******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260112_204050 produced at 2026-01-12 21:38:16.987982 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.71 0.0 0.00 0.00 0.00 0.00 -25.61 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.53 0.0 0.00 0.00 0.00 0.00 -41.67 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.22 -0.37 0.0 999.00 -999.00 -0.22 -0.24 -44.19 999999999.0 -26 -29 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.70 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -2.36 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 -30.24 59.0 0 0 caleb_strategy_v3 US5 False False 0.05 0.00 -0.11 0.0 1.19 -1.19 0.00 0.00 -2.35 25.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.10 0.0 0.90 -0.90 -0.21 -0.21 -1.49 13.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.10 0.0 0.59 -0.59 -0.10 -0.10 -2.84 17.0 -3 -3 caleb_strategy_v3 US10 False False 0.05 0.00 -0.07 0.0 0.84 -0.84 0.00 0.00 -1.48 17.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.06 0.0 0.16 -0.16 -0.09 -0.09 -4.33 11.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 0.00 -0.05 0.0 0.92 -0.92 0.00 0.00 -1.72 29.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.04 0.0 0.02 -0.02 0.00 0.00 -6.22 3.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.04 0.0 0.65 -0.65 0.00 0.00 -0.84 13.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.03 0.0 999.00 -999.00 0.00 0.00 -0.66 999999999.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.80 2.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.03 0.0 0.00 -0.03 -0.03 -0.03 -2.85 4.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.42 9.0 -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 -6.23 26.0 -5 -5 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.03 -1.36 9.0 -1 -2 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -0.94 7.0 -1 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.04 -0.02 0.0 0.09 -0.09 -0.04 -0.04 -1.40 8.0 -3 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.02 0.0 0.13 -0.13 -0.11 -0.11 -1.83 10.0 -8 -8 caleb_strategy_v3 CORN False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -2.45 12.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.77 18.0 -4 -4 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.02 0.0 1.13 -1.13 0.00 0.00 -0.30 19.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.25 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 -0.17 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.05 -0.01 0.0 0.52 -0.52 -0.05 -0.14 -0.39 23.0 -2 -6 caleb_strategy_v3 HEATOIL False False 0.04 -0.04 -0.01 0.0 0.12 -0.12 -0.04 0.00 -0.17 3.0 -1 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.50 3.0 -2 -2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.39 -0.39 0.00 0.00 -0.37 23.0 0 0 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.62 -0.62 -0.02 -0.02 -0.40 26.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -3.07 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 0.06 0.00 0.00 0.0 0.90 -0.90 0.00 0.00 0.06 14.0 0 0 caleb_strategy_v3 BUND False False 0.07 -0.13 0.00 0.0 0.65 -0.65 -0.13 -0.07 0.06 10.0 -2 -1 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.07 9.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.16 -0.00 0.0 1.13 -1.13 -0.16 -0.18 -0.03 56.0 -8 -9 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.33 -0.33 0.00 0.00 0.08 6.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.09 0.09 0.01 0.0 999.00 -999.00 0.09 0.09 0.12 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 NZD False False 0.03 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.58 21.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 0.02 0.0 0.74 -0.74 -0.03 -0.02 1.02 48.0 -2 -1 caleb_strategy_v3 DX False False 0.04 0.09 0.02 0.0 999.00 -999.00 0.09 0.17 0.43 999999999.0 2 4 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.02 0.0 0.11 -0.11 0.03 0.03 0.91 4.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.02 0.03 0.0 0.72 -0.72 0.02 0.01 2.62 66.0 2 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.00 0.03 0.0 0.13 -0.13 0.00 0.03 0.98 5.0 0 1 caleb_strategy_v3 SP400 False False 0.15 0.30 0.04 0.0 0.30 -0.30 0.30 0.30 0.24 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.70 -0.70 0.00 0.00 1.09 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.06 0.0 0.39 -0.39 0.00 0.00 10.12 68.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.08 0.0 0.21 -0.21 0.08 0.08 5.08 13.0 5 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.08 0.0 0.62 -0.62 0.08 0.08 1.07 8.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.22 0.08 0.0 0.81 -0.81 0.22 0.22 2.28 22.0 6 6 caleb_strategy_v3 COPPER False False 0.07 0.20 0.10 0.0 999.00 -999.00 0.20 0.26 1.53 999999999.0 3 4 caleb_strategy_v3 BTP False False 0.06 0.00 0.13 0.0 0.62 -0.62 0.00 0.00 2.18 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.37 0.14 0.0 0.62 -0.62 0.37 0.37 2.30 10.0 6 6 caleb_strategy_v3 DAX False False 0.01 0.00 0.15 0.0 0.76 -0.76 0.00 0.00 11.27 58.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.56 -0.56 0.00 0.00 5.21 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.46 0.15 0.0 0.62 -0.62 0.46 0.46 4.96 20.0 15 15 caleb_strategy_v3 CAC False True 0.04 0.00 0.18 0.0 0.00 0.00 0.00 0.00 4.13 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.22 0.19 0.0 0.52 -0.52 0.22 0.23 13.18 36.0 15 16 caleb_strategy_v3 SMI False True 0.07 0.00 0.20 0.0 0.00 0.00 0.00 0.00 2.73 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.58 0.82 0.0 0.73 -0.73 0.58 0.58 67.20 60.0 48 48 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.90 0.0 1.25 -1.25 0.00 0.00 7.19 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.4 Shocked risk 89.1 Sum abs risk 64.9 Leverage 9.70 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2283202.49, 'annual_cash_vol_target': 570800.6225, 'daily_cash_vol_target': 35675.03890625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6715 0.4787 7.6585 BITCOIN 1925.1991 92090.0000 2.0906 33.4490 BOBL 0.1686 116.3900 0.1449 2.3180 BTP 0.4097 120.9600 0.3387 5.4188 BUND 0.3550 128.1000 0.2771 4.4340 BUXL 0.8310 110.9200 0.7492 11.9868 CAC 50.6212 8370.5000 0.6048 9.6761 CAD 0.0026 0.7230 0.3548 5.6773 CANOLA 6.9472 631.7000 1.0998 17.5962 CHF 0.0048 1.2633 0.3805 6.0880 COCOA 179.1706 5470.0000 3.2755 52.4082 COFFEE 5.5079 338.3500 1.6279 26.0459 COPPER 0.0982 6.0200 1.6312 26.0985 CORN 3.6655 463.7500 0.7904 12.6466 COTTON2 0.6330 64.9400 0.9747 15.5960 CRUDE_W 0.8540 58.4500 1.4611 23.3771 DAX 148.0937 25551.0000 0.5796 9.2736 DOW 304.1546 49798.0000 0.6108 9.7724 DX 0.3203 98.6250 0.3248 5.1969 EUR 0.0038 1.1708 0.3254 5.2070 EURIBOR-ICE 0.0328 97.6300 0.0336 0.5380 EUROSTX 42.1995 6042.0000 0.6984 11.1750 FEEDCOW 2.9219 354.9500 0.8232 13.1711 GASOIL 10.8622 621.7500 1.7470 27.9527 GASOLINE 0.0303 2.0505 1.4789 23.6625 GAS_US_mini 0.1419 2.8350 5.0041 80.0654 GBP 0.0058 1.3465 0.4291 6.8656 GOLD_micro 48.7588 4620.3000 1.0553 16.8851 HEATOIL 0.0381 2.1322 1.7864 28.5827 JGB-SGX-mini 0.2208 132.0800 0.1671 2.6742 JPY 0.0000 0.0064 0.5517 8.8276 LEANHOG 1.1229 90.8000 1.2366 19.7862 LIVECOW 1.8364 236.3000 0.7772 12.4345 LUMBER-new 7.3798 579.0000 1.2746 20.3934 MXP 0.0003 0.0555 0.4530 7.2487 NASDAQ_micro 191.2977 26016.2500 0.7353 11.7648 NIKKEI 496.9271 52080.0000 0.9542 15.2666 NZD 0.0032 0.5780 0.5462 8.7395 OAT 0.3572 121.0800 0.2950 4.7198 OATIES 5.3181 300.7500 1.7683 28.2923 OJ 6.8109 196.6500 3.4635 55.4157 PALLAD 69.6990 1920.0000 3.6302 58.0825 PLAT 81.7815 2361.7000 3.4628 55.4052 REDWHEAT 7.3872 539.2500 1.3699 21.9185 RICE 0.1641 10.2550 1.6005 25.6084 ROBUSTA 61.4704 3917.0000 1.5693 25.1092 RUSSELL 23.9689 2648.5000 0.9050 14.4800 SHATZ 0.0483 106.8300 0.0452 0.7230 SILVER-mini 2.3346 86.4875 2.6994 43.1904 SMI 71.4012 13310.0000 0.5364 8.5832 SOFR 0.0424 96.5150 0.0439 0.7023 SOYBEAN 8.1956 1069.2500 0.7665 12.2637 SOYMEAL 3.8066 302.2000 1.2596 20.1543 SOYOIL 0.5570 50.8400 1.0955 17.5283 SP400 27.3938 3480.4000 0.7871 12.5934 SP500_micro 38.5354 7022.5000 0.5487 8.7799 SUGAR11 0.2088 14.5100 1.4388 23.0202 US10 0.2734 112.1562 0.2437 3.8999 US10U 0.3724 114.6719 0.3247 5.1956 US2 0.0669 104.2305 0.0642 1.0271 US20 0.5777 115.6250 0.4997 7.9945 US30 0.8463 117.9062 0.7177 11.4839 US5 0.1767 109.0234 0.1621 2.5937 VIX 0.3992 18.9500 2.1064 33.7021 WHEAT 6.3415 569.2500 1.1140 17.8243 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 671.50 0.48 321.42 1.00 321.42 35675.04 110.99 18.08 200.66 BITCOIN 92.09 2.09 192.52 1.00 192.52 35675.04 185.31 -15.05 -278.85 BOBL 1163.90 0.14 168.62 1.16 196.41 35675.04 181.63 -1.63 -29.62 BTP 1209.60 0.34 409.66 1.16 477.18 35675.04 74.76 8.55 63.92 BUND 1281.00 0.28 355.00 1.16 413.51 35675.04 86.27 0.68 5.88 BUXL 1109.20 0.75 830.98 1.16 967.94 35675.04 36.86 -4.64 -17.10 CAC 837.05 0.60 506.21 1.16 589.64 35675.04 60.50 20.00 121.01 CAD 723.05 0.35 256.56 1.00 256.56 35675.04 139.05 -4.76 -66.16 CANOLA 126.34 1.10 138.94 0.72 100.17 35675.04 356.14 -3.54 -126.13 CHF 1579.12 0.38 600.86 1.00 600.86 35675.04 59.37 -9.63 -57.16 COCOA 547.00 3.28 1791.71 1.00 1791.71 35675.04 19.91 -8.14 -16.22 COFFEE 1268.81 1.63 2065.46 1.00 2065.46 35675.04 17.27 3.43 5.93 COPPER 1505.00 1.63 2454.89 1.00 2454.89 35675.04 14.53 9.73 14.14 CORN 231.88 0.79 183.28 1.00 183.28 35675.04 194.65 -5.16 -100.37 COTTON2 324.70 0.97 316.50 1.00 316.50 35675.04 112.72 -15.77 -177.73 CRUDE_W 584.50 1.46 853.99 1.00 853.99 35675.04 41.77 2.17 9.06 DAX 255.51 0.58 148.09 1.16 172.50 35675.04 206.81 15.95 329.92 DOW 248.99 0.61 152.08 1.00 152.08 35675.04 234.58 4.80 112.48 DX 986.25 0.32 320.34 1.00 320.34 35675.04 111.37 1.49 16.59 EUR 1463.44 0.33 476.26 1.00 476.26 35675.04 74.91 0.33 2.44 EURIBOR-ICE 2440.75 0.03 82.07 1.16 95.59 35675.04 373.20 5.64 210.55 EUROSTX 604.20 0.70 421.99 1.16 491.54 35675.04 72.58 20.00 145.16 FEEDCOW 1774.75 0.82 1460.96 1.00 1460.96 35675.04 24.42 13.23 32.32 GASOIL 621.75 1.75 1086.22 1.00 1086.22 35675.04 32.84 6.38 20.97 GASOLINE 861.21 1.48 1273.65 1.00 1273.65 35675.04 28.01 -5.47 -15.32 GAS_US_mini 70.88 5.00 354.66 1.00 354.66 35675.04 100.59 -5.71 -57.46 GBP 841.56 0.43 361.11 1.00 361.11 35675.04 98.79 8.86 87.57 GOLD_micro 462.03 1.06 487.59 1.00 487.59 35675.04 73.17 -0.11 -0.79 HEATOIL 895.52 1.79 1599.78 1.00 1599.78 35675.04 22.30 -1.79 -3.98 JGB-SGX-mini 132080.00 0.17 22075.68 0.01 140.23 35675.04 254.40 -15.10 -384.26 JPY 794.75 0.55 438.48 1.00 438.48 35675.04 81.36 -13.42 -109.17 LEANHOG 363.20 1.24 449.15 1.00 449.15 35675.04 79.43 10.51 83.51 LIVECOW 945.20 0.78 734.57 1.00 734.57 35675.04 48.57 6.79 32.97 LUMBER-new 159.22 1.27 202.95 1.00 202.95 35675.04 175.79 -14.52 -255.29 MXP 277.40 0.45 125.67 1.00 125.67 35675.04 283.87 16.11 457.18 NASDAQ_micro 520.33 0.74 382.60 1.00 382.60 35675.04 93.24 -1.82 -16.95 NIKKEI 52080.00 0.95 49692.71 0.01 317.31 35675.04 112.43 10.81 121.55 NZD 578.05 0.55 315.74 1.00 315.74 35675.04 112.99 1.99 22.47 OAT 1210.80 0.29 357.17 1.16 416.03 35675.04 85.75 7.85 67.32 OATIES 150.38 1.77 265.90 1.00 265.90 35675.04 134.17 -14.68 -196.94 OJ 294.98 3.46 1021.64 1.00 1021.64 35675.04 34.92 -5.93 -20.72 PALLAD 1920.00 3.63 6969.90 1.00 6969.90 35675.04 5.12 3.04 1.56 PLAT 1180.85 3.46 4089.07 1.00 4089.07 35675.04 8.72 4.48 3.91 REDWHEAT 269.62 1.37 369.36 1.00 369.36 35675.04 96.59 -10.91 -105.39 RICE 205.10 1.60 328.27 1.00 328.27 35675.04 108.68 -10.75 -116.85 ROBUSTA 391.70 1.57 614.70 1.00 614.70 35675.04 58.04 -4.83 -28.05 RUSSELL 132.43 0.90 119.84 1.00 119.84 35675.04 297.68 10.24 304.90 SHATZ 1068.30 0.05 48.27 1.16 56.23 35675.04 634.49 -3.66 -231.96 SILVER-mini 2162.19 2.70 5836.60 1.00 5836.60 35675.04 6.11 5.69 3.48 SMI 1331.00 0.54 714.01 1.25 892.75 35675.04 39.96 20.00 79.92 SOFR 2412.88 0.04 105.91 1.00 105.91 35675.04 336.86 -12.49 -420.80 SOYBEAN 534.62 0.77 409.78 1.00 409.78 35675.04 87.06 -11.58 -100.79 SOYMEAL 302.20 1.26 380.66 1.00 380.66 35675.04 93.72 -15.53 -145.53 SOYOIL 305.04 1.10 334.18 1.00 334.18 35675.04 106.76 -18.37 -196.06 SP400 3480.40 0.79 2739.38 1.00 2739.38 35675.04 13.02 5.48 7.14 SP500_micro 351.12 0.55 192.68 1.00 192.68 35675.04 185.15 2.36 43.66 SUGAR11 162.51 1.44 233.82 1.00 233.82 35675.04 152.58 -7.44 -113.57 US10 1121.56 0.24 273.38 1.00 273.38 35675.04 130.50 -8.96 -116.91 US10U 1146.72 0.32 372.37 1.00 372.37 35675.04 95.81 -6.87 -65.81 US2 2084.61 0.06 133.81 1.00 133.81 35675.04 266.60 -7.97 -212.59 US20 1156.25 0.50 577.73 1.00 577.73 35675.04 61.75 -0.96 -5.90 US30 1179.06 0.72 846.26 1.00 846.26 35675.04 42.16 -4.59 -19.33 US5 1090.23 0.16 176.73 1.00 176.73 35675.04 201.86 -9.17 -185.14 VIX 189.50 2.11 399.16 1.00 399.16 35675.04 89.38 -20.00 -178.75 WHEAT 284.62 1.11 317.08 1.00 317.08 35675.04 112.51 -16.18 -182.08 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 200.660 0.010 2.5 5.214 BITCOIN -278.854 0.043 2.5 -30.239 BOBL -29.623 0.004 2.5 -0.301 BTP 63.918 0.014 2.5 2.183 BUND 5.876 0.004 2.5 0.060 BUXL -17.103 0.004 2.5 -0.174 CAC 121.006 0.014 2.5 4.133 CAD -66.158 0.010 2.5 -1.719 CANOLA -126.128 0.010 2.5 -3.073 CHF -57.164 0.010 2.5 -1.485 COCOA -16.216 0.010 2.5 -0.395 COFFEE 5.933 0.005 2.5 0.079 COPPER 14.140 0.043 2.5 1.533 CORN -100.373 0.010 2.5 -2.445 COTTON2 -177.726 0.010 2.5 -4.330 CRUDE_W 9.061 0.043 2.5 0.983 DAX 329.918 0.014 2.5 11.269 DOW 112.484 0.009 2.5 2.618 DX 16.592 0.010 2.5 0.431 EUR 2.445 0.010 2.5 0.064 EURIBOR-ICE 210.545 0.014 2.5 7.191 EUROSTX 145.155 0.014 2.5 4.958 FEEDCOW 32.316 0.013 2.5 1.072 GASOIL 20.967 0.017 2.5 0.910 GASOLINE -15.315 0.017 2.5 -0.665 GAS_US_mini -57.457 0.043 2.5 -6.231 GBP 87.568 0.010 2.5 2.275 GOLD_micro -0.792 0.014 2.5 -0.027 HEATOIL -3.982 0.017 2.5 -0.173 JGB-SGX-mini -384.258 0.043 2.5 -41.669 JPY -109.175 0.010 2.5 -2.837 LEANHOG 83.513 0.024 2.5 5.083 LIVECOW 32.968 0.013 2.5 1.094 LUMBER-new -255.289 0.010 2.5 -6.220 MXP 457.177 0.059 2.5 67.196 NASDAQ_micro -16.954 0.009 2.5 -0.395 NIKKEI 121.549 0.043 2.5 13.181 NZD 22.471 0.010 2.5 0.584 OAT 67.320 0.014 2.5 2.299 OATIES -196.943 0.010 2.5 -4.798 OJ -20.724 0.010 2.5 -0.505 PALLAD 1.556 0.014 2.5 0.053 PLAT 3.912 0.014 2.5 0.134 REDWHEAT -105.392 0.005 2.5 -1.400 RICE -116.846 0.010 2.5 -2.847 ROBUSTA -28.049 0.005 2.5 -0.373 RUSSELL 304.899 0.013 2.5 10.118 SHATZ -231.956 0.004 2.5 -2.355 SILVER-mini 3.481 0.014 2.5 0.119 SMI 79.921 0.014 2.5 2.730 SOFR -420.803 0.024 2.5 -25.610 SOYBEAN -100.794 0.004 2.5 -0.939 SOYMEAL -145.530 0.004 2.5 -1.355 SOYOIL -196.062 0.004 2.5 -1.828 SP400 7.136 0.013 2.5 0.237 SP500_micro 43.657 0.009 2.5 1.016 SUGAR11 -113.565 0.010 2.5 -2.767 US10 -116.911 0.005 2.5 -1.484 US10U -65.810 0.005 2.5 -0.835 US2 -212.588 0.005 2.5 -2.698 US20 -5.903 0.005 2.5 -0.075 US30 -19.334 0.005 2.5 -0.245 US5 -185.142 0.005 2.5 -2.349 VIX -178.751 0.099 2.5 -44.185 WHEAT -182.083 0.005 2.5 -2.419 ===================== Position diags ===================== AUD 2.88 BITCOIN 20.09 BOBL 1.84 BTP 2.55 BUND 0.88 BUXL 0.37 CAC 2.07 CAD 3.61 CANOLA 8.68 CHF 1.54 COCOA 0.49 COFFEE 0.23 COPPER 1.58 CORN 4.74 COTTON2 2.75 CRUDE_W 4.53 DAX 7.06 DOW 5.46 DX 2.89 EUR 1.95 EURIBOR-ICE 12.75 EUROSTX 2.48 FEEDCOW 0.81 GASOIL 1.43 GASOLINE 1.22 GAS_US_mini 10.91 GBP 2.57 GOLD_micro 2.50 HEATOIL 0.97 JGB-SGX-mini 27.59 JPY 2.11 LEANHOG 4.83 LIVECOW 1.61 LUMBER-new 4.28 MXP 41.72 NASDAQ_micro 2.17 NIKKEI 12.19 NZD 2.94 OAT 2.93 OATIES 3.27 OJ 0.85 PALLAD 0.17 PLAT 0.30 REDWHEAT 1.28 RICE 2.65 ROBUSTA 0.77 RUSSELL 9.88 SHATZ 6.44 SILVER-mini 0.21 SMI 1.36 SOFR 20.50 SOYBEAN 0.81 SOYMEAL 0.87 SOYOIL 1.00 SP400 0.43 SP500_micro 4.31 SUGAR11 3.72 US10 1.66 US10U 1.22 US2 3.38 US20 0.78 US30 0.53 US5 2.56 VIX 22.09 WHEAT 1.49 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.2 4.9 5.5 0.0 0 BITCOIN -30.2 -32.2 -28.2 0.0 0 BOBL -0.3 -0.5 -0.1 0.0 0 BTP 2.2 1.9 2.4 0.0 0 BUND 0.1 -0.0 0.1 -2.0 -2 BUXL -0.2 -0.2 -0.1 -3.0 -3 CAC 4.1 3.9 4.3 0.0 0 CAD -1.7 -2.1 -1.4 0.0 0 CANOLA -3.1 -3.9 -2.2 0.0 0 CHF -1.5 -1.6 -1.3 -3.0 -3 COCOA -0.4 -0.4 -0.3 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.5 1.4 1.7 3.0 3 CORN -2.4 -2.9 -2.0 0.0 0 COTTON2 -4.3 -4.6 -4.1 -6.0 -6 CRUDE_W 1.0 0.5 1.4 0.0 0 DAX 11.3 10.6 12.0 0.0 0 DOW 2.6 2.1 3.2 2.0 2 DX 0.4 0.1 0.7 2.0 2 EUR 0.1 -0.1 0.3 0.0 0 EURIBOR-ICE 7.2 5.9 8.5 0.0 0 EUROSTX 5.0 4.7 5.2 15.0 15 FEEDCOW 1.1 1.0 1.2 1.0 1 GASOIL 0.9 0.8 1.1 1.0 1 GASOLINE -0.7 -0.8 -0.5 0.0 0 GAS_US_mini -6.2 -7.3 -5.1 -5.0 -5 GBP 2.3 2.0 2.5 6.0 6 GOLD_micro -0.0 -0.3 0.2 -8.0 -8 HEATOIL -0.2 -0.3 -0.1 -1.0 -1 JGB-SGX-mini -41.7 -44.4 -38.9 0.0 0 JPY -2.8 -3.0 -2.6 -3.0 -3 LEANHOG 5.1 4.6 5.6 5.0 5 LIVECOW 1.1 0.9 1.3 0.0 0 LUMBER-new -6.2 -6.6 -5.8 0.0 0 MXP 67.2 63.0 71.4 48.0 48 NASDAQ_micro -0.4 -0.6 -0.2 -2.0 -2 NIKKEI 13.2 12.0 14.4 15.0 15 NZD 0.6 0.3 0.9 0.0 0 OAT 2.3 2.0 2.6 6.0 6 OATIES -4.8 -5.1 -4.5 NaN 0 OJ -0.5 -0.6 -0.4 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.1 0.1 0.2 0.0 0 REDWHEAT -1.4 -1.5 -1.3 -3.0 -3 RICE -2.8 -3.1 -2.6 -3.0 -3 ROBUSTA -0.4 -0.4 -0.3 0.0 0 RUSSELL 10.1 9.1 11.1 0.0 0 SHATZ -2.4 -3.0 -1.7 NaN 0 SILVER-mini 0.1 0.1 0.1 1.0 1 SMI 2.7 2.6 2.9 0.0 0 SOFR -25.6 -27.7 -23.6 NaN 0 SOYBEAN -0.9 -1.0 -0.9 -1.0 -1 SOYMEAL -1.4 -1.4 -1.3 -1.0 -1 SOYOIL -1.8 -1.9 -1.7 -8.0 -8 SP400 0.2 0.2 0.3 2.0 2 SP500_micro 1.0 0.6 1.4 -2.0 -2 SUGAR11 -2.8 -3.1 -2.4 -4.0 -4 US10 -1.5 -1.6 -1.3 0.0 0 US10U -0.8 -1.0 -0.7 0.0 0 US2 -2.7 -3.0 -2.4 NaN 0 US20 -0.1 -0.2 0.0 0.0 0 US30 -0.2 -0.3 -0.2 -3.0 -3 US5 -2.3 -2.6 -2.1 0.0 0 VIX -44.2 -46.4 -42.0 -26.0 -26 WHEAT -2.4 -2.6 -2.3 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.2 0.5 0.1 0.0 -0.1 0.0 -0.1 0.1 0.0 0.0 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 -0.0 0.3 0.0 0.2 0.1 0.3 0.3 0.2 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.4 -0.4 -0.6 0.1 0.1 0.5 0.1 0.6 0.1 0.0 -0.4 0.1 0.0 -0.0 -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 -0.3 -0.1 -0.0 -0.1 -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 0.2 -0.2 -0.1 -0.1 -0.4 0.0 -0.2 -0.0 -0.1 -0.1 0.1 -0.2 -0.0 0.4 -0.2 0.1 -0.4 0.1 -0.3 -0.1 -0.2 0.3 0.2 -0.4 -0.3 0.2 0.7 0.7 0.7 BTP 0.2 -0.3 -0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.2 0.3 0.2 0.7 0.1 0.0 0.3 0.2 0.2 0.2 0.0 0.0 0.1 0.3 0.1 -2.7 0.0 0.2 0.1 0.2 0.4 0.1 0.6 0.5 0.5 0.2 0.4 0.0 0.7 0.5 0.7 BUND 0.2 -0.4 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.2 -0.3 0.2 -0.4 -0.1 -0.1 0.4 0.1 0.2 0.1 -0.1 -0.1 0.1 -0.2 -0.0 -0.0 -0.2 0.1 -0.4 0.1 -0.3 -0.0 0.2 0.4 0.2 -0.3 -0.2 0.0 0.7 0.4 0.7 BUXL 0.2 -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 -0.0 -0.0 0.4 0.2 -0.3 -0.2 -0.4 0.7 0.0 0.3 CAC 0.3 0.1 0.3 0.2 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 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.4 0.1 -0.2 0.0 0.6 0.7 0.4 0.7 CAD -0.1 0.6 0.0 0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 -0.2 -0.2 -0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.0 -0.2 -0.1 -0.0 2.7 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.4 -0.5 -0.4 0.3 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 -0.4 -0.3 -0.1 0.0 -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 -0.2 -0.0 1.0 -0.1 0.0 -0.3 0.0 -0.2 -0.0 -0.8 0.2 -0.0 -0.4 -0.1 0.4 0.7 0.7 0.7 CHF 0.0 0.0 -0.2 0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 -0.0 -0.2 0.5 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 0.0 -0.1 0.2 -0.1 -0.2 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -1.1 -0.4 -0.1 -0.2 0.1 -0.2 -0.7 -0.2 -0.7 COCOA 0.2 0.6 -0.5 -0.1 0.0 -0.4 0.1 -0.6 0.0 -0.1 -0.2 -0.1 -0.1 0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.0 -0.1 -0.1 -0.1 -0.0 -2.7 -0.0 -0.1 -0.1 -0.0 -0.0 -0.0 0.9 -0.4 -0.1 0.0 -0.2 -0.3 -0.0 -0.0 0.1 COFFEE 0.0 -0.4 0.1 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.1 0.3 0.0 0.6 -0.1 -0.1 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 -0.1 0.7 -0.1 1.1 -0.3 -0.6 -0.5 0.5 0.7 0.5 0.7 0.7 COPPER 0.2 0.5 0.4 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 0.1 0.3 0.1 -0.0 0.2 -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 0.1 -0.5 0.2 -0.7 0.0 0.1 -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 0.1 -0.5 0.2 -0.7 0.1 -1.0 0.1 0.2 0.2 0.0 -0.3 -0.4 -0.2 -0.3 CRUDE_W 0.2 -0.1 -0.2 -0.0 0.2 -0.1 0.1 -0.0 0.0 0.2 -0.4 0.1 -0.6 -0.0 -0.2 -0.0 0.1 0.0 0.0 -0.1 -0.1 0.1 -0.3 -0.0 1.0 -0.1 0.2 -0.3 0.1 -0.5 0.0 -0.1 -0.1 0.1 0.1 -0.3 0.5 0.7 0.3 0.6 DAX 0.6 0.5 -0.1 0.2 0.2 0.4 0.2 0.6 0.2 0.2 0.4 0.2 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 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 0.2 0.6 0.2 0.2 -0.1 -0.2 -0.1 -0.2 0.2 0.2 0.2 0.5 0.2 -1.5 0.1 0.1 0.4 0.1 0.5 0.1 -0.2 -0.1 -0.1 0.1 0.1 -0.1 -0.7 -0.2 -0.7 DX 0.0 -0.2 0.3 0.0 -0.1 0.0 -0.1 0.1 0.0 0.1 0.2 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 0.1 -0.0 0.1 -0.1 -0.0 0.9 0.5 0.0 -0.6 0.6 0.1 0.6 0.2 0.7 EUR -0.1 0.2 -0.2 0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 0.1 -0.2 0.7 0.0 -0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.4 -0.1 1.8 0.1 -0.1 0.2 -0.1 0.5 -0.0 -0.4 -0.2 -0.3 0.2 0.2 -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 -0.0 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 -0.0 0.8 0.3 0.3 -0.3 -0.2 0.3 0.7 0.6 0.7 EUROSTX 0.5 0.4 0.3 0.2 0.2 0.4 0.2 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.1 -0.0 0.0 0.0 0.2 0.2 0.2 0.5 0.2 -1.0 0.2 0.2 0.5 0.2 0.5 0.2 0.5 0.5 0.5 0.3 0.5 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 -0.0 -0.5 -0.1 -0.0 0.2 -0.1 0.1 -0.0 0.0 0.1 0.0 0.1 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 0.1 -0.1 0.2 0.1 0.7 -0.1 0.3 GASOLINE 0.2 -0.3 -0.1 -0.0 0.2 -0.1 0.2 -0.0 0.0 0.2 -0.2 0.2 -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 0.1 -1.1 0.3 0.3 -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 0.1 -0.0 0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 -0.4 0.4 -0.2 -0.1 -0.0 -0.1 -0.1 -0.1 2.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.5 -0.2 0.1 0.2 -0.6 -0.2 -0.7 GBP 0.2 0.5 -0.3 0.0 -0.1 0.0 -0.1 0.1 0.0 -0.1 0.1 -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 -0.0 0.2 0.0 0.4 0.2 0.4 0.3 0.5 0.6 0.3 0.1 -0.2 0.2 -0.3 GOLD_micro -0.4 0.1 -0.1 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.1 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 0.1 0.5 0.1 0.7 0.1 -0.3 0.1 0.0 0.0 0.5 0.4 0.2 -0.5 -0.6 HEATOIL -0.1 -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 -0.0 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 -0.2 -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 -0.5 -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 -0.1 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 -0.1 -0.5 -0.1 -0.6 -0.1 -0.6 -0.1 -0.4 -0.6 -0.6 -0.3 -0.4 -0.2 -0.5 LEANHOG 0.4 0.4 -0.4 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.1 0.1 0.2 0.4 0.2 0.0 -0.4 0.3 -0.4 0.1 0.1 0.1 0.1 0.2 0.2 -0.4 0.2 0.0 0.2 0.2 0.2 0.2 1.1 0.4 0.6 0.6 0.4 -0.1 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 0.1 -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 0.1 0.2 0.4 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.1 -0.1 -0.7 -0.2 0.1 -0.6 0.1 -0.8 0.0 0.1 -0.6 -0.1 -0.7 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 -0.0 -0.6 -0.1 NaN -0.2 0.2 -0.6 -0.0 -0.8 -0.2 -1.2 -0.2 -0.7 -0.3 -0.4 0.1 0.8 0.3 0.8 MXP 0.1 0.4 0.3 0.0 -0.1 0.0 -0.1 0.1 0.0 0.1 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.1 0.5 0.2 -2.7 0.2 0.1 0.5 0.0 0.7 0.1 1.1 0.2 0.0 0.6 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 0.1 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.3 -0.2 -0.2 -0.3 -0.1 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 0.1 0.6 0.1 0.2 0.3 0.2 0.4 0.1 0.1 0.4 0.1 0.6 0.1 0.1 0.3 0.2 0.2 0.1 0.2 0.2 0.1 0.5 0.2 -2.5 0.1 0.0 0.5 0.1 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 -0.1 0.0 -0.1 0.1 0.0 -0.0 -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 2.3 -0.1 -0.1 -0.3 -0.1 -0.4 -0.1 0.0 -0.1 -0.3 0.0 -0.3 0.1 0.7 0.2 0.7 OAT 0.1 -0.2 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.2 -0.0 0.2 -0.2 -0.0 -0.0 0.3 0.3 0.3 0.3 -0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.1 -0.1 0.1 -0.1 0.0 0.9 0.3 0.3 0.0 0.2 -0.1 0.7 0.4 0.7 OATIES 0.4 0.0 -0.1 -0.1 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.3 0.1 -0.4 0.0 -0.0 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.3 -0.0 -0.6 -0.1 -0.1 -0.4 -0.0 -0.5 -0.0 -0.7 -0.3 0.3 -0.2 -0.2 -0.2 -0.5 -0.1 -0.6 OJ 0.6 0.6 -0.2 -0.1 0.0 -0.3 0.0 -0.5 0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 -2.7 0.1 -0.0 -0.1 0.1 -0.2 0.1 0.7 0.1 0.6 0.5 -0.0 -0.6 -0.6 -0.3 -0.6 PALLAD -0.3 -0.0 0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.1 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 0.0 0.2 -0.2 -0.7 -0.5 PLAT -0.4 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 0.1 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 0.3 0.1 0.2 -0.3 0.5 0.4 0.2 0.7 0.3 -0.4 -0.4 REDWHEAT 0.2 0.1 0.4 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.1 -0.5 0.1 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.5 0.0 1.0 0.0 0.0 -0.1 0.1 -0.5 0.1 -0.9 -0.2 0.2 0.1 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.5 0.3 -0.1 -0.1 0.0 -0.3 0.0 -0.5 0.0 0.0 -0.2 0.0 -0.3 -0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.1 0.0 -0.4 -0.0 0.1 -0.0 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 0.0 -0.5 0.1 -0.7 0.0 -0.1 0.0 0.1 -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 0.2 0.4 0.3 0.1 0.2 0.3 0.2 0.5 0.2 0.1 0.4 0.2 0.6 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.4 0.2 1.1 0.1 0.2 0.4 0.2 0.5 0.2 0.0 0.1 -0.2 0.2 -0.2 -0.2 -0.7 -0.5 -0.7 SHATZ 0.3 -0.3 -0.3 -0.1 0.0 -0.2 0.0 -0.2 -0.1 0.1 -0.4 0.1 -0.3 -0.0 -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 -0.5 0.1 -0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.1 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 0.1 0.4 0.1 0.4 0.1 0.0 0.1 0.2 0.5 0.6 0.2 0.7 -0.5 -0.2 SMI 0.4 0.6 0.6 0.2 0.2 0.4 0.2 0.6 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 0.1 0.5 0.2 0.7 0.2 1.1 0.1 0.6 0.6 0.6 -0.1 0.7 -0.1 0.7 SOFR -0.1 -0.4 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.2 0.1 -0.2 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 -0.5 -0.2 0.1 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.3 -0.5 0.2 -0.2 0.1 -0.5 0.1 -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 -0.3 -0.6 -0.5 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.2 -0.5 0.6 -0.1 0.1 -0.5 0.1 -0.7 0.0 -0.0 -0.1 -0.0 -0.3 -0.1 -0.0 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.0 -0.1 -0.1 -1.9 0.0 -0.0 0.2 -0.0 0.0 -0.0 -0.8 -0.1 -0.1 -0.3 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.0 -0.2 -0.3 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.2 -0.3 0.1 0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.0 -0.1 -2.5 -0.2 0.1 -0.4 0.0 -0.1 -0.1 0.0 -0.1 -0.6 -0.5 -0.1 -0.5 -0.7 -0.6 -0.7 SP400 0.3 0.4 0.2 0.1 0.2 0.3 0.2 0.4 0.2 0.1 0.4 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 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 0.4 0.2 0.5 0.2 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 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 0.2 -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 0.0 -0.3 0.1 -0.6 0.1 1.1 -0.1 0.3 0.6 0.0 -0.2 -0.6 0.0 -0.4 US10 -0.1 -0.3 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.2 0.3 -0.1 0.3 -0.2 -0.1 0.1 0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -1.4 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.2 -0.4 -0.0 0.3 0.1 -0.7 -0.7 -0.6 -0.7 US10U -0.1 -0.3 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.2 0.3 -0.2 0.3 -0.2 -0.2 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.1 0.2 -0.1 -2.1 0.0 -0.1 0.3 -0.0 0.5 0.0 -0.3 -0.2 0.2 0.5 0.4 -0.5 -0.4 -0.5 -0.7 US2 -0.0 -0.1 -0.1 -0.1 0.1 -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 -0.1 2.3 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 -1.1 -0.5 -0.2 0.3 -0.0 -0.7 -0.5 -0.7 -0.7 US20 0.0 -0.4 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 0.2 0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.0 0.0 -0.0 -1.4 0.0 0.1 0.1 0.1 0.2 0.1 0.0 0.1 0.4 0.3 0.3 -0.3 0.5 -0.1 -0.6 US30 -0.0 -0.4 0.0 -0.1 0.1 -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 0.0 0.0 0.1 0.1 0.0 -0.4 -0.0 0.2 0.2 0.2 -0.2 0.3 0.0 -0.5 US5 -0.1 -0.2 -0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.2 -0.1 -0.8 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.5 -0.4 0.0 0.4 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.4 -1.0 -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 -0.3 -0.7 -0.3 NaN -0.3 -0.3 -0.9 -0.3 -0.8 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.1 -0.2 0.1 -0.2 0.1 -0.5 0.1 -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 0.0 -0.3 0.0 -0.6 -0.1 -1.1 -0.2 -0.2 -0.3 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 7.5 14.9 4.0 2.7 -12.9 0.2 -11.2 3.1 0.8 1.2 18.0 13.9 10.3 20.0 19.3 1.0 -0.7 0.3 -0.3 17.7 13.1 7.7 7.5 16.4 17.7 15.9 -0.6 11.5 3.8 4.8 13.7 5.5 13.3 4.6 12.6 15.1 3.0 20.0 5.5 20.0 BITCOIN 11.6 -11.4 -20.0 12.6 9.6 16.7 5.2 16.9 7.1 3.0 -16.5 6.8 0.1 -3.3 -19.5 -4.2 -6.4 -4.7 -5.5 -20.0 -20.0 6.0 -8.6 -3.1 -20.0 -20.0 -0.1 -20.0 -0.4 -7.5 -7.7 -0.1 -3.8 -20.0 -20.0 -20.0 2.1 -1.2 -20.0 -17.3 BOBL 7.7 -13.1 -5.7 -8.9 5.9 -6.5 2.4 -4.8 -5.3 13.0 -12.6 14.2 -5.3 -6.5 -13.2 -20.0 1.1 -11.0 -0.7 -11.2 -10.8 6.2 -7.3 -2.7 3.1 -17.2 7.0 -14.8 5.8 -8.6 -6.4 -4.5 12.8 7.5 -12.8 -8.8 7.2 20.0 20.0 20.0 BTP 5.1 -8.5 -0.3 -11.3 7.4 -8.2 3.1 -6.1 -6.6 20.0 10.8 20.0 18.4 5.0 4.1 14.6 9.9 12.2 10.9 1.5 4.3 12.4 9.7 5.5 -20.0 1.5 20.0 4.3 17.9 11.1 9.0 11.3 19.6 15.6 5.9 11.0 0.1 20.0 13.5 20.0 BUND 6.0 -12.6 -2.3 -9.5 6.3 -6.9 2.6 -5.1 -5.6 16.9 -12.0 15.9 -11.2 -7.4 -13.6 17.7 5.4 10.0 6.9 -11.2 -10.3 6.6 -8.9 -3.6 -0.1 -15.3 11.4 -13.3 8.8 -8.7 -4.2 4.0 15.4 7.2 -10.7 -5.8 1.0 20.0 12.7 20.0 BUXL 6.1 -9.6 -1.0 -9.4 6.2 -6.9 2.6 -5.1 -5.6 15.5 -17.1 13.0 -19.2 -9.9 -15.4 4.9 3.4 4.4 4.1 -14.0 -15.8 4.0 -18.7 -6.2 1.7 -16.2 12.3 -18.0 9.3 -17.0 -3.4 -0.2 14.9 6.0 -10.3 -6.0 -10.5 20.0 1.4 9.8 CAC 9.8 4.3 9.1 15.8 20.0 16.6 20.0 17.6 19.9 20.0 19.0 20.0 20.0 20.0 17.9 -6.8 -2.6 -5.2 -3.8 16.9 15.5 20.0 14.6 20.0 7.0 14.1 20.0 10.2 20.0 5.7 20.0 4.2 18.1 4.0 -6.9 1.1 17.5 20.0 10.8 20.0 CAD -3.8 17.3 0.6 2.6 -12.7 0.2 -11.0 3.1 0.8 -16.3 -6.0 -18.5 -3.7 5.5 7.5 -7.2 -7.5 -7.8 -7.8 4.6 0.8 -19.6 -4.1 -4.4 20.0 2.6 -18.3 -0.4 -19.8 -3.6 -5.8 -6.8 -20.0 -13.7 8.5 2.3 -20.0 -20.0 -20.0 -20.0 CANOLA 7.4 -12.4 -9.4 -9.7 4.4 -18.7 6.8 -20.0 0.6 7.4 -9.8 7.1 -3.3 -5.1 -6.8 -16.3 -13.9 -18.5 -16.9 -9.3 -9.2 4.6 -5.7 -3.6 7.5 -8.7 4.2 -9.3 4.3 -6.3 -2.5 -14.8 9.1 -0.3 -11.2 -1.7 11.0 20.0 20.0 20.0 CHF 0.7 1.1 -7.7 2.4 -11.8 0.1 -10.2 2.8 0.7 -9.6 -1.7 -14.4 14.1 -2.1 -7.8 -17.3 -16.4 -17.2 -16.5 -1.8 1.4 -13.7 8.6 -5.9 -1.8 -0.6 -8.8 2.7 -12.0 8.9 -4.8 -20.0 -18.1 -3.4 -7.5 3.8 -7.0 -20.0 -5.4 -20.0 COCOA 6.2 20.0 -15.2 -7.0 3.2 -13.5 4.9 -15.4 0.5 -6.6 -6.5 -5.3 -3.8 1.3 -3.4 -3.1 6.1 -2.6 0.5 -2.8 -5.7 -6.8 -3.7 -2.4 -20.0 -2.2 -8.8 -4.0 -3.8 -1.4 -1.0 17.1 -17.0 -3.6 1.0 -7.3 -9.1 -1.3 -0.4 4.5 COFFEE 0.2 -13.7 3.5 -17.1 7.8 -20.0 11.9 -20.0 1.1 -6.9 12.1 3.4 15.7 -6.5 -5.0 20.0 17.4 20.0 20.0 -3.6 7.1 0.1 19.4 -3.0 -20.0 -6.7 -15.6 8.1 -8.1 20.0 -10.2 20.0 -14.1 -20.0 -14.6 16.9 20.0 15.7 20.0 20.0 COPPER 6.9 14.0 11.3 5.4 4.2 7.2 2.2 7.3 3.1 5.3 4.4 6.4 2.8 7.8 8.6 -6.7 -6.3 -7.0 -6.6 11.3 7.8 9.9 4.9 12.2 -2.4 7.3 5.3 6.9 5.0 7.1 6.5 -0.8 9.2 -2.5 -0.4 -6.5 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 -6.4 -11.4 3.5 -3.3 COTTON2 10.7 3.2 -2.2 -20.0 9.5 -20.0 14.5 -20.0 1.4 11.4 -20.0 17.6 -20.0 10.3 -16.3 -20.0 -16.5 -19.9 -18.3 -6.8 -16.8 6.7 -20.0 3.3 -12.2 -10.3 11.6 -20.0 13.9 -20.0 7.8 -18.5 4.3 7.7 6.8 0.2 -7.8 -12.3 -6.1 -7.8 CRUDE_W 6.6 -1.7 -6.1 -3.8 20.0 -2.8 13.9 -0.5 2.7 18.3 -15.9 13.5 -15.6 -4.3 -15.4 -0.2 4.1 0.4 1.9 -8.0 -10.5 6.8 -11.2 -1.5 7.8 -6.9 17.7 -12.1 11.0 -13.0 3.0 -2.3 -5.3 3.1 4.4 -10.7 13.7 20.0 9.2 18.4 DAX 20.0 16.7 -3.6 14.3 20.0 15.0 20.0 15.9 18.0 20.0 15.4 20.0 19.8 20.0 17.2 -8.9 -6.9 -7.6 -6.8 20.0 14.1 20.0 19.4 20.0 -14.4 20.0 20.0 11.4 20.0 12.3 20.0 -2.1 20.0 20.0 15.9 -1.8 9.9 20.0 4.8 20.0 DOW 6.7 10.7 9.1 10.7 20.0 11.2 18.7 11.9 13.4 14.7 16.5 14.2 16.0 15.6 15.0 -7.0 -8.1 -7.5 -7.7 17.5 18.0 17.4 17.2 17.5 -11.5 13.8 11.4 13.8 12.7 13.4 13.8 -4.1 -2.9 -3.0 4.1 1.8 -2.3 -20.0 -6.1 -20.0 DX 1.2 -7.2 10.1 2.5 -11.9 0.1 -10.3 2.9 0.7 10.9 5.7 15.7 -14.6 -5.5 5.6 6.0 6.2 6.1 6.0 0.6 -0.3 12.5 -7.3 4.1 -20.0 -2.9 9.7 -0.7 8.4 -4.0 -0.9 16.8 20.0 0.6 -17.1 20.0 1.9 18.0 7.3 20.0 EUR -4.1 5.6 -5.7 2.8 -13.5 0.2 -11.6 3.3 0.8 -13.4 4.5 -18.9 18.9 3.5 -2.9 -8.6 -8.0 -8.5 -8.2 1.2 5.9 -15.7 15.3 -5.9 13.7 5.9 -11.4 8.3 -13.9 14.0 -2.0 -7.5 -8.8 -9.7 6.2 7.7 -5.5 -20.0 -2.0 -20.0 EURIBOR-ICE 10.4 -14.2 -10.5 -6.7 4.4 -4.9 1.8 -3.6 -3.9 10.1 -7.6 11.4 3.4 -2.4 -8.9 13.1 11.5 13.0 12.7 -6.7 -6.4 8.3 -0.7 0.8 0.8 -11.1 7.6 -9.2 6.5 -3.0 -2.9 14.6 12.9 8.7 -10.4 -7.6 9.4 20.0 18.8 20.0 EUROSTX 15.8 11.8 9.1 14.2 20.0 15.0 20.0 15.9 17.9 19.8 20.0 20.0 20.0 20.0 20.0 7.2 -0.5 1.9 0.0 20.0 20.0 20.0 20.0 20.0 -7.6 20.0 20.0 18.9 20.0 13.8 20.0 8.7 20.0 14.1 9.5 14.0 15.4 20.0 8.5 20.0 FEEDCOW 20.0 20.0 -15.1 -13.0 5.9 -20.0 9.0 -20.0 0.9 8.2 6.5 12.8 11.1 15.7 5.5 9.2 9.2 11.9 12.1 20.0 16.4 20.0 20.0 20.0 -20.0 8.2 0.6 9.9 8.5 20.0 13.0 20.0 8.9 17.6 20.0 11.4 20.0 20.0 20.0 20.0 GASOIL -0.9 -15.0 -2.5 -2.7 17.1 -2.0 10.1 -0.4 2.0 11.7 1.8 4.8 4.4 -11.7 -10.4 10.8 14.9 15.0 16.0 -6.8 -1.8 3.4 1.7 -5.0 -2.0 -0.3 14.4 2.4 10.0 4.1 3.5 20.0 4.5 3.2 -2.0 6.0 4.1 20.0 -4.0 8.1 GASOLINE 4.8 -8.8 -4.1 -3.8 20.0 -2.8 14.1 -0.5 2.7 18.6 -8.5 14.4 -2.4 -7.6 -10.9 -20.0 -5.1 -20.0 -20.0 -7.3 -5.9 12.6 -3.1 -0.5 -19.3 -5.1 20.0 -7.9 19.7 -5.7 6.7 -20.0 11.6 8.6 -3.5 -6.0 15.6 20.0 9.7 20.0 GAS_US_mini -14.5 -8.3 9.7 -1.6 10.2 -1.2 6.0 -0.2 1.2 -5.2 -5.9 -7.3 -6.5 -8.6 -6.5 20.0 -20.0 18.8 -12.2 -6.3 -3.5 -9.3 -3.0 -9.6 15.3 -5.2 -3.4 -2.4 -6.9 -1.8 -8.1 -20.0 -20.0 -15.9 -5.3 2.3 6.2 -19.2 -4.9 -20.0 GBP 7.0 15.0 -7.8 2.7 -13.3 0.2 -11.5 3.2 0.8 -8.3 1.9 -0.4 14.5 18.8 11.9 0.4 0.0 0.3 0.2 10.7 5.5 0.4 7.8 10.4 1.7 16.4 -2.3 8.7 3.7 10.3 16.8 6.6 11.0 14.3 20.0 8.1 1.8 -7.0 5.2 -7.9 GOLD_micro -11.8 2.1 -3.0 5.2 3.9 6.8 2.1 6.9 2.9 7.7 8.1 5.7 8.5 6.8 7.9 -7.7 -10.3 -8.5 -9.1 12.6 14.5 10.8 14.9 10.7 -20.0 13.5 10.9 19.2 7.3 20.0 8.2 -6.4 5.7 1.1 1.1 15.3 11.1 5.0 -14.8 -18.7 HEATOIL -2.9 -15.6 -3.4 -2.6 16.4 -1.9 9.6 -0.4 1.9 11.8 0.1 4.2 2.8 -12.6 -11.4 14.3 11.7 14.9 13.3 -7.7 -2.5 1.6 1.5 -6.2 -16.5 -4.6 9.2 -1.2 3.9 2.2 -2.5 15.9 -3.2 -5.4 -6.7 1.7 12.1 12.3 -4.1 -11.0 JGB-SGX-mini -5.4 -17.6 -16.2 -5.5 3.6 -4.0 1.5 -3.0 -3.2 -7.1 -12.4 -9.7 -12.0 -11.5 -12.1 6.3 13.6 12.7 13.1 -20.0 -19.7 -11.2 -17.2 -17.3 -2.7 -20.0 -7.8 -18.9 -11.5 -15.0 -18.1 16.5 -18.5 -20.0 -20.0 -20.0 -6.2 -20.0 4.1 -20.0 JPY -1.3 -1.4 -20.0 1.8 -8.6 0.1 -7.4 2.1 0.5 -14.9 -16.4 -13.4 -14.9 -13.2 -15.8 -9.2 -10.6 -9.7 -9.9 -16.3 -20.0 -10.8 -18.5 -11.3 20.0 -18.2 -15.6 -20.0 -11.2 -18.1 -11.8 -11.0 -2.2 -11.1 -17.9 -20.0 -8.0 -13.1 -6.4 -15.6 LEANHOG 11.5 13.3 -12.8 -19.6 8.9 -20.0 13.7 -20.0 1.3 8.9 3.0 16.9 12.1 20.0 2.5 -20.0 14.1 -20.0 4.8 11.7 4.8 12.4 7.3 17.7 -3.0 18.9 2.3 6.0 19.3 5.7 20.0 20.0 18.1 20.0 20.0 13.3 -1.5 11.5 6.7 20.0 LIVECOW 18.6 15.4 -20.0 -13.1 6.0 -20.0 9.1 -20.0 0.9 9.0 4.4 12.1 10.3 15.8 4.8 -2.7 6.5 -2.1 1.4 12.2 8.6 13.9 15.9 18.7 -20.0 0.5 0.8 2.5 3.3 14.5 5.0 18.9 2.8 4.7 12.6 3.1 20.0 18.6 20.0 20.0 LUMBER-new 2.8 -2.3 -20.0 -14.9 6.8 -20.0 10.4 -20.0 1.0 8.3 -18.2 -9.7 -16.6 -11.9 -17.2 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -4.0 -20.0 -11.8 NaN -20.0 16.5 -20.0 -2.9 -19.6 -13.8 -20.0 -7.8 -17.9 -8.0 -9.5 3.1 20.0 8.1 20.0 MXP 1.8 12.3 9.1 2.8 -13.8 0.2 -11.9 3.3 0.9 15.1 20.0 15.8 20.0 20.0 20.0 13.4 13.0 13.3 12.9 20.0 20.0 9.4 20.0 19.6 -20.0 20.0 7.6 20.0 1.2 20.0 12.4 20.0 9.8 0.6 17.0 20.0 13.2 11.4 17.1 15.8 NASDAQ_micro 3.5 0.9 3.7 9.7 20.0 10.2 17.1 10.9 12.3 13.1 12.2 12.3 14.1 10.5 5.5 -7.6 -8.6 -8.0 -8.3 6.5 13.2 8.0 19.2 5.2 -20.0 3.7 9.4 8.7 7.3 13.8 4.2 -5.1 -7.8 -7.1 -10.0 -2.4 2.4 -20.0 2.1 -20.0 NIKKEI 6.2 3.2 17.9 9.3 19.6 10.4 15.4 11.3 11.0 9.4 14.8 13.0 15.3 11.5 12.7 14.3 7.7 8.4 7.2 17.0 20.0 12.9 20.0 13.9 -18.5 13.2 3.3 20.0 5.3 20.0 7.0 20.0 -6.7 -6.1 -6.3 20.0 -5.7 3.2 -8.1 7.2 NZD 0.1 12.8 -5.6 2.2 -10.6 0.1 -9.2 2.6 0.7 -4.5 -7.9 -13.3 -10.2 8.5 -0.7 -3.8 -3.4 -4.1 -4.0 -0.7 -6.0 -6.3 -8.6 -1.4 16.9 -5.1 -6.1 -9.7 -9.4 -11.0 -5.1 0.0 -4.9 -10.7 0.5 -8.4 2.4 20.0 6.5 20.0 OAT 4.4 -7.6 2.8 -8.9 5.9 -6.5 2.4 -4.8 -5.2 16.8 -0.6 16.1 -4.3 -3.1 -4.6 13.1 12.6 15.1 15.1 -3.0 -2.8 7.0 -3.6 1.0 0.5 -3.6 10.9 -3.3 9.7 -2.5 2.5 17.5 11.9 7.8 0.7 6.2 -2.0 20.0 11.8 20.0 OATIES 12.0 0.9 -3.7 -11.3 5.1 -20.0 7.8 -20.0 0.7 -8.0 -11.0 6.9 -11.0 0.7 -4.0 -15.1 -12.1 -18.1 -16.8 -6.9 -10.9 -3.3 -11.1 -2.2 -4.7 -8.8 -12.2 -13.1 -2.2 -12.5 -2.3 -13.4 -11.3 8.2 -7.1 -6.9 -7.1 -14.9 -2.9 -16.6 OJ 20.0 20.0 -6.7 -5.9 2.7 -11.4 4.1 -12.9 0.4 -4.5 -4.6 4.5 -6.4 5.4 -0.8 1.6 2.3 -1.2 -0.7 2.6 -4.6 4.4 -7.8 7.7 -20.0 4.7 -2.4 -2.2 6.0 -4.8 9.7 12.5 2.8 20.0 14.9 -0.9 -19.0 -18.0 -10.2 -18.8 PALLAD -9.4 -1.2 0.9 4.3 3.2 5.6 1.7 5.7 2.4 5.8 4.9 1.3 4.5 2.8 4.2 -2.9 -3.1 -3.2 -3.1 6.6 5.9 5.3 4.4 6.2 10.8 5.0 2.3 7.7 0.0 7.9 1.3 4.9 -5.4 -2.9 -2.8 1.5 6.7 -5.2 -20.0 -15.6 PLAT -12.0 0.2 -15.3 4.2 3.2 5.6 1.7 5.7 2.4 2.5 6.2 2.9 6.1 4.4 5.1 -3.0 -3.8 -3.9 -3.8 9.5 7.3 5.7 5.3 9.2 -0.2 9.4 0.7 9.0 2.2 8.3 7.0 3.7 -10.8 15.8 12.4 6.5 20.0 10.4 -12.4 -11.0 REDWHEAT 6.8 1.7 11.6 -18.6 8.5 -20.0 13.0 -20.0 1.2 11.8 -17.1 13.0 -20.0 2.0 -2.3 -16.4 -16.4 -16.3 -16.7 -2.0 -9.5 6.1 -19.8 2.7 7.6 0.6 3.9 -4.8 7.8 -13.6 4.8 -17.4 -9.7 5.9 4.6 18.5 -20.0 -20.0 -20.0 -20.0 RICE 15.4 10.5 -2.5 -6.1 2.8 -11.8 4.3 -13.4 0.4 4.1 -7.6 4.4 -7.9 -0.8 -5.7 -19.5 -14.4 -20.0 -19.4 -6.4 -11.6 2.7 -13.7 -0.7 0.7 -4.3 3.1 -11.5 6.5 -14.9 3.8 -18.6 10.2 6.6 0.6 -8.6 -12.7 -16.6 -3.5 -17.0 ROBUSTA 1.7 -20.0 -2.3 -10.0 4.5 -19.2 6.9 -20.0 0.7 -7.5 1.1 4.9 -1.6 -5.3 -6.1 20.0 14.2 16.3 14.2 -9.6 -5.8 -1.5 -1.3 -7.0 -20.0 -8.4 -1.8 -4.9 -1.9 -0.8 -6.6 20.0 -2.0 -8.5 -10.1 2.1 -6.2 11.1 6.9 20.0 RUSSELL 5.8 11.2 8.5 11.5 20.0 12.1 20.0 12.8 14.5 16.4 16.5 14.6 15.6 15.4 14.0 -4.6 -5.2 -4.7 -4.8 15.0 16.0 20.0 15.1 17.3 8.3 12.6 20.0 13.3 18.9 12.8 15.2 0.8 5.2 -5.1 7.5 -4.8 -4.8 -20.0 -14.2 -20.0 SHATZ 9.1 -8.6 -8.4 -8.4 5.6 -6.1 2.3 -4.5 -4.9 8.4 -15.2 12.3 -9.7 -4.2 -11.9 -20.0 -17.7 -18.3 -16.9 -11.7 -14.4 4.8 -10.9 -2.3 10.1 -19.0 3.2 -19.0 3.5 -12.4 -7.4 -20.0 9.1 7.6 -11.6 -11.7 20.0 20.0 20.0 20.0 SILVER-mini -15.9 2.3 -1.2 4.6 3.5 6.1 1.9 6.2 2.6 6.5 8.1 6.8 7.9 7.3 7.8 -4.1 -6.1 -5.1 -5.6 14.8 11.6 13.5 7.9 15.2 -6.9 12.0 7.0 13.5 4.9 11.9 7.8 0.1 4.8 5.5 15.1 18.0 5.8 20.0 -15.1 -4.5 SMI 13.7 20.0 20.0 14.5 20.0 15.3 20.0 16.2 18.3 17.1 20.0 20.0 18.7 20.0 20.0 13.3 5.5 9.6 7.1 20.0 20.0 20.0 20.0 20.0 13.0 20.0 13.5 20.0 20.0 20.0 20.0 19.8 6.0 20.0 20.0 20.0 -1.8 20.0 -2.0 20.0 SOFR -3.6 -13.3 -8.5 -11.2 7.4 -8.2 3.1 -6.0 -6.6 -19.4 4.0 -16.3 15.4 -20.0 -19.9 8.4 6.3 7.9 7.4 -11.4 -2.2 -10.4 8.5 -12.0 -20.0 -11.5 -15.7 -1.6 -12.2 8.1 -13.3 5.3 -20.0 -7.0 3.4 -5.9 -12.8 -17.9 -11.4 -20.0 SOYBEAN -8.7 -14.3 7.5 -17.8 8.1 -20.0 12.4 -20.0 1.2 3.1 4.5 -8.1 3.8 -17.3 -9.1 -4.7 -5.3 -3.7 -4.7 -8.9 -0.6 -6.2 -1.2 -12.3 -6.4 -10.8 -4.0 3.0 -6.5 3.6 -15.1 2.2 -14.4 -18.9 -15.1 19.9 -20.0 -9.6 -20.0 -5.7 SOYMEAL -7.2 -14.1 20.0 -13.5 6.1 -20.0 9.4 -20.0 0.9 -2.5 -2.3 -2.0 -9.5 -13.5 -4.5 -10.7 -14.5 -12.4 -14.2 -5.9 -1.6 -5.0 -5.3 -8.7 -14.5 2.5 -5.1 7.1 -0.3 0.3 -2.1 -14.1 -5.9 -4.5 -8.7 20.0 -20.0 -20.0 -11.2 -19.9 SOYOIL 0.3 -7.7 -9.9 -18.4 8.4 -20.0 12.8 -20.0 1.2 18.2 -10.3 9.8 5.7 -11.0 -13.6 -9.3 -5.8 -8.7 -7.5 -11.4 -7.7 5.9 1.5 -5.6 -18.9 -19.5 14.1 -13.2 0.1 -3.6 -13.8 0.1 -5.4 -20.0 -14.1 -1.7 -16.3 -20.0 -17.1 -20.0 SP400 9.4 13.6 5.0 11.0 20.0 11.6 19.4 12.3 13.9 15.4 15.5 14.8 10.2 16.0 14.5 -6.2 -6.0 -6.0 -5.9 14.2 10.9 19.5 8.4 17.7 2.4 8.4 12.5 5.4 11.7 3.4 10.9 -0.8 -4.8 -6.3 5.6 -13.6 -2.7 -20.0 -7.2 -20.0 SP500_micro 7.2 6.4 10.7 12.8 20.0 13.5 20.0 14.3 16.2 17.4 20.0 18.1 20.0 18.6 17.4 -8.7 -9.4 -8.9 -9.0 14.6 20.0 13.9 20.0 12.8 -20.0 8.4 13.9 12.1 11.6 16.6 9.7 -6.4 -12.8 -6.2 -4.9 -7.6 4.1 -20.0 4.7 -20.0 SUGAR11 6.4 11.1 -9.6 -12.7 5.8 -20.0 8.8 -20.0 0.8 1.4 -12.1 0.8 -14.7 2.9 -7.0 17.8 11.5 16.1 11.9 -4.2 -12.7 -0.3 -18.0 -0.1 -20.0 1.3 3.3 -10.7 8.5 -16.4 9.6 20.0 -4.8 8.2 18.6 1.1 -5.4 -16.5 1.2 -11.3 US10 -2.3 -9.2 -1.6 -10.1 6.7 -7.4 2.8 -5.4 -6.0 -17.4 10.0 -13.8 8.7 -14.0 -12.2 2.5 0.7 2.3 1.9 -4.6 2.1 -6.6 6.3 -6.5 -10.4 -2.5 -10.5 4.8 -6.8 9.6 -5.4 -4.1 -16.8 -0.6 9.8 4.6 -20.0 -20.0 -18.4 -20.0 US10U -2.3 -9.6 0.8 -12.2 8.1 -8.9 3.3 -6.6 -7.2 -19.2 12.9 -15.2 7.5 -19.8 -15.0 3.5 -0.1 2.4 1.2 -4.2 3.6 -6.4 6.7 -6.9 -15.4 2.3 -5.8 10.4 -0.4 14.2 0.5 -5.6 -9.3 7.5 15.1 11.3 -14.9 -11.1 -15.2 -20.0 US2 -0.6 -4.4 -2.8 -9.8 6.5 -7.1 2.7 -5.3 -5.7 -18.6 0.8 -10.9 -1.3 -1.9 -7.8 -8.2 -14.0 -10.3 -11.6 -3.7 -1.1 -11.9 0.6 -5.7 17.4 -4.9 -20.0 -0.4 -15.3 3.9 -8.7 -20.0 -20.0 -4.9 9.5 -0.1 -20.0 -15.5 -20.0 -20.0 US20 1.5 -10.8 0.8 -8.8 5.8 -6.4 2.4 -4.7 -5.2 6.4 5.7 7.5 -2.3 -9.0 -9.5 5.2 3.5 4.6 4.2 -3.7 0.2 1.1 1.1 -2.5 -10.4 2.4 5.7 5.3 8.5 6.3 5.8 0.2 3.9 12.4 9.9 8.6 -7.6 14.7 -3.0 -18.0 US30 -0.4 -11.1 0.7 -9.9 6.6 -7.2 2.7 -5.3 -5.9 2.8 0.3 -3.7 -9.2 -16.8 -15.5 2.0 -1.4 0.9 -0.2 -7.5 -3.4 -1.6 -3.3 -6.4 -5.9 -2.1 4.9 1.7 6.0 2.3 1.4 -7.9 -0.1 7.7 6.6 7.2 -6.3 9.3 0.3 -14.0 US5 -2.3 -7.7 -2.7 -10.5 6.9 -7.7 2.9 -5.7 -6.2 -19.6 8.3 -14.6 8.9 -11.8 -11.2 0.6 -2.5 -0.4 -1.1 -4.7 1.2 -9.8 5.8 -7.1 -5.7 -2.6 -14.9 3.4 -8.9 8.7 -5.3 -9.5 -16.0 0.2 11.5 2.9 -20.0 -20.0 -20.0 -20.0 VIX -8.3 -19.0 -10.4 -20.0 -20.0 -20.0 -20.0 -12.6 -20.0 -20.0 -20.0 -20.0 -19.6 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -17.8 -15.1 -20.0 NaN -20.0 -20.0 -20.0 -20.0 -13.1 -20.0 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 4.0 -6.7 3.5 -19.4 8.9 -20.0 13.5 -20.0 1.3 7.1 -20.0 6.9 -20.0 -14.8 -16.3 -18.9 -18.3 -18.1 -18.0 -11.7 -16.4 1.1 -20.0 -5.6 12.0 -10.9 0.2 -12.0 2.0 -15.7 -5.3 -19.8 -10.3 -5.0 -8.7 12.1 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3