******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260120_204055 produced at 2026-01-20 21:38:29.094951 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.11 0.00 -3.17 0.0 0.00 0.00 0.00 0.00 -30.23 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.56 0.0 0.00 0.00 0.00 0.00 -43.21 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.41 0.0 0.00 0.00 0.00 0.00 -4.53 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.27 -0.31 0.0 999.00 -999.00 -0.27 -0.27 -34.66 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.17 0.0 1.18 -1.18 -0.05 -0.05 -3.59 25.0 -1 -1 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.82 -0.82 -0.05 -0.05 -2.22 17.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.11 0.0 0.59 -0.59 -0.14 -0.14 -3.04 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 -23.80 59.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.35 -0.08 0.0 0.90 -0.90 -0.35 -0.35 -1.20 13.0 -5 -5 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.64 -0.64 0.00 0.00 -1.43 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -5.26 11.0 -6 -6 caleb_strategy_v3 CAD False False 0.03 0.00 -0.06 0.0 0.92 -0.92 0.00 0.00 -1.74 29.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -4.84 12.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.04 -0.04 0.0 0.50 -0.50 -0.04 -0.09 -1.69 23.0 -2 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.86 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.01 -0.03 0.0 0.71 -0.71 -0.01 -0.01 -2.10 48.0 -1 -1 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.03 0.0 0.00 -0.02 -0.02 -0.02 -7.27 26.0 -5 -5 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.38 9.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -1.72 9.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.59 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.06 -1.54 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 -1.04 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 -2.32 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 -2.16 3.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.15 -0.02 0.0 0.30 -0.30 -0.15 -0.25 -0.35 6.0 -3 -5 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -3.10 18.0 -4 -4 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.34 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 -0.69 10.0 -8 -8 caleb_strategy_v3 EUR False False 0.06 -0.26 -0.01 0.0 0.90 -0.90 -0.26 -0.13 -0.08 14.0 -4 -2 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.57 3.0 -2 -2 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.53 -0.53 0.00 0.00 -0.53 26.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.22 -0.22 -0.17 -0.17 -0.14 4.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.00 0.0 1.12 -1.12 -0.06 -0.06 -0.01 19.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.40 -0.40 0.00 0.00 -0.28 23.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.70 -0.70 0.00 -0.06 -0.21 66.0 0 -6 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.00 0.0 0.00 0.00 0.00 0.00 0.05 24.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.03 6.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.00 0.00 0.0 0.21 -0.21 0.00 0.05 0.36 51.0 0 13 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.01 0.0 0.12 -0.12 0.00 0.00 0.14 3.0 0 0 caleb_strategy_v3 BUND False False 0.07 0.00 0.01 0.0 0.65 -0.65 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 SILVER-mini False False 0.10 0.10 0.02 0.0 999.00 -999.00 0.10 0.21 0.19 999999999.0 1 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.03 0.0 0.13 -0.13 0.05 0.05 1.11 5.0 2 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.70 -0.70 0.00 0.00 0.62 17.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.03 0.0 1.17 -1.17 0.00 0.00 1.50 56.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.04 0.0 0.53 -0.53 0.00 0.00 1.74 21.0 0 0 caleb_strategy_v3 DX False False 0.04 0.17 0.04 0.0 999.00 -999.00 0.17 0.09 0.84 999999999.0 4 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.11 -0.11 0.03 0.03 1.33 4.0 1 1 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.31 2.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.18 0.06 0.0 0.80 -0.80 0.18 0.18 1.59 22.0 5 5 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.06 0.0 0.62 -0.62 0.16 0.16 0.78 8.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.64 12.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.08 0.0 0.39 -0.39 0.00 0.00 14.48 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.08 0.0 0.73 -0.73 0.00 0.00 6.67 58.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.25 0.09 0.0 999.00 -999.00 0.25 0.19 1.35 999999999.0 4 3 caleb_strategy_v3 LEANHOG False False 0.02 0.08 0.10 0.0 0.22 -0.22 0.08 0.05 5.92 13.0 5 3 caleb_strategy_v3 EUROSTX False False 0.03 0.39 0.12 0.0 0.60 -0.60 0.39 0.27 4.07 20.0 13 9 caleb_strategy_v3 BTP False False 0.06 0.00 0.15 0.0 0.61 -0.61 0.00 0.00 2.47 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.23 0.16 0.0 0.52 -0.52 0.23 0.16 11.40 36.0 16 11 caleb_strategy_v3 SMI False True 0.07 0.00 0.16 0.0 0.00 0.00 0.00 0.00 2.31 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.31 0.16 0.0 0.61 -0.61 0.31 0.31 2.66 10.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.56 -0.56 0.00 0.00 5.59 19.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.63 0.99 0.0 0.74 -0.74 0.63 0.63 80.76 60.0 51 51 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.03 0.0 1.24 -1.24 0.00 0.00 8.27 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.1 Shocked risk 78.5 Sum abs risk 65.6 Leverage 10.44 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2295824.69, 'annual_cash_vol_target': 573956.1725, 'daily_cash_vol_target': 35872.26078125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0032 0.6734 0.4679 7.4858 BITCOIN 2041.9938 89735.0000 2.2756 36.4093 BOBL 0.1622 116.4900 0.1392 2.2278 BTP 0.3997 120.6500 0.3313 5.3002 BUND 0.3414 128.0000 0.2667 4.2679 BUXL 0.8313 110.0000 0.7557 12.0917 CAC 58.2667 8049.0000 0.7239 11.5824 CAD 0.0025 0.7248 0.3403 5.4450 CANOLA 6.7070 647.1000 1.0365 16.5835 CHF 0.0055 1.2732 0.4293 6.8686 COCOA 167.7968 4718.0000 3.5565 56.9044 COFFEE 5.1017 329.3500 1.5490 24.7844 COPPER 0.0943 5.8090 1.6230 25.9676 CORN 4.5714 450.5000 1.0147 16.2360 COTTON2 0.6090 64.3500 0.9464 15.1425 CRUDE_W 0.8698 58.7700 1.4800 23.6792 DAX 172.3250 24692.0000 0.6979 11.1664 DOW 308.5623 48635.0000 0.6344 10.1511 DX 0.3189 98.4100 0.3240 5.1842 EUR 0.0041 1.1744 0.3485 5.5753 EURIBOR-ICE 0.0314 97.6250 0.0322 0.5148 EUROSTX 45.8632 5877.0000 0.7804 12.4862 FEEDCOW 3.3436 356.6500 0.9375 15.0001 GASOIL 11.4607 650.0000 1.7632 28.2111 GASOLINE 0.0299 2.0667 1.4486 23.1771 GAS_US_mini 0.1310 3.2100 4.0800 65.2793 GBP 0.0056 1.3427 0.4157 6.6508 GOLD_micro 45.1828 4800.6000 0.9412 15.0591 HEATOIL 0.0385 2.2409 1.7159 27.4543 JGB-SGX-mini 0.2238 131.1600 0.1706 2.7297 JPY 0.0000 0.0063 0.5330 8.5277 LEANHOG 1.1394 95.2000 1.1968 19.1491 LIVECOW 1.9572 234.7750 0.8337 13.3387 LUMBER-new 7.7218 615.5000 1.2546 20.0730 MXP 0.0003 0.0565 0.4623 7.3967 NASDAQ_micro 185.3230 25159.5000 0.7366 11.7855 NIKKEI 578.4081 52210.0000 1.1078 17.7256 NZD 0.0033 0.5841 0.5588 8.9410 OAT 0.3537 120.9800 0.2924 4.6778 OATIES 5.4639 304.0000 1.7973 28.7574 OJ 6.4696 202.9500 3.1878 51.0047 PALLAD 62.4580 1897.0000 3.2925 52.6794 PLAT 74.4978 2457.4000 3.0316 48.5051 REDWHEAT 7.7406 535.0000 1.4468 23.1495 RICE 0.1626 10.6700 1.5242 24.3873 ROBUSTA 55.7506 3947.0000 1.4125 22.5997 RUSSELL 22.4544 2655.8000 0.8455 13.5278 SHATZ 0.0493 106.9000 0.0461 0.7377 SILVER-mini 2.3476 94.9250 2.4731 39.5697 SMI 84.8881 13031.0000 0.6514 10.4229 SOFR 0.0448 96.4300 0.0464 0.7428 SOYBEAN 8.1886 1064.2500 0.7694 12.3107 SOYMEAL 3.7709 295.5000 1.2761 20.4176 SOYOIL 0.6610 53.0500 1.2460 19.9361 SP400 26.5980 3469.1000 0.7667 12.2674 SP500_micro 39.6497 6832.5000 0.5803 9.2850 SUGAR11 0.2173 14.3500 1.5142 24.2266 US10 0.2845 111.4062 0.2554 4.0864 US10U 0.3871 113.7188 0.3404 5.4462 US2 0.0660 104.1250 0.0634 1.0146 US20 0.6026 114.2500 0.5275 8.4395 US30 0.8637 116.5312 0.7412 11.8589 US5 0.1806 108.6328 0.1662 2.6593 VIX 0.4502 20.5500 2.1909 35.0551 WHEAT 6.2734 568.5000 1.1035 17.6559 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 673.45 0.47 315.08 1.00 315.08 35872.26 113.85 18.89 215.05 BITCOIN 89.74 2.28 204.20 1.00 204.20 35872.26 175.67 -12.49 -219.50 BOBL 1164.90 0.14 162.20 1.16 188.64 35872.26 190.17 -0.08 -1.45 BTP 1206.50 0.33 399.66 1.16 464.81 35872.26 77.18 9.37 72.33 BUND 1280.00 0.27 341.44 1.16 397.09 35872.26 90.34 2.10 19.01 BUXL 1100.00 0.76 831.31 1.16 966.81 35872.26 37.10 -3.77 -14.01 CAC 804.90 0.72 582.67 1.16 677.64 35872.26 52.94 9.08 48.09 CAD 724.75 0.34 246.64 1.00 246.64 35872.26 145.44 -4.62 -67.15 CANOLA 129.42 1.04 134.14 0.72 96.58 35872.26 371.44 0.39 14.63 CHF 1591.44 0.43 683.18 1.00 683.18 35872.26 52.51 -8.77 -46.04 COCOA 471.80 3.56 1677.97 1.00 1677.97 35872.26 21.38 -10.11 -21.61 COFFEE 1235.06 1.55 1913.15 1.00 1913.15 35872.26 18.75 1.07 2.00 COPPER 1452.25 1.62 2356.97 1.00 2356.97 35872.26 15.22 8.17 12.43 CORN 225.25 1.01 228.57 1.00 228.57 35872.26 156.94 -12.65 -198.51 COTTON2 321.75 0.95 304.51 1.00 304.51 35872.26 117.80 -18.32 -215.86 CRUDE_W 587.70 1.48 869.77 1.00 869.77 35872.26 41.24 2.47 10.19 DAX 246.92 0.70 172.32 1.16 200.41 35872.26 178.99 10.91 195.20 DOW 243.18 0.63 154.28 1.00 154.28 35872.26 232.51 -0.39 -9.02 DX 984.10 0.32 318.86 1.00 318.86 35872.26 112.50 2.89 32.50 EUR 1468.06 0.35 511.55 1.00 511.55 35872.26 70.12 -0.47 -3.26 EURIBOR-ICE 2440.62 0.03 78.53 1.16 91.32 35872.26 392.80 6.16 242.13 EUROSTX 587.70 0.78 458.63 1.16 533.39 35872.26 67.25 17.74 119.29 FEEDCOW 1783.25 0.94 1671.81 1.00 1671.81 35872.26 21.46 10.95 23.50 GASOIL 650.00 1.76 1146.07 1.00 1146.07 35872.26 31.30 9.80 30.68 GASOLINE 868.01 1.45 1257.38 1.00 1257.38 35872.26 28.53 -4.76 -13.58 GAS_US_mini 80.25 4.08 327.42 1.00 327.42 35872.26 109.56 -6.12 -67.02 GBP 839.19 0.42 348.83 1.00 348.83 35872.26 102.84 5.95 61.21 GOLD_micro 480.06 0.94 451.83 1.00 451.83 35872.26 79.39 5.51 43.78 HEATOIL 941.18 1.72 1614.96 1.00 1614.96 35872.26 22.21 1.50 3.32 JGB-SGX-mini 131160.00 0.17 22376.33 0.01 141.76 35872.26 253.04 -15.75 -398.49 JPY 793.38 0.53 422.85 1.00 422.85 35872.26 84.83 -13.80 -117.05 LEANHOG 380.80 1.20 455.75 1.00 455.75 35872.26 78.71 12.36 97.29 LIVECOW 939.10 0.83 782.90 1.00 782.90 35872.26 45.82 4.07 18.63 LUMBER-new 169.26 1.25 212.35 1.00 212.35 35872.26 168.93 -5.24 -88.51 MXP 282.45 0.46 130.57 1.00 130.57 35872.26 274.73 20.00 549.45 NASDAQ_micro 503.19 0.74 370.65 1.00 370.65 35872.26 96.78 -7.50 -72.57 NIKKEI 52210.00 1.11 57840.81 0.01 366.45 35872.26 97.89 10.74 105.11 NZD 584.10 0.56 326.40 1.00 326.40 35872.26 109.90 6.11 67.14 OAT 1209.80 0.29 353.70 1.16 411.35 35872.26 87.21 8.93 77.90 OATIES 152.00 1.80 273.19 1.00 273.19 35872.26 131.31 -15.20 -199.54 OJ 304.42 3.19 970.44 1.00 970.44 35872.26 36.96 -6.34 -23.44 PALLAD 1897.00 3.29 6245.80 1.00 6245.80 35872.26 5.74 4.12 2.37 PLAT 1228.70 3.03 3724.89 1.00 3724.89 35872.26 9.63 5.77 5.55 REDWHEAT 267.50 1.45 387.03 1.00 387.03 35872.26 92.69 -12.51 -115.94 RICE 213.40 1.52 325.27 1.00 325.27 35872.26 110.29 -8.62 -95.10 ROBUSTA 394.70 1.41 557.51 1.00 557.51 35872.26 64.34 -3.31 -21.31 RUSSELL 132.79 0.85 112.27 1.00 112.27 35872.26 319.51 13.65 436.23 SHATZ 1069.00 0.05 49.29 1.16 57.32 35872.26 625.80 0.08 5.09 SILVER-mini 2373.12 2.47 5868.99 1.00 5868.99 35872.26 6.11 9.27 5.66 SMI 1303.10 0.65 848.88 1.25 1062.99 35872.26 33.75 20.00 67.49 SOFR 2410.75 0.05 111.92 1.00 111.92 35872.26 320.50 -15.50 -496.78 SOYBEAN 532.12 0.77 409.43 1.00 409.43 35872.26 87.62 -12.76 -111.80 SOYMEAL 295.50 1.28 377.09 1.00 377.09 35872.26 95.13 -19.44 -184.91 SOYOIL 318.30 1.25 396.60 1.00 396.60 35872.26 90.45 -8.22 -74.33 SP400 3469.10 0.77 2659.80 1.00 2659.80 35872.26 13.49 6.83 9.21 SP500_micro 341.62 0.58 198.25 1.00 198.25 35872.26 180.95 -4.98 -90.09 SUGAR11 160.72 1.51 243.36 1.00 243.36 35872.26 147.41 -8.64 -127.30 US10 1114.06 0.26 284.53 1.00 284.53 35872.26 126.08 -13.86 -174.71 US10U 1137.19 0.34 387.09 1.00 387.09 35872.26 92.67 -12.14 -112.48 US2 2082.50 0.06 132.06 1.00 132.06 35872.26 271.63 -13.15 -357.31 US20 1142.50 0.53 602.64 1.00 602.64 35872.26 59.53 -4.48 -26.66 US30 1165.31 0.74 863.71 1.00 863.71 35872.26 41.53 -6.58 -27.34 US5 1086.33 0.17 180.55 1.00 180.55 35872.26 198.68 -14.22 -282.58 VIX 205.50 2.19 450.24 1.00 450.24 35872.26 79.67 -17.60 -140.21 WHEAT 284.25 1.10 313.67 1.00 313.67 35872.26 114.36 -15.66 -179.07 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 215.054 0.010 2.5 5.588 BITCOIN -219.501 0.043 2.5 -23.803 BOBL -1.452 0.004 2.5 -0.015 BTP 72.329 0.014 2.5 2.471 BUND 19.007 0.004 2.5 0.193 BUXL -14.006 0.004 2.5 -0.142 CAC 48.085 0.014 2.5 1.642 CAD -67.153 0.010 2.5 -1.745 CANOLA 14.633 0.010 2.5 0.357 CHF -46.044 0.010 2.5 -1.196 COCOA -21.606 0.010 2.5 -0.526 COFFEE 2.005 0.005 2.5 0.027 COPPER 12.428 0.043 2.5 1.348 CORN -198.509 0.010 2.5 -4.836 COTTON2 -215.857 0.010 2.5 -5.259 CRUDE_W 10.192 0.043 2.5 1.105 DAX 195.199 0.014 2.5 6.667 DOW -9.016 0.009 2.5 -0.210 DX 32.498 0.010 2.5 0.844 EUR -3.263 0.010 2.5 -0.085 EURIBOR-ICE 242.133 0.014 2.5 8.270 EUROSTX 119.292 0.014 2.5 4.075 FEEDCOW 23.495 0.013 2.5 0.780 GASOIL 30.677 0.017 2.5 1.332 GASOLINE -13.575 0.017 2.5 -0.589 GAS_US_mini -67.019 0.043 2.5 -7.268 GBP 61.206 0.010 2.5 1.590 GOLD_micro 43.776 0.014 2.5 1.495 HEATOIL 3.321 0.017 2.5 0.144 JGB-SGX-mini -398.491 0.043 2.5 -43.212 JPY -117.054 0.010 2.5 -3.041 LEANHOG 97.291 0.024 2.5 5.921 LIVECOW 18.632 0.013 2.5 0.618 LUMBER-new -88.509 0.010 2.5 -2.156 MXP 549.454 0.059 2.5 80.759 NASDAQ_micro -72.569 0.009 2.5 -1.689 NIKKEI 105.110 0.043 2.5 11.398 NZD 67.137 0.010 2.5 1.744 OAT 77.905 0.014 2.5 2.661 OATIES -199.540 0.010 2.5 -4.861 OJ -23.440 0.010 2.5 -0.571 PALLAD 2.366 0.014 2.5 0.081 PLAT 5.554 0.014 2.5 0.190 REDWHEAT -115.941 0.005 2.5 -1.540 RICE -95.103 0.010 2.5 -2.317 ROBUSTA -21.307 0.005 2.5 -0.283 RUSSELL 436.232 0.013 2.5 14.476 SHATZ 5.091 0.004 2.5 0.052 SILVER-mini 5.664 0.014 2.5 0.193 SMI 67.493 0.014 2.5 2.305 SOFR -496.778 0.024 2.5 -30.234 SOYBEAN -111.804 0.004 2.5 -1.041 SOYMEAL -184.911 0.004 2.5 -1.722 SOYOIL -74.328 0.004 2.5 -0.693 SP400 9.212 0.013 2.5 0.306 SP500_micro -90.091 0.009 2.5 -2.097 SUGAR11 -127.295 0.010 2.5 -3.101 US10 -174.711 0.005 2.5 -2.217 US10U -112.477 0.005 2.5 -1.427 US2 -357.313 0.005 2.5 -4.534 US20 -26.659 0.005 2.5 -0.338 US30 -27.335 0.005 2.5 -0.347 US5 -282.582 0.005 2.5 -3.586 VIX -140.212 0.099 2.5 -34.659 WHEAT -179.070 0.005 2.5 -2.379 ===================== Position diags ===================== AUD 2.96 BITCOIN 19.05 BOBL 1.93 BTP 2.64 BUND 0.92 BUXL 0.38 CAC 1.81 CAD 3.78 CANOLA 9.05 CHF 1.36 COCOA 0.52 COFFEE 0.25 COPPER 1.65 CORN 3.82 COTTON2 2.87 CRUDE_W 4.47 DAX 6.11 DOW 5.41 DX 2.92 EUR 1.82 EURIBOR-ICE 13.42 EUROSTX 2.30 FEEDCOW 0.71 GASOIL 1.36 GASOLINE 1.24 GAS_US_mini 11.88 GBP 2.67 GOLD_micro 2.71 HEATOIL 0.96 JGB-SGX-mini 27.44 JPY 2.20 LEANHOG 4.79 LIVECOW 1.52 LUMBER-new 4.12 MXP 40.38 NASDAQ_micro 2.25 NIKKEI 10.62 NZD 2.86 OAT 2.98 OATIES 3.20 OJ 0.90 PALLAD 0.20 PLAT 0.33 REDWHEAT 1.23 RICE 2.69 ROBUSTA 0.85 RUSSELL 10.60 SHATZ 6.35 SILVER-mini 0.21 SMI 1.15 SOFR 19.51 SOYBEAN 0.82 SOYMEAL 0.89 SOYOIL 0.84 SP400 0.45 SP500_micro 4.21 SUGAR11 3.59 US10 1.60 US10U 1.18 US2 3.45 US20 0.76 US30 0.53 US5 2.52 VIX 19.69 WHEAT 1.52 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.6 5.3 5.9 0.0 0 BITCOIN -23.8 -25.7 -21.9 0.0 0 BOBL -0.0 -0.2 0.2 -1.0 -1 BTP 2.5 2.2 2.7 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.1 -0.2 -0.1 -3.0 -3 CAC 1.6 1.5 1.8 0.0 0 CAD -1.7 -2.1 -1.4 0.0 0 CANOLA 0.4 -0.5 1.3 0.0 0 CHF -1.2 -1.3 -1.1 -5.0 -5 COCOA -0.5 -0.6 -0.5 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.3 1.2 1.5 4.0 4 CORN -4.8 -5.2 -4.5 0.0 0 COTTON2 -5.3 -5.5 -5.0 -6.0 -6 CRUDE_W 1.1 0.7 1.6 2.0 2 DAX 6.7 6.1 7.3 0.0 0 DOW -0.2 -0.8 0.3 0.0 0 DX 0.8 0.6 1.1 4.0 4 EUR -0.1 -0.3 0.1 -4.0 -4 EURIBOR-ICE 8.3 6.9 9.6 0.0 0 EUROSTX 4.1 3.8 4.3 13.0 13 FEEDCOW 0.8 0.7 0.9 2.0 2 GASOIL 1.3 1.2 1.5 1.0 1 GASOLINE -0.6 -0.7 -0.5 0.0 0 GAS_US_mini -7.3 -8.5 -6.1 -5.0 -5 GBP 1.6 1.3 1.9 5.0 5 GOLD_micro 1.5 1.2 1.8 0.0 0 HEATOIL 0.1 0.0 0.2 0.0 0 JGB-SGX-mini -43.2 -46.0 -40.5 0.0 0 JPY -3.0 -3.3 -2.8 -4.0 -4 LEANHOG 5.9 5.4 6.4 5.0 5 LIVECOW 0.6 0.5 0.8 0.0 0 LUMBER-new -2.2 -2.6 -1.7 0.0 0 MXP 80.8 76.7 84.8 51.0 51 NASDAQ_micro -1.7 -1.9 -1.5 -2.0 -2 NIKKEI 11.4 10.3 12.5 16.0 16 NZD 1.7 1.5 2.0 0.0 0 OAT 2.7 2.4 3.0 5.0 5 OATIES -4.9 -5.2 -4.5 NaN 0 OJ -0.6 -0.7 -0.5 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.2 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 -0.3 -0.4 -0.2 0.0 0 RUSSELL 14.5 13.4 15.5 0.0 0 SHATZ 0.1 -0.6 0.7 NaN 0 SILVER-mini 0.2 0.2 0.2 1.0 1 SMI 2.3 2.2 2.4 0.0 0 SOFR -30.2 -32.2 -28.3 NaN 0 SOYBEAN -1.0 -1.1 -1.0 -1.0 -1 SOYMEAL -1.7 -1.8 -1.6 -2.0 -2 SOYOIL -0.7 -0.8 -0.6 -8.0 -8 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -2.1 -2.5 -1.7 -1.0 -1 SUGAR11 -3.1 -3.5 -2.7 -4.0 -4 US10 -2.2 -2.4 -2.1 -1.0 -1 US10U -1.4 -1.5 -1.3 0.0 0 US2 -4.5 -4.9 -4.2 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -3.0 -3 US5 -3.6 -3.8 -3.3 -1.0 -1 VIX -34.7 -36.6 -32.7 -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 0.2 -0.0 0.0 0.1 -0.0 0.1 0.5 0.1 0.5 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.1 0.2 0.1 2.4 0.1 0.2 0.3 0.1 0.2 0.1 0.3 0.0 0.3 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 -0.1 -0.4 0.0 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.2 0.0 -0.2 0.0 -2.7 -0.2 -0.2 -0.5 -0.0 -0.3 -0.0 -0.0 -0.5 0.4 -0.6 -0.6 0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.3 -0.3 -0.1 -0.2 -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 0.5 0.6 -0.2 -0.2 0.3 0.7 0.7 0.7 BTP 0.3 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.0 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 0.1 0.4 0.1 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 -0.2 -0.2 -0.1 -0.2 -0.1 -0.0 -0.3 0.2 -0.4 -0.0 -0.1 0.4 0.1 0.2 0.2 -0.1 -0.1 0.0 -0.3 0.0 -0.0 -0.1 -0.0 -0.3 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 0.3 -0.2 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.4 0.1 -0.7 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.2 0.0 -0.5 -0.0 0.3 -0.1 -0.1 -0.4 0.0 -0.6 0.0 -0.0 0.3 0.6 -0.0 -0.2 -0.3 0.7 0.1 0.3 CAC 0.1 0.0 0.2 0.1 -0.2 0.4 -0.1 0.5 0.1 -0.2 0.5 -0.1 0.7 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.2 0.3 0.0 0.9 0.1 -0.2 0.2 -0.2 0.2 -0.0 0.2 -0.4 -0.4 -0.4 0.0 0.6 0.7 0.4 0.7 CAD -0.5 0.3 0.1 -0.0 0.2 -0.0 0.0 0.1 -0.0 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 0.1 -0.1 -0.1 -0.2 -0.1 -0.4 -0.3 -0.5 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.5 -0.3 -0.2 -0.1 0.0 -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 -0.0 -0.1 0.1 -0.2 0.1 1.2 -0.0 0.1 -0.2 0.1 -0.3 0.1 -0.8 0.5 0.5 -0.4 0.0 0.4 0.7 0.6 0.7 CHF -0.3 0.0 -0.3 -0.0 0.2 -0.0 0.0 0.1 -0.0 0.1 -0.2 -0.1 0.5 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.0 0.2 -0.1 -0.2 -0.0 0.2 0.0 0.0 0.2 -0.0 -1.1 0.1 -0.3 -0.2 0.0 -0.2 -0.7 -0.2 -0.7 COCOA -0.4 0.6 -0.4 -0.0 0.0 -0.3 0.0 -0.4 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 -0.1 -0.3 -0.2 -0.0 0.1 0.2 COFFEE 0.1 -0.5 0.0 -0.1 0.0 -0.5 0.1 -0.7 0.1 -0.2 0.3 -0.1 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 0.3 0.7 0.5 0.7 0.7 COPPER 0.2 0.4 0.4 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 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 0.2 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 0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.0 -0.1 -0.2 -0.1 1.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -1.1 -0.5 -0.6 -0.4 0.3 -0.1 -0.3 0.2 -0.1 COTTON2 0.3 0.2 -0.1 -0.1 0.0 -0.5 0.2 -0.7 0.1 -0.2 -0.5 0.1 -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 -0.3 -0.0 0.1 -0.1 -0.3 -0.4 -0.3 -0.2 CRUDE_W 0.3 0.1 -0.1 0.0 0.2 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 0.1 1.0 -0.0 0.0 -0.3 0.1 -0.4 0.1 -0.1 -0.4 -0.2 0.0 -0.3 0.4 0.7 0.3 0.6 DAX 0.6 0.6 -0.1 0.1 -0.2 0.4 -0.1 0.5 0.1 -0.1 0.4 0.0 0.7 0.2 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 -0.0 0.5 0.2 -2.0 0.2 -0.2 0.3 -0.1 0.4 0.2 -0.1 0.0 0.6 0.6 0.1 0.4 0.7 0.2 0.7 DOW -0.0 0.2 0.3 0.1 -0.2 0.3 -0.0 0.4 0.1 -0.1 0.4 0.0 0.6 0.1 0.2 -0.1 -0.2 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -1.5 0.1 -0.2 0.3 -0.1 0.5 0.0 -0.2 -0.2 -0.1 0.1 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.3 -0.1 0.3 -0.0 0.2 -0.0 0.0 0.1 -0.0 -0.1 0.2 0.1 -0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 0.0 -0.2 0.1 -2.7 0.0 -0.1 0.0 0.0 -0.1 0.0 0.9 0.3 0.5 -0.6 0.6 0.1 0.6 0.3 0.7 EUR -0.4 0.1 -0.3 -0.0 0.2 -0.0 0.0 0.1 -0.0 0.1 -0.0 -0.1 0.7 -0.1 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 -0.0 0.3 -0.1 1.7 -0.0 0.2 0.1 -0.0 0.4 -0.1 -0.4 -0.1 -0.4 0.0 0.1 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.5 -0.3 -0.4 -0.1 -0.1 -0.1 -0.1 -0.2 -0.1 0.0 -0.2 0.1 0.1 0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.1 0.0 -0.0 0.0 0.0 -0.1 0.0 -0.3 0.0 -0.1 -0.0 0.8 0.3 0.5 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX 0.4 0.3 0.2 0.1 -0.2 0.4 -0.1 0.5 0.1 -0.1 0.5 0.1 0.7 0.2 0.2 0.2 -0.0 0.1 0.0 0.2 0.2 -0.0 0.5 0.2 -1.0 0.2 -0.2 0.5 -0.0 0.5 0.2 0.5 0.1 0.6 0.4 0.5 0.6 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.4 -0.1 0.0 -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 -0.2 0.2 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.4 -0.3 -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 0.3 0.3 0.3 0.3 -0.0 0.0 0.1 0.1 0.1 -0.3 0.1 0.1 0.1 0.2 0.2 0.1 1.1 0.1 0.3 -0.0 0.2 0.1 0.7 -0.2 0.3 GASOLINE 0.4 -0.2 -0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.1 -0.2 0.2 -0.1 0.1 -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 0.1 -0.1 -0.1 0.4 0.7 0.3 0.7 GAS_US_mini -0.4 -0.6 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 -0.0 -0.2 -0.1 -0.1 0.4 -0.4 0.4 -0.1 -0.1 -0.1 0.0 -0.1 -0.1 2.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -1.1 -0.5 -0.6 -0.4 0.0 0.2 -0.6 -0.1 -0.7 GBP -0.1 0.4 -0.2 -0.0 0.2 -0.0 0.0 0.1 -0.0 -0.0 0.1 -0.1 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 0.3 -0.0 0.4 0.1 0.4 -0.3 0.2 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 0.3 0.1 0.3 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.1 0.7 0.1 -0.4 0.4 0.3 0.1 0.5 0.4 0.2 -0.5 -0.6 HEATOIL 0.3 -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 0.1 -2.3 -0.0 0.1 0.0 0.1 0.1 0.1 0.9 -0.0 -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 -0.1 -0.1 -0.0 -0.1 -0.3 -0.1 -0.4 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -0.2 -0.5 -0.2 -0.5 -0.2 0.8 -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 0.1 -0.0 0.0 0.1 -0.0 -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 -0.0 -0.5 -0.1 -0.7 -0.2 -0.6 -0.4 -0.2 -0.6 -0.6 -0.3 -0.5 -0.2 -0.5 LEANHOG 0.4 0.6 -0.3 -0.1 0.0 -0.5 0.1 -0.7 0.1 0.2 0.2 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 -0.5 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 0.1 0.7 LIVECOW 0.5 0.6 -0.6 -0.1 0.0 -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 0.0 0.4 0.1 -2.7 0.0 -0.1 0.1 0.0 0.4 0.0 0.9 -0.4 -0.3 0.5 0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.4 -0.7 -0.1 0.0 -0.6 0.1 -0.8 0.1 0.2 -0.5 0.2 -0.6 0.1 -0.1 -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 0.2 0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.2 0.4 0.3 -0.0 0.2 -0.0 0.0 0.1 -0.0 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 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 0.7 0.5 NASDAQ_micro -0.1 -0.1 0.0 0.1 -0.2 0.3 -0.0 0.4 0.1 -0.1 0.3 -0.1 0.5 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 -0.1 0.5 -0.0 -2.7 0.0 -0.2 0.2 -0.1 0.5 -0.0 -0.3 -0.2 -0.3 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.3 -0.1 0.4 0.1 -0.2 0.2 -0.0 0.3 0.1 -0.0 0.4 0.1 0.5 0.1 0.1 0.2 0.2 0.2 0.1 0.2 0.2 0.1 0.5 0.2 -2.2 0.1 -0.0 0.5 0.1 0.7 0.1 1.1 0.4 0.4 0.0 0.6 -0.2 0.1 -0.3 0.2 NZD -0.1 0.3 -0.1 -0.0 0.1 -0.0 0.0 0.1 -0.0 0.1 -0.2 -0.0 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 -0.0 -0.1 0.1 -0.2 0.0 2.3 -0.0 0.2 -0.2 0.1 -0.4 0.0 0.0 0.2 -0.0 0.1 -0.2 0.1 0.7 0.2 0.7 OAT 0.2 -0.1 0.0 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.0 0.0 0.2 -0.1 0.0 -0.0 0.3 0.3 0.3 0.3 -0.0 -0.0 0.0 -0.1 0.0 0.1 0.0 -0.0 -0.0 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 0.1 0.0 -0.0 -0.1 0.0 -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 0.0 -0.3 0.0 -0.4 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 0.3 0.6 -0.0 -0.7 -0.6 -0.4 -0.7 PALLAD 0.1 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 0.2 -0.1 -0.5 -0.2 0.0 0.3 -0.1 -0.5 -0.4 PLAT 0.2 0.0 -0.1 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.0 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.0 0.1 0.0 0.3 0.0 0.3 0.1 0.2 -0.2 -0.2 0.3 0.1 0.7 0.3 -0.3 -0.3 REDWHEAT 0.0 0.1 0.5 -0.1 0.0 -0.5 0.1 -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 1.1 -0.0 0.0 -0.1 -0.0 -0.4 -0.0 -0.9 0.1 -0.3 -0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.5 0.1 -0.0 0.0 -0.3 0.0 -0.5 0.0 0.1 -0.2 0.1 -0.3 0.0 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.0 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 -1.0 0.1 0.3 0.1 -0.2 -0.4 -0.6 -0.2 -0.6 ROBUSTA 0.3 -0.6 -0.2 -0.1 0.0 -0.5 0.1 -0.7 0.1 0.0 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 -0.0 -0.2 0.0 -0.1 -0.0 1.1 -0.1 0.1 -0.6 0.1 -0.1 0.3 0.3 0.7 RUSSELL 0.5 0.5 0.4 0.1 -0.2 0.3 -0.1 0.5 0.1 0.1 0.5 0.2 0.7 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.5 0.2 1.2 0.2 0.0 0.5 0.2 0.6 0.2 0.0 0.5 0.5 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 -0.1 -0.2 -0.1 0.1 -0.4 0.2 -0.4 0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.1 -0.1 0.1 -0.3 0.0 1.4 -0.1 0.1 -0.5 0.1 -0.5 -0.0 -1.1 0.5 0.6 -0.2 -0.3 0.7 0.7 0.7 0.7 SILVER-mini 0.3 0.1 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 0.6 0.6 0.2 0.7 -0.6 -0.2 SMI -0.1 0.4 0.5 0.1 -0.2 0.4 -0.1 0.5 0.1 -0.1 0.5 -0.0 0.7 0.2 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.5 0.2 1.6 0.2 -0.2 0.5 -0.1 0.6 0.2 1.1 -0.1 0.3 0.6 0.6 -0.1 0.7 -0.1 0.7 SOFR -0.2 -0.4 -0.4 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 0.0 -0.2 0.5 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.1 -0.0 -0.2 0.2 -0.2 -2.7 -0.1 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.4 -0.3 -0.2 -0.2 -0.5 -0.6 -0.4 -0.7 SOYBEAN -0.2 -0.6 0.2 -0.1 0.0 -0.5 0.1 -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 -0.2 -0.5 -0.6 0.5 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.4 -0.6 0.6 -0.1 0.0 -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 -1.7 -0.0 -0.1 0.1 -0.1 -0.0 -0.1 -0.7 -0.5 -0.6 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.5 -0.1 -0.3 -0.1 0.0 -0.5 0.1 -0.7 0.1 0.1 -0.2 0.2 0.2 0.1 -0.0 -0.2 -0.1 -0.2 -0.2 0.0 -0.0 0.2 0.1 0.2 -2.3 -0.1 0.2 -0.2 0.2 -0.1 0.1 0.0 0.5 0.6 -0.2 0.1 -0.5 -0.7 -0.5 -0.7 SP400 0.4 0.5 0.2 0.1 -0.2 0.3 -0.0 0.4 0.1 -0.0 0.5 0.1 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 -0.0 0.2 0.1 0.2 0.1 -0.0 0.5 0.2 0.2 -0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 0.0 0.2 0.1 -0.2 0.3 -0.1 0.5 0.1 -0.2 0.5 -0.1 0.7 0.1 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 -0.1 0.5 0.0 -2.7 0.0 -0.2 0.3 -0.2 0.6 -0.0 -0.3 -0.4 -0.4 -0.3 -0.4 0.2 -0.7 0.2 -0.7 SUGAR11 -0.0 0.3 -0.2 -0.1 0.0 -0.5 0.1 -0.7 0.1 -0.0 -0.3 -0.1 -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 0.0 -0.0 0.3 -0.0 -0.1 -0.5 0.1 -0.4 US10 -0.2 -0.3 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.2 0.1 -0.1 -1.4 -0.1 -0.2 0.0 -0.2 0.3 -0.2 -0.2 -0.5 -0.3 0.0 0.1 -0.7 -0.7 -0.7 -0.7 US10U -0.2 -0.3 -0.1 -0.1 -0.2 -0.3 -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 -0.2 0.1 -0.1 -2.1 -0.0 -0.2 0.2 -0.2 0.4 -0.1 -0.3 -0.5 -0.0 0.2 0.3 -0.6 -0.3 -0.6 -0.7 US2 -0.3 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.0 -0.1 -0.1 -0.2 -0.3 -0.2 -0.2 -0.1 -0.0 -0.2 -0.0 -0.2 2.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 -1.1 -0.5 -0.5 -0.0 -0.1 -0.7 -0.6 -0.7 -0.7 US20 0.0 -0.3 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.1 0.0 -0.1 -1.4 0.0 -0.2 0.1 -0.1 0.2 -0.0 0.0 -0.1 0.3 0.3 0.2 -0.3 0.5 -0.1 -0.6 US30 0.0 -0.3 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.0 -0.1 -0.3 -0.2 -0.2 0.0 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.8 -0.0 -0.2 0.0 -0.1 0.1 -0.0 -0.4 0.0 0.3 0.3 0.2 -0.3 0.3 0.0 -0.5 US5 -0.2 -0.3 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.2 0.1 -0.2 0.3 -0.2 -0.2 0.0 -0.0 -0.0 -0.0 -0.1 -0.0 -0.2 0.1 -0.2 -0.8 -0.1 -0.2 0.0 -0.2 0.3 -0.2 -0.5 -0.5 -0.3 0.0 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.3 -0.6 -0.5 -0.3 0.3 -0.7 0.3 -0.5 -0.1 0.3 -0.9 0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.2 -0.6 -0.1 NaN -0.3 0.3 -0.8 0.3 -0.6 -0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.1 -0.2 0.2 -0.1 0.0 -0.5 0.1 -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 -0.1 1.7 -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 12.7 6.0 -0.2 20.0 -0.7 2.2 2.7 -1.1 13.9 18.9 9.4 12.5 20.0 19.9 0.7 -0.7 0.3 -0.2 16.1 14.0 8.1 8.6 12.2 18.1 13.5 18.6 11.8 8.1 5.7 9.6 5.6 1.1 10.1 13.5 15.2 2.5 20.0 5.3 20.0 BITCOIN 20.0 -2.8 -20.0 15.0 6.3 19.4 8.6 19.8 10.7 -14.4 -16.6 2.0 -1.2 4.7 -18.0 -3.9 -6.2 -4.5 -5.3 -13.1 -20.0 0.2 -8.4 1.9 -20.0 -14.0 -19.4 -19.4 -2.4 -7.6 -1.6 -0.1 -20.0 13.0 -20.0 -20.0 0.6 -0.8 -20.0 -17.1 BOBL 13.5 -7.9 -7.9 -9.2 -17.2 -7.3 -9.1 -5.5 -7.5 9.0 -11.9 16.0 -5.7 -1.5 -11.1 -20.0 0.1 -12.7 -2.5 -6.7 -9.9 6.9 -7.9 2.4 3.3 -12.1 5.5 -14.8 7.1 -10.1 0.3 -6.9 20.0 20.0 -6.9 -6.4 8.0 20.0 20.0 20.0 BTP 8.2 -4.4 -1.8 -11.4 -20.0 -9.0 -11.2 -6.8 -9.3 -2.4 13.1 17.5 19.6 15.4 8.6 15.2 10.2 12.9 11.4 5.4 6.2 6.8 10.6 8.3 -20.0 7.3 -6.8 7.3 8.3 12.5 11.6 11.8 20.0 20.0 15.1 14.4 0.7 20.0 16.1 20.0 BUND 11.2 -7.8 -4.6 -9.9 -18.5 -7.9 -9.8 -6.0 -8.1 -3.2 -11.4 14.0 -12.1 -2.3 -11.2 19.1 6.2 12.1 8.3 -6.9 -9.5 4.5 -9.7 1.4 -0.0 -10.0 -4.3 -13.0 5.1 -10.1 1.5 5.6 20.0 20.0 -3.2 -3.9 1.4 20.0 14.8 20.0 BUXL 10.2 -4.6 -2.6 -9.3 -17.4 -7.4 -9.2 -5.6 -7.6 -11.5 -16.5 7.0 -19.4 -5.4 -13.4 5.0 3.5 4.6 4.2 -9.7 -14.4 0.0 -18.5 -2.1 2.1 -10.0 -12.9 -15.9 0.9 -17.0 0.3 -0.2 12.6 20.0 -0.5 -4.8 -10.2 20.0 3.5 10.3 CAC 3.7 0.7 4.7 12.7 -20.0 14.5 -5.8 15.2 8.7 -19.8 17.9 -7.5 20.0 5.2 13.0 -6.3 -2.8 -5.3 -4.0 10.0 12.6 -19.0 12.5 2.0 7.0 6.4 -20.0 7.3 -20.0 4.7 -1.2 3.9 -17.8 -12.1 -12.4 0.1 19.3 20.0 12.1 20.0 CAD -15.6 10.1 2.3 -0.2 20.0 -0.7 2.1 2.6 -1.1 12.1 -7.7 -16.1 -3.5 -0.7 2.8 -7.4 -7.5 -7.8 -7.8 -0.5 -1.0 -7.3 -4.7 -7.2 20.0 -2.4 11.2 -2.5 -5.9 -4.4 -7.8 -6.8 -11.9 -16.7 3.0 2.6 -20.0 -20.0 -20.0 -20.0 CANOLA 16.3 -8.2 -7.3 -6.0 1.2 -17.5 7.3 -20.0 4.5 10.1 -10.1 12.5 -3.8 0.1 -3.3 -15.6 -14.0 -17.8 -16.7 -4.5 -8.4 11.8 -6.3 4.9 8.8 -4.1 9.0 -8.7 10.7 -7.2 5.0 -14.5 18.8 14.6 -12.7 0.3 10.7 20.0 18.9 20.0 CHF -9.5 0.6 -10.5 -0.2 17.3 -0.6 1.8 2.3 -0.9 12.4 -5.7 -6.7 12.9 -7.0 -9.3 -17.3 -16.5 -17.3 -16.6 -3.9 -0.4 1.9 6.2 -4.7 -1.8 -2.8 20.0 0.6 3.3 6.0 -3.2 -20.0 2.4 -9.2 -6.4 0.7 -7.5 -20.0 -5.3 -20.0 COCOA -12.0 17.6 -13.7 -3.3 0.6 -9.5 4.0 -12.0 2.4 -6.6 -6.0 -6.9 -3.7 -4.4 -4.9 -3.6 5.6 -2.9 0.1 -6.1 -6.3 -14.7 -3.9 -9.2 -20.0 -3.8 -6.7 -4.3 -6.7 -1.6 -4.4 16.6 -20.0 -13.1 -1.6 -8.4 -5.3 -0.7 2.2 4.9 COFFEE 2.2 -15.3 0.0 -9.7 1.9 -20.0 11.7 -20.0 7.2 -19.9 11.7 -11.4 15.7 -10.1 -9.3 20.0 18.2 20.0 20.0 -6.5 5.6 -16.1 19.9 -10.4 -20.0 -9.6 -10.6 6.7 -10.9 20.0 -13.3 20.0 -20.0 -20.0 -20.0 9.8 20.0 16.2 20.0 20.0 COPPER 5.6 13.1 13.0 5.9 2.5 7.7 3.4 7.8 4.2 -6.3 5.2 2.5 3.4 6.3 7.6 -6.6 -6.3 -6.9 -6.6 10.5 8.4 1.3 5.5 8.0 -2.0 6.1 -5.3 6.6 -0.9 6.9 3.5 -1.1 -14.1 2.9 -2.8 -5.6 20.0 20.0 20.0 20.0 CORN -10.7 -4.6 9.5 -9.0 1.8 -20.0 10.9 -20.0 6.8 -8.8 -3.9 -12.6 -9.4 -13.5 -7.9 -20.0 -19.9 -20.0 -20.0 -7.4 -4.4 -14.2 -7.7 -13.2 8.8 -7.3 -14.5 -3.0 -18.4 -4.9 -13.7 -20.0 -20.0 -20.0 -12.4 10.2 -2.7 -9.9 6.1 -2.3 COTTON2 8.8 5.4 -1.7 -11.5 2.2 -20.0 14.0 -20.0 8.6 -20.0 -20.0 5.2 -20.0 14.0 -13.4 -20.0 -16.9 -20.0 -19.0 -5.1 -15.7 -0.6 -20.0 2.1 -11.9 -6.7 -1.7 -20.0 7.9 -20.0 8.1 -19.2 -10.7 -1.4 3.7 -1.9 -9.2 -12.3 -7.8 -7.4 CRUDE_W 10.1 1.6 -3.7 3.5 17.2 0.1 18.5 0.3 12.6 9.9 -14.6 11.2 -15.1 7.3 -9.8 0.3 4.0 0.5 1.9 -3.0 -8.1 8.6 -10.2 4.8 7.7 -1.9 1.2 -9.3 9.9 -11.9 7.7 -2.3 -15.5 -7.3 0.4 -10.7 11.2 20.0 9.7 16.8 DAX 17.8 17.9 -3.1 11.9 -20.0 13.6 -5.4 14.3 8.2 -16.3 16.3 4.0 20.0 16.7 17.5 -9.8 -7.1 -8.2 -7.2 20.0 15.1 -5.2 18.1 18.0 -14.8 19.7 -20.0 11.5 -8.3 10.8 15.3 -2.5 2.0 18.9 20.0 3.3 11.2 20.0 5.9 20.0 DOW -0.5 7.2 8.7 9.0 -20.0 10.3 -4.1 10.8 6.2 -13.3 16.5 2.0 16.4 10.9 14.4 -7.2 -8.1 -7.5 -7.6 14.9 17.8 -3.8 17.6 8.2 -11.5 10.3 -19.8 12.9 -6.2 13.1 4.4 -4.0 -7.4 -3.4 2.3 0.8 -1.9 -20.0 -6.1 -20.0 DX 10.1 -4.5 10.5 -0.2 19.1 -0.6 2.0 2.5 -1.0 -10.4 8.0 12.6 -14.6 3.1 6.8 6.1 6.2 6.1 6.1 4.2 1.4 4.1 -6.4 6.5 -20.0 0.7 -15.0 0.5 0.7 -3.6 2.4 16.9 11.1 14.6 -20.0 20.0 2.0 19.0 8.5 20.0 EUR -12.9 1.7 -7.8 -0.3 20.0 -0.7 2.2 2.7 -1.1 12.5 -0.2 -12.5 18.5 -5.9 -3.9 -8.8 -8.1 -8.6 -8.3 -3.3 3.0 -4.1 12.8 -7.7 13.0 -0.2 20.0 4.6 -1.2 10.8 -4.9 -7.6 -3.9 -12.4 1.3 4.6 -6.6 -20.0 -2.3 -20.0 EURIBOR-ICE 15.4 -9.7 -11.9 -7.0 -13.0 -5.5 -6.9 -4.2 -5.7 1.0 -7.5 9.3 3.3 0.2 -7.7 13.2 11.6 13.1 12.8 -4.1 -5.8 4.3 -0.9 2.4 0.3 -8.9 1.5 -9.7 3.1 -3.9 -0.7 14.6 13.7 16.6 -7.4 -5.8 10.9 20.0 20.0 20.0 EUROSTX 12.0 9.8 7.3 11.6 -20.0 13.3 -5.3 14.0 8.0 -15.0 20.0 7.4 20.0 16.2 19.5 8.2 -0.0 3.4 1.0 20.0 20.0 -0.5 20.0 18.4 -7.8 20.0 -20.0 18.6 -3.3 13.5 15.4 10.0 5.9 17.3 13.5 15.1 17.5 20.0 9.4 20.0 FEEDCOW 20.0 20.0 -13.4 -6.9 1.3 -20.0 8.3 -20.0 5.1 -3.4 7.6 10.0 11.1 14.6 7.7 9.4 9.2 11.6 12.0 20.0 16.2 11.9 19.8 20.0 -20.0 7.7 -0.9 8.3 6.6 16.0 10.1 20.0 -8.6 5.8 20.0 9.0 20.0 20.0 20.0 20.0 GASOIL 11.5 -10.1 -1.0 2.5 12.3 0.1 13.2 0.2 9.0 12.1 2.0 11.3 4.6 2.8 -6.0 12.7 14.9 15.0 15.9 -0.5 0.0 12.1 1.9 5.5 -2.0 5.8 13.1 4.6 14.2 4.5 11.0 20.0 4.0 9.1 -1.0 5.6 2.5 20.0 -5.1 8.4 GASOLINE 12.1 -5.8 -2.3 3.6 17.9 0.1 19.3 0.3 13.2 15.9 -7.3 15.9 -1.9 6.1 -5.4 -20.0 -11.7 -20.0 -20.0 -1.2 -3.8 14.7 -2.6 8.0 -19.2 1.0 5.5 -5.4 16.6 -5.2 12.8 -20.0 -5.1 2.5 -3.7 -4.6 12.3 20.0 7.5 20.0 GAS_US_mini -13.1 -17.3 5.4 1.5 7.7 0.0 8.3 0.1 5.6 6.7 -6.5 -1.7 -6.9 -7.6 -7.1 20.0 -20.0 20.0 -3.8 -7.0 -4.7 1.7 -3.8 -6.7 15.4 -6.8 -3.7 -3.7 -6.3 -2.5 -8.6 -20.0 -20.0 -20.0 -13.6 0.3 6.6 -16.9 -2.9 -20.0 GBP -3.6 12.0 -6.8 -0.3 20.0 -0.7 2.2 2.7 -1.1 -1.3 1.9 -12.6 14.8 12.5 13.0 0.1 0.0 0.2 0.2 7.3 5.3 -3.3 8.1 3.1 1.3 12.5 0.6 9.3 -2.3 11.3 7.0 6.6 -14.3 4.8 20.0 9.0 -0.0 -7.3 3.7 -8.6 GOLD_micro 10.4 3.1 19.0 6.5 2.7 8.4 3.7 8.6 4.6 8.7 9.3 9.3 9.4 9.3 9.5 -7.8 -10.2 -8.4 -9.0 17.2 18.2 16.9 18.2 16.4 -20.0 16.1 17.2 20.0 13.3 20.0 12.5 -6.6 17.7 9.5 2.2 15.8 13.0 5.5 -15.6 -18.3 HEATOIL 9.9 -11.5 -1.7 2.6 12.8 0.1 13.8 0.2 9.4 13.7 -0.2 12.7 3.0 -0.5 -8.9 15.7 11.9 15.4 13.7 -2.2 -1.1 15.6 1.7 5.1 -17.1 -0.4 9.8 0.1 11.0 2.5 4.9 16.6 -1.1 -2.5 -9.7 2.3 9.7 12.6 -3.0 -11.0 JGB-SGX-mini -5.5 -14.3 -17.4 -5.0 -9.2 -3.9 -4.9 -3.0 -4.0 -9.8 -11.6 -10.5 -11.2 -11.0 -11.4 5.4 13.3 11.3 12.4 -20.0 -19.6 -18.0 -16.8 -19.3 -2.0 -20.0 -17.8 -19.3 -17.5 -15.2 -19.6 15.6 -18.5 -20.0 -20.0 -20.0 -6.1 -20.0 4.6 -20.0 JPY -4.4 -2.1 -20.0 -0.2 14.2 -0.5 1.5 1.9 -0.8 -5.6 -17.6 -10.3 -16.2 -13.4 -17.0 -9.4 -10.6 -9.7 -9.8 -18.8 -20.0 -9.0 -20.0 -13.4 20.0 -20.0 -4.1 -20.0 -9.7 -20.0 -14.9 -11.0 -15.0 -6.0 -19.4 -20.0 -8.8 -13.6 -6.6 -16.4 LEANHOG 13.2 18.2 -10.5 -10.9 2.1 -20.0 13.2 -20.0 8.2 20.0 6.4 20.0 13.4 20.0 9.5 -20.0 10.8 -20.0 -1.0 18.7 9.0 20.0 8.9 20.0 -3.4 20.0 20.0 9.9 20.0 7.1 20.0 20.0 20.0 20.0 20.0 12.9 -3.4 11.8 3.9 20.0 LIVECOW 14.4 17.7 -17.0 -7.5 1.5 -20.0 9.1 -20.0 5.6 -9.8 5.6 6.6 11.0 15.2 6.5 -6.2 5.8 -3.6 0.3 12.6 10.0 3.3 15.9 13.7 -20.0 1.6 -8.6 2.7 0.6 12.3 4.1 17.6 -17.9 -9.3 16.5 0.8 20.0 20.0 20.0 20.0 LUMBER-new 17.5 11.4 -18.1 -7.8 1.5 -20.0 9.5 -20.0 5.8 16.1 -15.8 14.9 -15.3 8.5 -11.6 -20.0 -20.0 -20.0 -20.0 -6.9 -19.6 20.0 -20.0 11.9 NaN -8.7 20.0 -18.6 20.0 -16.6 9.3 -20.0 20.0 5.8 10.5 -7.4 2.7 20.0 7.3 20.0 MXP 5.4 12.4 8.0 -0.3 20.0 -0.7 2.3 2.8 -1.2 20.0 20.0 20.0 20.0 20.0 20.0 13.8 13.1 13.5 13.1 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 15.4 11.8 19.6 16.1 NASDAQ_micro -4.4 -4.6 0.9 8.5 -20.0 9.7 -3.9 10.2 5.8 -13.3 12.0 -6.7 14.6 4.3 3.8 -8.1 -8.6 -8.2 -8.3 3.5 12.4 -11.2 19.9 -2.9 -20.0 0.9 -20.0 7.7 -10.7 13.9 -3.6 -5.0 -9.3 -10.7 -13.7 -6.2 3.3 -20.0 3.0 -20.0 NIKKEI 8.3 -2.0 12.3 7.8 -19.2 8.8 -3.5 9.3 5.3 -0.1 13.8 7.7 13.8 11.1 12.7 11.4 7.7 8.3 7.2 16.9 20.0 8.4 20.0 14.8 -16.7 12.2 -5.4 17.4 5.7 18.2 9.7 20.0 17.9 12.7 0.1 20.0 -6.9 2.7 -10.4 6.9 NZD -4.1 10.5 -2.4 -0.2 16.2 -0.5 1.7 2.1 -0.9 15.1 -7.7 -0.4 -9.6 8.0 2.9 -3.9 -3.5 -4.1 -4.0 -0.4 -5.1 6.8 -7.8 1.7 16.9 -3.7 20.0 -8.4 8.2 -10.0 0.4 0.0 9.6 -1.3 2.7 -5.0 2.2 20.0 7.1 20.0 OAT 7.7 -4.2 1.3 -9.4 -17.4 -7.4 -9.2 -5.6 -7.6 -0.3 0.5 14.9 -4.1 1.9 -3.2 12.5 12.6 14.5 14.8 -0.0 -1.8 4.7 -3.5 3.7 0.4 0.3 -1.1 -1.8 5.4 -2.2 5.1 17.2 18.3 20.0 6.9 8.9 -1.7 20.0 14.3 20.0 OATIES 4.2 0.6 -1.4 -5.8 1.1 -16.9 7.0 -20.0 4.3 -1.3 -10.3 -1.5 -10.3 -1.3 -4.3 -14.8 -12.3 -17.6 -16.7 -7.1 -10.1 -3.1 -10.2 -4.4 -3.9 -8.5 2.9 -11.8 -2.8 -11.4 -4.4 -13.2 -9.7 -2.6 -10.5 -8.0 -7.4 -15.3 -3.6 -17.4 OJ 17.1 20.0 -1.8 -3.2 0.6 -9.4 3.9 -11.9 2.4 -2.4 -4.1 0.6 -6.3 4.6 0.1 2.4 2.4 -0.4 -0.3 2.9 -3.8 2.4 -7.6 5.5 -20.0 5.2 2.1 -1.3 3.8 -4.7 7.8 13.1 -0.3 9.9 17.6 -0.7 -20.0 -18.7 -12.0 -20.0 PALLAD 4.1 2.0 6.3 4.9 2.1 6.4 2.8 6.5 3.5 4.3 5.0 0.8 4.6 3.2 4.2 -2.8 -3.1 -3.1 -3.1 7.2 6.8 3.5 5.2 5.7 10.7 4.7 -1.1 8.1 -0.7 8.8 0.9 4.6 -5.5 -14.4 -4.9 0.4 7.6 -3.9 -16.5 -13.4 PLAT 7.6 1.0 -1.6 4.7 2.0 6.0 2.7 6.2 3.3 5.6 5.9 3.5 5.8 5.0 5.2 -2.4 -3.7 -3.5 -3.6 10.0 8.3 6.4 6.0 9.0 -0.4 9.1 0.3 9.5 2.0 8.9 6.0 3.6 -6.8 -4.8 10.4 4.3 20.0 9.9 -8.9 -9.3 REDWHEAT 1.1 2.1 15.6 -10.2 2.0 -20.0 12.3 -20.0 7.6 -2.7 -17.1 -3.5 -20.0 3.1 -3.5 -16.1 -16.4 -16.3 -16.6 -2.6 -8.6 -1.0 -18.2 -0.9 7.9 -1.0 2.4 -4.5 -1.2 -11.8 -0.4 -17.1 2.9 -8.5 -1.3 15.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 15.3 2.8 -3.4 0.7 -10.1 4.2 -12.7 2.6 7.1 -7.2 7.5 -7.9 4.5 -3.9 -19.9 -14.5 -20.0 -19.5 -3.3 -10.2 7.1 -13.5 3.6 0.8 -1.2 6.3 -9.6 8.3 -14.2 6.4 -18.5 6.0 9.6 3.0 -6.7 -13.3 -16.6 -5.4 -17.2 ROBUSTA 8.2 -19.0 -5.2 -6.6 1.3 -19.3 8.0 -20.0 4.9 2.2 1.7 9.4 -2.2 -3.8 -6.1 20.0 15.3 20.0 16.4 -8.9 -7.2 2.8 -2.2 -3.2 -20.0 -7.0 -0.8 -5.7 1.9 -1.4 -2.6 20.0 -5.2 3.1 -17.3 2.5 -3.1 9.7 8.6 19.8 RUSSELL 14.0 14.6 11.2 10.8 -20.0 12.3 -4.9 12.9 7.4 7.7 19.4 16.5 18.2 18.1 18.1 -4.9 -5.2 -4.8 -4.9 20.0 20.0 20.0 19.9 20.0 9.3 19.9 2.6 18.4 16.5 16.1 20.0 0.8 20.0 16.5 12.6 -2.0 -5.0 -20.0 -15.8 -20.0 SHATZ 14.7 -3.4 -9.1 -8.4 -15.6 -6.6 -8.3 -5.0 -6.8 14.2 -14.2 14.6 -10.5 0.3 -9.9 -4.8 -16.2 -12.3 -14.0 -7.3 -12.5 7.3 -10.8 1.9 10.6 -12.7 13.7 -17.0 7.8 -12.6 -0.8 -20.0 18.9 17.6 -6.8 -9.3 20.0 20.0 20.0 20.0 SILVER-mini 10.1 1.8 7.1 5.1 2.1 6.5 2.9 6.7 3.6 6.7 7.8 7.3 7.5 7.6 7.7 -3.4 -6.0 -4.6 -5.3 17.5 13.4 17.0 8.8 18.7 -6.7 13.0 7.7 14.1 8.8 12.4 10.3 0.1 17.9 11.8 17.2 17.3 6.0 20.0 -18.5 -5.3 SMI -3.3 12.7 15.3 11.5 -20.0 13.2 -5.3 13.8 7.9 -16.6 20.0 -3.4 18.5 14.4 20.0 13.7 6.0 10.6 7.9 20.0 20.0 -7.0 20.0 15.0 12.2 20.0 -20.0 20.0 -6.1 17.7 19.3 20.0 -4.2 9.4 20.0 20.0 -3.8 20.0 -4.4 20.0 SOFR -4.8 -13.7 -11.6 -10.9 -20.0 -8.6 -10.7 -6.5 -8.8 -20.0 0.9 -20.0 14.8 -20.0 -20.0 8.4 6.4 8.0 7.5 -13.3 -4.2 -20.0 6.5 -16.3 -20.0 -12.8 -20.0 -3.3 -16.1 6.8 -14.7 5.3 -16.7 -9.7 -6.1 -6.1 -14.4 -17.1 -12.8 -20.0 SOYBEAN -6.8 -17.9 6.2 -9.8 1.9 -20.0 11.9 -20.0 7.4 -4.6 1.9 -11.8 3.1 -19.3 -13.1 -5.8 -5.4 -4.4 -5.0 -10.9 -2.8 -7.5 -2.2 -13.1 -6.2 -13.2 -0.5 0.1 -9.6 2.3 -16.6 2.2 -8.4 -15.9 -20.0 16.1 -20.0 -10.1 -20.0 -6.5 SOYMEAL -11.0 -17.7 20.0 -6.8 1.3 -19.8 8.2 -20.0 5.1 -11.2 -4.5 -12.4 -9.3 -14.5 -7.6 -11.4 -14.5 -12.5 -14.1 -9.5 -3.9 -13.7 -5.7 -14.1 -12.9 -2.3 -15.3 4.2 -13.6 -0.2 -10.0 -13.7 -19.2 -17.2 -20.0 20.0 -20.0 -19.8 -13.2 -19.1 SOYOIL 16.9 -4.6 -8.9 -9.4 1.8 -20.0 11.5 -20.0 7.1 15.8 -8.0 18.0 5.7 7.0 -0.9 -9.0 -6.0 -8.7 -7.6 1.2 -2.5 20.0 1.9 14.8 -17.6 -5.1 20.0 -6.5 20.0 -2.1 7.3 0.1 20.0 20.0 -7.7 4.4 -13.7 -20.0 -14.4 -20.0 SP400 11.7 15.2 7.4 9.9 -20.0 11.3 -4.5 11.8 6.8 -2.2 17.2 12.5 12.1 15.4 16.6 -6.5 -6.1 -6.2 -6.0 19.3 15.0 12.3 11.0 20.0 3.0 12.2 -5.5 8.3 7.1 4.9 12.9 -0.8 20.0 5.3 6.9 -10.2 -2.4 -20.0 -7.6 -20.0 SP500_micro -2.9 0.2 6.7 11.2 -20.0 12.8 -5.1 13.5 7.7 -17.1 20.0 -5.2 20.0 10.3 16.3 -9.2 -9.5 -9.1 -9.1 10.7 20.0 -13.2 20.0 1.4 -20.0 4.3 -20.0 10.2 -14.5 15.4 -1.9 -6.4 -15.3 -12.3 -10.7 -11.5 5.6 -20.0 6.4 -20.0 SUGAR11 -0.8 10.0 -6.6 -7.1 1.4 -20.0 8.6 -20.0 5.3 -2.4 -12.0 -6.6 -14.9 -2.2 -7.7 18.1 11.8 16.5 12.4 -4.6 -11.8 -3.6 -17.2 -2.2 -20.0 1.2 1.1 -8.6 1.7 -14.4 5.2 20.0 1.3 -0.3 10.4 -0.8 -3.5 -16.2 2.4 -10.7 US10 -6.9 -10.8 -5.3 -9.9 -18.4 -7.8 -9.7 -5.9 -8.0 -19.3 7.2 -19.5 9.0 -18.4 -16.1 3.0 0.8 2.5 2.0 -8.4 -0.5 -20.0 4.8 -13.6 -10.6 -8.3 -20.0 1.6 -20.0 8.2 -15.8 -4.0 -20.0 -9.2 1.1 2.5 -20.0 -20.0 -20.0 -20.0 US10U -5.9 -10.2 -2.8 -11.8 -20.0 -9.4 -11.7 -7.1 -9.6 -20.0 10.0 -20.0 8.1 -20.0 -19.1 3.9 0.2 2.7 1.6 -7.6 1.0 -20.0 5.2 -13.5 -15.4 -2.9 -20.0 7.0 -20.0 12.1 -11.2 -5.3 -20.0 -0.6 7.6 8.8 -16.8 -10.1 -17.0 -20.0 US2 -8.0 -6.2 -5.7 -9.6 -18.0 -7.6 -9.5 -5.8 -7.8 -18.0 -2.2 -18.7 -1.1 -13.6 -13.5 -8.1 -13.7 -9.8 -11.2 -9.3 -3.9 -19.7 -0.6 -14.6 16.8 -12.3 -20.0 -4.2 -20.0 2.3 -18.9 -20.0 -20.0 -16.4 -0.5 -2.5 -20.0 -17.3 -20.0 -20.0 US20 0.8 -8.6 -2.2 -8.5 -15.8 -6.7 -8.4 -5.1 -6.9 -15.0 4.7 -7.2 -1.3 -10.3 -10.9 5.5 3.6 4.9 4.4 -3.8 -0.3 -9.7 0.7 -4.9 -10.3 1.7 -20.0 4.7 -9.8 5.6 -0.5 0.3 -3.8 10.8 9.3 7.2 -9.8 14.7 -3.6 -18.8 US30 0.4 -9.1 -1.8 -9.6 -17.9 -7.6 -9.5 -5.8 -7.8 -16.5 -1.1 -9.1 -8.6 -16.1 -16.6 2.5 -1.2 1.4 0.2 -6.7 -3.7 -8.6 -3.5 -6.3 -5.9 -1.3 -20.0 1.7 -8.9 2.1 -1.8 -7.6 0.5 10.5 8.3 5.5 -8.2 9.7 0.3 -14.7 US5 -7.6 -9.2 -5.8 -10.3 -19.3 -8.2 -10.2 -6.2 -8.4 -20.0 5.1 -20.0 9.2 -18.4 -16.1 1.0 -2.3 -0.0 -0.9 -9.2 -1.5 -20.0 4.3 -14.8 -6.2 -8.8 -20.0 0.2 -20.0 7.4 -16.0 -9.2 -20.0 -10.5 1.4 1.4 -20.0 -20.0 -20.0 -20.0 VIX 5.2 -12.1 -10.0 -15.9 20.0 -16.2 16.3 -9.5 -4.7 20.0 -20.0 10.4 -20.0 -16.8 -20.0 -20.0 -20.0 -20.0 -20.0 -19.2 -20.0 11.5 -14.2 -7.5 NaN -17.7 20.0 -17.7 16.7 -10.3 -5.4 NaN NaN NaN NaN NaN -1.8 -20.0 NaN NaN WHEAT 2.9 -4.8 5.9 -10.9 2.1 -20.0 13.3 -20.0 8.2 -6.9 -20.0 -0.8 -20.0 -10.4 -16.7 -19.8 -18.4 -18.7 -18.3 -10.6 -16.3 -0.9 -20.0 -4.7 12.4 -10.1 8.9 -12.2 2.1 -16.2 -4.3 -19.9 7.2 -7.3 -11.4 8.6 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3