******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260116_204047 produced at 2026-01-16 21:37:52.195860 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.97 0.0 0.00 0.00 0.00 0.00 -28.91 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.54 0.0 0.00 0.00 0.00 0.00 -43.55 16.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.37 0.0 999.00 -999.00 -0.24 -0.24 -45.27 999999999.0 -29 -30 caleb_strategy_v3 US2 False True 0.09 0.00 -0.35 0.0 0.00 0.00 0.00 0.00 -3.97 13.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.33 -0.15 0.0 0.87 -0.87 -0.33 -0.33 -2.32 13.0 -5 -5 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.14 0.0 1.16 -1.16 -0.05 -0.05 -3.01 25.0 -1 -1 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -2.19 24.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.10 0.0 0.57 -0.57 -0.14 -0.14 -3.05 17.0 -4 -4 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.09 0.0 0.00 0.00 0.00 0.00 -21.39 59.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.09 0.0 0.89 -0.89 0.00 0.00 -2.95 29.0 0 0 caleb_strategy_v3 US10 False False 0.05 0.00 -0.09 0.0 0.81 -0.81 0.00 0.00 -1.79 17.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -4.96 11.0 -6 -6 caleb_strategy_v3 EUR False False 0.06 -0.19 -0.05 0.0 0.87 -0.87 -0.19 -0.25 -0.86 14.0 -3 -4 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.11 -0.11 0.00 0.00 -4.81 12.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.05 0.0 0.63 -0.63 0.00 0.00 -1.03 13.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.73 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.43 9.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.11 -0.11 -0.03 -0.03 -1.73 9.0 -2 -2 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.01 -8.44 26.0 -6 -5 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.02 0.0 0.50 -0.50 -0.07 -0.02 -0.86 23.0 -3 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.06 -1.54 8.0 -5 -5 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.16 -0.16 -0.02 -0.02 -1.07 7.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.30 4.0 -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 -2.65 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.91 18.0 -4 -4 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.56 999999999.0 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 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.80 10.0 -8 -8 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.54 3.0 -2 -2 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.01 0.0 1.09 -1.09 0.00 -0.06 -0.14 19.0 0 -1 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.18 6.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.00 0.0 0.00 0.00 0.00 0.00 -0.06 9.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.16 -0.00 0.0 0.22 -0.22 -0.16 -0.16 -0.08 4.0 -3 -3 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.07 3.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.06 2.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 -0.00 0.0 0.20 -0.20 0.00 0.00 -0.60 51.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.39 -0.39 0.00 0.00 -0.22 23.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.49 -0.49 0.00 0.00 0.16 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.10 0.19 0.01 0.0 999.00 -999.00 0.19 0.10 0.15 999999999.0 2 1 caleb_strategy_v3 GOLD_micro False False 0.02 -0.02 0.01 0.0 1.10 -1.10 -0.02 0.00 0.61 56.0 -1 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 0.01 0.0 0.71 -0.71 0.00 0.00 0.80 48.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.63 -0.63 0.00 0.00 0.27 10.0 0 0 caleb_strategy_v3 NZD False False 0.02 0.00 0.02 0.0 0.52 -0.52 0.00 0.00 0.66 21.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.68 -0.68 0.00 0.00 0.77 17.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.03 0.0 0.70 -0.70 0.00 0.00 2.55 66.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.13 4.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.02 0.05 0.03 0.0 0.12 -0.12 0.05 0.05 1.37 5.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.18 0.05 0.0 0.78 -0.78 0.18 0.18 1.47 22.0 5 5 caleb_strategy_v3 DX False False 0.04 0.17 0.06 0.0 999.00 -999.00 0.17 0.17 1.35 999999999.0 4 4 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.07 0.0 0.60 -0.60 0.15 0.15 0.88 8.0 2 2 caleb_strategy_v3 SP400 False False 0.15 0.30 0.07 0.0 0.30 -0.30 0.30 0.30 0.44 2.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.25 0.09 0.0 999.00 -999.00 0.25 0.25 1.47 999999999.0 4 4 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.09 0.0 0.39 -0.39 0.00 0.00 16.43 68.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.10 0.0 0.21 -0.21 0.08 0.08 6.15 13.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.54 -0.54 0.00 0.00 5.12 19.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.15 0.0 0.00 0.00 0.00 0.00 3.65 12.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.42 0.16 0.0 0.60 -0.60 0.42 0.42 5.47 20.0 14 14 caleb_strategy_v3 DAX False False 0.01 0.00 0.17 0.0 0.73 -0.73 0.00 0.00 13.49 58.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.36 0.17 0.0 0.60 -0.60 0.36 0.30 2.92 10.0 6 5 caleb_strategy_v3 BTP False False 0.06 0.00 0.18 0.0 0.60 -0.60 0.00 0.00 3.01 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 2.77 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.26 0.23 0.0 0.52 -0.52 0.26 0.26 16.20 36.0 18 18 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.89 0.0 1.21 -1.21 0.00 0.00 7.39 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.58 0.91 0.0 0.72 -0.72 0.58 0.61 75.99 60.0 48 51 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 29.2 Shocked risk 95.4 Sum abs risk 67.9 Leverage 10.49 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2348957.36, 'annual_cash_vol_target': 587239.34, 'daily_cash_vol_target': 36702.45875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0031 0.6684 0.4690 7.5036 BITCOIN 1983.7120 95125.0000 2.0854 33.3660 BOBL 0.1660 116.3500 0.1427 2.2824 BTP 0.3918 121.0600 0.3237 5.1788 BUND 0.3491 128.1100 0.2725 4.3606 BUXL 0.8255 111.2000 0.7424 11.8777 CAC 49.3954 8280.0000 0.5966 9.5450 CAD 0.0024 0.7204 0.3337 5.3389 CANOLA 6.8969 646.7000 1.0665 17.0636 CHF 0.0047 1.2524 0.3713 5.9404 COCOA 168.1851 5165.0000 3.2562 52.0999 COFFEE 5.1113 336.9000 1.5171 24.2743 COPPER 0.0963 5.8360 1.6498 26.3973 CORN 4.5719 450.0000 1.0160 16.2555 COTTON2 0.6097 64.6200 0.9435 15.0955 CRUDE_W 0.8700 58.3800 1.4902 23.8432 DAX 140.0081 25453.0000 0.5501 8.8010 DOW 293.2602 49627.0000 0.5909 9.4549 DX 0.3059 99.1900 0.3084 4.9341 EUR 0.0037 1.1627 0.3164 5.0623 EURIBOR-ICE 0.0323 97.5900 0.0331 0.5293 EUROSTX 39.4307 6050.0000 0.6517 10.4279 FEEDCOW 3.3429 354.7500 0.9423 15.0772 GASOIL 11.7572 636.5000 1.8472 29.5547 GASOLINE 0.0299 2.0450 1.4642 23.4272 GAS_US_mini 0.1310 2.7050 4.8414 77.4626 GBP 0.0057 1.3379 0.4238 6.7813 GOLD_micro 44.0009 4629.1000 0.9505 15.2084 HEATOIL 0.0385 2.1882 1.7591 28.1449 JGB-SGX-mini 0.2179 131.7300 0.1654 2.6463 JPY 0.0000 0.0064 0.5488 8.7800 LEANHOG 1.1394 95.2500 1.1962 19.1394 LIVECOW 1.9569 233.9250 0.8366 13.3849 LUMBER-new 7.7320 609.0000 1.2696 20.3140 MXP 0.0003 0.0564 0.4716 7.5452 NASDAQ_micro 181.3582 25713.2500 0.7053 11.2850 NIKKEI 544.6302 53725.0000 1.0137 16.2198 NZD 0.0031 0.5766 0.5412 8.6592 OAT 0.3448 121.0600 0.2848 4.5575 OATIES 5.5963 311.0000 1.7994 28.7912 OJ 6.4686 208.5000 3.1024 49.6391 PALLAD 62.6316 1832.0000 3.4188 54.7000 PLAT 75.4759 2315.2000 3.2600 52.1603 REDWHEAT 7.7417 539.7500 1.4343 22.9491 RICE 0.1626 10.6000 1.5342 24.5475 ROBUSTA 56.9402 4020.0000 1.4164 22.6628 RUSSELL 22.2546 2695.0000 0.8258 13.2124 SHATZ 0.0476 106.8000 0.0445 0.7128 SILVER-mini 2.2939 89.7625 2.5556 40.8890 SMI 72.4006 13338.0000 0.5428 8.6850 SOFR 0.0452 96.4550 0.0469 0.7501 SOYBEAN 8.1899 1067.2500 0.7674 12.2781 SOYMEAL 3.7712 294.9000 1.2788 20.4608 SOYOIL 0.6610 53.0500 1.2460 19.9359 SP400 26.1769 3523.8000 0.7429 11.8857 SP500_micro 36.1193 6987.0000 0.5170 8.2712 SUGAR11 0.2196 14.5700 1.5073 24.1164 US10 0.2900 111.7656 0.2594 4.1509 US10U 0.3891 114.3125 0.3404 5.4463 US2 0.0676 104.1289 0.0649 1.0389 US20 0.5887 115.5000 0.5097 8.1548 US30 0.8499 118.0625 0.7199 11.5178 US5 0.1848 108.7500 0.1699 2.7187 VIX 0.4008 19.0500 2.1040 33.6644 WHEAT 6.2747 573.7500 1.0936 17.4981 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 668.45 0.47 313.49 1.00 313.49 36702.46 117.08 16.82 196.93 BITCOIN 95.12 2.09 198.37 1.00 198.37 36702.46 185.02 -10.66 -197.28 BOBL 1163.50 0.14 165.98 1.16 193.10 36702.46 190.07 -0.74 -14.07 BTP 1210.60 0.32 391.84 1.16 455.88 36702.46 80.51 10.94 88.06 BUND 1281.10 0.27 349.15 1.16 406.21 36702.46 90.35 2.89 26.14 BUXL 1112.00 0.74 825.50 1.16 960.42 36702.46 38.22 -1.93 -7.39 CAC 828.00 0.60 493.95 1.16 574.68 36702.46 63.87 16.73 106.82 CAD 720.35 0.33 240.37 1.00 240.37 36702.46 152.69 -7.43 -113.47 CANOLA 129.34 1.07 137.94 0.72 99.25 36702.46 369.80 -0.66 -24.47 CHF 1565.56 0.37 581.26 1.00 581.26 36702.46 63.14 -14.17 -89.47 COCOA 516.50 3.26 1681.85 1.00 1681.85 36702.46 21.82 -9.49 -20.71 COFFEE 1263.37 1.52 1916.72 1.00 1916.72 36702.46 19.15 2.28 4.36 COPPER 1459.00 1.65 2407.10 1.00 2407.10 36702.46 15.25 8.90 13.58 CORN 225.00 1.02 228.59 1.00 228.59 36702.46 160.56 -12.29 -197.35 COTTON2 323.10 0.94 304.84 1.00 304.84 36702.46 120.40 -16.92 -203.73 CRUDE_W 583.80 1.49 869.98 1.00 869.98 36702.46 42.19 3.00 12.64 DAX 254.53 0.55 140.01 1.16 162.89 36702.46 225.32 17.52 394.84 DOW 248.14 0.59 146.63 1.00 146.63 36702.46 250.31 4.38 109.58 DX 991.90 0.31 305.88 1.00 305.88 36702.46 119.99 4.33 51.95 EUR 1453.38 0.32 459.84 1.00 459.84 36702.46 79.82 -4.14 -33.02 EURIBOR-ICE 2439.75 0.03 80.71 1.16 93.90 36702.46 390.87 5.53 216.33 EUROSTX 605.00 0.65 394.31 1.16 458.75 36702.46 80.01 20.00 160.01 FEEDCOW 1773.75 0.94 1671.45 1.00 1671.45 36702.46 21.96 12.02 26.38 GASOIL 636.50 1.85 1175.72 1.00 1175.72 36702.46 31.22 8.31 25.94 GASOLINE 858.90 1.46 1257.60 1.00 1257.60 36702.46 29.18 -4.40 -12.83 GAS_US_mini 67.62 4.84 327.40 1.00 327.40 36702.46 112.10 -6.95 -77.86 GBP 836.19 0.42 354.40 1.00 354.40 36702.46 103.56 5.48 56.74 GOLD_micro 462.91 0.95 440.01 1.00 440.01 36702.46 83.41 2.15 17.96 HEATOIL 919.04 1.76 1616.65 1.00 1616.65 36702.46 22.70 0.69 1.56 JGB-SGX-mini 131730.00 0.17 21787.15 0.01 137.38 36702.46 267.16 -15.03 -401.56 JPY 794.38 0.55 435.91 1.00 435.91 36702.46 84.20 -13.96 -117.57 LEANHOG 381.00 1.20 455.76 1.00 455.76 36702.46 80.53 12.55 101.07 LIVECOW 935.70 0.84 782.77 1.00 782.77 36702.46 46.89 4.96 23.24 LUMBER-new 167.48 1.27 212.63 1.00 212.63 36702.46 172.61 -6.30 -108.66 MXP 281.75 0.47 132.87 1.00 132.87 36702.46 276.24 18.72 516.99 NASDAQ_micro 514.26 0.71 362.72 1.00 362.72 36702.46 101.19 -3.66 -37.00 NIKKEI 53725.00 1.01 54463.02 0.01 343.42 36702.46 106.87 13.98 149.43 NZD 576.55 0.54 312.03 1.00 312.03 36702.46 117.63 2.17 25.58 OAT 1210.60 0.28 344.83 1.16 401.19 36702.46 91.48 9.33 85.36 OATIES 155.50 1.80 279.81 1.00 279.81 36702.46 131.17 -14.79 -193.98 OJ 312.75 3.10 970.29 1.00 970.29 36702.46 37.83 -5.85 -22.14 PALLAD 1832.00 3.42 6263.16 1.00 6263.16 36702.46 5.86 3.17 1.86 PLAT 1157.60 3.26 3773.80 1.00 3773.80 36702.46 9.73 4.72 4.59 REDWHEAT 269.88 1.43 387.09 1.00 387.09 36702.46 94.82 -12.26 -116.23 RICE 212.00 1.53 325.25 1.00 325.25 36702.46 112.84 -8.37 -94.50 ROBUSTA 402.00 1.42 569.40 1.00 569.40 36702.46 64.46 -2.60 -16.79 RUSSELL 134.75 0.83 111.27 1.00 111.27 36702.46 329.84 15.01 495.22 SHATZ 1068.00 0.04 47.58 1.16 55.35 36702.46 663.08 -3.25 -215.60 SILVER-mini 2244.06 2.56 5734.84 1.00 5734.84 36702.46 6.40 7.07 4.52 SMI 1333.80 0.54 724.01 1.25 904.01 36702.46 40.60 20.00 81.20 SOFR 2411.38 0.05 113.05 1.00 113.05 36702.46 324.67 -14.63 -475.03 SOYBEAN 533.62 0.77 409.49 1.00 409.49 36702.46 89.63 -12.82 -114.90 SOYMEAL 294.90 1.28 377.12 1.00 377.12 36702.46 97.32 -19.11 -186.02 SOYOIL 318.30 1.25 396.60 1.00 396.60 36702.46 92.54 -9.27 -85.75 SP400 3523.80 0.74 2617.69 1.00 2617.69 36702.46 14.02 9.36 13.12 SP500_micro 349.35 0.52 180.60 1.00 180.60 36702.46 203.23 1.68 34.19 SUGAR11 163.18 1.51 245.96 1.00 245.96 36702.46 149.22 -8.01 -119.49 US10 1117.66 0.26 289.95 1.00 289.95 36702.46 126.58 -11.16 -141.25 US10U 1143.12 0.34 389.12 1.00 389.12 36702.46 94.32 -8.58 -80.90 US2 2082.58 0.06 135.23 1.00 135.23 36702.46 271.41 -11.52 -312.79 US20 1155.00 0.51 588.67 1.00 588.67 36702.46 62.35 -0.75 -4.70 US30 1180.62 0.72 849.89 1.00 849.89 36702.46 43.19 -3.30 -14.24 US5 1087.50 0.17 184.79 1.00 184.79 36702.46 198.62 -11.95 -237.34 VIX 190.50 2.10 400.82 1.00 400.82 36702.46 91.57 -20.00 -183.14 WHEAT 286.88 1.09 313.74 1.00 313.74 36702.46 116.99 -15.61 -182.66 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 196.930 0.010 2.5 5.117 BITCOIN -197.279 0.043 2.5 -21.393 BOBL -14.067 0.004 2.5 -0.143 BTP 88.060 0.014 2.5 3.008 BUND 26.144 0.004 2.5 0.265 BUXL -7.386 0.004 2.5 -0.075 CAC 106.820 0.014 2.5 3.649 CAD -113.472 0.010 2.5 -2.948 CANOLA -24.473 0.010 2.5 -0.596 CHF -89.468 0.010 2.5 -2.325 COCOA -20.714 0.010 2.5 -0.505 COFFEE 4.360 0.005 2.5 0.058 COPPER 13.575 0.043 2.5 1.472 CORN -197.350 0.010 2.5 -4.808 COTTON2 -203.731 0.010 2.5 -4.963 CRUDE_W 12.638 0.043 2.5 1.370 DAX 394.843 0.014 2.5 13.486 DOW 109.583 0.009 2.5 2.550 DX 51.951 0.010 2.5 1.350 EUR -33.020 0.010 2.5 -0.858 EURIBOR-ICE 216.326 0.014 2.5 7.389 EUROSTX 160.011 0.014 2.5 5.465 FEEDCOW 26.384 0.013 2.5 0.876 GASOIL 25.940 0.017 2.5 1.126 GASOLINE -12.834 0.017 2.5 -0.557 GAS_US_mini -77.857 0.043 2.5 -8.443 GBP 56.738 0.010 2.5 1.474 GOLD_micro 17.961 0.014 2.5 0.613 HEATOIL 1.559 0.017 2.5 0.068 JGB-SGX-mini -401.561 0.043 2.5 -43.545 JPY -117.574 0.010 2.5 -3.055 LEANHOG 101.073 0.024 2.5 6.151 LIVECOW 23.237 0.013 2.5 0.771 LUMBER-new -108.660 0.010 2.5 -2.647 MXP 516.993 0.059 2.5 75.987 NASDAQ_micro -36.997 0.009 2.5 -0.861 NIKKEI 149.430 0.043 2.5 16.204 NZD 25.577 0.010 2.5 0.665 OAT 85.361 0.014 2.5 2.916 OATIES -193.979 0.010 2.5 -4.726 OJ -22.143 0.010 2.5 -0.539 PALLAD 1.858 0.014 2.5 0.063 PLAT 4.594 0.014 2.5 0.157 REDWHEAT -116.233 0.005 2.5 -1.544 RICE -94.504 0.010 2.5 -2.302 ROBUSTA -16.787 0.005 2.5 -0.223 RUSSELL 495.223 0.013 2.5 16.433 SHATZ -215.604 0.004 2.5 -2.189 SILVER-mini 4.522 0.014 2.5 0.154 SMI 81.200 0.014 2.5 2.773 SOFR -475.030 0.024 2.5 -28.910 SOYBEAN -114.902 0.004 2.5 -1.070 SOYMEAL -186.018 0.004 2.5 -1.732 SOYOIL -85.749 0.004 2.5 -0.799 SP400 13.120 0.013 2.5 0.435 SP500_micro 34.190 0.009 2.5 0.796 SUGAR11 -119.489 0.010 2.5 -2.911 US10 -141.252 0.005 2.5 -1.792 US10U -80.905 0.005 2.5 -1.027 US2 -312.794 0.005 2.5 -3.969 US20 -4.699 0.005 2.5 -0.060 US30 -14.240 0.005 2.5 -0.181 US5 -237.335 0.005 2.5 -3.012 VIX -183.138 0.099 2.5 -45.270 WHEAT -182.659 0.005 2.5 -2.426 ===================== Position diags ===================== AUD 3.04 BITCOIN 20.06 BOBL 1.93 BTP 2.75 BUND 0.92 BUXL 0.39 CAC 2.18 CAD 3.97 CANOLA 9.01 CHF 1.64 COCOA 0.53 COFFEE 0.25 COPPER 1.65 CORN 3.91 COTTON2 2.93 CRUDE_W 4.57 DAX 7.70 DOW 5.83 DX 3.12 EUR 2.07 EURIBOR-ICE 13.35 EUROSTX 2.73 FEEDCOW 0.73 GASOIL 1.36 GASOLINE 1.27 GAS_US_mini 12.16 GBP 2.69 GOLD_micro 2.85 HEATOIL 0.99 JGB-SGX-mini 28.97 JPY 2.19 LEANHOG 4.90 LIVECOW 1.56 LUMBER-new 4.21 MXP 40.60 NASDAQ_micro 2.35 NIKKEI 11.59 NZD 3.06 OAT 3.12 OATIES 3.20 OJ 0.92 PALLAD 0.20 PLAT 0.33 REDWHEAT 1.26 RICE 2.75 ROBUSTA 0.86 RUSSELL 10.95 SHATZ 6.73 SILVER-mini 0.22 SMI 1.39 SOFR 19.76 SOYBEAN 0.83 SOYMEAL 0.91 SOYOIL 0.86 SP400 0.47 SP500_micro 4.73 SUGAR11 3.64 US10 1.61 US10U 1.20 US2 3.44 US20 0.79 US30 0.55 US5 2.52 VIX 22.63 WHEAT 1.55 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.1 4.8 5.4 0.0 0 BITCOIN -21.4 -23.4 -19.4 0.0 0 BOBL -0.1 -0.3 0.1 0.0 0 BTP 3.0 2.7 3.3 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.1 -0.1 -0.0 -3.0 -3 CAC 3.6 3.4 3.9 0.0 0 CAD -2.9 -3.3 -2.6 0.0 0 CANOLA -0.6 -1.5 0.3 0.0 0 CHF -2.3 -2.5 -2.2 -5.0 -5 COCOA -0.5 -0.6 -0.5 0.0 0 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.5 1.3 1.6 4.0 4 CORN -4.8 -5.2 -4.4 0.0 0 COTTON2 -5.0 -5.3 -4.7 -6.0 -6 CRUDE_W 1.4 0.9 1.8 2.0 2 DAX 13.5 12.7 14.3 0.0 0 DOW 2.6 2.0 3.1 0.0 0 DX 1.3 1.0 1.7 4.0 4 EUR -0.9 -1.1 -0.7 -3.0 -3 EURIBOR-ICE 7.4 6.1 8.7 0.0 0 EUROSTX 5.5 5.2 5.7 14.0 14 FEEDCOW 0.9 0.8 0.9 2.0 2 GASOIL 1.1 1.0 1.3 1.0 1 GASOLINE -0.6 -0.7 -0.4 0.0 0 GAS_US_mini -8.4 -9.7 -7.2 -6.0 -6 GBP 1.5 1.2 1.7 5.0 5 GOLD_micro 0.6 0.3 0.9 -1.0 -1 HEATOIL 0.1 -0.0 0.2 0.0 0 JGB-SGX-mini -43.5 -46.4 -40.6 0.0 0 JPY -3.1 -3.3 -2.8 -4.0 -4 LEANHOG 6.2 5.7 6.6 5.0 5 LIVECOW 0.8 0.6 0.9 0.0 0 LUMBER-new -2.6 -3.1 -2.2 0.0 0 MXP 76.0 71.9 80.0 48.0 48 NASDAQ_micro -0.9 -1.1 -0.6 -3.0 -3 NIKKEI 16.2 15.0 17.4 18.0 18 NZD 0.7 0.4 1.0 0.0 0 OAT 2.9 2.6 3.2 6.0 6 OATIES -4.7 -5.0 -4.4 NaN 0 OJ -0.5 -0.6 -0.4 -2.0 -2 PALLAD 0.1 0.0 0.1 0.0 0 PLAT 0.2 0.1 0.2 0.0 0 REDWHEAT -1.5 -1.7 -1.4 -5.0 -5 RICE -2.3 -2.6 -2.0 -3.0 -3 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 16.4 15.3 17.5 0.0 0 SHATZ -2.2 -2.9 -1.5 NaN 0 SILVER-mini 0.2 0.1 0.2 2.0 2 SMI 2.8 2.6 2.9 0.0 0 SOFR -28.9 -30.9 -26.9 NaN 0 SOYBEAN -1.1 -1.2 -1.0 -1.0 -1 SOYMEAL -1.7 -1.8 -1.6 -2.0 -2 SOYOIL -0.8 -0.9 -0.7 -8.0 -8 SP400 0.4 0.4 0.5 2.0 2 SP500_micro 0.8 0.3 1.3 0.0 0 SUGAR11 -2.9 -3.3 -2.5 -4.0 -4 US10 -1.8 -2.0 -1.6 0.0 0 US10U -1.0 -1.1 -0.9 0.0 0 US2 -4.0 -4.3 -3.6 NaN 0 US20 -0.1 -0.1 0.0 0.0 0 US30 -0.2 -0.2 -0.1 -3.0 -3 US5 -3.0 -3.3 -2.8 -1.0 -1 VIX -45.3 -47.5 -43.0 -29.0 -29 WHEAT -2.4 -2.6 -2.3 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.1 0.4 0.2 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 0.5 0.0 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 -0.0 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 0.0 0.5 0.1 0.7 0.1 0.1 -0.4 0.1 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.2 -0.2 0.1 -2.7 -0.2 0.1 -0.5 0.1 -0.3 0.0 -0.0 -0.2 0.3 -0.6 -0.6 0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.3 -0.2 -0.1 -0.1 -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 -0.1 -0.0 -0.4 0.1 -0.3 -0.0 -0.3 0.3 0.5 -0.3 -0.2 0.3 0.7 0.7 0.7 BTP 0.3 -0.2 -0.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 0.2 0.3 0.2 0.7 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.1 0.2 0.2 0.5 0.2 0.6 0.5 0.6 0.4 0.4 0.0 0.7 0.5 0.7 BUND 0.4 -0.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 0.1 -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 0.0 -0.3 0.1 -0.3 0.0 0.3 0.5 0.6 -0.2 -0.1 0.0 0.7 0.5 0.7 BUXL 0.3 -0.2 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 0.1 -0.4 0.2 -0.7 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.1 -0.5 -0.0 0.3 -0.1 0.1 -0.4 0.1 -0.6 0.0 -0.0 0.5 0.6 -0.1 -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 -0.0 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.4 0.2 1.0 0.2 -0.1 0.3 0.1 0.3 0.2 0.2 -0.5 -0.3 -0.3 0.0 0.6 0.7 0.4 0.7 CAD -0.4 0.5 0.1 -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 -0.2 -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 0.4 -0.4 -0.3 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.1 -0.3 0.1 -0.1 -0.0 -0.0 -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 0.4 0.4 -0.4 -0.0 0.4 0.7 0.6 0.7 CHF -0.3 -0.0 -0.3 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 -0.2 -0.2 0.5 -0.1 -0.1 -0.4 -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 -0.5 -0.3 0.0 -0.2 -0.7 -0.2 -0.7 COCOA -0.1 0.6 -0.5 -0.0 0.1 -0.3 0.1 -0.5 0.0 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.1 0.1 -0.1 0.0 -0.1 -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 -0.1 0.2 -0.5 0.2 -0.7 0.1 -0.2 0.3 -0.0 0.6 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 0.1 -0.1 0.5 -0.1 -2.7 -0.1 -0.1 0.2 -0.1 0.7 -0.1 1.1 -0.5 -0.6 -0.6 0.4 0.7 0.5 0.7 0.7 COPPER 0.1 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 0.0 0.1 0.1 -0.3 0.1 -0.0 0.2 0.0 0.3 0.1 -0.1 -0.1 0.1 -0.0 -0.2 0.7 0.7 0.7 0.7 CORN -0.3 -0.1 0.3 -0.1 0.2 -0.5 0.2 -0.7 0.1 -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 -0.1 1.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -1.1 -0.5 -0.6 -0.3 0.4 -0.1 -0.3 0.2 -0.1 COTTON2 0.3 0.2 -0.1 -0.2 0.2 -0.5 0.2 -0.7 0.1 -0.0 -0.5 0.2 -0.7 0.2 -0.1 -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 -0.2 -0.0 0.2 -0.1 -0.3 -0.4 -0.2 -0.2 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 -0.3 0.1 -0.4 0.1 -0.1 -0.2 -0.0 0.1 -0.3 0.4 0.7 0.3 0.6 DAX 0.6 0.6 0.1 0.2 0.1 0.5 0.2 0.7 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 0.5 0.2 0.6 0.2 -0.1 0.4 0.6 0.6 0.1 0.4 0.7 0.2 0.7 DOW 0.2 0.4 0.3 0.1 0.1 0.4 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 0.2 0.0 0.4 0.1 0.5 0.1 -0.2 -0.1 -0.1 0.1 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.3 -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 0.1 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 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.2 0.4 -0.2 1.8 -0.0 -0.2 0.2 -0.2 0.5 -0.1 -0.4 -0.5 -0.5 0.1 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 0.0 -0.2 0.1 0.1 -0.0 -0.1 0.3 0.2 0.3 0.3 -0.1 -0.1 0.0 -0.0 0.0 0.1 -0.1 -0.0 -0.3 0.0 -0.1 -0.0 0.8 0.2 0.4 -0.3 -0.2 0.3 0.7 0.7 0.7 EUROSTX 0.6 0.5 0.4 0.2 0.1 0.5 0.2 0.6 0.2 0.2 0.5 0.2 0.7 0.2 0.2 0.2 -0.0 0.1 0.0 0.2 0.2 0.2 0.5 0.2 -1.1 0.2 0.2 0.5 0.2 0.6 0.2 0.5 0.2 0.6 0.4 0.5 0.6 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.5 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.0 0.2 0.1 0.4 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.2 0.1 0.6 0.1 1.1 -0.0 0.3 0.6 0.3 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 -0.0 -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 -0.1 0.2 -0.2 0.1 -1.1 0.2 0.3 -0.0 -0.1 0.4 0.7 0.3 0.7 GAS_US_mini -0.5 -0.5 0.2 0.0 0.0 -0.0 0.1 0.0 0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.4 -0.4 0.4 -0.1 -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 0.4 -0.2 -0.0 -0.1 -0.0 -0.2 0.1 -0.1 -0.2 0.0 -0.2 0.5 0.2 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.1 0.2 0.0 0.2 0.1 -0.2 0.2 -0.1 0.4 0.1 0.4 0.1 0.3 0.6 0.3 0.0 -0.2 0.1 -0.3 GOLD_micro -0.3 0.2 0.3 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 0.0 0.5 0.1 0.7 0.1 -0.3 0.2 0.2 0.0 0.5 0.4 0.2 -0.5 -0.6 HEATOIL 0.2 -0.4 -0.1 0.0 0.1 -0.0 0.1 0.0 0.1 0.1 -0.0 0.1 0.1 -0.0 -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 0.1 0.9 0.1 -0.1 -0.3 0.1 0.3 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 -0.1 -0.1 -0.5 -0.1 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.6 -0.1 -0.3 -0.6 -0.6 -0.3 -0.4 -0.2 -0.5 LEANHOG 0.4 0.6 -0.4 -0.1 0.2 -0.5 0.2 -0.7 0.1 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 0.3 0.2 0.3 0.2 1.1 0.5 0.6 0.6 0.4 -0.1 0.4 0.2 0.7 LIVECOW 0.5 0.6 -0.6 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.1 0.2 0.1 0.4 0.2 0.1 -0.1 0.1 -0.1 0.0 0.1 0.1 0.1 0.4 0.2 -2.7 0.0 -0.1 0.1 0.0 0.5 0.0 1.0 -0.4 -0.2 0.5 0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.6 0.3 -0.7 -0.1 0.2 -0.6 0.2 -0.8 0.1 0.2 -0.5 0.2 -0.6 0.1 -0.2 -0.5 -0.5 -0.5 -0.5 -0.1 -0.2 0.2 -0.6 0.1 NaN -0.1 0.2 -0.6 0.2 -0.7 0.1 -1.2 0.6 -0.1 0.2 -0.3 0.1 0.8 0.3 0.8 MXP 0.1 0.4 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 -0.3 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.4 0.1 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 -2.3 0.2 0.1 0.5 0.2 0.7 0.2 1.1 0.3 0.3 -0.1 0.6 -0.2 0.1 -0.3 0.2 NZD -0.2 0.3 -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 2.3 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 0.0 0.2 -0.2 0.1 -0.2 0.1 0.7 0.2 0.7 OAT 0.3 -0.2 0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 0.1 0.0 0.2 -0.2 0.0 -0.0 0.3 0.3 0.3 0.3 -0.0 -0.0 0.1 -0.1 0.0 0.1 -0.0 0.0 -0.1 0.1 -0.1 0.1 0.9 0.4 0.6 0.2 0.3 -0.1 0.7 0.4 0.7 OATIES 0.3 0.0 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.0 0.0 -0.3 -0.0 -0.4 -0.0 -0.0 -0.3 -0.2 -0.4 -0.3 -0.1 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.0 -0.3 -0.0 -0.4 -0.0 -0.7 -0.2 -0.1 -0.3 -0.3 -0.2 -0.5 -0.1 -0.6 OJ 0.6 0.6 -0.1 -0.0 0.1 -0.3 0.1 -0.5 0.0 -0.0 -0.1 0.0 -0.2 0.1 -0.0 0.0 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 -2.7 0.1 0.0 -0.0 0.0 -0.2 0.1 0.7 -0.0 0.6 0.5 -0.0 -0.7 -0.6 -0.4 -0.7 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 0.0 -0.0 0.2 -0.0 0.3 0.0 0.3 -0.1 -0.3 -0.1 0.0 0.2 -0.1 -0.6 -0.5 PLAT -0.4 0.0 -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 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.0 0.1 -0.0 0.3 0.0 0.3 0.1 0.2 -0.1 0.2 0.4 0.2 0.7 0.3 -0.3 -0.3 REDWHEAT 0.1 0.1 0.5 -0.1 0.2 -0.5 0.2 -0.7 0.1 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 0.0 -0.1 -0.0 -0.4 -0.0 -0.9 -0.2 -0.2 -0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.5 0.0 -0.0 0.1 -0.3 0.1 -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 0.3 0.3 0.1 -0.2 -0.4 -0.6 -0.2 -0.6 ROBUSTA 0.2 -0.6 -0.1 -0.1 0.1 -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 -0.1 -0.0 -2.7 -0.1 0.1 -0.1 0.0 -0.0 -0.0 1.1 -0.1 0.1 -0.5 0.1 -0.1 0.3 0.3 0.7 RUSSELL 0.4 0.5 0.4 0.2 0.1 0.4 0.2 0.6 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 0.5 0.2 0.6 0.2 0.0 0.5 0.3 0.4 -0.1 -0.2 -0.7 -0.5 -0.7 SHATZ 0.4 -0.2 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 -0.0 -0.4 0.1 -0.4 -0.0 -0.1 -0.2 -0.3 -0.3 -0.3 -0.1 -0.2 0.0 -0.3 -0.0 1.4 -0.2 -0.1 -0.5 0.0 -0.5 -0.1 -1.1 0.1 0.3 -0.4 -0.4 0.7 0.7 0.7 0.7 SILVER-mini -0.5 0.0 0.1 0.1 0.0 0.2 0.0 0.2 0.0 0.0 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.9 0.1 0.1 0.4 0.1 0.4 0.1 0.0 0.4 0.4 0.5 0.6 0.2 0.7 -0.6 -0.2 SMI 0.3 0.6 0.6 0.2 0.1 0.5 0.2 0.7 0.2 0.1 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 0.1 0.5 0.2 0.7 0.2 1.1 -0.3 0.5 0.6 0.6 -0.1 0.7 -0.1 0.7 SOFR -0.1 -0.5 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 0.1 -0.2 0.5 -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 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.5 -0.4 -0.1 -0.2 -0.5 -0.6 -0.4 -0.7 SOYBEAN -0.3 -0.6 0.2 -0.1 0.2 -0.5 0.2 -0.7 0.1 -0.0 0.1 -0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.8 -0.1 -0.0 0.0 -0.1 0.1 -0.2 0.1 -0.3 -0.6 -0.6 0.5 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.4 -0.6 0.6 -0.1 0.1 -0.5 0.1 -0.7 0.1 -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 -0.2 -0.2 -1.8 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.7 -0.5 -0.5 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.4 -0.2 -0.3 -0.1 0.2 -0.5 0.2 -0.7 0.1 0.2 -0.2 0.2 0.2 0.0 -0.0 -0.2 -0.1 -0.2 -0.2 -0.0 -0.0 0.2 0.0 0.1 -2.4 -0.1 0.2 -0.2 0.2 -0.1 0.1 0.0 0.5 0.5 -0.4 0.1 -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 0.2 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 0.2 0.2 0.4 0.2 0.1 0.4 0.2 0.6 0.2 0.0 0.5 0.1 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 0.1 0.3 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.0 -0.3 -0.0 -0.5 -0.0 -0.1 0.4 0.2 0.3 0.2 -0.0 -0.1 -0.0 -0.5 -0.0 -2.7 0.0 0.0 -0.2 0.0 -0.5 0.1 1.1 -0.2 0.1 0.4 0.0 -0.1 -0.5 0.1 -0.4 US10 -0.1 -0.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.2 -0.2 0.1 0.0 0.0 0.0 -0.1 0.0 -0.1 0.1 -0.1 -1.4 -0.0 -0.2 0.1 -0.1 0.3 -0.1 -0.2 -0.4 -0.2 0.2 0.1 -0.7 -0.7 -0.7 -0.7 US10U -0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.1 0.3 -0.1 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.0 0.0 -0.1 0.2 -0.1 -2.1 0.0 -0.2 0.2 -0.1 0.5 -0.0 -0.3 -0.3 0.2 0.4 0.3 -0.5 -0.3 -0.5 -0.7 US2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 -0.0 -0.2 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.2 -0.0 -0.1 2.3 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 -1.1 -0.5 -0.6 0.1 -0.1 -0.7 -0.6 -0.7 -0.7 US20 0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.0 0.0 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 0.1 -0.0 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 0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 0.0 -0.0 0.1 -0.3 -0.1 -0.2 0.0 -0.0 0.0 0.0 -0.1 -0.0 0.0 -0.1 -0.0 -0.8 0.0 0.0 0.1 0.1 0.1 0.1 -0.4 0.1 0.5 0.3 0.2 -0.2 0.3 0.0 -0.5 US5 -0.1 -0.3 -0.1 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.8 -0.1 -0.2 0.1 -0.2 0.3 -0.1 -0.5 -0.5 -0.3 0.2 0.1 -0.7 -0.7 -0.7 -0.7 VIX -0.1 -0.9 -0.6 -0.3 -0.1 -0.9 -0.2 -0.7 -0.3 -0.1 -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 -0.1 -0.9 -0.2 -0.8 -0.3 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.1 -0.2 0.2 -0.1 0.2 -0.5 0.2 -0.7 0.1 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 -0.0 1.6 -0.1 0.1 -0.3 0.0 -0.6 -0.0 -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 2.4 13.7 5.3 -1.6 -13.4 -1.1 -15.8 2.7 -6.9 -16.9 18.1 2.4 11.7 18.7 18.8 0.7 -0.7 0.3 -0.2 15.7 13.5 0.3 8.2 10.3 18.0 12.5 -6.8 11.2 -3.8 5.2 6.1 5.6 15.7 12.3 13.6 15.6 2.6 20.0 5.3 20.0 BITCOIN 20.0 -5.5 -20.0 14.4 2.8 18.9 6.9 19.3 9.5 7.3 -16.5 13.5 -0.6 8.4 -18.0 -4.1 -6.3 -4.7 -5.4 -13.7 -20.0 17.3 -8.5 6.9 -20.0 -15.0 12.5 -20.0 13.3 -7.8 2.8 -0.1 -9.0 8.0 -20.0 -20.0 1.2 -0.9 -20.0 -17.1 BOBL 12.9 -9.9 -7.3 -8.1 -8.8 -6.6 -1.8 -5.1 -4.4 6.5 -12.1 14.8 -5.6 -3.1 -11.8 -20.0 0.5 -12.0 -1.8 -8.0 -10.1 5.8 -7.7 1.0 3.3 -13.4 -1.3 -14.6 5.4 -9.4 -1.6 -5.9 14.6 15.8 -10.4 -7.4 7.9 20.0 20.0 20.0 BTP 9.6 -5.2 -0.8 -10.1 -11.0 -8.2 -2.3 -6.4 -5.5 19.7 12.7 20.0 19.3 15.3 8.5 14.9 10.0 12.6 11.1 5.4 6.1 14.2 10.7 10.4 -20.0 7.7 16.1 7.3 20.0 13.1 15.8 11.6 20.0 20.0 12.4 13.4 0.3 20.0 15.1 20.0 BUND 11.2 -9.4 -3.8 -8.6 -9.4 -7.1 -1.9 -5.5 -4.7 11.4 -11.4 17.2 -11.7 -2.7 -11.5 18.6 5.9 11.4 7.8 -7.5 -9.5 8.4 -9.3 1.6 -0.0 -10.5 4.7 -12.5 10.1 -9.4 2.0 5.1 20.0 20.0 -6.0 -4.4 1.1 20.0 13.9 20.0 BUXL 10.7 -6.3 -2.1 -8.3 -9.1 -6.8 -1.9 -5.3 -4.5 11.9 -16.6 16.0 -19.4 -4.2 -13.3 4.8 3.4 4.5 4.1 -10.0 -14.7 8.2 -18.7 -0.1 2.0 -10.3 10.6 -16.3 12.7 -17.2 3.7 -0.2 20.0 20.0 -3.0 -4.7 -11.0 20.0 2.4 10.2 CAC 12.0 5.7 8.7 19.8 13.3 19.3 20.0 19.5 20.0 -2.9 20.0 14.6 20.0 19.3 19.0 -7.2 -2.8 -5.5 -4.0 18.8 17.4 11.7 15.9 19.5 7.2 16.2 -9.8 12.4 8.9 7.0 17.0 3.8 -20.0 -9.6 -10.4 1.5 18.6 20.0 11.6 20.0 CAD -13.0 14.1 1.6 -1.6 -13.2 -1.1 -15.7 2.7 -6.8 -20.0 -7.5 -20.0 -3.7 -0.4 3.2 -7.3 -7.5 -7.7 -7.8 -0.3 -0.8 -19.1 -4.8 -10.4 20.0 -2.8 -18.5 -2.5 -20.0 -4.6 -12.5 -6.8 -20.0 -15.8 3.7 2.5 -20.0 -20.0 -20.0 -20.0 CANOLA 11.7 -10.9 -8.0 -7.2 11.0 -18.2 9.7 -20.0 4.0 11.5 -10.0 11.6 -3.6 -1.7 -4.5 -15.3 -13.9 -17.8 -16.7 -6.1 -8.6 10.3 -6.0 2.2 8.3 -5.5 10.9 -8.7 9.2 -6.7 2.5 -14.5 15.0 11.7 -12.8 -0.9 10.7 20.0 19.3 20.0 CHF -10.2 -0.6 -9.0 -1.4 -12.1 -1.0 -14.3 2.5 -6.2 -20.0 -5.7 -20.0 13.7 -12.6 -12.3 -17.7 -16.5 -17.4 -16.7 -6.9 -0.8 -20.0 7.8 -13.9 -1.8 -6.3 -20.0 0.4 -20.0 8.4 -13.4 -20.0 -20.0 -14.6 -9.9 0.7 -7.2 -20.0 -5.3 -20.0 COCOA -4.5 20.0 -14.2 -4.3 6.5 -10.8 5.8 -13.2 2.4 -6.0 -6.2 -6.7 -3.7 -3.5 -4.6 -3.5 5.7 -2.9 0.1 -5.2 -6.2 -11.0 -3.9 -7.2 -20.0 -3.9 -6.7 -4.5 -6.9 -1.7 -4.5 16.7 -20.0 -12.9 -1.3 -8.1 -6.4 -0.9 1.5 4.8 COFFEE 2.8 -14.7 2.0 -12.1 18.5 -20.0 16.4 -20.0 6.7 -18.3 11.9 -3.4 15.7 -7.7 -7.8 20.0 18.0 20.0 20.0 -5.0 6.4 -6.4 20.0 -6.4 -20.0 -9.6 -11.5 6.6 -11.2 20.0 -13.3 20.0 -20.0 -20.0 -20.0 12.4 20.0 16.0 20.0 20.0 COPPER 3.9 14.4 12.5 5.8 1.1 7.5 2.8 7.7 3.8 -2.7 5.1 5.1 3.3 7.4 8.2 -6.3 -6.3 -6.9 -6.5 11.3 8.4 5.0 5.3 10.3 -2.2 6.9 -3.9 6.8 1.8 7.0 5.2 -1.0 -4.6 2.1 -1.5 -5.6 20.0 20.0 20.0 20.0 CORN -9.6 -4.2 9.6 -11.7 17.8 -20.0 15.8 -20.0 6.5 -11.7 -3.7 -14.1 -9.5 -14.2 -7.4 -20.0 -19.9 -20.0 -20.0 -7.1 -4.2 -18.3 -7.8 -13.8 8.9 -7.5 -14.9 -3.1 -19.0 -5.0 -14.1 -20.0 -20.0 -20.0 -10.7 12.5 -3.7 -10.3 5.5 -2.5 COTTON2 10.8 4.7 -1.9 -14.5 20.0 -20.0 19.6 -20.0 8.0 -1.8 -20.0 15.6 -20.0 15.6 -13.6 -20.0 -16.8 -20.0 -18.8 -4.9 -15.8 3.9 -20.0 3.7 -12.1 -6.7 -3.0 -20.0 7.4 -20.0 7.8 -19.0 -7.7 -0.6 5.5 -1.6 -8.7 -12.3 -7.2 -7.5 CRUDE_W 9.4 1.2 -4.0 1.5 10.1 -0.8 17.1 0.0 10.4 7.3 -14.9 11.5 -15.2 6.0 -11.4 0.1 4.0 0.4 1.8 -3.7 -8.5 8.6 -10.4 4.3 7.7 -1.8 2.9 -9.3 10.6 -11.9 8.0 -2.3 -8.7 -1.1 4.4 -10.5 12.0 20.0 9.6 17.3 DAX 20.0 20.0 2.2 18.7 12.5 18.2 20.0 18.3 20.0 15.7 17.9 20.0 20.0 20.0 20.0 -9.8 -7.1 -8.1 -7.1 20.0 20.0 20.0 20.0 20.0 -15.3 20.0 8.7 17.3 20.0 15.3 20.0 -2.4 15.1 20.0 20.0 2.9 10.8 20.0 5.6 20.0 DOW 5.0 11.3 10.6 13.7 9.1 13.3 15.8 13.4 16.0 7.0 17.0 12.1 16.5 15.5 15.6 -7.2 -8.1 -7.5 -7.7 18.3 19.5 10.5 18.7 15.6 -11.6 14.1 4.0 15.1 6.9 14.6 11.4 -4.0 -3.5 -4.3 3.0 0.8 -1.9 -20.0 -6.0 -20.0 DX 9.0 -4.7 10.4 -1.5 -12.5 -1.1 -14.8 2.5 -6.4 20.0 7.8 20.0 -14.6 2.3 7.8 6.2 6.2 6.1 6.1 5.2 1.5 18.7 -6.9 11.3 -20.0 2.0 20.0 0.9 17.9 -3.8 8.0 16.9 20.0 15.3 -20.0 20.0 2.4 18.7 8.6 20.0 EUR -12.6 2.6 -6.2 -1.6 -13.9 -1.2 -16.4 2.8 -7.1 -20.0 0.6 -20.0 18.7 -6.0 -5.3 -8.7 -8.1 -8.6 -8.3 -4.4 3.6 -20.0 14.6 -14.0 13.4 -1.5 -20.0 5.7 -20.0 13.7 -13.6 -7.6 -19.3 -15.5 2.3 5.2 -6.2 -20.0 -2.2 -20.0 EURIBOR-ICE 15.2 -11.5 -11.1 -6.1 -6.6 -5.0 -1.4 -3.8 -3.3 0.1 -7.5 9.5 3.3 -0.5 -8.0 13.0 11.5 13.0 12.8 -4.8 -5.9 3.8 -0.8 1.9 0.5 -9.3 -5.5 -9.4 2.1 -3.5 -1.5 14.6 7.7 12.4 -9.4 -6.6 10.5 20.0 20.0 20.0 EUROSTX 20.0 16.2 11.8 18.2 12.2 17.7 20.0 17.9 20.0 17.7 20.0 20.0 20.0 20.0 20.0 8.1 -0.2 3.0 0.7 20.0 20.0 20.0 20.0 20.0 -8.0 20.0 16.9 20.0 20.0 17.9 20.0 9.6 9.4 17.1 12.8 16.0 16.8 20.0 9.1 20.0 FEEDCOW 20.0 20.0 -16.8 -9.1 13.8 -20.0 12.3 -20.0 5.0 -2.1 7.8 11.9 11.5 15.8 7.7 9.5 9.2 11.7 12.0 20.0 16.6 15.9 20.0 20.0 -20.0 8.1 -0.9 8.7 6.9 16.7 10.6 20.0 -1.3 10.2 20.0 10.6 20.0 20.0 20.0 20.0 GASOIL 7.1 -11.8 -1.6 1.0 7.1 -0.6 12.0 0.0 7.4 7.8 2.0 8.6 4.4 -2.5 -7.3 11.6 14.8 14.8 15.8 -2.1 -0.5 10.0 1.7 3.0 -1.9 4.0 9.2 3.6 12.8 4.0 9.0 20.0 4.9 6.8 -2.5 5.7 2.9 20.0 -4.8 8.3 GASOLINE 9.7 -6.5 -2.6 1.5 10.5 -0.8 17.6 0.0 10.8 10.5 -7.5 14.0 -2.0 3.7 -6.4 -20.0 -10.3 -20.0 -20.0 -2.3 -4.2 13.1 -2.7 6.5 -19.3 1.1 7.0 -5.4 17.2 -5.1 13.1 -20.0 6.6 7.8 -1.5 -4.6 13.3 20.0 8.2 20.0 GAS_US_mini -16.1 -15.2 5.2 0.6 4.2 -0.3 7.1 0.0 4.4 -4.5 -6.2 -6.8 -6.5 -8.3 -7.1 20.0 -20.0 20.0 -6.1 -7.5 -4.6 -7.8 -3.6 -9.7 14.5 -6.5 -3.4 -3.5 -5.9 -2.3 -8.1 -20.0 -20.0 -20.0 -10.8 1.3 6.4 -17.6 -3.5 -20.0 GBP -0.5 12.8 -7.1 -1.6 -13.6 -1.2 -16.1 2.8 -7.0 -20.0 1.8 -15.7 14.6 14.0 12.4 0.3 0.0 0.3 0.2 7.7 5.2 -8.1 7.9 3.1 1.4 12.9 -17.0 8.9 -8.0 10.8 7.2 6.6 4.7 10.7 20.0 9.2 0.6 -7.3 4.1 -8.5 GOLD_micro -8.2 4.8 8.1 6.0 1.2 7.8 2.9 8.0 3.9 6.0 8.9 8.0 9.1 8.5 8.9 -7.8 -10.2 -8.4 -9.1 15.8 17.5 11.5 17.8 13.8 -20.0 15.4 4.6 20.0 7.9 20.0 10.2 -6.5 8.3 6.4 1.1 15.5 12.3 5.3 -15.4 -18.4 HEATOIL 5.5 -12.5 -2.3 1.1 7.4 -0.6 12.4 0.0 7.6 9.5 -0.1 10.0 2.9 -4.3 -9.6 14.5 11.8 15.0 13.5 -3.6 -1.5 10.3 1.6 2.0 -16.8 -0.4 9.9 0.1 10.8 2.5 4.9 16.3 3.1 -1.9 -9.2 2.2 10.4 12.5 -3.4 -11.0 JGB-SGX-mini -5.4 -16.6 -17.7 -4.5 -5.0 -3.7 -1.0 -2.9 -2.5 -9.3 -11.9 -10.3 -11.5 -11.1 -11.6 5.7 13.5 12.0 12.8 -20.0 -19.9 -12.1 -17.3 -17.1 -2.2 -20.0 -8.8 -19.5 -12.1 -15.6 -17.8 16.0 -14.1 -20.0 -20.0 -20.0 -5.3 -20.0 5.1 -20.0 JPY -3.7 -1.9 -20.0 -1.1 -9.1 -0.8 -10.7 1.8 -4.7 -6.9 -17.1 -11.5 -15.6 -13.6 -16.5 -9.3 -10.6 -9.7 -9.8 -18.1 -20.0 -11.2 -19.7 -13.8 20.0 -20.0 -5.6 -20.0 -12.0 -19.3 -15.0 -11.0 -2.3 -9.2 -17.4 -20.0 -8.5 -13.4 -6.6 -16.1 LEANHOG 12.8 17.5 -11.4 -13.7 20.0 -20.0 18.5 -20.0 7.6 20.0 5.5 20.0 13.0 20.0 7.4 -20.0 11.4 -20.0 0.2 16.9 7.9 20.0 8.5 20.0 -3.2 20.0 20.0 9.9 20.0 7.1 20.0 20.0 20.0 20.0 20.0 12.4 -2.9 11.7 4.7 20.0 LIVECOW 16.5 18.2 -20.0 -9.7 14.7 -20.0 13.1 -20.0 5.4 -7.2 5.6 9.6 11.2 16.4 6.6 -5.6 5.9 -3.3 0.5 13.3 10.1 7.5 16.3 16.3 -20.0 1.6 -8.8 2.8 0.6 12.5 4.2 17.8 -17.4 -4.6 14.5 1.9 20.0 19.9 20.0 20.0 LUMBER-new 15.9 9.1 -18.7 -9.8 15.0 -20.0 13.3 -20.0 5.4 15.4 -16.2 12.3 -15.4 5.5 -12.7 -20.0 -20.0 -20.0 -20.0 -9.4 -20.0 20.0 -20.0 7.5 NaN -8.7 20.0 -18.6 20.0 -16.6 9.2 -20.0 20.0 -3.7 6.6 -7.3 2.8 20.0 7.5 20.0 MXP 2.4 11.2 7.2 -1.7 -14.1 -1.2 -16.7 2.9 -7.3 20.0 20.0 20.0 20.0 20.0 20.0 13.8 13.1 13.4 13.0 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 20.0 20.0 20.0 20.0 14.7 11.7 18.8 16.1 NASDAQ_micro 0.5 -0.8 3.4 12.7 8.5 12.3 14.6 12.4 14.9 -2.1 12.5 5.3 14.7 9.7 5.4 -8.0 -8.6 -8.1 -8.3 6.1 13.8 0.3 20.0 2.8 -20.0 3.3 -3.4 9.1 -0.1 15.0 1.8 -5.0 -16.4 -9.1 -12.3 -5.3 3.0 -20.0 2.8 -20.0 NIKKEI 11.7 1.6 16.8 12.3 8.2 12.0 14.2 12.1 14.5 11.6 14.6 14.1 14.6 13.9 13.8 11.3 7.6 8.1 7.1 19.8 20.0 20.0 20.0 20.0 -17.6 14.4 13.8 19.8 16.4 20.0 14.0 20.0 11.9 10.7 -3.0 20.0 -6.6 2.9 -9.7 7.0 NZD -5.3 10.1 -4.1 -1.3 -10.8 -0.9 -12.7 2.2 -5.5 -7.9 -8.2 -14.9 -10.0 5.4 0.4 -3.8 -3.5 -4.1 -4.0 -2.3 -6.2 -5.8 -8.6 -3.4 17.0 -6.9 -3.0 -10.3 -7.8 -11.4 -6.9 0.0 8.1 -4.7 1.6 -6.4 2.2 20.0 6.8 20.0 OAT 8.2 -5.5 1.6 -8.3 -9.1 -6.8 -1.9 -5.2 -4.5 11.4 0.2 17.2 -4.2 1.3 -3.3 12.8 12.6 14.8 14.9 -0.6 -2.1 7.4 -3.7 4.1 0.5 -0.3 4.3 -2.2 9.1 -2.4 6.0 17.4 17.6 17.7 4.8 8.2 -2.2 20.0 13.2 20.0 OATIES 7.8 1.3 -1.7 -7.5 11.4 -18.9 10.1 -20.0 4.1 1.6 -10.6 -0.6 -10.6 -1.1 -4.4 -14.8 -12.2 -17.7 -16.7 -7.0 -10.1 -2.9 -10.2 -4.3 -4.1 -8.2 4.5 -11.6 -2.0 -11.2 -4.1 -13.2 -9.2 -3.8 -10.2 -8.0 -7.4 -15.1 -3.4 -17.1 OJ 20.0 20.0 -3.5 -4.1 6.2 -10.3 5.5 -12.5 2.3 -1.2 -4.2 1.8 -6.3 4.8 -0.2 2.3 2.4 -0.6 -0.4 2.8 -3.9 2.9 -7.7 5.8 -20.0 5.1 2.1 -1.3 3.8 -4.7 7.7 13.0 -1.4 17.2 15.9 -0.9 -20.0 -18.4 -11.3 -19.6 PALLAD -7.5 1.7 5.4 4.7 0.9 6.1 2.2 6.2 3.1 0.8 4.9 0.1 4.6 2.9 4.1 -2.8 -3.1 -3.1 -3.1 7.1 6.7 2.5 5.1 5.5 10.6 4.6 -1.7 8.0 -0.9 8.7 0.8 4.7 -5.4 -10.5 -4.2 0.7 7.3 -4.3 -18.3 -14.1 PLAT -12.2 1.2 -5.7 4.5 0.9 5.9 2.1 6.0 3.0 -1.1 5.9 2.3 5.8 4.6 5.0 -2.5 -3.8 -3.6 -3.6 9.8 8.0 4.4 5.9 8.4 -0.3 9.0 -0.4 9.4 1.7 8.8 5.9 3.7 -4.4 5.0 11.3 5.1 20.0 10.1 -10.0 -9.8 REDWHEAT 3.1 2.2 15.0 -12.9 19.6 -20.0 17.4 -20.0 7.1 1.6 -17.2 -1.7 -20.0 2.6 -3.5 -16.2 -16.4 -16.3 -16.6 -2.6 -8.8 -0.7 -18.5 -0.7 7.9 -1.0 2.4 -4.5 -1.2 -11.9 -0.4 -17.2 -6.4 -5.8 -1.5 15.3 -20.0 -20.0 -20.0 -20.0 RICE 20.0 15.4 1.2 -4.3 6.5 -10.9 5.8 -13.2 2.4 6.8 -7.2 7.0 -7.8 3.3 -4.3 -19.9 -14.5 -20.0 -19.5 -3.9 -10.4 6.3 -13.4 2.8 0.8 -1.2 6.2 -9.4 8.2 -14.0 6.3 -18.5 13.8 10.1 2.8 -7.2 -13.1 -16.7 -4.8 -17.2 ROBUSTA 7.2 -19.7 -4.0 -7.9 12.0 -19.9 10.6 -20.0 4.4 11.2 1.5 11.6 -2.0 -4.0 -6.0 20.0 14.8 18.3 15.3 -9.0 -6.8 5.2 -1.9 -3.4 -20.0 -7.2 8.3 -5.4 4.2 -1.2 -2.8 20.0 -4.7 4.3 -15.2 2.7 -3.9 10.1 8.3 20.0 RUSSELL 13.1 15.5 11.3 15.8 10.6 15.4 18.3 15.5 18.5 18.1 18.9 19.4 17.6 19.3 17.6 -4.9 -5.2 -4.8 -4.9 20.0 20.0 20.0 19.1 20.0 9.1 19.3 20.0 17.3 20.0 15.3 20.0 0.8 20.0 8.1 11.2 -3.9 -4.9 -20.0 -15.1 -20.0 SHATZ 12.9 -6.3 -9.7 -7.5 -8.2 -6.1 -1.7 -4.7 -4.1 -0.3 -14.9 10.2 -10.4 -2.7 -11.0 -9.6 -16.8 -14.5 -15.1 -9.6 -13.9 1.9 -11.4 -1.0 10.6 -16.6 -6.5 -19.4 0.4 -13.6 -5.1 -20.0 4.5 10.6 -11.5 -10.8 20.0 20.0 20.0 20.0 SILVER-mini -16.9 0.8 3.6 4.9 0.9 6.4 2.3 6.5 3.2 5.0 7.8 6.9 7.6 7.5 7.7 -3.6 -6.0 -4.7 -5.4 17.1 13.1 16.9 8.7 18.4 -6.7 12.8 6.3 14.0 8.2 12.3 9.9 0.1 17.0 10.9 16.4 17.5 6.0 20.0 -17.3 -5.1 SMI 10.3 20.0 20.0 18.5 12.4 18.0 20.0 18.2 20.0 12.6 20.0 19.2 19.7 20.0 20.0 13.9 5.8 10.4 7.7 20.0 20.0 18.2 20.0 20.0 13.1 20.0 8.3 20.0 20.0 20.0 20.0 20.0 -10.7 16.3 20.0 20.0 -3.2 20.0 -3.7 20.0 SOFR -2.6 -14.1 -10.4 -9.7 -10.6 -8.0 -2.2 -6.2 -5.3 -18.8 2.1 -18.5 15.0 -20.0 -20.0 8.3 6.3 8.0 7.4 -11.8 -3.4 -14.0 6.9 -12.9 -20.0 -12.8 -20.0 -3.4 -17.1 6.6 -15.0 5.4 -20.0 -12.0 -3.8 -6.5 -13.8 -17.7 -12.4 -20.0 SOYBEAN -7.8 -18.0 6.4 -12.4 18.8 -20.0 16.7 -20.0 6.9 -2.5 2.3 -11.9 3.2 -19.2 -12.5 -5.6 -5.3 -4.2 -4.9 -10.7 -2.4 -8.3 -2.0 -13.5 -6.2 -13.1 -0.5 0.1 -9.5 2.3 -16.5 2.2 -13.7 -19.6 -20.0 16.6 -20.0 -9.9 -20.0 -6.2 SOYMEAL -10.9 -17.5 20.0 -8.6 13.1 -20.0 11.7 -20.0 4.8 -12.6 -4.1 -12.3 -9.2 -14.5 -7.0 -11.3 -14.5 -12.5 -14.1 -9.1 -3.5 -15.1 -5.6 -14.0 -13.1 -2.4 -15.5 4.2 -13.7 -0.2 -10.1 -13.8 -20.0 -16.8 -17.6 20.0 -20.0 -20.0 -12.6 -19.3 SOYOIL 13.4 -5.0 -9.6 -12.3 18.7 -20.0 16.6 -20.0 6.8 17.3 -8.7 18.5 5.8 3.8 -3.5 -9.1 -5.9 -8.7 -7.6 -0.8 -3.4 20.0 1.8 12.1 -18.2 -5.2 20.0 -6.8 20.0 -2.2 7.5 0.1 20.0 16.1 -11.4 2.2 -14.4 -20.0 -15.1 -20.0 SP400 13.3 16.2 7.3 14.7 9.9 14.3 17.1 14.5 17.3 14.9 17.3 17.7 11.8 18.3 17.1 -6.5 -6.1 -6.2 -6.0 20.0 14.8 20.0 10.7 20.0 2.9 13.3 18.9 8.3 19.0 4.8 17.4 -0.8 16.0 0.9 6.7 -12.0 -2.4 -20.0 -7.4 -20.0 SP500_micro 4.6 6.0 12.0 17.0 11.4 16.5 19.6 16.7 20.0 5.0 20.0 13.2 20.0 18.8 18.8 -9.1 -9.5 -9.1 -9.1 15.9 20.0 7.0 20.0 11.6 -20.0 9.5 0.9 14.0 5.0 19.2 8.2 -6.4 -17.0 -6.2 -7.6 -10.4 5.1 -20.0 5.9 -20.0 SUGAR11 2.3 9.8 -6.5 -9.0 13.7 -20.0 12.2 -20.0 5.0 5.2 -12.1 -4.0 -15.0 -0.8 -7.6 17.8 11.7 16.4 12.3 -4.3 -11.8 -2.0 -17.2 -1.5 -20.0 1.3 2.2 -8.5 2.2 -14.2 5.3 20.0 -6.7 2.4 12.7 0.1 -4.1 -16.3 2.0 -10.9 US10 -2.6 -10.0 -3.8 -8.9 -9.7 -7.3 -2.0 -5.6 -4.8 -16.8 8.8 -16.7 9.2 -16.3 -14.5 2.8 0.8 2.4 2.0 -5.6 0.9 -10.4 5.4 -8.0 -10.6 -4.3 -20.0 3.4 -12.6 8.9 -8.2 -4.0 -17.7 -5.6 5.3 3.4 -20.0 -20.0 -19.6 -20.0 US10U -1.9 -9.7 -1.2 -10.6 -11.7 -8.7 -2.4 -6.7 -5.8 -13.6 11.8 -12.9 8.2 -20.0 -17.1 3.7 0.1 2.6 1.4 -4.4 2.6 -7.4 5.9 -6.5 -15.5 1.7 -19.3 9.0 -5.4 12.8 -1.0 -5.3 -13.9 5.2 12.5 10.2 -16.1 -10.5 -16.4 -20.0 US2 -3.9 -5.7 -4.5 -8.5 -9.3 -7.0 -1.9 -5.4 -4.7 -18.1 -0.8 -17.0 -1.1 -9.8 -11.5 -8.2 -13.8 -10.0 -11.3 -7.0 -2.7 -17.8 -0.1 -11.4 17.0 -9.5 -20.0 -2.7 -20.0 2.9 -15.4 -20.0 -20.0 -18.1 1.8 -1.9 -20.0 -16.7 -20.0 -20.0 US20 3.9 -8.7 -0.8 -7.8 -8.5 -6.4 -1.8 -4.9 -4.3 0.9 5.7 8.3 -1.5 -6.1 -9.1 5.6 3.6 4.9 4.4 -2.0 0.5 2.7 1.1 0.3 -10.7 4.7 -2.2 6.1 7.0 6.4 7.5 0.3 3.7 16.4 12.0 8.4 -9.0 14.7 -3.4 -18.5 US30 2.2 -9.4 -0.7 -8.7 -9.5 -7.1 -2.0 -5.5 -4.7 4.6 -0.2 6.9 -8.8 -13.1 -15.4 2.4 -1.2 1.3 0.1 -5.5 -3.1 2.6 -3.4 -2.2 -6.0 1.1 2.1 2.7 8.2 2.5 5.5 -7.6 4.0 14.3 9.5 6.5 -7.4 9.6 0.3 -14.4 US5 -3.5 -8.6 -4.5 -9.2 -10.1 -7.6 -2.1 -5.8 -5.0 -18.3 6.9 -17.5 9.3 -15.6 -14.1 0.9 -2.3 -0.1 -1.0 -6.5 -0.2 -13.9 4.9 -9.9 -6.1 -5.2 -20.0 1.9 -15.8 8.1 -9.7 -9.3 -20.0 -8.8 5.3 2.0 -20.0 -20.0 -20.0 -20.0 VIX -2.9 -17.3 -12.2 -20.0 -9.2 -20.0 -12.5 -12.9 -20.0 -8.9 -20.0 -13.5 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -9.8 -16.1 -19.7 NaN -20.0 -8.5 -20.0 -11.8 -13.9 -20.0 NaN NaN NaN NaN NaN -1.7 -20.0 NaN NaN WHEAT 3.7 -5.5 5.2 -13.8 20.0 -20.0 18.6 -20.0 7.6 12.4 -20.0 3.7 -20.0 -10.7 -16.5 -19.7 -18.4 -18.6 -18.2 -10.7 -16.3 1.3 -20.0 -4.5 12.3 -10.0 8.8 -12.1 2.1 -16.0 -4.2 -19.9 -7.2 -7.3 -13.2 8.9 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3