******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260109_204016 produced at 2026-01-09 21:36:52.497878 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.43 0.0 0.00 0.00 0.00 0.00 -22.25 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.54 0.0 0.00 0.00 0.00 0.00 -40.61 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.36 0.0 999.00 -999.00 -0.22 -0.22 -42.25 999999999.0 -26 -26 caleb_strategy_v3 US2 False True 0.09 0.00 -0.20 0.0 0.00 0.00 0.00 0.00 -2.09 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.15 0.0 0.00 0.00 0.00 0.00 -2.65 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -28.12 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.11 0.0 0.92 -0.92 -0.21 -0.21 -1.55 13.0 -3 -3 caleb_strategy_v3 US5 False False 0.05 0.00 -0.10 0.0 1.23 -1.23 0.00 0.00 -1.98 25.0 0 0 caleb_strategy_v3 JPY False False 0.04 -0.07 -0.09 0.0 0.61 -0.61 -0.07 -0.11 -2.47 17.0 -2 -3 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.07 0.0 0.16 -0.16 -0.09 -0.09 -4.54 11.0 -6 -6 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.06 0.0 0.02 -0.02 0.00 0.00 -7.96 3.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.86 -0.86 0.00 0.00 -1.28 17.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.05 0.0 0.94 -0.94 0.00 0.00 -1.60 29.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.04 0.0 0.67 -0.67 0.00 0.00 -0.70 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.52 2.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.03 0.0 0.14 -0.14 -0.11 -0.11 -1.97 10.0 -8 -8 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.03 0.0 1.16 -1.16 0.00 0.00 -0.42 19.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.78 999999999.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.71 4.0 -3 -3 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 CORN False False 0.01 0.00 -0.02 0.0 0.13 -0.13 0.00 0.00 -2.37 12.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 -0.02 -0.86 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -1.24 9.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.10 -0.10 -0.04 -0.04 -1.31 8.0 -3 -3 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.01 -0.02 0.0 0.08 -0.08 -0.01 -0.01 -7.06 26.0 -5 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.46 18.0 -4 -4 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 -0.17 -0.01 0.0 0.23 -0.23 -0.17 -0.17 -0.20 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.01 0.0 0.54 -0.54 -0.05 -0.05 -0.59 23.0 -2 -2 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -0.22 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 0.40 -0.40 0.00 0.00 -0.37 23.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.63 -0.63 -0.02 -0.02 -0.33 26.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.21 -0.21 0.00 0.00 -3.03 51.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.05 2.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.00 0.00 0.0 0.92 -0.92 0.00 0.00 0.06 14.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.13 -0.00 0.0 0.67 -0.67 -0.13 -0.13 -0.04 10.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.16 -0.00 0.0 1.14 -1.14 -0.16 -0.16 -0.11 56.0 -8 -8 caleb_strategy_v3 NZD False False 0.03 0.00 0.00 0.0 0.54 -0.54 0.00 0.00 0.14 21.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.01 0.0 999.00 -999.00 0.09 0.09 0.12 999999999.0 1 1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.13 10.0 0 0 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.01 0.0 0.34 -0.34 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.05 0.01 0.0 0.76 -0.76 -0.05 -0.03 0.54 48.0 -3 -2 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.01 0.0 0.13 -0.13 0.00 0.00 0.57 5.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.02 0.02 0.0 0.74 -0.74 0.02 0.02 2.05 66.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.11 -0.11 0.03 0.03 0.71 4.0 1 1 caleb_strategy_v3 DX False False 0.04 0.00 0.02 0.0 999.00 -999.00 0.00 0.09 0.34 999999999.0 0 2 caleb_strategy_v3 SP400 False False 0.16 0.31 0.03 0.0 0.31 -0.31 0.31 0.31 0.18 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.72 -0.72 0.00 0.00 1.00 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.40 -0.40 0.00 0.00 8.17 68.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.23 0.08 0.0 0.83 -0.83 0.23 0.23 2.13 22.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.08 0.0 0.64 -0.64 0.08 0.08 1.02 8.0 1 1 caleb_strategy_v3 LEANHOG False False 0.02 0.07 0.09 0.0 0.22 -0.22 0.07 0.08 5.54 13.0 4 5 caleb_strategy_v3 COPPER False False 0.07 0.20 0.10 0.0 999.00 -999.00 0.20 0.20 1.44 999999999.0 3 3 caleb_strategy_v3 BTP False False 0.06 0.00 0.11 0.0 0.63 -0.63 0.00 0.00 1.69 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.38 0.12 0.0 0.64 -0.64 0.38 0.38 1.91 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 10.07 58.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.57 -0.57 0.00 0.00 4.70 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.44 0.15 0.0 0.63 -0.63 0.44 0.48 4.61 20.0 14 15 caleb_strategy_v3 CAC False True 0.04 0.00 0.16 0.0 0.00 0.00 0.00 0.00 3.74 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.18 0.0 0.53 -0.53 0.23 0.22 12.19 36.0 16 15 caleb_strategy_v3 SMI False True 0.08 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.57 9.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.66 0.0 1.28 -1.28 0.00 0.00 5.15 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.60 0.73 0.0 0.75 -0.75 0.60 0.60 58.53 60.0 48 48 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.5 Shocked risk 84.3 Sum abs risk 62.8 Leverage 8.91 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2214170.62, 'annual_cash_vol_target': 553542.655, 'daily_cash_vol_target': 34596.4159375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6688 0.4803 7.6851 BITCOIN 1947.3986 90565.0000 2.1503 34.4044 BOBL 0.1725 116.2500 0.1484 2.3742 BTP 0.4117 120.6200 0.3413 5.4612 BUND 0.3594 127.8800 0.2811 4.4970 BUXL 0.8374 110.5000 0.7578 12.1255 CAC 51.9502 8369.5000 0.6207 9.9313 CAD 0.0025 0.7210 0.3495 5.5923 CANOLA 7.1072 632.7000 1.1233 17.9730 CHF 0.0047 1.2570 0.3712 5.9398 COCOA 187.9182 5397.0000 3.4819 55.7104 COFFEE 5.7895 338.2500 1.7116 27.3855 COPPER 0.0986 5.8910 1.6733 26.7722 CORN 3.6655 463.7500 0.7904 12.6466 COTTON2 0.6235 64.4800 0.9669 15.4703 CRUDE_W 0.8619 57.9900 1.4863 23.7800 DAX 150.7035 25402.0000 0.5933 9.4924 DOW 312.0289 49740.0000 0.6273 10.0371 DX 0.3094 98.8800 0.3129 5.0070 EUR 0.0037 1.1670 0.3198 5.1168 EURIBOR-ICE 0.0338 97.5850 0.0347 0.5549 EUROSTX 43.8433 6020.0000 0.7283 11.6527 FEEDCOW 2.9868 352.9250 0.8463 13.5406 GASOIL 10.6383 615.7500 1.7277 27.6432 GASOLINE 0.0305 2.0305 1.5014 24.0217 GAS_US_mini 0.1356 2.6350 5.1461 82.3383 GBP 0.0057 1.3406 0.4235 6.7753 GOLD_micro 47.1990 4508.3000 1.0469 16.7510 HEATOIL 0.0383 2.1081 1.8183 29.0929 JGB-SGX-mini 0.2182 132.0200 0.1653 2.6450 JPY 0.0000 0.0064 0.5599 8.9589 LEANHOG 1.1099 91.9000 1.2077 19.3236 LIVECOW 1.8632 234.7500 0.7937 12.6991 LUMBER-new 6.6973 564.5000 1.1864 18.9825 MXP 0.0003 0.0553 0.4553 7.2846 NASDAQ_micro 196.7472 25953.5000 0.7581 12.1292 NIKKEI 482.2466 51190.0000 0.9421 15.0731 NZD 0.0031 0.5745 0.5364 8.5831 OAT 0.3625 120.8600 0.2999 4.7991 OATIES 5.1111 309.0000 1.6541 26.4652 OJ 6.6242 205.8000 3.2188 51.5002 PALLAD 71.4711 1881.5000 3.7986 60.7780 PLAT 83.1425 2284.8000 3.6389 58.2230 REDWHEAT 7.4145 544.0000 1.3630 21.8072 RICE 0.1676 10.2900 1.6288 26.0607 ROBUSTA 63.1058 3892.0000 1.6214 25.9428 RUSSELL 24.5218 2636.9000 0.9299 14.8791 SHATZ 0.0498 106.7950 0.0467 0.7468 SILVER-mini 2.1922 80.1625 2.7346 43.7544 SMI 73.2621 13354.0000 0.5486 8.7778 SOFR 0.0431 96.5250 0.0447 0.7149 SOYBEAN 8.3282 1072.0000 0.7769 12.4302 SOYMEAL 3.7084 307.4000 1.2064 19.3021 SOYOIL 0.5441 50.1500 1.0849 17.3584 SP400 28.0221 3476.8000 0.8060 12.8956 SP500_micro 39.8154 7014.5000 0.5676 9.0818 SUGAR11 0.2123 14.5400 1.4603 23.3651 US10 0.2787 112.1875 0.2484 3.9747 US10U 0.3764 114.7812 0.3279 5.2468 US2 0.0681 104.2383 0.0653 1.0455 US20 0.5846 115.7500 0.5051 8.0814 US30 0.8525 118.2188 0.7211 11.5380 US5 0.1800 109.0391 0.1651 2.6420 VIX 0.4048 18.9500 2.1361 34.1768 WHEAT 6.3831 573.0000 1.1140 17.8237 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.75 0.48 321.21 1.00 321.21 34596.42 107.71 16.81 181.03 BITCOIN 90.56 2.15 194.74 1.00 194.74 34596.42 177.65 -14.60 -259.33 BOBL 1162.50 0.15 172.50 1.17 201.51 34596.42 171.69 -2.42 -41.51 BTP 1206.20 0.34 411.71 1.17 480.93 34596.42 71.94 6.87 49.42 BUND 1278.80 0.28 359.42 1.17 419.86 34596.42 82.40 -0.48 -3.94 BUXL 1105.00 0.76 837.41 1.17 978.22 34596.42 35.37 -5.62 -19.89 CAC 836.95 0.62 519.50 1.17 606.85 34596.42 57.01 19.19 109.40 CAD 721.05 0.35 252.02 1.00 252.02 34596.42 137.28 -4.50 -61.72 CANOLA 126.54 1.12 142.14 0.72 102.48 34596.42 337.60 -3.69 -124.49 CHF 1571.19 0.37 583.29 1.00 583.29 34596.42 59.31 -10.06 -59.66 COCOA 539.70 3.48 1879.18 1.00 1879.18 34596.42 18.41 -7.42 -13.66 COFFEE 1268.44 1.71 2171.05 1.00 2171.05 34596.42 15.94 4.38 6.98 COPPER 1472.75 1.67 2464.30 1.00 2464.30 34596.42 14.04 9.44 13.25 CORN 231.88 0.79 183.28 1.00 183.28 34596.42 188.77 -5.16 -97.39 COTTON2 322.40 0.97 311.73 1.00 311.73 34596.42 110.98 -16.81 -186.53 CRUDE_W 579.90 1.49 861.88 1.00 861.88 34596.42 40.14 1.30 5.23 DAX 254.02 0.59 150.70 1.17 176.04 34596.42 196.52 15.00 294.76 DOW 248.70 0.63 156.01 1.00 156.01 34596.42 221.75 3.98 88.23 DX 988.80 0.31 309.44 1.00 309.44 34596.42 111.81 1.17 13.06 EUR 1458.75 0.32 466.51 1.00 466.51 34596.42 74.16 0.32 2.40 EURIBOR-ICE 2439.62 0.03 84.60 1.17 98.83 34596.42 350.07 4.31 150.82 EUROSTX 602.00 0.73 438.43 1.17 512.15 34596.42 67.55 20.00 135.10 FEEDCOW 1764.62 0.85 1493.38 1.00 1493.38 34596.42 23.17 13.27 30.75 GASOIL 615.75 1.73 1063.83 1.00 1063.83 34596.42 32.52 5.04 16.40 GASOLINE 852.81 1.50 1280.37 1.00 1280.37 34596.42 27.02 -6.66 -17.99 GAS_US_mini 65.87 5.15 339.00 1.00 339.00 34596.42 102.05 -6.38 -65.08 GBP 837.88 0.42 354.80 1.00 354.80 34596.42 97.51 8.40 81.92 GOLD_micro 450.83 1.05 471.99 1.00 471.99 34596.42 73.30 -0.46 -3.36 HEATOIL 885.40 1.82 1609.93 1.00 1609.93 34596.42 21.49 -2.38 -5.12 JGB-SGX-mini 132020.00 0.17 21824.19 0.01 139.36 34596.42 248.26 -15.08 -374.50 JPY 796.06 0.56 445.74 1.00 445.74 34596.42 77.62 -12.23 -94.94 LEANHOG 367.60 1.21 443.96 1.00 443.96 34596.42 77.93 11.68 90.99 LIVECOW 939.00 0.79 745.28 1.00 745.28 34596.42 46.42 6.47 30.05 LUMBER-new 155.24 1.19 184.17 1.00 184.17 34596.42 187.85 -17.39 -326.69 MXP 276.30 0.46 125.80 1.00 125.80 34596.42 275.02 14.48 398.24 NASDAQ_micro 519.07 0.76 393.49 1.00 393.49 34596.42 87.92 -2.87 -25.20 NIKKEI 51190.00 0.94 48224.66 0.01 308.52 34596.42 112.14 10.03 112.43 NZD 574.50 0.54 308.19 1.00 308.19 34596.42 112.26 0.47 5.24 OAT 1208.60 0.30 362.51 1.17 423.46 34596.42 81.70 6.83 55.79 OATIES 154.50 1.65 255.55 1.00 255.55 34596.42 135.38 -13.69 -185.38 OJ 308.70 3.22 993.63 1.00 993.63 34596.42 34.82 -5.32 -18.51 PALLAD 1881.50 3.80 7147.11 1.00 7147.11 34596.42 4.84 2.95 1.43 PLAT 1142.40 3.64 4157.12 1.00 4157.12 34596.42 8.32 4.42 3.68 REDWHEAT 272.00 1.36 370.72 1.00 370.72 34596.42 93.32 -10.55 -98.48 RICE 205.80 1.63 335.21 1.00 335.21 34596.42 103.21 -10.78 -111.23 ROBUSTA 389.20 1.62 631.06 1.00 631.06 34596.42 54.82 -5.12 -28.09 RUSSELL 131.84 0.93 122.61 1.00 122.61 34596.42 282.17 8.73 246.27 SHATZ 1067.95 0.05 49.85 1.17 58.23 34596.42 594.15 -4.39 -261.05 SILVER-mini 2004.06 2.73 5480.40 1.00 5480.40 34596.42 6.31 5.47 3.45 SMI 1335.40 0.55 732.62 1.25 919.00 34596.42 37.65 20.00 75.29 SOFR 2413.12 0.04 107.82 1.00 107.82 34596.42 320.87 -11.39 -365.61 SOYBEAN 536.00 0.78 416.41 1.00 416.41 34596.42 83.08 -11.06 -91.86 SOYMEAL 307.40 1.21 370.84 1.00 370.84 34596.42 93.29 -14.31 -133.49 SOYOIL 300.90 1.08 326.45 1.00 326.45 34596.42 105.98 -19.96 -211.58 SP400 3476.80 0.81 2802.21 1.00 2802.21 34596.42 12.35 4.51 5.56 SP500_micro 350.72 0.57 199.08 1.00 199.08 34596.42 173.78 1.34 23.35 SUGAR11 162.85 1.46 237.81 1.00 237.81 34596.42 145.48 -6.95 -101.15 US10 1121.88 0.25 278.69 1.00 278.69 34596.42 124.14 -8.11 -100.64 US10U 1147.81 0.33 376.40 1.00 376.40 34596.42 91.91 -6.02 -55.32 US2 2084.77 0.07 136.23 1.00 136.23 34596.42 253.96 -6.50 -165.03 US20 1157.50 0.51 584.64 1.00 584.64 34596.42 59.18 -0.86 -5.10 US30 1182.19 0.72 852.51 1.00 852.51 34596.42 40.58 -4.46 -18.10 US5 1090.39 0.17 180.05 1.00 180.05 34596.42 192.15 -8.11 -155.79 VIX 189.50 2.14 404.78 1.00 404.78 34596.42 85.47 -20.00 -170.94 WHEAT 286.50 1.11 319.16 1.00 319.16 34596.42 108.40 -15.60 -169.14 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 181.028 0.010 2.5 4.704 BITCOIN -259.332 0.043 2.5 -28.122 BOBL -41.514 0.004 2.5 -0.422 BTP 49.425 0.014 2.5 1.688 BUND -3.943 0.004 2.5 -0.040 BUXL -19.887 0.004 2.5 -0.202 CAC 109.403 0.014 2.5 3.737 CAD -61.723 0.010 2.5 -1.604 CANOLA -124.494 0.010 2.5 -3.033 CHF -59.663 0.010 2.5 -1.550 COCOA -13.657 0.010 2.5 -0.333 COFFEE 6.978 0.005 2.5 0.093 COPPER 13.253 0.043 2.5 1.437 CORN -97.391 0.010 2.5 -2.373 COTTON2 -186.535 0.010 2.5 -4.545 CRUDE_W 5.225 0.043 2.5 0.567 DAX 294.759 0.014 2.5 10.068 DOW 88.234 0.009 2.5 2.053 DX 13.056 0.010 2.5 0.339 EUR 2.400 0.010 2.5 0.062 EURIBOR-ICE 150.818 0.014 2.5 5.151 EUROSTX 135.102 0.014 2.5 4.615 FEEDCOW 30.745 0.013 2.5 1.020 GASOIL 16.398 0.017 2.5 0.712 GASOLINE -17.988 0.017 2.5 -0.781 GAS_US_mini -65.084 0.043 2.5 -7.058 GBP 81.921 0.010 2.5 2.129 GOLD_micro -3.358 0.014 2.5 -0.115 HEATOIL -5.116 0.017 2.5 -0.222 JGB-SGX-mini -374.498 0.043 2.5 -40.611 JPY -94.935 0.010 2.5 -2.467 LEANHOG 90.988 0.024 2.5 5.538 LIVECOW 30.050 0.013 2.5 0.997 LUMBER-new -326.694 0.010 2.5 -7.959 MXP 398.244 0.059 2.5 58.534 NASDAQ_micro -25.197 0.009 2.5 -0.586 NIKKEI 112.428 0.043 2.5 12.192 NZD 5.236 0.010 2.5 0.136 OAT 55.787 0.014 2.5 1.905 OATIES -185.378 0.010 2.5 -4.516 OJ -18.507 0.010 2.5 -0.451 PALLAD 1.430 0.014 2.5 0.049 PLAT 3.676 0.014 2.5 0.126 REDWHEAT -98.476 0.005 2.5 -1.308 RICE -111.228 0.010 2.5 -2.710 ROBUSTA -28.088 0.005 2.5 -0.373 RUSSELL 246.270 0.013 2.5 8.172 SHATZ -261.053 0.004 2.5 -2.651 SILVER-mini 3.450 0.014 2.5 0.118 SMI 75.291 0.014 2.5 2.572 SOFR -365.612 0.024 2.5 -22.251 SOYBEAN -91.861 0.004 2.5 -0.856 SOYMEAL -133.488 0.004 2.5 -1.243 SOYOIL -211.583 0.004 2.5 -1.972 SP400 5.563 0.013 2.5 0.185 SP500_micro 23.354 0.009 2.5 0.544 SUGAR11 -101.152 0.010 2.5 -2.464 US10 -100.638 0.005 2.5 -1.277 US10U -55.321 0.005 2.5 -0.702 US2 -165.033 0.005 2.5 -2.094 US20 -5.100 0.005 2.5 -0.065 US30 -18.096 0.005 2.5 -0.230 US5 -155.791 0.005 2.5 -1.977 VIX -170.939 0.099 2.5 -42.254 WHEAT -169.139 0.005 2.5 -2.247 ===================== Position diags ===================== AUD 2.80 BITCOIN 19.26 BOBL 1.74 BTP 2.46 BUND 0.84 BUXL 0.36 CAC 1.95 CAD 3.57 CANOLA 8.22 CHF 1.54 COCOA 0.45 COFFEE 0.21 COPPER 1.52 CORN 4.60 COTTON2 2.70 CRUDE_W 4.35 DAX 6.71 DOW 5.16 DX 2.90 EUR 1.93 EURIBOR-ICE 11.96 EUROSTX 2.31 FEEDCOW 0.77 GASOIL 1.41 GASOLINE 1.17 GAS_US_mini 11.07 GBP 2.53 GOLD_micro 2.50 HEATOIL 0.93 JGB-SGX-mini 26.92 JPY 2.02 LEANHOG 4.74 LIVECOW 1.54 LUMBER-new 4.58 MXP 40.42 NASDAQ_micro 2.05 NIKKEI 12.16 NZD 2.92 OAT 2.79 OATIES 3.30 OJ 0.85 PALLAD 0.17 PLAT 0.28 REDWHEAT 1.24 RICE 2.51 ROBUSTA 0.73 RUSSELL 9.36 SHATZ 6.03 SILVER-mini 0.22 SMI 1.29 SOFR 19.53 SOYBEAN 0.77 SOYMEAL 0.87 SOYOIL 0.99 SP400 0.41 SP500_micro 4.04 SUGAR11 3.54 US10 1.58 US10U 1.17 US2 3.22 US20 0.75 US30 0.51 US5 2.44 VIX 21.13 WHEAT 1.44 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 -28.1 -30.0 -26.2 0.0 0 BOBL -0.4 -0.6 -0.2 0.0 0 BTP 1.7 1.4 1.9 0.0 0 BUND -0.0 -0.1 0.0 -2.0 -2 BUXL -0.2 -0.2 -0.2 -3.0 -3 CAC 3.7 3.5 3.9 0.0 0 CAD -1.6 -2.0 -1.2 0.0 0 CANOLA -3.0 -3.9 -2.2 0.0 0 CHF -1.6 -1.7 -1.4 -3.0 -3 COCOA -0.3 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.4 1.3 1.6 3.0 3 CORN -2.4 -2.8 -1.9 0.0 0 COTTON2 -4.5 -4.8 -4.3 -6.0 -6 CRUDE_W 0.6 0.1 1.0 0.0 0 DAX 10.1 9.4 10.7 0.0 0 DOW 2.1 1.5 2.6 2.0 2 DX 0.3 0.0 0.6 0.0 0 EUR 0.1 -0.1 0.3 0.0 0 EURIBOR-ICE 5.2 4.0 6.3 0.0 0 EUROSTX 4.6 4.4 4.8 14.0 14 FEEDCOW 1.0 0.9 1.1 1.0 1 GASOIL 0.7 0.6 0.9 1.0 1 GASOLINE -0.8 -0.9 -0.7 0.0 0 GAS_US_mini -7.1 -8.2 -6.0 -5.0 -5 GBP 2.1 1.9 2.4 6.0 6 GOLD_micro -0.1 -0.4 0.1 -8.0 -8 HEATOIL -0.2 -0.3 -0.1 -1.0 -1 JGB-SGX-mini -40.6 -43.3 -37.9 0.0 0 JPY -2.5 -2.7 -2.3 -2.0 -2 LEANHOG 5.5 5.1 6.0 4.0 4 LIVECOW 1.0 0.8 1.2 0.0 0 LUMBER-new -8.0 -8.4 -7.5 0.0 0 MXP 58.5 54.5 62.6 48.0 48 NASDAQ_micro -0.6 -0.8 -0.4 -2.0 -2 NIKKEI 12.2 11.0 13.4 16.0 16 NZD 0.1 -0.2 0.4 0.0 0 OAT 1.9 1.6 2.2 6.0 6 OATIES -4.5 -4.8 -4.2 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 -1.3 -1.4 -1.2 -3.0 -3 RICE -2.7 -3.0 -2.5 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 8.2 7.2 9.1 0.0 0 SHATZ -2.7 -3.3 -2.0 NaN 0 SILVER-mini 0.1 0.1 0.1 1.0 1 SMI 2.6 2.4 2.7 0.0 0 SOFR -22.3 -24.2 -20.3 NaN 0 SOYBEAN -0.9 -0.9 -0.8 -1.0 -1 SOYMEAL -1.2 -1.3 -1.2 -1.0 -1 SOYOIL -2.0 -2.1 -1.9 -8.0 -8 SP400 0.2 0.1 0.2 2.0 2 SP500_micro 0.5 0.1 0.9 -3.0 -3 SUGAR11 -2.5 -2.8 -2.1 -4.0 -4 US10 -1.3 -1.4 -1.1 0.0 0 US10U -0.7 -0.8 -0.6 0.0 0 US2 -2.1 -2.4 -1.8 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -2.0 -2.2 -1.7 0.0 0 VIX -42.3 -44.4 -40.1 -26.0 -26 WHEAT -2.2 -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 -0.2 0.1 0.0 -0.1 0.5 0.1 0.4 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.1 0.2 0.2 2.4 0.2 -0.1 0.3 0.0 0.2 0.1 0.3 0.2 0.1 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.4 -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 0.0 -0.2 -0.0 -2.7 -0.2 -0.1 -0.5 -0.0 -0.3 -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 0.0 -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 0.0 -0.4 0.0 -0.3 -0.1 -0.1 0.2 0.2 -0.4 -0.3 0.2 0.7 0.7 0.7 BTP 0.1 -0.3 -0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.3 0.2 0.7 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 0.1 0.6 0.4 0.5 0.2 0.3 0.0 0.7 0.4 0.7 BUND 0.1 -0.4 -0.1 -0.1 0.0 -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 -0.4 0.1 -0.3 -0.1 0.2 0.3 0.2 -0.4 -0.2 0.0 0.7 0.4 0.7 BUXL 0.1 -0.3 -0.0 -0.1 0.0 -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 0.2 -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 0.2 0.2 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 0.9 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -0.2 0.0 0.6 0.7 0.4 0.7 CAD -0.1 0.6 0.0 0.0 -0.2 0.0 -0.2 0.1 0.0 -0.2 -0.2 -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 0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.4 -0.5 -0.4 0.3 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.1 -0.4 -0.3 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 -0.3 0.1 -0.1 -0.1 -0.1 -0.3 -0.3 -0.4 -0.3 -0.1 -0.1 0.0 -0.1 -0.0 1.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.8 0.2 -0.1 -0.3 -0.1 0.4 0.7 0.7 0.7 CHF 0.1 0.0 -0.2 0.0 -0.2 0.0 -0.1 0.1 0.0 -0.2 -0.0 -0.2 0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.2 0.2 -0.1 -0.2 -0.0 -0.2 0.1 -0.2 0.3 -0.1 -1.1 -0.5 -0.1 -0.2 0.1 -0.2 -0.7 -0.2 -0.7 COCOA 0.3 0.6 -0.5 -0.1 0.1 -0.4 0.1 -0.6 0.0 -0.1 -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 -0.1 -0.1 -0.0 -0.0 0.0 0.9 -0.2 -0.1 0.0 -0.2 -0.3 -0.0 -0.0 0.1 COFFEE -0.1 -0.4 0.1 -0.2 0.1 -0.5 0.2 -0.7 0.0 -0.0 0.3 0.1 0.6 -0.1 -0.0 0.4 0.3 0.4 0.4 -0.0 0.1 0.0 0.5 -0.0 -2.7 -0.1 -0.1 0.2 -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 0.1 -0.3 0.1 0.0 0.2 0.0 0.3 0.1 -0.0 0.4 -0.1 -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 1.4 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 0.0 -0.5 0.0 -1.6 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -1.0 -0.1 0.3 0.2 0.0 -0.3 -0.4 -0.2 -0.3 CRUDE_W 0.2 -0.1 -0.2 -0.1 0.2 -0.1 0.1 -0.0 -0.0 0.1 -0.4 0.1 -0.6 -0.1 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 0.0 -0.3 -0.0 1.0 -0.1 0.1 -0.3 0.1 -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 0.5 -0.1 0.1 0.2 0.4 0.2 0.5 0.2 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 0.3 0.2 0.4 0.2 -0.1 0.5 0.6 0.5 -0.1 0.3 0.7 0.2 0.7 DOW 0.2 0.3 0.3 0.1 0.2 0.3 0.2 0.4 0.1 0.1 0.4 0.1 0.6 0.2 0.2 -0.1 -0.2 -0.1 -0.2 0.2 0.2 0.1 0.4 0.2 -1.5 0.1 0.1 0.3 0.1 0.5 0.1 -0.2 -0.1 -0.0 0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX 0.0 -0.2 0.3 0.0 -0.2 0.0 -0.1 0.1 0.0 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 -0.0 0.2 -0.0 0.1 -0.2 -0.0 0.9 0.5 -0.1 -0.6 0.6 0.1 0.6 0.2 0.7 EUR -0.1 0.2 -0.2 0.0 -0.2 0.0 -0.2 0.1 0.0 -0.2 0.1 -0.2 0.7 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.2 0.4 -0.1 1.8 0.1 -0.2 0.2 -0.2 0.5 -0.0 -0.4 -0.2 -0.2 0.2 0.3 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.3 -0.5 -0.3 -0.1 0.0 -0.1 -0.0 -0.1 -0.1 0.0 -0.2 0.1 0.1 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 0.0 -0.0 -0.0 0.1 -0.1 0.0 -0.2 0.0 -0.1 -0.1 0.8 0.2 0.2 -0.4 -0.3 0.3 0.7 0.6 0.7 EUROSTX 0.4 0.3 0.3 0.1 0.2 0.4 0.2 0.5 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.1 -0.0 0.0 -0.0 0.2 0.2 0.2 0.5 0.2 -1.0 0.2 0.2 0.4 0.2 0.4 0.2 0.5 0.5 0.5 0.3 0.4 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.5 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 0.2 0.1 0.4 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.1 -0.0 0.3 0.1 0.7 0.1 1.1 0.2 0.6 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL -0.1 -0.5 -0.1 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 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 0.0 0.1 -0.1 0.2 0.1 0.7 -0.1 0.3 GASOLINE 0.1 -0.3 -0.1 -0.1 0.2 -0.1 0.1 -0.0 -0.0 0.1 -0.2 0.1 -0.1 -0.1 -0.1 -0.4 -0.1 -0.4 -0.4 -0.1 -0.1 0.1 -0.1 -0.0 -2.6 -0.1 0.2 -0.2 0.2 -0.2 0.0 -1.1 0.3 0.2 -0.1 -0.2 0.5 0.7 0.3 0.7 GAS_US_mini -0.5 -0.3 0.3 -0.0 0.1 -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 2.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.5 -0.2 0.1 0.2 -0.7 -0.2 -0.7 GBP 0.3 0.5 -0.3 0.0 -0.2 0.0 -0.2 0.1 0.0 -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 0.0 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 0.0 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.0 0.3 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.4 0.1 -2.7 0.2 0.0 0.5 0.0 0.7 0.1 -0.3 0.1 -0.0 0.0 0.5 0.4 0.2 -0.5 -0.6 HEATOIL -0.2 -0.5 -0.1 -0.0 0.1 -0.1 0.1 -0.0 -0.0 0.1 0.0 -0.0 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 0.1 -0.0 0.0 0.1 -0.0 0.8 -0.1 -0.2 -0.2 0.1 0.4 0.4 -0.1 -0.4 JGB-SGX-mini 0.0 -0.6 -0.5 -0.1 0.0 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -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 -0.1 -0.5 -0.1 -0.6 -0.2 0.9 -0.4 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.0 -0.0 -0.6 0.0 -0.2 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 -0.1 -0.5 -0.1 -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 -0.4 -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 0.2 0.7 LIVECOW 0.6 0.5 -0.6 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 0.1 0.1 0.4 0.2 0.0 -0.1 0.1 -0.0 0.0 0.1 0.1 0.1 0.4 0.2 -2.7 0.0 -0.0 0.1 0.0 0.5 0.1 1.0 -0.0 0.2 0.4 0.1 0.7 0.6 0.7 0.7 LUMBER-new -0.1 -0.3 -0.7 -0.2 0.1 -0.6 0.2 -0.8 0.0 -0.1 -0.6 -0.2 -0.7 -0.2 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.1 -0.6 -0.2 NaN -0.2 -0.1 -0.6 -0.2 -0.8 -0.2 -1.2 -0.6 -0.7 -0.5 -0.4 0.1 0.8 0.3 0.8 MXP 0.1 0.4 0.3 0.0 -0.2 0.0 -0.2 0.1 0.0 -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 0.0 0.0 0.5 0.6 0.4 0.4 0.6 0.5 NASDAQ_micro 0.1 0.0 0.1 0.1 0.2 0.3 0.2 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.5 0.0 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.3 -0.2 -0.3 -0.3 -0.1 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 0.1 0.6 0.1 0.1 0.3 0.1 0.4 0.1 0.0 0.4 0.1 0.5 0.1 0.1 0.2 0.1 0.1 0.1 0.2 0.2 0.1 0.5 0.1 -2.5 0.2 -0.1 0.5 0.0 0.7 0.1 1.1 -0.2 -0.2 -0.2 0.6 -0.2 0.1 -0.3 0.2 NZD 0.0 0.4 -0.2 0.0 -0.2 0.0 -0.1 0.1 0.0 -0.2 -0.2 -0.2 -0.4 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.0 2.3 -0.1 -0.2 -0.3 -0.2 -0.4 -0.1 0.0 -0.3 -0.4 0.0 -0.3 0.1 0.7 0.2 0.7 OAT 0.1 -0.2 0.1 -0.1 0.0 -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 0.2 0.2 0.0 0.2 -0.1 0.7 0.4 0.7 OATIES 0.4 0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.0 -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 0.0 -0.5 -0.0 -0.7 -0.1 0.3 -0.2 -0.2 -0.2 -0.5 -0.1 -0.5 OJ 0.6 0.6 -0.3 -0.1 0.1 -0.3 0.1 -0.5 0.0 0.0 -0.1 0.1 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.0 -0.1 0.1 -0.2 0.1 -2.7 0.1 0.0 -0.1 0.1 -0.2 0.1 0.7 0.2 0.6 0.5 -0.0 -0.6 -0.6 -0.3 -0.6 PALLAD -0.2 -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 1.4 0.1 0.0 0.2 -0.0 0.3 0.0 0.3 -0.1 -0.1 -0.1 0.1 0.2 -0.2 -0.7 -0.5 PLAT -0.3 -0.0 -0.5 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 0.0 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 -0.4 -0.4 REDWHEAT 0.2 0.0 0.4 -0.2 0.2 -0.5 0.2 -0.7 0.0 0.2 -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 0.1 -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 -0.1 -0.6 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.0 -0.1 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 -0.1 -0.3 -0.3 0.1 -0.2 0.4 0.2 0.7 RUSSELL 0.1 0.3 0.3 0.1 0.2 0.3 0.2 0.4 0.1 0.1 0.4 0.1 0.5 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.3 0.2 0.4 0.1 0.0 0.1 -0.2 0.2 -0.1 -0.2 -0.7 -0.5 -0.7 SHATZ 0.2 -0.3 -0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 -0.4 0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.3 -0.1 -0.2 0.0 -0.3 -0.0 1.3 -0.2 -0.0 -0.5 0.0 -0.4 -0.1 -1.1 0.2 0.2 -0.4 -0.4 0.7 0.7 0.7 0.7 SILVER-mini -0.4 0.1 0.0 0.0 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 -0.9 0.1 0.0 0.4 0.0 0.4 0.1 0.0 -0.0 0.1 0.5 0.6 0.2 0.7 -0.5 -0.1 SMI 0.5 0.6 0.6 0.1 0.2 0.4 0.2 0.5 0.2 0.2 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 0.2 0.5 0.2 0.7 0.2 1.0 0.4 0.6 0.6 0.6 -0.0 0.7 -0.1 0.7 SOFR -0.1 -0.4 -0.3 -0.1 0.0 -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 -0.2 -0.1 0.2 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.3 -0.4 0.2 -0.2 0.1 -0.5 0.2 -0.7 0.0 0.1 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.0 -0.1 -0.9 -0.1 0.0 0.1 -0.1 0.1 -0.2 0.1 -0.4 -0.6 -0.4 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 0.1 -0.1 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 0.1 0.0 -0.0 -0.8 -0.1 -0.1 -0.2 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL -0.1 -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 -0.3 -0.6 -0.4 -0.1 -0.6 -0.7 -0.6 -0.7 SP400 0.3 0.4 0.1 0.1 0.2 0.3 0.2 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 0.2 0.2 0.2 0.3 0.1 0.1 0.1 0.1 0.1 0.1 -0.0 -0.1 -0.2 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.2 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 0.1 0.3 0.1 0.6 0.1 -0.3 -0.3 -0.2 -0.2 -0.2 0.1 -0.7 0.1 -0.7 SUGAR11 0.2 0.4 -0.3 -0.1 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 0.3 0.6 0.0 -0.2 -0.6 0.0 -0.4 US10 -0.1 -0.3 -0.0 -0.1 0.0 -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 -1.4 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.2 -0.2 0.1 0.4 0.2 -0.7 -0.7 -0.6 -0.7 US10U -0.1 -0.3 0.0 -0.1 0.0 -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 0.3 0.5 0.4 -0.5 -0.4 -0.5 -0.7 US2 0.0 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.0 -0.1 -0.0 0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.0 -0.0 -0.1 0.0 -0.0 2.3 -0.0 -0.2 0.0 -0.1 0.1 -0.1 -1.1 -0.3 0.1 0.4 0.0 -0.7 -0.5 -0.7 -0.7 US20 0.0 -0.3 0.0 -0.1 0.0 -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 0.1 0.0 0.2 0.4 0.3 0.3 -0.2 0.5 -0.1 -0.6 US30 -0.0 -0.4 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 0.0 -0.0 -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 0.1 0.2 0.2 0.2 -0.2 0.3 0.0 -0.5 US5 -0.0 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.2 0.2 -0.1 0.3 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.0 0.0 -0.1 0.2 -0.1 -0.7 -0.0 -0.1 0.1 -0.1 0.3 -0.0 -0.5 -0.2 0.1 0.4 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.4 -0.9 -0.5 -0.3 -0.3 -0.9 -0.3 -0.7 -0.3 -0.3 -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 -0.3 -0.9 -0.3 -0.7 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.1 -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 0.1 -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 14.6 3.6 3.2 -20.0 0.2 -14.9 3.2 1.5 -8.3 17.6 12.6 9.8 20.0 18.9 1.0 -0.8 0.3 -0.3 17.7 12.8 6.7 7.3 16.7 17.7 15.9 -12.4 11.2 1.5 4.6 13.9 5.5 8.0 2.0 11.7 14.7 3.0 20.0 5.5 20.0 BITCOIN 10.9 -11.5 -20.0 12.1 3.0 16.2 1.7 16.4 5.8 -1.0 -16.3 5.3 0.4 -6.4 -19.5 -4.2 -6.4 -4.8 -5.5 -20.0 -20.0 4.9 -8.3 -4.2 -20.0 -20.0 -6.9 -20.0 -2.2 -7.2 -8.7 -0.1 20.0 -20.0 -20.0 -20.0 2.4 -1.2 -20.0 -17.4 BOBL 5.6 -13.4 -5.3 -9.7 0.0 -6.6 -1.0 -4.7 -7.3 5.9 -12.7 10.5 -5.2 -8.1 -13.7 -20.0 1.8 -8.8 0.7 -12.1 -10.8 3.8 -7.1 -4.7 3.1 -18.0 1.6 -14.4 2.9 -8.1 -8.8 -2.7 10.3 5.7 -13.5 -9.0 7.0 20.0 20.0 20.0 BTP 3.2 -8.9 -0.3 -12.2 0.0 -8.3 -1.3 -6.0 -9.2 20.0 10.2 18.5 18.1 0.4 2.4 14.4 9.8 12.0 10.8 -0.0 3.8 8.2 9.5 2.6 -20.0 -1.0 13.1 3.5 12.9 10.8 4.9 11.2 15.0 14.0 4.9 10.6 0.1 20.0 13.2 20.0 BUND 3.9 -12.8 -1.9 -10.3 0.0 -7.0 -1.1 -5.0 -7.7 11.9 -12.2 12.2 -11.0 -9.1 -14.2 17.5 5.3 9.6 6.7 -12.2 -10.4 4.1 -8.8 -5.7 -0.1 -16.5 7.1 -13.2 6.2 -8.4 -6.8 3.8 13.5 5.8 -11.4 -6.1 1.0 20.0 12.4 20.0 BUXL 4.3 -10.0 -0.6 -10.3 0.0 -7.0 -1.1 -5.0 -7.7 11.3 -17.2 9.8 -19.2 -11.4 -15.9 4.8 3.3 4.4 4.0 -14.9 -15.9 1.8 -18.5 -8.0 1.6 -17.6 8.2 -18.1 7.3 -16.7 -5.7 -0.2 13.9 5.2 -10.9 -6.3 -10.4 20.0 1.2 9.6 CAC 8.1 3.2 8.4 13.8 20.0 15.3 20.0 16.6 16.6 20.0 18.6 20.0 20.0 19.0 16.8 -6.8 -2.6 -5.1 -3.7 14.6 14.3 20.0 13.9 19.1 7.0 11.4 20.0 8.8 20.0 5.1 15.8 4.2 19.2 5.3 -5.9 0.1 17.2 20.0 10.7 20.0 CAD -2.0 17.7 0.1 3.2 -20.0 0.2 -14.7 3.2 1.5 -20.0 -5.8 -19.8 -3.7 7.2 8.5 -7.2 -7.5 -7.8 -7.8 6.1 1.2 -20.0 -4.2 -2.7 20.0 4.2 -20.0 -0.0 -20.0 -3.6 -4.4 -6.8 -20.0 -11.3 9.7 2.6 -20.0 -20.0 -20.0 -20.0 CANOLA 3.4 -11.8 -9.4 -10.0 8.9 -18.6 8.2 -20.0 0.4 8.5 -9.6 6.0 -3.2 -5.4 -7.0 -16.5 -13.9 -18.7 -16.9 -9.5 -8.9 4.7 -5.4 -4.3 7.3 -8.8 6.3 -8.9 4.7 -5.9 -3.0 -14.9 9.3 -2.5 -10.3 -1.9 11.4 20.0 20.0 20.0 CHF 1.8 1.5 -7.3 2.9 -20.0 0.2 -13.6 3.0 1.4 -20.0 -1.0 -16.4 14.2 -1.3 -7.6 -17.3 -16.4 -17.1 -16.5 -1.3 1.7 -18.4 9.1 -6.0 -1.8 -0.2 -20.0 3.1 -17.9 9.7 -5.4 -20.0 -19.7 -2.9 -5.8 4.3 -7.0 -20.0 -5.5 -20.0 COCOA 8.2 20.0 -15.3 -7.8 6.9 -14.4 6.4 -16.2 0.3 -5.8 -6.7 -4.1 -3.9 2.6 -3.3 -3.0 6.1 -2.6 0.6 -2.3 -5.5 -4.8 -3.6 -1.0 -20.0 -1.8 -8.3 -3.9 -1.9 -1.3 0.2 17.2 -8.2 -2.1 1.1 -7.2 -9.9 -1.5 -1.1 4.4 COFFEE -1.9 -13.7 2.7 -18.1 16.0 -20.0 14.8 -20.0 0.8 -1.5 12.2 5.9 15.7 -5.8 -4.6 20.0 17.2 20.0 20.0 -3.1 7.1 5.2 18.6 -1.4 -20.0 -5.5 -11.4 8.1 -4.0 20.0 -8.1 20.0 -7.0 -20.0 -13.6 18.2 20.0 15.7 20.0 20.0 COPPER 6.6 13.1 10.8 5.4 1.4 7.3 0.8 7.3 2.6 2.2 4.1 5.3 2.6 7.5 8.7 -6.8 -6.3 -7.1 -6.6 11.1 7.7 8.5 4.8 12.0 -2.5 7.2 0.5 6.9 3.4 7.2 6.0 -0.8 16.5 -4.3 -0.4 -7.1 20.0 20.0 20.0 20.0 CORN -0.2 0.1 8.1 -20.0 18.5 -20.0 17.1 -20.0 0.9 14.7 -1.6 2.9 -10.2 -7.3 1.9 -20.0 -19.9 -20.0 -20.0 0.0 -1.8 2.4 -10.3 -0.4 10.2 2.0 9.2 0.8 9.5 -7.4 4.6 -20.0 -12.5 3.3 5.1 20.0 -6.7 -11.1 3.4 -3.3 COTTON2 10.1 2.5 -3.3 -20.0 19.4 -20.0 18.0 -20.0 0.9 -0.6 -20.0 15.2 -20.0 7.3 -17.2 -20.0 -16.4 -19.7 -18.2 -7.8 -17.5 4.9 -20.0 2.3 -12.3 -12.0 -1.1 -20.0 11.0 -20.0 6.0 -18.4 -2.8 8.1 4.9 0.7 -7.6 -12.4 -5.8 -7.9 CRUDE_W 5.0 -2.0 -6.4 -5.1 18.4 -3.2 9.2 -0.6 -0.1 15.6 -16.0 9.2 -15.7 -7.1 -16.2 -0.6 4.1 0.3 1.9 -9.0 -10.8 2.9 -11.2 -3.7 7.9 -8.2 13.4 -12.4 7.3 -12.9 0.5 -2.3 -3.7 3.8 4.0 -10.8 14.2 20.0 9.2 18.7 DAX 20.0 14.6 -4.4 12.3 20.0 13.7 20.0 14.8 14.8 20.0 14.6 20.0 19.5 20.0 16.0 -8.7 -6.9 -7.4 -6.7 20.0 12.3 20.0 18.3 20.0 -14.1 20.0 20.0 9.4 20.0 11.5 20.0 -2.0 20.0 20.0 13.9 -3.8 9.6 20.0 4.7 20.0 DOW 5.3 9.4 8.5 9.2 20.0 10.3 15.9 11.1 11.1 13.2 16.2 12.6 15.8 14.9 14.5 -6.9 -8.1 -7.5 -7.7 16.3 17.0 16.2 16.4 16.1 -11.4 12.6 10.6 12.9 11.7 12.6 12.6 -4.1 -4.1 -1.1 3.9 1.9 -2.5 -20.0 -6.2 -20.0 DX 0.2 -7.3 9.7 3.0 -20.0 0.2 -13.8 3.0 1.4 20.0 5.4 18.2 -14.6 -6.9 5.3 5.9 6.2 6.0 6.0 -0.2 -0.6 14.4 -7.7 3.2 -20.0 -4.0 20.0 -0.9 10.3 -4.4 -2.4 16.8 20.0 -3.0 -17.6 20.0 1.8 17.8 7.1 20.0 EUR -3.1 6.1 -5.4 3.3 -20.0 0.2 -15.6 3.4 1.6 -20.0 5.3 -20.0 18.9 4.5 -2.5 -8.5 -8.0 -8.5 -8.2 2.0 6.4 -19.6 15.8 -5.6 13.8 7.0 -20.0 9.0 -19.3 14.8 -1.7 -7.4 -8.7 -7.6 7.1 8.2 -5.4 -20.0 -2.0 -20.0 EURIBOR-ICE 7.8 -14.6 -10.3 -7.2 0.0 -4.9 -0.8 -3.5 -5.4 2.6 -7.8 8.4 3.3 -4.1 -9.4 13.1 11.4 13.0 12.7 -7.6 -6.4 5.3 -0.7 -1.2 0.9 -11.8 1.7 -9.0 3.4 -2.8 -5.1 14.7 8.9 6.1 -11.5 -7.8 9.2 20.0 18.5 20.0 EUROSTX 13.4 9.9 8.0 12.4 20.0 13.8 20.0 14.9 15.0 18.5 20.0 20.0 20.0 20.0 20.0 6.9 -0.6 1.6 -0.2 20.0 20.0 20.0 20.0 20.0 -7.5 20.0 19.7 16.6 20.0 12.4 20.0 8.5 20.0 14.5 9.4 13.1 15.1 20.0 8.4 20.0 FEEDCOW 20.0 20.0 -15.5 -13.4 11.9 -20.0 11.0 -20.0 0.6 7.8 6.1 12.7 10.7 15.4 4.9 8.8 9.1 11.9 12.1 19.9 15.1 20.0 20.0 20.0 -20.0 7.6 -1.6 9.3 9.2 20.0 13.1 20.0 8.8 18.9 20.0 12.0 20.0 20.0 20.0 20.0 GASOIL -4.2 -15.9 -2.6 -3.7 13.4 -2.3 6.7 -0.4 -0.1 7.5 1.9 -2.8 4.4 -13.1 -11.0 10.8 14.9 15.1 16.1 -8.1 -2.0 -1.4 1.8 -8.0 -2.0 -1.7 10.4 2.1 6.2 4.1 0.7 20.0 0.2 3.3 -2.3 6.0 4.4 20.0 -3.8 8.0 GASOLINE 2.2 -9.3 -4.4 -5.1 18.6 -3.2 9.3 -0.6 -0.1 16.1 -8.6 10.3 -2.4 -10.2 -12.1 -20.0 -3.7 -20.0 -20.0 -8.7 -6.3 7.9 -3.2 -3.8 -19.3 -7.2 20.0 -8.6 15.6 -5.8 3.2 -20.0 11.0 6.6 -4.1 -6.4 16.3 20.0 10.1 20.0 GAS_US_mini -16.3 -8.1 9.3 -2.2 8.1 -1.4 4.1 -0.3 -0.1 -8.5 -5.9 -9.2 -6.6 -9.1 -6.6 20.0 -20.0 16.3 -14.0 -6.5 -3.5 -12.0 -3.1 -10.6 15.7 -5.4 -8.8 -2.4 -9.4 -1.8 -9.2 -20.0 -20.0 -15.7 -4.9 2.6 6.2 -19.6 -5.3 -20.0 GBP 7.9 14.9 -7.8 3.3 -20.0 0.2 -15.4 3.3 1.6 -20.0 1.7 -1.5 14.4 18.9 11.1 0.4 0.1 0.3 0.2 11.1 5.4 -1.5 7.8 11.1 1.7 17.5 -16.3 8.9 1.8 10.7 18.6 6.6 13.0 13.4 20.0 7.7 2.1 -6.9 5.5 -7.7 GOLD_micro -11.1 2.5 0.0 5.0 1.3 6.8 0.7 6.8 2.4 6.5 8.1 3.6 8.6 6.1 7.7 -7.7 -10.3 -8.5 -9.2 12.4 14.8 7.2 15.4 9.3 -20.0 14.0 3.8 20.0 3.9 20.0 7.1 -6.4 4.4 -0.8 0.5 15.7 10.8 4.9 -14.6 -18.8 HEATOIL -5.6 -15.6 -3.6 -3.5 12.7 -2.2 6.3 -0.4 -0.1 9.9 0.3 -0.7 2.9 -13.1 -11.4 14.8 11.7 15.1 13.4 -8.2 -2.5 -1.1 1.5 -7.8 -16.5 -5.2 6.2 -1.3 1.5 2.2 -4.0 15.9 -2.5 -5.3 -5.8 1.8 12.6 12.3 -4.3 -11.0 JGB-SGX-mini 0.7 -18.5 -16.2 -6.1 0.0 -4.2 -0.7 -3.0 -4.6 -7.1 -12.8 -9.8 -12.3 -11.8 -12.4 6.3 13.6 12.7 13.1 -20.0 -20.0 -11.2 -17.6 -18.0 -2.9 -20.0 -7.6 -19.4 -11.5 -15.4 -18.9 16.5 -16.1 -20.0 -20.0 -20.0 -6.5 -20.0 3.8 -20.0 JPY 1.3 -0.6 -19.9 2.1 -20.0 0.1 -9.8 2.1 1.0 -14.6 -16.1 -11.5 -14.7 -12.1 -15.4 -9.2 -10.6 -9.7 -9.9 -15.4 -19.6 -8.4 -17.8 -9.8 20.0 -16.8 -12.3 -20.0 -7.9 -17.0 -9.7 -11.0 7.5 -8.3 -17.4 -20.0 -7.8 -13.0 -6.3 -15.5 LEANHOG 12.8 13.1 -13.5 -20.0 18.4 -20.0 17.1 -20.0 0.9 19.3 2.9 20.0 12.1 20.0 2.2 -20.0 14.7 -19.1 6.0 11.9 4.5 17.9 7.3 19.8 -3.0 19.3 16.8 5.5 20.0 5.6 20.0 20.0 20.0 20.0 20.0 14.3 -1.0 11.4 7.3 20.0 LIVECOW 19.0 14.5 -20.0 -13.4 11.8 -20.0 11.0 -20.0 0.6 6.6 4.0 11.2 9.9 15.1 4.2 -2.5 6.6 -2.0 1.5 11.1 7.8 13.8 15.1 18.1 -20.0 0.2 -4.0 2.2 2.4 14.0 4.7 19.0 -1.0 6.6 12.0 4.0 20.0 18.3 20.0 20.0 LUMBER-new -1.4 -6.8 -20.0 -16.0 14.2 -20.0 13.1 -20.0 0.7 -10.2 -18.6 -16.5 -16.8 -15.8 -17.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -14.4 -20.0 -17.2 NaN -20.0 -6.1 -20.0 -18.5 -20.0 -20.0 -20.0 -20.0 -20.0 -12.2 -9.9 3.2 20.0 8.1 20.0 MXP 2.0 12.1 9.2 3.4 -20.0 0.2 -15.9 3.5 1.6 -6.5 20.0 8.6 20.0 20.0 20.0 13.3 13.0 13.2 12.9 20.0 20.0 6.1 20.0 19.0 -20.0 20.0 -7.5 20.0 -5.7 20.0 10.8 20.0 1.4 1.3 16.5 20.0 12.8 11.3 16.6 15.6 NASDAQ_micro 2.2 0.1 3.3 8.4 19.1 9.3 14.5 10.1 10.1 11.1 12.0 10.5 13.9 9.3 5.0 -7.5 -8.6 -8.0 -8.3 5.7 12.6 5.7 18.5 3.7 -20.0 2.9 7.2 8.2 5.5 13.1 2.9 -5.1 -8.5 -10.1 -9.8 -1.6 2.2 -20.0 1.9 -20.0 NIKKEI 4.7 3.8 20.0 8.5 13.7 10.2 11.9 11.4 9.1 2.5 14.7 11.7 15.2 10.2 12.3 11.1 7.4 7.2 6.6 17.0 20.0 11.8 20.0 13.5 -18.5 14.1 -6.8 20.0 3.3 20.0 6.8 20.0 -7.8 -6.8 -5.6 20.0 -5.6 3.3 -7.8 7.3 NZD 0.0 12.5 -6.4 2.6 -20.0 0.2 -12.3 2.7 1.2 -17.4 -7.9 -16.0 -10.3 8.6 -1.3 -3.9 -3.4 -4.1 -4.0 -0.6 -6.2 -9.3 -8.8 -1.6 16.9 -5.3 -20.0 -10.3 -14.2 -11.7 -6.0 0.0 -10.5 -13.2 0.5 -8.8 2.4 20.0 6.4 20.0 OAT 2.2 -7.7 3.4 -9.6 0.0 -6.5 -1.0 -4.7 -7.2 12.9 -0.8 12.9 -4.3 -5.0 -5.2 13.1 12.6 15.2 15.1 -3.9 -3.0 4.5 -3.6 -0.9 0.6 -5.0 6.4 -3.6 7.0 -2.5 0.1 17.6 9.9 7.1 0.5 5.8 -1.9 20.0 11.5 20.0 OATIES 12.8 0.3 -5.0 -12.1 10.7 -20.0 9.9 -20.0 0.5 0.3 -11.2 10.5 -11.2 1.7 -3.8 -14.8 -12.1 -18.1 -16.8 -6.7 -11.5 2.2 -11.7 -0.2 -4.8 -9.0 -2.4 -14.1 3.7 -13.5 -0.1 -13.4 -5.0 8.3 -5.4 -6.6 -7.2 -14.8 -2.9 -16.5 OJ 20.0 20.0 -8.7 -6.3 5.6 -11.8 5.2 -13.2 0.3 0.9 -4.7 6.0 -6.6 6.1 -0.9 1.4 2.3 -1.4 -0.7 3.0 -5.0 8.6 -8.2 9.7 -20.0 5.0 2.3 -2.5 9.9 -5.1 11.8 12.4 10.1 20.0 14.8 -0.8 -18.8 -18.0 -10.0 -18.6 PALLAD -6.6 -2.2 1.2 4.2 1.0 5.6 0.6 5.6 2.0 3.9 4.9 0.9 4.5 2.5 4.1 -3.0 -3.1 -3.2 -3.1 6.3 5.6 4.4 4.2 5.7 10.9 4.9 0.8 7.5 -1.0 7.7 0.9 4.9 -6.2 -1.6 -2.5 1.6 6.5 -5.4 -20.0 -16.0 PLAT -8.3 -0.8 -15.4 4.2 1.1 5.6 0.6 5.7 2.0 0.5 6.3 2.8 6.2 4.3 5.2 -3.2 -3.9 -4.0 -3.8 9.4 7.2 5.4 5.2 9.3 -0.2 9.5 -1.1 8.9 1.9 8.2 7.3 3.7 -15.9 18.7 13.0 6.6 20.0 10.5 -13.1 -11.3 REDWHEAT 6.2 1.5 11.9 -19.6 17.4 -20.0 16.1 -20.0 0.8 17.6 -17.1 13.7 -20.0 1.3 -2.5 -16.5 -16.4 -16.4 -16.7 -2.2 -9.6 8.3 -19.9 2.8 7.6 0.4 14.0 -5.0 11.2 -13.6 5.3 -17.5 -12.7 4.4 6.0 18.8 -20.0 -20.0 -20.0 -20.0 RICE 17.2 10.6 -2.7 -6.5 5.7 -12.1 5.3 -13.5 0.3 4.5 -7.6 4.3 -8.0 -1.3 -5.9 -19.8 -14.3 -20.0 -19.5 -6.6 -11.6 3.0 -13.5 -1.0 0.7 -4.7 4.5 -11.4 7.4 -14.5 3.6 -18.6 6.8 5.6 0.4 -8.7 -12.6 -16.6 -3.2 -16.9 ROBUSTA -1.7 -19.4 -1.8 -10.3 9.1 -19.1 8.4 -20.0 0.4 -6.9 1.1 4.0 -1.5 -5.2 -6.0 20.0 13.9 15.3 13.6 -9.4 -5.4 -1.6 -1.1 -7.1 -20.0 -8.4 -3.3 -4.7 -2.3 -0.7 -6.9 20.0 -2.9 -10.3 -9.5 2.4 -7.0 11.3 6.3 20.0 RUSSELL 3.6 9.9 7.9 9.8 20.0 10.9 16.9 11.8 11.8 15.9 15.9 12.4 15.2 14.2 13.0 -4.5 -5.2 -4.7 -4.8 13.1 14.8 19.2 14.2 14.3 8.1 10.7 19.4 12.0 15.7 11.9 12.4 0.8 2.9 -7.1 5.9 -4.6 -4.8 -20.0 -13.9 -20.0 SHATZ 7.6 -8.6 -7.8 -9.1 0.0 -6.2 -1.0 -4.5 -6.8 1.9 -15.3 9.6 -9.5 -5.4 -12.4 -20.0 -17.6 -18.3 -16.9 -12.3 -14.1 3.2 -10.5 -3.7 9.9 -19.1 -1.1 -18.0 1.4 -11.5 -9.1 -20.0 7.6 7.0 -12.1 -11.8 20.0 20.0 20.0 20.0 SILVER-mini -13.5 3.1 0.8 4.6 1.2 6.2 0.6 6.2 2.2 4.1 8.2 6.0 8.1 7.1 7.8 -4.2 -6.2 -5.1 -5.6 15.3 12.1 10.7 8.3 14.9 -7.0 12.4 1.4 14.1 2.5 12.4 7.3 0.1 -1.9 4.3 15.1 18.5 5.7 20.0 -14.5 -4.4 SMI 14.3 20.0 19.4 12.5 20.0 14.0 20.0 15.1 15.2 18.6 20.0 20.0 18.4 20.0 20.0 12.9 5.3 9.2 6.8 20.0 20.0 20.0 20.0 20.0 12.9 20.0 19.7 20.0 20.0 19.5 20.0 19.4 14.8 20.0 20.0 20.0 -1.5 20.0 -1.6 20.0 SOFR -3.2 -12.8 -8.0 -12.2 0.0 -8.3 -1.3 -6.0 -9.2 -16.2 4.5 -13.0 15.5 -19.5 -19.1 8.4 6.2 7.9 7.4 -10.7 -1.7 -8.3 8.6 -10.9 -20.0 -10.6 -12.8 -1.0 -9.6 8.4 -11.9 5.4 -10.4 -4.1 5.6 -5.3 -12.6 -17.8 -11.1 -20.0 SOYBEAN -10.7 -13.8 7.5 -18.7 16.5 -20.0 15.3 -20.0 0.8 6.2 4.9 -8.5 3.8 -16.9 -8.5 -4.6 -5.2 -3.7 -4.7 -8.5 -0.2 -5.4 -1.0 -12.3 -6.4 -10.2 0.7 3.4 -5.0 3.7 -14.7 2.2 -16.2 -18.4 -12.2 20.0 -20.0 -9.6 -20.0 -5.5 SOYMEAL -8.3 -13.6 20.0 -14.5 12.8 -20.0 11.9 -20.0 0.6 7.9 -2.0 2.1 -9.6 -13.2 -4.1 -10.8 -14.6 -12.5 -14.3 -5.7 -1.3 -1.6 -5.5 -8.2 -14.8 3.4 7.4 8.0 4.9 0.4 -0.7 -14.3 -4.0 -1.9 -5.9 20.0 -20.0 -20.0 -10.9 -20.0 SOYOIL -4.2 -8.2 -9.8 -19.3 17.1 -20.0 15.8 -20.0 0.8 12.3 -10.2 2.6 5.7 -12.8 -14.7 -9.3 -5.8 -8.7 -7.4 -13.0 -8.1 -0.1 1.5 -9.0 -18.8 -20.0 0.5 -14.0 -7.9 -3.7 -18.9 0.1 -14.5 -20.0 -13.1 -2.0 -16.8 -19.9 -17.7 -20.0 SP400 8.1 12.4 4.4 9.5 20.0 10.6 16.4 11.4 11.5 14.4 15.1 13.2 10.0 15.2 13.8 -6.2 -6.0 -6.0 -5.9 12.8 10.0 18.1 7.9 15.9 2.3 7.3 11.7 4.8 10.2 3.1 9.4 -0.8 -6.0 -6.1 4.9 -13.8 -2.7 -20.0 -7.1 -20.0 SP500_micro 5.7 5.2 10.0 11.0 20.0 12.2 19.0 13.2 13.3 15.0 19.7 16.5 19.9 17.6 16.5 -8.6 -9.4 -8.9 -9.0 13.3 20.0 11.5 20.0 11.0 -20.0 7.1 11.3 11.0 9.3 15.4 7.9 -6.4 -12.9 -7.3 -4.7 -6.7 3.9 -20.0 4.4 -20.0 SUGAR11 7.3 11.1 -9.2 -13.2 11.7 -20.0 10.8 -20.0 0.5 -2.1 -12.0 0.9 -14.5 3.4 -7.0 17.9 11.4 16.1 11.8 -4.2 -12.5 -0.1 -17.5 -0.0 -20.0 0.9 6.2 -10.7 9.8 -15.9 9.7 20.0 -1.9 9.6 19.3 0.9 -5.8 -16.6 0.9 -11.4 US10 -1.9 -8.9 -1.2 -10.9 0.0 -7.4 -1.2 -5.3 -8.2 -15.0 10.2 -10.7 8.5 -12.9 -11.3 2.5 0.7 2.2 1.8 -4.1 2.3 -5.3 6.3 -5.7 -10.2 -1.9 -9.0 5.1 -5.1 9.6 -4.3 -4.1 -8.1 1.9 11.2 5.0 -20.0 -20.0 -18.0 -20.0 US10U -2.0 -9.3 1.3 -13.3 0.0 -9.1 -1.4 -6.5 -10.0 -14.3 13.2 -10.9 7.3 -18.7 -13.8 3.4 -0.1 2.3 1.2 -3.8 3.9 -5.4 6.8 -6.3 -15.3 2.7 -2.0 10.6 2.1 14.3 1.6 -5.6 -0.4 9.0 16.7 12.0 -14.6 -11.2 -14.9 -20.0 US2 1.3 -3.8 -2.3 -10.6 0.0 -7.2 -1.1 -5.2 -8.0 -17.8 1.2 -5.5 -1.3 0.8 -6.8 -8.2 -14.0 -10.3 -11.5 -2.6 -0.7 -8.2 0.7 -3.3 17.4 -3.4 -20.0 0.2 -11.3 4.1 -5.7 -20.0 -12.8 1.6 11.8 0.7 -20.0 -15.2 -20.0 -20.0 US20 1.0 -10.8 1.2 -9.6 0.0 -6.5 -1.0 -4.7 -7.2 7.0 5.9 7.7 -2.5 -9.3 -9.3 5.1 3.4 4.6 4.2 -3.9 0.2 0.9 1.1 -2.9 -10.4 1.9 8.3 5.1 9.3 6.2 5.4 0.2 9.8 11.8 10.3 8.8 -7.3 14.7 -2.9 -17.9 US30 -0.9 -10.9 1.1 -10.9 0.0 -7.4 -1.2 -5.3 -8.2 4.1 0.6 -4.3 -9.3 -16.9 -15.1 1.9 -1.4 0.9 -0.2 -7.6 -3.2 -1.8 -3.2 -6.9 -5.9 -2.5 9.0 1.6 6.9 2.3 1.0 -7.8 6.1 7.0 7.2 7.7 -6.0 9.3 0.3 -14.0 US5 -1.3 -7.2 -2.3 -11.4 0.0 -7.8 -1.2 -5.6 -8.5 -17.9 8.6 -10.3 8.8 -9.9 -10.0 0.6 -2.5 -0.4 -1.2 -3.9 1.5 -7.7 5.8 -5.6 -5.6 -1.7 -13.8 3.8 -6.2 8.8 -3.4 -9.4 -7.9 4.0 13.2 3.4 -20.0 -20.0 -20.0 -20.0 VIX -8.5 -18.2 -9.7 -20.0 -20.0 -20.0 -20.0 -11.9 -20.0 -20.0 -20.0 -20.0 -19.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -16.5 -14.5 -20.0 NaN -20.0 -20.0 -20.0 -20.0 -12.1 -20.0 NaN NaN NaN NaN NaN -1.9 -20.0 NaN NaN WHEAT 3.0 -6.7 3.4 -20.0 18.1 -20.0 16.8 -20.0 0.9 16.7 -20.0 8.5 -20.0 -14.7 -16.2 -18.8 -18.2 -18.0 -17.9 -11.8 -16.3 3.2 -20.0 -5.6 11.9 -11.1 10.5 -11.9 5.4 -15.6 -4.9 -19.8 -13.4 -5.7 -6.9 12.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3