******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260115_204009 produced at 2026-01-15 21:36:55.353556 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.55 0.0 0.00 0.00 0.00 0.00 -24.32 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.49 0.0 0.00 0.00 0.00 0.00 -41.39 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 -43.64 999999999.0 -29 -29 caleb_strategy_v3 US2 False True 0.09 0.00 -0.30 0.0 0.00 0.00 0.00 0.00 -3.32 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.34 -0.14 0.0 0.88 -0.88 -0.34 -0.34 -2.11 13.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.12 0.0 1.18 -1.18 -0.05 -0.05 -2.52 25.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.11 0.0 0.58 -0.58 -0.14 -0.14 -3.12 17.0 -4 -4 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -1.86 24.0 0 0 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -20.80 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.08 0.0 0.91 -0.91 0.00 0.00 -2.59 29.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.07 0.0 0.83 -0.83 0.00 0.00 -1.43 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 -4.61 11.0 -6 -6 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -4.84 12.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.13 -0.04 0.0 0.88 -0.88 -0.13 -0.19 -0.58 14.0 -2 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -5.49 2.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.03 0.0 0.16 -0.16 -0.02 -0.02 -1.11 7.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.03 0.0 0.65 -0.65 0.00 0.00 -0.70 13.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.03 0.0 0.12 -0.12 -0.03 -0.03 -3.68 18.0 -4 -4 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.75 9.0 -3 -3 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.22 3.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.06 -1.84 8.0 -5 -5 caleb_strategy_v3 SOYMEAL False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.03 -1.65 9.0 -3 -2 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.21 4.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.02 0.0 0.51 -0.51 -0.07 -0.07 -0.74 23.0 -3 -3 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -7.70 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 -0.52 999999999.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.31 -0.31 -0.15 -0.15 -0.12 6.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.57 3.0 -2 -2 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.93 10.0 -8 -8 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.01 0.0 0.20 -0.20 0.00 0.00 -1.46 51.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.57 -0.57 0.00 0.00 -0.50 26.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.40 -0.40 0.00 0.00 -0.25 23.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.01 3.0 0 0 caleb_strategy_v3 US20 False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.07 9.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 0.00 0.0 1.12 -1.12 0.00 0.00 0.00 19.0 0 0 caleb_strategy_v3 COFFEE False False 0.06 0.00 0.00 0.0 0.33 -0.33 0.00 0.00 0.07 6.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.00 0.0 0.23 -0.23 -0.17 -0.17 -0.08 4.0 -3 -3 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.18 10.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 0.00 0.01 0.0 0.73 -0.73 0.00 0.00 0.80 48.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.01 0.0 1.13 -1.13 -0.02 -0.02 0.52 56.0 -1 -1 caleb_strategy_v3 NZD False False 0.02 0.00 0.01 0.0 0.52 -0.52 0.00 0.00 0.53 21.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.02 0.0 0.71 -0.71 0.00 0.00 2.23 66.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.10 0.20 0.02 0.0 999.00 -999.00 0.20 0.20 0.17 999999999.0 2 2 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.65 -0.65 0.00 0.00 0.29 10.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.02 4.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.04 0.0 0.13 -0.13 0.05 0.05 1.40 5.0 2 2 caleb_strategy_v3 DX False False 0.04 0.17 0.05 0.0 999.00 -999.00 0.17 0.17 1.14 999999999.0 4 4 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.06 0.0 0.70 -0.70 0.00 0.00 1.35 17.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.31 0.06 0.0 0.31 -0.31 0.31 0.31 0.39 2.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.22 0.06 0.0 0.80 -0.80 0.22 0.18 1.69 22.0 6 5 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.09 0.0 0.40 -0.40 0.00 0.00 14.57 68.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.09 0.0 0.63 -0.63 0.16 0.16 1.16 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 5.48 13.0 5 5 caleb_strategy_v3 COPPER False False 0.06 0.26 0.11 0.0 999.00 -999.00 0.26 0.26 1.68 999999999.0 4 4 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.55 -0.55 0.00 0.00 5.16 19.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.43 0.16 0.0 0.61 -0.61 0.43 0.43 5.34 20.0 14 14 caleb_strategy_v3 DAX False False 0.01 0.00 0.16 0.0 0.74 -0.74 0.00 0.00 12.55 58.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.17 0.0 0.00 0.00 0.00 0.00 3.96 12.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.37 0.18 0.0 0.61 -0.61 0.37 0.37 2.89 10.0 6 6 caleb_strategy_v3 BTP False False 0.06 0.00 0.18 0.0 0.61 -0.61 0.00 0.00 2.91 10.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.20 0.0 0.00 0.00 0.00 0.00 2.82 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.22 0.24 0.0 0.53 -0.53 0.22 0.27 16.02 36.0 15 18 caleb_strategy_v3 MXP False False 0.01 0.59 0.87 0.0 0.73 -0.73 0.59 0.59 71.18 60.0 48 48 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.08 0.0 1.23 -1.23 0.00 0.00 8.75 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 29.1 Shocked risk 94.3 Sum abs risk 68.2 Leverage 10.07 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2305499.08, 'annual_cash_vol_target': 576374.77, 'daily_cash_vol_target': 36023.423125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6702 0.4732 7.5714 BITCOIN 2026.9306 95730.0000 2.1173 33.8775 BOBL 0.1645 116.4800 0.1412 2.2595 BTP 0.3960 121.1700 0.3268 5.2292 BUND 0.3448 128.3600 0.2686 4.2980 BUXL 0.8134 111.6600 0.7284 11.6549 CAC 49.0269 8322.0000 0.5891 9.4260 CAD 0.0024 0.7216 0.3364 5.3826 CANOLA 7.0131 642.7000 1.0912 17.4591 CHF 0.0047 1.2527 0.3774 6.0389 COCOA 169.8291 5055.0000 3.3596 53.7540 COFFEE 5.2254 341.0500 1.5322 24.5146 COPPER 0.0938 5.9930 1.5650 25.0400 CORN 4.5739 446.7500 1.0238 16.3810 COTTON2 0.6199 64.6200 0.9593 15.3486 CRUDE_W 0.9019 58.0400 1.5540 24.8635 DAX 142.7805 25413.0000 0.5618 8.9894 DOW 301.7299 49691.0000 0.6072 9.7154 DX 0.3109 99.1200 0.3136 5.0181 EUR 0.0037 1.1644 0.3187 5.0994 EURIBOR-ICE 0.0319 97.6250 0.0327 0.5226 EUROSTX 39.5703 6048.0000 0.6543 10.4683 FEEDCOW 3.0102 362.8750 0.8295 13.2726 GASOIL 12.0875 628.7500 1.9225 30.7594 GASOLINE 0.0308 2.0342 1.5165 24.2632 GAS_US_mini 0.1336 2.6550 5.0310 80.4963 GBP 0.0057 1.3384 0.4292 6.8667 GOLD_micro 44.8242 4651.4000 0.9637 15.4188 HEATOIL 0.0394 2.1631 1.8212 29.1387 JGB-SGX-mini 0.2195 131.9100 0.1664 2.6629 JPY 0.0000 0.0063 0.5520 8.8322 LEANHOG 1.1630 95.0000 1.2242 19.5875 LIVECOW 1.7993 238.4000 0.7548 12.0761 LUMBER-new 7.7695 602.0000 1.2906 20.6498 MXP 0.0003 0.0564 0.4829 7.7270 NASDAQ_micro 186.4437 25738.2500 0.7244 11.5901 NIKKEI 549.7665 54135.0000 1.0155 16.2488 NZD 0.0032 0.5755 0.5486 8.7778 OAT 0.3439 121.2100 0.2838 4.5402 OATIES 5.3018 301.7500 1.7570 28.1121 OJ 6.4694 198.4000 3.2608 52.1725 PALLAD 64.1222 1864.0000 3.4400 55.0405 PLAT 75.4047 2420.1000 3.1158 49.8523 REDWHEAT 7.4006 528.5000 1.4003 22.4049 RICE 0.1663 10.5800 1.5716 25.1455 ROBUSTA 58.8887 4020.0000 1.4649 23.4383 RUSSELL 23.0324 2696.8000 0.8541 13.6650 SHATZ 0.0481 106.8250 0.0450 0.7200 SILVER-mini 2.2476 92.9000 2.4194 38.7099 SMI 69.9443 13402.0000 0.5219 8.3503 SOFR 0.0438 96.5200 0.0454 0.7257 SOYBEAN 8.2699 1063.7500 0.7774 12.4389 SOYMEAL 3.8238 293.8000 1.3015 20.8237 SOYOIL 0.6671 53.4200 1.2487 19.9797 SP400 26.9126 3541.3000 0.7600 12.1594 SP500_micro 37.1069 6990.5000 0.5308 8.4931 SUGAR11 0.2066 14.2200 1.4530 23.2479 US10 0.2790 112.2031 0.2486 3.9784 US10U 0.3681 114.8906 0.3204 5.1266 US2 0.0678 104.1875 0.0651 1.0414 US20 0.5624 116.2500 0.4838 7.7400 US30 0.8273 118.9062 0.6957 11.1316 US5 0.1799 109.0000 0.1651 2.6409 VIX 0.4081 19.1500 2.1312 34.0994 WHEAT 6.0967 566.5000 1.0762 17.2194 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 670.25 0.47 317.17 1.00 317.17 36023.42 113.58 17.49 198.60 BITCOIN 95.73 2.12 202.69 1.00 202.69 36023.42 177.72 -10.79 -191.82 BOBL 1164.80 0.14 164.49 1.17 191.63 36023.42 187.98 0.01 0.17 BTP 1211.70 0.33 396.02 1.17 461.37 36023.42 78.08 10.92 85.24 BUND 1283.60 0.27 344.81 1.17 401.71 36023.42 89.68 3.18 28.49 BUXL 1116.60 0.73 813.37 1.17 947.59 36023.42 38.02 -2.14 -8.13 CAC 832.20 0.59 490.27 1.17 571.17 36023.42 63.07 18.40 116.05 CAD 721.65 0.34 242.77 1.00 242.77 36023.42 148.38 -6.71 -99.56 CANOLA 128.54 1.09 140.26 0.72 101.04 36023.42 356.53 -1.68 -59.93 CHF 1565.88 0.38 591.01 1.00 591.01 36023.42 60.95 -13.33 -81.26 COCOA 505.50 3.36 1698.29 1.00 1698.29 36023.42 21.21 -9.60 -20.36 COFFEE 1278.94 1.53 1959.54 1.00 1959.54 36023.42 18.38 2.85 5.24 COPPER 1498.25 1.57 2344.76 1.00 2344.76 36023.42 15.36 10.08 15.49 CORN 223.38 1.02 228.69 1.00 228.69 36023.42 157.52 -12.62 -198.86 COTTON2 323.10 0.96 309.95 1.00 309.95 36023.42 116.22 -16.29 -189.32 CRUDE_W 580.40 1.55 901.92 1.00 901.92 36023.42 39.94 3.23 12.90 DAX 254.13 0.56 142.78 1.17 166.34 36023.42 216.56 16.96 367.34 DOW 248.46 0.61 150.86 1.00 150.86 36023.42 238.78 4.02 95.98 DX 991.20 0.31 310.87 1.00 310.87 36023.42 115.88 3.78 43.77 EUR 1455.50 0.32 463.89 1.00 463.89 36023.42 77.66 -2.86 -22.23 EURIBOR-ICE 2440.62 0.03 79.71 1.17 92.87 36023.42 387.91 6.60 256.16 EUROSTX 604.80 0.65 395.70 1.17 461.00 36023.42 78.14 20.00 156.28 FEEDCOW 1814.38 0.83 1505.10 1.00 1505.10 36023.42 23.93 14.66 35.09 GASOIL 628.75 1.92 1208.75 1.00 1208.75 36023.42 29.80 7.88 23.50 GASOLINE 854.36 1.52 1295.60 1.00 1295.60 36023.42 27.80 -4.34 -12.06 GAS_US_mini 66.37 5.03 333.93 1.00 333.93 36023.42 107.88 -6.59 -71.04 GBP 836.50 0.43 359.00 1.00 359.00 36023.42 100.34 6.47 64.97 GOLD_micro 465.14 0.96 448.24 1.00 448.24 36023.42 80.37 1.88 15.08 HEATOIL 908.50 1.82 1654.54 1.00 1654.54 36023.42 21.77 0.15 0.32 JGB-SGX-mini 131910.00 0.17 21954.27 0.01 137.96 36023.42 261.12 -14.62 -381.67 JPY 792.25 0.55 437.33 1.00 437.33 36023.42 82.37 -14.59 -120.22 LEANHOG 380.00 1.22 465.20 1.00 465.20 36023.42 77.44 11.62 89.99 LIVECOW 953.60 0.75 719.74 1.00 719.74 36023.42 50.05 8.13 40.67 LUMBER-new 165.55 1.29 213.66 1.00 213.66 36023.42 168.60 -7.85 -132.37 MXP 281.80 0.48 136.09 1.00 136.09 36023.42 264.70 18.30 484.29 NASDAQ_micro 514.76 0.72 372.89 1.00 372.89 36023.42 96.61 -3.31 -31.98 NIKKEI 54135.00 1.02 54976.65 0.01 345.47 36023.42 104.28 14.17 147.72 NZD 575.50 0.55 315.73 1.00 315.73 36023.42 114.10 1.79 20.46 OAT 1212.10 0.28 343.95 1.17 400.71 36023.42 89.90 9.41 84.61 OATIES 150.88 1.76 265.09 1.00 265.09 36023.42 135.89 -16.58 -225.37 OJ 297.60 3.26 970.41 1.00 970.41 36023.42 37.12 -6.30 -23.39 PALLAD 1864.00 3.44 6412.22 1.00 6412.22 36023.42 5.62 3.35 1.88 PLAT 1210.05 3.12 3770.23 1.00 3770.23 36023.42 9.55 5.41 5.17 REDWHEAT 264.25 1.40 370.03 1.00 370.03 36023.42 97.35 -14.20 -138.19 RICE 211.60 1.57 332.55 1.00 332.55 36023.42 108.33 -8.39 -90.86 ROBUSTA 402.00 1.46 588.89 1.00 588.89 36023.42 61.17 -3.11 -19.00 RUSSELL 134.84 0.85 115.16 1.00 115.16 36023.42 312.81 14.04 439.21 SHATZ 1068.25 0.05 48.07 1.17 56.01 36023.42 643.20 -2.84 -182.72 SILVER-mini 2322.50 2.42 5618.98 1.00 5618.98 36023.42 6.41 7.69 4.93 SMI 1340.20 0.52 699.44 1.25 873.56 36023.42 41.24 20.00 82.47 SOFR 2413.00 0.05 109.44 1.00 109.44 36023.42 329.16 -12.14 -399.68 SOYBEAN 531.88 0.78 413.49 1.00 413.49 36023.42 87.12 -13.68 -119.15 SOYMEAL 293.80 1.30 382.38 1.00 382.38 36023.42 94.21 -18.84 -177.46 SOYOIL 320.52 1.25 400.24 1.00 400.24 36023.42 90.00 -11.04 -99.38 SP400 3541.30 0.76 2691.26 1.00 2691.26 36023.42 13.39 8.76 11.72 SP500_micro 349.52 0.53 185.53 1.00 185.53 36023.42 194.16 1.76 34.19 SUGAR11 159.26 1.45 231.41 1.00 231.41 36023.42 155.67 -9.70 -150.98 US10 1122.03 0.25 278.99 1.00 278.99 36023.42 129.12 -8.70 -112.32 US10U 1148.91 0.32 368.13 1.00 368.13 36023.42 97.86 -5.61 -54.86 US2 2083.75 0.07 135.62 1.00 135.62 36023.42 265.62 -9.86 -262.02 US20 1162.50 0.48 562.36 1.00 562.36 36023.42 64.06 0.89 5.72 US30 1189.06 0.70 827.26 1.00 827.26 36023.42 43.55 -2.09 -9.11 US5 1090.00 0.17 179.91 1.00 179.91 36023.42 200.23 -9.92 -198.60 VIX 191.50 2.13 408.13 1.00 408.13 36023.42 88.27 -20.00 -176.53 WHEAT 283.25 1.08 304.84 1.00 304.84 36023.42 118.17 -17.53 -207.11 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 198.597 0.010 2.5 5.160 BITCOIN -191.822 0.043 2.5 -20.801 BOBL 0.169 0.004 2.5 0.002 BTP 85.243 0.014 2.5 2.912 BUND 28.490 0.004 2.5 0.289 BUXL -8.129 0.004 2.5 -0.083 CAC 116.048 0.014 2.5 3.964 CAD -99.563 0.010 2.5 -2.587 CANOLA -59.926 0.010 2.5 -1.460 CHF -81.264 0.010 2.5 -2.111 COCOA -20.361 0.010 2.5 -0.496 COFFEE 5.239 0.005 2.5 0.070 COPPER 15.487 0.043 2.5 1.679 CORN -198.857 0.010 2.5 -4.845 COTTON2 -189.324 0.010 2.5 -4.612 CRUDE_W 12.903 0.043 2.5 1.399 DAX 367.342 0.014 2.5 12.547 DOW 95.978 0.009 2.5 2.234 DX 43.773 0.010 2.5 1.137 EUR -22.230 0.010 2.5 -0.578 EURIBOR-ICE 256.163 0.014 2.5 8.750 EUROSTX 156.283 0.014 2.5 5.338 FEEDCOW 35.090 0.013 2.5 1.164 GASOIL 23.498 0.017 2.5 1.020 GASOLINE -12.057 0.017 2.5 -0.523 GAS_US_mini -71.041 0.043 2.5 -7.704 GBP 64.968 0.010 2.5 1.688 GOLD_micro 15.079 0.014 2.5 0.515 HEATOIL 0.323 0.017 2.5 0.014 JGB-SGX-mini -381.667 0.043 2.5 -41.388 JPY -120.215 0.010 2.5 -3.123 LEANHOG 89.994 0.024 2.5 5.477 LIVECOW 40.668 0.013 2.5 1.350 LUMBER-new -132.366 0.010 2.5 -3.225 MXP 484.292 0.059 2.5 71.181 NASDAQ_micro -31.984 0.009 2.5 -0.744 NIKKEI 147.717 0.043 2.5 16.018 NZD 20.460 0.010 2.5 0.532 OAT 84.615 0.014 2.5 2.890 OATIES -225.369 0.010 2.5 -5.491 OJ -23.388 0.010 2.5 -0.570 PALLAD 1.884 0.014 2.5 0.064 PLAT 5.170 0.014 2.5 0.177 REDWHEAT -138.193 0.005 2.5 -1.836 RICE -90.856 0.010 2.5 -2.214 ROBUSTA -19.003 0.005 2.5 -0.252 RUSSELL 439.207 0.013 2.5 14.575 SHATZ -182.724 0.004 2.5 -1.856 SILVER-mini 4.933 0.014 2.5 0.168 SMI 82.475 0.014 2.5 2.817 SOFR -399.680 0.024 2.5 -24.324 SOYBEAN -119.153 0.004 2.5 -1.110 SOYMEAL -177.459 0.004 2.5 -1.653 SOYOIL -99.379 0.004 2.5 -0.926 SP400 11.722 0.013 2.5 0.389 SP500_micro 34.187 0.009 2.5 0.796 SUGAR11 -150.977 0.010 2.5 -3.678 US10 -112.316 0.005 2.5 -1.425 US10U -54.857 0.005 2.5 -0.696 US2 -262.023 0.005 2.5 -3.325 US20 5.719 0.005 2.5 0.073 US30 -9.113 0.005 2.5 -0.116 US5 -198.604 0.005 2.5 -2.520 VIX -176.531 0.099 2.5 -43.636 WHEAT -207.108 0.005 2.5 -2.751 ===================== Position diags ===================== AUD 2.95 BITCOIN 19.27 BOBL 1.91 BTP 2.67 BUND 0.91 BUXL 0.39 CAC 2.15 CAD 3.86 CANOLA 8.69 CHF 1.58 COCOA 0.52 COFFEE 0.24 COPPER 1.67 CORN 3.84 COTTON2 2.83 CRUDE_W 4.33 DAX 7.40 DOW 5.56 DX 3.01 EUR 2.02 EURIBOR-ICE 13.25 EUROSTX 2.67 FEEDCOW 0.79 GASOIL 1.29 GASOLINE 1.21 GAS_US_mini 11.70 GBP 2.61 GOLD_micro 2.75 HEATOIL 0.95 JGB-SGX-mini 28.32 JPY 2.14 LEANHOG 4.71 LIVECOW 1.66 LUMBER-new 4.11 MXP 38.91 NASDAQ_micro 2.25 NIKKEI 11.31 NZD 2.96 OAT 3.07 OATIES 3.31 OJ 0.90 PALLAD 0.19 PLAT 0.33 REDWHEAT 1.29 RICE 2.64 ROBUSTA 0.81 RUSSELL 10.38 SHATZ 6.53 SILVER-mini 0.22 SMI 1.41 SOFR 20.03 SOYBEAN 0.81 SOYMEAL 0.88 SOYOIL 0.84 SP400 0.44 SP500_micro 4.52 SUGAR11 3.79 US10 1.64 US10U 1.24 US2 3.37 US20 0.81 US30 0.55 US5 2.54 VIX 21.82 WHEAT 1.57 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.2 4.9 5.5 0.0 0 BITCOIN -20.8 -22.7 -18.9 0.0 0 BOBL 0.0 -0.2 0.2 0.0 0 BTP 2.9 2.6 3.2 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.1 -0.1 -0.0 -3.0 -3 CAC 4.0 3.7 4.2 0.0 0 CAD -2.6 -3.0 -2.2 0.0 0 CANOLA -1.5 -2.3 -0.6 0.0 0 CHF -2.1 -2.3 -2.0 -5.0 -5 COCOA -0.5 -0.5 -0.4 0.0 0 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.7 1.5 1.8 4.0 4 CORN -4.8 -5.2 -4.5 0.0 0 COTTON2 -4.6 -4.9 -4.3 -6.0 -6 CRUDE_W 1.4 1.0 1.8 2.0 2 DAX 12.5 11.8 13.3 0.0 0 DOW 2.2 1.7 2.8 0.0 0 DX 1.1 0.8 1.4 4.0 4 EUR -0.6 -0.8 -0.4 -2.0 -2 EURIBOR-ICE 8.7 7.4 10.1 0.0 0 EUROSTX 5.3 5.1 5.6 14.0 14 FEEDCOW 1.2 1.1 1.2 2.0 2 GASOIL 1.0 0.9 1.1 1.0 1 GASOLINE -0.5 -0.6 -0.4 0.0 0 GAS_US_mini -7.7 -8.9 -6.5 -6.0 -6 GBP 1.7 1.4 1.9 6.0 6 GOLD_micro 0.5 0.2 0.8 -1.0 -1 HEATOIL 0.0 -0.1 0.1 0.0 0 JGB-SGX-mini -41.4 -44.2 -38.6 0.0 0 JPY -3.1 -3.3 -2.9 -4.0 -4 LEANHOG 5.5 5.0 5.9 5.0 5 LIVECOW 1.3 1.2 1.5 0.0 0 LUMBER-new -3.2 -3.6 -2.8 0.0 0 MXP 71.2 67.3 75.1 48.0 48 NASDAQ_micro -0.7 -1.0 -0.5 -3.0 -3 NIKKEI 16.0 14.9 17.1 15.0 15 NZD 0.5 0.2 0.8 0.0 0 OAT 2.9 2.6 3.2 6.0 6 OATIES -5.5 -5.8 -5.2 NaN 0 OJ -0.6 -0.7 -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 -1.8 -2.0 -1.7 -5.0 -5 RICE -2.2 -2.5 -1.9 -3.0 -3 ROBUSTA -0.3 -0.3 -0.2 0.0 0 RUSSELL 14.6 13.5 15.6 0.0 0 SHATZ -1.9 -2.5 -1.2 NaN 0 SILVER-mini 0.2 0.1 0.2 2.0 2 SMI 2.8 2.7 3.0 0.0 0 SOFR -24.3 -26.3 -22.3 NaN 0 SOYBEAN -1.1 -1.2 -1.0 -1.0 -1 SOYMEAL -1.7 -1.7 -1.6 -3.0 -3 SOYOIL -0.9 -1.0 -0.8 -8.0 -8 SP400 0.4 0.3 0.4 2.0 2 SP500_micro 0.8 0.3 1.2 0.0 0 SUGAR11 -3.7 -4.1 -3.3 -4.0 -4 US10 -1.4 -1.6 -1.3 0.0 0 US10U -0.7 -0.8 -0.6 0.0 0 US2 -3.3 -3.7 -3.0 NaN 0 US20 0.1 -0.0 0.2 0.0 0 US30 -0.1 -0.2 -0.1 -3.0 -3 US5 -2.5 -2.8 -2.3 -1.0 -1 VIX -43.6 -45.8 -41.5 -29.0 -29 WHEAT -2.8 -2.9 -2.6 -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 -0.1 -0.0 -0.2 0.1 -0.1 -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 0.1 -0.0 0.3 -0.0 0.2 0.1 0.3 0.4 0.4 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 0.1 -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 0.1 -2.7 -0.2 0.2 -0.5 0.2 -0.3 0.0 -0.0 -0.3 0.1 -0.6 -0.6 0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.3 -0.2 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.1 -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 -0.2 0.3 0.7 0.7 0.7 BTP 0.3 -0.2 -0.0 -0.1 0.0 -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 0.5 0.2 0.6 0.5 0.6 0.3 0.4 0.0 0.7 0.5 0.7 BUND 0.3 -0.3 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 -0.3 0.2 -0.4 -0.0 -0.1 0.4 0.1 0.2 0.2 -0.1 -0.1 0.1 -0.3 0.0 -0.0 -0.1 0.1 -0.4 0.1 -0.3 0.0 0.3 0.5 0.5 -0.2 -0.2 0.0 0.7 0.5 0.7 BUXL 0.3 -0.2 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 -0.5 0.2 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.1 -0.5 -0.0 0.3 -0.1 0.2 -0.5 0.2 -0.6 0.0 -0.0 0.5 0.5 -0.2 -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 0.1 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 0.0 0.3 0.2 0.2 0.2 0.2 -0.4 -0.2 -0.3 0.1 0.6 0.7 0.4 0.7 CAD -0.4 0.5 0.0 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 -0.1 0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.0 -0.0 -0.2 -0.1 -0.1 2.7 -0.0 -0.1 -0.1 -0.2 -0.2 -0.1 -0.4 -0.5 -0.5 0.1 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 1.1 -0.1 0.1 -0.2 0.1 -0.2 0.0 -0.8 0.3 0.3 -0.4 -0.0 0.4 0.7 0.7 0.7 CHF -0.3 0.0 -0.3 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 -0.1 -0.2 0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.2 0.2 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 0.3 -0.1 -1.1 -0.5 -0.4 -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 0.0 -0.5 0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -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 -0.4 -0.0 -0.3 -0.2 -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 -0.3 -0.6 -0.6 0.5 0.7 0.5 0.7 0.7 COPPER 0.2 0.5 0.4 0.1 0.0 0.2 0.0 0.3 0.0 0.0 0.1 0.1 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 0.1 -0.3 0.1 0.0 0.2 0.1 0.3 0.1 -0.1 -0.0 0.1 -0.0 -0.2 0.7 0.7 0.7 0.7 CORN -0.3 -0.1 0.3 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.2 -0.2 -0.2 1.2 -0.1 -0.2 -0.1 -0.2 -0.2 -0.2 -1.1 -0.5 -0.6 -0.3 0.5 -0.1 -0.3 0.2 -0.1 COTTON2 0.3 0.1 -0.1 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.1 -0.5 0.2 -0.7 0.2 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 0.0 -0.5 0.0 -1.6 -0.1 0.0 -0.5 0.1 -0.7 0.1 -1.0 -0.0 0.2 0.2 -0.0 -0.3 -0.4 -0.2 -0.3 CRUDE_W 0.3 0.0 -0.1 0.0 0.1 -0.0 0.2 -0.0 0.1 0.1 -0.4 0.1 -0.5 0.1 -0.1 0.0 0.1 0.0 0.0 -0.0 -0.1 0.1 -0.3 0.0 1.0 -0.0 0.0 -0.2 0.1 -0.4 0.1 -0.1 -0.2 0.0 0.2 -0.3 0.4 0.7 0.3 0.6 DAX 0.6 0.6 -0.0 0.2 0.2 0.5 0.2 0.6 0.2 0.1 0.5 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 0.3 0.6 0.6 0.1 0.4 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 0.1 0.5 0.1 0.6 0.2 0.2 -0.1 -0.2 -0.2 -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 0.2 -0.2 0.3 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 0.2 0.2 0.2 -0.5 -0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.2 -0.2 0.1 -2.7 0.0 0.2 0.0 0.2 -0.1 0.1 0.9 0.5 0.5 -0.6 0.6 0.1 0.6 0.3 0.7 EUR -0.4 0.1 -0.2 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 0.0 -0.2 0.7 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.2 0.4 -0.1 1.8 0.0 -0.2 0.2 -0.2 0.5 -0.1 -0.4 -0.3 -0.4 0.1 0.2 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.5 -0.4 -0.3 -0.1 0.0 -0.1 0.0 -0.1 -0.0 0.1 -0.2 0.1 0.1 0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 0.1 -0.0 0.0 0.1 -0.1 0.0 -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 0.4 0.2 0.2 0.5 0.2 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.2 -0.0 0.1 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 0.2 0.5 0.4 0.5 0.5 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.4 -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 0.2 0.7 0.2 1.1 0.3 0.6 0.6 0.4 0.7 0.7 0.7 0.7 GASOIL 0.2 -0.4 -0.1 0.0 0.1 -0.0 0.1 -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 0.1 0.1 0.1 0.1 0.1 1.1 0.1 0.2 -0.1 0.2 0.1 0.7 -0.2 0.3 GASOLINE 0.3 -0.2 -0.1 0.0 0.1 -0.0 0.2 -0.0 0.1 0.1 -0.2 0.2 -0.1 0.0 -0.1 -0.4 -0.2 -0.4 -0.4 -0.0 -0.0 0.1 -0.1 0.1 -2.6 0.0 0.1 -0.2 0.2 -0.2 0.1 -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 0.0 -0.0 0.1 -0.0 0.0 -0.1 -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 1.9 -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 0.0 0.5 -0.2 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 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 0.2 -0.0 0.4 0.1 0.4 0.2 0.4 0.6 0.3 0.0 -0.2 0.1 -0.3 GOLD_micro -0.3 0.2 0.2 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 0.2 0.2 0.1 0.5 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 0.1 -0.0 0.1 -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 0.1 -0.0 0.1 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 -0.2 -0.5 -0.6 -0.0 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 -0.1 -0.6 -0.2 0.9 -0.3 -0.6 -0.6 -0.6 -0.2 -0.7 0.2 -0.7 JPY -0.1 -0.1 -0.6 -0.0 -0.1 -0.0 -0.1 0.1 -0.0 -0.1 -0.5 -0.1 -0.6 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.2 2.7 -0.2 -0.1 -0.5 -0.2 -0.7 -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 0.5 0.2 0.1 -0.4 0.2 -0.4 0.0 0.2 0.1 0.2 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 0.2 0.2 0.4 0.2 0.1 -0.1 0.1 -0.1 0.0 0.2 0.1 0.2 0.5 0.2 -2.7 0.0 0.1 0.1 0.1 0.6 0.1 1.0 -0.0 0.1 0.5 0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.5 0.2 -0.7 -0.1 0.1 -0.6 0.1 -0.8 0.0 0.2 -0.5 0.1 -0.6 0.0 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.2 -0.6 0.0 NaN -0.1 0.2 -0.6 0.2 -0.7 0.0 -1.2 0.6 -0.3 0.1 -0.3 0.1 0.8 0.3 0.8 MXP 0.0 0.3 0.2 -0.0 -0.1 -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 0.6 0.6 0.6 0.5 0.4 0.6 0.5 NASDAQ_micro 0.0 -0.0 0.1 0.1 0.1 0.3 0.2 0.4 0.2 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 -0.0 0.2 0.0 0.5 0.0 -0.3 -0.4 -0.2 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.3 0.0 0.5 0.1 0.1 0.3 0.2 0.4 0.2 0.1 0.4 0.2 0.5 0.2 0.1 0.2 0.2 0.2 0.1 0.2 0.2 0.2 0.5 0.2 -2.4 0.1 0.2 0.5 0.2 0.7 0.1 1.1 0.3 0.4 -0.1 0.6 -0.2 0.1 -0.3 0.2 NZD -0.2 0.4 -0.1 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -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 0.0 -0.2 0.0 -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 0.4 0.4 0.1 0.2 -0.1 0.7 0.4 0.7 OATIES 0.2 -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 -0.1 -0.4 -0.1 -0.4 -0.1 -0.7 -0.4 -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 0.0 -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 -0.7 -0.6 -0.4 -0.6 PALLAD -0.2 0.1 0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.4 0.1 -0.0 0.2 -0.0 0.3 0.0 0.3 -0.1 -0.3 -0.1 0.0 0.2 -0.2 -0.6 -0.5 PLAT -0.4 0.1 -0.2 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 0.0 0.4 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.1 -0.5 -0.1 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 -0.0 1.0 -0.0 -0.2 -0.1 -0.1 -0.5 -0.0 -0.9 -0.3 -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 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 -1.0 0.4 0.4 0.1 -0.2 -0.4 -0.6 -0.2 -0.6 ROBUSTA 0.2 -0.6 -0.1 -0.1 0.0 -0.5 0.1 -0.7 0.0 0.1 0.0 0.1 -0.1 -0.0 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 0.0 -0.0 -0.0 -2.7 -0.1 0.1 -0.1 0.0 -0.0 -0.0 1.1 -0.1 0.1 -0.4 0.1 -0.1 0.3 0.3 0.7 RUSSELL 0.3 0.5 0.3 0.2 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 0.5 0.1 0.3 -0.1 -0.2 -0.7 -0.5 -0.7 SHATZ 0.4 -0.2 -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 -0.3 -0.3 -0.3 -0.3 -0.1 -0.1 0.0 -0.3 -0.0 1.4 -0.2 0.0 -0.5 0.0 -0.5 -0.0 -1.1 0.1 0.3 -0.4 -0.4 0.7 0.7 0.7 0.7 SILVER-mini -0.5 0.1 0.1 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -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 0.5 0.1 0.0 0.4 0.4 0.5 0.6 0.2 0.7 -0.6 -0.2 SMI 0.4 0.6 0.6 0.2 0.2 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 0.2 0.2 0.2 0.2 0.5 0.2 1.8 0.2 0.2 0.5 0.2 0.7 0.2 1.1 -0.2 0.6 0.6 0.6 -0.1 0.7 -0.1 0.7 SOFR -0.0 -0.4 -0.3 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -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 -0.1 -0.1 -0.1 0.3 -0.1 0.3 -0.3 -0.3 -0.0 -0.2 -0.5 -0.6 -0.4 -0.7 SOYBEAN -0.3 -0.6 0.2 -0.2 0.1 -0.5 0.1 -0.7 0.0 -0.1 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 -0.1 0.0 -0.1 0.1 -0.2 0.1 -0.3 -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 -0.5 -0.5 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.4 -0.2 -0.3 -0.2 0.1 -0.5 0.1 -0.7 0.0 0.2 -0.3 0.2 0.2 0.0 -0.1 -0.2 -0.1 -0.2 -0.2 -0.0 -0.0 0.2 0.0 0.1 -2.5 -0.1 0.2 -0.2 0.2 -0.1 0.0 0.0 0.5 0.3 -0.4 0.0 -0.5 -0.7 -0.5 -0.7 SP400 0.4 0.5 0.2 0.2 0.1 0.4 0.2 0.5 0.2 0.1 0.5 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 0.2 0.2 0.2 0.2 0.2 -0.0 0.4 -0.0 0.2 -0.4 -0.1 -0.7 -0.2 -0.7 SP500_micro 0.1 0.2 0.4 0.2 0.2 0.4 0.2 0.6 0.2 0.1 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.1 0.5 0.1 -2.7 0.1 0.0 0.4 0.1 0.7 0.1 -0.3 -0.4 -0.2 -0.2 -0.3 0.2 -0.7 0.2 -0.7 SUGAR11 0.0 0.3 -0.3 -0.1 0.0 -0.5 0.1 -0.7 0.0 -0.1 -0.3 -0.1 -0.5 -0.0 -0.1 0.4 0.2 0.3 0.2 -0.1 -0.1 -0.1 -0.5 -0.0 -2.7 0.0 -0.1 -0.3 -0.0 -0.6 0.1 1.1 -0.2 0.1 0.5 0.0 -0.1 -0.5 0.1 -0.4 US10 -0.0 -0.3 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 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 -0.2 -0.1 0.2 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 0.0 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 -0.0 -2.1 0.0 0.0 0.3 0.1 0.5 0.0 -0.3 -0.1 0.2 0.5 0.3 -0.5 -0.4 -0.5 -0.7 US2 -0.1 -0.2 -0.1 -0.1 0.0 -0.2 0.0 -0.2 -0.0 -0.1 -0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.1 0.0 -0.1 2.3 -0.1 -0.2 -0.0 -0.2 0.1 -0.1 -1.1 -0.5 -0.5 0.1 -0.0 -0.7 -0.5 -0.7 -0.7 US20 0.1 -0.3 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.1 0.2 0.2 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 0.1 0.0 0.0 -1.4 0.1 0.1 0.2 0.1 0.2 0.1 0.0 0.2 0.5 0.4 0.3 -0.3 0.5 -0.1 -0.6 US30 0.1 -0.3 -0.0 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.2 0.0 0.1 -0.3 -0.1 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 -0.8 0.0 0.2 0.1 0.1 0.1 0.1 -0.4 0.1 0.4 0.3 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 -0.0 -0.1 0.2 -0.2 0.3 -0.1 -0.1 0.0 -0.0 -0.0 -0.0 -0.1 0.0 -0.1 0.1 -0.1 -0.8 -0.0 -0.1 0.1 -0.1 0.3 -0.1 -0.5 -0.5 -0.2 0.2 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.1 -0.9 -0.6 -0.3 -0.0 -0.9 -0.2 -0.7 -0.3 -0.0 -0.9 -0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.7 -0.3 NaN -0.3 -0.0 -0.9 -0.2 -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 -0.1 -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 -0.1 -0.3 -0.0 -0.6 -0.1 -1.1 -0.2 -0.2 -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 2.9 14.3 5.0 -0.7 -15.7 -0.9 -16.3 2.8 -5.8 -9.8 18.1 8.7 11.4 19.4 18.9 0.9 -0.7 0.3 -0.2 16.2 13.4 2.3 8.0 11.8 17.9 13.4 -1.6 11.3 -1.6 5.2 7.9 5.5 18.0 12.5 13.5 15.5 2.7 20.0 5.3 20.0 BITCOIN 20.0 -6.1 -20.0 14.4 10.2 18.6 9.4 18.9 10.0 11.9 -16.5 14.8 -0.4 7.3 -18.3 -4.0 -6.3 -4.7 -5.4 -14.7 -20.0 19.2 -8.3 6.1 -20.0 -15.7 20.0 -20.0 14.7 -7.5 1.9 -0.1 -11.7 1.9 -20.0 -20.0 1.4 -1.0 -20.0 -17.2 BOBL 12.3 -10.8 -7.1 -7.8 4.4 -6.5 3.7 -5.0 -2.9 14.8 -12.1 17.3 -5.5 -3.0 -11.9 -20.0 0.7 -11.7 -1.5 -8.4 -10.3 9.1 -7.6 1.4 3.2 -14.1 9.6 -14.9 9.6 -9.4 -1.1 -5.5 15.7 13.8 -11.0 -7.6 7.7 20.0 20.0 20.0 BTP 8.8 -5.8 -0.6 -9.7 5.4 -8.1 4.6 -6.3 -3.6 20.0 12.3 20.0 19.1 13.4 7.7 14.8 10.0 12.4 11.0 4.6 5.6 15.2 10.4 9.8 -20.0 6.5 20.0 6.6 20.0 12.6 14.9 11.5 20.0 20.0 9.9 12.7 0.3 20.0 14.7 20.0 BUND 10.3 -10.4 -3.7 -8.4 4.7 -7.0 4.0 -5.4 -3.1 18.9 -11.5 19.5 -11.6 -3.1 -11.8 18.5 5.8 11.1 7.6 -8.2 -9.8 10.9 -9.4 1.5 -0.0 -11.5 15.7 -13.1 13.8 -9.6 2.1 4.8 20.0 16.3 -7.2 -4.7 1.1 20.0 13.6 20.0 BUXL 9.3 -7.7 -2.6 -8.1 4.5 -6.8 3.9 -5.2 -3.0 18.1 -16.8 17.8 -19.4 -5.3 -13.8 4.9 3.4 4.5 4.1 -11.0 -15.3 9.2 -19.1 -1.0 1.9 -11.9 19.0 -17.4 14.7 -17.8 2.9 -0.2 19.3 15.7 -5.3 -5.1 -10.9 20.0 2.1 10.1 CAC 12.6 5.9 9.2 19.4 20.0 19.0 20.0 19.3 20.0 8.6 20.0 19.0 20.0 20.0 19.3 -6.5 -2.7 -5.2 -3.9 19.4 17.5 19.2 15.9 20.0 7.2 17.2 3.6 12.5 16.9 6.9 20.0 4.0 -14.7 -6.8 -8.8 1.9 18.4 20.0 11.4 20.0 CAD -11.6 15.0 1.3 -0.7 -15.5 -0.8 -16.1 2.8 -5.7 -17.4 -7.1 -20.0 -3.6 1.2 4.3 -7.2 -7.5 -7.7 -7.8 1.0 -0.3 -18.0 -4.6 -8.8 20.0 -1.3 -13.1 -1.9 -18.8 -4.4 -10.6 -6.8 -20.0 -14.6 4.4 2.5 -20.0 -20.0 -20.0 -20.0 CANOLA 9.8 -11.1 -8.3 -8.2 4.0 -18.4 6.1 -20.0 2.0 10.6 -9.9 10.6 -3.5 -2.7 -5.2 -15.5 -13.9 -18.0 -16.7 -6.9 -8.6 8.3 -5.8 0.6 8.0 -6.3 8.5 -8.7 7.4 -6.4 1.1 -14.6 14.0 7.8 -12.8 -1.2 10.7 20.0 19.6 20.0 CHF -8.7 0.2 -8.5 -0.7 -14.2 -0.8 -14.8 2.6 -5.2 -19.3 -4.6 -20.0 13.8 -9.9 -10.9 -17.5 -16.5 -17.3 -16.6 -5.5 -0.2 -19.6 8.0 -11.9 -1.8 -4.7 -20.0 1.0 -18.7 8.4 -11.2 -20.0 -20.0 -11.8 -9.7 1.6 -7.2 -20.0 -5.3 -20.0 COCOA -2.8 20.0 -14.6 -5.1 2.5 -11.5 3.8 -13.6 1.3 -7.1 -6.2 -7.0 -3.7 -2.8 -4.4 -3.4 5.8 -2.8 0.2 -4.8 -6.1 -11.9 -3.8 -6.7 -20.0 -3.7 -9.6 -4.4 -7.5 -1.6 -4.2 16.8 -20.0 -11.9 -0.7 -7.9 -7.0 -1.0 1.1 4.7 COFFEE 3.5 -14.3 2.3 -14.1 6.8 -20.0 10.5 -20.0 3.5 -13.8 12.0 0.8 15.7 -6.7 -6.9 20.0 17.9 20.0 20.0 -4.3 6.6 -3.4 19.9 -4.9 -20.0 -8.6 -7.0 7.0 -9.0 20.0 -12.0 20.0 -14.2 -19.0 -20.0 14.1 20.0 15.9 20.0 20.0 COPPER 6.0 15.3 12.9 5.9 4.2 7.6 3.9 7.7 4.1 5.3 5.1 7.3 3.2 8.2 8.7 -6.5 -6.3 -6.9 -6.6 12.3 8.8 9.4 5.5 12.5 -2.3 7.9 3.4 7.4 5.4 7.5 7.0 -1.0 -1.5 2.5 -0.7 -5.8 20.0 20.0 20.0 20.0 CORN -8.8 -3.7 9.7 -13.9 6.7 -20.0 10.4 -20.0 3.4 -16.1 -3.6 -15.3 -9.6 -14.6 -6.6 -20.0 -19.9 -20.0 -20.0 -6.6 -3.8 -20.0 -7.9 -14.0 9.0 -6.8 -20.0 -2.7 -20.0 -4.9 -14.1 -20.0 -20.0 -20.0 -8.7 14.1 -4.2 -10.5 5.2 -2.7 COTTON2 10.6 4.4 -2.0 -16.9 8.1 -20.0 12.6 -20.0 4.2 8.7 -20.0 17.1 -20.0 15.1 -14.2 -20.0 -16.7 -20.0 -18.7 -5.2 -15.9 5.2 -20.0 4.0 -12.1 -7.2 0.2 -20.0 10.0 -20.0 8.5 -18.9 -0.9 4.7 7.1 -0.9 -8.4 -12.3 -6.9 -7.6 CRUDE_W 8.9 0.9 -4.0 0.6 12.5 -1.1 17.9 -0.1 9.4 8.0 -15.0 12.9 -15.2 5.0 -12.4 0.0 4.1 0.4 1.9 -4.1 -8.5 9.8 -10.1 3.9 7.7 -2.3 4.8 -9.2 12.0 -11.3 7.6 -2.3 -8.2 0.4 4.9 -10.5 12.4 20.0 9.5 17.6 DAX 20.0 20.0 -1.0 18.0 19.0 17.6 20.0 18.0 20.0 15.8 17.2 20.0 20.0 20.0 19.5 -9.7 -7.0 -8.0 -7.1 20.0 18.5 20.0 20.0 20.0 -15.1 20.0 8.4 15.7 20.0 14.4 20.0 -2.4 12.2 20.0 19.2 1.8 10.6 20.0 5.4 20.0 DOW 4.3 10.7 9.4 13.1 13.9 12.9 17.6 13.1 16.0 10.2 16.7 11.8 16.3 15.3 15.3 -7.1 -8.1 -7.5 -7.7 17.6 18.6 10.9 17.8 15.4 -11.5 13.4 4.3 14.1 7.0 13.7 11.3 -4.0 -4.8 -5.6 3.4 1.0 -2.0 -20.0 -6.0 -20.0 DX 7.7 -6.0 10.2 -0.7 -14.6 -0.8 -15.2 2.6 -5.4 19.2 7.2 20.0 -14.6 -0.0 7.0 6.1 6.2 6.1 6.1 3.9 1.0 17.0 -7.0 9.4 -20.0 0.6 19.3 0.4 15.4 -3.9 5.6 16.8 20.0 15.5 -19.4 20.0 2.3 18.5 8.3 20.0 EUR -11.0 3.8 -5.8 -0.8 -16.3 -0.9 -17.0 2.9 -6.0 -20.0 1.8 -20.0 18.8 -3.0 -4.2 -8.7 -8.1 -8.6 -8.2 -2.7 4.4 -20.0 14.9 -11.4 13.4 0.9 -20.0 6.8 -20.0 14.0 -9.9 -7.5 -13.4 -13.1 3.6 6.1 -6.0 -20.0 -2.1 -20.0 EURIBOR-ICE 15.2 -12.0 -10.6 -5.9 3.3 -4.9 2.8 -3.8 -2.2 9.2 -7.5 12.4 3.4 0.0 -7.9 13.1 11.5 13.1 12.8 -4.8 -6.0 8.1 -0.8 3.1 0.6 -9.4 4.1 -9.4 6.7 -3.5 -0.3 14.6 10.9 12.6 -9.1 -6.8 10.2 20.0 19.9 20.0 EUROSTX 20.0 15.6 11.0 17.7 18.7 17.3 20.0 17.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 7.9 -0.3 2.7 0.5 20.0 20.0 20.0 20.0 20.0 -7.8 20.0 19.1 20.0 20.0 17.3 20.0 9.4 7.0 15.5 10.9 15.5 16.5 20.0 8.9 20.0 FEEDCOW 20.0 20.0 -11.9 -10.9 5.3 -20.0 8.2 -20.0 2.7 13.0 7.8 15.3 11.8 16.9 7.7 9.6 9.2 11.8 12.1 20.0 18.8 20.0 20.0 20.0 -20.0 10.2 16.1 10.6 14.7 20.0 15.1 20.0 14.2 18.0 20.0 11.5 20.0 20.0 20.0 20.0 GASOIL 6.0 -12.7 -1.9 0.4 8.8 -0.8 12.7 -0.1 6.6 7.1 2.0 8.3 4.4 -4.8 -7.9 11.4 14.8 14.8 15.9 -2.8 -0.7 9.9 1.6 2.0 -1.9 3.2 9.9 3.2 12.9 3.7 8.1 20.0 4.0 6.5 -3.2 5.8 3.2 20.0 -4.6 8.2 GASOLINE 8.9 -6.9 -2.9 0.6 12.8 -1.1 18.4 -0.1 9.6 10.7 -7.7 14.8 -2.1 2.2 -7.2 -20.0 -9.0 -20.0 -20.0 -3.0 -4.4 14.5 -2.7 5.9 -19.2 0.2 9.1 -5.6 18.7 -5.0 12.3 -20.0 6.9 9.1 -1.8 -4.9 13.8 20.0 8.5 20.0 GAS_US_mini -15.3 -13.4 8.8 0.3 5.2 -0.5 7.5 -0.0 3.9 -6.1 -6.1 -7.0 -6.4 -8.3 -6.9 20.0 -20.0 20.0 -7.5 -7.2 -4.3 -8.6 -3.4 -9.8 14.6 -6.2 -5.1 -3.2 -6.5 -2.2 -8.2 -20.0 -20.0 -20.0 -9.2 1.3 6.4 -18.0 -3.8 -20.0 GBP 0.4 14.6 -7.1 -0.7 -16.0 -0.9 -16.6 2.9 -5.9 -18.8 1.9 -10.1 14.6 15.6 12.6 0.2 0.0 0.3 0.2 8.7 5.4 -5.5 7.8 5.3 1.5 14.0 -14.6 8.9 -4.5 10.6 9.9 6.6 7.8 13.1 20.0 9.3 0.9 -7.2 4.4 -8.4 GOLD_micro -9.1 4.8 6.4 5.9 4.2 7.6 3.9 7.7 4.1 7.9 8.6 8.1 8.9 8.3 8.7 -7.7 -10.2 -8.4 -9.1 15.2 16.8 12.8 17.0 13.6 -20.0 15.3 8.4 20.0 9.2 20.0 10.4 -6.5 7.0 4.4 1.1 15.2 12.0 5.3 -15.2 -18.5 HEATOIL 4.3 -13.1 -2.6 0.4 8.9 -0.8 12.8 -0.1 6.7 8.3 -0.1 9.2 2.8 -6.4 -9.9 14.2 11.8 14.9 13.4 -4.3 -1.7 9.5 1.5 0.7 -16.7 -1.1 9.8 -0.2 10.3 2.3 3.7 16.2 1.5 -3.3 -9.4 2.0 10.8 12.5 -3.6 -11.0 JGB-SGX-mini -4.9 -17.0 -17.0 -4.5 2.5 -3.7 2.1 -2.9 -1.7 -6.1 -12.0 -9.3 -11.6 -11.0 -11.7 5.7 13.5 12.0 12.8 -20.0 -19.7 -10.7 -17.2 -16.7 -2.4 -20.0 -5.7 -19.2 -10.9 -15.3 -17.4 16.1 -14.4 -20.0 -20.0 -20.0 -5.5 -20.0 4.9 -20.0 JPY -3.8 -1.6 -20.0 -0.5 -10.6 -0.6 -11.0 1.9 -3.9 -9.9 -16.9 -13.1 -15.4 -14.0 -16.4 -9.3 -10.6 -9.7 -9.8 -17.9 -20.0 -13.5 -19.4 -14.2 20.0 -20.0 -12.6 -20.0 -14.9 -19.0 -15.6 -11.0 -4.9 -13.9 -17.3 -20.0 -8.4 -13.3 -6.5 -16.0 LEANHOG 10.5 16.1 -12.1 -16.0 7.7 -20.0 11.9 -20.0 3.9 20.0 4.6 20.0 12.7 20.0 5.6 -20.0 12.1 -20.0 1.3 14.6 6.7 20.0 7.9 20.0 -3.1 20.0 20.0 8.2 20.0 6.3 20.0 20.0 20.0 20.0 20.0 12.7 -2.6 11.6 5.2 20.0 LIVECOW 19.3 19.5 -18.0 -11.5 5.5 -20.0 8.5 -20.0 2.8 10.3 5.6 14.8 11.3 17.5 6.7 -5.1 6.1 -3.1 0.7 15.6 11.1 17.0 18.0 20.0 -20.0 2.8 9.0 3.6 8.8 15.4 8.2 18.1 -0.5 3.5 16.2 2.6 20.0 19.6 20.0 20.0 LUMBER-new 12.2 6.3 -17.4 -11.5 5.5 -20.0 8.6 -20.0 2.8 15.4 -16.6 9.7 -15.5 2.5 -13.9 -20.0 -20.0 -20.0 -20.0 -12.0 -20.0 18.8 -20.0 2.8 NaN -11.7 20.0 -19.6 20.0 -16.7 4.0 -20.0 20.0 -7.6 3.6 -7.8 2.9 20.0 7.6 20.0 MXP 0.4 10.1 6.3 -0.8 -16.6 -0.9 -17.3 3.0 -6.1 20.0 20.0 20.0 20.0 20.0 20.0 13.8 13.1 13.5 13.1 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 17.6 20.0 20.0 14.4 11.7 18.3 16.1 NASDAQ_micro 0.7 -0.3 2.9 12.2 12.9 12.0 16.4 12.2 14.9 3.2 12.4 7.3 14.5 10.4 5.4 -7.9 -8.6 -8.1 -8.3 6.2 13.5 1.5 20.0 3.4 -20.0 3.4 -3.2 8.8 1.0 14.3 2.3 -5.0 -16.4 -7.5 -12.1 -4.7 2.9 -20.0 2.6 -20.0 NIKKEI 10.8 1.1 14.6 12.2 12.8 11.9 16.3 12.1 14.8 14.2 14.6 15.1 14.7 14.1 13.7 11.3 7.5 7.9 7.0 19.3 20.0 20.0 20.0 20.0 -17.7 13.9 20.0 19.5 18.1 20.0 13.7 20.0 14.2 11.4 -3.7 20.0 -6.3 3.0 -9.3 7.0 NZD -5.1 11.2 -4.3 -0.6 -12.6 -0.7 -13.1 2.3 -4.6 -11.6 -8.1 -15.5 -10.0 5.8 0.1 -3.8 -3.5 -4.1 -3.9 -2.1 -6.1 -7.2 -8.5 -3.5 16.9 -6.6 -7.6 -10.0 -9.6 -11.0 -7.1 0.0 5.3 -6.3 1.5 -6.9 2.3 20.0 6.7 20.0 OAT 7.6 -6.0 1.7 -7.9 4.4 -6.6 3.8 -5.1 -3.0 17.8 0.1 18.7 -4.2 0.6 -3.5 12.8 12.6 14.8 14.9 -1.0 -2.3 8.7 -3.7 3.9 0.5 -0.8 10.5 -2.4 11.0 -2.4 5.9 17.4 15.5 13.5 3.1 7.7 -2.2 20.0 12.8 20.0 OATIES 6.1 -0.1 -3.1 -8.9 4.3 -19.8 6.6 -20.0 2.2 -6.8 -10.9 -3.8 -10.8 -2.0 -4.8 -14.9 -12.2 -17.8 -16.7 -8.1 -11.0 -8.5 -11.0 -6.2 -4.3 -9.8 -8.1 -13.1 -7.4 -12.5 -6.2 -13.3 -15.0 -1.8 -10.3 -8.0 -7.2 -15.1 -3.2 -17.0 OJ 20.0 20.0 -4.7 -4.7 2.3 -10.5 3.5 -12.5 1.2 -5.0 -4.3 1.6 -6.3 4.5 -0.4 1.9 2.3 -0.8 -0.5 2.5 -4.2 1.2 -7.8 5.5 -20.0 4.9 -1.9 -1.6 2.7 -4.7 7.6 12.8 -3.2 20.0 15.1 -1.0 -19.7 -18.3 -11.1 -19.4 PALLAD -7.4 1.9 5.5 4.7 3.3 6.1 3.1 6.1 3.3 4.3 4.9 0.7 4.6 3.1 4.2 -2.8 -3.1 -3.1 -3.1 7.1 6.5 3.7 4.9 6.0 10.6 4.8 -0.2 8.0 -0.2 8.5 1.2 4.7 -6.1 -9.4 -3.9 0.9 7.1 -4.5 -19.3 -14.5 PLAT -11.3 1.6 -5.2 4.5 3.2 5.9 3.0 6.0 3.2 4.6 6.0 3.3 5.9 4.8 5.1 -2.6 -3.8 -3.7 -3.7 10.1 8.1 6.5 5.9 9.4 -0.3 9.6 2.5 9.7 2.9 9.0 6.7 3.7 -4.0 7.7 11.6 5.5 20.0 10.1 -10.6 -10.1 REDWHEAT 2.4 1.5 13.3 -15.1 7.3 -20.0 11.3 -20.0 3.7 -14.5 -17.3 -5.6 -20.0 0.3 -3.9 -16.3 -16.4 -16.3 -16.7 -3.3 -9.5 -5.4 -19.6 -2.1 7.8 -1.7 -17.1 -5.3 -7.4 -13.4 -2.1 -17.2 -11.2 -3.8 -0.5 15.7 -20.0 -20.0 -20.0 -20.0 RICE 19.9 15.5 1.0 -5.0 2.4 -11.1 3.7 -13.2 1.2 6.5 -7.2 6.5 -7.8 2.5 -4.6 -19.9 -14.5 -20.0 -19.5 -4.3 -10.4 6.2 -13.1 2.2 0.8 -1.7 6.9 -9.4 8.2 -13.5 5.8 -18.6 15.1 11.9 3.2 -7.5 -13.0 -16.7 -4.6 -17.2 ROBUSTA 6.5 -19.9 -3.6 -8.9 4.3 -19.8 6.6 -20.0 2.2 8.0 1.4 9.8 -1.9 -4.5 -6.0 20.0 14.6 17.7 15.0 -9.1 -6.4 3.7 -1.7 -4.3 -20.0 -7.5 7.9 -5.3 3.0 -1.1 -3.8 20.0 -2.5 2.4 -13.8 2.6 -4.4 10.4 8.0 20.0 RUSSELL 10.6 14.0 10.1 15.0 15.9 14.7 20.0 15.0 18.3 17.6 18.2 18.5 17.1 18.4 16.7 -4.8 -5.2 -4.8 -4.9 20.0 19.8 20.0 17.7 20.0 8.9 17.6 20.0 16.2 20.0 14.6 20.0 0.8 20.0 4.5 10.8 -4.4 -4.9 -20.0 -14.9 -20.0 SHATZ 12.7 -6.8 -9.4 -7.3 4.1 -6.0 3.5 -4.7 -2.7 7.6 -14.9 12.7 -10.2 -2.6 -11.0 -15.3 -17.3 -16.7 -16.2 -9.7 -13.8 4.4 -11.2 -0.4 10.5 -16.5 1.0 -18.9 3.6 -13.1 -4.4 -20.0 4.9 9.4 -11.6 -11.0 20.0 20.0 20.0 20.0 SILVER-mini -16.8 3.0 4.6 5.0 3.5 6.4 3.2 6.5 3.5 7.0 7.9 7.5 7.7 7.7 7.8 -3.6 -6.0 -4.8 -5.4 17.3 13.1 19.9 8.7 19.3 -6.8 13.3 11.4 14.4 9.8 12.7 10.4 0.1 17.2 10.8 16.1 17.8 6.0 20.0 -16.8 -4.9 SMI 12.5 20.0 20.0 18.1 19.1 17.7 20.0 18.0 20.0 20.0 20.0 20.0 19.6 20.0 20.0 14.1 5.8 10.3 7.6 20.0 20.0 20.0 20.0 20.0 13.2 20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.9 18.7 20.0 20.0 -2.9 20.0 -3.3 20.0 SOFR -1.5 -13.4 -9.4 -9.6 5.3 -8.0 4.6 -6.2 -3.6 -13.1 3.0 -15.7 15.3 -20.0 -20.0 8.4 6.3 8.0 7.4 -10.9 -2.8 -6.5 7.6 -10.2 -20.0 -11.6 -6.8 -2.5 -7.5 7.5 -11.4 5.4 -12.1 -8.6 -1.2 -6.4 -13.6 -17.9 -12.1 -20.0 SOYBEAN -7.8 -17.8 6.9 -14.4 6.9 -20.0 10.7 -20.0 3.5 -10.4 2.7 -14.9 3.3 -19.5 -12.1 -5.4 -5.3 -4.1 -4.9 -10.8 -2.2 -11.6 -1.8 -14.7 -6.2 -13.1 -10.1 0.5 -13.8 2.5 -18.0 2.2 -13.7 -20.0 -20.0 17.3 -20.0 -9.8 -20.0 -6.0 SOYMEAL -9.6 -16.7 20.0 -10.1 4.9 -20.0 7.5 -20.0 2.5 -13.6 -3.7 -11.6 -9.2 -14.3 -6.4 -11.1 -14.5 -12.4 -14.1 -8.3 -3.1 -15.2 -5.4 -13.3 -13.3 -1.4 -19.7 4.7 -13.5 -0.1 -8.9 -13.8 -18.2 -14.5 -15.2 20.0 -20.0 -20.0 -12.3 -19.4 SOYOIL 11.0 -5.7 -9.8 -14.7 7.1 -20.0 10.9 -20.0 3.6 20.0 -9.3 18.7 5.8 0.1 -6.3 -9.2 -5.9 -8.7 -7.5 -3.1 -4.3 20.0 1.6 8.6 -18.5 -7.5 20.0 -7.6 20.0 -2.3 3.8 0.1 20.0 9.8 -13.0 1.3 -14.8 -20.0 -15.6 -20.0 SP400 11.5 15.3 6.5 14.1 14.9 13.8 19.0 14.1 17.2 16.6 16.9 17.7 11.4 18.0 16.5 -6.4 -6.1 -6.1 -6.0 18.5 13.6 20.0 9.9 20.0 2.7 11.7 20.0 7.3 18.5 4.3 15.8 -0.8 14.9 -0.6 7.1 -12.4 -2.5 -20.0 -7.4 -20.0 SP500_micro 4.5 6.1 11.1 16.3 17.3 16.0 20.0 16.3 19.9 9.4 20.0 14.8 20.0 19.1 18.5 -9.0 -9.5 -9.1 -9.1 15.5 20.0 8.2 20.0 11.9 -20.0 9.1 1.3 13.2 5.9 18.1 8.5 -6.4 -17.8 -5.2 -7.0 -9.8 4.9 -20.0 5.6 -20.0 SUGAR11 1.3 8.1 -8.6 -10.6 5.1 -20.0 7.9 -20.0 2.6 -11.2 -12.3 -6.5 -15.1 -1.4 -7.8 17.7 11.6 16.3 12.2 -5.0 -12.9 -5.6 -18.5 -2.5 -20.0 1.0 -12.1 -10.2 -1.2 -16.5 5.4 20.0 -9.9 4.2 14.5 0.4 -4.4 -16.3 1.9 -10.9 US10 -1.4 -9.2 -2.8 -8.8 4.9 -7.3 4.2 -5.7 -3.3 -9.5 9.6 -13.7 9.3 -14.6 -13.5 2.8 0.8 2.4 2.0 -4.6 1.5 -3.7 6.0 -5.4 -10.7 -2.7 -3.5 4.4 -3.4 9.5 -4.4 -4.0 -10.2 -2.6 7.3 3.8 -20.0 -20.0 -19.3 -20.0 US10U -1.2 -8.9 -0.2 -10.4 5.8 -8.7 5.0 -6.7 -3.9 4.6 12.4 -6.8 8.1 -18.5 -16.0 3.6 0.0 2.5 1.3 -3.7 3.3 -0.5 6.5 -4.3 -15.6 3.5 5.3 10.5 5.1 14.3 3.1 -5.5 -5.7 7.6 14.2 10.6 -15.9 -10.6 -16.2 -20.0 US2 -2.2 -4.9 -3.9 -8.3 4.7 -6.9 4.0 -5.4 -3.1 -16.1 -0.1 -14.9 -1.1 -6.8 -10.2 -8.5 -13.9 -10.1 -11.4 -5.6 -2.1 -13.1 0.1 -8.6 17.1 -7.6 -19.9 -1.8 -16.4 3.3 -12.0 -20.0 -20.0 -14.9 4.2 -1.5 -20.0 -16.4 -20.0 -20.0 US20 4.0 -8.7 -0.2 -7.7 4.3 -6.4 3.7 -5.0 -2.9 15.7 5.9 14.9 -1.6 -5.5 -8.8 5.5 3.5 4.8 4.4 -2.0 0.6 7.0 1.2 1.2 -10.8 5.2 14.6 6.5 13.7 6.8 9.8 0.3 7.5 16.7 11.9 8.5 -8.7 14.7 -3.3 -18.3 US30 1.9 -9.7 -0.4 -8.5 4.8 -7.1 4.1 -5.5 -3.2 18.3 0.0 11.7 -8.9 -12.9 -15.2 2.3 -1.3 1.2 -0.0 -5.8 -3.2 5.6 -3.4 -2.0 -6.0 1.1 18.0 2.8 13.8 2.6 6.8 -7.7 5.6 13.5 8.7 6.6 -7.1 9.5 0.3 -14.2 US5 -2.2 -7.8 -3.6 -9.1 5.1 -7.5 4.3 -5.9 -3.4 -13.7 7.7 -14.8 9.4 -13.8 -13.0 0.8 -2.4 -0.2 -1.0 -5.4 0.5 -7.6 5.3 -7.2 -6.0 -3.4 -9.6 2.8 -7.0 8.5 -5.7 -9.3 -19.0 -5.5 7.6 2.3 -20.0 -20.0 -20.0 -20.0 VIX -2.6 -17.3 -11.6 -20.0 -3.0 -20.0 -10.6 -12.1 -20.0 -2.0 -20.0 -13.4 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -8.9 -15.5 -19.8 NaN -20.0 -1.9 -20.0 -10.0 -13.0 -20.0 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 2.5 -6.6 3.9 -16.0 7.7 -20.0 11.9 -20.0 3.9 -8.1 -20.0 -2.0 -20.0 -13.4 -17.0 -19.5 -18.4 -18.5 -18.2 -11.9 -17.1 -3.1 -20.0 -6.4 12.3 -11.1 -8.3 -12.4 -4.1 -16.1 -6.8 -19.9 -10.1 -6.3 -12.7 9.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3