******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260121_204107 produced at 2026-01-21 21:38:54.211493 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.14 0.0 0.00 0.00 0.00 0.00 -29.64 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 -43.08 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.44 0.0 0.00 0.00 0.00 0.00 -4.76 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.28 0.0 999.00 -999.00 -0.25 -0.25 -33.49 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.17 0.0 1.20 -1.20 -0.05 -0.05 -3.64 25.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.14 -0.11 0.0 0.59 -0.59 -0.14 -0.07 -3.11 17.0 -4 -2 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.83 -0.83 -0.05 -0.05 -2.15 17.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.10 0.0 0.00 0.00 0.00 0.00 -24.67 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.08 0.0 0.16 -0.16 -0.08 -0.08 -5.41 11.0 -6 -6 caleb_strategy_v3 CHF False False 0.07 -0.35 -0.08 0.0 0.90 -0.90 -0.35 -0.21 -1.16 13.0 -5 -3 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.65 -0.65 0.00 0.00 -1.39 13.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -4.97 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.05 0.0 0.92 -0.92 0.00 0.00 -1.55 29.0 0 0 caleb_strategy_v3 SHATZ False True 0.06 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.59 24.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.92 2.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.09 -0.03 0.0 0.52 -0.52 -0.09 -0.07 -1.54 23.0 -4 -3 caleb_strategy_v3 SP500_micro False False 0.02 -0.02 -0.03 0.0 0.73 -0.73 -0.02 0.00 -2.05 48.0 -1 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.50 9.0 -3 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.48 999999999.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.02 0.0 0.00 -0.02 -0.02 -0.02 -4.42 26.0 -5 -4 caleb_strategy_v3 SOYMEAL False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.01 -1.78 9.0 -2 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -3.19 18.0 -4 -4 caleb_strategy_v3 REDWHEAT False False 0.01 -0.06 -0.02 0.0 0.09 -0.09 -0.06 -0.05 -1.69 8.0 -5 -4 caleb_strategy_v3 SOYBEAN False False 0.02 -0.02 -0.02 0.0 0.17 -0.17 -0.02 0.00 -0.84 7.0 -1 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.14 -1.14 -0.06 -0.06 -0.27 19.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.25 4.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.31 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.26 -0.02 0.0 0.31 -0.31 -0.26 -0.26 -0.30 6.0 -5 -5 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.01 0.0 0.14 -0.14 -0.12 -0.12 -0.53 10.0 -8 -8 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.91 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.52 -0.52 0.00 0.00 -0.57 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 -0.61 3.0 -2 -2 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.23 -0.23 -0.17 -0.17 -0.18 4.0 -3 -3 caleb_strategy_v3 BUND False False 0.07 0.00 0.00 0.0 0.66 -0.66 0.00 0.00 0.07 10.0 0 0 caleb_strategy_v3 EUR False False 0.06 -0.13 0.00 0.0 0.90 -0.90 -0.13 -0.06 0.00 14.0 -2 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.41 -0.41 0.00 0.00 -0.12 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 0.02 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.07 -0.00 0.0 0.72 -0.72 -0.07 -0.05 -0.09 66.0 -6 -5 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.08 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.20 10.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.00 0.01 0.0 0.13 -0.13 0.00 0.04 0.29 3.0 0 1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 1.34 51.0 13 13 caleb_strategy_v3 SILVER-mini False False 0.10 0.20 0.02 0.0 999.00 -999.00 0.20 0.20 0.18 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.03 0.0 0.13 -0.13 0.05 0.03 1.31 5.0 2 1 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 0.04 0.0 1.19 -1.19 0.00 0.00 1.86 56.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.12 -0.12 0.03 0.06 1.48 4.0 1 2 caleb_strategy_v3 DX False False 0.04 0.09 0.04 0.0 999.00 -999.00 0.09 0.04 0.86 999999999.0 2 1 caleb_strategy_v3 SP400 False False 0.16 0.31 0.05 0.0 0.31 -0.31 0.31 0.31 0.31 2.0 2 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.16 0.06 0.0 0.63 -0.63 0.16 0.16 0.81 8.0 2 2 caleb_strategy_v3 GBP False False 0.04 0.18 0.06 0.0 0.81 -0.81 0.18 0.18 1.65 22.0 5 5 caleb_strategy_v3 NZD False False 0.03 0.00 0.06 0.0 0.54 -0.54 0.00 0.00 2.16 21.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.07 0.0 0.00 0.00 0.00 0.00 1.54 12.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.08 0.0 0.75 -0.75 0.00 0.00 6.38 58.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.19 0.08 0.0 999.00 -999.00 0.19 0.19 1.31 999999999.0 3 3 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.09 0.0 0.41 -0.41 0.00 0.00 14.35 68.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.10 0.0 0.22 -0.22 0.05 0.05 6.14 13.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.28 0.13 0.0 0.62 -0.62 0.28 0.28 4.22 20.0 9 9 caleb_strategy_v3 NIKKEI False False 0.01 0.16 0.14 0.0 0.54 -0.54 0.16 0.13 9.50 36.0 11 9 caleb_strategy_v3 BTP False False 0.06 0.00 0.14 0.0 0.62 -0.62 0.00 0.00 2.23 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.31 0.16 0.0 0.62 -0.62 0.31 0.31 2.49 10.0 5 5 caleb_strategy_v3 AUD False False 0.03 0.00 0.17 0.0 0.56 -0.56 0.00 0.00 5.87 19.0 0 0 caleb_strategy_v3 SMI False True 0.07 0.00 0.17 0.0 0.00 0.00 0.00 0.00 2.30 9.0 0 0 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 0.80 0.0 1.26 -1.26 0.00 0.00 6.38 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.64 0.98 0.0 0.75 -0.75 0.64 0.64 78.45 60.0 51 51 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 26.9 Shocked risk 76.2 Sum abs risk 66.2 Leverage 10.22 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2273998.76, 'annual_cash_vol_target': 568499.69, 'daily_cash_vol_target': 35531.230625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0031 0.6760 0.4652 7.4433 BITCOIN 2014.6419 90265.0000 2.2319 35.7107 BOBL 0.1682 116.2600 0.1446 2.3143 BTP 0.3954 120.4800 0.3282 5.2504 BUND 0.3438 127.6900 0.2693 4.3084 BUXL 0.8198 109.6600 0.7476 11.9610 CAC 61.5113 8198.5000 0.7503 12.0044 CAD 0.0024 0.7246 0.3337 5.3387 CANOLA 6.8002 657.4000 1.0344 16.5505 CHF 0.0058 1.2630 0.4591 7.3459 COCOA 165.6031 4517.0000 3.6662 58.6595 COFFEE 4.9722 330.2500 1.5056 24.0893 COPPER 0.0922 5.7580 1.6009 25.6140 CORN 4.4781 450.0000 0.9951 15.9222 COTTON2 0.6018 64.3000 0.9359 14.9741 CRUDE_W 0.8715 59.4400 1.4663 23.4601 DAX 161.9265 24934.0000 0.6494 10.3907 DOW 333.3845 49430.0000 0.6745 10.7913 DX 0.3148 98.6400 0.3192 5.1066 EUR 0.0042 1.1720 0.3601 5.7610 EURIBOR-ICE 0.0328 97.5750 0.0336 0.5372 EUROSTX 45.2412 5974.0000 0.7573 12.1168 FEEDCOW 3.2516 357.9750 0.9083 14.5331 GASOIL 11.3710 661.0000 1.7203 27.5244 GASOLINE 0.0307 2.1014 1.4605 23.3682 GAS_US_mini 0.1458 3.5000 4.1646 66.6340 GBP 0.0055 1.3424 0.4106 6.5694 GOLD_micro 44.1042 4816.4000 0.9157 14.6513 HEATOIL 0.0394 2.2893 1.7217 27.5469 JGB-SGX-mini 0.2223 131.2300 0.1694 2.7105 JPY 0.0000 0.0063 0.5249 8.3976 LEANHOG 1.1139 95.6500 1.1645 18.6328 LIVECOW 1.9034 234.9000 0.8103 12.9648 LUMBER-new 7.5886 613.0000 1.2379 19.8071 MXP 0.0003 0.0569 0.4680 7.4878 NASDAQ_micro 205.8089 25626.0000 0.8031 12.8500 NIKKEI 632.8267 53445.0000 1.1841 18.9451 NZD 0.0032 0.5859 0.5525 8.8401 OAT 0.3485 120.9000 0.2882 4.6118 OATIES 5.5136 301.0000 1.8317 29.3080 OJ 6.3126 206.8000 3.0525 48.8404 PALLAD 60.9280 1872.5000 3.2538 52.0613 PLAT 72.0914 2480.8000 2.9060 46.4956 REDWHEAT 7.6510 531.2500 1.4402 23.0429 RICE 0.1598 10.7900 1.4808 23.6928 ROBUSTA 60.4342 4076.0000 1.4827 23.7229 RUSSELL 23.7175 2710.4000 0.8751 14.0009 SHATZ 0.0519 106.8100 0.0486 0.7777 SILVER-mini 2.3797 91.9250 2.5887 41.4195 SMI 84.2018 13191.0000 0.6383 10.2132 SOFR 0.0444 96.4450 0.0461 0.7369 SOYBEAN 8.4128 1074.2500 0.7831 12.5302 SOYMEAL 3.6935 295.2000 1.2512 20.0189 SOYOIL 0.7067 54.5600 1.2952 20.7234 SP400 28.7288 3540.0000 0.8115 12.9848 SP500_micro 44.3679 6937.2500 0.6396 10.2330 SUGAR11 0.2130 14.3500 1.4844 23.7510 US10 0.2888 111.6406 0.2587 4.1396 US10U 0.3921 114.0625 0.3438 5.5003 US2 0.0650 104.1172 0.0624 0.9988 US20 0.6160 114.9375 0.5359 8.5750 US30 0.8825 117.4375 0.7514 12.0229 US5 0.1797 108.7109 0.1653 2.6453 VIX 0.4953 19.2000 2.5796 41.2734 WHEAT 6.1844 566.7500 1.0912 17.4593 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 675.95 0.47 314.45 1.00 314.45 35531.23 112.99 20.00 225.99 BITCOIN 90.26 2.23 201.46 1.00 201.46 35531.23 176.36 -12.90 -227.54 BOBL 1162.60 0.14 168.17 1.17 196.16 35531.23 181.13 -1.48 -26.87 BTP 1204.80 0.33 395.36 1.17 461.18 35531.23 77.04 8.48 65.30 BUND 1276.90 0.27 343.84 1.17 401.08 35531.23 88.59 0.73 6.51 BUXL 1096.60 0.75 819.78 1.17 956.25 35531.23 37.16 -4.82 -17.89 CAC 819.85 0.75 615.11 1.17 717.52 35531.23 49.52 9.11 45.13 CAD 724.55 0.33 241.76 1.00 241.76 35531.23 146.97 -4.06 -59.61 CANOLA 131.48 1.03 136.00 0.72 98.15 35531.23 362.01 1.51 54.84 CHF 1578.81 0.46 724.86 1.00 724.86 35531.23 49.02 -9.13 -44.74 COCOA 451.70 3.67 1656.03 1.00 1656.03 35531.23 21.46 -10.82 -23.22 COFFEE 1238.44 1.51 1864.57 1.00 1864.57 35531.23 19.06 0.64 1.23 COPPER 1439.50 1.60 2304.46 1.00 2304.46 35531.23 15.42 7.85 12.10 CORN 225.00 1.00 223.91 1.00 223.91 35531.23 158.69 -12.86 -204.08 COTTON2 321.50 0.94 300.88 1.00 300.88 35531.23 118.09 -18.80 -221.99 CRUDE_W 594.40 1.47 871.54 1.00 871.54 35531.23 40.77 2.96 12.06 DAX 249.34 0.65 161.93 1.17 188.88 35531.23 188.11 9.93 186.83 DOW 247.15 0.67 166.69 1.00 166.69 35531.23 213.15 -0.19 -4.03 DX 986.40 0.32 314.82 1.00 314.82 35531.23 112.86 2.93 33.03 EUR 1465.00 0.36 527.49 1.00 527.49 35531.23 67.36 0.02 0.12 EURIBOR-ICE 2439.38 0.03 81.91 1.17 95.55 35531.23 371.88 5.03 186.87 EUROSTX 597.40 0.76 452.41 1.17 527.73 35531.23 67.33 18.36 123.64 FEEDCOW 1789.88 0.91 1625.78 1.00 1625.78 35531.23 21.85 11.22 24.53 GASOIL 661.00 1.72 1137.10 1.00 1137.10 35531.23 31.25 10.94 34.18 GASOLINE 882.59 1.46 1289.03 1.00 1289.03 35531.23 27.56 -4.04 -11.15 GAS_US_mini 87.50 4.16 364.40 1.00 364.40 35531.23 97.50 -4.18 -40.80 GBP 839.00 0.41 344.48 1.00 344.48 35531.23 103.14 6.16 63.58 GOLD_micro 481.64 0.92 441.04 1.00 441.04 35531.23 80.56 6.74 54.32 HEATOIL 961.51 1.72 1655.41 1.00 1655.41 35531.23 21.46 3.06 6.57 JGB-SGX-mini 131230.00 0.17 22230.91 0.01 140.23 35531.23 253.37 -15.68 -397.31 JPY 792.88 0.52 416.14 1.00 416.14 35531.23 85.38 -14.04 -119.87 LEANHOG 382.60 1.16 445.56 1.00 445.56 35531.23 79.75 12.65 100.85 LIVECOW 939.60 0.81 761.36 1.00 761.36 35531.23 46.67 3.98 18.59 LUMBER-new 168.58 1.24 208.69 1.00 208.69 35531.23 170.26 -4.60 -78.39 MXP 284.50 0.47 133.14 1.00 133.14 35531.23 266.87 20.00 533.73 NASDAQ_micro 512.52 0.80 411.62 1.00 411.62 35531.23 86.32 -7.69 -66.35 NIKKEI 53445.00 1.18 63282.67 0.01 399.19 35531.23 89.01 9.84 87.58 NZD 585.90 0.55 323.71 1.00 323.71 35531.23 109.76 7.56 82.99 OAT 1209.00 0.29 348.48 1.17 406.50 35531.23 87.41 8.34 72.89 OATIES 150.50 1.83 275.68 1.00 275.68 35531.23 128.89 -15.66 -201.88 OJ 310.20 3.05 946.89 1.00 946.89 35531.23 37.52 -6.63 -24.87 PALLAD 1872.50 3.25 6092.80 1.00 6092.80 35531.23 5.83 4.18 2.44 PLAT 1240.40 2.91 3604.57 1.00 3604.57 35531.23 9.86 5.92 5.83 REDWHEAT 265.62 1.44 382.55 1.00 382.55 35531.23 92.88 -13.70 -127.27 RICE 215.80 1.48 319.56 1.00 319.56 35531.23 111.19 -8.29 -92.20 ROBUSTA 407.60 1.48 604.34 1.00 604.34 35531.23 58.79 -1.50 -8.80 RUSSELL 135.52 0.88 118.59 1.00 118.59 35531.23 299.62 14.44 432.59 SHATZ 1068.10 0.05 51.92 1.17 60.56 35531.23 586.71 -0.99 -57.92 SILVER-mini 2298.12 2.59 5949.20 1.00 5949.20 35531.23 5.97 8.61 5.14 SMI 1319.10 0.64 842.02 1.26 1057.26 35531.23 33.61 20.00 67.21 SOFR 2411.12 0.05 111.04 1.00 111.04 35531.23 319.97 -15.22 -487.01 SOYBEAN 537.12 0.78 420.64 1.00 420.64 35531.23 84.47 -10.67 -90.17 SOYMEAL 295.20 1.25 369.35 1.00 369.35 35531.23 96.20 -19.82 -190.64 SOYOIL 327.36 1.30 424.00 1.00 424.00 35531.23 83.80 -6.83 -57.26 SP400 3540.00 0.81 2872.88 1.00 2872.88 35531.23 12.37 7.64 9.44 SP500_micro 346.86 0.64 221.84 1.00 221.84 35531.23 160.17 -5.51 -88.24 SUGAR11 160.72 1.48 238.58 1.00 238.58 35531.23 148.93 -8.79 -130.88 US10 1116.41 0.26 288.84 1.00 288.84 35531.23 123.01 -13.76 -169.31 US10U 1140.62 0.34 392.11 1.00 392.11 35531.23 90.61 -12.12 -109.85 US2 2082.34 0.06 129.99 1.00 129.99 35531.23 273.34 -13.71 -374.78 US20 1149.38 0.54 615.99 1.00 615.99 35531.23 57.68 -4.20 -24.24 US30 1174.38 0.75 882.46 1.00 882.46 35531.23 40.26 -5.92 -23.85 US5 1087.11 0.17 179.73 1.00 179.73 35531.23 197.69 -14.53 -287.22 VIX 192.00 2.58 495.28 1.00 495.28 35531.23 71.74 -18.88 -135.48 WHEAT 283.38 1.09 309.22 1.00 309.22 35531.23 114.91 -16.38 -188.17 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 225.987 0.010 2.5 5.872 BITCOIN -227.541 0.043 2.5 -24.674 BOBL -26.871 0.004 2.5 -0.273 BTP 65.302 0.014 2.5 2.230 BUND 6.509 0.004 2.5 0.066 BUXL -17.895 0.004 2.5 -0.182 CAC 45.132 0.014 2.5 1.542 CAD -59.614 0.010 2.5 -1.549 CANOLA 54.839 0.010 2.5 1.336 CHF -44.742 0.010 2.5 -1.163 COCOA -23.219 0.010 2.5 -0.566 COFFEE 1.225 0.005 2.5 0.016 COPPER 12.099 0.043 2.5 1.312 CORN -204.078 0.010 2.5 -4.972 COTTON2 -221.986 0.010 2.5 -5.408 CRUDE_W 12.056 0.043 2.5 1.307 DAX 186.827 0.014 2.5 6.381 DOW -4.031 0.009 2.5 -0.094 DX 33.035 0.010 2.5 0.858 EUR 0.119 0.010 2.5 0.003 EURIBOR-ICE 186.871 0.014 2.5 6.383 EUROSTX 123.644 0.014 2.5 4.223 FEEDCOW 24.526 0.013 2.5 0.814 GASOIL 34.180 0.017 2.5 1.484 GASOLINE -11.150 0.017 2.5 -0.484 GAS_US_mini -40.804 0.043 2.5 -4.425 GBP 63.580 0.010 2.5 1.652 GOLD_micro 54.318 0.014 2.5 1.855 HEATOIL 6.572 0.017 2.5 0.285 JGB-SGX-mini -397.312 0.043 2.5 -43.084 JPY -119.874 0.010 2.5 -3.115 LEANHOG 100.850 0.024 2.5 6.138 LIVECOW 18.590 0.013 2.5 0.617 LUMBER-new -78.387 0.010 2.5 -1.910 MXP 533.730 0.059 2.5 78.447 NASDAQ_micro -66.347 0.009 2.5 -1.544 NIKKEI 87.585 0.043 2.5 9.498 NZD 82.993 0.010 2.5 2.156 OAT 72.892 0.014 2.5 2.490 OATIES -201.881 0.010 2.5 -4.918 OJ -24.868 0.010 2.5 -0.606 PALLAD 2.436 0.014 2.5 0.083 PLAT 5.832 0.014 2.5 0.199 REDWHEAT -127.270 0.005 2.5 -1.691 RICE -92.201 0.010 2.5 -2.246 ROBUSTA -8.799 0.005 2.5 -0.117 RUSSELL 432.588 0.013 2.5 14.355 SHATZ -57.925 0.004 2.5 -0.588 SILVER-mini 5.143 0.014 2.5 0.176 SMI 67.214 0.014 2.5 2.296 SOFR -487.013 0.024 2.5 -29.639 SOYBEAN -90.170 0.004 2.5 -0.840 SOYMEAL -190.639 0.004 2.5 -1.776 SOYOIL -57.257 0.004 2.5 -0.534 SP400 9.444 0.013 2.5 0.313 SP500_micro -88.245 0.009 2.5 -2.054 SUGAR11 -130.877 0.010 2.5 -3.189 US10 -169.306 0.005 2.5 -2.148 US10U -109.847 0.005 2.5 -1.394 US2 -374.781 0.005 2.5 -4.756 US20 -24.241 0.005 2.5 -0.308 US30 -23.854 0.005 2.5 -0.303 US5 -287.216 0.005 2.5 -3.645 VIX -135.477 0.099 2.5 -33.488 WHEAT -188.168 0.005 2.5 -2.500 ===================== Position diags ===================== AUD 2.94 BITCOIN 19.12 BOBL 1.84 BTP 2.63 BUND 0.90 BUXL 0.38 CAC 1.69 CAD 3.82 CANOLA 8.82 CHF 1.27 COCOA 0.52 COFFEE 0.25 COPPER 1.67 CORN 3.87 COTTON2 2.88 CRUDE_W 4.42 DAX 6.43 DOW 4.96 DX 2.93 EUR 1.75 EURIBOR-ICE 12.70 EUROSTX 2.30 FEEDCOW 0.73 GASOIL 1.36 GASOLINE 1.20 GAS_US_mini 10.57 GBP 2.68 GOLD_micro 2.75 HEATOIL 0.93 JGB-SGX-mini 27.48 JPY 2.22 LEANHOG 4.85 LIVECOW 1.55 LUMBER-new 4.15 MXP 39.22 NASDAQ_micro 2.01 NIKKEI 9.65 NZD 2.85 OAT 2.99 OATIES 3.14 OJ 0.91 PALLAD 0.20 PLAT 0.34 REDWHEAT 1.23 RICE 2.71 ROBUSTA 0.78 RUSSELL 9.94 SHATZ 5.96 SILVER-mini 0.20 SMI 1.15 SOFR 19.47 SOYBEAN 0.79 SOYMEAL 0.90 SOYOIL 0.78 SP400 0.41 SP500_micro 3.73 SUGAR11 3.63 US10 1.56 US10U 1.15 US2 3.47 US20 0.73 US30 0.51 US5 2.51 VIX 17.73 WHEAT 1.53 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.9 5.6 6.2 0.0 0 BITCOIN -24.7 -26.6 -22.8 0.0 0 BOBL -0.3 -0.5 -0.1 -1.0 -1 BTP 2.2 2.0 2.5 0.0 0 BUND 0.1 -0.0 0.2 0.0 0 BUXL -0.2 -0.2 -0.1 -3.0 -3 CAC 1.5 1.4 1.7 0.0 0 CAD -1.5 -1.9 -1.2 0.0 0 CANOLA 1.3 0.5 2.2 13.0 13 CHF -1.2 -1.3 -1.0 -5.0 -5 COCOA -0.6 -0.6 -0.5 0.0 0 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.3 1.1 1.5 3.0 3 CORN -5.0 -5.4 -4.6 0.0 0 COTTON2 -5.4 -5.7 -5.1 -6.0 -6 CRUDE_W 1.3 0.9 1.7 2.0 2 DAX 6.4 5.7 7.0 0.0 0 DOW -0.1 -0.6 0.4 -6.0 -6 DX 0.9 0.6 1.2 2.0 2 EUR 0.0 -0.2 0.2 -2.0 -2 EURIBOR-ICE 6.4 5.1 7.7 0.0 0 EUROSTX 4.2 4.0 4.5 9.0 9 FEEDCOW 0.8 0.7 0.9 2.0 2 GASOIL 1.5 1.3 1.6 1.0 1 GASOLINE -0.5 -0.6 -0.4 0.0 0 GAS_US_mini -4.4 -5.5 -3.4 -5.0 -5 GBP 1.7 1.4 1.9 5.0 5 GOLD_micro 1.9 1.6 2.1 0.0 0 HEATOIL 0.3 0.2 0.4 0.0 0 JGB-SGX-mini -43.1 -45.8 -40.3 0.0 0 JPY -3.1 -3.3 -2.9 -4.0 -4 LEANHOG 6.1 5.7 6.6 3.0 3 LIVECOW 0.6 0.5 0.8 0.0 0 LUMBER-new -1.9 -2.3 -1.5 0.0 0 MXP 78.4 74.5 82.4 51.0 51 NASDAQ_micro -1.5 -1.7 -1.3 -4.0 -4 NIKKEI 9.5 8.5 10.5 11.0 11 NZD 2.2 1.9 2.4 0.0 0 OAT 2.5 2.2 2.8 5.0 5 OATIES -4.9 -5.2 -4.6 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 -1.7 -1.8 -1.6 -5.0 -5 RICE -2.2 -2.5 -2.0 -3.0 -3 ROBUSTA -0.1 -0.2 -0.0 0.0 0 RUSSELL 14.4 13.4 15.3 0.0 0 SHATZ -0.6 -1.2 0.0 NaN 0 SILVER-mini 0.2 0.2 0.2 2.0 2 SMI 2.3 2.2 2.4 0.0 0 SOFR -29.6 -31.6 -27.7 NaN 0 SOYBEAN -0.8 -0.9 -0.8 -1.0 -1 SOYMEAL -1.8 -1.9 -1.7 -2.0 -2 SOYOIL -0.5 -0.6 -0.5 -8.0 -8 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -2.1 -2.4 -1.7 -1.0 -1 SUGAR11 -3.2 -3.6 -2.8 -4.0 -4 US10 -2.1 -2.3 -2.0 -1.0 -1 US10U -1.4 -1.5 -1.3 0.0 0 US2 -4.8 -5.1 -4.4 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -5.0 -5 US5 -3.6 -3.9 -3.4 -1.0 -1 VIX -33.5 -35.3 -31.7 -30.0 -30 WHEAT -2.5 -2.7 -2.3 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.0 0.4 0.2 0.0 0.2 -0.0 0.1 0.1 0.0 0.2 0.5 0.2 0.5 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.1 0.2 0.2 2.4 0.2 0.2 0.3 0.2 0.2 0.1 0.3 0.1 0.3 0.5 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.6 -0.1 -0.6 0.2 0.0 0.5 0.1 0.7 0.1 -0.1 -0.5 -0.0 -0.1 0.0 -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 -0.1 -0.3 -0.0 -0.0 -0.5 0.5 -0.6 -0.6 0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.2 -0.3 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 0.1 -0.2 -0.0 -0.1 -0.4 -0.0 -0.3 -0.1 -0.1 -0.1 0.0 -0.2 0.0 0.4 -0.1 -0.1 -0.4 -0.0 -0.3 -0.0 -0.4 0.3 0.6 -0.2 -0.2 0.3 0.7 0.7 0.7 BTP 0.2 -0.1 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 0.4 0.1 0.7 0.1 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.1 -0.2 0.2 0.0 0.5 0.1 0.6 0.5 0.6 0.5 0.5 0.0 0.7 0.5 0.7 BUND 0.3 -0.2 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 0.1 -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 -0.2 -0.4 -0.0 -0.4 -0.0 0.3 0.3 0.6 -0.1 -0.1 0.0 0.7 0.5 0.7 BUXL 0.3 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.5 0.0 -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 -0.2 -0.4 -0.1 -0.6 -0.0 -0.0 0.2 0.6 0.0 -0.2 -0.3 0.7 0.1 0.3 CAC 0.1 -0.0 0.1 0.1 -0.0 0.3 -0.0 0.5 0.1 -0.1 0.5 -0.1 0.7 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.3 0.0 0.9 0.1 -0.2 0.2 -0.2 0.2 -0.0 0.2 -0.4 -0.3 -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 0.1 0.1 0.0 0.2 -0.2 -0.2 -0.1 -0.0 0.0 -0.1 -0.2 -0.2 -0.2 -0.0 -0.0 -0.0 -0.1 -0.1 2.7 -0.0 0.1 -0.1 -0.0 -0.2 -0.1 -0.4 -0.2 -0.6 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 -0.2 -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 0.6 -0.4 0.0 0.4 0.7 0.6 0.7 CHF -0.3 0.0 -0.4 0.0 0.2 -0.0 0.1 0.1 0.0 0.0 -0.2 -0.1 0.4 -0.1 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.0 0.1 -0.0 -0.2 -0.0 0.1 0.0 0.0 0.2 -0.0 -1.1 -0.0 -0.3 -0.2 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 0.5 -0.5 -0.0 -0.0 -0.3 0.0 -0.4 0.0 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.2 -0.1 -0.1 -2.7 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.5 -0.4 -0.1 -0.3 -0.2 -0.0 0.1 0.2 COFFEE 0.0 -0.5 0.0 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.2 0.3 -0.2 0.6 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 0.1 -0.2 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 0.1 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 0.2 0.1 -0.3 0.1 -0.1 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 -0.2 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 -0.1 -0.1 -0.2 -0.1 1.2 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -1.1 -0.5 -0.6 -0.4 0.3 -0.1 -0.3 0.2 -0.1 COTTON2 0.3 0.2 -0.1 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.2 -0.5 -0.0 -0.7 0.1 -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 0.0 -0.7 0.1 -1.0 -0.1 -0.0 0.1 -0.1 -0.3 -0.4 -0.3 -0.2 CRUDE_W 0.4 0.1 -0.1 0.1 0.2 0.0 0.2 0.0 0.2 0.1 -0.4 0.2 -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 0.1 -0.2 0.1 -0.4 0.1 -0.1 -0.5 -0.4 -0.1 -0.4 0.4 0.7 0.3 0.6 DAX 0.5 0.6 -0.1 0.1 -0.0 0.3 -0.0 0.4 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 -0.1 0.5 0.2 -2.0 0.2 -0.2 0.3 -0.1 0.4 0.1 -0.1 -0.4 0.5 0.6 0.1 0.4 0.7 0.2 0.7 DOW -0.1 0.2 0.2 0.1 -0.0 0.2 -0.0 0.3 0.1 -0.0 0.4 0.0 0.6 0.1 0.2 -0.1 -0.2 -0.1 -0.2 0.1 0.2 0.0 0.4 0.1 -1.5 0.1 -0.0 0.3 -0.0 0.4 0.0 -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 0.2 -0.0 0.1 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 0.1 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 0.1 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 -0.0 -0.4 -0.1 -0.3 0.0 0.1 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.5 -0.3 -0.4 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -0.2 0.0 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 -0.1 -0.2 -0.0 -0.1 -0.0 0.8 0.1 0.5 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX 0.4 0.3 0.2 0.1 -0.0 0.3 -0.0 0.4 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 -0.1 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 0.0 -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 0.0 0.6 0.1 1.1 -0.0 0.2 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.4 -0.3 -0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.3 0.3 0.3 0.3 0.0 0.0 0.1 0.1 0.1 -0.3 0.1 0.2 0.1 0.2 0.2 0.1 1.1 0.1 0.2 -0.0 0.2 0.1 0.7 -0.2 0.3 GASOLINE 0.5 -0.1 -0.1 0.1 0.2 0.0 0.2 0.0 0.2 0.2 -0.2 0.2 -0.1 0.1 -0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.0 0.2 -0.1 0.1 -2.6 0.0 0.2 -0.1 0.2 -0.2 0.2 -1.1 -0.3 -0.0 -0.2 -0.1 0.4 0.7 0.2 0.7 GAS_US_mini -0.3 -0.5 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.0 -0.3 -0.1 -0.1 0.4 -0.4 0.4 -0.0 -0.1 -0.0 0.1 -0.1 -0.0 2.1 -0.1 0.1 -0.1 0.0 -0.1 -0.1 -1.1 -0.5 -0.6 -0.5 -0.0 0.2 -0.6 -0.1 -0.7 GBP -0.1 0.4 -0.2 0.0 0.2 -0.0 0.1 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 0.1 0.6 0.3 -0.0 -0.2 0.1 -0.3 GOLD_micro 0.5 0.1 0.6 0.1 0.0 0.2 0.0 0.3 0.1 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 0.2 0.7 0.2 -0.4 0.5 0.4 0.1 0.5 0.4 0.2 -0.5 -0.6 HEATOIL 0.4 -0.3 -0.0 0.0 0.2 0.0 0.2 0.0 0.1 0.1 -0.0 0.2 0.1 0.0 -0.1 0.4 0.2 0.3 0.3 -0.0 -0.0 0.2 0.0 0.1 -2.3 0.0 0.2 0.0 0.2 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 -0.4 -0.6 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -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 -0.2 -0.2 -0.1 -0.5 -0.2 -0.6 -0.2 0.8 -0.4 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY -0.1 -0.1 -0.6 0.0 0.1 -0.0 0.1 0.1 0.0 -0.1 -0.5 -0.1 -0.6 -0.1 -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 -0.5 -0.2 -0.6 -0.6 -0.3 -0.5 -0.2 -0.6 LEANHOG 0.5 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 0.3 0.2 -0.5 0.2 0.2 0.3 0.2 0.3 0.2 1.1 0.5 0.6 0.6 0.5 -0.1 0.4 0.1 0.7 LIVECOW 0.4 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 -0.1 0.4 0.0 0.9 -0.2 -0.2 0.5 0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.5 -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 0.2 NaN -0.1 0.2 -0.6 0.2 -0.7 0.2 -1.2 0.6 0.3 0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.2 0.4 0.2 0.0 0.2 -0.0 0.1 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 -0.2 -0.2 -0.1 0.1 -0.0 0.2 -0.0 0.3 0.1 -0.0 0.3 -0.0 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 -0.0 0.2 -0.1 0.4 -0.0 -0.3 -0.3 -0.4 -0.5 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 -0.2 0.3 0.1 -0.0 0.2 -0.0 0.3 0.0 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 0.1 -2.1 0.1 0.0 0.4 0.1 0.6 0.1 1.1 0.4 0.4 0.0 0.6 -0.2 0.1 -0.4 0.2 NZD -0.1 0.3 -0.1 0.0 0.2 -0.0 0.1 0.1 0.0 0.2 -0.2 0.1 -0.3 0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.1 -0.2 0.1 2.3 -0.0 0.2 -0.2 0.2 -0.4 0.0 0.0 0.3 0.0 0.1 -0.1 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 -0.1 0.0 0.1 -0.1 0.0 -0.0 0.2 0.3 0.3 0.3 -0.0 -0.0 0.0 -0.1 0.0 0.0 0.0 -0.1 -0.0 0.0 -0.1 0.0 0.9 0.4 0.6 0.2 0.3 -0.1 0.7 0.5 0.7 OATIES 0.1 0.0 -0.1 -0.1 -0.0 -0.4 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 -0.3 -0.2 -0.3 -0.3 -0.3 -0.5 -0.1 -0.6 OJ 0.5 0.6 -0.2 -0.0 -0.0 -0.3 0.0 -0.4 0.0 -0.0 -0.1 0.0 -0.2 0.1 0.0 0.1 0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 -2.7 0.1 0.0 -0.0 0.1 -0.2 0.1 0.7 -0.1 0.3 0.6 -0.0 -0.7 -0.6 -0.4 -0.7 PALLAD 0.2 0.1 0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.0 0.1 0.0 0.2 0.0 0.0 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 1.4 0.0 -0.0 0.2 -0.0 0.3 0.0 0.2 -0.2 -0.4 -0.2 0.0 0.3 -0.1 -0.5 -0.4 PLAT 0.3 0.1 -0.0 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 -0.1 0.1 -0.0 0.3 0.0 0.3 0.1 0.2 -0.1 -0.2 0.3 0.1 0.7 0.3 -0.3 -0.3 REDWHEAT 0.0 0.1 0.4 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.5 -0.1 -0.7 0.0 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 -0.0 -0.5 -0.0 1.1 -0.0 0.0 -0.1 -0.0 -0.4 -0.0 -0.9 -0.1 -0.4 -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 0.1 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.1 0.1 -0.0 0.1 -0.2 0.1 -0.5 0.1 -1.0 0.2 0.3 0.1 -0.2 -0.4 -0.6 -0.2 -0.6 ROBUSTA 0.3 -0.5 -0.2 -0.1 -0.0 -0.5 0.1 -0.7 0.0 0.1 0.1 0.1 -0.1 -0.0 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 0.1 -0.1 -0.0 -2.7 -0.1 0.1 -0.1 0.1 -0.1 -0.0 1.1 0.2 0.2 -0.5 0.1 -0.1 0.3 0.3 0.6 RUSSELL 0.5 0.4 0.3 0.1 -0.0 0.3 -0.0 0.4 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 0.2 0.5 0.2 0.5 0.2 0.0 0.5 0.6 0.4 -0.0 -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 -0.0 -0.4 0.1 -0.4 -0.0 -0.1 -0.1 -0.3 -0.2 -0.3 -0.1 -0.1 0.0 -0.3 0.0 1.4 -0.1 -0.0 -0.4 0.0 -0.4 -0.0 -1.1 0.3 0.6 -0.2 -0.3 0.7 0.7 0.7 0.7 SILVER-mini 0.3 0.0 0.2 0.1 0.0 0.2 0.0 0.2 0.0 0.0 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.1 0.1 0.2 0.2 -0.9 0.1 0.0 0.4 0.1 0.4 0.1 0.0 0.4 0.3 0.5 0.6 0.2 0.7 -0.6 -0.2 SMI -0.2 0.4 0.5 0.1 -0.0 0.3 -0.0 0.4 0.1 -0.1 0.5 -0.0 0.7 0.1 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.0 0.5 0.1 1.6 0.2 -0.1 0.5 -0.0 0.6 0.2 1.1 -0.2 0.2 0.6 0.6 -0.1 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.0 -0.2 0.5 -0.2 -0.2 0.2 0.1 0.2 0.1 -0.2 -0.1 -0.2 0.2 -0.2 -2.7 -0.1 -0.1 -0.1 -0.2 0.2 -0.2 0.3 -0.2 -0.2 -0.2 -0.2 -0.5 -0.6 -0.4 -0.7 SOYBEAN -0.1 -0.6 0.2 -0.1 -0.0 -0.5 0.1 -0.7 0.1 0.1 0.0 -0.0 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 -0.1 -0.1 -0.8 -0.1 0.2 0.0 0.1 0.1 -0.1 0.1 0.0 -0.4 -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 0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.1 -0.2 -0.2 -1.7 -0.0 -0.1 0.1 -0.2 -0.0 -0.1 -0.7 -0.5 -0.6 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.6 -0.1 -0.3 -0.1 -0.0 -0.5 0.1 -0.7 0.1 0.2 -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 -0.0 0.2 -0.1 0.2 -0.1 0.2 0.0 0.5 0.6 -0.1 0.2 -0.4 -0.7 -0.5 -0.7 SP400 0.4 0.5 0.2 0.1 -0.0 0.3 -0.0 0.4 0.1 0.1 0.5 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 0.5 0.3 0.2 -0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.2 -0.1 0.1 0.1 -0.0 0.3 -0.0 0.4 0.1 -0.0 0.5 -0.0 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 -0.1 0.2 -0.1 0.4 -0.0 -0.3 -0.3 -0.5 -0.4 -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 0.3 -0.1 -0.1 -0.0 -0.5 -0.0 -2.7 0.0 0.1 -0.2 0.1 -0.5 0.1 1.1 -0.0 -0.0 0.3 -0.0 -0.1 -0.5 0.1 -0.4 US10 -0.3 -0.3 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 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 -0.2 -1.4 -0.1 -0.2 0.0 -0.2 0.3 -0.2 -0.2 -0.3 -0.2 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 -0.2 -0.3 -0.1 -0.1 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 -0.2 -2.0 -0.0 -0.2 0.2 -0.2 0.4 -0.1 -0.3 -0.3 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 -0.2 -0.2 -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 -0.1 0.1 -0.1 0.2 -0.0 0.0 0.0 0.4 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 0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.8 -0.0 -0.1 0.0 -0.1 0.1 -0.0 -0.4 0.1 0.4 0.3 0.2 -0.3 0.3 0.0 -0.5 US5 -0.3 -0.3 -0.2 -0.1 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 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 0.4 -0.5 -0.5 -0.2 0.0 -0.6 0.1 -0.5 -0.1 -0.0 -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 -0.1 NaN -0.3 0.0 -0.6 0.1 -0.5 -0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.1 -0.1 0.2 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.2 -0.5 -0.1 -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 0.1 -0.6 -0.0 -1.1 0.1 -0.3 -0.3 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 0.9 12.6 6.4 0.7 20.0 -0.4 7.8 2.8 1.7 19.8 19.4 15.2 12.9 20.0 20.0 0.8 -0.7 0.4 -0.2 17.1 14.6 13.9 9.0 14.6 18.2 15.0 20.0 12.6 16.5 6.1 13.4 5.7 4.3 10.6 13.9 15.2 2.5 20.0 5.3 20.0 BITCOIN 20.0 -2.6 -20.0 15.3 4.0 19.8 7.8 20.0 10.7 -16.2 -16.7 -2.7 -1.5 2.3 -18.1 -3.8 -6.2 -4.5 -5.3 -13.5 -20.0 -4.7 -8.6 -0.6 -20.0 -14.6 -19.3 -19.6 -6.7 -7.9 -3.8 -0.1 -20.0 15.4 -20.0 -20.0 0.4 -0.8 -20.0 -17.0 BOBL 13.3 -6.9 -7.8 -9.9 -17.9 -7.6 -12.0 -5.7 -9.2 -9.6 -11.9 10.2 -5.8 -2.5 -11.4 -20.0 -0.1 -13.0 -2.9 -6.7 -9.5 1.2 -7.7 0.5 3.3 -11.5 -10.4 -13.8 -0.2 -9.4 -1.9 -7.3 12.8 20.0 -6.1 -6.2 7.7 20.0 20.0 20.0 BTP 7.5 -2.5 -2.0 -12.3 -20.0 -9.4 -14.8 -7.1 -11.4 -15.5 13.1 13.0 19.7 13.8 7.8 15.3 10.3 13.1 11.5 5.0 6.1 1.9 10.6 6.4 -20.0 6.6 -17.2 7.3 1.1 12.7 8.7 12.0 20.0 20.0 15.4 14.7 0.7 20.0 16.5 20.0 BUND 10.8 -7.1 -4.9 -10.7 -19.4 -8.2 -13.0 -6.2 -10.0 -14.7 -11.7 8.3 -12.2 -3.7 -11.6 19.2 6.3 12.4 8.5 -7.3 -9.6 -1.1 -9.7 -0.7 -0.0 -10.5 -17.0 -13.0 -2.6 -10.2 -1.5 5.9 12.9 20.0 -2.8 -3.8 1.3 20.0 15.1 20.0 BUXL 9.6 -4.3 -3.2 -10.0 -18.2 -7.7 -12.2 -5.8 -9.4 -16.2 -16.7 1.9 -19.5 -6.8 -13.8 4.7 3.5 4.5 4.1 -10.1 -14.7 -4.1 -18.9 -3.7 2.1 -10.9 -19.6 -16.5 -4.9 -17.7 -2.2 -0.2 8.3 20.0 0.4 -4.7 -9.8 20.0 4.0 10.3 CAC 2.0 -0.3 3.4 10.8 -4.8 12.3 -0.4 12.9 7.7 -9.6 17.4 -6.6 19.8 4.0 12.3 -6.1 -2.8 -5.3 -4.0 8.9 11.5 -12.2 11.6 1.7 6.9 5.2 -20.0 6.5 -14.4 4.3 -1.5 3.9 -16.7 -10.4 -12.9 -0.4 19.5 20.0 12.3 20.0 CAD -16.3 9.2 2.5 0.7 20.0 -0.4 7.7 2.8 1.7 19.0 -7.8 -14.1 -3.4 -1.6 2.7 -7.4 -7.6 -7.8 -7.8 -0.5 -1.0 -4.1 -4.8 -6.0 20.0 -2.3 12.6 -2.5 -2.1 -4.6 -6.3 -6.8 -6.8 -18.8 2.5 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 19.0 -5.8 -6.7 -6.0 -1.5 -18.0 5.2 -20.0 4.0 12.1 -10.1 13.3 -3.9 1.5 -2.3 -15.8 -14.1 -17.8 -16.7 -3.2 -7.9 14.6 -6.2 6.9 9.0 -2.8 15.1 -8.0 13.4 -7.0 6.7 -14.6 20.0 18.0 -11.9 1.1 10.7 20.0 18.6 20.0 CHF -9.0 1.1 -11.3 0.5 18.1 -0.3 6.2 2.2 1.4 4.1 -5.7 -5.1 12.0 -6.2 -8.4 -17.0 -16.5 -17.2 -16.6 -3.3 -0.4 1.2 5.4 -3.5 -1.7 -2.2 10.2 0.5 2.8 5.2 -2.0 -20.0 -1.6 -10.3 -5.9 0.3 -7.6 -20.0 -5.3 -20.0 COCOA -17.2 16.1 -14.3 -3.1 -0.8 -9.4 2.7 -12.0 2.1 -6.6 -6.1 -7.1 -3.7 -5.0 -5.1 -3.7 5.5 -3.0 -0.0 -7.2 -6.8 -16.8 -4.1 -11.2 -20.0 -4.3 -7.4 -4.5 -7.9 -1.7 -5.4 16.4 -20.0 -13.4 -1.6 -8.5 -4.8 -0.6 2.5 5.0 COFFEE 1.4 -15.1 0.2 -9.5 -2.4 -20.0 8.2 -20.0 6.4 -19.7 11.5 -15.6 15.7 -11.8 -10.5 20.0 18.3 20.0 20.0 -7.7 5.1 -17.8 20.0 -12.7 -20.0 -10.2 -8.3 6.1 -11.2 20.0 -13.8 20.0 -20.0 -18.0 -20.0 8.3 20.0 16.2 20.0 20.0 COPPER 4.4 12.4 13.3 6.0 1.6 7.8 3.1 8.0 4.2 -7.3 5.2 1.0 3.5 5.6 7.2 -6.4 -6.3 -6.9 -6.6 10.1 8.5 -0.7 5.6 6.7 -2.0 5.8 -7.1 6.6 -2.5 7.1 2.5 -1.2 -13.4 2.6 -3.6 -5.6 20.0 20.0 20.0 20.0 CORN -10.8 -5.1 9.0 -8.8 -2.2 -20.0 7.6 -20.0 5.9 -9.2 -4.1 -12.3 -9.5 -13.3 -8.7 -20.0 -19.9 -20.0 -20.0 -8.0 -4.8 -12.5 -8.0 -13.1 8.8 -8.1 -8.5 -3.5 -15.7 -5.0 -14.1 -20.0 -20.0 -20.0 -13.4 9.1 -2.3 -9.7 6.4 -2.2 COTTON2 7.9 5.7 -1.7 -11.3 -2.8 -20.0 9.7 -20.0 7.6 -20.0 -20.0 -1.7 -20.0 12.4 -13.4 -20.0 -17.0 -20.0 -19.2 -5.3 -15.7 -2.8 -20.0 0.8 -11.8 -6.3 -4.9 -20.0 3.5 -20.0 6.5 -19.4 -5.7 -1.1 3.4 -2.0 -9.5 -12.3 -8.1 -7.3 CRUDE_W 11.0 2.1 -3.2 5.2 20.0 0.9 20.0 0.6 15.7 14.4 -14.4 14.1 -15.0 9.9 -7.8 0.4 4.0 0.5 1.8 -2.0 -7.6 11.3 -10.0 6.3 7.7 -0.6 11.4 -8.7 13.1 -11.7 9.3 -2.3 -19.0 -11.1 -2.1 -11.1 10.9 20.0 9.9 16.6 DAX 16.0 18.7 -2.0 10.3 -4.6 11.8 -0.4 12.4 7.4 -14.3 16.2 2.2 20.0 15.4 17.0 -9.8 -7.1 -8.3 -7.3 20.0 16.1 -6.4 19.3 16.3 -14.9 20.0 -20.0 12.5 -9.9 11.9 13.7 -2.6 -16.2 15.7 18.9 3.0 11.3 20.0 6.1 20.0 DOW -2.2 4.8 6.3 7.6 -3.4 8.7 -0.3 9.1 5.5 -0.9 16.2 4.2 16.1 10.8 14.2 -7.1 -8.1 -7.5 -7.6 13.4 16.1 0.2 16.0 7.8 -11.2 8.8 -2.6 11.1 -1.9 11.3 4.1 -3.9 -2.3 -4.4 1.7 0.9 -1.9 -20.0 -6.2 -20.0 DX 10.2 -4.2 10.5 0.6 20.0 -0.3 7.3 2.6 1.6 -9.1 8.2 11.2 -14.6 4.1 6.4 6.1 6.2 6.1 6.1 4.2 1.5 2.7 -6.4 5.7 -20.0 0.5 -9.9 0.4 -0.6 -3.6 1.6 16.9 3.2 16.9 -20.0 20.0 1.7 19.2 8.5 20.0 EUR -12.1 1.6 -8.3 0.7 20.0 -0.4 7.9 2.8 1.7 10.6 -0.4 -7.9 18.3 -5.1 -2.9 -8.7 -8.1 -8.6 -8.3 -2.6 2.9 -0.1 12.2 -5.2 12.7 0.6 17.8 4.5 3.5 10.1 -1.9 -7.5 -4.1 -10.3 1.0 4.4 -6.9 -20.0 -2.4 -20.0 EURIBOR-ICE 14.9 -8.0 -12.2 -7.4 -13.5 -5.7 -9.0 -4.3 -6.9 -8.9 -7.6 4.3 3.1 -0.8 -7.8 13.3 11.6 13.2 12.9 -4.2 -5.6 -0.2 -0.9 0.7 0.2 -8.5 -9.0 -9.1 -1.7 -3.8 -2.3 14.7 5.1 16.1 -7.1 -5.7 11.0 20.0 20.0 20.0 EUROSTX 11.1 9.9 7.5 10.0 -4.5 11.4 -0.4 12.0 7.2 -7.2 20.0 8.7 20.0 15.9 19.3 8.4 0.1 3.6 1.1 20.0 20.0 2.9 20.0 18.2 -7.8 20.0 -9.6 18.8 -0.2 13.8 14.9 10.2 5.2 18.6 13.6 14.8 17.9 20.0 9.6 20.0 FEEDCOW 20.0 20.0 -12.6 -6.7 -1.7 -20.0 5.8 -20.0 4.5 -0.8 7.8 9.7 11.1 14.2 8.0 9.3 9.2 11.5 11.9 20.0 16.9 11.4 20.0 20.0 -20.0 7.5 -2.9 8.3 3.3 15.8 8.7 20.0 -0.3 7.1 20.0 8.5 20.0 20.0 20.0 20.0 GASOIL 13.2 -9.2 -0.2 3.8 20.0 0.6 17.9 0.4 11.4 13.4 2.3 12.8 4.8 5.3 -5.0 13.6 15.0 15.3 16.0 0.8 0.5 15.7 2.1 7.9 -2.0 7.2 18.6 5.3 17.4 4.8 13.2 20.0 3.9 7.4 -0.2 5.5 2.3 20.0 -5.2 8.5 GASOLINE 14.0 -4.5 -2.0 5.5 20.0 0.9 20.0 0.6 16.4 18.3 -6.8 17.7 -1.7 9.4 -3.8 -20.0 -12.9 -20.0 -20.0 0.4 -3.1 18.7 -2.4 10.4 -19.2 3.1 20.0 -4.5 20.0 -4.9 16.2 -20.0 -11.4 -0.0 -5.4 -4.6 11.8 20.0 7.3 20.0 GAS_US_mini -7.8 -14.4 6.8 2.4 14.1 0.4 11.5 0.3 7.3 8.4 -6.4 2.7 -7.1 -6.3 -6.6 20.0 -18.5 20.0 -0.1 -5.2 -4.0 8.7 -3.4 -2.5 15.9 -6.4 10.3 -3.8 1.2 -2.6 -6.2 -20.0 -20.0 -20.0 -15.0 -0.4 6.4 -16.5 -2.8 -20.0 GBP -3.9 11.7 -6.5 0.7 20.0 -0.4 7.9 2.9 1.8 2.4 2.0 -11.1 14.9 12.0 13.4 0.2 0.0 0.2 0.2 7.3 5.5 -1.8 8.2 3.4 1.3 12.6 1.3 9.6 -0.7 11.7 7.2 6.6 -14.1 3.0 18.6 8.7 -0.3 -7.3 3.5 -8.7 GOLD_micro 14.0 4.5 19.7 6.8 1.8 8.8 3.4 9.0 4.7 9.1 9.6 9.7 9.7 9.8 9.8 -7.9 -10.2 -8.4 -9.0 18.8 19.5 19.6 19.3 18.6 -20.0 17.6 18.7 20.0 15.9 20.0 14.4 -6.6 20.0 12.6 3.6 16.2 13.3 5.6 -15.8 -18.3 HEATOIL 12.8 -10.0 -1.4 4.0 20.0 0.7 18.7 0.4 11.8 14.3 -0.1 14.2 3.1 2.8 -7.9 17.7 12.2 16.1 14.1 -0.5 -0.5 19.6 1.8 8.2 -17.2 1.3 20.0 0.7 18.4 2.7 8.8 17.1 -1.9 -2.4 -9.7 2.2 9.4 12.7 -2.7 -11.0 JGB-SGX-mini -5.6 -13.5 -18.0 -5.3 -9.6 -4.1 -6.4 -3.0 -4.9 -8.8 -11.5 -10.2 -11.1 -10.9 -11.3 5.4 13.3 11.3 12.4 -20.0 -19.9 -17.5 -17.0 -19.6 -1.9 -20.0 -13.9 -19.7 -17.1 -15.5 -20.0 15.6 -16.6 -20.0 -20.0 -20.0 -6.4 -20.0 4.5 -20.0 JPY -4.5 -2.3 -20.0 0.5 16.1 -0.3 5.5 2.0 1.2 -6.2 -18.0 -10.4 -16.5 -13.5 -17.3 -9.5 -10.6 -9.7 -9.9 -19.3 -20.0 -8.6 -20.0 -13.4 20.0 -20.0 -5.1 -20.0 -9.4 -20.0 -14.8 -10.9 -20.0 -6.8 -19.9 -20.0 -8.9 -13.7 -6.5 -16.6 LEANHOG 14.3 19.3 -9.6 -10.7 -2.7 -20.0 9.2 -20.0 7.2 20.0 7.3 20.0 13.7 20.0 11.5 -20.0 10.1 -20.0 -2.3 20.0 10.3 20.0 9.6 20.0 -3.5 20.0 20.0 11.5 20.0 7.7 20.0 20.0 20.0 20.0 20.0 14.1 -3.7 11.9 3.6 20.0 LIVECOW 13.3 17.9 -17.2 -7.4 -1.8 -20.0 6.3 -20.0 5.0 -9.6 5.7 5.0 11.0 14.6 6.6 -6.6 5.6 -3.8 0.1 12.6 10.4 1.9 16.5 12.5 -20.0 0.9 -11.9 2.5 -5.2 12.2 1.6 17.3 -9.3 -7.7 16.6 0.3 20.0 20.0 20.0 20.0 LUMBER-new 20.0 12.4 -18.3 -7.7 -1.9 -20.0 6.6 -20.0 5.2 15.6 -15.6 15.9 -15.2 10.5 -10.8 -20.0 -20.0 -20.0 -20.0 -5.2 -19.1 20.0 -20.0 14.1 NaN -6.3 20.0 -17.7 20.0 -16.5 13.2 -20.0 20.0 8.9 12.0 -7.7 2.6 20.0 7.1 20.0 MXP 6.8 13.0 7.5 0.7 20.0 -0.4 8.2 3.0 1.8 20.0 20.0 20.0 20.0 20.0 20.0 13.9 13.1 13.6 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 15.8 11.8 20.0 16.2 NASDAQ_micro -5.2 -7.6 -3.0 7.2 -3.3 8.3 -0.3 8.7 5.2 -2.5 11.7 -3.4 14.4 4.1 3.7 -8.0 -8.6 -8.1 -8.3 3.0 10.8 -6.1 17.5 -2.1 -20.0 0.6 -4.2 6.3 -5.6 11.5 -2.6 -5.0 -11.5 -11.6 -13.9 -6.6 3.4 -20.0 3.1 -20.0 NIKKEI 5.9 -5.8 8.6 6.4 -2.9 7.2 -0.2 7.6 4.6 4.1 13.1 7.5 13.1 10.4 12.0 11.2 7.7 8.4 7.3 14.6 18.1 7.8 18.9 12.5 -15.9 10.5 0.9 15.0 5.1 15.8 8.1 20.0 17.1 11.6 0.6 20.0 -7.0 2.7 -10.6 6.9 NZD -2.4 10.7 -1.9 0.5 18.0 -0.3 6.1 2.2 1.4 17.0 -7.4 6.8 -9.4 10.5 4.5 -4.0 -3.5 -4.1 -4.0 0.8 -4.6 12.1 -7.7 4.7 17.0 -2.1 20.0 -7.8 14.7 -9.9 4.2 0.0 12.6 1.0 2.6 -4.4 2.2 20.0 7.3 20.0 OAT 7.4 -3.2 1.0 -10.1 -18.3 -7.8 -12.2 -5.8 -9.4 -9.7 0.5 12.4 -4.1 1.5 -3.4 12.4 12.6 14.4 14.7 -0.1 -1.8 2.2 -3.5 2.9 0.4 0.1 -5.9 -1.8 2.2 -2.3 3.9 17.2 17.6 20.0 7.3 9.3 -1.6 20.0 14.7 20.0 OATIES 3.7 0.6 -1.6 -5.5 -1.4 -16.6 4.8 -20.0 3.7 -2.3 -10.1 -1.8 -10.1 -1.3 -4.2 -15.0 -12.3 -17.6 -16.7 -6.8 -9.8 -3.3 -10.0 -4.2 -3.7 -8.2 -1.8 -11.5 -2.9 -11.2 -4.4 -13.3 -13.0 -5.0 -10.7 -8.0 -7.6 -15.4 -3.7 -17.6 OJ 15.5 20.0 -5.7 -3.2 -0.8 -9.5 2.7 -12.2 2.2 -0.6 -4.1 0.7 -6.3 4.7 0.4 2.8 2.4 -0.2 -0.2 3.1 -3.6 2.9 -7.7 5.6 -20.0 5.5 5.2 -1.0 5.8 -4.5 8.2 13.2 -2.5 9.4 18.2 -0.4 -20.0 -18.8 -12.2 -20.0 PALLAD 5.1 2.2 6.6 5.1 1.3 6.6 2.6 6.8 3.5 1.6 5.0 0.8 4.7 3.2 4.3 -2.7 -3.1 -3.1 -3.1 7.4 7.1 3.0 5.4 5.7 10.8 4.3 -3.4 8.0 -2.3 8.8 0.2 4.6 -7.3 -13.2 -5.1 0.3 7.7 -3.7 -15.6 -13.0 PLAT 8.6 2.0 -0.9 4.8 1.2 6.2 2.4 6.3 3.3 6.2 6.0 4.5 5.9 5.4 5.4 -2.4 -3.7 -3.5 -3.6 10.6 8.7 7.4 6.4 9.7 -0.4 8.8 -0.5 9.5 1.2 8.9 5.4 3.6 -5.5 -7.5 10.2 4.1 20.0 9.8 -8.4 -9.0 REDWHEAT 0.8 2.0 13.3 -9.9 -2.5 -20.0 8.5 -20.0 6.7 -10.5 -17.1 -8.0 -20.0 2.2 -4.0 -16.0 -16.4 -16.2 -16.6 -3.0 -8.7 -3.5 -18.3 -2.0 7.9 -1.0 0.6 -4.4 -0.3 -11.7 -0.3 -17.1 -5.6 -11.1 -1.2 15.0 -20.0 -20.0 -20.0 -20.0 RICE 20.0 15.0 3.9 -3.4 -0.9 -10.3 3.0 -13.1 2.3 7.3 -7.2 7.8 -8.0 5.4 -3.4 -19.9 -14.5 -20.0 -19.5 -2.6 -10.1 8.2 -13.8 4.7 0.8 -0.3 8.1 -9.2 9.9 -14.2 7.6 -18.5 7.1 10.5 4.0 -6.3 -13.4 -16.6 -5.6 -17.1 ROBUSTA 10.3 -16.7 -5.0 -6.5 -1.6 -19.4 5.6 -20.0 4.4 9.6 1.9 11.1 -2.2 -2.9 -5.7 20.0 15.3 20.0 16.4 -7.2 -6.4 6.6 -2.0 -0.9 -20.0 -6.0 10.6 -5.4 6.0 -1.4 -0.6 20.0 9.7 5.8 -16.1 2.4 -2.7 9.5 8.8 19.4 RUSSELL 15.1 13.2 9.9 9.4 -4.2 10.7 -0.3 11.2 6.7 15.2 19.7 18.1 18.4 18.9 18.6 -5.0 -5.2 -4.9 -4.9 20.0 20.0 20.0 19.2 20.0 9.3 19.6 20.0 17.6 20.0 15.2 20.0 0.9 20.0 20.0 13.2 -0.7 -5.1 -20.0 -16.0 -20.0 SHATZ 14.5 -3.7 -8.5 -8.9 -16.2 -6.9 -10.8 -5.1 -8.3 -3.8 -14.0 8.7 -10.5 -0.4 -9.9 -5.0 -16.2 -12.4 -14.0 -6.9 -11.7 2.4 -10.2 0.5 10.6 -11.5 -3.1 -15.3 1.7 -11.4 -2.1 -20.0 12.1 18.1 -5.6 -8.9 20.0 20.0 20.0 20.0 SILVER-mini 10.2 0.3 6.6 5.1 1.3 6.7 2.6 6.8 3.6 5.2 7.7 6.8 7.5 7.4 7.6 -3.4 -5.9 -4.6 -5.3 17.2 13.4 14.0 8.9 17.6 -6.7 12.6 3.8 13.8 7.2 12.3 9.7 0.1 15.3 10.7 17.0 17.0 6.1 20.0 -19.1 -5.5 SMI -6.4 11.8 15.4 9.8 -4.4 11.2 -0.4 11.7 7.0 -9.2 20.0 -4.4 18.2 13.3 19.9 13.9 6.0 10.8 8.0 20.0 20.0 -4.7 20.0 13.6 12.0 20.0 -15.1 20.0 -4.3 17.8 17.3 20.0 -6.8 6.3 20.0 20.0 -4.0 20.0 -4.7 20.0 SOFR -6.0 -13.6 -11.2 -11.7 -20.0 -9.0 -14.1 -6.7 -10.9 -17.3 -0.1 -20.0 14.6 -20.0 -20.0 8.4 6.4 8.0 7.5 -14.4 -4.9 -20.0 6.2 -17.9 -20.0 -13.9 -16.4 -4.0 -18.1 6.4 -16.6 5.4 -7.5 -5.5 -6.0 -6.0 -14.7 -16.9 -12.9 -20.0 SOYBEAN -4.6 -17.6 5.9 -9.6 -2.4 -20.0 8.3 -20.0 6.5 13.4 1.7 -3.6 3.1 -17.8 -12.9 -5.9 -5.4 -4.5 -5.0 -9.8 -2.7 -0.7 -2.2 -9.8 -6.1 -11.4 20.0 0.2 6.7 2.3 -10.4 2.2 0.3 -13.0 -20.0 15.9 -20.0 -10.2 -20.0 -6.6 SOYMEAL -11.2 -18.2 20.0 -6.7 -1.7 -20.0 5.8 -20.0 4.5 -11.2 -5.0 -12.7 -9.4 -14.7 -8.2 -11.4 -14.4 -12.4 -14.0 -10.2 -4.4 -12.7 -6.1 -14.5 -13.0 -3.4 -11.2 3.6 -13.9 -0.4 -11.3 -13.6 -20.0 -18.1 -20.0 20.0 -20.0 -19.7 -13.3 -19.0 SOYOIL 20.0 -2.9 -8.3 -9.0 -2.3 -20.0 7.8 -20.0 6.1 18.1 -7.1 19.1 5.8 10.1 1.7 -8.9 -6.0 -8.7 -7.6 4.0 -1.1 20.0 2.1 18.9 -17.2 -1.1 20.0 -5.1 20.0 -1.7 15.6 0.1 20.0 20.0 -4.2 5.5 -13.3 -20.0 -14.0 -20.0 SP400 11.3 14.1 6.7 8.5 -3.8 9.6 -0.3 10.1 6.1 10.7 17.2 14.6 12.2 16.2 16.9 -6.6 -6.1 -6.3 -6.0 18.6 14.3 16.1 10.3 20.0 3.0 11.3 11.7 7.6 11.1 4.5 12.8 -0.9 20.0 7.9 7.1 -8.9 -2.4 -20.0 -7.8 -20.0 SP500_micro -5.1 -3.3 2.3 9.4 -4.2 10.8 -0.3 11.3 6.8 -3.6 20.0 -2.3 20.0 9.4 15.6 -9.1 -9.5 -9.1 -9.1 8.8 17.3 -7.5 20.0 1.1 -20.0 3.1 -10.2 8.1 -8.6 12.5 -1.7 -6.4 -14.3 -15.1 -11.8 -11.7 5.8 -20.0 6.6 -20.0 SUGAR11 -1.5 9.8 -6.8 -6.9 -1.7 -20.0 6.0 -20.0 4.7 -3.3 -12.0 -7.9 -14.9 -3.2 -7.9 18.2 11.9 16.7 12.6 -4.8 -12.0 -3.9 -17.5 -2.7 -20.0 1.7 5.9 -8.2 4.9 -14.2 6.0 20.0 -0.0 -0.7 9.6 -0.7 -3.2 -16.2 2.6 -10.6 US10 -7.9 -10.7 -5.6 -10.5 -19.1 -8.1 -12.7 -6.1 -9.8 -13.5 6.5 -17.5 8.9 -18.0 -16.2 3.1 0.9 2.6 2.1 -8.9 -1.0 -18.0 4.5 -13.9 -10.5 -9.0 -20.0 0.9 -20.0 7.6 -16.2 -3.9 -14.5 -7.4 0.4 2.2 -20.0 -20.0 -20.0 -20.0 US10U -6.7 -10.1 -3.3 -12.7 -20.0 -9.7 -15.3 -7.3 -11.8 -15.3 9.3 -18.4 8.1 -20.0 -19.2 4.0 0.2 2.8 1.6 -8.3 0.5 -18.9 4.9 -13.9 -15.3 -3.9 -20.0 6.1 -20.0 11.4 -12.0 -5.2 -13.0 0.9 6.7 8.4 -17.2 -9.9 -17.1 -20.0 US2 -10.1 -6.3 -6.1 -10.4 -18.9 -8.0 -12.6 -6.0 -9.7 -19.0 -2.8 -19.8 -1.2 -15.4 -14.6 -7.9 -13.6 -9.7 -11.1 -10.4 -4.5 -19.9 -0.9 -15.9 16.8 -13.6 -20.0 -5.0 -20.0 2.0 -20.0 -20.0 -20.0 -14.1 -0.5 -3.1 -20.0 -17.7 -20.0 -20.0 US20 0.1 -8.1 -2.6 -9.0 -16.2 -6.9 -10.8 -5.2 -8.4 -8.6 4.3 -6.8 -1.2 -10.3 -11.1 5.6 3.6 5.0 4.5 -3.9 -0.5 -8.2 0.6 -5.1 -10.2 1.1 -13.5 4.2 -8.2 5.2 -1.3 0.4 0.5 11.7 9.1 7.0 -10.2 14.6 -3.5 -19.0 US30 0.4 -8.6 -2.2 -10.2 -18.4 -7.8 -12.3 -5.9 -9.5 -8.7 -1.4 -7.8 -8.5 -15.3 -16.4 2.6 -1.1 1.5 0.2 -6.6 -3.7 -6.9 -3.5 -6.2 -5.8 -1.5 -11.2 1.4 -6.8 1.9 -2.1 -7.5 6.2 12.1 8.6 5.5 -8.5 9.7 0.4 -14.8 US5 -9.0 -9.2 -6.0 -11.1 -20.0 -8.6 -13.5 -6.4 -10.4 -16.6 4.2 -19.7 9.2 -18.8 -16.7 1.1 -2.2 0.1 -0.8 -10.1 -2.1 -19.8 4.1 -15.7 -6.3 -9.9 -20.0 -0.5 -20.0 7.1 -17.1 -9.1 -19.3 -8.2 0.8 1.1 -20.0 -20.0 -20.0 -20.0 VIX 7.3 -10.0 -8.8 -13.3 0.7 -13.4 3.3 -7.9 -6.0 -2.0 -20.0 1.8 -20.0 -17.9 -20.0 -20.0 -20.0 -20.0 -20.0 -17.4 -18.1 1.2 -12.8 -8.6 NaN -14.9 0.7 -14.7 3.4 -8.7 -6.6 NaN NaN NaN NaN NaN -1.6 -20.0 NaN NaN WHEAT 3.1 -4.6 4.7 -10.7 -2.7 -20.0 9.2 -20.0 7.2 -17.2 -20.0 -5.7 -20.0 -10.7 -17.1 -20.0 -18.5 -18.8 -18.4 -10.8 -16.5 -3.1 -20.0 -5.4 12.4 -9.3 7.5 -12.0 4.8 -16.3 -2.6 -20.0 3.2 -8.4 -10.5 8.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3