******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260119_204057 produced at 2026-01-19 21:38:44.243284 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -28.43 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.57 0.0 0.00 0.00 0.00 0.00 -43.71 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.38 0.0 0.00 0.00 0.00 0.00 -4.24 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.36 0.0 999.00 -999.00 -0.26 -0.26 -41.30 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.16 0.0 1.18 -1.18 -0.05 -0.05 -3.31 25.0 -1 -1 caleb_strategy_v3 CHF False False 0.07 -0.34 -0.13 0.0 0.89 -0.89 -0.34 -0.34 -1.84 13.0 -5 -5 caleb_strategy_v3 US10 False False 0.05 0.00 -0.10 0.0 0.82 -0.82 0.00 -0.05 -2.02 17.0 0 -1 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.10 0.0 0.58 -0.58 -0.14 -0.14 -2.97 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 -22.36 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -4.84 11.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 0.00 -0.07 0.0 0.91 -0.91 0.00 0.00 -2.38 29.0 0 0 caleb_strategy_v3 US10U False False 0.05 0.00 -0.06 0.0 0.64 -0.64 0.00 0.00 -1.26 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.94 24.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -4.73 12.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.25 -0.04 0.0 0.88 -0.88 -0.25 -0.25 -0.66 14.0 -4 -4 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.02 -0.03 0.0 0.51 -0.51 -0.02 -0.04 -1.31 23.0 -1 -2 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.39 9.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.91 2.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.57 999999999.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.11 -0.11 -0.03 -0.03 -1.70 9.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.06 -1.52 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 -1.05 7.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.60 3.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 -0.02 0.0 0.00 -0.01 -0.01 -0.01 -8.31 26.0 -5 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -2.98 18.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.26 4.0 -3 -3 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.58 -0.58 0.00 0.00 -0.50 26.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.53 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.01 0.0 0.72 -0.72 0.00 -0.01 -0.76 48.0 0 -1 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.22 -0.22 -0.17 -0.17 -0.10 4.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.23 9.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.79 10.0 -8 -8 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.01 0.0 0.30 -0.30 -0.15 -0.15 -0.28 6.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.00 0.0 1.11 -1.11 -0.06 -0.06 -0.05 19.0 -1 -1 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.00 0.0 0.12 -0.12 0.00 0.00 0.06 3.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.40 -0.40 0.00 0.00 -0.19 23.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.33 -0.33 0.00 0.00 0.06 6.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.21 -0.21 0.00 0.00 0.16 51.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 0.01 0.0 0.70 -0.70 0.00 0.00 1.16 66.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.51 -0.51 0.00 0.00 0.16 10.0 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 SILVER-mini False False 0.10 0.10 0.02 0.0 999.00 -999.00 0.10 0.10 0.15 999999999.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.02 0.0 1.14 -1.14 0.00 0.00 0.87 56.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.65 -0.65 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.03 0.0 0.13 -0.13 0.05 0.05 1.25 5.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.03 0.0 0.53 -0.53 0.00 0.00 1.20 21.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.69 -0.69 0.00 0.00 0.76 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.03 0.0 0.11 -0.11 0.03 0.03 1.25 4.0 1 1 caleb_strategy_v3 GBP False False 0.04 0.18 0.05 0.0 0.80 -0.80 0.18 0.18 1.51 22.0 5 5 caleb_strategy_v3 DX False False 0.04 0.17 0.05 0.0 999.00 -999.00 0.17 0.17 1.20 999999999.0 4 4 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.35 2.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.07 0.0 0.61 -0.61 0.15 0.15 0.86 8.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.08 0.0 0.39 -0.39 0.00 0.00 14.66 68.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.08 0.0 0.00 0.00 0.00 0.00 2.06 12.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.26 0.09 0.0 999.00 -999.00 0.26 0.26 1.36 999999999.0 4 4 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.10 0.0 0.21 -0.21 0.08 0.08 6.05 13.0 5 5 caleb_strategy_v3 DAX False False 0.01 0.00 0.12 0.0 0.73 -0.73 0.00 0.00 9.41 58.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.42 0.14 0.0 0.60 -0.60 0.42 0.39 4.69 20.0 14 13 caleb_strategy_v3 AUD False False 0.03 0.00 0.15 0.0 0.55 -0.55 0.00 0.00 5.28 19.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.31 0.18 0.0 0.61 -0.61 0.31 0.31 2.92 10.0 5 5 caleb_strategy_v3 BTP False False 0.06 0.00 0.18 0.0 0.61 -0.61 0.00 0.00 2.92 10.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.19 0.0 0.00 0.00 0.00 0.00 2.68 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.26 0.22 0.0 0.53 -0.53 0.26 0.23 15.04 36.0 18 16 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.91 0.0 1.23 -1.23 0.00 0.00 7.37 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.62 0.97 0.0 0.73 -0.73 0.62 0.62 79.09 60.0 51 51 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 28.3 Shocked risk 88.1 Sum abs risk 67.5 Leverage 10.37 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2309466.4, 'annual_cash_vol_target': 577366.6, 'daily_cash_vol_target': 36085.4125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6714 0.4719 7.5507 BITCOIN 1993.1825 93150.0000 2.1398 34.2361 BOBL 0.1638 116.4700 0.1406 2.2498 BTP 0.3890 120.9600 0.3216 5.1456 BUND 0.3417 128.1600 0.2666 4.2663 BUXL 0.8272 110.6200 0.7477 11.9640 CAC 58.9962 8116.0000 0.7269 11.6306 CAD 0.0025 0.7228 0.3406 5.4489 CANOLA 6.8033 649.8000 1.0470 16.7518 CHF 0.0050 1.2616 0.3981 6.3688 COCOA 167.7611 5151.0000 3.2569 52.1098 COFFEE 5.1011 337.5000 1.5114 24.1830 COPPER 0.0949 5.9055 1.6070 25.7125 CORN 4.5719 450.0000 1.0160 16.2555 COTTON2 0.6092 64.6600 0.9422 15.0756 CRUDE_W 0.8699 58.2200 1.4941 23.9057 DAX 157.1523 25075.0000 0.6267 10.0277 DOW 299.3512 49146.0000 0.6091 9.7457 DX 0.3052 98.8500 0.3087 4.9398 EUR 0.0038 1.1675 0.3258 5.2123 EURIBOR-ICE 0.0316 97.6050 0.0323 0.5172 EUROSTX 44.7579 5941.0000 0.7534 12.0540 FEEDCOW 3.3429 354.7500 0.9423 15.0772 GASOIL 11.5584 643.0000 1.7976 28.7613 GASOLINE 0.0299 2.0404 1.4674 23.4791 GAS_US_mini 0.1310 2.7050 4.8414 77.4626 GBP 0.0057 1.3425 0.4229 6.7664 GOLD_micro 44.5621 4711.7000 0.9458 15.1324 HEATOIL 0.0385 2.1859 1.7591 28.1450 JGB-SGX-mini 0.2196 131.3400 0.1672 2.6755 JPY 0.0000 0.0064 0.5406 8.6502 LEANHOG 1.1394 95.2500 1.1962 19.1394 LIVECOW 1.9569 233.9250 0.8366 13.3849 LUMBER-new 7.7234 609.5000 1.2672 20.2748 MXP 0.0003 0.0566 0.4634 7.4146 NASDAQ_micro 185.1936 25397.7500 0.7292 11.6668 NIKKEI 542.9660 53540.0000 1.0141 16.2261 NZD 0.0032 0.5804 0.5524 8.8378 OAT 0.3483 121.2000 0.2874 4.5983 OATIES 5.4639 309.2500 1.7668 28.2694 OJ 6.4686 208.5000 3.1024 49.6391 PALLAD 62.4427 1846.5000 3.3817 54.1068 PLAT 74.4735 2342.9000 3.1787 50.8590 REDWHEAT 7.7417 539.7500 1.4343 22.9491 RICE 0.1626 10.6000 1.5342 24.5475 ROBUSTA 55.5313 4013.0000 1.3838 22.1406 RUSSELL 22.8014 2664.0000 0.8559 13.6945 SHATZ 0.0495 106.8650 0.0463 0.7412 SILVER-mini 2.4099 95.1000 2.5341 40.5453 SMI 73.7392 13320.0000 0.5536 8.8576 SOFR 0.0448 96.4650 0.0464 0.7427 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 26.9031 3486.0000 0.7717 12.3480 SP500_micro 37.5499 6913.2500 0.5432 8.6905 SUGAR11 0.2173 14.5400 1.4946 23.9128 US10 0.2870 111.6094 0.2572 4.1148 US10U 0.3901 113.9844 0.3423 5.4764 US2 0.0671 104.1406 0.0645 1.0317 US20 0.6008 114.8125 0.5233 8.3732 US30 0.8641 117.1875 0.7374 11.7983 US5 0.1833 108.7109 0.1686 2.6973 VIX 0.4320 19.9000 2.1707 34.7319 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 671.40 0.47 316.85 1.00 316.85 36085.41 113.89 17.83 203.12 BITCOIN 93.15 2.14 199.32 1.00 199.32 36085.41 181.04 -11.39 -206.20 BOBL 1164.70 0.14 163.77 1.16 190.12 36085.41 189.80 -0.28 -5.38 BTP 1209.60 0.32 389.01 1.16 451.61 36085.41 79.90 10.70 85.46 BUND 1281.60 0.27 341.73 1.16 396.72 36085.41 90.96 2.75 24.98 BUXL 1106.20 0.75 827.16 1.16 960.26 36085.41 37.58 -2.68 -10.08 CAC 811.60 0.73 589.96 1.16 684.90 36085.41 52.69 11.46 60.38 CAD 722.85 0.34 246.17 1.00 246.17 36085.41 146.59 -6.24 -91.48 CANOLA 129.96 1.05 136.07 0.72 97.93 36085.41 368.47 0.18 6.73 CHF 1576.94 0.40 627.70 1.00 627.70 36085.41 57.49 -12.30 -70.73 COCOA 515.10 3.26 1677.61 1.00 1677.61 36085.41 21.51 -9.53 -20.49 COFFEE 1265.62 1.51 1912.91 1.00 1912.91 36085.41 18.86 2.34 4.42 COPPER 1476.38 1.61 2372.58 1.00 2372.58 36085.41 15.21 8.24 12.53 CORN 225.00 1.02 228.59 1.00 228.59 36085.41 157.86 -12.29 -194.07 COTTON2 323.30 0.94 304.62 1.00 304.62 36085.41 118.46 -16.78 -198.75 CRUDE_W 582.20 1.49 869.87 1.00 869.87 36085.41 41.48 2.77 11.50 DAX 250.75 0.63 157.15 1.16 182.44 36085.41 197.79 13.93 275.57 DOW 245.73 0.61 149.68 1.00 149.68 36085.41 241.09 2.07 49.88 DX 988.50 0.31 305.19 1.00 305.19 36085.41 118.24 3.90 46.06 EUR 1459.31 0.33 475.40 1.00 475.40 36085.41 75.91 -3.35 -25.39 EURIBOR-ICE 2440.12 0.03 78.88 1.16 91.58 36085.41 394.05 5.48 215.77 EUROSTX 594.10 0.75 447.58 1.16 519.60 36085.41 69.45 19.77 137.30 FEEDCOW 1773.75 0.94 1671.45 1.00 1671.45 36085.41 21.59 12.01 25.94 GASOIL 643.00 1.80 1155.84 1.00 1155.84 36085.41 31.22 9.20 28.74 GASOLINE 856.97 1.47 1257.55 1.00 1257.55 36085.41 28.69 -4.59 -13.17 GAS_US_mini 67.62 4.84 327.40 1.00 327.40 36085.41 110.22 -6.95 -76.59 GBP 839.06 0.42 354.84 1.00 354.84 36085.41 101.69 5.71 58.09 GOLD_micro 471.17 0.95 445.62 1.00 445.62 36085.41 80.98 3.13 25.38 HEATOIL 918.08 1.76 1614.96 1.00 1614.96 36085.41 22.34 0.64 1.43 JGB-SGX-mini 131340.00 0.17 21962.46 0.01 138.68 36085.41 260.21 -15.49 -403.08 JPY 794.50 0.54 429.53 1.00 429.53 36085.41 84.01 -13.58 -114.13 LEANHOG 381.00 1.20 455.76 1.00 455.76 36085.41 79.18 12.55 99.36 LIVECOW 935.70 0.84 782.77 1.00 782.77 36085.41 46.10 4.96 22.85 LUMBER-new 167.61 1.27 212.39 1.00 212.39 36085.41 169.90 -6.28 -106.72 MXP 282.85 0.46 131.08 1.00 131.08 36085.41 275.30 19.55 538.11 NASDAQ_micro 507.96 0.73 370.39 1.00 370.39 36085.41 97.43 -5.76 -56.10 NIKKEI 53540.00 1.01 54296.60 0.01 342.85 36085.41 105.25 13.18 138.69 NZD 580.40 0.55 320.59 1.00 320.59 36085.41 112.56 4.10 46.13 OAT 1212.00 0.29 348.32 1.16 404.37 36085.41 89.24 9.57 85.38 OATIES 154.62 1.77 273.20 1.00 273.20 36085.41 132.09 -15.27 -201.64 OJ 312.75 3.10 970.29 1.00 970.29 36085.41 37.19 -5.85 -21.77 PALLAD 1846.50 3.38 6244.27 1.00 6244.27 36085.41 5.78 3.29 1.90 PLAT 1171.45 3.18 3723.67 1.00 3723.67 36085.41 9.69 4.98 4.83 REDWHEAT 269.88 1.43 387.09 1.00 387.09 36085.41 93.22 -12.26 -114.29 RICE 212.00 1.53 325.25 1.00 325.25 36085.41 110.95 -8.38 -92.92 ROBUSTA 401.30 1.38 555.31 1.00 555.31 36085.41 64.98 -2.20 -14.29 RUSSELL 133.20 0.86 114.01 1.00 114.01 36085.41 316.52 13.96 441.90 SHATZ 1068.65 0.05 49.50 1.16 57.47 36085.41 627.91 -1.47 -92.15 SILVER-mini 2377.50 2.53 6024.77 1.00 6024.77 36085.41 5.99 7.15 4.28 SMI 1332.00 0.55 737.39 1.25 920.72 36085.41 39.19 20.00 78.39 SOFR 2411.62 0.05 111.94 1.00 111.94 36085.41 322.36 -14.49 -467.07 SOYBEAN 533.62 0.77 409.49 1.00 409.49 36085.41 88.12 -12.82 -112.98 SOYMEAL 294.90 1.28 377.12 1.00 377.12 36085.41 95.69 -19.12 -182.91 SOYOIL 318.30 1.25 396.60 1.00 396.60 36085.41 90.99 -9.27 -84.33 SP400 3486.00 0.77 2690.31 1.00 2690.31 36085.41 13.41 7.77 10.42 SP500_micro 345.66 0.54 187.75 1.00 187.75 36085.41 192.20 -1.69 -32.55 SUGAR11 162.85 1.49 243.38 1.00 243.38 36085.41 148.26 -8.25 -122.27 US10 1116.09 0.26 287.03 1.00 287.03 36085.41 125.72 -12.64 -158.96 US10U 1139.84 0.34 390.14 1.00 390.14 36085.41 92.49 -10.69 -98.91 US2 2082.81 0.06 134.30 1.00 134.30 36085.41 268.70 -12.43 -334.04 US20 1148.12 0.52 600.84 1.00 600.84 36085.41 60.06 -2.96 -17.77 US30 1171.88 0.74 864.13 1.00 864.13 36085.41 41.76 -5.27 -21.99 US5 1087.11 0.17 183.26 1.00 183.26 36085.41 196.90 -13.24 -260.69 VIX 199.00 2.17 431.98 1.00 431.98 36085.41 83.54 -20.00 -167.07 WHEAT 286.88 1.09 313.74 1.00 313.74 36085.41 115.02 -15.61 -179.57 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 203.117 0.010 2.5 5.277 BITCOIN -206.204 0.043 2.5 -22.361 BOBL -5.379 0.004 2.5 -0.055 BTP 85.460 0.014 2.5 2.919 BUND 24.978 0.004 2.5 0.254 BUXL -10.082 0.004 2.5 -0.102 CAC 60.376 0.014 2.5 2.062 CAD -91.482 0.010 2.5 -2.377 CANOLA 6.730 0.010 2.5 0.164 CHF -70.725 0.010 2.5 -1.838 COCOA -20.490 0.010 2.5 -0.499 COFFEE 4.423 0.005 2.5 0.059 COPPER 12.526 0.043 2.5 1.358 CORN -194.071 0.010 2.5 -4.728 COTTON2 -198.746 0.010 2.5 -4.842 CRUDE_W 11.505 0.043 2.5 1.248 DAX 275.569 0.014 2.5 9.412 DOW 49.884 0.009 2.5 1.161 DX 46.059 0.010 2.5 1.197 EUR -25.393 0.010 2.5 -0.660 EURIBOR-ICE 215.773 0.014 2.5 7.370 EUROSTX 137.299 0.014 2.5 4.690 FEEDCOW 25.939 0.013 2.5 0.861 GASOIL 28.738 0.017 2.5 1.247 GASOLINE -13.169 0.017 2.5 -0.572 GAS_US_mini -76.588 0.043 2.5 -8.305 GBP 58.088 0.010 2.5 1.509 GOLD_micro 25.378 0.014 2.5 0.867 HEATOIL 1.426 0.017 2.5 0.062 JGB-SGX-mini -403.076 0.043 2.5 -43.710 JPY -114.126 0.010 2.5 -2.965 LEANHOG 99.363 0.024 2.5 6.047 LIVECOW 22.849 0.013 2.5 0.758 LUMBER-new -106.719 0.010 2.5 -2.600 MXP 538.107 0.059 2.5 79.091 NASDAQ_micro -56.103 0.009 2.5 -1.306 NIKKEI 138.686 0.043 2.5 15.039 NZD 46.129 0.010 2.5 1.199 OAT 85.380 0.014 2.5 2.916 OATIES -201.642 0.010 2.5 -4.913 OJ -21.773 0.010 2.5 -0.530 PALLAD 1.903 0.014 2.5 0.065 PLAT 4.826 0.014 2.5 0.165 REDWHEAT -114.289 0.005 2.5 -1.518 RICE -92.919 0.010 2.5 -2.264 ROBUSTA -14.289 0.005 2.5 -0.190 RUSSELL 441.898 0.013 2.5 14.664 SHATZ -92.148 0.004 2.5 -0.936 SILVER-mini 4.281 0.014 2.5 0.146 SMI 78.385 0.014 2.5 2.677 SOFR -467.072 0.024 2.5 -28.426 SOYBEAN -112.978 0.004 2.5 -1.052 SOYMEAL -182.910 0.004 2.5 -1.704 SOYOIL -84.326 0.004 2.5 -0.786 SP400 10.424 0.013 2.5 0.346 SP500_micro -32.551 0.009 2.5 -0.758 SUGAR11 -122.271 0.010 2.5 -2.979 US10 -158.961 0.005 2.5 -2.017 US10U -98.913 0.005 2.5 -1.255 US2 -334.043 0.005 2.5 -4.239 US20 -17.765 0.005 2.5 -0.225 US30 -21.990 0.005 2.5 -0.279 US5 -260.693 0.005 2.5 -3.308 VIX -167.071 0.099 2.5 -41.298 WHEAT -179.573 0.005 2.5 -2.385 ===================== Position diags ===================== AUD 2.96 BITCOIN 19.63 BOBL 1.93 BTP 2.73 BUND 0.92 BUXL 0.38 CAC 1.80 CAD 3.81 CANOLA 8.98 CHF 1.49 COCOA 0.52 COFFEE 0.25 COPPER 1.65 CORN 3.85 COTTON2 2.89 CRUDE_W 4.50 DAX 6.76 DOW 5.61 DX 3.07 EUR 1.97 EURIBOR-ICE 13.46 EUROSTX 2.37 FEEDCOW 0.72 GASOIL 1.36 GASOLINE 1.25 GAS_US_mini 11.95 GBP 2.64 GOLD_micro 2.77 HEATOIL 0.97 JGB-SGX-mini 28.22 JPY 2.18 LEANHOG 4.82 LIVECOW 1.53 LUMBER-new 4.14 MXP 40.46 NASDAQ_micro 2.27 NIKKEI 11.41 NZD 2.92 OAT 3.05 OATIES 3.22 OJ 0.91 PALLAD 0.20 PLAT 0.33 REDWHEAT 1.24 RICE 2.70 ROBUSTA 0.86 RUSSELL 10.50 SHATZ 6.38 SILVER-mini 0.20 SMI 1.34 SOFR 19.62 SOYBEAN 0.82 SOYMEAL 0.89 SOYOIL 0.85 SP400 0.45 SP500_micro 4.47 SUGAR11 3.61 US10 1.60 US10U 1.17 US2 3.41 US20 0.76 US30 0.53 US5 2.50 VIX 20.65 WHEAT 1.53 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.3 5.0 5.6 0.0 0 BITCOIN -22.4 -24.3 -20.4 0.0 0 BOBL -0.1 -0.2 0.1 -1.0 -1 BTP 2.9 2.6 3.2 0.0 0 BUND 0.3 0.2 0.3 0.0 0 BUXL -0.1 -0.1 -0.1 -3.0 -3 CAC 2.1 1.9 2.2 0.0 0 CAD -2.4 -2.8 -2.0 0.0 0 CANOLA 0.2 -0.7 1.1 0.0 0 CHF -1.8 -2.0 -1.7 -5.0 -5 COCOA -0.5 -0.6 -0.4 0.0 0 COFFEE 0.1 0.0 0.1 0.0 0 COPPER 1.4 1.2 1.5 4.0 4 CORN -4.7 -5.1 -4.3 0.0 0 COTTON2 -4.8 -5.1 -4.6 -6.0 -6 CRUDE_W 1.2 0.8 1.7 2.0 2 DAX 9.4 8.7 10.1 0.0 0 DOW 1.2 0.6 1.7 0.0 0 DX 1.2 0.9 1.5 4.0 4 EUR -0.7 -0.9 -0.5 -4.0 -4 EURIBOR-ICE 7.4 6.0 8.7 0.0 0 EUROSTX 4.7 4.5 4.9 14.0 14 FEEDCOW 0.9 0.8 0.9 2.0 2 GASOIL 1.2 1.1 1.4 1.0 1 GASOLINE -0.6 -0.7 -0.4 0.0 0 GAS_US_mini -8.3 -9.5 -7.1 -5.0 -5 GBP 1.5 1.2 1.8 5.0 5 GOLD_micro 0.9 0.6 1.1 0.0 0 HEATOIL 0.1 -0.0 0.2 0.0 0 JGB-SGX-mini -43.7 -46.5 -40.9 0.0 0 JPY -3.0 -3.2 -2.7 -4.0 -4 LEANHOG 6.0 5.6 6.5 5.0 5 LIVECOW 0.8 0.6 0.9 0.0 0 LUMBER-new -2.6 -3.0 -2.2 0.0 0 MXP 79.1 75.0 83.1 51.0 51 NASDAQ_micro -1.3 -1.5 -1.1 -1.0 -1 NIKKEI 15.0 13.9 16.2 18.0 18 NZD 1.2 0.9 1.5 0.0 0 OAT 2.9 2.6 3.2 5.0 5 OATIES -4.9 -5.2 -4.6 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 -1.6 -1.4 -5.0 -5 RICE -2.3 -2.5 -2.0 -3.0 -3 ROBUSTA -0.2 -0.3 -0.1 0.0 0 RUSSELL 14.7 13.6 15.7 0.0 0 SHATZ -0.9 -1.6 -0.3 NaN 0 SILVER-mini 0.1 0.1 0.2 1.0 1 SMI 2.7 2.5 2.8 0.0 0 SOFR -28.4 -30.4 -26.5 NaN 0 SOYBEAN -1.1 -1.1 -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 0.3 0.3 0.4 2.0 2 SP500_micro -0.8 -1.2 -0.3 0.0 0 SUGAR11 -3.0 -3.3 -2.6 -4.0 -4 US10 -2.0 -2.2 -1.9 0.0 0 US10U -1.3 -1.4 -1.1 0.0 0 US2 -4.2 -4.6 -3.9 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.3 -0.3 -0.2 -3.0 -3 US5 -3.3 -3.6 -3.1 -1.0 -1 VIX -41.3 -43.4 -39.2 -30.0 -30 WHEAT -2.4 -2.5 -2.2 -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 0.0 0.4 0.2 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.0 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 0.3 0.4 0.4 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.6 -0.1 -0.6 0.2 0.1 0.5 0.1 0.7 0.1 -0.0 -0.4 0.1 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.1 -0.2 0.1 -2.7 -0.2 -0.0 -0.5 0.1 -0.3 0.0 -0.0 -0.5 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 -0.1 -0.2 -0.1 0.1 -0.3 0.2 -0.2 -0.0 -0.1 -0.4 0.0 -0.3 -0.1 -0.1 -0.1 0.1 -0.2 0.0 0.4 -0.1 0.0 -0.4 0.1 -0.4 -0.0 -0.4 0.4 0.6 -0.3 -0.2 0.3 0.7 0.7 0.7 BTP 0.3 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.4 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 0.5 0.5 0.0 0.7 0.5 0.7 BUND 0.4 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -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 -0.4 0.1 -0.4 0.0 0.3 0.5 0.6 -0.1 -0.1 0.0 0.7 0.5 0.7 BUXL 0.4 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.4 0.1 -0.7 -0.0 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.0 -0.5 -0.0 0.3 -0.1 -0.0 -0.4 0.1 -0.6 0.0 -0.0 0.4 0.6 -0.0 -0.2 -0.4 0.7 0.1 0.3 CAC 0.2 0.1 0.2 0.2 -0.1 0.4 0.1 0.6 0.2 -0.1 0.5 0.0 0.7 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.3 0.1 0.9 0.1 -0.2 0.2 -0.1 0.2 0.1 0.2 -0.5 -0.4 -0.4 0.0 0.6 0.7 0.4 0.7 CAD -0.5 0.4 0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.0 0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.1 -0.1 -0.1 2.7 -0.0 -0.0 -0.1 -0.2 -0.2 -0.1 -0.4 -0.4 -0.5 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.4 -0.3 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 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 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -0.2 -0.2 0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.1 -0.0 -0.1 0.2 -0.1 -0.2 -0.1 0.0 0.0 -0.1 0.3 -0.1 -1.1 -0.4 -0.4 -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 -0.1 -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 -0.0 0.5 0.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.0 0.1 0.0 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 0.0 -0.1 -0.3 0.1 -0.1 -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 0.4 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 -0.0 0.2 -0.1 0.4 0.1 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 0.1 0.5 0.2 -2.0 0.2 -0.2 0.4 0.1 0.5 0.2 -0.1 0.1 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 0.1 0.4 0.1 -0.1 0.5 0.1 0.6 0.2 0.2 -0.1 -0.2 -0.2 -0.2 0.2 0.2 0.0 0.5 0.1 -1.5 0.1 -0.1 0.4 0.0 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 -0.1 0.3 -0.0 0.0 -0.0 -0.1 0.1 -0.0 0.1 0.2 0.2 -0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.1 0.0 0.1 -0.2 0.1 -2.7 0.0 0.0 0.0 0.1 -0.1 0.1 0.9 0.5 0.4 -0.6 0.6 0.1 0.6 0.3 0.7 EUR -0.4 0.1 -0.2 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 -0.0 -0.2 0.7 -0.1 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.1 0.4 -0.1 1.8 -0.0 -0.1 0.1 -0.2 0.5 -0.1 -0.4 -0.4 -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 0.4 0.7 0.7 0.7 EUROSTX 0.5 0.4 0.3 0.2 -0.1 0.4 0.1 0.6 0.2 -0.0 0.5 0.2 0.7 0.2 0.2 0.2 -0.0 0.1 0.0 0.2 0.2 0.1 0.5 0.2 -1.0 0.2 -0.1 0.5 0.1 0.5 0.2 0.5 0.0 0.5 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 0.3 -0.4 -0.0 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 0.1 0.1 0.1 0.1 0.2 0.1 1.1 0.2 0.3 -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 0.1 -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 0.0 -0.1 0.2 -0.2 0.1 -1.1 0.1 0.2 -0.1 -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 -0.1 0.4 -0.2 -0.0 0.0 -0.0 -0.1 0.1 -0.1 -0.1 0.1 -0.2 0.5 0.1 0.1 0.0 0.0 0.0 0.0 0.1 0.1 -0.0 0.2 0.0 0.2 0.1 -0.0 0.2 -0.0 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 0.1 0.6 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 0.2 -2.7 0.2 0.1 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 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.1 0.3 0.2 0.3 -0.2 -0.2 -0.1 -0.5 -0.2 -0.3 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 0.9 -0.4 -0.6 -0.6 -0.6 -0.2 -0.7 0.2 -0.7 JPY -0.1 -0.1 -0.6 -0.0 0.0 -0.0 -0.1 0.1 -0.0 -0.0 -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 -0.0 -0.5 -0.1 -0.7 -0.2 -0.6 -0.2 -0.2 -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 -0.1 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 0.3 -0.0 0.0 -0.0 -0.1 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 -0.1 -0.1 0.0 0.1 -0.1 0.3 0.1 0.4 0.1 -0.1 0.3 -0.0 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 -0.0 0.5 0.0 -2.7 0.0 -0.1 0.2 -0.1 0.5 -0.0 -0.3 -0.3 -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 0.1 0.4 0.1 0.1 0.4 0.1 0.5 0.1 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 0.1 0.7 0.1 1.1 0.4 0.4 -0.1 0.6 -0.2 0.1 -0.3 0.2 NZD -0.2 0.3 -0.1 -0.0 0.0 -0.0 -0.1 0.1 -0.0 0.1 -0.2 -0.1 -0.4 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 -0.0 -0.2 -0.0 2.3 -0.1 0.1 -0.3 -0.0 -0.4 -0.0 0.0 0.2 -0.1 0.1 -0.2 0.1 0.7 0.2 0.7 OAT 0.3 -0.2 0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.0 0.2 -0.1 0.0 -0.0 0.2 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 0.5 0.7 OATIES 0.2 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 -0.1 -0.6 -0.1 0.0 -0.3 -0.0 -0.4 -0.0 -0.7 -0.3 -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 0.1 -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 0.1 -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 -0.0 -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 0.3 -0.6 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 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 0.0 0.1 -0.5 0.1 -0.1 0.3 0.3 0.7 RUSSELL 0.4 0.5 0.3 0.1 -0.1 0.4 0.1 0.5 0.1 0.1 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 0.1 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 0.5 -0.1 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 0.1 -0.4 0.1 -0.4 -0.0 -0.1 -0.2 -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 -0.4 -0.0 -1.1 0.3 0.4 -0.3 -0.3 0.7 0.7 0.7 0.7 SILVER-mini -0.6 0.0 0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.2 0.2 0.2 -0.9 0.1 0.1 0.4 0.1 0.4 0.1 0.0 0.4 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 1.7 0.2 0.0 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 0.1 -0.1 0.3 0.1 0.5 0.1 0.0 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 0.0 0.2 0.1 0.2 0.2 -0.0 0.5 0.1 0.2 -0.4 -0.1 -0.7 -0.3 -0.7 SP500_micro 0.0 0.1 0.3 0.2 -0.1 0.4 0.1 0.5 0.2 -0.1 0.5 0.0 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.1 -2.7 0.1 -0.2 0.3 -0.0 0.6 0.0 -0.3 -0.3 -0.3 -0.3 -0.4 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 -0.1 -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 -0.1 -0.2 0.1 -0.2 0.3 -0.1 -0.2 -0.5 -0.3 0.1 0.1 -0.7 -0.7 -0.7 -0.7 US10U -0.1 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.3 -0.1 -0.2 0.3 -0.2 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 0.0 -0.1 0.1 -0.1 -2.1 -0.0 -0.2 0.2 -0.2 0.4 -0.1 -0.3 -0.5 0.0 0.3 0.3 -0.5 -0.3 -0.6 -0.7 US2 -0.2 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -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 2.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 -1.1 -0.5 -0.6 0.0 -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 -0.1 -0.1 0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 0.0 -0.0 0.0 -0.0 -1.4 0.0 -0.2 0.1 -0.0 0.2 0.0 0.0 -0.1 0.4 0.3 0.3 -0.3 0.5 -0.1 -0.6 US30 0.1 -0.3 -0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.0 -0.3 -0.2 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.8 0.0 -0.1 0.1 -0.0 0.1 0.0 -0.4 -0.0 0.4 0.3 0.2 -0.3 0.3 0.0 -0.5 US5 -0.2 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -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 -0.2 0.1 -0.1 -0.8 -0.1 -0.2 0.0 -0.2 0.3 -0.1 -0.5 -0.5 -0.4 0.1 0.1 -0.7 -0.7 -0.7 -0.7 VIX 0.1 -0.7 -0.6 -0.3 0.3 -0.8 0.1 -0.6 -0.2 0.2 -0.9 0.0 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.0 -0.6 -0.2 NaN -0.3 0.3 -0.9 0.1 -0.7 -0.2 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 0.7 13.1 5.5 -1.3 5.2 -1.0 -7.5 2.6 -4.7 -3.7 18.4 3.4 12.1 19.2 19.2 0.8 -0.7 0.3 -0.2 15.6 13.6 3.6 8.3 10.7 18.1 12.7 6.7 11.4 1.4 5.4 7.2 5.6 12.9 11.5 13.5 15.5 2.6 20.0 5.2 20.0 BITCOIN 20.0 -4.1 -20.0 15.0 9.5 19.3 9.4 19.6 10.7 -1.2 -16.5 10.1 -0.9 8.1 -17.9 -4.0 -6.3 -4.6 -5.4 -13.0 -20.0 11.6 -8.5 5.9 -20.0 -14.2 -0.7 -20.0 8.0 -7.8 2.0 -0.1 -20.0 10.0 -20.0 -20.0 1.0 -0.9 -20.0 -17.1 BOBL 13.7 -9.0 -7.6 -8.6 -11.4 -7.0 -4.8 -5.4 -5.6 7.7 -12.0 15.0 -5.6 -2.4 -11.5 -20.0 0.1 -12.7 -2.5 -7.4 -10.1 6.3 -7.8 1.7 3.3 -12.8 3.5 -14.8 6.3 -9.8 -0.7 -6.9 18.7 18.9 -8.8 -6.9 8.2 20.0 20.0 20.0 BTP 9.9 -4.6 -1.1 -10.6 -14.1 -8.6 -6.0 -6.6 -7.0 13.8 13.0 20.0 19.5 15.9 8.8 15.1 10.1 12.8 11.3 5.7 6.3 11.5 10.8 9.9 -20.0 8.0 7.6 7.6 15.8 13.2 14.7 11.8 20.0 20.0 14.2 13.9 0.7 20.0 15.7 20.0 BUND 11.7 -8.8 -4.3 -9.2 -12.2 -7.5 -5.2 -5.8 -6.1 8.0 -11.4 16.2 -11.9 -2.3 -11.3 18.9 6.1 11.8 8.1 -7.1 -9.6 7.2 -9.6 1.9 -0.0 -10.3 2.6 -13.0 8.8 -10.0 2.3 5.3 20.0 20.0 -4.3 -4.2 1.4 20.0 14.4 20.0 BUXL 11.0 -5.5 -2.5 -8.7 -11.6 -7.1 -5.0 -5.5 -5.8 0.4 -16.5 12.0 -19.4 -4.5 -13.2 4.9 3.4 4.5 4.1 -9.7 -14.5 4.5 -18.6 -0.8 2.0 -9.9 -1.6 -16.1 7.3 -17.1 2.5 -0.2 16.7 20.0 -1.4 -4.8 -10.5 20.0 3.0 10.2 CAC 6.3 1.7 5.1 16.1 -12.6 16.5 8.0 16.9 15.9 -15.9 19.0 1.1 20.0 12.1 16.1 -6.8 -2.8 -5.5 -4.0 12.8 13.5 -6.6 12.8 8.9 7.1 9.0 -20.0 8.1 -9.2 4.8 5.2 3.9 -20.0 -13.0 -11.8 0.6 19.0 20.0 11.9 20.0 CAD -14.8 13.6 2.0 -1.2 5.2 -1.0 -7.4 2.6 -4.6 -8.6 -7.7 -19.8 -3.6 -0.7 2.7 -7.4 -7.5 -7.8 -7.8 -0.7 -1.0 -14.0 -4.7 -9.4 20.0 -3.0 -3.1 -2.6 -14.0 -4.5 -10.7 -6.8 -17.2 -16.2 3.2 2.4 -20.0 -20.0 -20.0 -20.0 CANOLA 13.8 -9.5 -7.6 -6.4 12.6 -18.1 11.5 -20.0 5.4 12.0 -10.0 12.5 -3.7 -0.5 -3.8 -15.3 -14.0 -17.8 -16.6 -5.1 -8.4 12.4 -6.1 4.1 8.5 -4.6 12.7 -8.6 11.2 -6.9 4.2 -14.5 17.5 11.9 -12.6 -0.3 10.7 20.0 19.1 20.0 CHF -10.6 -0.3 -9.6 -1.1 4.6 -0.9 -6.7 2.3 -4.2 -1.4 -6.1 -16.3 13.4 -11.5 -11.8 -17.5 -16.5 -17.3 -16.7 -6.1 -0.9 -11.6 7.0 -10.6 -1.8 -5.0 1.9 0.2 -9.7 7.0 -9.2 -20.0 -17.0 -13.5 -8.9 0.4 -7.4 -20.0 -5.3 -20.0 COCOA -4.6 20.0 -14.3 -4.3 6.5 -10.8 5.8 -13.2 2.4 -6.1 -6.2 -6.7 -3.7 -3.5 -4.6 -3.6 5.7 -2.9 0.1 -5.3 -6.2 -11.2 -3.9 -7.3 -20.0 -3.9 -6.9 -4.5 -7.0 -1.7 -4.5 16.7 -20.0 -13.0 -1.3 -8.1 -6.4 -0.9 1.5 4.8 COFFEE 2.8 -14.7 2.0 -12.2 18.4 -20.0 16.4 -20.0 6.7 -18.3 11.9 -3.1 15.7 -7.5 -7.8 20.0 18.0 20.0 20.0 -4.9 6.4 -5.9 20.0 -6.2 -20.0 -9.5 -10.6 6.6 -10.8 20.0 -13.2 20.0 -20.0 -20.0 -20.0 12.4 20.0 16.0 20.0 20.0 COPPER -0.9 14.0 12.9 5.9 3.7 7.6 3.7 7.7 4.2 -2.7 5.1 4.2 3.4 7.1 8.0 -6.8 -6.3 -7.0 -6.6 11.1 8.5 3.8 5.4 9.5 -2.1 6.6 -2.7 6.8 1.0 7.0 4.6 -1.1 -12.1 2.3 -2.1 -5.6 20.0 20.0 20.0 20.0 CORN -9.6 -4.2 9.6 -11.7 17.7 -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 0.1 -20.0 16.1 -20.0 15.8 -13.5 -20.0 -16.8 -20.0 -18.8 -4.9 -15.8 4.2 -20.0 3.8 -12.1 -6.7 -1.7 -20.0 7.9 -20.0 8.1 -19.0 -7.1 -0.4 5.5 -1.6 -8.7 -12.3 -7.2 -7.5 CRUDE_W 9.3 1.1 -4.0 1.5 9.9 -0.8 16.9 0.0 10.4 6.1 -14.9 10.8 -15.2 5.7 -11.5 0.1 4.0 0.4 1.9 -3.8 -8.5 7.9 -10.4 4.0 7.7 -1.9 1.2 -9.4 9.9 -11.9 7.7 -2.3 -9.7 -1.4 4.2 -10.6 12.0 20.0 9.6 17.3 DAX 20.0 20.0 -1.0 15.3 -12.0 15.8 7.6 16.1 15.2 -7.9 17.4 14.4 20.0 20.0 19.4 -9.9 -7.1 -8.2 -7.2 20.0 17.6 11.2 20.0 20.0 -15.2 20.0 -20.0 14.3 6.9 12.9 20.0 -2.5 4.5 20.0 20.0 3.3 11.0 20.0 5.8 20.0 DOW 2.4 9.6 9.5 11.4 -8.9 11.7 5.6 11.9 11.2 -9.1 16.9 8.2 16.6 13.9 15.2 -7.2 -8.1 -7.5 -7.7 17.1 18.9 4.2 18.4 12.6 -11.6 12.6 -7.9 14.2 1.1 14.1 8.4 -4.0 -4.3 -3.7 3.0 0.8 -1.9 -20.0 -6.1 -20.0 DX 9.9 -4.4 10.1 -1.2 4.9 -1.0 -7.1 2.5 -4.4 9.6 8.0 18.3 -14.7 3.4 7.5 6.2 6.2 6.2 6.1 5.0 1.6 12.4 -6.8 9.6 -20.0 1.6 3.9 0.8 10.5 -3.8 6.0 16.9 20.0 12.3 -20.0 20.0 2.2 18.9 8.6 20.0 EUR -13.5 2.0 -6.7 -1.3 5.4 -1.1 -7.8 2.7 -4.9 -8.9 -0.0 -20.0 18.6 -7.8 -5.3 -8.8 -8.1 -8.6 -8.3 -4.6 3.1 -16.6 13.9 -12.5 13.2 -1.7 -8.1 5.1 -17.5 12.7 -11.4 -7.6 -16.0 -15.9 1.7 4.7 -6.4 -20.0 -2.3 -20.0 EURIBOR-ICE 15.5 -11.0 -11.6 -6.5 -8.6 -5.3 -3.7 -4.0 -4.3 -4.2 -7.6 8.2 3.3 -0.5 -8.0 13.1 11.6 13.1 12.8 -4.7 -6.0 2.9 -0.9 1.7 0.4 -9.5 -4.1 -9.8 1.3 -3.8 -1.7 14.6 9.6 13.9 -8.9 -6.3 10.8 20.0 20.0 20.0 EUROSTX 15.6 11.6 7.8 14.9 -11.6 15.3 7.4 15.6 14.7 -4.7 20.0 15.1 20.0 20.0 20.0 8.2 -0.1 3.2 0.8 20.0 20.0 11.8 20.0 20.0 -7.9 20.0 -13.3 19.9 8.0 14.2 20.0 9.8 0.9 16.5 12.9 15.5 17.2 20.0 9.3 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 10.3 20.0 10.6 20.0 20.0 20.0 20.0 GASOIL 9.2 -10.9 -1.3 1.7 8.9 -0.3 12.3 0.1 8.2 10.1 2.0 10.0 4.5 0.3 -6.6 12.1 14.8 14.9 15.8 -1.3 -0.3 11.0 1.8 4.3 -1.9 4.9 10.8 4.1 13.4 4.2 10.1 20.0 7.9 8.8 -1.9 5.4 2.7 20.0 -4.9 8.3 GASOLINE 9.6 -6.5 -2.6 1.5 10.2 -0.8 17.5 0.0 10.7 9.5 -7.6 13.5 -2.0 3.5 -6.5 -20.0 -10.3 -20.0 -20.0 -2.4 -4.2 12.5 -2.8 6.3 -19.3 1.0 5.4 -5.4 16.5 -5.1 12.8 -20.0 5.8 7.5 -1.6 -4.6 13.3 20.0 8.2 20.0 GAS_US_mini -16.1 -15.2 5.2 0.6 4.1 -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 -2.1 12.3 -7.0 -1.3 5.3 -1.1 -7.6 2.7 -4.8 -10.7 1.9 -14.0 14.7 13.3 12.7 0.2 0.0 0.3 0.2 7.4 5.2 -5.2 7.9 3.1 1.4 12.4 -3.9 8.9 -4.6 10.8 6.9 6.6 -5.9 8.2 20.0 9.2 0.3 -7.4 3.9 -8.6 GOLD_micro -10.6 3.7 20.0 6.3 4.0 8.1 4.0 8.2 4.5 8.0 9.1 8.7 9.3 8.9 9.2 -7.8 -10.2 -8.4 -9.0 16.3 17.8 13.2 18.0 14.6 -20.0 15.8 10.1 20.0 9.8 20.0 11.0 -6.5 8.6 6.1 1.1 15.5 12.6 5.4 -15.5 -18.4 HEATOIL 5.5 -12.5 -2.3 1.1 7.2 -0.6 12.3 0.0 7.6 9.3 -0.1 9.9 2.9 -4.4 -9.6 14.5 11.8 15.0 13.5 -3.6 -1.5 10.1 1.6 1.9 -16.8 -0.4 9.6 0.1 10.7 2.5 4.8 16.3 3.0 -2.0 -9.2 2.2 10.4 12.5 -3.4 -11.0 JGB-SGX-mini -5.3 -15.7 -17.7 -4.7 -6.3 -3.8 -2.7 -3.0 -3.1 -9.8 -11.8 -10.5 -11.4 -11.2 -11.6 5.7 13.5 12.0 12.8 -20.0 -19.9 -15.6 -17.2 -18.3 -2.1 -20.0 -15.6 -19.6 -15.3 -15.6 -18.9 16.0 -16.6 -20.0 -20.0 -20.0 -5.8 -20.0 4.7 -20.0 JPY -3.8 -2.0 -20.0 -0.9 3.6 -0.7 -5.1 1.8 -3.2 -4.7 -17.3 -10.3 -15.9 -13.2 -16.7 -9.4 -10.6 -9.7 -9.8 -18.4 -20.0 -9.4 -20.0 -13.4 20.0 -20.0 -2.5 -20.0 -9.9 -20.0 -14.6 -11.0 -6.5 -6.6 -17.8 -20.0 -8.7 -13.5 -6.6 -16.2 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 13.0 -20.0 5.3 -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 16.0 9.0 -18.7 -9.9 14.9 -20.0 13.3 -20.0 5.4 15.7 -16.2 12.5 -15.4 5.6 -12.7 -20.0 -20.0 -20.0 -20.0 -9.4 -20.0 20.0 -20.0 7.6 NaN -8.7 20.0 -18.6 20.0 -16.6 9.3 -20.0 20.0 -3.5 6.6 -7.3 2.9 20.0 7.5 20.0 MXP 3.7 12.2 7.9 -1.3 5.5 -1.1 -7.9 2.8 -5.0 20.0 20.0 20.0 20.0 20.0 20.0 13.9 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 20.0 20.0 20.0 15.1 11.7 19.2 16.1 NASDAQ_micro -2.0 -2.8 1.5 10.6 -8.3 10.9 5.2 11.1 10.5 -10.8 12.3 -2.0 14.7 7.4 4.7 -8.0 -8.6 -8.1 -8.3 4.9 13.1 -5.1 20.0 0.3 -20.0 2.2 -13.2 8.3 -5.1 14.2 -0.7 -5.0 -12.0 -10.0 -13.4 -5.8 3.2 -20.0 2.9 -20.0 NIKKEI 11.4 1.7 16.1 10.0 -7.9 10.3 5.0 10.6 9.9 8.8 14.3 12.3 14.4 13.2 13.5 11.4 7.6 8.2 7.2 19.6 20.0 18.4 20.0 19.7 -17.3 14.3 7.9 19.6 13.3 20.0 13.2 20.0 15.6 12.8 -1.6 20.0 -6.7 2.8 -10.0 6.9 NZD -5.5 10.2 -3.3 -1.0 4.2 -0.8 -6.0 2.1 -3.8 9.4 -8.1 -9.8 -9.9 6.2 1.4 -3.8 -3.5 -4.1 -4.0 -1.7 -5.8 -0.3 -8.2 -1.5 17.0 -5.6 11.2 -9.4 -0.5 -10.7 -3.9 0.0 9.1 -2.9 1.9 -5.8 2.2 20.0 7.0 20.0 OAT 8.6 -4.8 1.4 -8.7 -11.6 -7.1 -4.9 -5.5 -5.7 11.7 0.4 16.7 -4.2 1.8 -3.2 12.5 12.6 14.6 14.8 -0.2 -1.9 6.8 -3.6 4.2 0.4 0.2 5.5 -2.0 8.3 -2.3 5.9 17.2 18.1 20.0 6.2 8.5 -1.8 20.0 13.9 20.0 OATIES 7.3 0.7 -2.2 -7.5 11.4 -19.0 10.1 -20.0 4.2 0.3 -10.7 -1.3 -10.7 -1.4 -4.5 -14.9 -12.2 -17.7 -16.7 -7.4 -10.5 -3.8 -10.5 -4.7 -4.2 -8.7 2.9 -12.2 -2.9 -11.8 -4.6 -13.2 -10.7 -4.4 -10.5 -8.2 -7.3 -15.1 -3.4 -17.1 OJ 20.0 20.0 -3.5 -4.1 6.2 -10.3 5.5 -12.5 2.2 -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 -7.3 1.9 5.4 4.7 1.3 6.1 2.4 6.3 3.2 1.7 4.9 0.3 4.6 3.0 4.1 -2.7 -3.1 -3.1 -3.1 7.1 6.7 2.8 5.1 5.7 10.7 4.7 -1.1 8.1 -0.7 8.8 0.9 4.7 -5.3 -10.5 -4.2 0.7 7.3 -4.3 -18.3 -14.1 PLAT -11.5 1.7 -5.3 4.5 1.2 5.9 2.3 6.0 3.0 0.3 5.9 2.6 5.9 4.7 5.0 -2.5 -3.8 -3.6 -3.6 10.0 8.2 5.0 6.0 8.8 -0.3 9.2 0.3 9.6 2.0 9.0 6.1 3.7 -4.0 5.1 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 -6.3 -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 7.9 -19.5 -4.6 -7.1 13.9 -20.0 12.7 -20.0 5.9 12.4 1.6 12.8 -2.1 -3.7 -6.0 20.0 15.0 19.0 15.7 -9.0 -7.1 5.5 -2.1 -2.8 -20.0 -7.0 6.9 -5.5 4.5 -1.3 -2.2 20.0 0.0 4.3 -16.1 2.6 -3.4 9.9 8.5 20.0 RUSSELL 13.0 14.5 10.6 13.3 -10.4 13.6 6.6 14.0 13.1 11.8 19.2 18.0 17.9 18.8 17.9 -4.9 -5.2 -4.8 -4.9 20.0 20.0 20.0 19.1 20.0 9.2 19.7 11.4 17.9 20.0 15.7 20.0 0.8 20.0 10.4 11.7 -3.1 -5.0 -20.0 -15.5 -20.0 SHATZ 14.6 -4.5 -9.1 -7.8 -10.4 -6.4 -4.4 -4.9 -5.2 9.4 -14.6 12.5 -10.5 -1.6 -10.5 -9.7 -16.8 -14.5 -15.1 -8.4 -13.0 4.1 -10.9 0.2 10.6 -14.1 5.0 -17.4 3.5 -12.5 -3.1 -20.0 13.7 13.4 -9.6 -10.2 20.0 20.0 20.0 20.0 SILVER-mini -20.0 0.6 6.2 5.0 3.2 6.4 3.1 6.6 3.6 6.3 7.8 7.1 7.5 7.5 7.7 -3.5 -6.0 -4.7 -5.4 16.7 12.7 16.9 8.4 18.0 -6.7 12.6 8.3 13.7 8.6 12.0 9.9 0.1 18.4 11.4 16.7 17.3 6.0 20.0 -18.0 -5.2 SMI 9.3 20.0 19.9 18.3 9.6 17.9 20.0 18.1 20.0 10.6 20.0 18.3 19.7 20.0 20.0 14.0 5.8 10.4 7.7 20.0 20.0 16.8 20.0 20.0 13.1 20.0 5.3 20.0 19.9 20.0 20.0 20.0 -10.8 16.2 20.0 20.0 -3.5 20.0 -4.1 20.0 SOFR -2.5 -14.0 -10.3 -9.8 -9.9 -8.0 -1.8 -6.2 -5.2 -18.8 2.1 -18.5 15.0 -20.0 -20.0 8.3 6.3 8.0 7.5 -11.8 -3.4 -13.2 7.0 -12.7 -20.0 -12.9 -20.0 -3.4 -16.2 6.8 -14.8 5.4 -19.5 -11.6 -3.6 -6.5 -13.8 -17.7 -12.4 -20.0 SOYBEAN -7.8 -18.0 6.4 -12.4 18.7 -20.0 16.7 -20.0 6.8 -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 -13.6 -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 11.6 -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 -12.7 -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 11.9 15.4 7.0 12.3 -9.6 12.6 6.1 12.9 12.2 5.0 17.3 15.1 12.0 17.0 16.9 -6.5 -6.1 -6.2 -6.0 19.5 14.7 18.3 10.6 20.0 2.9 12.4 3.4 8.1 12.4 4.7 14.8 -0.8 19.4 1.8 6.7 -11.2 -2.4 -20.0 -7.5 -20.0 SP500_micro 1.2 3.5 9.5 14.2 -11.1 14.6 7.0 14.9 14.0 -12.6 20.0 3.1 20.0 15.6 18.1 -9.2 -9.5 -9.1 -9.1 13.8 20.0 -1.9 20.0 7.4 -20.0 7.2 -17.1 12.3 -4.1 17.4 3.7 -6.4 -13.7 -8.6 -9.1 -10.9 5.4 -20.0 6.2 -20.0 SUGAR11 2.1 9.6 -6.8 -9.1 13.7 -20.0 12.2 -20.0 5.0 3.7 -12.2 -4.5 -15.0 -1.0 -7.6 17.9 11.7 16.4 12.3 -4.5 -12.0 -2.5 -17.4 -1.7 -20.0 1.2 1.1 -8.7 1.7 -14.6 5.3 20.0 -7.5 2.1 12.7 0.1 -4.1 -16.3 2.0 -10.9 US10 -4.4 -10.4 -4.5 -9.2 -12.3 -7.5 -5.2 -5.8 -6.1 -18.7 8.0 -18.4 9.1 -17.4 -15.3 2.9 0.8 2.5 2.0 -6.9 0.2 -15.4 5.1 -10.7 -10.6 -6.2 -20.0 2.6 -19.4 8.6 -12.0 -4.0 -20.0 -8.6 3.1 3.0 -20.0 -20.0 -20.0 -20.0 US10U -3.7 -9.8 -2.0 -11.1 -14.8 -9.0 -6.3 -6.9 -7.3 -20.0 10.9 -17.3 8.1 -20.0 -18.1 3.7 0.1 2.6 1.5 -5.9 1.8 -14.8 5.5 -9.9 -15.4 -0.5 -20.0 7.9 -15.8 12.3 -6.0 -5.3 -20.0 0.9 9.9 9.5 -16.5 -10.3 -16.8 -20.0 US2 -5.8 -6.0 -5.1 -9.0 -11.9 -7.3 -5.1 -5.6 -5.9 -16.8 -1.5 -17.6 -1.1 -11.7 -12.5 -8.2 -13.7 -9.9 -11.2 -8.1 -3.3 -19.0 -0.4 -13.1 16.9 -10.9 -20.0 -3.5 -20.0 2.6 -17.3 -20.0 -20.0 -19.4 0.3 -2.2 -20.0 -17.0 -20.0 -20.0 US20 2.8 -8.6 -1.5 -8.1 -10.7 -6.6 -4.6 -5.0 -5.3 -11.5 5.2 -1.4 -1.4 -8.4 -10.0 5.6 3.6 4.9 4.4 -2.7 0.1 -3.7 0.9 -2.1 -10.5 3.3 -17.1 5.3 -1.9 5.9 3.5 0.3 -3.2 13.1 10.6 7.8 -9.4 14.7 -3.7 -18.7 US30 1.7 -9.2 -1.2 -9.0 -12.0 -7.3 -5.1 -5.7 -5.9 -11.6 -0.6 -3.0 -8.7 -14.8 -16.0 2.5 -1.2 1.3 0.1 -5.9 -3.3 -3.1 -3.4 -4.0 -5.9 0.1 -14.7 2.2 -0.7 2.3 2.0 -7.6 -0.8 11.9 8.8 5.9 -7.8 9.6 0.1 -14.5 US5 -5.4 -8.9 -5.1 -9.7 -12.8 -7.9 -5.5 -6.0 -6.4 -19.8 6.0 -19.3 9.2 -17.1 -15.1 0.9 -2.3 -0.1 -0.9 -7.8 -0.8 -17.9 4.6 -12.4 -6.1 -7.0 -20.0 1.1 -20.0 7.7 -13.0 -9.3 -20.0 -11.5 3.0 1.6 -20.0 -20.0 -20.0 -20.0 VIX 1.3 -14.5 -10.9 -20.0 20.0 -18.5 3.0 -10.5 -12.4 15.1 -20.0 2.3 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 -20.0 0.7 -14.9 -13.7 NaN -20.0 20.0 -20.0 3.5 -11.4 -13.5 NaN NaN NaN NaN NaN -1.8 -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 -7.1 -7.3 -13.2 9.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3