******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260122_204053 produced at 2026-01-22 21:38:58.512228 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= Optimal positions ======================================================================================================================================================================================================================================================================================= dont_trade reduce_only weight_per_contract position_limit_weight optimum_weight start_weight maximum_weight minimum_weight previous_weight optimised_weight optimal_position position_limit_contracts previous_position optimised_position caleb_strategy_v3 SOFR False True 0.10 0.00 -3.24 0.0 0.00 0.00 0.00 0.00 -31.21 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.13 0.0 0.00 0.00 0.00 0.00 -31.55 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.46 0.0 0.00 0.00 0.00 0.00 -5.17 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.31 0.0 999.00 -999.00 -0.25 -0.25 -37.45 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.18 0.0 1.17 -1.17 -0.05 -0.05 -3.93 25.0 -1 -1 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.11 0.0 0.58 -0.58 -0.07 -0.07 -3.22 17.0 -2 -2 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.82 -0.82 -0.05 -0.05 -2.21 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 -26.48 59.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.08 0.0 0.15 -0.15 -0.08 -0.08 -5.82 11.0 -6 -6 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.07 0.0 0.89 -0.89 -0.21 -0.21 -0.97 13.0 -3 -3 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 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -5.10 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 -0.04 0.0 0.91 -0.91 0.00 0.00 -1.13 29.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.04 0.0 0.00 0.00 0.00 0.00 -0.79 24.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.07 -0.03 0.0 0.51 -0.51 -0.07 -0.09 -1.55 23.0 -3 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.23 2.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.03 0.0 0.11 -0.11 -0.04 -0.04 -2.15 9.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.72 -0.72 0.00 0.00 -1.98 48.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -1.70 9.0 -1 -1 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.13 -0.13 -0.03 -0.03 -3.05 18.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.25 4.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.11 -1.11 -0.06 -0.06 -0.41 19.0 -1 -1 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.62 999999999.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.02 0.0 0.16 -0.16 0.00 0.00 -0.77 7.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.02 0.0 0.09 -0.09 -0.05 -0.05 -1.61 8.0 -4 -4 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -1.94 3.0 0 0 caleb_strategy_v3 BUXL False False 0.06 -0.17 -0.01 0.0 0.22 -0.22 -0.17 -0.17 -0.20 4.0 -3 -3 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.54 3.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.28 9.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.02 -2.91 26.0 -4 -4 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.50 -0.50 0.00 0.00 -0.62 26.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.49 10.0 -8 -8 caleb_strategy_v3 US30 False False 0.05 -0.25 -0.01 0.0 0.30 -0.30 -0.25 -0.25 -0.27 6.0 -5 -5 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.02 6.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.05 0.00 0.0 0.70 -0.70 -0.05 -0.03 0.41 66.0 -5 -3 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 -0.00 0.0 0.40 -0.40 0.00 0.00 -0.11 23.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.00 0.0 0.64 -0.64 0.00 0.00 0.03 10.0 0 0 caleb_strategy_v3 PLAT False False 0.06 0.00 0.01 0.0 0.56 -0.56 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 DX False False 0.04 0.04 0.01 0.0 999.00 -999.00 0.04 0.04 0.17 999999999.0 1 1 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.10 2.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.01 0.0 0.12 -0.12 0.04 0.04 0.26 3.0 1 1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 1.93 51.0 13 13 caleb_strategy_v3 EUR False False 0.06 -0.06 0.01 0.0 0.89 -0.89 -0.06 -0.06 0.21 14.0 -1 -1 caleb_strategy_v3 SILVER-mini False False 0.10 0.21 0.02 0.0 999.00 -999.00 0.21 0.21 0.22 999999999.0 2 2 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.02 0.0 0.13 -0.13 0.03 0.03 0.96 5.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.03 0.0 0.69 -0.69 0.00 0.00 0.69 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.06 0.04 0.0 0.11 -0.11 0.06 0.03 1.40 4.0 2 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.19 -1.19 0.00 0.00 2.22 56.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.06 0.0 0.30 -0.30 0.30 0.30 0.38 2.0 2 2 caleb_strategy_v3 CAC False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.46 12.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.07 0.0 0.73 -0.73 0.00 0.00 5.36 58.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.07 0.0 0.53 -0.53 0.00 0.00 2.66 21.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.18 0.07 0.0 0.80 -0.80 0.18 0.15 2.03 22.0 5 4 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.07 0.0 0.62 -0.62 0.15 0.15 0.88 8.0 2 2 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.09 0.0 0.40 -0.40 0.00 0.00 15.98 68.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.19 1.40 999999999.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.11 0.0 0.22 -0.22 0.05 0.05 6.64 13.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.13 0.0 0.60 -0.60 0.27 0.27 4.27 20.0 9 9 caleb_strategy_v3 BTP False False 0.06 0.00 0.14 0.0 0.61 -0.61 0.00 0.00 2.36 10.0 0 0 caleb_strategy_v3 NIKKEI False False 0.01 0.13 0.15 0.0 0.53 -0.53 0.13 0.16 10.55 36.0 9 11 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.56 -0.56 0.00 0.00 5.35 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 2.44 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.17 0.0 0.61 -0.61 0.30 0.30 2.77 10.0 5 5 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.78 0.0 1.23 -1.23 0.00 0.00 6.33 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.63 0.99 0.0 0.74 -0.74 0.63 0.63 81.18 60.0 51 51 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.3 Shocked risk 78.7 Sum abs risk 66.2 Leverage 9.97 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2322640.08, 'annual_cash_vol_target': 580660.02, 'daily_cash_vol_target': 36291.25125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0035 0.6840 0.5149 8.2381 BITCOIN 1968.5016 89920.0000 2.1892 35.0267 BOBL 0.1611 116.2700 0.1385 2.2162 BTP 0.3890 120.6500 0.3224 5.1587 BUND 0.3342 127.7600 0.2616 4.1858 BUXL 0.8084 109.8400 0.7360 11.7762 CAC 57.0220 8153.0000 0.6994 11.1904 CAD 0.0024 0.7268 0.3345 5.3515 CANOLA 6.6719 657.6000 1.0146 16.2334 CHF 0.0058 1.2729 0.4585 7.3362 COCOA 161.0205 4507.0000 3.5727 57.1628 COFFEE 4.8543 331.2000 1.4657 23.4507 COPPER 0.0891 5.8015 1.5351 24.5611 CORN 4.4134 451.5000 0.9775 15.6401 COTTON2 0.6059 63.9100 0.9480 15.1679 CRUDE_W 0.8846 58.5200 1.5116 24.1856 DAX 165.8488 24947.0000 0.6648 10.6369 DOW 319.0442 49591.0000 0.6434 10.2936 DX 0.3185 98.1800 0.3244 5.1906 EUR 0.0044 1.1773 0.3697 5.9156 EURIBOR-ICE 0.0311 97.5800 0.0319 0.5103 EUROSTX 44.3674 5969.0000 0.7433 11.8927 FEEDCOW 3.1589 358.1250 0.8821 14.1128 GASOIL 11.8349 644.7500 1.8356 29.3692 GASOLINE 0.0316 2.0585 1.5339 24.5418 GAS_US_mini 0.1447 3.5700 4.0542 64.8675 GBP 0.0056 1.3490 0.4124 6.5977 GOLD_micro 44.7514 4951.6000 0.9038 14.4604 HEATOIL 0.0393 2.2372 1.7572 28.1157 JGB-SGX-mini 0.2489 131.8100 0.1888 3.0214 JPY 0.0000 0.0063 0.5168 8.2684 LEANHOG 1.0906 96.2750 1.1328 18.1256 LIVECOW 1.8518 234.8500 0.7885 12.6163 LUMBER-new 7.9190 601.0000 1.3176 21.0821 MXP 0.0003 0.0569 0.4617 7.3868 NASDAQ_micro 192.4256 25639.5000 0.7505 12.0081 NIKKEI 631.9161 54095.0000 1.1682 18.6906 NZD 0.0034 0.5916 0.5774 9.2382 OAT 0.3460 121.1500 0.2856 4.5698 OATIES 5.4020 300.5000 1.7977 28.7628 OJ 6.4861 216.7500 2.9925 47.8793 PALLAD 60.2167 1935.0000 3.1120 49.7916 PLAT 73.4375 2613.2000 2.8103 44.9640 REDWHEAT 7.6300 537.0000 1.4209 22.7338 RICE 0.1614 10.6250 1.5194 24.3109 ROBUSTA 59.8956 4030.0000 1.4862 23.7799 RUSSELL 23.3851 2732.5000 0.8558 13.6930 SHATZ 0.0497 106.8050 0.0465 0.7440 SILVER-mini 2.2709 96.4375 2.3548 37.6771 SMI 80.3313 13122.0000 0.6122 9.7950 SOFR 0.0444 96.4250 0.0460 0.7367 SOYBEAN 8.2881 1077.5000 0.7692 12.3071 SOYMEAL 3.7654 299.3000 1.2581 20.1290 SOYOIL 0.6969 54.2900 1.2837 20.5394 SP400 27.8355 3533.7000 0.7877 12.6034 SP500_micro 41.8555 6947.5000 0.6025 9.6393 SUGAR11 0.2112 14.4900 1.4576 23.3223 US10 0.2881 111.5938 0.2582 4.1314 US10U 0.3877 114.0938 0.3398 5.4366 US2 0.0642 104.0859 0.0617 0.9869 US20 0.6093 115.1562 0.5291 8.4661 US30 0.8754 117.8125 0.7431 11.8889 US5 0.1776 108.6328 0.1635 2.6161 VIX 0.4790 19.0500 2.5146 40.2342 WHEAT 6.3241 573.7500 1.1022 17.6357 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 684.00 0.51 352.18 1.00 352.18 36291.25 103.05 20.00 206.10 BITCOIN 89.92 2.19 196.85 1.00 196.85 36291.25 184.36 -13.24 -244.18 BOBL 1162.70 0.14 161.05 1.17 188.72 36291.25 192.30 -2.08 -40.05 BTP 1206.50 0.32 389.00 1.17 455.84 36291.25 79.61 8.66 68.97 BUND 1277.60 0.26 334.24 1.17 391.67 36291.25 92.66 0.35 3.21 BUXL 1098.40 0.74 808.44 1.17 947.35 36291.25 38.31 -5.12 -19.60 CAC 815.30 0.70 570.22 1.17 668.20 36291.25 54.31 7.85 42.64 CAD 726.85 0.33 243.11 1.00 243.11 36291.25 149.28 -2.91 -43.42 CANOLA 131.52 1.01 133.44 0.72 96.47 36291.25 376.18 2.10 79.16 CHF 1591.12 0.46 729.55 1.00 729.55 36291.25 49.74 -7.53 -37.48 COCOA 450.70 3.57 1610.20 1.00 1610.20 36291.25 22.54 -11.38 -25.64 COFFEE 1242.00 1.47 1820.36 1.00 1820.36 36291.25 19.94 0.66 1.32 COPPER 1450.38 1.54 2226.43 1.00 2226.43 36291.25 16.30 7.90 12.87 CORN 225.75 0.98 220.67 1.00 220.67 36291.25 164.46 -12.73 -209.39 COTTON2 319.55 0.95 302.93 1.00 302.93 36291.25 119.80 -19.93 -238.75 CRUDE_W 585.20 1.51 884.59 1.00 884.59 36291.25 41.03 2.16 8.85 DAX 249.47 0.66 165.85 1.17 194.35 36291.25 186.73 8.41 156.98 DOW 247.96 0.64 159.52 1.00 159.52 36291.25 227.50 0.78 17.72 DX 981.80 0.32 318.51 1.00 318.51 36291.25 113.94 0.59 6.68 EUR 1471.62 0.37 544.10 1.00 544.10 36291.25 66.70 1.23 8.19 EURIBOR-ICE 2439.50 0.03 77.80 1.17 91.17 36291.25 398.05 4.65 185.22 EUROSTX 596.90 0.74 443.67 1.17 519.91 36291.25 69.80 17.91 125.04 FEEDCOW 1790.62 0.88 1579.43 1.00 1579.43 36291.25 22.98 11.59 26.64 GASOIL 644.75 1.84 1183.49 1.00 1183.49 36291.25 30.66 10.55 32.34 GASOLINE 864.57 1.53 1326.13 1.00 1326.13 36291.25 27.37 -5.19 -14.19 GAS_US_mini 89.25 4.05 361.84 1.00 361.84 36291.25 100.30 -2.67 -26.81 GBP 843.12 0.41 347.67 1.00 347.67 36291.25 104.39 7.47 77.97 GOLD_micro 495.16 0.90 447.51 1.00 447.51 36291.25 81.10 8.01 64.97 HEATOIL 939.62 1.76 1651.13 1.00 1651.13 36291.25 21.98 2.77 6.09 JGB-SGX-mini 131810.00 0.19 24890.48 0.01 157.39 36291.25 230.58 -12.62 -290.92 JPY 792.56 0.52 409.58 1.00 409.58 36291.25 88.61 -13.98 -123.84 LEANHOG 385.10 1.13 436.26 1.00 436.26 36291.25 83.19 13.11 109.10 LIVECOW 939.40 0.79 740.73 1.00 740.73 36291.25 48.99 4.26 20.87 LUMBER-new 165.28 1.32 217.77 1.00 217.77 36291.25 166.65 -4.77 -79.46 MXP 284.65 0.46 131.42 1.00 131.42 36291.25 276.15 20.00 552.31 NASDAQ_micro 512.79 0.75 384.85 1.00 384.85 36291.25 94.30 -7.04 -66.41 NIKKEI 54095.00 1.17 63191.61 0.01 399.59 36291.25 90.82 10.72 97.33 NZD 591.65 0.58 341.61 1.00 341.61 36291.25 106.24 9.65 102.54 OAT 1211.50 0.29 346.02 1.17 405.48 36291.25 89.50 9.05 81.03 OATIES 150.25 1.80 270.10 1.00 270.10 36291.25 134.36 -15.98 -214.65 OJ 325.12 2.99 972.92 1.00 972.92 36291.25 37.30 -6.00 -22.37 PALLAD 1935.00 3.11 6021.67 1.00 6021.67 36291.25 6.03 4.72 2.84 PLAT 1306.60 2.81 3671.88 1.00 3671.88 36291.25 9.88 6.44 6.36 REDWHEAT 268.50 1.42 381.50 1.00 381.50 36291.25 95.13 -12.78 -121.54 RICE 212.50 1.52 322.88 1.00 322.88 36291.25 112.40 -8.21 -92.28 ROBUSTA 403.00 1.49 598.96 1.00 598.96 36291.25 60.59 -1.31 -7.95 RUSSELL 136.62 0.86 116.93 1.00 116.93 36291.25 310.38 15.52 481.57 SHATZ 1068.05 0.05 49.67 1.17 58.20 36291.25 623.55 -1.26 -78.27 SILVER-mini 2410.94 2.35 5677.31 1.00 5677.31 36291.25 6.39 10.29 6.58 SMI 1312.20 0.61 803.31 1.26 1015.48 36291.25 35.74 19.95 71.30 SOFR 2410.62 0.05 110.99 1.00 110.99 36291.25 326.97 -15.68 -512.76 SOYBEAN 538.75 0.77 414.40 1.00 414.40 36291.25 87.57 -9.43 -82.58 SOYMEAL 299.30 1.26 376.54 1.00 376.54 36291.25 96.38 -18.89 -182.09 SOYOIL 325.74 1.28 418.16 1.00 418.16 36291.25 86.79 -6.03 -52.34 SP400 3533.70 0.79 2783.55 1.00 2783.55 36291.25 13.04 8.74 11.39 SP500_micro 347.38 0.60 209.28 1.00 209.28 36291.25 173.41 -4.91 -85.15 SUGAR11 162.29 1.46 236.56 1.00 236.56 36291.25 153.41 -8.15 -125.09 US10 1115.94 0.26 288.15 1.00 288.15 36291.25 125.95 -13.85 -174.48 US10U 1140.94 0.34 387.68 1.00 387.68 36291.25 93.61 -12.04 -112.66 US2 2081.72 0.06 128.40 1.00 128.40 36291.25 282.64 -14.42 -407.54 US20 1151.56 0.53 609.33 1.00 609.33 36291.25 59.56 -3.72 -22.14 US30 1178.12 0.74 875.41 1.00 875.41 36291.25 41.46 -5.10 -21.14 US5 1086.33 0.16 177.62 1.00 177.62 36291.25 204.32 -15.14 -309.42 VIX 190.50 2.51 479.04 1.00 479.04 36291.25 75.76 -20.00 -151.52 WHEAT 286.88 1.10 316.20 1.00 316.20 36291.25 114.77 -14.12 -162.02 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 206.095 0.010 2.5 5.355 BITCOIN -244.183 0.043 2.5 -26.479 BOBL -40.051 0.004 2.5 -0.407 BTP 68.971 0.014 2.5 2.356 BUND 3.213 0.004 2.5 0.033 BUXL -19.599 0.004 2.5 -0.199 CAC 42.639 0.014 2.5 1.456 CAD -43.423 0.010 2.5 -1.128 CANOLA 79.155 0.010 2.5 1.928 CHF -37.482 0.010 2.5 -0.974 COCOA -25.644 0.010 2.5 -0.625 COFFEE 1.322 0.005 2.5 0.018 COPPER 12.875 0.043 2.5 1.396 CORN -209.392 0.010 2.5 -5.101 COTTON2 -238.746 0.010 2.5 -5.817 CRUDE_W 8.851 0.043 2.5 0.960 DAX 156.975 0.014 2.5 5.362 DOW 17.722 0.009 2.5 0.412 DX 6.682 0.010 2.5 0.174 EUR 8.195 0.010 2.5 0.213 EURIBOR-ICE 185.216 0.014 2.5 6.326 EUROSTX 125.040 0.014 2.5 4.271 FEEDCOW 26.636 0.013 2.5 0.884 GASOIL 32.338 0.017 2.5 1.404 GASOLINE -14.191 0.017 2.5 -0.616 GAS_US_mini -26.811 0.043 2.5 -2.907 GBP 77.973 0.010 2.5 2.026 GOLD_micro 64.970 0.014 2.5 2.219 HEATOIL 6.093 0.017 2.5 0.264 JGB-SGX-mini -290.918 0.043 2.5 -31.547 JPY -123.838 0.010 2.5 -3.218 LEANHOG 109.099 0.024 2.5 6.640 LIVECOW 20.868 0.013 2.5 0.692 LUMBER-new -79.456 0.010 2.5 -1.936 MXP 552.310 0.059 2.5 81.178 NASDAQ_micro -66.415 0.009 2.5 -1.546 NIKKEI 97.330 0.043 2.5 10.554 NZD 102.535 0.010 2.5 2.664 OAT 81.026 0.014 2.5 2.768 OATIES -214.647 0.010 2.5 -5.229 OJ -22.369 0.010 2.5 -0.545 PALLAD 2.843 0.014 2.5 0.097 PLAT 6.363 0.014 2.5 0.217 REDWHEAT -121.542 0.005 2.5 -1.615 RICE -92.278 0.010 2.5 -2.248 ROBUSTA -7.950 0.005 2.5 -0.106 RUSSELL 481.573 0.013 2.5 15.981 SHATZ -78.268 0.004 2.5 -0.795 SILVER-mini 6.576 0.014 2.5 0.225 SMI 71.300 0.014 2.5 2.435 SOFR -512.759 0.024 2.5 -31.206 SOYBEAN -82.578 0.004 2.5 -0.769 SOYMEAL -182.087 0.004 2.5 -1.696 SOYOIL -52.343 0.004 2.5 -0.488 SP400 11.393 0.013 2.5 0.378 SP500_micro -85.145 0.009 2.5 -1.982 SUGAR11 -125.093 0.010 2.5 -3.048 US10 -174.475 0.005 2.5 -2.214 US10U -112.665 0.005 2.5 -1.430 US2 -407.542 0.005 2.5 -5.172 US20 -22.141 0.005 2.5 -0.281 US30 -21.144 0.005 2.5 -0.268 US5 -309.423 0.005 2.5 -3.926 VIX -151.517 0.099 2.5 -37.453 WHEAT -162.021 0.005 2.5 -2.152 ===================== Position diags ===================== AUD 2.68 BITCOIN 19.99 BOBL 1.95 BTP 2.72 BUND 0.94 BUXL 0.39 CAC 1.86 CAD 3.88 CANOLA 9.16 CHF 1.29 COCOA 0.55 COFFEE 0.26 COPPER 1.77 CORN 4.01 COTTON2 2.92 CRUDE_W 4.45 DAX 6.38 DOW 5.29 DX 2.96 EUR 1.73 EURIBOR-ICE 13.60 EUROSTX 2.38 FEEDCOW 0.76 GASOIL 1.33 GASOLINE 1.19 GAS_US_mini 10.88 GBP 2.71 GOLD_micro 2.77 HEATOIL 0.95 JGB-SGX-mini 25.00 JPY 2.30 LEANHOG 5.06 LIVECOW 1.63 LUMBER-new 4.06 MXP 40.59 NASDAQ_micro 2.19 NIKKEI 9.85 NZD 2.76 OAT 3.06 OATIES 3.27 OJ 0.91 PALLAD 0.21 PLAT 0.34 REDWHEAT 1.26 RICE 2.74 ROBUSTA 0.80 RUSSELL 10.30 SHATZ 6.33 SILVER-mini 0.22 SMI 1.22 SOFR 19.90 SOYBEAN 0.82 SOYMEAL 0.90 SOYOIL 0.81 SP400 0.43 SP500_micro 4.04 SUGAR11 3.74 US10 1.60 US10U 1.19 US2 3.59 US20 0.76 US30 0.53 US5 2.59 VIX 18.73 WHEAT 1.52 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.4 5.1 5.6 0.0 0 BITCOIN -26.5 -28.5 -24.5 0.0 0 BOBL -0.4 -0.6 -0.2 -1.0 -1 BTP 2.4 2.1 2.6 0.0 0 BUND 0.0 -0.1 0.1 0.0 0 BUXL -0.2 -0.2 -0.2 -3.0 -3 CAC 1.5 1.3 1.6 0.0 0 CAD -1.1 -1.5 -0.7 0.0 0 CANOLA 1.9 1.0 2.8 13.0 13 CHF -1.0 -1.1 -0.8 -3.0 -3 COCOA -0.6 -0.7 -0.6 0.0 0 COFFEE 0.0 -0.0 0.0 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN -5.1 -5.5 -4.7 0.0 0 COTTON2 -5.8 -6.1 -5.5 -6.0 -6 CRUDE_W 1.0 0.5 1.4 1.0 1 DAX 5.4 4.7 6.0 0.0 0 DOW 0.4 -0.1 0.9 -5.0 -5 DX 0.2 -0.1 0.5 1.0 1 EUR 0.2 0.0 0.4 -1.0 -1 EURIBOR-ICE 6.3 5.0 7.7 0.0 0 EUROSTX 4.3 4.0 4.5 9.0 9 FEEDCOW 0.9 0.8 1.0 2.0 2 GASOIL 1.4 1.3 1.5 2.0 2 GASOLINE -0.6 -0.7 -0.5 0.0 0 GAS_US_mini -2.9 -4.0 -1.8 -4.0 -4 GBP 2.0 1.8 2.3 5.0 5 GOLD_micro 2.2 1.9 2.5 0.0 0 HEATOIL 0.3 0.2 0.4 1.0 1 JGB-SGX-mini -31.5 -34.0 -29.0 0.0 0 JPY -3.2 -3.4 -3.0 -2.0 -2 LEANHOG 6.6 6.1 7.1 3.0 3 LIVECOW 0.7 0.5 0.9 0.0 0 LUMBER-new -1.9 -2.3 -1.5 0.0 0 MXP 81.2 77.1 85.2 51.0 51 NASDAQ_micro -1.5 -1.8 -1.3 -3.0 -3 NIKKEI 10.6 9.6 11.5 9.0 9 NZD 2.7 2.4 2.9 0.0 0 OAT 2.8 2.5 3.1 5.0 5 OATIES -5.2 -5.6 -4.9 NaN 0 OJ -0.5 -0.6 -0.5 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT -1.6 -1.7 -1.5 -4.0 -4 RICE -2.2 -2.5 -2.0 -3.0 -3 ROBUSTA -0.1 -0.2 -0.0 0.0 0 RUSSELL 16.0 15.0 17.0 0.0 0 SHATZ -0.8 -1.4 -0.2 NaN 0 SILVER-mini 0.2 0.2 0.2 2.0 2 SMI 2.4 2.3 2.6 0.0 0 SOFR -31.2 -33.2 -29.2 NaN 0 SOYBEAN -0.8 -0.9 -0.7 0.0 0 SOYMEAL -1.7 -1.8 -1.6 -1.0 -1 SOYOIL -0.5 -0.6 -0.4 -8.0 -8 SP400 0.4 0.3 0.4 2.0 2 SP500_micro -2.0 -2.4 -1.6 0.0 0 SUGAR11 -3.0 -3.4 -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 -5.2 -5.5 -4.8 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -5.0 -5 US5 -3.9 -4.2 -3.7 -1.0 -1 VIX -37.5 -39.3 -35.6 -30.0 -30 WHEAT -2.2 -2.3 -2.0 -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 0.2 0.1 0.1 0.2 0.5 0.2 0.5 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.1 0.2 0.2 0.2 2.4 0.2 0.2 0.3 0.2 0.2 0.2 0.3 0.5 0.5 0.5 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 -0.2 -0.5 -0.1 -0.1 0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.2 -0.0 -2.7 -0.2 -0.2 -0.5 -0.1 -0.3 -0.1 -0.0 -0.5 0.4 -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 0.5 -0.1 -0.1 -0.4 -0.0 -0.4 -0.0 -0.4 0.3 0.6 -0.2 -0.2 0.2 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 -0.1 0.2 0.0 0.5 0.1 0.6 0.5 0.6 0.5 0.5 0.0 0.7 0.6 0.7 BUND 0.3 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 -0.3 0.1 -0.5 -0.0 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 -0.0 -0.1 -0.1 -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 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.0 -0.5 -0.1 0.3 -0.1 -0.1 -0.5 -0.1 -0.7 -0.0 -0.0 0.2 0.6 0.0 -0.2 -0.3 0.7 0.1 0.3 CAC -0.0 0.0 0.1 0.1 0.0 0.4 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 -0.2 0.3 -0.0 0.9 0.0 -0.2 0.2 -0.2 0.2 -0.1 0.2 -0.5 -0.5 -0.5 -0.1 0.7 0.7 0.4 0.7 CAD -0.5 0.3 0.1 0.0 0.2 0.0 0.2 0.1 0.1 0.2 -0.2 -0.1 -0.1 -0.0 0.0 -0.1 -0.2 -0.2 -0.2 0.0 -0.0 0.0 -0.1 -0.0 2.7 -0.0 0.2 -0.1 0.1 -0.2 -0.0 -0.4 -0.2 -0.6 0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 -0.1 -0.2 -0.1 -0.0 -0.5 0.0 -0.7 0.0 0.1 -0.3 0.2 -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 0.2 -0.3 0.1 -0.8 0.5 0.6 -0.4 0.1 0.4 0.7 0.6 0.7 CHF -0.2 0.1 -0.4 0.0 0.2 0.0 0.1 0.1 0.1 0.1 -0.1 0.0 0.4 -0.0 -0.1 -0.3 -0.3 -0.3 -0.3 -0.0 -0.0 0.1 0.1 -0.0 -0.2 -0.0 0.2 0.0 0.1 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 0.4 -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 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 0.9 -0.5 -0.4 -0.1 -0.3 -0.1 -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 -0.0 0.2 -0.1 0.7 -0.1 1.1 -0.5 -0.5 -0.6 0.2 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 0.1 -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 -0.0 0.2 -0.0 0.3 0.0 -0.1 -0.3 0.1 -0.1 -0.2 0.7 0.7 0.7 0.7 CORN -0.3 -0.2 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 -0.0 -0.1 -0.1 -0.2 -0.1 -1.1 -0.5 -0.6 -0.5 0.3 -0.1 -0.3 0.2 -0.1 COTTON2 0.2 0.2 -0.0 -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 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.0 -1.6 -0.1 -0.2 -0.5 -0.1 -0.7 0.0 -1.0 -0.1 -0.1 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 0.0 -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 -0.2 0.1 -0.4 0.1 -0.1 -0.5 -0.4 -0.1 -0.4 0.4 0.7 0.3 0.5 DAX 0.4 0.6 -0.1 0.1 0.0 0.3 0.0 0.5 0.1 -0.1 0.4 -0.0 0.7 0.1 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 -0.1 0.5 0.1 -2.0 0.2 -0.2 0.3 -0.1 0.4 0.1 -0.1 -0.5 0.3 0.5 0.1 0.4 0.7 0.2 0.7 DOW -0.0 0.2 0.2 0.1 0.0 0.3 0.0 0.4 0.1 0.0 0.4 0.1 0.6 0.1 0.2 -0.1 -0.2 -0.1 -0.2 0.1 0.2 0.0 0.5 0.1 -1.5 0.1 0.0 0.3 0.0 0.4 0.0 -0.2 -0.1 -0.2 0.0 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.3 -0.1 0.3 0.0 0.2 0.0 0.2 0.1 0.1 -0.2 0.2 0.0 -0.5 0.0 0.1 0.1 0.1 0.1 0.1 0.0 0.0 -0.0 -0.2 0.0 -2.7 -0.0 -0.2 -0.0 -0.1 -0.1 -0.0 0.9 -0.5 0.4 -0.6 0.6 0.0 0.6 0.3 0.7 EUR -0.4 0.1 -0.3 0.0 0.2 0.0 0.2 0.1 0.1 0.2 -0.0 -0.0 0.6 -0.0 -0.0 -0.2 -0.2 -0.2 -0.2 -0.0 0.0 0.1 0.3 -0.0 1.7 0.0 0.2 0.1 0.1 0.3 0.0 -0.4 -0.1 -0.3 0.0 0.1 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.5 -0.2 -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 -0.3 -0.0 -0.2 -0.0 0.8 0.1 0.5 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX 0.3 0.3 0.2 0.1 0.0 0.3 0.0 0.5 0.1 -0.1 0.5 0.1 0.7 0.1 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 0.1 0.6 0.1 0.5 0.4 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.3 -0.1 -0.0 -0.5 0.0 -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 0.3 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.5 -0.3 -0.0 0.0 0.1 0.0 0.2 0.0 0.1 0.1 0.1 0.1 0.2 0.1 -0.0 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 0.1 0.2 0.1 1.1 0.2 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 0.0 -0.2 0.2 -0.1 0.1 -0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.0 0.1 -0.1 0.1 -2.5 0.0 0.0 -0.1 0.1 -0.2 0.1 -1.1 -0.4 -0.1 -0.2 -0.1 0.4 0.7 0.2 0.7 GAS_US_mini -0.1 -0.4 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 -0.3 -0.1 -0.1 0.4 -0.3 0.4 0.1 -0.0 -0.0 0.1 -0.1 0.0 2.2 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -1.1 -0.2 -0.6 -0.5 -0.0 0.2 -0.5 -0.1 -0.7 GBP -0.1 0.4 -0.2 0.0 0.2 0.0 0.2 0.1 0.1 0.2 0.1 -0.0 0.5 0.1 0.2 0.0 0.0 0.0 0.0 0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.2 0.3 0.1 0.4 0.1 0.4 -0.3 0.1 0.5 0.3 -0.0 -0.2 0.1 -0.3 GOLD_micro 0.6 0.2 0.6 0.1 0.0 0.2 0.1 0.3 0.1 0.1 0.3 0.1 0.4 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 0.6 0.2 0.6 0.5 0.2 -0.5 -0.6 HEATOIL 0.5 -0.3 -0.1 0.0 0.1 0.0 0.2 0.0 0.1 0.1 -0.0 0.1 0.1 0.0 -0.1 0.4 0.2 0.3 0.3 0.0 -0.0 0.1 0.1 0.1 -2.3 0.0 0.1 0.0 0.1 0.1 0.1 0.9 -0.1 -0.1 -0.3 0.1 0.3 0.4 -0.1 -0.4 JGB-SGX-mini 0.0 -0.2 -0.4 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.3 -0.1 -0.4 -0.1 -0.1 0.1 0.3 0.2 0.2 -0.2 -0.2 -0.1 -0.4 -0.2 -0.2 -0.2 0.0 -0.4 -0.1 -0.5 -0.2 0.8 -0.3 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY -0.1 -0.1 -0.6 0.0 0.2 0.0 0.1 0.1 0.1 -0.0 -0.5 -0.1 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.1 -0.5 -0.1 2.7 -0.2 -0.1 -0.5 -0.1 -0.7 -0.2 -0.6 -0.5 -0.3 -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 -0.1 0.2 0.1 0.2 0.3 0.2 -0.5 0.2 0.2 0.4 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 -0.3 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.1 0.2 0.0 0.4 0.2 0.1 -0.1 0.1 -0.1 -0.0 0.1 0.1 0.0 0.5 0.1 -2.7 0.0 -0.1 0.1 -0.1 0.5 0.0 0.9 -0.2 -0.2 0.5 0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.6 -0.1 -0.0 -0.6 0.1 -0.8 0.1 0.1 -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 0.0 -0.5 0.2 -0.6 0.1 -1.2 0.6 0.3 0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.3 0.5 0.3 0.0 0.2 0.0 0.2 0.1 0.1 0.2 0.5 0.2 0.7 0.2 0.2 0.3 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 0.2 0.5 0.2 0.7 0.2 1.1 0.5 0.6 0.6 0.6 0.5 0.4 0.7 0.5 NASDAQ_micro -0.1 -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 -0.0 0.5 -0.0 -2.7 0.0 -0.0 0.2 -0.1 0.5 -0.0 -0.3 -0.2 -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 0.1 0.1 0.3 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 -2.0 0.1 0.1 0.4 0.1 0.6 0.1 1.1 0.5 0.4 0.1 0.6 -0.2 0.1 -0.4 0.2 NZD 0.0 0.4 -0.0 0.0 0.2 0.0 0.2 0.1 0.1 0.2 -0.2 0.1 -0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 -0.0 0.2 -0.2 0.1 2.2 0.0 0.2 -0.2 0.2 -0.3 0.1 0.0 0.5 0.1 0.1 -0.1 0.1 0.7 0.2 0.7 OAT 0.3 -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 0.0 0.0 0.0 -0.0 0.0 -0.1 0.0 0.9 0.5 0.6 0.3 0.3 -0.0 0.7 0.5 0.7 OATIES 0.1 0.0 -0.1 -0.1 -0.0 -0.4 0.0 -0.7 0.0 -0.0 -0.3 -0.0 -0.4 -0.0 -0.0 -0.3 -0.2 -0.3 -0.3 -0.1 -0.1 -0.0 -0.3 -0.1 -0.5 -0.1 -0.0 -0.3 -0.0 -0.4 -0.0 -0.7 -0.3 -0.2 -0.4 -0.3 -0.3 -0.5 -0.1 -0.6 OJ 0.5 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 0.1 0.0 0.0 -0.0 0.0 -0.0 0.0 -0.2 0.1 -2.7 0.1 0.1 -0.0 0.1 -0.2 0.1 0.7 0.0 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 0.3 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 0.2 0.1 1.5 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 0.4 0.1 -0.0 0.1 0.0 0.2 0.0 0.2 0.0 0.1 0.2 0.1 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 -0.3 0.3 0.1 0.7 0.3 -0.3 -0.3 REDWHEAT 0.1 0.1 0.4 -0.1 -0.0 -0.5 0.1 -0.7 0.1 -0.0 -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 0.1 -0.1 0.1 -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 0.2 -0.0 -0.0 -0.3 0.0 -0.5 0.0 0.0 -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 0.0 0.1 0.0 0.0 -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 0.4 -0.5 -0.2 -0.1 -0.0 -0.5 0.0 -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 0.3 0.2 -0.5 0.1 -0.1 0.3 0.3 0.6 RUSSELL 0.6 0.5 0.3 0.1 0.0 0.3 0.0 0.4 0.1 0.2 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 0.6 0.2 0.0 0.5 0.6 0.5 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 -0.1 -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 -0.1 -0.4 0.0 -0.5 -0.0 -1.1 0.3 0.6 -0.1 -0.3 0.7 0.7 0.7 0.7 SILVER-mini 0.6 0.2 0.3 0.1 0.0 0.2 0.0 0.3 0.0 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 -0.9 0.1 0.1 0.4 0.1 0.5 0.1 0.0 0.4 0.4 0.6 0.6 0.2 0.7 -0.7 -0.2 SMI -0.3 0.4 0.5 0.1 0.0 0.3 0.0 0.5 0.1 -0.1 0.5 -0.1 0.7 0.1 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.5 0.1 1.6 0.2 -0.2 0.5 -0.1 0.7 0.1 1.1 -0.5 -0.0 0.6 0.6 -0.1 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 -0.2 -0.3 -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 -0.2 -0.2 -0.1 -0.2 0.2 -0.2 0.3 -0.1 -0.2 -0.2 -0.2 -0.5 -0.6 -0.4 -0.7 SOYBEAN -0.1 -0.5 0.2 -0.1 -0.0 -0.5 0.1 -0.7 0.1 0.2 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 0.2 -0.3 -0.6 0.5 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.3 -0.6 0.6 -0.1 -0.0 -0.5 0.0 -0.7 0.0 -0.0 -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 -0.1 -1.7 -0.0 0.0 0.1 -0.1 -0.0 -0.1 -0.7 -0.4 -0.5 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.6 -0.1 -0.2 -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 0.1 -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 0.5 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 0.2 0.3 0.2 0.4 0.1 0.1 0.2 0.1 0.2 0.2 -0.0 0.5 0.3 0.2 -0.3 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 -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 -0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 -0.1 0.5 -0.0 -0.3 -0.3 -0.6 -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 0.0 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 0.1 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 -0.2 -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 -0.1 0.1 -0.2 -1.4 -0.1 -0.2 0.0 -0.2 0.3 -0.2 -0.2 -0.3 -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 -0.2 -0.3 -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 -0.1 0.1 -0.2 -2.0 -0.1 -0.1 0.2 -0.2 0.4 -0.1 -0.3 -0.1 -0.0 0.2 0.3 -0.6 -0.3 -0.6 -0.7 US2 -0.4 -0.2 -0.2 -0.1 -0.2 -0.2 -0.2 -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 -0.1 -0.2 -0.0 -0.2 2.2 -0.2 -0.2 -0.2 -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 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.0 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 -1.3 0.0 -0.0 0.1 -0.1 0.2 -0.0 0.0 0.1 0.3 0.3 0.2 -0.4 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 -0.0 -0.0 -0.1 -0.3 -0.2 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.1 -0.8 -0.0 -0.0 0.0 -0.0 0.1 -0.0 -0.4 0.3 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 -0.2 -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 -0.9 -0.1 -0.2 -0.0 -0.2 0.2 -0.2 -0.5 -0.4 -0.3 -0.0 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.4 -0.5 -0.5 -0.2 -0.1 -0.6 -0.0 -0.5 -0.1 -0.2 -0.9 -0.1 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.6 -0.2 NaN -0.3 -0.1 -0.7 -0.0 -0.5 -0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.2 -0.1 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 -0.0 1.7 -0.1 0.2 -0.3 0.2 -0.6 0.0 -1.1 0.2 -0.2 -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 1.4 11.2 5.9 2.6 20.0 0.4 17.8 2.8 6.8 20.0 19.5 18.4 13.1 20.0 20.0 0.8 -0.7 0.4 -0.1 17.2 13.8 20.0 8.3 18.2 18.0 14.6 20.0 11.0 20.0 5.3 17.5 5.8 19.1 14.5 15.3 15.5 2.4 20.0 5.3 20.0 BITCOIN 20.0 -2.6 -20.0 15.9 10.5 20.0 10.4 20.0 11.9 -17.9 -16.9 -6.1 -1.8 0.3 -18.3 -3.8 -6.2 -4.5 -5.3 -14.1 -20.0 -7.6 -9.0 -2.6 -20.0 -15.4 -18.2 -20.0 -9.4 -8.4 -5.7 -0.1 -20.0 13.7 -20.0 -20.0 0.2 -0.7 -20.0 -17.0 BOBL 13.2 -6.3 -8.5 -10.7 -16.7 -8.1 -13.4 -6.0 -10.6 -14.1 -12.1 8.7 -5.9 -2.5 -11.5 -20.0 -0.3 -13.3 -3.2 -6.9 -10.0 -0.3 -8.2 0.1 3.4 -12.5 -12.6 -15.2 -2.1 -10.6 -2.7 -7.8 12.4 20.0 -5.1 -5.9 7.5 20.0 20.0 20.0 BTP 7.5 -1.7 -1.6 -13.0 -20.0 -9.9 -16.4 -7.3 -13.0 -14.1 13.2 11.9 19.8 13.5 7.6 15.4 10.3 13.2 11.6 5.0 6.3 1.2 10.8 5.7 -20.0 6.6 -11.1 7.6 0.1 13.2 7.7 12.0 20.0 20.0 16.2 15.3 0.8 20.0 16.9 20.0 BUND 10.6 -6.5 -5.7 -11.5 -18.1 -8.7 -14.5 -6.5 -11.5 -18.4 -11.9 6.5 -12.5 -4.0 -11.9 19.4 6.5 12.8 8.8 -7.6 -10.0 -2.6 -10.2 -1.5 -0.0 -11.3 -15.7 -14.0 -4.6 -11.1 -2.7 6.1 12.8 20.0 -2.1 -3.7 1.3 20.0 15.4 20.0 BUXL 9.2 -3.8 -4.4 -10.7 -16.7 -8.1 -13.5 -6.0 -10.6 -16.0 -16.9 -0.9 -19.6 -7.6 -14.1 5.0 3.5 4.6 4.2 -10.4 -14.9 -5.5 -19.2 -4.7 2.2 -11.6 -16.5 -17.1 -7.1 -18.4 -3.8 -0.2 9.9 18.6 1.2 -4.7 -9.5 20.0 4.4 10.4 CAC -0.1 0.1 3.6 11.5 4.7 13.2 2.6 13.9 8.4 -14.2 16.7 -12.5 19.8 -1.4 9.8 -6.1 -2.8 -5.3 -4.0 7.2 11.6 -18.0 12.3 -2.8 7.0 3.5 -20.0 6.3 -20.0 4.5 -5.9 3.8 -20.0 -15.5 -16.0 -2.2 19.8 20.0 12.6 20.0 CAD -15.3 8.9 3.0 2.6 20.0 0.4 17.9 2.8 6.8 20.0 -7.7 -9.6 -3.3 -0.8 3.3 -7.5 -7.6 -7.8 -7.8 0.3 -0.8 2.4 -4.6 -3.0 20.0 -1.0 20.0 -2.1 6.1 -4.4 -2.2 -6.7 -7.4 -20.0 2.0 3.0 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 -4.5 -6.3 -5.9 -1.4 -18.4 4.1 -20.0 3.8 12.8 -10.1 13.9 -3.9 2.7 -1.5 -15.8 -14.1 -17.8 -16.7 -2.1 -7.7 16.0 -6.3 8.5 9.3 -1.8 15.4 -7.9 14.9 -7.2 8.4 -14.6 20.0 20.0 -11.2 1.6 10.7 20.0 18.5 20.0 CHF -7.5 2.1 -11.5 2.0 20.0 0.3 13.7 2.1 5.2 12.6 -5.2 1.1 11.5 -2.9 -6.3 -16.8 -16.5 -17.1 -16.6 -2.1 -0.0 6.8 5.2 -0.4 -1.6 -1.0 16.8 0.8 7.5 5.1 0.7 -20.0 1.8 -9.4 -5.0 0.3 -7.8 -20.0 -5.3 -20.0 COCOA -20.0 12.2 -15.0 -3.0 -0.7 -9.3 2.1 -12.0 1.9 -6.6 -6.1 -7.1 -3.8 -5.5 -5.4 -3.7 5.5 -3.0 -0.1 -8.2 -7.3 -16.9 -4.3 -12.5 -20.0 -4.8 -5.6 -4.8 -7.6 -1.8 -6.0 16.3 -20.0 -13.7 -1.7 -8.4 -4.3 -0.5 2.8 5.0 COFFEE 1.2 -15.5 -0.0 -9.3 -2.2 -20.0 6.5 -20.0 6.0 -16.9 11.4 -17.2 15.7 -12.9 -11.5 20.0 18.5 20.0 20.0 -8.7 4.7 -16.8 20.0 -13.8 -20.0 -10.8 -4.4 5.8 -9.2 20.0 -13.7 20.0 -20.0 -15.7 -20.0 7.3 20.0 16.4 20.0 20.0 COPPER 3.3 13.1 13.8 6.4 4.2 8.1 4.2 8.3 4.7 -8.0 5.3 0.7 3.6 5.3 7.1 -6.5 -6.3 -6.9 -6.6 10.3 8.9 -0.9 6.0 6.4 -2.0 5.8 -5.2 7.0 -2.5 7.5 2.2 -1.2 -14.0 1.8 -4.5 -6.0 20.0 20.0 20.0 20.0 CORN -10.4 -5.6 8.8 -8.5 -2.0 -20.0 5.9 -20.0 5.5 -7.0 -4.2 -11.1 -9.6 -12.7 -9.1 -20.0 -20.0 -20.0 -20.0 -8.2 -5.1 -9.7 -8.1 -12.3 8.8 -8.7 -3.3 -3.9 -12.1 -5.3 -13.7 -20.0 -20.0 -20.0 -14.0 8.0 -1.9 -9.6 6.7 -2.0 COTTON2 6.8 6.0 -1.2 -10.9 -2.6 -20.0 7.6 -20.0 7.0 -20.0 -20.0 -11.0 -20.0 8.8 -13.9 -20.0 -17.1 -20.0 -19.3 -5.9 -15.6 -6.8 -20.0 -1.5 -11.7 -7.2 -16.8 -20.0 -5.5 -20.0 2.3 -19.6 -4.7 -3.0 2.4 -2.0 -9.8 -12.3 -8.4 -7.3 CRUDE_W 11.4 2.9 -2.7 5.9 17.1 1.3 20.0 0.7 15.4 1.8 -14.2 12.0 -14.9 9.9 -6.8 0.4 4.0 0.5 1.8 -1.7 -7.2 7.5 -9.7 5.5 7.7 -0.6 -1.5 -8.3 6.5 -11.4 7.4 -2.3 -20.0 -13.0 -3.0 -11.3 10.6 20.0 10.2 16.3 DAX 13.0 17.2 -3.1 10.8 4.4 12.4 2.4 13.0 7.9 -11.6 15.4 -2.3 19.9 12.7 15.7 -9.9 -7.2 -8.4 -7.3 18.7 15.0 -10.1 18.5 11.2 -14.7 16.8 -20.0 11.3 -12.7 11.2 8.6 -2.6 -20.0 10.4 15.9 1.8 11.4 20.0 6.1 20.0 DOW -0.0 5.6 7.5 8.1 3.3 9.3 1.8 9.8 6.0 5.0 16.2 5.9 16.1 11.0 14.2 -7.2 -8.1 -7.5 -7.6 13.9 16.8 2.8 16.7 8.3 -11.2 9.3 3.9 11.8 0.4 12.1 4.6 -3.9 -3.5 -4.8 1.4 1.2 -1.8 -20.0 -6.3 -20.0 DX 8.8 -4.5 10.5 2.4 20.0 0.4 16.8 2.6 6.4 -18.2 8.0 4.5 -14.6 1.9 4.7 6.1 6.2 6.1 6.1 3.0 1.1 -4.9 -6.4 2.1 -20.0 -1.0 -20.0 -0.1 -9.3 -3.7 -2.4 17.0 -20.0 11.1 -20.0 19.1 1.4 19.4 8.4 20.0 EUR -10.9 1.7 -8.8 2.6 20.0 0.4 18.0 2.8 6.8 18.2 -0.4 -1.0 18.0 -2.5 -1.3 -8.6 -8.1 -8.6 -8.3 -1.5 3.1 6.4 11.6 -1.8 12.5 1.9 20.0 4.6 10.4 9.6 1.8 -7.5 -2.9 -9.5 0.5 4.0 -7.0 -20.0 -2.4 -20.0 EURIBOR-ICE 14.4 -7.2 -11.9 -8.1 -12.7 -6.1 -10.2 -4.5 -8.0 -11.9 -7.8 3.1 3.1 -0.8 -8.0 13.4 11.6 13.2 12.9 -4.4 -5.9 -1.1 -1.0 0.4 0.1 -9.4 -9.8 -10.2 -2.8 -4.3 -2.9 14.7 4.6 15.4 -6.7 -5.5 11.1 20.0 20.0 20.0 EUROSTX 9.9 9.6 7.4 10.6 4.3 12.2 2.4 12.8 7.8 -8.7 20.0 5.7 20.0 13.7 18.2 8.4 0.1 3.8 1.3 20.0 20.0 -0.1 20.0 15.2 -7.8 20.0 -7.0 18.9 -2.7 14.2 12.2 10.4 2.6 15.8 12.0 13.8 18.2 20.0 9.8 20.0 FEEDCOW 19.6 20.0 -8.0 -6.5 -1.5 -20.0 4.5 -20.0 4.2 0.2 8.1 9.6 11.2 14.1 8.3 9.2 9.2 11.4 11.8 20.0 17.7 10.8 20.0 20.0 -20.0 7.7 -2.0 8.8 2.5 16.5 8.1 20.0 -0.5 7.9 20.0 8.4 20.0 20.0 20.0 20.0 GASOIL 14.1 -7.9 -0.5 4.2 12.4 0.9 15.2 0.5 11.1 6.3 2.2 11.0 4.9 5.8 -4.5 14.5 15.0 15.5 16.1 1.2 0.7 12.1 2.0 7.4 -2.0 7.0 7.7 5.2 13.2 4.6 11.8 20.0 7.9 6.0 0.4 5.4 2.1 20.0 -5.2 8.6 GASOLINE 14.9 -3.7 -1.9 6.1 17.9 1.3 20.0 0.7 16.0 4.8 -6.6 14.8 -1.7 10.0 -3.2 -20.0 -14.1 -20.0 -20.0 0.8 -2.7 13.1 -2.2 9.3 -19.0 3.2 1.7 -3.9 13.1 -4.5 13.1 -20.0 -16.9 -2.0 -5.9 -4.6 11.4 20.0 7.1 20.0 GAS_US_mini -3.5 -13.3 7.2 2.8 8.3 0.6 10.3 0.3 7.5 9.1 -6.3 5.6 -7.3 -5.0 -6.0 20.0 -16.1 20.0 4.5 -4.0 -3.8 13.0 -3.5 0.7 16.5 -6.1 10.3 -4.0 4.4 -2.8 -4.2 -20.0 -9.0 -20.0 -15.2 -1.0 6.0 -16.2 -2.7 -20.0 GBP -3.9 11.7 -6.3 2.7 20.0 0.4 18.4 2.9 7.0 17.0 2.4 -3.6 15.0 13.5 14.4 0.2 0.0 0.2 0.2 7.8 5.7 4.2 8.3 5.4 1.3 13.0 16.9 9.8 6.9 11.5 9.6 6.7 -14.1 1.7 16.7 8.5 -0.5 -7.2 3.4 -8.7 GOLD_micro 18.5 4.7 18.9 7.2 4.8 9.2 4.7 9.4 5.4 9.4 9.9 10.1 9.9 10.1 10.1 -7.9 -10.1 -8.4 -9.0 20.0 20.0 20.0 19.7 20.0 -20.0 18.9 20.0 20.0 20.0 20.0 17.6 -6.6 20.0 17.6 5.9 17.1 13.7 5.7 -15.9 -18.2 HEATOIL 14.7 -9.1 -1.6 4.5 13.1 1.0 16.1 0.5 11.7 9.8 -0.3 12.8 3.2 4.5 -7.4 19.2 12.3 16.7 14.4 0.3 -0.2 16.3 1.9 8.5 -17.2 1.8 6.9 0.9 12.4 2.7 8.1 17.6 -3.0 -2.7 -9.1 2.1 9.1 12.8 -2.3 -11.0 JGB-SGX-mini 1.1 -7.5 -13.2 -5.4 -8.5 -4.1 -6.8 -3.0 -5.4 -0.2 -11.0 -7.0 -10.7 -9.7 -10.7 5.4 13.3 11.3 12.4 -17.9 -17.1 -9.6 -14.8 -15.1 -1.7 -18.0 0.1 -16.4 -9.2 -13.1 -15.0 15.5 -11.5 -17.7 -20.0 -20.0 -6.7 -20.0 4.3 -20.0 JPY -4.4 -2.8 -20.0 1.9 20.0 0.3 13.1 2.0 5.0 -2.7 -18.4 -10.9 -16.9 -13.9 -17.7 -9.5 -10.6 -9.7 -9.9 -19.9 -20.0 -8.5 -20.0 -13.6 20.0 -20.0 -5.7 -20.0 -9.4 -20.0 -14.8 -10.9 -20.0 -10.1 -20.0 -20.0 -9.0 -13.7 -6.5 -16.8 LEANHOG 16.0 20.0 -8.8 -10.5 -2.5 -20.0 7.3 -20.0 6.7 20.0 8.3 20.0 14.1 20.0 13.3 -20.0 9.3 -20.0 -3.6 20.0 11.7 20.0 10.3 20.0 -3.6 20.0 20.0 13.6 20.0 8.7 20.0 20.0 20.0 20.0 20.0 15.4 -3.9 12.0 3.2 20.0 LIVECOW 11.9 18.1 -10.5 -7.2 -1.7 -20.0 5.0 -20.0 4.7 -9.9 5.9 4.0 11.2 14.2 6.8 -7.2 5.5 -4.2 -0.1 12.6 10.8 1.1 17.2 11.6 -20.0 0.3 -9.3 2.5 -6.3 12.7 0.1 17.0 -9.7 -6.9 16.9 0.0 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.0 -16.3 -7.3 -1.7 -20.0 5.1 -20.0 4.7 9.7 -15.2 13.0 -14.9 10.1 -10.2 -20.0 -20.0 -20.0 -20.0 -4.2 -17.4 17.8 -19.7 12.0 NaN -4.9 4.1 -15.3 15.8 -14.6 10.3 -20.0 20.0 7.5 11.7 -8.3 2.5 20.0 7.0 20.0 MXP 8.8 14.0 8.4 2.8 20.0 0.4 19.0 3.0 7.2 20.0 20.0 20.0 20.0 20.0 20.0 13.9 13.1 13.5 13.1 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 16.1 11.9 20.0 16.2 NASDAQ_micro -4.4 -7.5 -1.7 7.8 3.1 8.9 1.8 9.4 5.7 0.2 11.7 -2.3 14.5 3.6 3.4 -8.1 -8.6 -8.2 -8.3 2.8 11.4 -4.8 18.7 -2.4 -20.0 0.4 -0.2 6.7 -4.6 12.6 -2.9 -5.0 -9.7 -12.9 -14.6 -7.2 3.6 -20.0 3.3 -20.0 NIKKEI 6.9 -6.0 9.4 6.5 2.6 7.5 1.5 7.8 4.8 9.6 12.7 9.6 12.7 10.9 11.9 11.1 7.7 8.4 7.3 14.6 17.7 10.6 18.4 13.1 -15.3 10.5 6.4 14.7 6.9 15.4 8.5 20.0 20.0 13.1 1.8 20.0 -7.1 2.6 -10.9 6.8 NZD 0.9 11.5 -0.6 2.0 20.0 0.3 14.0 2.2 5.3 17.3 -6.8 11.0 -8.9 12.0 6.1 -4.1 -3.5 -4.2 -4.0 2.6 -3.5 18.8 -6.8 8.5 16.8 0.4 20.0 -6.0 20.0 -8.5 8.6 0.0 19.4 3.5 2.7 -3.8 2.1 20.0 7.4 20.0 OAT 7.9 -2.4 0.7 -10.8 -16.9 -8.2 -13.6 -6.1 -10.8 0.1 0.7 13.9 -4.0 2.4 -3.2 12.5 12.6 14.4 14.7 0.2 -1.6 3.6 -3.5 3.4 0.3 0.6 2.2 -1.6 4.2 -2.3 4.5 17.1 20.0 20.0 8.3 9.9 -1.4 20.0 15.0 20.0 OATIES 2.6 1.0 -1.8 -5.3 -1.2 -16.4 3.7 -20.0 3.4 -2.6 -10.0 -3.4 -10.0 -1.8 -4.3 -15.0 -12.3 -17.5 -16.6 -7.0 -9.9 -4.3 -10.1 -4.7 -3.6 -8.4 -1.9 -11.8 -3.1 -11.6 -4.6 -13.2 -12.9 -6.7 -11.0 -7.8 -7.7 -15.5 -3.9 -17.8 OJ 14.1 20.0 -4.0 -3.1 -0.7 -9.7 2.2 -12.5 2.0 4.1 -4.0 2.3 -6.3 5.2 0.8 3.4 2.5 0.1 -0.0 3.4 -3.2 4.9 -7.4 6.1 -20.0 5.9 7.3 -0.6 7.3 -4.3 8.7 13.4 0.8 10.1 19.2 -0.0 -20.0 -19.0 -12.5 -20.0 PALLAD 6.5 2.4 6.7 5.3 3.5 6.8 3.5 7.0 4.0 5.4 5.1 1.6 4.8 3.5 4.4 -2.8 -3.1 -3.1 -3.1 7.6 7.3 4.1 5.6 6.1 10.9 4.4 0.3 8.1 -0.8 9.1 0.5 4.5 -9.0 -12.6 -5.5 0.3 7.8 -3.5 -14.8 -12.7 PLAT 11.2 2.9 -1.4 4.9 3.3 6.3 3.2 6.5 3.7 6.4 6.1 5.5 5.9 5.8 5.6 -2.3 -3.7 -3.4 -3.5 10.9 8.9 9.4 6.4 10.5 -0.4 8.9 3.1 9.6 2.9 9.1 5.8 3.6 -3.6 -8.9 10.2 3.9 20.0 9.8 -7.9 -8.7 REDWHEAT 1.8 2.4 13.8 -9.6 -2.3 -20.0 6.7 -20.0 6.2 -1.9 -17.1 -5.4 -20.0 3.4 -3.8 -15.9 -16.4 -16.2 -16.6 -2.7 -8.6 -0.9 -18.2 -1.2 8.0 -0.2 9.0 -4.1 4.9 -11.7 1.9 -17.0 -2.5 -11.1 -0.4 15.1 -20.0 -20.0 -20.0 -20.0 RICE 20.0 16.8 6.2 -3.3 -0.8 -10.3 2.3 -13.4 2.1 4.2 -7.1 7.0 -7.9 5.5 -3.1 -19.9 -14.5 -20.0 -19.5 -2.2 -9.7 6.4 -13.6 4.5 0.8 0.0 2.3 -8.7 7.0 -13.9 7.0 -18.4 7.8 10.1 4.5 -5.9 -13.5 -16.6 -5.9 -17.1 ROBUSTA 10.9 -15.9 -5.3 -6.3 -1.5 -19.5 4.4 -20.0 4.0 7.3 2.0 10.0 -2.3 -2.4 -5.4 20.0 15.5 20.0 16.6 -6.6 -6.2 6.6 -2.0 -0.1 -20.0 -5.4 7.7 -5.2 6.2 -1.4 0.2 20.0 11.9 6.4 -15.6 2.2 -2.3 9.3 9.0 19.1 RUSSELL 18.9 13.9 10.4 10.0 4.1 11.5 2.3 12.1 7.3 17.6 19.9 19.1 18.6 19.6 19.1 -5.1 -5.2 -4.9 -4.9 20.0 20.0 20.0 20.0 20.0 9.3 20.0 20.0 18.9 20.0 16.0 20.0 0.8 20.0 20.0 14.7 0.7 -5.1 -20.0 -16.3 -20.0 SHATZ 14.6 -3.2 -9.5 -9.5 -14.9 -7.2 -12.0 -5.3 -9.5 -7.4 -14.0 7.2 -10.7 0.1 -9.8 -3.2 -16.0 -11.5 -13.5 -6.9 -12.1 1.2 -10.7 0.4 10.7 -12.1 -6.9 -16.5 0.5 -12.6 -2.2 -20.0 11.3 17.7 -4.1 -8.4 20.0 20.0 20.0 20.0 SILVER-mini 19.5 6.2 8.3 5.4 3.5 6.8 3.5 7.0 4.0 6.7 7.8 7.4 7.6 7.7 7.8 -3.4 -5.9 -4.5 -5.2 18.7 14.5 15.7 9.6 19.1 -6.8 13.6 6.4 14.9 8.4 13.1 10.6 0.1 18.0 11.0 17.3 17.2 6.1 20.0 -19.7 -5.6 SMI -8.1 11.8 16.1 10.4 4.2 11.9 2.4 12.5 7.6 -13.8 20.0 -10.6 18.1 9.6 18.5 13.7 6.1 10.9 8.1 20.0 20.0 -10.6 20.0 9.3 11.9 20.0 -18.8 20.0 -10.2 19.1 13.3 20.0 -20.0 -0.9 20.0 20.0 -4.3 20.0 -5.0 20.0 SOFR -6.4 -13.3 -11.9 -12.3 -19.3 -9.3 -15.5 -6.9 -12.3 -19.5 -1.1 -20.0 14.4 -20.0 -20.0 8.3 6.4 8.0 7.5 -15.3 -5.5 -20.0 5.8 -18.9 -20.0 -15.2 -17.5 -4.8 -19.4 6.1 -18.4 5.3 -5.1 -6.6 -6.3 -5.9 -15.0 -16.6 -13.0 -20.0 SOYBEAN -2.2 -16.9 5.7 -9.3 -2.2 -20.0 6.5 -20.0 6.0 18.2 1.7 3.5 3.2 -16.3 -12.6 -6.0 -5.4 -4.6 -5.1 -8.9 -2.7 3.9 -2.2 -7.1 -6.1 -9.9 20.0 0.4 12.6 2.3 -5.7 2.2 6.6 -10.4 -20.0 15.8 -20.0 -10.2 -20.0 -6.7 SOYMEAL -9.4 -17.6 19.8 -6.5 -1.5 -20.0 4.5 -20.0 4.2 -5.4 -5.2 -10.1 -9.5 -14.1 -8.4 -11.2 -14.4 -12.3 -14.0 -9.8 -4.5 -7.8 -6.0 -12.6 -13.0 -3.3 0.3 3.2 -7.4 -0.4 -9.3 -13.5 -18.2 -16.9 -20.0 20.0 -20.0 -19.7 -13.5 -18.9 SOYOIL 20.0 -1.6 -7.7 -8.6 -2.0 -20.0 6.0 -20.0 5.5 16.9 -6.3 18.8 5.9 12.0 3.7 -8.8 -6.0 -8.7 -7.6 6.1 -0.1 20.0 2.4 20.0 -16.9 1.6 20.0 -4.1 20.0 -1.4 19.4 0.1 20.0 20.0 -1.7 6.4 -13.0 -20.0 -13.7 -20.0 SP400 14.6 15.0 7.3 9.0 3.7 10.3 2.0 10.9 6.6 13.9 17.4 15.9 12.4 16.7 17.2 -6.6 -6.1 -6.3 -6.0 19.7 15.2 17.2 10.9 20.0 3.0 12.4 13.0 8.4 12.7 4.9 14.0 -0.8 20.0 9.0 7.2 -7.8 -2.4 -20.0 -8.0 -20.0 SP500_micro -4.0 -2.9 3.5 10.0 4.1 11.5 2.3 12.1 7.3 0.9 19.9 -1.0 20.0 8.6 15.2 -9.1 -9.5 -9.1 -9.1 8.8 17.9 -5.4 20.0 0.9 -20.0 2.9 -3.5 8.6 -7.2 13.4 -2.2 -6.4 -14.1 -17.5 -13.0 -12.1 6.0 -20.0 6.9 -20.0 SUGAR11 -1.5 10.0 -6.5 -6.8 -1.6 -20.0 4.7 -20.0 4.4 5.0 -12.0 -6.2 -14.9 -2.8 -7.9 18.6 12.0 16.9 12.8 -4.6 -11.9 -1.6 -17.6 -2.0 -20.0 2.5 9.7 -7.9 8.1 -14.3 7.6 20.0 2.5 0.0 9.3 -0.7 -3.0 -16.2 2.8 -10.6 US10 -8.0 -10.4 -6.2 -11.1 -17.3 -8.4 -13.9 -6.2 -11.0 -12.1 5.8 -16.2 8.8 -17.7 -16.3 3.2 0.9 2.6 2.1 -9.4 -1.4 -16.3 4.2 -14.0 -10.5 -9.7 -16.7 0.3 -20.0 7.3 -16.4 -4.0 -11.8 -8.8 -0.2 1.9 -20.0 -20.0 -20.0 -20.0 US10U -7.2 -10.0 -3.8 -13.4 -20.0 -10.1 -16.9 -7.5 -13.3 -12.0 8.8 -16.6 8.1 -20.0 -19.3 3.9 0.2 2.9 1.7 -8.8 0.0 -16.6 4.7 -14.1 -15.3 -4.8 -16.2 5.6 -19.3 11.3 -12.7 -5.2 -5.3 -1.0 6.0 8.1 -17.5 -9.7 -17.2 -20.0 US2 -11.7 -6.3 -6.6 -11.1 -17.4 -8.4 -14.0 -6.2 -11.1 -19.3 -3.6 -20.0 -1.3 -16.8 -15.6 -7.9 -13.6 -9.7 -11.1 -11.5 -5.2 -20.0 -1.2 -17.3 16.8 -14.9 -20.0 -5.9 -20.0 1.6 -20.0 -20.0 -20.0 -16.2 -0.9 -3.7 -20.0 -18.0 -20.0 -20.0 US20 -0.0 -7.7 -3.0 -9.4 -14.7 -7.1 -11.8 -5.3 -9.4 -4.1 4.1 -5.1 -1.1 -9.8 -11.0 5.7 3.6 5.0 4.5 -3.9 -0.6 -6.0 0.5 -4.8 -10.1 0.9 -5.3 4.1 -5.9 5.2 -1.3 0.4 6.1 10.7 9.1 6.8 -10.6 14.6 -3.3 -19.1 US30 0.8 -8.1 -2.6 -10.7 -16.8 -8.1 -13.5 -6.0 -10.6 -2.1 -1.6 -4.7 -8.4 -14.0 -16.1 2.6 -1.1 1.5 0.2 -6.4 -3.7 -4.2 -3.6 -5.4 -5.8 -1.3 -1.3 1.4 -3.5 1.9 -1.5 -7.5 13.4 11.6 9.3 5.5 -8.8 9.8 0.7 -14.9 US5 -10.0 -9.1 -6.6 -11.8 -18.5 -9.0 -14.9 -6.6 -11.8 -18.8 3.3 -20.0 9.2 -19.7 -17.5 1.2 -2.2 0.1 -0.8 -11.2 -2.7 -20.0 3.8 -16.8 -6.4 -11.1 -20.0 -1.2 -20.0 6.8 -18.5 -9.1 -16.7 -10.6 -0.0 0.7 -20.0 -20.0 -20.0 -20.0 VIX 6.9 -10.1 -9.2 -14.0 -9.3 -14.1 -1.6 -8.4 -7.3 -12.0 -20.0 -4.7 -20.0 -18.4 -20.0 -20.0 -20.0 -20.0 -20.0 -17.8 -18.6 -3.4 -13.3 -9.7 NaN -15.8 -9.8 -15.7 -1.6 -9.3 -8.0 NaN NaN NaN NaN NaN -1.5 -20.0 NaN NaN WHEAT 4.8 -3.5 5.8 -10.4 -2.4 -20.0 7.2 -20.0 6.7 10.1 -20.0 3.0 -20.0 -7.8 -16.5 -20.0 -18.5 -18.9 -18.4 -9.6 -15.8 1.7 -20.0 -3.4 12.4 -6.8 20.0 -10.8 14.1 -15.4 2.5 -20.0 8.7 -6.2 -8.7 8.5 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3