******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260114_204019 produced at 2026-01-14 21:36:57.279091 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.30 0.0 0.00 0.00 0.00 0.00 -22.24 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.38 0.0 0.00 0.00 0.00 0.00 -38.83 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.36 0.0 999.00 -999.00 -0.24 -0.24 -43.41 999999999.0 -29 -29 caleb_strategy_v3 US2 False True 0.09 0.00 -0.26 0.0 0.00 0.00 0.00 0.00 -2.90 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.27 -0.13 0.0 0.87 -0.87 -0.27 -0.34 -1.90 13.0 -4 -5 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.10 0.0 0.58 -0.58 -0.14 -0.14 -3.06 17.0 -4 -4 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.10 0.0 1.17 -1.17 -0.05 -0.05 -2.19 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -22.76 59.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -1.61 24.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.07 0.0 0.90 -0.90 0.00 0.00 -2.29 29.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.06 0.0 0.82 -0.82 0.00 0.00 -1.32 17.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.06 0.0 0.15 -0.15 -0.08 -0.08 -4.40 11.0 -6 -6 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.92 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.11 -0.11 0.00 0.00 -3.99 12.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.03 0.0 0.16 -0.16 -0.02 -0.02 -1.17 7.0 -1 -1 caleb_strategy_v3 LUMBER-new False False 0.01 0.00 -0.03 0.0 0.02 -0.02 0.00 0.00 -3.73 3.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.61 9.0 -3 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.64 -0.64 0.00 0.00 -0.64 13.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.09 -0.02 0.0 0.50 -0.50 -0.09 -0.07 -0.93 23.0 -4 -3 caleb_strategy_v3 EUR False False 0.06 -0.12 -0.02 0.0 0.87 -0.87 -0.12 -0.12 -0.33 14.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.26 4.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.11 -0.11 -0.03 -0.04 -1.57 9.0 -2 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.02 0.0 0.13 -0.13 -0.12 -0.11 -1.44 10.0 -9 -8 caleb_strategy_v3 REDWHEAT False False 0.01 -0.03 -0.02 0.0 0.09 -0.09 -0.03 -0.06 -1.64 8.0 -3 -5 caleb_strategy_v3 GAS_US_mini False False 0.00 -0.02 -0.02 0.0 0.07 -0.07 -0.02 -0.02 -6.83 26.0 -6 -6 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.44 999999999.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -3.23 18.0 -4 -4 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.16 6.0 -3 -3 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.22 -0.22 -0.17 -0.17 -0.12 4.0 -3 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.01 0.0 0.39 -0.39 0.00 0.00 -0.34 23.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.56 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.02 -0.02 -0.01 0.0 0.57 -0.57 -0.02 0.00 -0.47 26.0 -1 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -2.05 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 0.08 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 SP500_micro False False 0.01 0.00 0.00 0.0 0.71 -0.71 0.00 0.00 0.28 48.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.33 -0.33 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.00 0.0 1.10 -1.10 0.00 0.00 0.02 19.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.04 9.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.52 21.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.06 0.01 0.0 1.11 -1.11 -0.06 -0.02 0.39 56.0 -3 -1 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.70 -0.70 0.00 0.00 1.63 66.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.64 -0.64 0.00 0.00 0.26 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.10 0.10 0.02 0.0 999.00 -999.00 0.10 0.20 0.15 999999999.0 1 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.21 4.0 1 1 caleb_strategy_v3 DX False False 0.04 0.17 0.04 0.0 999.00 -999.00 0.17 0.17 0.86 999999999.0 4 4 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.05 0.0 0.13 -0.13 0.05 0.05 2.10 5.0 2 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.34 2.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.69 -0.69 0.00 0.00 1.21 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 13.08 68.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.22 0.08 0.0 0.79 -0.79 0.22 0.22 2.09 22.0 6 6 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.08 0.0 0.61 -0.61 0.15 0.15 1.08 8.0 2 2 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.09 0.0 0.21 -0.21 0.08 0.08 5.61 13.0 5 5 caleb_strategy_v3 COPPER False False 0.07 0.26 0.11 0.0 999.00 -999.00 0.26 0.26 1.76 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.14 0.0 0.54 -0.54 0.00 0.00 4.89 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.42 0.16 0.0 0.60 -0.60 0.42 0.42 5.26 20.0 14 14 caleb_strategy_v3 DAX False False 0.01 0.00 0.16 0.0 0.73 -0.73 0.00 0.00 12.27 58.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.16 0.0 0.60 -0.60 0.00 0.00 2.73 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.36 0.17 0.0 0.60 -0.60 0.36 0.36 2.76 10.0 6 6 caleb_strategy_v3 CAC False True 0.04 0.00 0.18 0.0 0.00 0.00 0.00 0.00 4.33 12.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.20 0.0 0.52 -0.52 0.23 0.22 13.65 36.0 16 15 caleb_strategy_v3 SMI False True 0.07 0.00 0.20 0.0 0.00 0.00 0.00 0.00 2.75 9.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.57 0.91 0.0 0.72 -0.72 0.57 0.57 76.16 60.0 48 48 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.11 0.0 1.22 -1.22 0.00 0.00 9.14 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 28.3 Shocked risk 92.5 Sum abs risk 66.4 Leverage 9.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2337502.29, 'annual_cash_vol_target': 584375.5725, 'daily_cash_vol_target': 36523.47328125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6680 0.4769 7.6303 BITCOIN 2007.7802 97590.0000 2.0574 32.9178 BOBL 0.1666 116.5600 0.1429 2.2871 BTP 0.4031 121.0700 0.3330 5.3272 BUND 0.3540 128.4300 0.2757 4.4104 BUXL 0.8287 111.4000 0.7439 11.9018 CAC 49.1085 8342.0000 0.5887 9.4190 CAD 0.0025 0.7227 0.3422 5.4753 CANOLA 7.0626 638.5000 1.1061 17.6980 CHF 0.0047 1.2576 0.3736 5.9778 COCOA 174.2762 5155.0000 3.3807 54.0915 COFFEE 5.3162 337.9500 1.5731 25.1690 COPPER 0.0933 6.0845 1.5337 24.5398 CORN 4.7000 445.2500 1.0556 16.8895 COTTON2 0.6166 64.9600 0.9492 15.1874 CRUDE_W 0.8611 60.3200 1.4276 22.8409 DAX 147.5068 25401.0000 0.5807 9.2914 DOW 305.0909 49245.0000 0.6195 9.9126 DX 0.3132 98.9050 0.3167 5.0673 EUR 0.0037 1.1672 0.3162 5.0591 EURIBOR-ICE 0.0319 97.6500 0.0326 0.5222 EUROSTX 40.6923 6026.0000 0.6753 10.8045 FEEDCOW 2.9928 358.0750 0.8358 13.3726 GASOIL 11.7219 657.5000 1.7828 28.5247 GASOLINE 0.0299 2.1013 1.4230 22.7674 GAS_US_mini 0.1377 2.6750 5.1494 82.3898 GBP 0.0057 1.3429 0.4219 6.7503 GOLD_micro 46.1357 4646.7000 0.9929 15.8859 HEATOIL 0.0398 2.2520 1.7660 28.2562 JGB-SGX-mini 0.2273 132.1700 0.1720 2.7520 JPY 0.0000 0.0063 0.5612 8.9786 LEANHOG 1.1096 92.7000 1.1969 19.1510 LIVECOW 1.8378 237.3250 0.7744 12.3902 LUMBER-new 7.8854 602.5000 1.3088 20.9404 MXP 0.0003 0.0558 0.4517 7.2279 NASDAQ_micro 200.2882 25474.0000 0.7862 12.5799 NIKKEI 554.7950 53760.0000 1.0320 16.5118 NZD 0.0032 0.5757 0.5560 8.8964 OAT 0.3521 121.2500 0.2904 4.6458 OATIES 5.1364 294.2500 1.7456 27.9292 OJ 6.6446 197.4000 3.3661 53.8569 PALLAD 66.2016 1928.5000 3.4328 54.9248 PLAT 78.3611 2427.7000 3.2278 51.6446 REDWHEAT 7.4250 534.0000 1.3904 22.2471 RICE 0.1701 10.5650 1.6096 25.7531 ROBUSTA 58.9383 3958.0000 1.4891 23.8255 RUSSELL 22.9381 2654.5000 0.8641 13.8260 SHATZ 0.0477 106.8750 0.0446 0.7138 SILVER-mini 2.2896 93.0875 2.4596 39.3533 SMI 72.4470 13383.0000 0.5413 8.6614 SOFR 0.0427 96.5750 0.0442 0.7067 SOYBEAN 8.2546 1058.0000 0.7802 12.4834 SOYMEAL 3.8736 296.5000 1.3065 20.9033 SOYOIL 0.5636 51.5500 1.0934 17.4938 SP400 26.1510 3490.5000 0.7492 11.9873 SP500_micro 38.7039 6946.2500 0.5572 8.9151 SUGAR11 0.2104 14.3100 1.4703 23.5241 US10 0.2717 112.4531 0.2416 3.8663 US10U 0.3687 115.0938 0.3203 5.1252 US2 0.0656 104.2852 0.0629 1.0067 US20 0.5693 116.2812 0.4896 7.8335 US30 0.8365 118.7500 0.7044 11.2710 US5 0.1749 109.2188 0.1601 2.5617 VIX 0.4159 19.6500 2.1168 33.8683 WHEAT 6.1604 569.2500 1.0822 17.3150 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.00 0.48 318.56 1.00 318.56 36523.47 114.65 16.40 188.06 BITCOIN 97.59 2.06 200.78 1.00 200.78 36523.47 181.91 -11.54 -209.86 BOBL 1165.60 0.14 166.61 1.17 194.26 36523.47 188.01 0.11 2.03 BTP 1210.70 0.33 403.10 1.17 469.99 36523.47 77.71 10.28 79.87 BUND 1284.30 0.28 354.02 1.17 412.77 36523.47 88.48 2.84 25.16 BUXL 1114.00 0.74 828.67 1.17 966.17 36523.47 37.80 -3.00 -11.34 CAC 834.20 0.59 491.08 1.17 572.57 36523.47 63.79 19.87 126.73 CAD 722.70 0.34 247.31 1.00 247.31 36523.47 147.68 -5.96 -88.00 CANOLA 127.70 1.11 141.25 0.72 101.80 36523.47 358.77 -2.35 -84.30 CHF 1572.00 0.37 587.32 1.00 587.32 36523.47 62.19 -11.76 -73.15 COCOA 515.50 3.38 1742.76 1.00 1742.76 36523.47 20.96 -9.15 -19.17 COFFEE 1267.31 1.57 1993.56 1.00 1993.56 36523.47 18.32 2.57 4.71 COPPER 1521.12 1.53 2333.01 1.00 2333.01 36523.47 15.66 10.38 16.26 CORN 222.62 1.06 235.00 1.00 235.00 36523.47 155.42 -10.55 -163.95 COTTON2 324.80 0.95 308.30 1.00 308.30 36523.47 118.47 -15.24 -180.57 CRUDE_W 603.20 1.43 861.10 1.00 861.10 36523.47 42.41 4.56 19.34 DAX 254.01 0.58 147.51 1.17 171.98 36523.47 212.37 16.92 359.29 DOW 246.22 0.62 152.55 1.00 152.55 36523.47 239.43 2.92 69.98 DX 989.05 0.32 313.24 1.00 313.24 36523.47 116.60 2.84 33.17 EUR 1459.06 0.32 461.35 1.00 461.35 36523.47 79.17 -1.59 -12.59 EURIBOR-ICE 2441.25 0.03 79.68 1.17 92.90 36523.47 393.16 6.81 267.57 EUROSTX 602.60 0.68 406.92 1.17 474.45 36523.47 76.98 20.00 153.96 FEEDCOW 1790.38 0.84 1496.38 1.00 1496.38 36523.47 24.41 13.30 32.47 GASOIL 657.50 1.78 1172.19 1.00 1172.19 36523.47 31.16 8.95 27.89 GASOLINE 882.55 1.42 1255.83 1.00 1255.83 36523.47 29.08 -3.49 -10.15 GAS_US_mini 66.88 5.15 344.36 1.00 344.36 36523.47 106.06 -5.93 -62.95 GBP 839.31 0.42 354.10 1.00 354.10 36523.47 103.14 7.80 80.42 GOLD_micro 464.67 0.99 461.36 1.00 461.36 36523.47 79.17 1.45 11.47 HEATOIL 945.84 1.77 1670.36 1.00 1670.36 36523.47 21.87 0.82 1.80 JGB-SGX-mini 132170.00 0.17 22733.11 0.01 143.18 36523.47 255.10 -14.04 -358.10 JPY 792.81 0.56 444.90 1.00 444.90 36523.47 82.09 -14.36 -117.91 LEANHOG 370.80 1.20 443.82 1.00 443.82 36523.47 82.29 11.20 92.14 LIVECOW 949.30 0.77 735.13 1.00 735.13 36523.47 49.68 7.34 36.46 LUMBER-new 165.69 1.31 216.85 1.00 216.85 36523.47 168.43 -9.08 -152.94 MXP 279.10 0.45 126.08 1.00 126.08 36523.47 289.68 17.89 518.14 NASDAQ_micro 509.48 0.79 400.58 1.00 400.58 36523.47 91.18 -4.40 -40.08 NIKKEI 53760.00 1.03 55479.50 0.01 351.08 36523.47 104.03 12.10 125.86 NZD 575.70 0.56 320.10 1.00 320.10 36523.47 114.10 1.75 20.01 OAT 1212.50 0.29 352.07 1.17 410.49 36523.47 88.98 9.09 80.84 OATIES 147.12 1.75 256.82 1.00 256.82 36523.47 142.22 -17.08 -242.87 OJ 296.10 3.37 996.69 1.00 996.69 36523.47 36.64 -6.22 -22.80 PALLAD 1928.50 3.43 6620.16 1.00 6620.16 36523.47 5.52 3.00 1.66 PLAT 1213.85 3.23 3918.05 1.00 3918.05 36523.47 9.32 4.88 4.55 REDWHEAT 267.00 1.39 371.25 1.00 371.25 36523.47 98.38 -12.57 -123.69 RICE 211.30 1.61 340.10 1.00 340.10 36523.47 107.39 -8.62 -92.60 ROBUSTA 395.80 1.49 589.38 1.00 589.38 36523.47 61.97 -4.12 -25.52 RUSSELL 132.72 0.86 114.69 1.00 114.69 36523.47 318.45 12.38 394.26 SHATZ 1068.75 0.04 47.68 1.17 55.59 36523.47 657.00 -2.41 -158.49 SILVER-mini 2327.19 2.46 5723.90 1.00 5723.90 36523.47 6.38 6.95 4.44 SMI 1338.30 0.54 724.47 1.25 908.28 36523.47 40.21 20.00 80.42 SOFR 2414.38 0.04 106.65 1.00 106.65 36523.47 342.48 -10.67 -365.36 SOYBEAN 529.00 0.78 412.73 1.00 412.73 36523.47 88.49 -14.18 -125.49 SOYMEAL 296.50 1.31 387.36 1.00 387.36 36523.47 94.29 -17.87 -168.54 SOYOIL 309.30 1.09 338.18 1.00 338.18 36523.47 108.00 -14.27 -154.12 SP400 3490.50 0.75 2615.10 1.00 2615.10 36523.47 13.97 7.23 10.10 SP500_micro 347.31 0.56 193.52 1.00 193.52 36523.47 188.73 0.64 12.06 SUGAR11 160.27 1.47 235.64 1.00 235.64 36523.47 155.00 -8.54 -132.44 US10 1124.53 0.24 271.74 1.00 271.74 36523.47 134.41 -7.76 -104.29 US10U 1150.94 0.32 368.67 1.00 368.67 36523.47 99.07 -5.07 -50.20 US2 2085.70 0.06 131.23 1.00 131.23 36523.47 278.32 -8.22 -228.70 US20 1162.81 0.49 569.31 1.00 569.31 36523.47 64.15 0.50 3.21 US30 1187.50 0.70 836.52 1.00 836.52 36523.47 43.66 -2.91 -12.70 US5 1092.19 0.16 174.87 1.00 174.87 36523.47 208.87 -8.26 -172.51 VIX 196.50 2.12 415.95 1.00 415.95 36523.47 87.81 -20.00 -175.62 WHEAT 284.62 1.08 308.02 1.00 308.02 36523.47 118.58 -16.57 -196.50 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 188.063 0.010 2.5 4.886 BITCOIN -209.864 0.043 2.5 -22.758 BOBL 2.028 0.004 2.5 0.021 BTP 79.869 0.014 2.5 2.728 BUND 25.158 0.004 2.5 0.255 BUXL -11.335 0.004 2.5 -0.115 CAC 126.729 0.014 2.5 4.329 CAD -87.999 0.010 2.5 -2.286 CANOLA -84.296 0.010 2.5 -2.054 CHF -73.154 0.010 2.5 -1.901 COCOA -19.166 0.010 2.5 -0.467 COFFEE 4.711 0.005 2.5 0.063 COPPER 16.255 0.043 2.5 1.763 CORN -163.949 0.010 2.5 -3.994 COTTON2 -180.574 0.010 2.5 -4.399 CRUDE_W 19.338 0.043 2.5 2.097 DAX 359.289 0.014 2.5 12.272 DOW 69.984 0.009 2.5 1.629 DX 33.170 0.010 2.5 0.862 EUR -12.593 0.010 2.5 -0.327 EURIBOR-ICE 267.570 0.014 2.5 9.139 EUROSTX 153.963 0.014 2.5 5.259 FEEDCOW 32.466 0.013 2.5 1.077 GASOIL 27.893 0.017 2.5 1.211 GASOLINE -10.149 0.017 2.5 -0.441 GAS_US_mini -62.945 0.043 2.5 -6.826 GBP 80.419 0.010 2.5 2.089 GOLD_micro 11.470 0.014 2.5 0.392 HEATOIL 1.799 0.017 2.5 0.078 JGB-SGX-mini -358.100 0.043 2.5 -38.832 JPY -117.909 0.010 2.5 -3.064 LEANHOG 92.141 0.024 2.5 5.608 LIVECOW 36.459 0.013 2.5 1.210 LUMBER-new -152.939 0.010 2.5 -3.726 MXP 518.140 0.059 2.5 76.156 NASDAQ_micro -40.083 0.009 2.5 -0.933 NIKKEI 125.865 0.043 2.5 13.649 NZD 20.005 0.010 2.5 0.520 OAT 80.838 0.014 2.5 2.761 OATIES -242.866 0.010 2.5 -5.917 OJ -22.800 0.010 2.5 -0.555 PALLAD 1.657 0.014 2.5 0.057 PLAT 4.545 0.014 2.5 0.155 REDWHEAT -123.687 0.005 2.5 -1.643 RICE -92.596 0.010 2.5 -2.256 ROBUSTA -25.518 0.005 2.5 -0.339 RUSSELL 394.260 0.013 2.5 13.083 SHATZ -158.486 0.004 2.5 -1.609 SILVER-mini 4.436 0.014 2.5 0.152 SMI 80.423 0.014 2.5 2.747 SOFR -365.364 0.024 2.5 -22.236 SOYBEAN -125.491 0.004 2.5 -1.169 SOYMEAL -168.537 0.004 2.5 -1.570 SOYOIL -154.125 0.004 2.5 -1.437 SP400 10.101 0.013 2.5 0.335 SP500_micro 12.062 0.009 2.5 0.281 SUGAR11 -132.443 0.010 2.5 -3.227 US10 -104.292 0.005 2.5 -1.323 US10U -50.196 0.005 2.5 -0.637 US2 -228.696 0.005 2.5 -2.902 US20 3.213 0.005 2.5 0.041 US30 -12.695 0.005 2.5 -0.161 US5 -172.506 0.005 2.5 -2.189 VIX -175.617 0.099 2.5 -43.411 WHEAT -196.497 0.005 2.5 -2.610 ===================== Position diags ===================== AUD 2.98 BITCOIN 19.73 BOBL 1.91 BTP 2.65 BUND 0.90 BUXL 0.38 CAC 2.18 CAD 3.84 CANOLA 8.74 CHF 1.62 COCOA 0.51 COFFEE 0.24 COPPER 1.70 CORN 3.79 COTTON2 2.89 CRUDE_W 4.60 DAX 7.25 DOW 5.57 DX 3.03 EUR 2.06 EURIBOR-ICE 13.43 EUROSTX 2.63 FEEDCOW 0.81 GASOIL 1.35 GASOLINE 1.26 GAS_US_mini 11.50 GBP 2.68 GOLD_micro 2.70 HEATOIL 0.95 JGB-SGX-mini 27.66 JPY 2.13 LEANHOG 5.01 LIVECOW 1.65 LUMBER-new 4.10 MXP 42.58 NASDAQ_micro 2.12 NIKKEI 11.28 NZD 2.96 OAT 3.04 OATIES 3.46 OJ 0.89 PALLAD 0.19 PLAT 0.32 REDWHEAT 1.31 RICE 2.62 ROBUSTA 0.82 RUSSELL 10.57 SHATZ 6.67 SILVER-mini 0.22 SMI 1.37 SOFR 20.84 SOYBEAN 0.82 SOYMEAL 0.88 SOYOIL 1.01 SP400 0.46 SP500_micro 4.39 SUGAR11 3.78 US10 1.71 US10U 1.26 US2 3.53 US20 0.81 US30 0.55 US5 2.65 VIX 21.71 WHEAT 1.58 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.9 4.6 5.2 0.0 0 BITCOIN -22.8 -24.7 -20.8 0.0 0 BOBL 0.0 -0.2 0.2 0.0 0 BTP 2.7 2.5 3.0 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.1 -0.2 -0.1 -3.0 -3 CAC 4.3 4.1 4.5 0.0 0 CAD -2.3 -2.7 -1.9 0.0 0 CANOLA -2.1 -2.9 -1.2 0.0 0 CHF -1.9 -2.1 -1.7 -4.0 -4 COCOA -0.5 -0.5 -0.4 -1.0 -1 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.8 1.6 1.9 4.0 4 CORN -4.0 -4.4 -3.6 0.0 0 COTTON2 -4.4 -4.7 -4.1 -6.0 -6 CRUDE_W 2.1 1.6 2.6 2.0 2 DAX 12.3 11.5 13.0 0.0 0 DOW 1.6 1.1 2.2 0.0 0 DX 0.9 0.6 1.2 4.0 4 EUR -0.3 -0.5 -0.1 -2.0 -2 EURIBOR-ICE 9.1 7.8 10.5 0.0 0 EUROSTX 5.3 5.0 5.5 14.0 14 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 1.2 1.1 1.3 1.0 1 GASOLINE -0.4 -0.6 -0.3 0.0 0 GAS_US_mini -6.8 -8.0 -5.7 -6.0 -6 GBP 2.1 1.8 2.4 6.0 6 GOLD_micro 0.4 0.1 0.7 -3.0 -3 HEATOIL 0.1 -0.0 0.2 0.0 0 JGB-SGX-mini -38.8 -41.6 -36.1 0.0 0 JPY -3.1 -3.3 -2.9 -4.0 -4 LEANHOG 5.6 5.1 6.1 5.0 5 LIVECOW 1.2 1.0 1.4 0.0 0 LUMBER-new -3.7 -4.1 -3.3 0.0 0 MXP 76.2 71.9 80.4 48.0 48 NASDAQ_micro -0.9 -1.1 -0.7 -4.0 -4 NIKKEI 13.6 12.5 14.8 16.0 16 NZD 0.5 0.2 0.8 0.0 0 OAT 2.8 2.5 3.1 6.0 6 OATIES -5.9 -6.3 -5.6 NaN 0 OJ -0.6 -0.6 -0.5 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -1.6 -1.8 -1.5 -3.0 -3 RICE -2.3 -2.5 -2.0 -3.0 -3 ROBUSTA -0.3 -0.4 -0.3 0.0 0 RUSSELL 13.1 12.0 14.1 0.0 0 SHATZ -1.6 -2.3 -0.9 NaN 0 SILVER-mini 0.2 0.1 0.2 1.0 1 SMI 2.7 2.6 2.9 0.0 0 SOFR -22.2 -24.3 -20.2 NaN 0 SOYBEAN -1.2 -1.3 -1.1 -1.0 -1 SOYMEAL -1.6 -1.7 -1.5 -2.0 -2 SOYOIL -1.4 -1.5 -1.3 -9.0 -9 SP400 0.3 0.3 0.4 2.0 2 SP500_micro 0.3 -0.2 0.7 0.0 0 SUGAR11 -3.2 -3.6 -2.8 -4.0 -4 US10 -1.3 -1.5 -1.2 0.0 0 US10U -0.6 -0.8 -0.5 0.0 0 US2 -2.9 -3.3 -2.5 NaN 0 US20 0.0 -0.0 0.1 0.0 0 US30 -0.2 -0.2 -0.1 -3.0 -3 US5 -2.2 -2.5 -1.9 -1.0 -1 VIX -43.4 -45.6 -41.2 -29.0 -29 WHEAT -2.6 -2.8 -2.5 -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 0.1 0.5 0.2 0.0 -0.2 -0.0 -0.2 0.1 -0.0 -0.2 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 0.1 -0.1 0.3 -0.1 0.2 0.1 0.3 0.3 0.3 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.6 -0.2 -0.6 0.2 0.1 0.5 0.1 0.7 0.1 0.2 -0.4 0.2 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 0.2 -0.2 0.0 -2.7 -0.2 0.2 -0.5 0.2 -0.3 -0.0 -0.0 -0.2 -0.2 -0.6 -0.6 0.1 -0.0 -0.7 -0.6 BOBL 0.4 -0.4 -0.2 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.2 -0.3 0.2 -0.2 -0.0 -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 -0.0 -0.3 0.4 0.4 -0.4 -0.3 0.3 0.7 0.7 0.7 BTP 0.2 -0.2 -0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 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 0.1 0.2 0.2 0.2 0.4 0.1 0.6 0.5 0.6 0.3 0.4 0.0 0.7 0.5 0.7 BUND 0.3 -0.4 -0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.2 -0.3 0.2 -0.4 -0.0 -0.1 0.4 0.1 0.2 0.1 -0.1 -0.1 0.1 -0.2 0.0 -0.0 -0.1 0.2 -0.3 0.1 -0.3 0.0 0.2 0.5 0.4 -0.3 -0.2 0.0 0.7 0.4 0.7 BUXL 0.3 -0.3 -0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.2 -0.5 0.2 -0.7 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 0.1 -0.5 -0.0 0.2 -0.1 0.1 -0.5 0.1 -0.6 0.0 -0.0 0.4 0.4 -0.2 -0.2 -0.4 0.7 0.1 0.3 CAC 0.4 0.2 0.3 0.2 0.1 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 1.0 0.2 0.2 0.3 0.2 0.2 0.2 0.2 0.0 -0.0 -0.2 0.1 0.6 0.7 0.4 0.7 CAD -0.3 0.5 0.0 0.0 -0.2 -0.0 -0.2 0.1 -0.0 -0.1 -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 -0.1 -0.0 -0.2 -0.1 -0.1 -0.4 -0.5 -0.4 0.2 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.3 -0.4 -0.3 -0.1 0.0 -0.5 0.1 -0.7 0.0 0.1 -0.3 0.1 -0.1 -0.0 -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 0.3 0.1 -0.4 -0.0 0.4 0.7 0.7 0.7 CHF -0.2 0.0 -0.3 0.0 -0.1 -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 -0.2 0.2 -0.1 -0.2 -0.0 -0.1 0.0 -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 0.0 0.6 -0.5 -0.1 0.0 -0.3 0.0 -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 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.0 0.9 -0.5 -0.3 0.0 -0.2 -0.3 -0.0 0.0 0.2 COFFEE 0.1 -0.5 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 0.4 0.4 0.4 -0.0 0.1 -0.0 0.5 -0.1 -2.7 -0.1 -0.1 0.2 -0.1 0.7 -0.1 1.1 -0.4 -0.6 -0.6 0.5 0.7 0.5 0.7 0.7 COPPER 0.2 0.5 0.4 0.1 0.1 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 0.1 0.2 0.1 0.3 0.1 -0.0 0.0 0.1 -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 -0.2 -0.1 -0.1 -0.3 -0.1 -0.0 -0.4 -0.4 -0.4 -0.4 -0.0 -0.0 -0.2 -0.2 -0.1 1.3 -0.0 -0.2 -0.0 -0.2 -0.2 -0.1 -1.1 -0.5 -0.5 -0.1 0.6 -0.2 -0.4 0.2 -0.1 COTTON2 0.4 0.1 -0.1 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.2 -0.5 0.2 -0.7 0.2 -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 0.3 0.2 -0.0 -0.3 -0.4 -0.2 -0.3 CRUDE_W 0.3 0.0 -0.2 0.0 0.2 -0.0 0.2 -0.0 0.1 0.2 -0.4 0.2 -0.6 0.1 -0.1 0.0 0.1 0.0 0.0 -0.0 -0.1 0.2 -0.3 0.1 1.0 -0.0 0.2 -0.3 0.2 -0.4 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 0.1 0.4 0.2 0.6 0.2 0.1 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 -2.0 0.2 0.1 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 0.1 0.3 0.3 0.1 0.1 0.3 0.2 0.5 0.2 0.0 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 0.0 0.5 0.1 -0.2 -0.2 -0.2 0.1 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.2 -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 0.4 -0.6 0.6 0.1 0.6 0.3 0.7 EUR -0.3 0.2 -0.2 0.0 -0.2 -0.0 -0.2 0.1 -0.1 -0.2 0.1 -0.2 0.7 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.1 -0.2 0.4 -0.1 1.8 0.0 -0.2 0.2 -0.2 0.5 -0.1 -0.4 -0.2 -0.4 0.2 0.2 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.5 -0.4 -0.4 -0.1 0.1 -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 0.4 -0.3 -0.2 0.3 0.7 0.7 0.7 EUROSTX 0.6 0.5 0.3 0.2 0.1 0.4 0.2 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.2 -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 0.6 0.2 0.5 0.3 0.5 0.4 0.5 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.6 -0.1 0.0 -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 0.2 0.5 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL 0.2 -0.4 -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 -0.0 -0.0 0.1 0.0 0.0 -0.3 0.0 0.2 0.1 0.2 0.1 0.1 1.1 0.1 0.2 -0.1 0.2 0.1 0.7 -0.1 0.3 GASOLINE 0.3 -0.2 -0.1 0.0 0.2 -0.0 0.2 -0.0 0.1 0.2 -0.2 0.2 -0.1 0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.0 -0.0 0.2 -0.1 0.1 -2.6 0.0 0.2 -0.2 0.2 -0.2 0.2 -1.1 0.2 0.3 -0.1 -0.2 0.5 0.7 0.3 0.7 GAS_US_mini -0.5 -0.4 0.3 0.0 0.2 -0.0 0.1 -0.0 0.1 -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 -0.3 0.0 0.2 -0.6 -0.1 -0.7 GBP 0.1 0.5 -0.2 0.0 -0.2 -0.0 -0.2 0.1 -0.1 -0.1 0.1 -0.1 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.1 0.2 0.2 -0.1 0.3 -0.0 0.4 0.1 0.4 0.3 0.5 0.6 0.3 0.0 -0.2 0.2 -0.3 GOLD_micro -0.3 0.1 0.1 0.1 0.1 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 0.2 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 0.1 -0.4 -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 -0.0 -0.0 0.1 0.0 0.0 -2.2 -0.0 0.2 -0.0 0.2 0.1 0.0 0.9 0.0 -0.1 -0.3 0.1 0.4 0.4 -0.1 -0.4 JGB-SGX-mini -0.1 -0.5 -0.5 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.1 0.3 0.2 0.3 -0.2 -0.2 -0.1 -0.4 -0.2 -0.3 -0.2 -0.0 -0.5 -0.1 -0.5 -0.2 0.9 -0.4 -0.6 -0.6 -0.6 -0.2 -0.7 0.2 -0.7 JPY -0.1 -0.0 -0.6 0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 -0.5 -0.1 -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 -0.1 -0.5 -0.2 -0.6 -0.2 -0.6 -0.1 -0.4 -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 0.1 -0.7 0.0 0.2 0.1 0.2 0.4 0.2 0.0 -0.4 0.3 -0.4 0.1 0.1 0.1 0.1 0.2 0.2 -0.4 0.2 0.2 0.2 0.2 0.2 0.2 1.1 0.5 0.6 0.6 0.4 -0.1 0.4 0.2 0.7 LIVECOW 0.6 0.6 -0.6 -0.1 0.0 -0.5 0.1 -0.7 0.0 0.1 0.1 0.1 0.4 0.2 0.1 -0.1 0.1 -0.1 0.0 0.2 0.1 0.1 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.5 0.1 1.0 -0.0 0.1 0.5 0.1 0.7 0.6 0.7 0.7 LUMBER-new 0.4 0.2 -0.6 -0.2 0.1 -0.6 0.1 -0.8 0.0 0.2 -0.5 0.1 -0.7 -0.0 -0.2 -0.5 -0.5 -0.5 -0.5 -0.2 -0.2 0.2 -0.6 -0.0 NaN -0.2 0.2 -0.6 0.2 -0.7 -0.0 -1.2 0.5 -0.4 0.0 -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 -0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.5 0.3 0.6 0.6 0.5 0.4 0.6 0.5 NASDAQ_micro 0.0 -0.0 0.0 0.1 0.1 0.3 0.2 0.4 0.1 -0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.0 0.5 0.0 -0.3 -0.4 -0.3 -0.4 -0.1 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 -0.0 0.5 0.1 0.1 0.3 0.2 0.4 0.2 0.1 0.4 0.2 0.5 0.1 0.1 0.1 0.1 0.1 0.1 0.2 0.2 0.2 0.5 0.2 -2.4 0.1 0.2 0.5 0.1 0.7 0.1 1.1 0.3 0.0 -0.2 0.6 -0.2 0.1 -0.3 0.2 NZD -0.1 0.4 -0.1 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 -0.2 0.0 -0.2 0.1 0.7 0.2 0.7 OAT 0.2 -0.2 0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.0 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 0.1 0.9 0.3 0.4 0.1 0.2 -0.1 0.7 0.4 0.7 OATIES 0.3 -0.0 -0.1 -0.1 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.3 -0.0 -0.4 -0.0 -0.1 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.1 -0.3 -0.1 -0.6 -0.1 -0.2 -0.4 -0.1 -0.5 -0.1 -0.7 -0.5 0.1 -0.3 -0.3 -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 -0.0 0.0 -0.2 0.1 0.7 -0.1 0.6 0.5 -0.0 -0.6 -0.6 -0.4 -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 -0.2 -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 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 0.0 0.3 0.0 0.3 0.1 0.2 -0.1 0.3 0.4 0.2 0.7 0.3 -0.4 -0.3 REDWHEAT 0.1 0.1 0.4 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.0 -0.5 0.0 -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 -0.2 0.1 0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.5 0.0 -0.1 0.0 -0.3 0.0 -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 0.1 -0.3 0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 -1.0 0.4 0.4 0.1 -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 -0.0 0.0 0.1 -0.1 -0.1 -0.1 0.4 0.3 0.4 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 -0.1 -0.4 0.1 -0.2 0.4 0.3 0.7 RUSSELL 0.3 0.4 0.3 0.1 0.1 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 0.5 0.2 1.2 0.2 0.2 0.4 0.2 0.5 0.2 0.0 0.4 -0.0 0.3 -0.2 -0.2 -0.7 -0.5 -0.7 SHATZ 0.4 -0.2 -0.3 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.1 -0.4 0.2 -0.4 -0.0 -0.1 -0.4 -0.4 -0.4 -0.3 -0.1 -0.2 0.1 -0.3 -0.0 1.4 -0.2 0.1 -0.5 0.1 -0.5 -0.0 -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 0.2 0.2 0.2 -0.9 0.1 0.1 0.4 0.1 0.4 0.1 0.0 0.3 0.3 0.5 0.6 0.2 0.7 -0.5 -0.2 SMI 0.3 0.6 0.6 0.2 0.1 0.5 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 0.2 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 0.1 -0.2 -0.0 0.0 0.1 -0.1 0.6 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 -0.0 -0.0 0.2 -0.1 -2.7 -0.1 0.1 -0.1 -0.0 0.3 -0.1 0.3 -0.2 -0.2 0.0 -0.2 -0.4 -0.6 -0.4 -0.7 SOYBEAN -0.2 -0.5 0.2 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.2 0.1 -0.2 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.8 -0.1 -0.2 0.0 -0.2 0.1 -0.2 0.1 -0.5 -0.6 -0.6 0.6 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.3 -0.5 0.6 -0.1 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.1 -0.1 -0.1 -1.8 -0.0 -0.2 0.1 -0.1 0.0 -0.1 -0.7 -0.4 -0.4 -0.4 0.6 -0.7 -0.7 -0.4 -0.7 SOYOIL 0.2 -0.2 -0.3 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.2 -0.3 0.2 0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.2 -0.1 -0.1 0.2 0.0 0.0 -2.5 -0.2 0.2 -0.3 0.2 -0.1 -0.0 0.0 0.4 -0.1 -0.5 -0.0 -0.5 -0.7 -0.5 -0.7 SP400 0.4 0.5 0.2 0.1 0.1 0.4 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 0.3 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.2 -0.1 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.2 0.2 0.3 0.2 0.1 0.4 0.2 0.6 0.2 0.0 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 0.0 0.6 0.1 -0.3 -0.5 -0.2 -0.2 -0.3 0.2 -0.7 0.2 -0.7 SUGAR11 0.1 0.3 -0.3 -0.1 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.3 -0.0 -0.5 0.0 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 -0.0 -0.5 -0.0 -2.7 0.0 -0.1 -0.3 0.0 -0.6 0.1 1.1 -0.1 0.2 0.5 0.0 -0.2 -0.5 0.1 -0.4 US10 -0.0 -0.3 -0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.0 0.3 -0.1 0.3 -0.2 -0.1 0.1 0.0 0.0 0.0 -0.0 0.0 -0.0 0.2 -0.1 -1.4 -0.0 0.0 0.1 -0.0 0.3 -0.0 -0.2 -0.3 -0.1 0.3 0.1 -0.7 -0.7 -0.6 -0.7 US10U -0.0 -0.3 0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.1 0.3 -0.1 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 0.1 0.3 0.1 0.5 0.0 -0.3 -0.2 0.3 0.5 0.3 -0.5 -0.4 -0.5 -0.7 US2 -0.0 -0.1 -0.1 -0.1 0.1 -0.2 0.1 -0.2 -0.0 -0.1 0.0 -0.1 -0.0 -0.0 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -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 -0.4 0.2 -0.0 -0.7 -0.5 -0.7 -0.7 US20 0.1 -0.3 0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 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 0.5 0.4 0.3 -0.3 0.5 -0.1 -0.6 US30 0.0 -0.3 -0.0 -0.1 0.1 -0.2 0.1 -0.2 -0.0 0.1 0.0 0.1 -0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.8 -0.0 0.1 0.1 0.1 0.1 0.1 -0.4 0.0 0.3 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 0.1 -0.2 -0.0 -0.0 0.2 -0.1 0.3 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.0 0.2 -0.1 -0.8 -0.0 0.0 0.1 -0.0 0.3 -0.0 -0.5 -0.3 -0.1 0.3 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.2 -0.9 -0.6 -0.3 0.2 -0.9 -0.1 -0.7 -0.3 0.2 -0.9 -0.2 -1.1 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.6 -0.3 NaN -0.3 0.2 -0.9 -0.1 -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 0.1 -0.7 0.0 0.0 -0.5 0.0 -0.7 -0.1 -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 -0.1 -0.4 0.3 -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 4.5 14.4 4.7 0.1 -18.2 -0.6 -16.8 2.9 -4.5 -19.1 17.9 7.2 11.0 19.3 18.7 0.9 -0.7 0.3 -0.2 16.3 13.2 0.3 7.8 11.9 17.8 13.5 -13.4 11.1 -4.9 5.0 7.7 5.5 11.6 9.2 12.4 15.3 2.8 20.0 5.3 20.0 BITCOIN 17.7 -6.4 -20.0 13.9 13.9 18.0 9.6 18.2 9.5 18.3 -16.6 15.3 -0.3 5.4 -18.7 -4.1 -6.3 -4.7 -5.4 -16.6 -20.0 19.0 -8.4 4.1 -20.0 -17.8 20.0 -20.0 14.1 -7.7 -0.2 -0.1 -10.2 -6.3 -20.0 -20.0 1.7 -1.0 -20.0 -17.2 BOBL 11.4 -11.6 -6.6 -8.0 11.6 -6.5 5.3 -5.0 -3.1 17.3 -12.2 17.7 -5.4 -3.7 -12.2 -20.0 0.9 -11.3 -1.1 -9.0 -10.4 9.8 -7.5 0.7 3.2 -14.6 14.7 -14.6 10.3 -9.0 -2.0 -5.0 15.6 12.0 -11.7 -8.0 7.5 20.0 20.0 20.0 BTP 7.7 -6.6 -0.7 -10.0 14.5 -8.1 6.6 -6.2 -3.9 20.0 11.7 20.0 18.8 10.6 6.5 14.8 10.0 12.4 11.0 3.5 5.1 14.0 10.1 8.3 -20.0 4.7 20.0 5.7 19.5 11.8 12.7 11.5 20.0 18.5 8.2 12.0 0.2 20.0 14.3 20.0 BUND 9.3 -11.1 -2.9 -8.5 12.3 -6.9 5.6 -5.3 -3.3 18.0 -11.6 18.3 -11.4 -4.2 -12.2 18.3 5.7 10.7 7.4 -8.8 -9.7 10.5 -9.0 0.3 -0.0 -12.1 17.7 -12.6 13.0 -8.9 0.6 4.5 19.4 13.2 -8.5 -5.0 1.1 20.0 13.3 20.0 BUXL 8.1 -8.6 -1.4 -8.4 12.0 -6.7 5.5 -5.2 -3.2 17.0 -16.9 16.1 -19.3 -6.9 -14.3 4.9 3.4 4.5 4.1 -11.9 -15.3 7.2 -18.7 -2.8 1.8 -13.1 15.6 -17.2 12.1 -17.1 0.7 -0.2 14.8 10.8 -7.5 -5.3 -10.8 20.0 1.9 10.0 CAC 12.5 5.7 9.6 17.8 15.1 18.0 20.0 18.7 20.0 17.4 19.8 20.0 20.0 20.0 19.3 -7.0 -2.7 -5.4 -3.9 19.4 17.2 20.0 15.7 20.0 7.1 17.3 17.8 12.2 20.0 6.7 20.0 4.0 0.6 -0.3 -5.8 2.1 18.1 20.0 11.2 20.0 CAD -8.7 15.8 1.3 0.1 -18.0 -0.6 -16.6 2.9 -4.5 -14.7 -6.7 -19.1 -3.6 2.6 5.4 -7.2 -7.5 -7.7 -7.8 2.2 0.1 -17.8 -4.5 -7.3 20.0 0.1 -11.0 -1.3 -18.2 -4.1 -8.9 -6.8 -19.9 -13.8 5.4 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 8.5 -11.5 -8.6 -8.7 3.7 -18.5 6.2 -20.0 1.6 9.0 -9.8 9.5 -3.5 -3.4 -5.7 -15.8 -13.9 -18.2 -16.8 -7.6 -8.7 7.3 -5.7 -0.6 7.9 -6.9 7.3 -8.7 6.5 -6.3 0.1 -14.6 11.6 4.5 -12.3 -1.4 10.8 20.0 20.0 20.0 CHF -5.5 0.7 -7.8 0.1 -16.6 -0.5 -15.3 2.7 -4.1 -17.9 -3.6 -18.9 13.9 -7.0 -9.6 -17.3 -16.5 -17.2 -16.6 -4.2 0.4 -16.9 8.4 -9.7 -1.8 -3.2 -14.6 1.7 -15.6 8.9 -8.9 -20.0 -15.2 -7.4 -8.5 2.5 -7.1 -20.0 -5.3 -20.0 COCOA 0.5 20.0 -14.6 -5.7 2.4 -12.0 4.1 -14.1 1.0 -7.2 -6.3 -6.7 -3.7 -1.6 -4.1 -3.3 5.9 -2.7 0.3 -4.1 -5.8 -10.6 -3.7 -5.4 -20.0 -3.1 -9.8 -4.2 -6.6 -1.5 -3.2 16.9 -20.0 -9.7 0.2 -7.7 -7.7 -1.1 0.6 4.6 COFFEE 2.2 -14.4 2.9 -15.0 6.4 -20.0 10.8 -20.0 2.8 -14.9 12.0 0.6 15.6 -6.9 -6.4 20.0 17.7 20.0 20.0 -4.2 6.7 -4.2 19.7 -4.9 -20.0 -8.2 -12.9 7.3 -10.4 20.0 -12.0 20.0 -16.6 -20.0 -18.7 15.0 20.0 15.8 20.0 20.0 COPPER 7.5 15.4 12.7 5.8 5.8 7.5 4.0 7.5 3.9 7.7 4.9 7.8 3.1 8.3 8.8 -6.6 -6.3 -7.0 -6.6 12.4 8.7 11.2 5.4 13.2 -2.3 8.2 7.6 7.6 6.7 7.7 7.6 -0.9 0.3 1.6 -0.5 -6.1 20.0 20.0 20.0 20.0 CORN -4.5 -1.5 10.4 -16.8 11.9 -20.0 13.4 -20.0 2.6 -17.0 -2.7 -11.9 -9.7 -12.8 -3.5 -20.0 -19.9 -20.0 -20.0 -3.9 -2.7 -19.7 -7.7 -9.8 9.5 -3.7 -20.0 -1.3 -19.2 -4.5 -9.0 -20.0 -20.0 -15.0 -3.8 18.2 -4.8 -10.6 4.8 -2.8 COTTON2 11.1 3.8 -2.1 -18.1 7.8 -20.0 13.0 -20.0 3.4 17.5 -20.0 20.0 -20.0 14.9 -14.6 -20.0 -16.6 -20.0 -18.6 -5.5 -16.3 7.8 -20.0 4.6 -12.2 -7.6 12.6 -20.0 14.9 -20.0 9.8 -18.7 3.9 8.0 7.7 -0.5 -8.2 -12.3 -6.7 -7.6 CRUDE_W 9.6 0.3 -4.9 0.6 20.0 -1.3 20.0 -0.1 11.6 19.5 -15.1 18.3 -15.4 5.2 -12.4 0.2 4.1 0.5 1.9 -4.1 -9.0 19.7 -10.7 6.4 7.8 -2.1 20.0 -10.1 20.0 -12.3 11.2 -2.3 -5.5 1.9 5.3 -10.7 12.8 20.0 9.3 17.9 DAX 20.0 19.6 -2.9 16.4 13.9 16.6 20.0 17.2 19.8 16.3 16.6 20.0 20.0 20.0 18.8 -9.4 -7.0 -7.8 -6.9 20.0 16.7 20.0 20.0 20.0 -14.8 20.0 13.3 14.4 20.0 13.8 20.0 -2.3 20.0 20.0 20.0 1.0 10.4 20.0 5.2 20.0 DOW 4.5 10.4 9.0 12.0 10.2 12.2 16.0 12.6 14.5 3.7 16.4 9.5 16.1 14.7 14.8 -7.0 -8.1 -7.5 -7.6 16.9 18.0 8.6 17.3 14.5 -11.4 12.8 -4.7 13.7 4.6 13.3 10.5 -4.0 -8.0 -7.3 3.3 1.1 -2.2 -20.0 -6.1 -20.0 DX 5.1 -6.5 9.9 0.1 -17.0 -0.5 -15.6 2.7 -4.2 15.6 6.6 18.6 -14.6 -2.1 6.3 6.0 6.2 6.1 6.0 2.7 0.5 14.7 -7.1 7.3 -20.0 -0.8 13.5 -0.1 12.0 -4.0 3.0 16.8 20.0 12.3 -17.9 20.0 2.1 18.3 7.9 20.0 EUR -8.7 4.7 -5.5 0.1 -19.0 -0.6 -17.5 3.1 -4.7 -20.0 2.7 -20.0 18.8 -0.6 -3.5 -8.7 -8.1 -8.5 -8.2 -1.3 5.0 -17.7 15.3 -9.4 13.5 2.9 -17.5 7.5 -17.7 14.3 -6.8 -7.5 -7.3 -11.8 5.1 6.7 -5.8 -20.0 -2.1 -20.0 EURIBOR-ICE 14.2 -12.8 -10.9 -6.0 8.7 -4.9 4.0 -3.7 -2.3 12.7 -7.5 13.3 3.4 -0.3 -8.1 13.1 11.5 13.1 12.8 -5.3 -6.1 9.9 -0.7 3.0 0.6 -9.9 10.1 -9.4 8.6 -3.4 -0.4 14.6 12.5 12.0 -9.3 -7.0 10.0 20.0 19.5 20.0 EUROSTX 18.7 14.1 10.1 16.2 13.7 16.4 20.0 16.9 19.5 17.9 20.0 20.0 20.0 20.0 20.0 7.7 -0.4 2.4 0.4 20.0 20.0 20.0 20.0 20.0 -7.7 20.0 17.5 20.0 20.0 15.9 20.0 9.1 12.1 16.0 11.9 15.1 16.1 20.0 8.7 20.0 FEEDCOW 20.0 20.0 -18.4 -11.6 5.0 -20.0 8.3 -20.0 2.2 8.1 7.4 14.2 11.6 16.4 6.9 9.4 9.2 11.8 12.1 20.0 17.8 20.0 20.0 20.0 -20.0 9.3 8.8 10.2 11.6 20.0 13.8 20.0 7.9 15.7 20.0 10.9 20.0 20.0 20.0 20.0 GASOIL 6.0 -12.9 -1.9 0.4 20.0 -0.9 20.0 -0.1 8.2 13.5 2.2 10.4 4.6 -6.0 -8.1 11.2 14.8 14.9 15.9 -3.1 -0.8 15.6 1.8 2.7 -2.0 3.2 20.0 3.3 19.2 3.9 9.7 20.0 4.9 6.6 -3.0 5.9 3.5 20.0 -4.4 8.1 GASOLINE 9.0 -7.3 -3.2 0.6 20.0 -1.3 20.0 -0.1 11.8 20.0 -7.5 19.0 -2.0 2.3 -7.2 -20.0 -7.7 -20.0 -20.0 -3.1 -4.6 20.0 -2.8 7.9 -19.4 0.2 20.0 -6.1 20.0 -5.3 15.6 -20.0 7.8 9.6 -2.2 -5.4 14.4 20.0 8.9 20.0 GAS_US_mini -14.7 -11.6 9.8 0.2 16.9 -0.5 11.7 -0.0 4.8 -5.1 -6.0 -6.6 -6.4 -8.3 -6.7 20.0 -20.0 20.0 -9.0 -6.8 -3.9 -8.4 -3.2 -9.5 14.8 -5.7 -4.4 -2.9 -6.3 -2.0 -7.9 -20.0 -20.0 -20.0 -8.4 1.4 6.3 -18.4 -4.2 -20.0 GBP 2.9 14.8 -6.9 0.1 -18.7 -0.6 -17.2 3.0 -4.7 -13.4 2.0 -5.4 14.6 17.1 12.6 0.2 0.0 0.3 0.2 9.7 5.6 -2.3 8.0 7.5 1.5 15.6 -6.3 9.3 -0.2 10.9 13.2 6.6 13.7 14.5 20.0 9.0 1.2 -7.1 4.6 -8.2 GOLD_micro -8.1 3.9 2.0 5.6 5.6 7.3 3.9 7.3 3.8 8.2 8.4 7.6 8.7 7.8 8.4 -7.7 -10.2 -8.4 -9.1 14.4 15.9 13.3 16.1 13.0 -20.0 15.0 11.9 20.0 9.8 20.0 10.2 -6.5 7.1 3.5 1.4 15.0 11.7 5.2 -15.1 -18.5 HEATOIL 3.5 -13.5 -2.8 0.4 20.0 -0.9 19.8 -0.1 8.2 13.7 0.3 10.6 2.9 -7.3 -9.9 14.3 11.7 14.9 13.4 -4.4 -1.6 14.1 1.6 1.2 -16.7 -1.2 20.0 -0.2 14.7 2.3 4.3 16.0 0.8 -4.1 -9.5 2.0 11.2 12.4 -3.8 -11.0 JGB-SGX-mini -2.9 -16.3 -15.6 -4.7 6.7 -3.8 3.1 -2.9 -1.8 -3.0 -12.1 -9.0 -11.7 -10.9 -11.7 5.7 13.5 12.0 12.8 -19.8 -18.9 -10.0 -16.5 -16.2 -2.5 -20.0 -3.1 -18.1 -10.1 -14.4 -16.7 16.0 -14.7 -20.0 -20.0 -20.0 -5.8 -20.0 4.6 -20.0 JPY -2.6 -1.5 -19.9 0.1 -12.2 -0.4 -11.3 2.0 -3.0 -10.5 -16.7 -13.5 -15.2 -13.9 -16.2 -9.3 -10.6 -9.7 -9.8 -17.3 -20.0 -13.9 -18.7 -13.6 20.0 -19.1 -15.4 -20.0 -15.1 -18.0 -14.7 -11.0 -4.9 -13.8 -17.6 -20.0 -8.2 -13.2 -6.5 -15.9 LEANHOG 9.9 14.9 -12.2 -17.2 7.4 -20.0 12.3 -20.0 3.2 18.3 3.7 19.3 12.4 20.0 3.9 -20.0 12.8 -20.0 2.5 13.0 5.9 15.4 7.9 18.7 -3.1 20.0 17.1 7.7 20.0 6.4 20.0 20.0 20.0 20.0 20.0 12.1 -2.2 11.6 5.6 20.0 LIVECOW 18.5 18.3 -20.0 -12.0 5.1 -20.0 8.6 -20.0 2.2 6.9 5.2 13.7 11.0 16.8 6.0 -4.2 6.2 -2.7 1.0 14.3 10.2 16.2 17.0 20.0 -20.0 2.0 6.8 3.1 7.3 14.6 7.1 18.4 -0.8 3.1 14.8 2.4 20.0 19.2 20.0 20.0 LUMBER-new 9.9 4.3 -17.2 -12.5 5.3 -20.0 9.0 -20.0 2.3 15.5 -17.0 6.0 -15.8 -1.1 -14.9 -20.0 -20.0 -20.0 -20.0 -14.0 -20.0 15.0 -20.0 -0.8 NaN -13.9 20.0 -20.0 18.0 -16.7 -0.1 -20.0 19.6 -11.2 0.4 -8.3 3.0 20.0 7.8 20.0 MXP 1.3 12.3 8.8 0.1 -19.5 -0.6 -17.9 3.1 -4.8 20.0 20.0 20.0 20.0 20.0 20.0 13.5 13.0 13.3 13.0 20.0 20.0 18.7 20.0 20.0 -20.0 20.0 20.0 20.0 18.1 20.0 19.3 20.0 20.0 9.1 18.6 20.0 14.1 11.6 18.0 16.0 NASDAQ_micro 0.6 -1.4 0.9 11.1 9.4 11.2 14.7 11.6 13.4 -2.4 12.2 6.6 14.2 9.8 5.1 -7.7 -8.6 -8.1 -8.3 5.5 12.3 0.1 18.3 2.7 -20.0 2.8 -8.5 7.8 -0.2 12.6 1.7 -5.1 -17.1 -7.9 -12.0 -4.0 2.7 -20.0 2.4 -20.0 NIKKEI 6.7 -1.2 13.9 11.2 16.6 11.4 17.7 11.9 14.0 13.6 14.8 14.6 15.1 13.1 13.4 7.4 7.1 6.3 6.1 16.9 20.0 19.6 20.0 16.3 -18.2 11.9 20.0 19.4 12.4 20.0 9.3 20.0 10.9 0.8 -5.6 20.0 -6.0 3.1 -8.8 7.1 NZD -3.5 11.7 -4.6 0.1 -14.7 -0.5 -13.5 2.4 -3.7 -11.3 -8.0 -15.2 -10.0 6.7 -0.2 -3.8 -3.5 -4.1 -4.0 -1.7 -6.0 -7.5 -8.3 -3.1 16.8 -6.0 -8.8 -9.6 -10.0 -10.7 -6.6 0.0 3.2 -7.3 1.0 -7.3 2.3 20.0 6.6 20.0 OAT 6.9 -6.6 2.2 -8.1 11.6 -6.5 5.4 -5.0 -3.1 16.7 -0.1 17.5 -4.2 -0.3 -3.7 12.9 12.6 14.9 15.0 -1.5 -2.4 8.7 -3.6 3.2 0.5 -1.6 12.4 -2.7 11.4 -2.5 5.2 17.4 13.6 11.1 1.9 7.2 -2.1 20.0 12.5 20.0 OATIES 8.8 -0.8 -4.2 -9.6 4.1 -20.0 6.9 -20.0 1.8 -12.1 -11.0 -3.5 -10.9 -1.9 -4.8 -15.0 -12.2 -17.9 -16.8 -8.4 -11.5 -11.0 -11.5 -6.4 -4.4 -10.6 -19.2 -14.1 -10.1 -13.4 -6.7 -13.3 -19.8 2.7 -10.2 -7.7 -7.2 -15.0 -3.1 -16.8 OJ 20.0 20.0 -5.3 -5.1 2.2 -10.8 3.6 -12.6 0.9 -5.0 -4.4 3.1 -6.3 4.7 -0.5 1.8 2.3 -1.0 -0.6 2.5 -4.3 1.8 -7.7 6.0 -20.0 4.7 -2.4 -1.8 3.4 -4.7 8.1 12.7 -2.3 20.0 15.2 -1.0 -19.5 -18.2 -10.8 -19.2 PALLAD -13.7 0.9 0.7 4.6 4.6 5.9 3.1 6.0 3.1 6.4 4.9 1.6 4.6 3.3 4.3 -2.8 -3.1 -3.1 -3.1 7.1 6.3 5.4 4.7 6.6 10.7 5.0 2.4 7.9 0.8 8.4 1.6 4.8 -4.5 -6.3 -3.3 1.2 7.0 -4.7 -20.0 -14.8 PLAT -9.2 0.7 -14.2 4.4 4.5 5.8 3.1 5.8 3.0 4.5 6.1 3.3 5.9 4.7 5.1 -2.7 -3.8 -3.7 -3.7 9.8 7.7 6.4 5.6 9.3 -0.2 9.4 2.5 9.4 2.8 8.7 6.8 3.7 -6.1 9.9 11.7 5.9 20.0 10.2 -11.2 -10.4 REDWHEAT 4.5 1.8 13.0 -16.2 7.0 -20.0 11.7 -20.0 3.0 -4.8 -17.2 2.2 -20.0 1.7 -3.1 -16.4 -16.4 -16.3 -16.7 -2.6 -9.4 -1.6 -19.5 -0.2 7.8 -0.7 -10.2 -5.0 -2.5 -13.3 0.4 -17.3 -7.3 3.0 0.8 16.8 -20.0 -20.0 -20.0 -20.0 RICE 19.5 14.4 0.6 -5.3 2.3 -11.3 3.8 -13.2 1.0 6.2 -7.3 6.0 -7.8 1.7 -4.9 -19.9 -14.5 -20.0 -19.5 -4.7 -10.4 5.8 -12.9 1.5 0.7 -2.2 7.7 -9.5 8.0 -13.1 5.2 -18.6 15.2 11.8 2.4 -7.8 -12.9 -16.7 -4.3 -17.1 ROBUSTA 4.5 -20.0 -3.3 -9.2 4.0 -19.6 6.6 -20.0 1.7 -0.5 1.3 7.6 -1.8 -5.1 -6.2 20.0 14.6 17.8 15.0 -9.7 -6.4 0.7 -1.6 -5.9 -20.0 -8.1 2.6 -5.3 0.2 -1.0 -5.3 20.0 -5.9 -2.0 -12.3 2.3 -4.9 10.6 7.6 20.0 RUSSELL 8.6 13.2 10.1 13.5 11.5 13.7 18.0 14.2 16.4 17.2 17.7 17.5 16.6 17.5 15.8 -4.7 -5.2 -4.7 -4.8 18.6 18.6 20.0 17.0 20.0 8.7 15.2 17.6 14.9 19.8 13.9 18.1 0.8 15.7 -1.1 8.8 -4.9 -4.9 -20.0 -14.7 -20.0 SHATZ 12.1 -7.6 -9.2 -7.5 10.8 -6.0 5.0 -4.6 -2.9 14.3 -14.9 14.8 -10.0 -2.5 -11.1 -18.1 -17.5 -17.7 -16.6 -10.1 -14.1 7.1 -11.2 -0.0 10.4 -17.1 11.0 -19.2 6.9 -13.1 -4.1 -20.0 8.4 9.1 -11.6 -11.1 20.0 20.0 20.0 20.0 SILVER-mini -15.6 3.1 -0.6 4.9 4.9 6.3 3.3 6.3 3.3 7.2 8.0 7.5 7.7 7.6 7.8 -3.8 -6.1 -4.9 -5.5 16.3 12.5 18.6 8.3 17.9 -6.8 12.8 12.3 14.1 8.8 12.4 9.6 0.1 12.8 8.5 15.5 17.8 5.9 20.0 -16.2 -4.8 SMI 10.7 20.0 20.0 16.5 14.0 16.7 20.0 17.3 20.0 18.1 20.0 20.0 19.3 20.0 20.0 13.6 5.6 10.0 7.4 20.0 20.0 20.0 20.0 20.0 13.1 20.0 16.8 20.0 20.0 20.0 20.0 20.0 -2.4 20.0 20.0 20.0 -2.6 20.0 -2.9 20.0 SOFR -1.7 -13.1 -9.1 -9.9 14.3 -8.0 6.6 -6.1 -3.8 4.6 3.4 -11.3 15.4 -20.0 -20.0 8.5 6.3 8.0 7.4 -10.9 -2.5 -4.1 8.1 -9.8 -20.0 -11.1 6.6 -2.1 -4.1 7.8 -10.5 5.4 -9.5 -6.9 1.2 -6.3 -13.3 -18.1 -11.9 -20.0 SOYBEAN -7.7 -16.9 7.2 -15.4 6.6 -20.0 11.1 -20.0 2.9 -17.7 3.1 -16.3 3.4 -19.4 -11.5 -5.2 -5.3 -4.0 -4.9 -10.6 -1.8 -13.9 -1.7 -15.2 -6.3 -13.1 -20.0 1.0 -17.0 2.8 -19.0 2.3 -19.4 -20.0 -20.0 17.9 -20.0 -9.8 -20.0 -5.9 SOYMEAL -7.9 -15.8 20.0 -11.1 4.7 -20.0 8.0 -20.0 2.1 -12.3 -3.2 -9.5 -9.2 -14.0 -5.7 -10.9 -14.5 -12.4 -14.1 -7.4 -2.5 -12.8 -5.3 -11.8 -13.6 -0.2 -17.5 5.3 -10.3 0.1 -6.8 -13.9 -14.8 -11.7 -13.3 20.0 -20.0 -20.0 -11.9 -19.6 SOYOIL 6.8 -7.4 -9.8 -16.2 6.9 -20.0 11.6 -20.0 3.0 19.1 -10.1 17.0 5.8 -5.5 -10.1 -9.3 -5.9 -8.7 -7.5 -7.4 -6.5 17.8 1.6 2.6 -19.0 -14.6 20.0 -11.8 14.1 -3.5 -3.8 0.1 14.9 -3.7 -16.1 -0.2 -15.3 -20.0 -16.0 -20.0 SP400 10.9 15.0 6.4 12.9 10.9 13.0 17.1 13.5 15.6 16.4 16.5 17.1 11.0 17.5 16.0 -6.4 -6.0 -6.1 -5.9 17.2 13.0 20.0 9.7 20.0 2.7 10.8 12.2 7.0 13.9 4.2 13.8 -0.8 6.5 -4.5 5.8 -13.0 -2.6 -20.0 -7.3 -20.0 SP500_micro 4.7 5.4 9.8 14.8 12.5 14.9 19.7 15.5 17.8 2.5 20.0 14.0 20.0 18.3 17.8 -8.9 -9.5 -9.0 -9.1 14.3 20.0 6.2 20.0 10.7 -20.0 8.0 -6.1 12.0 3.8 16.5 7.2 -6.4 -18.9 -6.4 -6.9 -9.1 4.6 -20.0 5.3 -20.0 SUGAR11 3.6 8.8 -8.3 -11.3 4.8 -20.0 8.1 -20.0 2.1 -6.3 -12.2 -1.8 -15.0 0.7 -7.4 17.7 11.6 16.2 12.1 -4.5 -12.6 -3.0 -18.1 -1.2 -20.0 1.4 -6.6 -10.0 2.8 -16.1 7.3 20.0 -5.3 4.8 16.4 0.9 -4.7 -16.4 1.7 -11.0 US10 -1.2 -8.9 -2.3 -9.1 13.1 -7.3 6.0 -5.6 -3.5 3.5 9.9 -11.2 9.2 -14.1 -13.0 2.8 0.7 2.4 1.9 -4.6 1.8 -2.6 6.3 -5.4 -10.7 -2.4 4.5 4.6 -1.8 9.7 -4.0 -4.1 -10.4 -1.6 8.7 4.1 -20.0 -20.0 -19.0 -20.0 US10U -1.0 -8.8 0.1 -10.8 15.6 -8.7 7.2 -6.7 -4.2 11.0 12.6 -6.9 7.9 -18.6 -15.6 3.5 -0.0 2.4 1.3 -3.8 3.4 -0.5 6.6 -4.7 -15.5 3.3 12.1 10.5 6.0 14.3 3.0 -5.5 -6.3 7.9 14.6 10.8 -15.5 -10.9 -15.8 -20.0 US2 -1.2 -4.5 -3.5 -8.7 12.5 -7.0 5.8 -5.4 -3.3 -10.1 0.4 -11.7 -1.1 -4.0 -9.0 -8.2 -13.9 -10.1 -11.4 -4.7 -1.6 -9.6 0.4 -6.8 17.3 -6.1 -7.5 -1.1 -11.6 3.6 -9.5 -20.0 -20.0 -10.8 6.9 -1.0 -20.0 -16.0 -20.0 -20.0 US20 3.7 -9.2 0.1 -7.9 11.3 -6.3 5.2 -4.9 -3.0 15.3 5.8 13.3 -1.9 -6.8 -9.2 5.5 3.5 4.8 4.3 -2.6 0.4 5.5 1.2 -0.0 -10.6 4.3 15.3 6.0 12.6 6.6 8.5 0.3 4.2 14.9 11.0 8.5 -8.3 14.7 -3.2 -18.1 US30 1.5 -10.2 -0.0 -8.8 12.7 -7.1 5.8 -5.4 -3.4 15.9 0.0 6.6 -9.0 -14.6 -15.5 2.3 -1.3 1.2 -0.0 -6.5 -3.3 3.0 -3.4 -3.8 -5.9 -0.2 15.4 2.3 10.9 2.5 4.6 -7.7 0.4 10.7 7.6 6.7 -6.9 9.5 0.3 -14.1 US5 -1.7 -7.4 -3.2 -9.4 13.5 -7.6 6.2 -5.8 -3.6 -0.2 8.0 -10.8 9.3 -12.2 -12.0 0.7 -2.4 -0.2 -1.1 -4.9 0.8 -5.0 5.7 -6.2 -5.9 -2.6 2.9 3.2 -3.1 8.7 -4.1 -9.4 -14.5 -2.5 9.7 2.5 -20.0 -20.0 -20.0 -20.0 VIX -3.1 -17.1 -10.7 -20.0 12.8 -20.0 -6.6 -11.5 -20.0 12.2 -20.0 -13.8 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -6.7 -14.9 -19.3 NaN -20.0 14.0 -20.0 -6.2 -12.0 -20.0 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 3.7 -6.6 3.7 -17.1 7.3 -20.0 12.3 -20.0 3.2 0.8 -20.0 3.1 -20.0 -13.4 -16.6 -19.3 -18.3 -18.3 -18.1 -11.7 -16.9 -1.0 -20.0 -5.8 12.2 -10.8 -2.9 -12.2 -1.2 -15.9 -5.8 -19.8 -7.4 -3.6 -11.9 10.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3