******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260113_204046 produced at 2026-01-13 21:38:08.690512 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.10 0.00 -2.61 0.0 0.00 0.00 0.00 0.00 -24.84 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.65 0.0 0.00 0.00 0.00 0.00 -45.71 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.37 0.0 999.00 -999.00 -0.24 -0.24 -43.69 999999999.0 -29 -29 caleb_strategy_v3 US2 False True 0.09 0.00 -0.25 0.0 0.00 0.00 0.00 0.00 -2.81 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.19 24.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.20 -0.12 0.0 0.89 -0.89 -0.20 -0.27 -1.74 13.0 -3 -4 caleb_strategy_v3 JPY False False 0.03 -0.10 -0.11 0.0 0.58 -0.58 -0.10 -0.14 -3.10 17.0 -3 -4 caleb_strategy_v3 US5 False False 0.05 0.00 -0.11 0.0 1.19 -1.19 0.00 -0.05 -2.33 25.0 0 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -27.78 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.07 0.0 0.83 -0.83 0.00 0.00 -1.50 17.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.07 0.0 0.91 -0.91 0.00 0.00 -2.16 29.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.06 0.0 0.16 -0.16 -0.08 -0.08 -4.30 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.04 0.0 0.65 -0.65 0.00 0.00 -0.82 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 -5.27 2.0 0 0 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -4.84 3.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.12 -0.12 0.00 0.00 -3.13 12.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.55 9.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.52 999999999.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.27 4.0 -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 -6.17 26.0 -5 -6 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.06 7.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -1.47 9.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.02 0.0 0.13 -0.13 -0.11 -0.12 -1.53 10.0 -8 -9 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.03 -1.57 8.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.78 18.0 -4 -4 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.23 6.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.01 0.0 1.12 -1.12 0.00 0.00 -0.16 19.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.22 -0.22 -0.17 -0.17 -0.16 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.13 -0.01 0.0 0.52 -0.52 -0.13 -0.09 -0.45 23.0 -6 -4 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.52 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 -0.34 23.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.00 -0.01 0.0 0.89 -0.89 0.00 -0.13 -0.09 14.0 0 -2 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.60 -0.60 -0.02 -0.02 -0.42 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 -2.45 51.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 -0.00 0.0 0.12 -0.12 0.00 0.00 -0.05 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.17 -0.17 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.18 0.00 0.0 1.12 -1.12 -0.18 -0.06 0.24 56.0 -9 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.04 9.0 0 0 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 NZD False False 0.03 0.00 0.01 0.0 0.53 -0.53 0.00 0.00 0.50 21.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.14 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 0.01 0.0 0.73 -0.73 -0.02 0.00 0.88 48.0 -1 0 caleb_strategy_v3 BUND False False 0.06 -0.06 0.01 0.0 0.65 -0.65 -0.06 0.00 0.13 10.0 -1 0 caleb_strategy_v3 SILVER-mini False False 0.10 0.10 0.01 0.0 999.00 -999.00 0.10 0.10 0.14 999999999.0 1 1 caleb_strategy_v3 DOW False False 0.01 0.01 0.02 0.0 0.71 -0.71 0.01 0.00 2.04 66.0 1 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.01 4.0 1 1 caleb_strategy_v3 DX False False 0.04 0.17 0.03 0.0 999.00 -999.00 0.17 0.17 0.72 999999999.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.05 1.56 5.0 1 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.04 0.0 0.30 -0.30 0.30 0.30 0.29 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.71 -0.71 0.00 0.00 1.26 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.07 0.0 0.39 -0.39 0.00 0.00 11.70 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 5.05 13.0 5 5 caleb_strategy_v3 GBP False False 0.04 0.22 0.08 0.0 0.80 -0.80 0.22 0.22 2.20 22.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.09 0.0 0.63 -0.63 0.08 0.16 1.10 8.0 1 2 caleb_strategy_v3 COPPER False False 0.07 0.26 0.11 0.0 999.00 -999.00 0.26 0.26 1.63 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.55 -0.55 0.00 0.00 4.83 19.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.14 0.0 0.61 -0.61 0.00 0.00 2.34 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.37 0.15 0.0 0.61 -0.61 0.37 0.37 2.43 10.0 6 6 caleb_strategy_v3 DAX False False 0.01 0.00 0.16 0.0 0.75 -0.75 0.00 0.00 12.17 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.46 0.16 0.0 0.61 -0.61 0.46 0.43 5.12 20.0 15 14 caleb_strategy_v3 CAC False True 0.04 0.00 0.18 0.0 0.00 0.00 0.00 0.00 4.22 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.20 0.0 0.51 -0.51 0.23 0.23 13.78 36.0 16 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 0.87 0.0 0.73 -0.73 0.58 0.58 72.06 60.0 48 48 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.99 0.0 1.24 -1.24 0.00 0.00 8.01 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 28.1 Shocked risk 92.0 Sum abs risk 66.1 Leverage 9.97 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2300123.71, 'annual_cash_vol_target': 575030.9275, 'daily_cash_vol_target': 35939.43296875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6681 0.4841 7.7450 BITCOIN 1972.5247 94505.0000 2.0872 33.3955 BOBL 0.1665 116.4200 0.1430 2.2881 BTP 0.4069 120.8300 0.3367 5.3879 BUND 0.3517 128.0800 0.2746 4.3938 BUXL 0.8286 110.6400 0.7489 11.9828 CAC 49.8133 8357.5000 0.5960 9.5365 CAD 0.0025 0.7220 0.3460 5.5365 CANOLA 7.1019 640.8000 1.1083 17.7325 CHF 0.0047 1.2573 0.3777 6.0440 COCOA 178.5297 5285.0000 3.3780 54.0487 COFFEE 5.4346 342.0000 1.5891 25.4249 COPPER 0.0951 6.0125 1.5818 25.3089 CORN 4.6920 450.5000 1.0415 16.6641 COTTON2 0.6236 64.9300 0.9604 15.3659 CRUDE_W 0.8591 59.4000 1.4463 23.1406 DAX 145.0010 25519.0000 0.5682 9.0913 DOW 309.4241 49421.0000 0.6261 10.0176 DX 0.3187 98.9100 0.3222 5.1556 EUR 0.0037 1.1684 0.3191 5.1050 EURIBOR-ICE 0.0322 97.6300 0.0330 0.5278 EUROSTX 41.0896 6047.0000 0.6795 10.8721 FEEDCOW 3.0034 360.7500 0.8325 13.3206 GASOIL 11.6452 642.5000 1.8125 28.9997 GASOLINE 0.0302 2.0792 1.4544 23.2700 GAS_US_mini 0.1381 2.8650 4.8213 77.1416 GBP 0.0057 1.3434 0.4261 6.8173 GOLD_micro 46.7949 4605.4000 1.0161 16.2574 HEATOIL 0.0394 2.1979 1.7932 28.6916 JGB-SGX-mini 0.2146 131.7800 0.1629 2.6057 JPY 0.0000 0.0063 0.5586 8.9375 LEANHOG 1.1011 91.2500 1.2067 19.3064 LIVECOW 1.8487 238.9500 0.7737 12.3790 LUMBER-new 7.6812 591.0000 1.2997 20.7950 MXP 0.0003 0.0557 0.4555 7.2881 NASDAQ_micro 187.5752 25859.0000 0.7254 11.6060 NIKKEI 484.6763 52080.0000 0.9306 14.8902 NZD 0.0032 0.5754 0.5600 8.9606 OAT 0.3551 120.9900 0.2935 4.6960 OATIES 5.1559 301.0000 1.7129 27.4067 OJ 6.7397 201.0000 3.3531 53.6491 PALLAD 67.5782 1908.0000 3.5418 56.6693 PLAT 79.3055 2357.3000 3.3643 53.8280 REDWHEAT 7.5120 531.0000 1.4147 22.6350 RICE 0.1733 10.6050 1.6343 26.1485 ROBUSTA 60.7209 3963.0000 1.5322 24.5151 RUSSELL 23.4361 2651.4000 0.8839 14.1426 SHATZ 0.0475 106.8400 0.0445 0.7114 SILVER-mini 2.2216 87.9125 2.5270 40.4328 SMI 71.7416 13281.0000 0.5402 8.6429 SOFR 0.0422 96.5450 0.0437 0.6995 SOYBEAN 8.3943 1058.0000 0.7934 12.6946 SOYMEAL 3.9418 295.9000 1.3321 21.3141 SOYOIL 0.5740 51.6700 1.1109 17.7743 SP400 26.7533 3490.8000 0.7664 12.2623 SP500_micro 38.1061 6990.0000 0.5452 8.7224 SUGAR11 0.2051 14.5300 1.4113 22.5806 US10 0.2693 112.2656 0.2398 3.8375 US10U 0.3682 114.8125 0.3207 5.1317 US2 0.0668 104.2734 0.0641 1.0251 US20 0.5700 115.8438 0.4920 7.8727 US30 0.8358 118.1562 0.7074 11.3184 US5 0.1765 109.1328 0.1617 2.5878 VIX 0.4067 19.2500 2.1126 33.8017 WHEAT 6.2451 568.0000 1.0995 17.5919 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.10 0.48 323.40 1.00 323.40 35939.43 111.13 16.71 185.70 BITCOIN 94.50 2.09 197.25 1.00 197.25 35939.43 182.20 -14.06 -256.20 BOBL 1164.20 0.14 166.49 1.17 194.31 35939.43 184.96 -0.83 -15.39 BTP 1208.30 0.34 406.89 1.17 474.89 35939.43 75.68 9.04 68.41 BUND 1280.80 0.27 351.73 1.17 410.51 35939.43 87.55 1.46 12.75 BUXL 1106.40 0.75 828.61 1.17 967.11 35939.43 37.16 -4.17 -15.49 CAC 835.75 0.60 498.13 1.17 581.39 35939.43 61.82 20.00 123.63 CAD 722.00 0.35 249.83 1.00 249.83 35939.43 143.85 -5.78 -83.08 CANOLA 128.16 1.11 142.04 0.72 102.25 35939.43 351.49 -2.86 -100.38 CHF 1571.62 0.38 593.68 1.00 593.68 35939.43 60.54 -11.07 -66.99 COCOA 528.50 3.38 1785.30 1.00 1785.30 35939.43 20.13 -8.63 -17.37 COFFEE 1282.50 1.59 2037.96 1.00 2037.96 35939.43 17.63 3.57 6.30 COPPER 1503.12 1.58 2377.66 1.00 2377.66 35939.43 15.12 9.94 15.02 CORN 225.25 1.04 234.60 1.00 234.60 35939.43 153.19 -8.39 -128.58 COTTON2 324.65 0.96 311.78 1.00 311.78 35939.43 115.27 -15.30 -176.42 CRUDE_W 594.00 1.45 859.09 1.00 859.09 35939.43 41.83 3.45 14.42 DAX 255.19 0.57 145.00 1.17 169.24 35939.43 212.36 16.77 356.20 DOW 247.10 0.63 154.71 1.00 154.71 35939.43 232.30 3.78 87.80 DX 989.10 0.32 318.71 1.00 318.71 35939.43 112.77 2.45 27.65 EUR 1460.56 0.32 466.01 1.00 466.01 35939.43 77.12 -0.46 -3.53 EURIBOR-ICE 2440.75 0.03 80.52 1.17 93.98 35939.43 382.42 6.13 234.56 EUROSTX 604.70 0.68 410.90 1.17 479.57 35939.43 74.94 20.00 149.88 FEEDCOW 1803.75 0.83 1501.68 1.00 1501.68 35939.43 23.93 13.85 33.15 GASOIL 642.50 1.81 1164.52 1.00 1164.52 35939.43 30.86 7.55 23.29 GASOLINE 873.26 1.45 1270.05 1.00 1270.05 35939.43 28.30 -4.24 -12.01 GAS_US_mini 71.63 4.82 345.33 1.00 345.33 35939.43 104.07 -5.47 -56.88 GBP 839.62 0.43 357.75 1.00 357.75 35939.43 100.46 8.44 84.75 GOLD_micro 460.54 1.02 467.95 1.00 467.95 35939.43 76.80 0.90 6.89 HEATOIL 923.12 1.79 1655.36 1.00 1655.36 35939.43 21.71 -0.49 -1.07 JGB-SGX-mini 131780.00 0.16 21460.99 0.01 135.81 35939.43 264.63 -15.93 -421.51 JPY 789.75 0.56 441.15 1.00 441.15 35939.43 81.47 -14.64 -119.27 LEANHOG 365.00 1.21 440.43 1.00 440.43 35939.43 81.60 10.17 82.97 LIVECOW 955.80 0.77 739.49 1.00 739.49 35939.43 48.60 7.82 38.00 LUMBER-new 162.52 1.30 211.23 1.00 211.23 35939.43 170.14 -11.69 -198.83 MXP 278.55 0.46 126.88 1.00 126.88 35939.43 283.25 17.31 490.25 NASDAQ_micro 517.18 0.73 375.15 1.00 375.15 35939.43 95.80 -2.03 -19.47 NIKKEI 52080.00 0.93 48467.63 0.01 307.89 35939.43 116.73 10.89 127.11 NZD 575.40 0.56 322.25 1.00 322.25 35939.43 111.53 1.73 19.27 OAT 1209.90 0.29 355.11 1.17 414.46 35939.43 86.71 8.21 71.19 OATIES 150.50 1.71 257.79 1.00 257.79 35939.43 139.41 -15.53 -216.49 OJ 301.50 3.35 1010.95 1.00 1010.95 35939.43 35.55 -5.97 -21.24 PALLAD 1908.00 3.54 6757.82 1.00 6757.82 35939.43 5.32 3.04 1.61 PLAT 1178.65 3.36 3965.28 1.00 3965.28 35939.43 9.06 4.55 4.12 REDWHEAT 265.50 1.41 375.60 1.00 375.60 35939.43 95.69 -12.34 -118.09 RICE 212.10 1.63 346.63 1.00 346.63 35939.43 103.68 -8.98 -93.07 ROBUSTA 396.30 1.53 607.21 1.00 607.21 35939.43 59.19 -4.29 -25.41 RUSSELL 132.57 0.88 117.18 1.00 117.18 35939.43 306.70 11.50 352.62 SHATZ 1068.40 0.04 47.50 1.17 55.44 35939.43 648.25 -3.33 -215.87 SILVER-mini 2197.81 2.53 5553.98 1.00 5553.98 35939.43 6.47 6.35 4.11 SMI 1328.10 0.54 717.42 1.25 899.35 35939.43 39.96 20.00 79.92 SOFR 2413.62 0.04 105.52 1.00 105.52 35939.43 340.60 -11.98 -408.09 SOYBEAN 529.00 0.79 419.71 1.00 419.71 35939.43 85.63 -13.24 -113.40 SOYMEAL 295.90 1.33 394.18 1.00 394.18 35939.43 91.18 -17.30 -157.78 SOYOIL 310.02 1.11 344.40 1.00 344.40 35939.43 104.35 -15.76 -164.50 SP400 3490.80 0.77 2675.33 1.00 2675.33 35939.43 13.43 6.52 8.76 SP500_micro 349.50 0.55 190.53 1.00 190.53 35939.43 188.63 2.01 37.94 SUGAR11 162.74 1.41 229.67 1.00 229.67 35939.43 156.48 -7.30 -114.25 US10 1122.66 0.24 269.27 1.00 269.27 35939.43 133.47 -8.88 -118.47 US10U 1148.12 0.32 368.24 1.00 368.24 35939.43 97.60 -6.66 -64.97 US2 2085.47 0.06 133.61 1.00 133.61 35939.43 268.98 -8.24 -221.60 US20 1158.44 0.49 570.00 1.00 570.00 35939.43 63.05 -0.52 -3.30 US30 1181.56 0.71 835.84 1.00 835.84 35939.43 43.00 -4.13 -17.77 US5 1091.33 0.16 176.51 1.00 176.51 35939.43 203.62 -9.01 -183.53 VIX 192.50 2.11 406.68 1.00 406.68 35939.43 88.37 -20.00 -176.75 WHEAT 284.00 1.10 312.26 1.00 312.26 35939.43 115.10 -16.67 -191.86 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 185.704 0.010 2.5 4.825 BITCOIN -256.200 0.043 2.5 -27.782 BOBL -15.393 0.004 2.5 -0.156 BTP 68.407 0.014 2.5 2.337 BUND 12.753 0.004 2.5 0.130 BUXL -15.492 0.004 2.5 -0.157 CAC 123.633 0.014 2.5 4.223 CAD -83.079 0.010 2.5 -2.159 CANOLA -100.383 0.010 2.5 -2.446 CHF -66.990 0.010 2.5 -1.741 COCOA -17.366 0.010 2.5 -0.423 COFFEE 6.301 0.005 2.5 0.084 COPPER 15.019 0.043 2.5 1.629 CORN -128.576 0.010 2.5 -3.132 COTTON2 -176.417 0.010 2.5 -4.298 CRUDE_W 14.422 0.043 2.5 1.564 DAX 356.198 0.014 2.5 12.166 DOW 87.798 0.009 2.5 2.043 DX 27.651 0.010 2.5 0.718 EUR -3.530 0.010 2.5 -0.092 EURIBOR-ICE 234.555 0.014 2.5 8.012 EUROSTX 149.881 0.014 2.5 5.119 FEEDCOW 33.153 0.013 2.5 1.100 GASOIL 23.290 0.017 2.5 1.011 GASOLINE -12.006 0.017 2.5 -0.521 GAS_US_mini -56.884 0.043 2.5 -6.169 GBP 84.751 0.010 2.5 2.202 GOLD_micro 6.887 0.014 2.5 0.235 HEATOIL -1.074 0.017 2.5 -0.047 JGB-SGX-mini -421.507 0.043 2.5 -45.708 JPY -119.266 0.010 2.5 -3.099 LEANHOG 82.972 0.024 2.5 5.050 LIVECOW 37.997 0.013 2.5 1.261 LUMBER-new -198.834 0.010 2.5 -4.844 MXP 490.246 0.059 2.5 72.056 NASDAQ_micro -19.475 0.009 2.5 -0.453 NIKKEI 127.113 0.043 2.5 13.784 NZD 19.268 0.010 2.5 0.501 OAT 71.187 0.014 2.5 2.431 OATIES -216.494 0.010 2.5 -5.274 OJ -21.238 0.010 2.5 -0.517 PALLAD 1.614 0.014 2.5 0.055 PLAT 4.122 0.014 2.5 0.141 REDWHEAT -118.095 0.005 2.5 -1.569 RICE -93.073 0.010 2.5 -2.268 ROBUSTA -25.406 0.005 2.5 -0.337 RUSSELL 352.625 0.013 2.5 11.702 SHATZ -215.869 0.004 2.5 -2.192 SILVER-mini 4.111 0.014 2.5 0.140 SMI 79.923 0.014 2.5 2.730 SOFR -408.086 0.024 2.5 -24.836 SOYBEAN -113.401 0.004 2.5 -1.056 SOYMEAL -157.776 0.004 2.5 -1.469 SOYOIL -164.499 0.004 2.5 -1.533 SP400 8.764 0.013 2.5 0.291 SP500_micro 37.937 0.009 2.5 0.883 SUGAR11 -114.248 0.010 2.5 -2.783 US10 -118.474 0.005 2.5 -1.503 US10U -64.975 0.005 2.5 -0.825 US2 -221.598 0.005 2.5 -2.812 US20 -3.298 0.005 2.5 -0.042 US30 -17.773 0.005 2.5 -0.226 US5 -183.525 0.005 2.5 -2.329 VIX -176.747 0.099 2.5 -43.690 WHEAT -191.860 0.005 2.5 -2.549 ===================== Position diags ===================== AUD 2.89 BITCOIN 19.76 BOBL 1.88 BTP 2.58 BUND 0.89 BUXL 0.38 CAC 2.11 CAD 3.74 CANOLA 8.56 CHF 1.57 COCOA 0.49 COFFEE 0.23 COPPER 1.64 CORN 3.73 COTTON2 2.81 CRUDE_W 4.54 DAX 7.25 DOW 5.41 DX 2.93 EUR 2.00 EURIBOR-ICE 13.06 EUROSTX 2.56 FEEDCOW 0.79 GASOIL 1.34 GASOLINE 1.23 GAS_US_mini 11.29 GBP 2.61 GOLD_micro 2.62 HEATOIL 0.94 JGB-SGX-mini 28.70 JPY 2.12 LEANHOG 4.97 LIVECOW 1.61 LUMBER-new 4.15 MXP 41.63 NASDAQ_micro 2.23 NIKKEI 12.66 NZD 2.90 OAT 2.96 OATIES 3.40 OJ 0.87 PALLAD 0.18 PLAT 0.31 REDWHEAT 1.27 RICE 2.53 ROBUSTA 0.79 RUSSELL 10.18 SHATZ 6.58 SILVER-mini 0.22 SMI 1.36 SOFR 20.73 SOYBEAN 0.80 SOYMEAL 0.85 SOYOIL 0.97 SP400 0.45 SP500_micro 4.39 SUGAR11 3.81 US10 1.69 US10U 1.24 US2 3.41 US20 0.80 US30 0.55 US5 2.58 VIX 21.84 WHEAT 1.53 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.8 4.5 5.1 0.0 0 BITCOIN -27.8 -29.8 -25.8 0.0 0 BOBL -0.2 -0.3 0.0 0.0 0 BTP 2.3 2.1 2.6 0.0 0 BUND 0.1 0.0 0.2 -1.0 -1 BUXL -0.2 -0.2 -0.1 -3.0 -3 CAC 4.2 4.0 4.4 0.0 0 CAD -2.2 -2.5 -1.8 0.0 0 CANOLA -2.4 -3.3 -1.6 0.0 0 CHF -1.7 -1.9 -1.6 -3.0 -3 COCOA -0.4 -0.5 -0.4 -1.0 -1 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.6 1.5 1.8 4.0 4 CORN -3.1 -3.5 -2.8 0.0 0 COTTON2 -4.3 -4.6 -4.0 -6.0 -6 CRUDE_W 1.6 1.1 2.0 1.0 1 DAX 12.2 11.4 12.9 0.0 0 DOW 2.0 1.5 2.6 1.0 1 DX 0.7 0.4 1.0 4.0 4 EUR -0.1 -0.3 0.1 0.0 0 EURIBOR-ICE 8.0 6.7 9.3 0.0 0 EUROSTX 5.1 4.9 5.4 15.0 15 FEEDCOW 1.1 1.0 1.2 1.0 1 GASOIL 1.0 0.9 1.1 1.0 1 GASOLINE -0.5 -0.6 -0.4 0.0 0 GAS_US_mini -6.2 -7.3 -5.0 -5.0 -5 GBP 2.2 1.9 2.5 6.0 6 GOLD_micro 0.2 -0.0 0.5 -9.0 -9 HEATOIL -0.0 -0.1 0.0 0.0 0 JGB-SGX-mini -45.7 -48.6 -42.8 0.0 0 JPY -3.1 -3.3 -2.9 -3.0 -3 LEANHOG 5.0 4.6 5.5 5.0 5 LIVECOW 1.3 1.1 1.4 0.0 0 LUMBER-new -4.8 -5.3 -4.4 0.0 0 MXP 72.1 67.9 76.2 48.0 48 NASDAQ_micro -0.5 -0.7 -0.2 -6.0 -6 NIKKEI 13.8 12.5 15.0 16.0 16 NZD 0.5 0.2 0.8 0.0 0 OAT 2.4 2.1 2.7 6.0 6 OATIES -5.3 -5.6 -4.9 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 -1.6 -1.7 -1.4 -3.0 -3 RICE -2.3 -2.5 -2.0 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 11.7 10.7 12.7 0.0 0 SHATZ -2.2 -2.9 -1.5 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 2.7 2.6 2.9 0.0 0 SOFR -24.8 -26.9 -22.8 NaN 0 SOYBEAN -1.1 -1.1 -1.0 -1.0 -1 SOYMEAL -1.5 -1.6 -1.4 -2.0 -2 SOYOIL -1.5 -1.6 -1.4 -8.0 -8 SP400 0.3 0.2 0.3 2.0 2 SP500_micro 0.9 0.4 1.3 -1.0 -1 SUGAR11 -2.8 -3.2 -2.4 -4.0 -4 US10 -1.5 -1.7 -1.3 0.0 0 US10U -0.8 -0.9 -0.7 0.0 0 US2 -2.8 -3.2 -2.5 NaN 0 US20 -0.0 -0.1 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 -43.7 -45.9 -41.5 -29.0 -29 WHEAT -2.5 -2.7 -2.4 -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 0.0 0.2 0.1 2.4 0.2 -0.1 0.3 -0.0 0.2 0.1 0.3 0.2 0.2 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.5 -0.3 -0.6 0.1 0.1 0.5 0.1 0.6 0.1 0.1 -0.5 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 0.1 -0.5 0.1 -0.3 -0.1 -0.0 -0.3 -0.6 -0.6 -0.6 0.1 -0.0 -0.7 -0.6 BOBL 0.3 -0.4 -0.2 -0.1 0.0 -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 0.4 0.3 -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 0.1 0.3 0.2 0.2 0.2 0.0 0.1 0.1 0.3 0.1 -2.7 0.0 0.1 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 0.3 -0.4 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 0.1 -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 0.5 0.3 -0.3 -0.2 0.0 0.7 0.4 0.7 BUXL 0.3 -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 -0.1 -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 0.3 -0.3 -0.2 -0.4 0.7 0.1 0.3 CAC 0.4 0.2 0.3 0.2 0.2 0.5 0.2 0.7 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 0.2 0.1 -0.2 0.1 0.6 0.7 0.4 0.7 CAD -0.2 0.5 0.0 0.0 -0.2 -0.0 -0.2 0.1 -0.0 -0.2 -0.2 -0.2 -0.1 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.0 -0.2 -0.1 -0.1 2.7 0.0 -0.2 -0.0 -0.2 -0.1 -0.1 -0.4 -0.5 -0.5 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.2 -0.4 -0.3 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 -0.3 0.1 -0.1 -0.0 -0.1 -0.3 -0.3 -0.4 -0.3 -0.1 -0.1 0.1 -0.2 -0.0 1.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.8 0.2 0.1 -0.4 -0.1 0.4 0.7 0.7 0.7 CHF -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.2 0.1 -0.0 -0.2 -0.1 -0.2 0.5 -0.1 -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 -0.2 0.3 -0.1 -1.1 -0.4 -0.2 -0.3 0.1 -0.2 -0.7 -0.2 -0.7 COCOA 0.1 0.6 -0.5 -0.1 0.0 -0.3 0.1 -0.5 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 -0.1 -0.1 -0.0 0.9 -0.5 -0.2 0.0 -0.2 -0.3 -0.0 0.0 0.2 COFFEE 0.0 -0.4 0.1 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.0 0.3 0.0 0.6 -0.1 -0.1 0.4 0.4 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 -0.4 -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 0.1 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 0.1 -0.3 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.1 -0.0 -0.0 -0.2 0.7 0.7 0.7 0.7 CORN -0.1 -0.0 0.3 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.1 -0.1 -0.1 -0.4 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.1 -0.2 -0.1 1.3 -0.0 -0.2 -0.0 -0.1 -0.2 -0.0 -1.1 -0.5 -0.2 0.0 0.6 -0.2 -0.4 0.1 -0.1 COTTON2 0.4 0.1 -0.1 -0.2 0.2 -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 0.0 0.3 0.2 -0.0 -0.3 -0.4 -0.2 -0.3 CRUDE_W 0.3 -0.0 -0.2 -0.0 0.2 -0.1 0.2 -0.0 0.1 0.2 -0.4 0.2 -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 -0.0 0.2 -0.3 0.2 -0.5 0.1 -0.1 -0.1 0.1 0.2 -0.3 0.4 0.7 0.3 0.6 DAX 0.6 0.6 -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 0.4 0.2 0.5 0.2 -0.1 0.5 0.6 0.6 -0.0 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 0.2 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 0.5 0.2 -1.5 0.1 0.0 0.4 0.1 0.5 0.1 -0.2 -0.1 -0.2 0.1 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.1 -0.2 0.3 0.0 -0.2 -0.0 -0.2 0.1 -0.0 0.1 0.2 0.2 -0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.1 -0.2 0.1 -2.7 -0.0 0.1 -0.0 0.1 -0.1 0.0 0.9 0.5 0.3 -0.5 0.6 0.1 0.6 0.3 0.7 EUR -0.2 0.2 -0.2 0.0 -0.2 -0.0 -0.2 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 0.0 -0.1 0.2 -0.2 0.5 -0.0 -0.4 -0.1 -0.3 0.2 0.2 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 -0.4 -0.4 -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 -0.3 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 0.6 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 0.4 0.5 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.6 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 0.2 0.2 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 0.1 0.3 0.1 0.7 0.1 1.1 0.3 0.6 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL 0.1 -0.5 -0.1 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.1 0.1 0.1 0.2 -0.1 -0.1 0.2 0.3 0.3 0.3 -0.1 -0.0 0.1 0.0 -0.0 -0.3 0.0 0.2 0.1 0.1 0.1 0.1 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 0.1 0.2 -0.2 0.2 -0.1 -0.0 -0.1 -0.4 -0.1 -0.4 -0.4 -0.1 -0.1 0.2 -0.1 0.0 -2.6 -0.0 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 -0.4 -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 -0.6 -0.2 0.1 0.2 -0.6 -0.2 -0.7 GBP 0.2 0.5 -0.2 0.0 -0.2 -0.0 -0.2 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 0.4 0.5 0.6 0.3 0.0 -0.2 0.2 -0.3 GOLD_micro -0.2 0.1 -0.1 0.1 0.0 0.2 0.0 0.3 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 0.2 0.1 0.5 0.1 0.7 0.1 -0.3 0.2 0.1 0.0 0.5 0.4 0.2 -0.5 -0.6 HEATOIL 0.0 -0.5 -0.1 -0.0 0.2 -0.0 0.2 -0.0 0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.0 0.1 0.0 -0.0 -2.2 -0.0 0.2 -0.0 0.1 0.1 0.0 0.8 -0.0 -0.2 -0.3 0.1 0.4 0.4 -0.1 -0.4 JGB-SGX-mini -0.2 -0.6 -0.6 -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 0.2 0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.3 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 0.9 -0.5 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY -0.1 -0.0 -0.6 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 -0.4 -0.2 -0.5 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.2 -0.2 -0.5 -0.2 -0.7 -0.2 -0.6 -0.2 -0.5 -0.6 -0.6 -0.3 -0.4 -0.2 -0.5 LEANHOG 0.3 0.5 -0.4 -0.2 0.1 -0.5 0.2 -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 0.2 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 0.2 0.4 0.2 0.1 -0.1 0.1 -0.0 0.0 0.1 0.1 0.2 0.4 0.2 -2.7 0.0 0.1 0.1 0.1 0.5 0.1 1.0 0.1 0.1 0.5 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.2 0.0 -0.7 -0.2 0.1 -0.6 0.1 -0.8 0.0 0.1 -0.6 -0.0 -0.7 -0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.1 -0.6 -0.1 NaN -0.2 0.2 -0.6 0.1 -0.7 -0.1 -1.2 0.2 -0.6 -0.2 -0.3 0.1 0.8 0.3 0.8 MXP 0.0 0.4 0.3 0.0 -0.2 -0.0 -0.2 0.1 -0.0 0.2 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 0.2 0.5 0.1 0.7 0.2 1.1 0.5 0.2 0.6 0.6 0.5 0.4 0.6 0.5 NASDAQ_micro 0.1 0.0 0.1 0.1 0.1 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 0.0 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 0.3 0.1 0.6 0.1 0.2 0.3 0.2 0.4 0.1 0.1 0.4 0.2 0.6 0.1 0.1 0.1 0.1 0.1 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 -0.1 -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 2.2 -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 0.2 -0.2 0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 0.1 -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 0.4 0.3 0.0 0.2 -0.1 0.7 0.4 0.7 OATIES 0.3 -0.0 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.0 -0.1 -0.3 0.0 -0.4 -0.0 -0.0 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.3 -0.0 -0.6 -0.1 -0.1 -0.4 -0.1 -0.5 -0.0 -0.7 -0.4 0.3 -0.3 -0.2 -0.2 -0.5 -0.1 -0.6 OJ 0.6 0.6 -0.2 -0.1 0.0 -0.3 0.1 -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 0.0 0.6 0.5 -0.0 -0.6 -0.6 -0.3 -0.6 PALLAD -0.4 -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 -0.3 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 0.1 0.1 0.1 -0.0 0.1 0.0 0.2 0.0 0.3 0.1 0.2 -0.2 0.4 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 0.2 -0.7 0.0 -0.0 -0.5 0.1 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 0.0 1.0 -0.0 -0.1 -0.1 -0.0 -0.5 0.0 -0.9 -0.4 0.1 0.1 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.4 0.0 -0.1 0.0 -0.3 0.1 -0.5 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.1 -0.4 -0.3 -0.4 -0.4 -0.1 -0.1 0.0 -0.3 0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.0 -1.0 0.4 0.3 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 -0.0 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 -0.1 -0.2 -0.4 0.1 -0.2 0.4 0.2 0.7 RUSSELL 0.2 0.4 0.3 0.1 0.2 0.4 0.2 0.5 0.2 0.2 0.5 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 0.2 0.2 0.4 0.2 0.5 0.2 0.0 0.3 -0.1 0.3 -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 -0.0 0.1 -0.4 0.1 -0.4 -0.0 -0.1 -0.4 -0.4 -0.4 -0.3 -0.1 -0.2 0.0 -0.3 -0.0 1.4 -0.2 0.0 -0.5 0.0 -0.5 -0.1 -1.1 0.2 0.3 -0.4 -0.4 0.7 0.7 0.7 0.7 SILVER-mini -0.5 0.1 0.0 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -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 0.1 0.5 0.2 0.7 0.2 0.2 0.3 0.1 0.2 0.1 0.2 0.2 0.2 0.5 0.2 1.7 0.2 0.1 0.5 0.2 0.7 0.2 1.1 -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 -0.1 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 -0.0 -0.1 -0.1 0.3 -0.1 0.3 -0.4 -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 0.2 -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 -0.1 -0.0 -0.1 -0.8 -0.1 -0.2 0.0 -0.1 0.1 -0.2 0.1 -0.5 -0.6 -0.6 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 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -1.9 0.0 -0.2 0.2 -0.1 0.0 -0.1 -0.7 -0.4 -0.3 -0.4 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.1 -0.2 -0.3 -0.2 0.1 -0.5 0.2 -0.7 0.0 0.2 -0.3 0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 0.0 -0.0 -2.5 -0.2 0.2 -0.3 0.1 -0.1 -0.1 0.0 0.0 -0.3 -0.5 -0.0 -0.5 -0.7 -0.6 -0.7 SP400 0.3 0.5 0.2 0.1 0.2 0.3 0.2 0.5 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 0.2 0.1 0.1 0.1 -0.0 0.0 -0.2 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.2 0.2 0.3 0.2 0.2 0.4 0.2 0.5 0.2 0.1 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 -0.4 -0.2 -0.2 -0.3 0.1 -0.7 0.2 -0.7 SUGAR11 0.2 0.3 -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 -0.0 0.2 0.6 0.0 -0.2 -0.5 0.0 -0.4 US10 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.3 -0.2 0.3 -0.2 -0.1 0.1 0.0 0.0 0.0 -0.1 0.0 -0.0 0.2 -0.1 -1.4 -0.0 -0.0 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 -0.1 0.3 -0.2 0.3 -0.2 -0.2 0.1 -0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 -2.1 0.0 -0.0 0.3 0.0 0.5 0.0 -0.3 -0.2 0.3 0.5 0.4 -0.5 -0.4 -0.5 -0.7 US2 -0.0 -0.2 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 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 -0.1 -0.0 -0.1 0.1 -0.1 -1.1 -0.5 -0.2 0.3 -0.0 -0.7 -0.5 -0.7 -0.7 US20 0.1 -0.4 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 0.2 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 0.0 -0.2 0.0 -0.2 -0.1 0.1 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 0.1 0.1 0.1 0.0 -0.4 0.0 0.3 0.2 0.2 -0.2 0.3 0.0 -0.5 US5 -0.1 -0.3 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.1 -0.1 0.2 -0.1 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 0.3 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.3 -0.9 -0.5 -0.3 -0.1 -0.9 -0.3 -0.7 -0.3 -0.1 -0.9 -0.3 -1.1 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.2 -0.7 -0.3 NaN -0.3 -0.1 -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 0.1 -0.5 0.2 -0.7 0.0 0.0 -0.5 0.0 -0.7 -0.2 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.0 -0.5 -0.1 1.6 -0.1 -0.0 -0.3 -0.0 -0.6 -0.1 -1.1 -0.3 -0.2 -0.4 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 6.2 14.5 4.2 1.3 -19.8 -0.2 -15.4 3.1 -2.3 -12.0 17.9 9.9 10.6 20.0 18.9 1.0 -0.7 0.3 -0.2 16.8 13.0 2.8 7.6 13.7 17.8 14.2 -12.0 11.0 -2.1 4.8 9.9 5.5 9.4 6.5 12.6 15.3 2.9 20.0 5.4 20.0 BITCOIN 14.1 -9.1 -20.0 13.2 9.8 17.4 6.7 17.7 8.1 13.2 -16.7 11.2 -0.1 1.0 -19.4 -4.1 -6.3 -4.7 -5.5 -19.4 -20.0 10.2 -8.5 -0.7 -20.0 -20.0 12.7 -20.0 4.7 -7.7 -5.3 -0.1 -11.6 -18.8 -20.0 -20.0 1.8 -1.1 -20.0 -17.3 BOBL 10.0 -12.7 -6.2 -8.7 4.6 -6.6 2.2 -4.9 -4.8 16.3 -12.5 16.5 -5.3 -5.4 -12.8 -20.0 1.1 -11.0 -0.7 -10.3 -10.7 7.3 -7.5 -1.3 3.2 -16.4 8.1 -15.0 7.1 -9.0 -4.7 -4.5 16.5 10.0 -12.1 -8.3 7.3 20.0 20.0 20.0 BTP 6.8 -8.4 -0.5 -10.9 5.8 -8.3 2.7 -6.2 -6.0 18.7 11.1 20.0 18.6 7.4 5.1 14.6 9.9 12.3 10.9 2.4 4.6 12.3 9.8 6.6 -20.0 2.8 15.9 4.9 17.2 11.4 10.3 11.4 20.0 16.8 7.4 11.5 0.1 20.0 13.9 20.0 BUND 8.6 -12.2 -2.7 -9.3 4.9 -7.0 2.3 -5.2 -5.1 16.0 -11.9 16.6 -11.3 -6.2 -13.1 17.9 5.5 10.3 7.1 -10.3 -10.2 7.3 -9.1 -2.1 -0.0 -14.2 9.9 -13.3 9.4 -9.0 -2.5 4.3 19.2 10.1 -9.6 -5.4 1.0 20.0 13.0 20.0 BUXL 8.4 -9.1 -1.3 -9.1 4.9 -6.9 2.3 -5.1 -5.0 13.2 -17.0 13.3 -19.3 -8.9 -15.0 4.8 3.4 4.4 4.1 -13.2 -15.7 4.2 -18.7 -5.0 1.8 -15.0 8.2 -17.8 8.7 -17.1 -2.1 -0.2 15.8 8.4 -8.9 -5.6 -10.7 20.0 1.6 9.9 CAC 11.3 5.0 9.3 17.2 20.0 17.5 20.0 18.3 20.0 20.0 19.5 20.0 20.0 20.0 18.7 -6.9 -2.7 -5.3 -3.8 18.4 16.5 20.0 15.2 20.0 7.1 16.0 20.0 11.3 20.0 6.2 20.0 4.1 8.0 2.1 -6.6 1.6 17.8 20.0 11.0 20.0 CAD -6.1 16.3 0.9 1.3 -19.5 -0.2 -15.2 3.0 -2.2 -17.0 -6.4 -19.5 -3.7 3.6 6.2 -7.2 -7.5 -7.7 -7.8 3.2 0.4 -20.0 -4.4 -6.6 20.0 1.1 -17.7 -0.9 -20.0 -3.9 -8.2 -6.8 -20.0 -14.8 6.6 2.4 -20.0 -20.0 -20.0 -20.0 CANOLA 5.9 -11.7 -8.9 -9.0 7.9 -18.6 7.9 -20.0 1.7 9.8 -9.8 8.9 -3.4 -4.1 -6.2 -16.1 -13.9 -18.4 -16.8 -8.3 -8.9 6.8 -5.7 -1.8 7.7 -7.5 8.5 -8.8 6.1 -6.2 -0.9 -14.7 8.5 2.1 -11.8 -1.6 10.9 20.0 20.0 20.0 CHF -2.3 0.8 -7.6 1.2 -18.1 -0.2 -14.0 2.8 -2.1 -17.0 -2.7 -17.6 14.0 -4.9 -8.8 -17.3 -16.4 -17.2 -16.5 -3.1 0.9 -16.6 8.5 -8.3 -1.8 -2.1 -16.1 2.2 -15.2 8.9 -7.4 -20.0 -16.7 -5.7 -8.4 3.1 -7.0 -20.0 -5.4 -20.0 COCOA 3.8 20.0 -14.7 -6.2 5.4 -12.7 5.4 -14.7 1.1 -7.0 -6.3 -6.1 -3.7 -0.1 -3.7 -3.2 6.0 -2.7 0.4 -3.4 -5.7 -8.8 -3.6 -3.9 -20.0 -2.6 -9.5 -4.1 -5.3 -1.4 -2.1 17.0 -20.0 -7.2 0.4 -7.5 -8.4 -1.2 0.1 4.6 COFFEE 1.5 -13.7 3.4 -15.7 13.8 -20.0 13.7 -20.0 2.9 -4.9 12.1 3.0 15.7 -6.2 -5.5 20.0 17.5 20.0 20.0 -3.6 7.0 -0.7 19.5 -3.3 -20.0 -7.2 -9.8 7.7 -8.0 20.0 -10.6 20.0 -14.8 -20.0 -16.9 16.2 20.0 15.8 20.0 20.0 COPPER 7.3 14.9 12.0 5.6 4.1 7.3 2.8 7.4 3.4 5.9 4.6 6.9 2.9 7.9 8.6 -6.6 -6.3 -7.0 -6.6 11.8 8.2 10.1 5.1 12.6 -2.3 7.7 5.5 7.2 5.5 7.4 6.9 -0.9 2.6 -0.3 -0.3 -6.1 20.0 20.0 20.0 20.0 CORN -1.8 -0.2 10.6 -19.0 7.3 -20.0 12.6 -20.0 1.0 -9.8 -2.1 -6.4 -9.9 -10.5 -1.1 -20.0 -19.9 -20.0 -20.0 -1.8 -2.0 -10.2 -7.8 -5.0 9.8 -1.2 -20.0 -0.3 -8.9 -4.3 -3.4 -20.0 -20.0 -5.7 0.7 20.0 -5.3 -10.8 4.4 -3.0 COTTON2 11.3 3.4 -2.4 -19.1 16.7 -20.0 16.7 -20.0 3.5 15.4 -20.0 19.0 -20.0 12.8 -15.4 -20.0 -16.6 -20.0 -18.4 -6.1 -16.6 7.6 -20.0 4.0 -12.2 -8.9 13.1 -20.0 14.8 -20.0 9.0 -18.6 1.9 8.4 7.3 -0.3 -8.0 -12.3 -6.4 -7.7 CRUDE_W 7.8 -0.8 -5.5 -1.7 20.0 -2.1 20.0 -0.3 6.9 19.2 -15.5 16.4 -15.5 1.0 -14.0 0.0 4.1 0.4 1.9 -6.2 -9.8 13.1 -11.0 2.2 7.8 -4.6 20.0 -11.1 17.1 -12.6 6.9 -2.3 -5.4 2.6 4.8 -10.6 13.3 20.0 9.2 18.1 DAX 20.0 18.5 -2.6 15.7 20.0 16.0 20.0 16.8 19.8 20.0 16.1 20.0 20.0 20.0 18.2 -9.1 -6.9 -7.7 -6.9 20.0 15.9 20.0 20.0 20.0 -14.6 20.0 20.0 13.1 20.0 13.1 20.0 -2.2 20.0 20.0 18.2 -0.2 10.2 20.0 5.0 20.0 DOW 5.6 10.1 8.4 11.6 17.6 11.8 18.6 12.3 14.6 9.7 16.5 12.3 16.0 15.2 15.0 -7.0 -8.1 -7.5 -7.7 17.1 17.7 13.0 17.0 16.1 -11.4 13.1 1.7 13.4 8.6 13.0 12.1 -4.0 -6.2 -5.1 3.7 1.4 -2.2 -20.0 -6.1 -20.0 DX 2.6 -6.8 9.9 1.2 -18.3 -0.2 -14.2 2.8 -2.1 15.3 6.2 17.5 -14.5 -3.6 6.0 6.0 6.2 6.1 6.0 1.7 0.1 14.3 -7.1 6.0 -20.0 -1.7 14.4 -0.4 11.1 -4.0 1.5 16.8 20.0 9.2 -15.7 20.0 2.0 18.1 7.6 20.0 EUR -6.1 5.2 -5.4 1.4 -20.0 -0.2 -16.1 3.2 -2.4 -16.7 3.7 -20.0 18.9 1.5 -3.1 -8.6 -8.1 -8.5 -8.2 0.0 5.5 -16.6 15.4 -7.7 13.6 4.6 -14.8 8.2 -15.9 14.5 -4.4 -7.5 -5.0 -10.0 5.9 7.2 -5.6 -20.0 -2.0 -20.0 EURIBOR-ICE 12.7 -13.8 -10.9 -6.5 3.5 -4.9 1.6 -3.7 -3.6 11.3 -7.6 12.3 3.4 -1.5 -8.5 13.1 11.5 13.1 12.8 -6.1 -6.3 8.5 -0.7 1.7 0.7 -10.7 7.2 -9.4 6.9 -3.2 -1.9 14.7 14.2 10.7 -9.7 -7.2 9.7 20.0 19.1 20.0 EUROSTX 17.9 13.3 9.8 15.5 20.0 15.9 20.0 16.6 19.5 20.0 20.0 20.0 20.0 20.0 20.0 7.4 -0.5 2.2 0.2 20.0 20.0 20.0 20.0 20.0 -7.6 20.0 20.0 20.0 20.0 15.0 20.0 8.9 20.0 15.0 10.9 14.6 15.8 20.0 8.6 20.0 FEEDCOW 20.0 20.0 -17.1 -12.1 10.6 -20.0 10.6 -20.0 2.2 12.8 7.0 14.3 11.3 16.3 6.3 9.4 9.2 11.9 12.1 20.0 17.0 20.0 20.0 20.0 -20.0 8.8 13.0 9.8 12.3 20.0 13.8 20.0 11.5 17.0 20.0 11.1 20.0 20.0 20.0 20.0 GASOIL 3.2 -14.0 -2.5 -1.2 20.0 -1.5 15.0 -0.2 5.0 12.6 1.9 7.7 4.4 -9.6 -9.5 10.9 14.8 14.9 15.9 -5.0 -1.3 9.1 1.7 -1.4 -2.0 1.3 20.0 2.6 13.9 3.8 6.1 20.0 4.1 4.0 -2.5 5.9 3.8 20.0 -4.2 8.1 GASOLINE 6.9 -8.0 -3.7 -1.8 20.0 -2.1 20.0 -0.3 7.0 19.5 -8.0 17.1 -2.2 -2.5 -9.1 -20.0 -6.4 -20.0 -20.0 -5.2 -5.3 18.8 -2.9 3.8 -19.3 -2.5 20.0 -7.0 20.0 -5.4 11.3 -20.0 11.0 9.8 -2.7 -5.6 15.0 20.0 9.2 20.0 GAS_US_mini -13.4 -9.8 9.7 -0.7 14.0 -0.9 9.0 -0.1 3.0 -2.3 -5.9 -6.0 -6.5 -8.3 -6.6 20.0 -20.0 20.0 -10.5 -6.5 -3.7 -7.7 -3.1 -9.3 15.2 -5.5 -1.0 -2.7 -5.6 -1.9 -7.8 -20.0 -20.0 -18.1 -6.0 2.0 6.3 -18.8 -4.5 -20.0 GBP 5.3 14.8 -7.0 1.4 -20.0 -0.2 -15.8 3.2 -2.3 -10.7 2.0 -2.6 14.6 18.0 12.4 0.3 0.0 0.3 0.2 10.3 5.6 -0.9 7.9 9.0 1.6 16.1 -5.0 9.1 1.8 10.6 15.1 6.6 16.0 14.1 20.0 8.6 1.5 -7.0 4.9 -8.1 GOLD_micro -6.5 4.0 -1.8 5.4 4.0 7.1 2.7 7.2 3.3 8.1 8.3 6.9 8.6 7.4 8.1 -7.7 -10.2 -8.5 -9.1 13.6 15.3 11.8 15.7 11.8 -20.0 14.4 10.3 20.0 8.4 20.0 9.2 -6.5 7.0 2.3 1.2 15.1 11.4 5.1 -14.9 -18.6 HEATOIL 0.4 -14.5 -3.3 -1.2 20.0 -1.5 14.6 -0.2 4.8 13.1 0.1 8.0 2.8 -10.8 -10.7 14.3 11.7 14.9 13.4 -6.1 -2.1 7.7 1.5 -2.7 -16.6 -3.0 17.9 -0.8 9.1 2.1 0.8 15.9 -2.0 -4.9 -8.3 1.8 11.6 12.4 -4.0 -11.0 JGB-SGX-mini -5.6 -18.8 -17.9 -5.3 2.8 -4.0 1.3 -3.0 -2.9 -10.2 -12.4 -10.8 -11.9 -11.7 -12.1 5.7 13.5 12.0 12.8 -20.0 -20.0 -14.6 -17.8 -19.0 -2.6 -20.0 -13.3 -19.9 -14.8 -15.8 -19.9 16.1 -20.0 -20.0 -20.0 -20.0 -6.0 -20.0 4.4 -20.0 JPY -2.2 -1.4 -20.0 0.9 -13.3 -0.2 -10.3 2.1 -1.5 -15.0 -16.6 -14.6 -15.1 -14.1 -16.1 -9.3 -10.6 -9.7 -9.8 -17.1 -20.0 -14.7 -18.7 -13.3 20.0 -19.3 -20.0 -20.0 -16.3 -18.3 -14.6 -11.0 -6.9 -14.3 -18.2 -20.0 -8.1 -13.2 -6.5 -15.8 LEANHOG 10.4 13.9 -12.4 -18.0 15.8 -20.0 15.8 -20.0 3.3 9.8 3.2 16.2 12.2 20.0 3.0 -20.0 13.4 -20.0 3.7 12.1 5.2 11.1 7.6 17.3 -3.0 19.8 2.9 6.9 17.0 6.2 20.0 20.0 9.3 19.4 20.0 11.8 -1.9 11.5 6.1 20.0 LIVECOW 18.6 16.8 -20.0 -12.4 10.8 -20.0 10.8 -20.0 2.3 13.4 4.9 14.0 10.7 16.5 5.5 -3.3 6.4 -2.3 1.2 13.5 9.4 17.5 16.4 20.0 -20.0 1.6 11.8 2.8 7.9 14.4 6.9 18.7 4.8 4.0 14.0 2.7 20.0 18.9 20.0 20.0 LUMBER-new 6.0 0.7 -18.5 -13.4 11.7 -20.0 11.7 -20.0 2.5 13.9 -17.7 -1.1 -16.2 -6.4 -16.2 -20.0 -20.0 -20.0 -20.0 -17.3 -20.0 5.8 -20.0 -6.5 NaN -17.9 20.0 -20.0 8.2 -17.9 -6.8 -20.0 7.0 -15.9 -4.5 -9.1 3.1 20.0 8.0 20.0 MXP 1.3 12.1 8.7 1.4 -20.0 -0.2 -16.4 3.3 -2.4 20.0 20.0 19.0 20.0 20.0 20.0 13.5 13.0 13.3 13.0 20.0 20.0 14.3 20.0 20.0 -20.0 20.0 20.0 20.0 10.3 20.0 15.6 20.0 20.0 4.7 18.3 20.0 13.7 11.5 17.5 15.9 NASDAQ_micro 3.2 1.1 3.8 10.7 16.3 10.9 17.2 11.4 13.5 10.6 12.4 12.6 14.3 10.8 5.6 -7.7 -8.6 -8.1 -8.3 6.6 13.6 6.3 19.8 5.0 -20.0 3.9 4.1 9.0 5.6 14.3 4.0 -5.1 -9.6 -7.7 -10.6 -3.1 2.5 -20.0 2.3 -20.0 NIKKEI 8.0 3.8 19.4 10.5 20.0 11.2 18.1 11.9 13.2 11.7 15.1 14.0 15.5 12.5 13.2 6.4 7.0 5.9 6.0 17.9 20.0 13.4 20.0 14.7 -18.7 13.8 5.3 20.0 6.3 20.0 7.7 20.0 -6.5 -6.2 -7.5 20.0 -5.8 3.2 -8.4 7.2 NZD -1.3 12.2 -4.9 1.1 -16.1 -0.2 -12.5 2.5 -1.8 -9.6 -7.9 -14.2 -10.1 7.6 -0.4 -3.8 -3.4 -4.1 -4.0 -1.2 -5.9 -7.1 -8.3 -2.3 16.8 -5.4 -9.6 -9.4 -9.7 -10.5 -5.8 0.0 -3.0 -8.4 0.6 -7.8 2.3 20.0 6.5 20.0 OAT 6.4 -7.6 2.5 -8.7 4.6 -6.6 2.2 -4.9 -4.8 13.8 -0.4 15.7 -4.3 -2.0 -4.3 13.0 12.6 15.0 15.0 -2.4 -2.7 6.8 -3.6 1.8 0.5 -2.8 7.2 -3.1 9.1 -2.5 3.4 17.5 15.1 9.3 1.5 6.7 -2.1 20.0 12.1 20.0 OATIES 10.6 -0.2 -4.2 -10.3 9.0 -20.0 9.0 -20.0 1.9 -11.3 -11.1 2.8 -11.0 -0.1 -4.2 -15.0 -12.2 -18.0 -16.8 -7.5 -11.4 -6.1 -11.5 -3.8 -4.6 -9.6 -13.3 -13.8 -5.2 -13.3 -4.0 -13.3 -15.4 7.9 -8.4 -7.2 -7.2 -14.9 -3.0 -16.7 OJ 20.0 20.0 -5.8 -5.4 4.7 -11.0 4.7 -12.7 1.0 -3.9 -4.5 4.0 -6.4 5.1 -0.7 1.6 2.3 -1.1 -0.6 2.6 -4.4 3.1 -7.7 6.9 -20.0 4.7 -1.7 -1.9 4.7 -4.7 8.9 12.6 0.2 20.0 15.0 -0.9 -19.2 -18.1 -10.5 -19.0 PALLAD -11.9 -0.4 0.5 4.4 3.3 5.8 2.2 5.9 2.7 6.4 4.9 1.4 4.5 3.1 4.2 -2.9 -3.1 -3.2 -3.1 6.9 6.1 5.3 4.6 6.4 10.7 5.0 2.0 7.8 0.4 8.2 1.4 4.8 -3.2 -4.5 -3.0 1.4 6.8 -4.9 -20.0 -15.2 PLAT -10.6 0.7 -15.2 4.3 3.2 5.7 2.2 5.8 2.6 3.0 6.1 2.9 6.0 4.5 5.1 -2.8 -3.8 -3.8 -3.7 9.6 7.5 5.7 5.5 9.1 -0.2 9.4 1.0 9.2 2.3 8.5 6.8 3.7 -9.4 12.6 12.0 6.2 20.0 10.3 -11.8 -10.7 REDWHEAT 5.8 1.8 12.7 -17.1 14.9 -20.0 14.9 -20.0 3.1 -4.6 -17.1 7.1 -20.0 1.3 -2.9 -16.4 -16.4 -16.3 -16.7 -2.4 -9.3 -0.1 -19.4 0.6 7.7 -0.4 -12.5 -4.8 -0.5 -13.0 1.6 -17.3 -15.4 3.8 2.1 17.3 -20.0 -20.0 -20.0 -20.0 RICE 18.2 13.8 0.9 -5.6 4.9 -11.5 4.9 -13.3 1.0 6.0 -7.4 5.5 -7.8 0.6 -5.3 -19.6 -14.5 -20.0 -19.5 -5.2 -10.5 5.0 -12.8 0.7 0.7 -2.9 8.0 -9.6 7.5 -12.9 4.5 -18.6 15.3 9.4 1.4 -8.1 -12.8 -16.6 -3.9 -17.1 ROBUSTA 3.4 -20.0 -2.7 -9.4 8.2 -19.3 8.2 -20.0 1.7 -1.4 1.2 6.6 -1.7 -5.1 -6.1 20.0 14.4 17.0 14.6 -9.5 -6.0 0.2 -1.4 -6.2 -20.0 -8.1 2.2 -5.0 -0.3 -0.9 -5.7 20.0 -4.9 -6.1 -11.1 2.2 -5.5 10.8 7.3 20.0 RUSSELL 7.1 12.1 8.8 12.8 19.5 13.0 20.0 13.6 16.1 16.8 17.1 16.3 16.1 16.5 14.9 -4.7 -5.2 -4.7 -4.8 16.9 17.3 20.0 16.0 19.8 8.5 14.0 20.0 14.1 19.9 13.3 17.0 0.8 11.9 -3.4 7.9 -4.9 -4.8 -20.0 -14.5 -20.0 SHATZ 10.7 -8.2 -8.8 -8.2 4.4 -6.2 2.0 -4.6 -4.5 10.7 -15.1 13.2 -9.9 -3.6 -11.6 -20.0 -17.7 -18.4 -17.0 -11.2 -14.4 5.1 -11.2 -1.5 10.2 -18.7 4.6 -19.7 4.1 -13.1 -6.4 -20.0 10.3 8.7 -11.4 -11.3 20.0 20.0 20.0 20.0 SILVER-mini -14.9 4.1 0.7 4.7 3.5 6.2 2.4 6.3 2.9 7.1 8.0 7.2 7.8 7.5 7.8 -3.9 -6.1 -5.0 -5.5 16.0 12.4 15.7 8.4 16.7 -6.8 12.6 8.7 14.1 6.5 12.5 8.7 0.1 3.6 7.1 15.1 17.8 5.9 20.0 -15.6 -4.7 SMI 12.0 20.0 20.0 15.9 20.0 16.2 20.0 17.0 20.0 12.2 20.0 20.0 19.0 20.0 20.0 13.4 5.5 9.6 7.1 20.0 20.0 18.9 20.0 20.0 13.1 20.0 6.1 20.0 20.0 20.0 20.0 19.8 -3.8 20.0 20.0 20.0 -2.2 20.0 -2.5 20.0 SOFR -3.0 -13.6 -9.1 -10.9 5.8 -8.2 2.7 -6.1 -6.0 -9.9 3.7 -15.2 15.4 -20.0 -20.0 8.4 6.3 8.0 7.4 -11.4 -2.4 -8.0 8.4 -11.3 -20.0 -11.5 -5.4 -1.9 -9.0 8.0 -12.3 5.4 -15.4 -6.8 2.1 -6.2 -13.1 -18.0 -11.6 -20.0 SOYBEAN -7.9 -15.6 7.4 -16.2 14.2 -20.0 14.2 -20.0 3.0 -12.5 3.8 -13.0 3.6 -18.4 -10.3 -5.0 -5.3 -3.9 -4.8 -9.6 -1.2 -11.4 -1.4 -13.8 -6.3 -11.6 -20.0 1.8 -13.5 3.0 -16.9 2.2 -20.0 -20.0 -18.9 18.7 -20.0 -9.7 -20.0 -5.8 SOYMEAL -7.2 -15.2 20.0 -11.9 10.4 -20.0 10.4 -20.0 2.2 -10.7 -2.8 -6.9 -9.3 -13.8 -5.2 -10.8 -14.5 -12.4 -14.2 -6.6 -2.1 -10.7 -5.1 -10.5 -13.9 0.9 -17.9 5.8 -7.4 0.2 -5.0 -14.0 -16.8 -10.7 -11.4 20.0 -20.0 -20.0 -11.6 -19.8 SOYOIL 3.6 -7.3 -9.9 -16.9 14.8 -20.0 14.8 -20.0 3.1 20.0 -10.2 14.5 5.7 -7.8 -11.7 -9.2 -5.8 -8.7 -7.5 -8.9 -6.8 14.4 1.5 -0.6 -18.9 -15.9 20.0 -11.8 10.0 -3.4 -7.3 0.1 1.9 -9.9 -15.4 -0.9 -15.8 -20.0 -16.6 -20.0 SP400 10.2 14.3 5.5 12.2 18.6 12.4 19.5 13.0 15.3 16.0 16.0 16.1 10.6 16.7 15.2 -6.3 -6.0 -6.1 -5.9 15.8 11.9 20.0 9.1 19.7 2.5 9.7 13.8 6.2 13.5 3.8 12.7 -0.8 0.6 -5.2 5.6 -13.4 -2.6 -20.0 -7.3 -20.0 SP500_micro 6.7 6.4 10.5 14.1 20.0 14.4 20.0 15.1 17.8 13.0 20.0 17.6 20.0 18.9 17.8 -8.8 -9.4 -9.0 -9.1 14.9 20.0 11.6 20.0 12.6 -20.0 8.7 5.9 12.5 9.2 17.0 9.3 -6.4 -15.4 -6.9 -5.7 -8.3 4.4 -20.0 5.0 -20.0 SUGAR11 5.5 10.3 -9.5 -11.9 10.4 -20.0 10.4 -20.0 2.2 3.6 -12.2 0.9 -14.9 2.6 -7.1 17.8 11.5 16.2 12.0 -4.2 -12.9 -0.2 -18.5 -0.1 -20.0 1.8 2.8 -10.4 7.6 -16.6 9.5 20.0 -0.3 6.6 18.1 1.1 -5.0 -16.4 1.5 -11.2 US10 -2.0 -9.6 -2.0 -9.9 5.3 -7.5 2.4 -5.6 -5.5 -12.2 9.9 -14.4 9.0 -14.4 -12.8 2.7 0.7 2.4 1.9 -4.8 1.9 -5.5 6.4 -6.3 -10.6 -2.6 -5.1 4.7 -5.4 9.6 -5.2 -4.1 -15.6 -0.8 9.1 4.2 -20.0 -20.0 -18.7 -20.0 US10U -1.9 -10.0 0.4 -11.9 6.3 -8.9 2.9 -6.7 -6.5 -11.4 12.6 -14.8 7.7 -20.0 -15.7 3.5 -0.1 2.4 1.2 -4.3 3.4 -5.0 6.6 -6.6 -15.4 2.4 -0.7 10.3 0.6 14.2 0.7 -5.6 -7.8 7.8 14.8 11.0 -15.2 -11.0 -15.5 -20.0 US2 -1.2 -4.7 -3.1 -9.5 5.0 -7.1 2.3 -5.3 -5.2 -13.0 0.6 -11.5 -1.2 -3.1 -8.4 -8.2 -13.9 -10.2 -11.4 -4.2 -1.4 -10.8 0.5 -6.4 17.3 -5.6 -13.7 -0.8 -13.6 3.7 -9.3 -20.0 -20.0 -7.5 8.2 -0.6 -20.0 -15.7 -20.0 -20.0 US20 2.5 -10.8 0.4 -8.6 4.6 -6.5 2.1 -4.8 -4.7 11.9 5.7 10.6 -2.1 -8.3 -9.5 5.4 3.5 4.7 4.3 -3.4 0.3 2.4 1.1 -1.7 -10.5 3.1 7.9 5.6 9.2 6.4 6.6 0.3 4.1 13.7 10.4 8.5 -8.0 14.7 -3.1 -18.0 US30 0.4 -11.1 0.4 -9.6 5.1 -7.3 2.4 -5.4 -5.3 9.7 0.1 -0.7 -9.1 -16.2 -15.7 2.1 -1.3 1.0 -0.1 -7.3 -3.4 -0.3 -3.4 -5.6 -5.9 -1.5 6.8 1.9 6.9 2.4 2.4 -7.8 0.2 9.5 7.1 6.9 -6.6 9.4 0.3 -14.1 US5 -2.3 -8.1 -3.1 -10.2 5.5 -7.7 2.5 -5.8 -5.6 -10.3 8.1 -13.8 9.1 -12.4 -11.8 0.7 -2.4 -0.3 -1.1 -5.0 0.9 -8.1 5.7 -7.1 -5.8 -2.8 -6.1 3.3 -6.9 8.7 -5.2 -9.4 -14.7 -1.1 10.4 2.6 -20.0 -20.0 -20.0 -20.0 VIX -5.9 -18.3 -10.3 -20.0 -8.2 -20.0 -17.7 -12.1 -20.0 -8.7 -20.0 -20.0 -19.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -13.9 -15.1 -20.0 NaN -20.0 -6.1 -20.0 -17.4 -12.6 -20.0 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 3.7 -6.8 3.6 -17.9 15.7 -20.0 15.7 -20.0 3.3 0.0 -20.0 4.6 -20.0 -14.7 -16.5 -19.1 -18.3 -18.2 -18.0 -11.8 -16.7 -0.9 -20.0 -6.0 12.1 -11.0 -5.2 -12.1 -1.0 -15.8 -5.9 -19.8 -13.1 -4.8 -10.8 11.2 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3