 3.4 7.2 6.2 -0.7 17.1 -6.0 -0.2 -7.6 20.0 20.0 20.0 20.0 CORN -0.7 0.3 7.8 -20.0 20.0 -20.0 16.6 -20.0 -1.3 5.7 -1.8 1.3 -10.2 -9.1 1.8 -20.0 -19.9 -20.0 -20.0 -0.2 -1.8 1.9 -10.2 -0.9 10.1 1.3 13.2 0.6 10.3 -7.5 3.8 -20.0 -11.9 2.1 6.5 20.0 -6.9 -10.9 3.3 -3.2 COTTON2 9.7 2.5 -3.5 -20.0 20.0 -20.0 17.5 -20.0 -1.4 1.5 -20.0 16.9 -20.0 6.0 -17.8 -20.0 -16.3 -19.5 -18.0 -8.1 -17.6 6.4 -20.0 2.4 -12.3 -12.9 1.4 -20.0 14.7 -20.0 6.5 -18.3 -2.0 9.3 4.7 1.3 -7.4 -12.5 -5.6 -8.1 CRUDE_W 2.7 -2.7 -6.6 -6.2 11.9 -3.5 4.1 -0.7 -2.8 7.5 -16.3 1.2 -15.9 -10.2 -17.1 -0.7 4.2 0.2 1.9 -10.2 -11.3 -2.4 -11.4 -6.4 7.9 -9.9 5.7 -13.2 2.1 -13.3 -2.5 -2.3 -5.3 4.2 3.1 -11.2 14.8 20.0 9.5 19.0 DAX 20.0 12.6 -5.4 11.3 19.0 13.6 16.1 15.1 12.2 20.0 13.9 20.0 19.1 20.0 14.7 -8.5 -6.8 -7.3 -6.7 19.8 10.7 20.0 17.4 20.0 -13.9 20.0 20.0 7.5 20.0 10.7 20.0 -2.0 20.0 20.0 13.2 -5.3 9.4 20.0 4.5 20.0 DOW 3.6 8.7 6.0 8.5 14.4 10.3 12.2 11.4 9.3 8.7 16.1 10.0 15.8 14.1 14.0 -6.9 -8.1 -7.5 -7.7 15.3 16.4 13.8 16.0 14.4 -11.5 11.7 6.1 12.3 9.7 12.2 11.3 -4.1 -5.2 1.6 4.1 2.0 -2.6 -20.0 -6.2 -20.0 DX -2.1 -7.5 9.6 4.2 -20.0 0.5 -8.3 3.1 4.9 20.0 4.8 15.4 -14.5 -9.3 4.6 5.9 6.2 6.0 6.0 -1.6 -1.0 10.1 -7.7 0.1 -20.0 -5.4 14.3 -1.2 4.5 -4.4 -6.2 16.8 20.0 -12.9 -20.0 19.2 1.8 17.6 6.8 20.0 EUR -1.1 6.6 -5.5 4.8 -20.0 0.5 -9.4 3.5 5.5 -20.0 6.2 -18.4 19.0 7.3 -1.7 -8.4 -8.0 -8.4 -8.1 3.6 6.9 -16.8 15.8 -2.6 13.9 9.0 -20.0 9.4 -15.1 14.7 2.3 -7.4 -8.9 -4.8 8.3 8.5 -5.2 -20.0 -2.0 -20.0 EURIBOR-ICE 6.9 -14.7 -9.9 -7.1 5.9 -4.8 0.8 -3.4 -5.3 9.1 -7.8 10.5 3.5 -4.3 -9.6 13.1 11.4 13.0 12.7 -8.0 -6.5 7.8 -0.6 -1.2 1.0 -12.1 8.9 -8.8 6.0 -2.7 -5.1 14.7 13.4 5.3 -12.1 -8.1 9.0 20.0 18.1 20.0 EUROSTX 14.2 10.9 9.9 11.6 19.6 14.0 16.6 15.5 12.5 17.5 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 -7.6 20.0 6.5 19.6 20.0 15.1 20.0 8.0 20.0 14.2 10.0 12.8 14.9 20.0 8.4 20.0 FEEDCOW 20.0 20.0 -13.7 -14.1 14.9 -20.0 10.5 -20.0 -0.8 11.6 5.8 14.3 10.5 15.4 4.4 8.7 9.1 11.9 12.2 19.4 14.4 20.0 20.0 20.0 -20.0 7.8 7.2 9.3 14.5 20.0 15.3 20.0 13.9 20.0 20.0 12.1 20.0 20.0 20.0 20.0 GASOIL -5.4 -16.0 -2.5 -4.3 8.4 -2.4 2.9 -0.5 -2.0 4.7 2.1 -4.6 4.4 -12.9 -10.6 10.6 14.9 15.2 16.1 -7.7 -1.7 -2.9 1.8 -8.3 -2.0 -1.9 7.4 1.9 5.0 3.8 0.1 20.0 3.0 5.1 -1.6 6.3 4.6 20.0 -3.7 8.0 GASOLINE -1.1 -9.9 -4.6 -6.2 12.0 -3.5 4.1 -0.7 -2.8 8.7 -8.7 4.0 -2.5 -13.1 -13.3 -20.0 -2.5 -20.0 -20.0 -10.3 -6.7 1.7 -3.2 -7.5 -19.5 -9.4 17.7 -9.3 9.9 -5.9 -1.0 -20.0 8.5 5.1 -4.4 -7.0 17.0 20.0 10.7 20.0 GAS_US_mini -16.1 -6.6 9.3 -2.8 5.4 -1.6 1.8 -0.3 -1.3 -8.4 -5.8 -9.2 -6.7 -9.2 -6.3 20.0 -20.0 13.3 -16.0 -5.8 -3.2 -10.4 -3.0 -9.8 16.3 -4.9 -5.4 -2.1 -8.1 -1.7 -8.5 -20.0 -16.2 -14.4 -3.2 3.4 6.0 -20.0 -5.8 -20.0 GBP 9.3 15.4 -8.0 4.7 -20.0 0.5 -9.3 3.5 5.5 -20.0 1.6 4.4 14.4 20.0 10.6 0.4 0.0 0.3 0.2 11.8 5.3 2.6 7.7 13.7 1.8 18.0 -11.2 8.5 7.5 10.3 20.0 6.6 12.7 12.6 20.0 7.1 2.5 -6.8 5.8 -7.6 GOLD_micro -11.3 1.8 -9.3 5.0 -0.1 6.7 0.0 6.7 2.2 1.2 8.0 2.1 8.6 5.5 7.5 -7.8 -10.3 -8.5 -9.2 11.9 14.3 5.6 15.0 8.4 -20.0 13.5 0.8 20.0 2.3 20.0 6.3 -6.4 3.2 -0.5 0.3 16.1 10.5 4.9 -14.4 -18.9 HEATOIL -8.0 -15.8 -3.7 -4.2 8.1 -2.4 2.8 -0.5 -1.9 5.1 0.5 -6.7 3.0 -13.7 -11.5 15.1 11.7 15.2 13.4 -8.6 -2.4 -3.7 1.6 -9.3 -16.5 -5.8 3.9 -1.3 -0.9 2.2 -5.5 15.9 -1.5 -4.9 -5.1 1.8 13.1 12.3 -4.3 -10.9 JGB-SGX-mini -1.6 -20.0 -18.8 -6.2 5.2 -4.2 0.7 -3.0 -4.7 0.8 -13.0 -8.7 -12.6 -11.8 -12.6 6.3 13.6 12.7 13.1 -20.0 -20.0 -9.5 -19.2 -19.3 -3.1 -20.0 3.0 -20.0 -10.2 -17.1 -20.0 16.5 -10.3 -20.0 -20.0 -20.0 -6.8 -20.0 3.5 -20.0 JPY 1.8 -1.6 -20.0 3.0 -16.2 0.3 -5.9 2.2 3.5 -14.1 -15.9 -9.2 -14.4 -10.9 -15.0 -9.2 -10.6 -9.7 -9.9 -15.1 -19.5 -5.6 -17.7 -8.7 20.0 -16.6 -4.4 -20.0 -3.9 -17.1 -8.1 -11.1 10.2 -8.8 -17.7 -20.0 -7.7 -13.0 -6.3 -15.4 LEANHOG 12.8 13.0 -14.0 -20.0 20.0 -20.0 16.6 -20.0 -1.3 17.8 2.5 19.9 11.9 20.0 1.4 -20.0 15.4 -17.6 7.1 10.9 3.8 17.5 7.0 18.9 -2.9 17.4 19.1 4.3 20.0 5.0 20.0 20.0 20.0 20.0 20.0 14.3 -0.9 11.4 7.6 20.0 LIVECOW 19.3 13.0 -20.0 -13.9 14.7 -20.0 10.3 -20.0 -0.8 9.8 3.8 12.8 9.6 14.9 3.8 -2.2 6.7 -1.9 1.6 10.5 7.2 17.3 14.4 18.8 -20.0 0.3 0.9 2.1 5.3 13.6 5.9 19.1 2.1 9.9 12.1 4.5 20.0 18.0 20.0 20.0 LUMBER-new -0.8 -7.6 -20.0 -17.0 18.0 -20.0 12.7 -20.0 -1.0 -17.2 -18.4 -18.0 -16.6 -16.1 -17.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 -18.5 NaN -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.9 -12.7 -9.6 3.2 20.0 8.1 20.0 MXP 3.2 12.0 8.0 4.9 -20.0 0.6 -9.7 3.6 5.7 -8.3 20.0 9.7 20.0 20.0 20.0 13.0 13.0 13.1 12.8 20.0 20.0 6.7 20.0 19.9 -20.0 20.0 -10.5 20.0 -6.8 20.0 12.0 20.0 -4.1 2.0 16.7 20.0 12.6 11.1 16.3 15.4 NASDAQ_micro -0.2 -0.0 1.5 7.7 13.0 9.2 11.0 10.3 8.3 3.5 11.9 7.2 13.8 7.8 4.5 -7.5 -8.6 -8.0 -8.3 5.0 12.3 1.9 18.2 1.9 -20.0 2.2 0.4 7.9 2.5 12.9 1.2 -5.1 -11.4 -13.4 -10.0 -0.9 2.0 -20.0 1.7 -20.0 NIKKEI 5.8 4.9 20.0 8.6 14.5 10.3 12.3 11.5 9.3 5.8 14.9 13.0 15.4 10.9 12.6 11.4 7.4 7.3 6.6 17.9 20.0 14.2 20.0 14.9 -18.6 15.3 -2.9 20.0 5.6 20.0 8.2 20.0 -5.1 -5.8 -5.3 20.0 -5.4 3.4 -7.5 7.4 NZD 1.4 15.9 -6.7 3.8 -20.0 0.4 -7.4 2.7 4.3 -15.2 -7.7 -13.4 -10.2 10.1 -1.3 -3.9 -3.4 -4.2 -4.0 0.3 -5.9 -6.0 -8.6 0.5 16.7 -3.8 -15.4 -9.7 -10.0 -11.1 -2.9 0.0 -9.1 -13.1 0.9 -9.1 2.5 20.0 6.4 20.0 OAT 1.5 -7.3 3.6 -9.4 7.8 -6.3 1.0 -4.5 -7.0 14.1 -0.7 12.2 -4.3 -5.7 -5.1 13.1 12.6 15.3 15.2 -4.2 -3.0 4.7 -3.5 -1.5 0.6 -5.4 9.5 -3.5 8.0 -2.4 -0.5 17.7 11.3 4.7 0.2 5.3 -1.9 20.0 11.2 20.0 OATIES 15.1 -0.0 -5.5 -12.9 13.6 -20.0 9.6 -20.0 -0.8 8.3 -11.2 11.6 -11.1 1.8 -4.0 -15.1 -12.1 -18.3 -16.9 -6.8 -11.5 5.1 -11.6 0.6 -4.8 -9.1 4.5 -14.0 7.2 -13.3 0.7 -13.5 0.0 6.1 -4.0 -6.1 -7.2 -14.7 -2.8 -16.3 OJ 20.0 20.0 -11.9 -6.8 7.2 -11.9 5.1 -13.2 -0.4 5.7 -4.9 6.8 -6.6 6.3 -1.3 1.1 2.3 -1.6 -0.8 3.0 -5.7 12.3 -9.0 11.2 -20.0 5.1 8.6 -3.1 14.0 -5.7 13.8 12.3 13.9 20.0 14.3 -0.9 -18.6 -17.9 -9.7 -18.5 PALLAD -4.3 -3.2 0.5 4.1 -0.1 5.5 0.0 5.6 1.9 -1.6 4.9 0.4 4.6 2.1 4.0 -3.1 -3.1 -3.3 -3.2 6.1 5.4 3.2 4.1 5.2 11.0 4.9 -1.4 7.4 -2.3 7.5 0.6 4.9 -7.9 -2.0 -2.5 1.5 6.3 -5.6 -20.0 -16.4 PLAT -4.1 -2.2 -17.4 4.2 -0.1 5.7 0.0 5.7 1.9 -0.6 6.5 3.1 6.4 4.5 5.4 -3.3 -3.9 -4.1 -3.9 9.3 7.0 6.1 5.1 9.7 -0.1 9.6 -1.4 8.7 2.3 8.0 7.8 3.7 -14.7 20.0 13.6 6.7 20.0 10.6 -13.7 -11.6 REDWHEAT 5.4 1.2 11.3 -20.0 20.0 -20.0 15.6 -20.0 -1.2 10.0 -17.2 10.8 -20.0 -0.6 -3.4 -16.4 -16.4 -16.3 -16.7 -2.9 -9.8 6.6 -19.6 1.3 7.5 -0.7 14.1 -5.2 9.4 -13.3 3.4 -17.5 -14.1 2.0 5.9 19.0 -20.0 -20.0 -20.0 -20.0 RICE 17.5 9.9 -2.8 -7.0 7.4 -12.3 5.2 -13.5 -0.4 4.0 -7.7 3.8 -8.1 -1.9 -6.2 -20.0 -14.3 -20.0 -19.6 -7.0 -11.6 2.9 -13.4 -1.5 0.7 -5.3 5.1 -11.6 8.1 -14.4 3.2 -18.6 6.3 5.0 0.5 -8.9 -12.5 -16.5 -2.9 -16.8 ROBUSTA -5.0 -18.7 -1.3 -10.8 11.4 -18.9 8.1 -20.0 -0.6 -0.9 1.1 4.0 -1.4 -4.9 -5.8 20.0 13.9 15.3 13.6 -9.0 -5.0 0.2 -0.9 -6.6 -20.0 -8.1 -0.4 -4.4 -0.7 -0.6 -6.5 20.0 -0.0 -10.6 -9.7 2.5 -6.9 11.6 6.6 20.0 RUSSELL 1.2 9.3 5.8 8.9 15.0 10.7 12.7 11.9 9.6 15.1 15.4 9.2 14.8 12.8 12.1 -4.5 -5.2 -4.7 -4.8 11.5 13.8 14.7 13.5 11.1 7.9 9.0 14.3 11.1 11.6 11.3 9.4 0.8 0.1 -7.4 4.9 -4.3 -4.8 -20.0 -13.8 -20.0 SHATZ 6.9 -8.9 -7.6 -9.0 7.5 -6.0 1.0 -4.3 -6.7 11.5 -15.3 13.3 -9.3 -5.2 -12.5 -20.0 -17.6 -18.2 -16.8 -12.6 -14.2 6.1 -10.4 -3.4 9.9 -19.2 7.4 -17.7 5.0 -11.1 -8.6 -20.0 12.9 6.8 -12.3 -12.2 19.7 20.0 20.0 20.0 SILVER-mini -14.3 0.4 -8.0 4.7 -0.1 6.2 0.0 6.3 2.1 1.1 8.4 5.3 8.3 7.0 8.0 -4.4 -6.2 -5.2 -5.7 15.1 11.9 9.8 8.2 14.7 -7.2 12.4 -1.4 13.9 1.6 12.2 7.2 0.0 -3.9 3.8 15.6 19.2 5.6 20.0 -14.0 -4.2 SMI 13.7 20.0 19.1 11.5 19.5 13.9 16.5 15.4 12.5 10.7 20.0 20.0 18.1 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 8.5 20.0 20.0 19.1 20.0 19.2 8.4 20.0 20.0 20.0 -1.1 20.0 -1.1 20.0 SOFR -2.2 -11.8 -7.6 -12.0 10.0 -8.0 1.3 -5.8 -9.0 -6.8 4.9 -7.8 15.5 -18.2 -18.3 8.4 6.2 7.9 7.3 -10.0 -1.3 -5.6 8.7 -9.8 -20.0 -9.8 -5.9 -0.5 -6.1 8.7 -10.4 5.3 -4.5 -3.9 6.6 -5.0 -12.4 -17.7 -10.9 -20.0 SOYBEAN -12.9 -12.9 7.5 -20.0 20.0 -20.0 14.9 -20.0 -1.2 2.7 5.2 -9.6 3.9 -17.0 -8.1 -4.5 -5.2 -3.6 -4.7 -8.4 0.1 -5.9 -0.9 -12.9 -6.5 -9.8 2.9 3.7 -5.1 3.8 -15.2 2.1 -14.6 -20.0 -9.9 20.0 -20.0 -9.5 -20.0 -5.4 SOYMEAL -10.2 -12.8 20.0 -15.5 16.3 -20.0 11.5 -20.0 -0.9 4.7 -1.8 -0.1 -9.6 -13.6 -4.0 -10.9 -14.6 -12.6 -14.4 -5.8 -1.2 -2.9 -5.3 -9.1 -14.7 3.0 8.5 7.8 4.3 0.3 -1.7 -14.4 -4.2 -3.9 -4.4 20.0 -20.0 -20.0 -10.5 -20.0 SOYOIL -7.1 -8.0 -9.9 -20.0 20.0 -20.0 15.3 -20.0 -1.2 8.7 -9.9 -3.9 5.8 -13.2 -15.0 -9.2 -5.7 -8.6 -7.4 -13.2 -7.9 -1.7 1.6 -10.2 -18.7 -20.0 -3.3 -13.3 -10.4 -3.3 -20.0 0.1 -15.7 -20.0 -11.3 -1.6 -17.4 -19.7 -18.3 -20.0 SP400 6.4 11.9 2.9 8.7 14.7 10.5 12.5 11.7 9.4 12.0 14.8 11.0 9.7 14.4 13.2 -6.1 -6.0 -6.0 -5.9 11.6 9.3 15.5 7.5 13.9 2.3 6.3 7.0 4.3 7.7 2.9 7.8 -0.8 -7.4 -5.1 4.9 -14.0 -2.8 -20.0 -7.2 -20.0 SP500_micro 3.6 5.3 7.7 10.0 17.0 12.1 14.4 13.4 10.9 7.3 19.3 14.0 19.6 16.4 15.7 -8.5 -9.4 -8.9 -9.0 12.4 19.8 7.0 20.0 8.9 -20.0 6.2 1.7 10.8 5.3 15.4 5.9 -6.4 -16.3 -8.9 -4.6 -6.0 3.6 -20.0 4.1 -20.0 SUGAR11 6.6 12.0 -7.9 -14.0 14.8 -20.0 10.4 -20.0 -0.8 -1.6 -12.0 0.5 -14.3 3.8 -7.0 17.8 11.3 16.0 11.7 -4.3 -12.3 -0.4 -17.1 -0.2 -20.0 0.2 8.9 -10.8 10.5 -15.5 9.2 20.0 -1.4 12.1 20.0 0.8 -6.3 -16.7 0.6 -11.6 US10 -1.1 -8.1 -0.9 -10.7 8.8 -7.1 1.2 -5.1 -8.0 -10.3 10.3 -7.3 8.3 -12.0 -10.5 2.4 0.6 2.2 1.8 -3.7 2.5 -4.0 6.2 -5.1 -10.0 -1.5 -5.5 5.3 -3.3 9.6 -3.5 -4.1 -4.6 1.5 11.5 5.2 -20.0 -20.0 -17.7 -20.0 US10U -1.4 -8.6 1.6 -13.2 10.9 -8.8 1.4 -6.3 -9.9 -14.1 13.5 -8.3 7.0 -18.1 -12.8 3.3 -0.1 2.2 1.1 -3.5 4.1 -5.4 6.8 -6.2 -15.3 2.7 -2.2 10.7 3.1 14.2 1.9 -5.6 1.2 6.4 16.6 12.0 -14.3 -11.3 -14.6 -20.0 US2 3.7 -3.2 -1.9 -10.5 8.7 -7.0 1.1 -5.0 -7.9 -15.6 1.5 2.3 -1.4 4.0 -5.7 -8.2 -14.1 -10.4 -11.6 -1.5 -0.3 -1.7 0.9 -0.2 17.6 -1.7 -7.5 0.9 -3.2 4.4 -1.6 -20.0 -1.2 7.0 13.5 1.4 -20.0 -14.9 -20.0 -20.0 US20 0.8 -10.4 1.5 -9.5 7.8 -6.3 1.0 -4.5 -7.0 -1.3 6.0 4.5 -2.7 -10.1 -9.3 5.1 3.4 4.6 4.2 -4.2 0.2 -1.0 1.2 -3.9 -10.4 1.0 4.4 4.8 7.7 6.0 4.1 0.2 7.9 7.4 9.4 8.7 -6.9 14.7 -2.8 -17.9 US30 -1.4 -10.7 1.4 -10.8 9.0 -7.2 1.2 -5.2 -8.1 -7.8 0.8 -10.4 -9.5 -17.9 -15.0 1.7 -1.5 0.8 -0.3 -8.1 -3.3 -4.6 -3.2 -8.3 -5.9 -3.5 2.2 1.5 4.1 2.3 -0.9 -8.0 3.2 2.1 6.2 7.7 -5.7 9.2 0.4 -14.0 US5 0.4 -6.4 -1.8 -11.2 9.3 -7.5 1.2 -5.4 -8.4 -13.1 9.0 -4.0 8.6 -7.8 -8.8 0.5 -2.6 -0.5 -1.3 -3.1 1.9 -3.8 5.9 -3.7 -5.4 -0.6 -5.2 4.2 -0.9 8.9 -0.9 -9.5 -0.6 5.6 14.2 3.7 -20.0 -20.0 -20.0 -20.0 VIX -8.4 -18.0 -9.2 -20.0 -4.9 -20.0 -11.6 -11.9 -20.0 -16.4 -20.0 -20.0 -19.1 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -11.2 -14.2 -20.0 NaN -20.0 -4.9 -20.0 -13.7 -11.8 -20.0 NaN NaN NaN NaN NaN -1.9 -20.0 NaN NaN WHEAT 1.4 -6.8 3.2 -20.0 20.0 -20.0 16.3 -20.0 -1.3 10.2 -20.0 5.0 -20.0 -15.5 -16.6 -18.7 -18.2 -17.9 -17.9 -12.3 -16.2 1.9 -20.0 -6.9 11.8 -11.9 12.5 -12.0 4.1 -15.5 -6.7 -19.8 -13.5 -6.5 -6.5 13.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3