******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260123_204021 produced at 2026-01-23 21:37:15.643767 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.25 0.0 0.00 0.00 0.00 0.00 -31.61 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.27 0.0 0.00 0.00 0.00 0.00 -35.90 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 -5.21 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.31 0.0 999.00 -999.00 -0.24 -0.24 -38.23 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.18 0.0 1.16 -1.16 -0.05 -0.05 -3.99 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.11 0.0 0.00 0.00 0.00 0.00 -27.94 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.81 -0.81 -0.05 -0.05 -2.23 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.08 0.0 0.15 -0.15 -0.08 -0.08 -5.95 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.63 -0.63 0.00 0.00 -1.44 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.07 0.0 0.00 0.00 0.00 0.00 -1.35 24.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.06 0.0 0.58 -0.58 -0.07 -0.07 -1.86 17.0 -2 -2 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.05 0.0 0.89 -0.89 -0.21 -0.21 -0.73 13.0 -3 -3 caleb_strategy_v3 CORN False False 0.01 0.00 -0.05 0.0 0.12 -0.12 0.00 0.00 -4.64 12.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.04 0.0 1.10 -1.10 -0.06 -0.06 -0.64 19.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.09 -0.03 0.0 0.50 -0.50 -0.09 -0.09 -1.35 23.0 -4 -4 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.10 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 0.00 -0.03 0.0 0.71 -0.71 0.00 -0.06 -1.83 48.0 0 -4 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.21 3.0 0 0 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.58 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.63 9.0 -3 -3 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -3.24 18.0 -4 -4 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.02 0.0 0.16 -0.16 0.00 0.00 -0.69 7.0 0 0 caleb_strategy_v3 DX False False 0.04 0.04 -0.02 0.0 999.00 -999.00 0.04 0.04 -0.40 999999999.0 1 1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.12 -0.12 -0.01 -0.01 -1.62 9.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.34 4.0 -3 -3 caleb_strategy_v3 CAD False False 0.03 0.00 -0.01 0.0 0.90 -0.90 0.00 0.00 -0.39 29.0 0 0 caleb_strategy_v3 BUXL False False 0.05 -0.16 -0.01 0.0 0.22 -0.22 -0.16 -0.16 -0.23 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 -0.46 3.0 -2 -2 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.02 -0.01 0.0 0.00 -0.02 -0.02 -0.01 -1.40 26.0 -4 -3 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.43 10.0 -8 -8 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.47 -0.47 0.00 0.00 -0.66 26.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.05 -1.16 8.0 -4 -4 caleb_strategy_v3 US30 False False 0.05 -0.25 -0.01 0.0 0.30 -0.30 -0.25 -0.25 -0.24 6.0 -5 -5 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.25 9.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.03 0.00 0.0 0.69 -0.69 -0.03 -0.02 0.18 66.0 -3 -2 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.40 -0.40 0.00 0.00 0.02 23.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 -0.00 0.0 0.64 -0.64 0.00 -0.06 -0.05 10.0 0 -1 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 PLAT False False 0.06 0.00 0.01 0.0 0.59 -0.59 0.00 0.00 0.24 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.09 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.11 2.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 2.77 51.0 13 13 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 0.39 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.11 0.22 0.02 0.0 999.00 -999.00 0.22 0.22 0.23 999999999.0 2 2 caleb_strategy_v3 EUR False False 0.06 -0.06 0.03 0.0 0.88 -0.88 -0.06 -0.06 0.46 14.0 -1 -1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.04 0.0 0.69 -0.69 0.00 0.00 0.97 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.04 0.0 0.11 -0.11 0.03 0.03 1.59 4.0 1 1 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.03 1.52 5.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.20 -1.20 0.00 0.00 2.49 56.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.33 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 1.53 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 5.63 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 2.89 21.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.08 0.0 0.39 -0.39 0.00 0.00 13.20 68.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.15 0.08 0.0 0.80 -0.80 0.15 0.07 2.28 22.0 4 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.08 0.0 0.61 -0.61 0.15 0.15 1.00 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.19 0.09 0.0 999.00 -999.00 0.19 0.19 1.42 999999999.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.12 0.0 0.21 -0.21 0.05 0.05 7.22 13.0 3 3 caleb_strategy_v3 NIKKEI False False 0.01 0.16 0.13 0.0 0.51 -0.51 0.16 0.14 9.43 36.0 11 10 caleb_strategy_v3 EUROSTX False False 0.03 0.27 0.13 0.0 0.60 -0.60 0.27 0.24 4.40 20.0 9 8 caleb_strategy_v3 BTP False False 0.06 0.00 0.14 0.0 0.60 -0.60 0.00 0.00 2.33 10.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.00 0.16 0.0 0.56 -0.56 0.00 0.09 5.34 19.0 0 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.16 0.0 0.00 0.00 0.00 0.00 2.22 9.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.19 0.0 0.61 -0.61 0.30 0.30 3.16 10.0 5 5 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.58 0.0 1.22 -1.22 0.00 0.00 4.75 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.62 1.00 0.0 0.73 -0.73 0.62 0.65 81.55 60.0 51 53 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.6 Shocked risk 79.0 Sum abs risk 65.9 Leverage 9.91 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2345984.96, 'annual_cash_vol_target': 586496.24, 'daily_cash_vol_target': 36656.015} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6886 0.5178 8.2844 BITCOIN 1934.2309 89935.0000 2.1507 34.4112 BOBL 0.1594 116.1900 0.1372 2.1954 BTP 0.3841 120.5900 0.3186 5.0968 BUND 0.3313 127.5900 0.2597 4.1547 BUXL 0.7987 109.6000 0.7287 11.6592 CAC 56.3953 8162.0000 0.6910 11.0552 CAD 0.0026 0.7312 0.3505 5.6073 CANOLA 6.5762 662.8000 0.9922 15.8750 CHF 0.0061 1.2850 0.4758 7.6120 COCOA 161.5200 4274.0000 3.7791 60.4661 COFFEE 4.7587 333.2500 1.4280 22.8473 COPPER 0.0898 5.9335 1.5140 24.2233 CORN 4.4385 455.5000 0.9744 15.5907 COTTON2 0.6004 63.8400 0.9404 15.0469 CRUDE_W 0.8729 59.6000 1.4645 23.4325 DAX 164.2280 24998.0000 0.6570 10.5114 DOW 317.1614 49250.0000 0.6440 10.3037 DX 0.3454 97.4600 0.3544 5.6708 EUR 0.0045 1.1842 0.3796 6.0730 EURIBOR-ICE 0.0312 97.5500 0.0320 0.5117 EUROSTX 44.0716 5965.0000 0.7388 11.8214 FEEDCOW 3.0702 358.6000 0.8562 13.6986 GASOIL 11.2786 656.0000 1.7193 27.5088 GASOLINE 0.0306 2.0849 1.4683 23.4929 GAS_US_mini 0.1432 3.5700 4.0119 64.1905 GBP 0.0061 1.3624 0.4451 7.1212 GOLD_micro 44.6755 5022.3000 0.8895 14.2327 HEATOIL 0.0383 2.2737 1.6826 26.9213 JGB-SGX-mini 0.2342 131.4300 0.1782 2.8507 JPY 0.0000 0.0064 0.6188 9.9015 LEANHOG 1.0719 96.2250 1.1139 17.8231 LIVECOW 1.8498 237.0000 0.7805 12.4883 LUMBER-new 7.9254 594.5000 1.3331 21.3300 MXP 0.0003 0.0573 0.4614 7.3817 NASDAQ_micro 188.8898 25736.5000 0.7339 11.7430 NIKKEI 643.4080 53000.0000 1.2140 19.4236 NZD 0.0036 0.5952 0.5984 9.5744 OAT 0.3448 121.4000 0.2840 4.5447 OATIES 5.4447 304.0000 1.7910 28.6564 OJ 6.4842 217.5500 2.9805 47.6886 PALLAD 61.3045 2042.5000 3.0014 48.0231 PLAT 74.5530 2754.7000 2.7064 43.3023 REDWHEAT 8.1977 552.0000 1.4851 23.7615 RICE 0.1579 10.6900 1.4771 23.6338 ROBUSTA 61.5145 4130.0000 1.4895 23.8313 RUSSELL 25.4165 2680.0000 0.9484 15.1740 SHATZ 0.0490 106.7800 0.0459 0.7341 SILVER-mini 2.3595 102.8875 2.2933 36.6921 SMI 83.5355 13051.0000 0.6401 10.2411 SOFR 0.0436 96.4400 0.0452 0.7239 SOYBEAN 8.1818 1081.5000 0.7565 12.1044 SOYMEAL 3.7546 302.2000 1.2424 19.8787 SOYOIL 0.6807 54.4900 1.2492 19.9870 SP400 28.4092 3497.0000 0.8124 12.9982 SP500_micro 40.8217 6946.2500 0.5877 9.4029 SUGAR11 0.2127 14.3200 1.4856 23.7703 US10 0.2839 111.6719 0.2542 4.0673 US10U 0.3831 114.2031 0.3354 5.3667 US2 0.0637 104.1094 0.0612 0.9793 US20 0.6020 115.4062 0.5216 8.3456 US30 0.8658 118.1250 0.7330 11.7272 US5 0.1755 108.6875 0.1615 2.5839 VIX 0.4740 19.0000 2.4950 39.9195 WHEAT 6.6879 584.5000 1.1442 18.3074 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 688.65 0.52 356.57 1.00 356.57 36656.02 102.80 20.00 205.61 BITCOIN 89.94 2.15 193.42 1.00 193.42 36656.02 189.51 -13.59 -257.62 BOBL 1161.90 0.14 159.43 1.17 186.31 36656.02 196.74 -3.23 -63.47 BTP 1205.90 0.32 384.14 1.17 448.92 36656.02 81.65 8.36 68.26 BUND 1275.90 0.26 331.31 1.17 387.19 36656.02 94.67 -0.56 -5.28 BUXL 1096.00 0.73 798.65 1.17 933.33 36656.02 39.27 -5.82 -22.85 CAC 816.20 0.69 563.95 1.17 659.06 36656.02 55.62 8.07 44.87 CAD 731.20 0.35 256.26 1.00 256.26 36656.02 143.05 -1.04 -14.90 CANOLA 132.56 0.99 131.52 0.72 95.16 36656.02 385.21 2.95 113.50 CHF 1606.25 0.48 764.18 1.00 764.18 36656.02 47.97 -5.82 -27.91 COCOA 427.40 3.78 1615.20 1.00 1615.20 36656.02 22.69 -11.86 -26.91 COFFEE 1249.69 1.43 1784.50 1.00 1784.50 36656.02 20.54 1.59 3.27 COPPER 1483.38 1.51 2245.77 1.00 2245.77 36656.02 16.32 8.03 13.11 CORN 227.75 0.97 221.92 1.00 221.92 36656.02 165.17 -11.54 -190.63 COTTON2 319.20 0.94 300.19 1.00 300.19 36656.02 122.11 -20.00 -244.22 CRUDE_W 596.00 1.46 872.86 1.00 872.86 36656.02 42.00 3.35 14.06 DAX 249.98 0.66 164.23 1.17 191.92 36656.02 190.99 8.63 164.76 DOW 246.25 0.64 158.58 1.00 158.58 36656.02 231.15 0.33 7.54 DX 974.60 0.35 345.42 1.00 345.42 36656.02 106.12 -1.46 -15.49 EUR 1480.19 0.38 561.83 1.00 561.83 36656.02 65.24 2.71 17.67 EURIBOR-ICE 2438.75 0.03 77.99 1.17 91.14 36656.02 402.20 3.45 138.92 EUROSTX 596.50 0.74 440.72 1.17 515.04 36656.02 71.17 18.09 128.78 FEEDCOW 1793.00 0.86 1535.10 1.00 1535.10 36656.02 23.88 12.57 30.02 GASOIL 656.00 1.72 1127.86 1.00 1127.86 36656.02 32.50 11.28 36.65 GASOLINE 875.66 1.47 1285.74 1.00 1285.74 36656.02 28.51 -4.65 -13.27 GAS_US_mini 89.25 4.01 358.06 1.00 358.06 36656.02 102.37 -1.26 -12.90 GBP 851.50 0.45 378.98 1.00 378.98 36656.02 96.72 9.06 87.64 GOLD_micro 502.23 0.89 446.75 1.00 446.75 36656.02 82.05 8.89 72.96 HEATOIL 954.95 1.68 1606.79 1.00 1606.79 36656.02 22.81 3.89 8.87 JGB-SGX-mini 131430.00 0.18 23416.62 0.01 147.41 36656.02 248.66 -13.31 -331.08 JPY 805.44 0.62 498.44 1.00 498.44 36656.02 73.54 -9.73 -71.55 LEANHOG 384.90 1.11 428.76 1.00 428.76 36656.02 85.49 13.87 118.59 LIVECOW 948.00 0.78 739.93 1.00 739.93 36656.02 49.54 5.91 29.29 LUMBER-new 163.49 1.33 217.95 1.00 217.95 36656.02 168.19 -5.40 -90.85 MXP 286.40 0.46 132.13 1.00 132.13 36656.02 277.42 20.00 554.84 NASDAQ_micro 514.73 0.73 377.78 1.00 377.78 36656.02 97.03 -5.98 -58.02 NIKKEI 53000.00 1.21 64340.80 0.01 405.04 36656.02 90.50 9.61 86.99 NZD 595.20 0.60 356.17 1.00 356.17 36656.02 102.92 10.82 111.36 OAT 1214.00 0.28 344.83 1.17 402.98 36656.02 90.96 10.16 92.38 OATIES 152.00 1.79 272.24 1.00 272.24 36656.02 134.65 -15.55 -209.42 OJ 326.32 2.98 972.62 1.00 972.62 36656.02 37.69 -5.05 -19.04 PALLAD 2042.50 3.00 6130.45 1.00 6130.45 36656.02 5.98 5.49 3.28 PLAT 1377.35 2.71 3727.65 1.00 3727.65 36656.02 9.83 7.17 7.05 REDWHEAT 276.00 1.49 409.89 1.00 409.89 36656.02 89.43 -9.72 -86.97 RICE 213.80 1.48 315.81 1.00 315.81 36656.02 116.07 -8.29 -96.17 ROBUSTA 413.00 1.49 615.15 1.00 615.15 36656.02 59.59 0.29 1.70 RUSSELL 134.00 0.95 127.08 1.00 127.08 36656.02 288.44 13.79 397.78 SHATZ 1067.80 0.05 48.99 1.17 57.25 36656.02 640.27 -2.08 -133.03 SILVER-mini 2572.19 2.29 5898.68 1.00 5898.68 36656.02 6.21 10.65 6.62 SMI 1305.10 0.64 835.35 1.26 1051.02 36656.02 34.88 18.63 64.97 SOFR 2411.00 0.05 109.09 1.00 109.09 36656.02 336.02 -15.46 -519.44 SOYBEAN 540.75 0.76 409.09 1.00 409.09 36656.02 89.60 -8.26 -74.04 SOYMEAL 302.20 1.24 375.46 1.00 375.46 36656.02 97.63 -17.79 -173.69 SOYOIL 326.94 1.25 408.41 1.00 408.41 36656.02 89.75 -5.08 -45.60 SP400 3497.00 0.81 2840.92 1.00 2840.92 36656.02 12.90 7.74 9.99 SP500_micro 347.31 0.59 204.11 1.00 204.11 36656.02 179.59 -4.37 -78.50 SUGAR11 160.38 1.49 238.27 1.00 238.27 36656.02 153.84 -8.64 -132.92 US10 1116.72 0.25 283.88 1.00 283.88 36656.02 129.13 -13.63 -176.03 US10U 1142.03 0.34 383.06 1.00 383.06 36656.02 95.69 -11.83 -113.25 US2 2082.19 0.06 127.45 1.00 127.45 36656.02 287.62 -14.28 -410.69 US20 1154.06 0.52 601.96 1.00 601.96 36656.02 60.89 -3.27 -19.90 US30 1181.25 0.73 865.80 1.00 865.80 36656.02 42.34 -4.50 -19.06 US5 1086.88 0.16 175.53 1.00 175.53 36656.02 208.83 -15.06 -314.54 VIX 190.00 2.49 474.04 1.00 474.04 36656.02 77.33 -20.00 -154.65 WHEAT 292.25 1.14 334.40 1.00 334.40 36656.02 109.62 -11.22 -122.99 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 205.605 0.010 2.5 5.342 BITCOIN -257.619 0.043 2.5 -27.936 BOBL -63.474 0.004 2.5 -0.645 BTP 68.257 0.014 2.5 2.331 BUND -5.280 0.004 2.5 -0.054 BUXL -22.846 0.004 2.5 -0.232 CAC 44.870 0.014 2.5 1.533 CAD -14.904 0.010 2.5 -0.387 CANOLA 113.502 0.010 2.5 2.765 CHF -27.913 0.010 2.5 -0.725 COCOA -26.912 0.010 2.5 -0.656 COFFEE 3.270 0.005 2.5 0.043 COPPER 13.107 0.043 2.5 1.421 CORN -190.635 0.010 2.5 -4.644 COTTON2 -244.223 0.010 2.5 -5.950 CRUDE_W 14.060 0.043 2.5 1.525 DAX 164.758 0.014 2.5 5.628 DOW 7.541 0.009 2.5 0.175 DX -15.486 0.010 2.5 -0.402 EUR 17.667 0.010 2.5 0.459 EURIBOR-ICE 138.921 0.014 2.5 4.745 EUROSTX 128.775 0.014 2.5 4.399 FEEDCOW 30.022 0.013 2.5 0.996 GASOIL 36.653 0.017 2.5 1.591 GASOLINE -13.271 0.017 2.5 -0.576 GAS_US_mini -12.900 0.043 2.5 -1.399 GBP 87.642 0.010 2.5 2.277 GOLD_micro 72.959 0.014 2.5 2.492 HEATOIL 8.870 0.017 2.5 0.385 JGB-SGX-mini -331.077 0.043 2.5 -35.902 JPY -71.548 0.010 2.5 -1.859 LEANHOG 118.587 0.024 2.5 7.217 LIVECOW 29.293 0.013 2.5 0.972 LUMBER-new -90.851 0.010 2.5 -2.213 MXP 554.839 0.059 2.5 81.550 NASDAQ_micro -58.018 0.009 2.5 -1.350 NIKKEI 86.985 0.043 2.5 9.433 NZD 111.363 0.010 2.5 2.894 OAT 92.380 0.014 2.5 3.155 OATIES -209.417 0.010 2.5 -5.102 OJ -19.042 0.010 2.5 -0.464 PALLAD 3.281 0.014 2.5 0.112 PLAT 7.051 0.014 2.5 0.241 REDWHEAT -86.967 0.005 2.5 -1.155 RICE -96.174 0.010 2.5 -2.343 ROBUSTA 1.700 0.005 2.5 0.023 RUSSELL 397.779 0.013 2.5 13.200 SHATZ -133.034 0.004 2.5 -1.351 SILVER-mini 6.616 0.014 2.5 0.226 SMI 64.973 0.014 2.5 2.219 SOFR -519.444 0.024 2.5 -31.613 SOYBEAN -74.044 0.004 2.5 -0.690 SOYMEAL -173.692 0.004 2.5 -1.618 SOYOIL -45.598 0.004 2.5 -0.425 SP400 9.990 0.013 2.5 0.332 SP500_micro -78.505 0.009 2.5 -1.827 SUGAR11 -132.916 0.010 2.5 -3.238 US10 -176.033 0.005 2.5 -2.234 US10U -113.247 0.005 2.5 -1.437 US2 -410.695 0.005 2.5 -5.212 US20 -19.898 0.005 2.5 -0.252 US30 -19.058 0.005 2.5 -0.242 US5 -314.544 0.005 2.5 -3.991 VIX -154.652 0.099 2.5 -38.228 WHEAT -122.989 0.005 2.5 -1.634 ===================== Position diags ===================== AUD 2.67 BITCOIN 20.55 BOBL 2.00 BTP 2.79 BUND 0.96 BUXL 0.40 CAC 1.90 CAD 3.72 CANOLA 9.38 CHF 1.25 COCOA 0.55 COFFEE 0.27 COPPER 1.77 CORN 4.02 COTTON2 2.97 CRUDE_W 4.55 DAX 6.52 DOW 5.38 DX 2.76 EUR 1.70 EURIBOR-ICE 13.74 EUROSTX 2.43 FEEDCOW 0.79 GASOIL 1.41 GASOLINE 1.24 GAS_US_mini 11.10 GBP 2.51 GOLD_micro 2.80 HEATOIL 0.99 JGB-SGX-mini 26.96 JPY 1.91 LEANHOG 5.20 LIVECOW 1.64 LUMBER-new 4.10 MXP 40.78 NASDAQ_micro 2.26 NIKKEI 9.81 NZD 2.67 OAT 3.11 OATIES 3.28 OJ 0.92 PALLAD 0.20 PLAT 0.34 REDWHEAT 1.19 RICE 2.83 ROBUSTA 0.79 RUSSELL 9.57 SHATZ 6.50 SILVER-mini 0.21 SMI 1.19 SOFR 20.45 SOYBEAN 0.83 SOYMEAL 0.91 SOYOIL 0.84 SP400 0.43 SP500_micro 4.18 SUGAR11 3.75 US10 1.64 US10U 1.21 US2 3.65 US20 0.77 US30 0.54 US5 2.65 VIX 19.11 WHEAT 1.46 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.3 5.1 5.6 0.0 0 BITCOIN -27.9 -30.0 -25.9 0.0 0 BOBL -0.6 -0.8 -0.4 -1.0 -1 BTP 2.3 2.1 2.6 0.0 0 BUND -0.1 -0.1 0.0 0.0 0 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 1.5 1.3 1.7 0.0 0 CAD -0.4 -0.8 -0.0 0.0 0 CANOLA 2.8 1.8 3.7 13.0 13 CHF -0.7 -0.8 -0.6 -3.0 -3 COCOA -0.7 -0.7 -0.6 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.4 1.2 1.6 3.0 3 CORN -4.6 -5.0 -4.2 0.0 0 COTTON2 -5.9 -6.2 -5.7 -6.0 -6 CRUDE_W 1.5 1.1 2.0 1.0 1 DAX 5.6 5.0 6.3 0.0 0 DOW 0.2 -0.4 0.7 -3.0 -3 DX -0.4 -0.7 -0.1 1.0 1 EUR 0.5 0.3 0.6 -1.0 -1 EURIBOR-ICE 4.7 3.4 6.1 0.0 0 EUROSTX 4.4 4.2 4.6 9.0 9 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 1.6 1.5 1.7 1.0 1 GASOLINE -0.6 -0.7 -0.5 0.0 0 GAS_US_mini -1.4 -2.5 -0.3 -4.0 -4 GBP 2.3 2.0 2.5 4.0 4 GOLD_micro 2.5 2.2 2.8 0.0 0 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -35.9 -38.6 -33.2 0.0 0 JPY -1.9 -2.1 -1.7 -2.0 -2 LEANHOG 7.2 6.7 7.7 3.0 3 LIVECOW 1.0 0.8 1.1 0.0 0 LUMBER-new -2.2 -2.6 -1.8 0.0 0 MXP 81.6 77.5 85.6 51.0 51 NASDAQ_micro -1.4 -1.6 -1.1 -4.0 -4 NIKKEI 9.4 8.5 10.4 11.0 11 NZD 2.9 2.6 3.2 0.0 0 OAT 3.2 2.8 3.5 5.0 5 OATIES -5.1 -5.4 -4.8 NaN 0 OJ -0.5 -0.6 -0.4 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT -1.2 -1.3 -1.0 -4.0 -4 RICE -2.3 -2.6 -2.1 -3.0 -3 ROBUSTA 0.0 -0.1 0.1 0.0 0 RUSSELL 13.2 12.2 14.2 0.0 0 SHATZ -1.4 -2.0 -0.7 NaN 0 SILVER-mini 0.2 0.2 0.2 2.0 2 SMI 2.2 2.1 2.3 0.0 0 SOFR -31.6 -33.7 -29.6 NaN 0 SOYBEAN -0.7 -0.8 -0.6 0.0 0 SOYMEAL -1.6 -1.7 -1.5 -1.0 -1 SOYOIL -0.4 -0.5 -0.3 -8.0 -8 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -1.8 -2.2 -1.4 0.0 0 SUGAR11 -3.2 -3.6 -2.9 -4.0 -4 US10 -2.2 -2.4 -2.1 -1.0 -1 US10U -1.4 -1.6 -1.3 0.0 0 US2 -5.2 -5.6 -4.8 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.2 -0.3 -0.2 -5.0 -5 US5 -4.0 -4.3 -3.7 -1.0 -1 VIX -38.2 -40.1 -36.3 -30.0 -30 WHEAT -1.6 -1.8 -1.5 -3.0 -3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Forecast weights =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BITCOIN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BOBL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BTP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUND 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 BUXL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAC 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CANOLA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CHF 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COCOA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COFFEE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COPPER 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CORN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 COTTON2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 CRUDE_W 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DAX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 DX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EURIBOR-ICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 EUROSTX 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 FEEDCOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GASOLINE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GAS_US_mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GBP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 GOLD_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 HEATOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JGB-SGX-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 JPY 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LEANHOG 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LIVECOW 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 LUMBER-new 3.7 3.7 3.7 1.2 1.0 3.1 1.2 4.2 1.2 1.0 3.1 1.2 4.2 1.2 1.2 2.3 2.3 2.3 2.3 1.2 1.2 1.0 3.1 1.2 0.0 1.2 1.0 3.1 1.2 4.2 1.2 6.2 2.8 3.7 3.7 3.7 3.8 3.8 3.8 3.8 MXP 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NASDAQ_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NIKKEI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 NZD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OATIES 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 OJ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PALLAD 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 PLAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 REDWHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RICE 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 ROBUSTA 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 RUSSELL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SHATZ 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SILVER-mini 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SMI 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOFR 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYBEAN 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYMEAL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SOYOIL 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP400 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SP500_micro 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 SUGAR11 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US10U 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US2 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US20 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US30 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 US5 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 VIX 5.2 5.2 5.2 1.7 1.4 4.3 1.7 5.8 1.7 1.4 4.3 1.7 5.8 1.7 1.7 3.2 3.2 3.2 3.2 1.7 1.7 1.4 4.3 1.7 0.0 1.7 1.4 4.3 1.7 5.8 1.7 0.0 0.0 0.0 0.0 0.0 5.3 5.3 0.0 0.0 WHEAT 3.2 3.2 3.2 1.1 0.9 2.7 1.1 3.6 1.1 0.9 2.7 1.1 3.6 1.1 1.1 2.0 2.0 2.0 2.0 1.1 1.1 0.9 2.7 1.1 13.3 1.1 0.9 2.7 1.1 3.6 1.1 5.3 2.4 3.2 3.2 3.2 3.3 3.3 3.3 3.3 =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== Weighted forecasts =================================================================================================================================================================================================================================================================================================================================================================================================================================================================================================== accel16 accel32 accel64 assettrend16 assettrend2 assettrend32 assettrend4 assettrend64 assettrend8 breakout10 breakout160 breakout20 breakout320 breakout40 breakout80 carry10 carry125 carry30 carry60 momentum16 momentum32 momentum4 momentum64 momentum8 mrinasset1000 normmom16 normmom2 normmom32 normmom4 normmom64 normmom8 relcarry relmomentum10 relmomentum20 relmomentum40 relmomentum80 skewabs180 skewabs365 skewrv180 skewrv365 AUD 0.1 0.4 0.2 0.1 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 0.2 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 0.2 0.5 0.2 0.7 0.2 -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 -0.3 -0.0 -2.7 -0.2 -0.1 -0.5 -0.1 -0.3 -0.1 -0.0 -0.5 0.2 -0.6 -0.6 -0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.2 -0.3 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.3 0.0 -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 -0.2 -0.4 -0.1 -0.4 -0.1 -0.5 0.2 0.6 -0.2 -0.2 0.2 0.7 0.7 0.7 BTP 0.2 -0.0 -0.1 -0.1 -0.1 -0.3 -0.2 -0.3 -0.1 -0.2 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 0.4 0.6 0.5 0.5 0.0 0.7 0.6 0.7 BUND 0.3 -0.2 -0.2 -0.1 -0.1 -0.2 -0.2 -0.2 -0.1 -0.2 -0.3 0.0 -0.5 -0.0 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.1 -0.3 -0.0 -0.0 -0.1 -0.2 -0.4 -0.1 -0.4 -0.1 0.3 0.1 0.6 -0.1 -0.1 0.0 0.7 0.5 0.7 BUXL 0.3 -0.1 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 -0.5 -0.0 -0.7 -0.1 -0.2 0.1 0.1 0.1 0.1 -0.1 -0.2 -0.1 -0.5 -0.1 0.3 -0.1 -0.2 -0.5 -0.1 -0.7 -0.1 -0.0 0.1 0.5 0.0 -0.2 -0.3 0.7 0.2 0.3 CAC -0.0 0.0 0.1 0.1 0.0 0.4 0.0 0.5 0.1 -0.1 0.4 -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 0.0 -0.1 0.2 -0.2 0.2 -0.1 0.2 -0.5 -0.4 -0.5 -0.1 0.7 0.7 0.4 0.7 CAD -0.4 0.3 0.1 0.1 0.2 0.0 0.2 0.1 0.1 0.2 -0.2 -0.0 -0.1 0.0 0.1 -0.1 -0.2 -0.2 -0.2 0.0 -0.0 0.1 -0.1 0.0 2.7 0.0 0.2 -0.0 0.2 -0.1 0.0 -0.4 -0.1 -0.6 0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 -0.1 -0.2 -0.1 0.0 -0.5 0.1 -0.7 0.1 0.1 -0.3 0.2 -0.1 0.0 -0.0 -0.3 -0.3 -0.4 -0.3 -0.0 -0.1 0.2 -0.2 0.1 1.3 -0.0 0.2 -0.2 0.2 -0.3 0.1 -0.8 0.5 0.6 -0.3 0.1 0.4 0.7 0.6 0.7 CHF -0.2 0.1 -0.4 0.0 0.2 0.0 0.2 0.1 0.1 0.1 -0.1 0.1 0.4 0.0 -0.0 -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 0.1 -0.3 -0.1 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 0.2 -0.5 -0.0 0.0 -0.2 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 -0.5 -0.1 -0.3 -0.1 -0.0 0.1 0.2 COFFEE 0.0 -0.5 0.0 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.1 0.3 -0.2 0.6 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 0.0 -0.1 0.5 -0.1 -2.7 -0.1 0.0 0.2 -0.1 0.7 -0.1 1.1 -0.3 -0.5 -0.6 0.2 0.7 0.5 0.7 0.7 COPPER 0.1 0.4 0.4 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.1 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.3 0.1 0.0 0.2 -0.0 0.3 0.0 -0.1 -0.4 0.0 -0.2 -0.2 0.7 0.7 0.7 0.7 CORN -0.3 -0.2 0.3 -0.1 0.1 -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 -0.0 -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 0.2 -0.0 -0.3 0.2 -0.1 COTTON2 0.2 0.2 -0.0 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.2 -0.5 -0.2 -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 -1.1 -0.2 -0.2 0.0 -0.1 -0.3 -0.4 -0.3 -0.2 CRUDE_W 0.4 0.1 -0.1 0.1 0.2 0.1 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 0.3 0.7 0.4 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 -0.1 0.3 -0.1 0.4 0.1 -0.1 -0.5 0.4 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 0.2 -0.2 0.4 0.1 0.2 0.0 0.2 0.1 0.1 -0.2 0.2 -0.1 -0.5 -0.0 0.0 0.1 0.1 0.1 0.1 0.0 0.0 -0.1 -0.2 -0.0 -2.7 -0.0 -0.2 -0.0 -0.2 -0.1 -0.1 0.9 -0.5 -0.1 -0.6 0.5 0.0 0.7 0.3 0.7 EUR -0.3 0.1 -0.3 0.1 0.2 0.0 0.2 0.1 0.1 0.2 0.0 0.1 0.6 0.0 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.0 0.1 0.3 0.0 1.6 0.0 0.2 0.1 0.2 0.3 0.1 -0.4 -0.0 -0.3 0.0 0.1 -0.2 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 -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 -0.1 -0.1 -0.0 -0.0 -0.0 0.0 -0.1 -0.2 -0.3 -0.1 -0.2 -0.1 0.8 -0.0 0.4 -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 -0.0 0.5 -0.0 0.5 0.1 0.6 -0.0 0.6 0.4 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.6 0.6 -0.0 -0.1 0.0 -0.5 0.1 -0.7 0.1 -0.0 0.2 0.1 0.4 0.2 0.1 0.2 0.2 0.2 0.2 0.2 0.2 0.1 0.5 0.2 -2.7 0.1 -0.0 0.3 0.0 0.6 0.1 1.1 0.1 0.3 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.5 -0.2 -0.0 0.1 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 0.2 0.2 0.2 0.2 1.1 0.0 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 0.1 0.2 0.0 0.2 0.1 -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 0.1 -0.1 0.2 -0.2 0.2 -1.1 -0.5 -0.1 -0.2 -0.2 0.4 0.7 0.2 0.7 GAS_US_mini -0.0 -0.4 0.2 0.0 0.1 0.0 0.1 0.0 0.1 0.1 -0.2 0.1 -0.3 -0.0 -0.1 0.4 -0.3 0.4 0.2 -0.0 -0.0 0.1 -0.1 0.0 2.3 -0.1 0.1 -0.1 0.0 -0.1 -0.0 -0.8 -0.1 -0.6 -0.5 -0.1 0.2 -0.5 -0.1 -0.7 GBP -0.1 0.4 -0.2 0.1 0.2 0.0 0.2 0.1 0.1 0.2 0.1 0.1 0.5 0.2 0.2 0.0 0.0 0.0 0.0 0.1 0.1 0.2 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.4 0.2 0.4 -0.2 0.1 0.5 0.3 -0.0 -0.2 0.1 -0.3 GOLD_micro 0.6 0.2 0.6 0.1 0.1 0.3 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 0.1 0.2 0.0 0.2 0.0 0.2 0.1 -0.0 0.2 0.1 0.1 -0.1 0.4 0.3 0.3 0.3 0.0 0.0 0.2 0.1 0.1 -2.3 0.0 0.1 0.0 0.2 0.1 0.1 1.0 -0.0 -0.1 -0.3 0.1 0.3 0.4 -0.1 -0.4 JGB-SGX-mini -0.0 -0.3 -0.5 -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 -0.5 -0.1 -0.5 -0.2 0.8 -0.2 -0.6 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.1 0.1 -0.5 0.0 0.2 0.0 0.2 0.1 0.1 0.1 -0.5 -0.0 -0.6 -0.1 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 -0.2 0.0 -0.5 -0.1 2.7 -0.1 0.2 -0.4 0.0 -0.5 -0.1 -0.6 -0.5 -0.3 -0.6 -0.6 -0.3 -0.5 -0.2 -0.6 LEANHOG 0.6 0.6 -0.3 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 0.2 0.2 0.5 0.2 0.2 -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 0.4 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 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.0 0.2 0.1 0.4 0.2 0.1 -0.2 0.1 -0.1 -0.0 0.1 0.1 0.0 0.5 0.1 -2.7 0.0 0.0 0.1 -0.0 0.5 0.0 0.9 -0.1 -0.2 0.6 -0.0 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.6 -0.1 0.1 -0.6 0.1 -0.8 0.1 0.0 -0.5 0.1 -0.6 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 0.1 -0.6 0.1 NaN -0.1 -0.1 -0.5 0.1 -0.6 0.1 -1.2 0.6 0.2 0.4 -0.3 0.1 0.8 0.3 0.8 MXP 0.3 0.5 0.3 0.1 0.2 0.0 0.2 0.1 0.2 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 0.6 0.4 0.7 0.5 NASDAQ_micro -0.1 -0.3 -0.0 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 -0.0 0.5 -0.0 -0.3 -0.1 -0.3 -0.5 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.2 -0.2 0.2 0.1 0.0 0.2 0.0 0.3 0.0 0.0 0.3 0.1 0.4 0.1 0.1 0.2 0.2 0.2 0.1 0.1 0.2 0.1 0.5 0.1 -2.0 0.1 0.0 0.4 0.0 0.5 0.1 1.1 0.5 0.4 0.1 0.6 -0.2 0.1 -0.4 0.2 NZD 0.1 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 2.1 0.0 0.2 -0.1 0.2 -0.3 0.1 0.0 0.5 0.2 0.1 -0.1 0.1 0.7 0.2 0.7 OAT 0.3 -0.0 0.0 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.1 0.0 0.2 -0.1 0.1 -0.0 0.3 0.3 0.3 0.3 0.0 -0.0 0.1 -0.1 0.0 0.0 0.0 0.1 -0.0 0.1 -0.1 0.1 0.9 0.5 0.6 0.3 0.3 -0.0 0.7 0.5 0.7 OATIES 0.1 0.1 -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 -0.3 -0.3 -0.1 -0.1 -0.0 -0.3 -0.0 -0.5 -0.1 0.0 -0.3 -0.0 -0.4 -0.0 -0.7 -0.2 -0.3 -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 -0.5 0.0 0.0 -0.1 0.0 -0.2 0.1 0.0 0.1 0.1 0.0 0.0 0.0 -0.0 0.1 -0.2 0.1 -2.7 0.1 0.1 -0.0 0.1 -0.1 0.1 0.7 0.2 0.3 0.6 0.0 -0.7 -0.6 -0.4 -0.7 PALLAD 0.2 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.1 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 1.5 0.1 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 0.1 0.2 0.1 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 0.1 0.3 0.1 0.3 0.1 0.2 -0.0 -0.3 0.3 0.1 0.7 0.3 -0.3 -0.3 REDWHEAT 0.1 0.1 0.4 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.4 0.1 -0.7 0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.4 0.0 1.1 0.0 0.2 -0.1 0.2 -0.4 0.1 -0.9 0.2 -0.2 0.1 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.1 -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 0.1 0.1 0.0 0.0 -0.2 0.1 -0.5 0.1 -1.0 0.2 0.3 0.2 -0.2 -0.5 -0.6 -0.2 -0.6 ROBUSTA 0.4 -0.5 -0.2 -0.1 0.0 -0.5 0.1 -0.7 0.1 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 -0.0 0.1 -0.1 0.1 -0.0 0.0 1.1 0.5 0.3 -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 0.0 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 0.1 0.4 0.2 0.5 0.2 0.0 0.5 0.6 0.5 0.0 -0.2 -0.7 -0.6 -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 0.0 -0.4 -0.0 -0.1 -0.0 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.3 -0.0 1.4 -0.1 -0.1 -0.5 -0.0 -0.5 -0.0 -1.1 0.2 0.5 -0.1 -0.3 0.7 0.7 0.7 0.7 SILVER-mini 0.6 0.1 0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.1 0.3 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.2 0.3 0.2 -0.9 0.1 0.1 0.4 0.1 0.5 0.1 0.0 0.5 0.4 0.6 0.6 0.2 0.7 -0.7 -0.2 SMI -0.4 0.3 0.5 0.1 0.0 0.3 0.0 0.4 0.1 -0.1 0.5 -0.1 0.6 0.1 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.5 0.1 1.5 0.2 -0.2 0.5 -0.1 0.6 0.1 1.1 -0.5 -0.1 0.6 0.6 -0.2 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 -0.1 -0.3 -0.2 -0.3 -0.1 -0.2 -0.1 -0.2 0.5 -0.2 -0.2 0.2 0.1 0.2 0.2 -0.2 -0.1 -0.2 0.2 -0.2 -2.7 -0.2 -0.1 -0.1 -0.2 0.2 -0.2 0.3 0.0 -0.3 -0.2 -0.2 -0.5 -0.5 -0.4 -0.7 SOYBEAN -0.0 -0.5 0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 0.0 0.1 0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 -0.0 -0.8 -0.1 0.2 0.0 0.2 0.1 -0.0 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 0.1 -0.7 0.1 0.1 -0.1 -0.1 -0.3 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.0 -0.0 -0.2 -0.1 -1.7 -0.0 0.1 0.1 -0.0 -0.0 -0.1 -0.7 -0.4 -0.5 -0.6 0.6 -0.7 -0.7 -0.5 -0.6 SOYOIL 0.6 -0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 -0.2 0.2 0.2 0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.0 0.2 0.1 0.2 -2.2 0.0 0.2 -0.1 0.2 -0.0 0.2 0.0 0.5 0.6 0.0 0.2 -0.4 -0.7 -0.4 -0.7 SP400 0.4 0.5 0.2 0.1 0.0 0.3 0.0 0.4 0.1 0.0 0.5 0.2 0.4 0.2 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.1 0.3 0.2 0.4 0.1 0.0 0.2 0.1 0.2 0.1 -0.0 0.4 0.3 0.2 -0.2 -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 -0.2 -0.5 -0.4 -0.4 0.2 -0.7 0.2 -0.7 SUGAR11 -0.1 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 0.0 -0.2 0.1 -0.5 0.1 1.1 -0.1 -0.1 0.3 -0.0 -0.1 -0.5 0.1 -0.4 US10 -0.3 -0.3 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -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 -0.1 -0.0 -0.2 0.3 -0.2 -0.2 -0.2 -0.3 -0.0 0.1 -0.7 -0.7 -0.7 -0.7 US10U -0.2 -0.3 -0.1 -0.1 -0.1 -0.3 -0.2 -0.3 -0.2 -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 -0.1 -2.1 -0.1 -0.1 0.1 -0.2 0.4 -0.1 -0.3 -0.1 -0.1 0.2 0.3 -0.6 -0.3 -0.6 -0.7 US2 -0.4 -0.2 -0.2 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -0.1 -0.2 -0.2 0.0 -0.2 -1.1 -0.3 -0.6 -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 -0.0 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 0.0 -0.0 -1.3 0.0 0.0 0.1 -0.0 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 -0.2 -0.1 -0.1 -0.1 -0.2 -0.1 -0.2 -0.1 0.0 -0.0 -0.0 -0.3 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.0 -0.1 -0.0 -0.8 -0.0 0.1 0.0 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 -0.1 -0.3 -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 -0.1 -0.0 -0.2 0.2 -0.2 -0.5 -0.2 -0.4 -0.0 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.3 -0.5 -0.5 -0.2 -0.2 -0.6 -0.1 -0.5 -0.2 -0.3 -0.9 -0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.1 -0.6 -0.2 NaN -0.3 -0.2 -0.7 -0.1 -0.6 -0.2 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.2 -0.0 0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 -0.5 0.1 -0.7 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 0.1 -0.5 0.0 1.7 -0.0 0.2 -0.2 0.2 -0.5 0.1 -1.1 0.5 -0.0 -0.2 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 3.9 11.4 6.4 5.2 20.0 1.4 20.0 2.8 13.2 20.0 19.7 20.0 13.3 20.0 20.0 0.8 -0.6 0.4 -0.1 19.3 14.6 20.0 8.6 20.0 17.8 17.5 20.0 12.2 20.0 5.8 20.0 5.7 18.8 16.0 15.8 15.6 2.2 20.0 5.2 20.0 BITCOIN 19.4 -2.4 -20.0 16.7 20.0 20.0 16.1 20.0 14.3 -18.3 -17.2 -8.9 -2.1 -1.7 -18.6 -3.8 -6.2 -4.5 -5.2 -14.7 -20.0 -9.6 -9.4 -4.5 -20.0 -15.9 -15.4 -20.0 -10.9 -8.7 -7.2 -0.1 -20.0 7.6 -20.0 -20.0 -0.0 -0.7 -20.0 -17.0 BOBL 12.7 -5.3 -8.8 -11.1 -12.0 -8.4 -12.8 -6.2 -11.2 -17.3 -12.3 4.2 -6.1 -2.7 -11.9 -20.0 -0.6 -13.9 -3.8 -7.4 -10.3 -4.1 -8.4 -1.6 3.4 -13.2 -19.0 -15.7 -7.1 -11.0 -4.9 -8.7 7.0 17.4 -5.0 -6.0 7.2 20.0 20.0 20.0 BTP 7.2 -1.0 -1.8 -13.5 -14.6 -10.2 -15.6 -7.5 -13.6 -16.9 13.2 10.3 19.9 12.8 7.2 15.6 10.4 13.4 11.7 4.7 6.3 -0.2 11.0 4.7 -20.0 6.1 -10.7 7.5 -1.9 13.2 6.1 12.2 15.2 20.0 16.1 15.5 0.8 20.0 17.2 20.0 BUND 10.0 -5.7 -6.0 -12.1 -13.0 -9.1 -13.9 -6.7 -12.1 -19.8 -12.3 2.3 -12.8 -4.3 -12.5 19.6 6.6 13.1 9.0 -8.2 -10.4 -6.0 -10.5 -3.3 -0.0 -12.2 -20.0 -14.5 -9.4 -11.4 -5.2 6.4 6.2 18.3 -2.2 -3.9 1.2 20.0 15.7 20.0 BUXL 8.8 -3.2 -4.8 -11.1 -12.0 -8.4 -12.8 -6.2 -11.2 -17.8 -17.1 -3.9 -19.7 -8.1 -14.6 4.9 3.5 4.6 4.2 -10.9 -15.3 -7.1 -19.6 -5.8 2.3 -12.4 -17.4 -17.8 -9.6 -19.1 -5.6 -0.2 6.1 15.5 1.5 -4.9 -9.1 20.0 4.8 10.4 CAC -0.8 0.2 3.1 11.3 2.1 13.2 2.7 13.9 8.0 -10.8 16.3 -11.6 19.6 -2.6 8.9 -5.8 -2.8 -5.3 -4.0 6.5 11.3 -14.3 12.2 -3.1 7.0 2.8 -12.4 6.1 -16.4 4.5 -6.3 3.9 -20.0 -12.8 -16.5 -3.0 20.0 20.0 12.9 20.0 CAD -13.5 8.6 3.9 5.3 20.0 1.4 20.0 2.8 13.4 20.0 -7.1 -0.2 -2.9 2.5 5.0 -7.4 -7.6 -7.8 -7.8 2.1 -0.1 13.1 -4.1 2.3 20.0 1.6 20.0 -1.0 18.6 -3.6 4.4 -6.8 -3.5 -20.0 1.3 3.2 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 -2.6 -6.1 -5.4 4.9 -18.5 6.1 -20.0 4.7 13.3 -10.2 14.5 -4.0 4.4 -0.4 -15.9 -14.1 -17.8 -16.7 -0.9 -7.3 18.4 -6.4 10.6 9.6 -0.6 18.4 -7.6 17.5 -7.4 10.5 -14.6 20.0 20.0 -10.5 2.6 10.8 20.0 18.3 20.0 CHF -4.8 2.8 -11.8 3.8 20.0 1.0 20.0 2.0 9.6 14.9 -4.3 7.2 10.9 1.5 -3.2 -16.5 -16.5 -17.0 -16.5 -0.1 0.6 14.8 4.8 4.1 -1.5 0.7 20.0 1.3 13.9 4.7 4.4 -20.0 5.4 -7.9 -4.1 0.2 -7.9 -20.0 -5.3 -20.0 COCOA -20.0 5.9 -15.3 -2.6 2.4 -9.0 3.0 -11.9 2.3 -6.5 -6.1 -7.1 -3.9 -5.9 -5.6 -3.7 5.4 -3.0 -0.2 -9.1 -7.6 -17.5 -4.5 -13.6 -20.0 -5.3 -6.8 -5.0 -8.1 -2.0 -6.7 16.2 -18.8 -15.3 -2.2 -8.3 -3.9 -0.4 3.1 5.1 COFFEE 0.6 -15.8 1.0 -8.3 7.5 -20.0 9.4 -20.0 7.2 -11.4 11.3 -17.1 15.8 -13.3 -12.3 20.0 18.7 20.0 20.0 -9.3 4.3 -14.0 20.0 -13.8 -20.0 -10.9 0.7 5.6 -6.1 20.0 -12.7 20.0 -11.7 -14.4 -20.0 5.9 20.0 16.5 20.0 20.0 COPPER 2.8 12.5 13.6 6.8 8.6 8.3 6.5 8.4 5.8 -3.3 5.5 1.7 3.8 5.5 7.2 -6.5 -6.3 -6.9 -6.6 10.2 9.0 1.1 6.1 6.5 -1.9 5.7 1.1 6.9 -0.4 7.4 2.5 -1.3 -16.3 0.6 -5.5 -6.5 20.0 20.0 20.0 20.0 CORN -9.8 -5.5 7.7 -7.6 6.8 -20.0 8.6 -20.0 6.5 10.2 -4.2 -6.6 -9.6 -10.8 -8.8 -20.0 -20.0 -20.0 -20.0 -7.7 -5.0 -4.2 -8.1 -9.9 8.9 -8.3 5.4 -4.0 -5.9 -5.3 -11.1 -20.0 -20.0 -20.0 -14.1 7.5 -1.5 -9.4 6.9 -1.9 COTTON2 6.1 5.8 -1.4 -9.7 8.8 -20.0 11.0 -20.0 8.4 -20.0 -20.0 -16.6 -20.0 5.6 -14.5 -20.0 -17.2 -20.0 -19.5 -6.6 -15.8 -9.0 -20.0 -3.4 -11.6 -8.2 -17.7 -20.0 -9.6 -20.0 -1.0 -19.8 -9.6 -6.0 1.0 -2.4 -10.1 -12.4 -8.7 -7.2 CRUDE_W 12.8 3.6 -2.5 7.6 20.0 2.0 20.0 1.0 18.1 14.8 -14.0 16.2 -14.9 12.9 -4.7 0.4 3.9 0.5 1.8 -0.5 -6.8 11.0 -9.7 7.5 7.7 0.7 7.6 -7.8 10.3 -11.4 9.4 -2.3 -18.8 -13.8 -3.4 -11.6 10.3 20.0 10.5 16.1 DAX 12.4 17.0 -3.2 10.6 2.0 12.4 2.5 13.1 7.5 -7.2 15.1 -1.7 19.7 12.0 15.3 -9.8 -7.2 -8.4 -7.4 17.9 14.9 -7.0 18.5 10.2 -14.6 16.0 -10.9 11.3 -9.6 11.3 7.6 -2.7 -20.0 12.2 15.2 1.6 11.5 20.0 6.2 20.0 DOW -0.7 5.5 7.3 8.0 1.5 9.3 1.9 9.9 5.7 1.7 16.0 5.1 16.0 10.4 14.0 -7.2 -8.1 -7.5 -7.6 13.4 16.6 1.5 16.7 7.4 -11.1 8.9 -0.6 11.7 -0.5 12.2 3.9 -3.9 -4.6 -5.1 0.9 1.1 -1.8 -20.0 -6.4 -20.0 DX 6.3 -4.9 10.9 4.9 20.0 1.3 20.0 2.6 12.3 -19.5 7.2 -4.8 -14.2 -2.9 1.8 6.1 6.2 6.1 6.1 0.6 0.3 -15.7 -5.9 -3.5 -20.0 -3.2 -20.0 -1.0 -20.0 -3.4 -7.9 16.9 -20.0 -2.2 -20.0 15.8 1.2 19.6 8.5 20.0 EUR -8.7 1.9 -9.0 5.3 20.0 1.4 20.0 2.8 13.3 20.0 0.1 8.2 17.8 3.1 1.7 -8.5 -8.1 -8.5 -8.3 0.7 3.6 16.5 11.2 3.7 12.1 4.1 20.0 5.2 20.0 9.3 7.3 -7.5 -1.9 -8.5 0.0 3.8 -7.2 -20.0 -2.2 -20.0 EURIBOR-ICE 13.5 -6.2 -12.3 -8.4 -9.1 -6.4 -9.7 -4.7 -8.5 -13.5 -8.0 -2.2 3.0 -1.9 -8.4 13.5 11.7 13.3 12.9 -5.0 -6.1 -5.4 -1.2 -1.7 0.0 -10.1 -17.3 -10.5 -7.8 -4.5 -5.1 14.7 -1.2 11.5 -7.3 -5.7 11.3 20.0 20.0 20.0 EUROSTX 9.5 9.6 7.3 10.5 1.9 12.2 2.5 12.9 7.4 -5.6 20.0 6.3 20.0 13.1 17.8 8.5 0.2 4.0 1.4 20.0 20.0 1.5 20.0 14.5 -7.8 20.0 -2.3 19.0 -0.9 14.4 11.6 10.6 -0.1 18.3 12.1 13.4 18.5 20.0 9.9 20.0 FEEDCOW 20.0 20.0 -1.2 -5.9 5.3 -20.0 6.6 -20.0 5.1 -0.4 8.4 9.8 11.4 14.2 8.7 9.2 9.2 11.4 11.8 20.0 18.8 10.6 20.0 20.0 -20.0 8.0 -0.7 9.3 2.4 17.4 7.9 20.0 3.4 8.1 20.0 8.2 20.0 20.0 20.0 20.0 GASOIL 15.9 -6.7 -0.4 5.6 15.9 1.5 17.9 0.7 13.3 10.0 2.5 12.6 5.1 7.8 -3.6 15.3 15.1 15.8 16.3 2.3 1.2 14.2 2.3 9.3 -2.0 8.7 11.0 6.2 15.4 5.3 14.0 20.0 1.2 5.4 1.1 5.5 1.9 20.0 -5.3 8.7 GASOLINE 16.3 -2.8 -1.8 7.9 20.0 2.1 20.0 1.0 18.8 9.9 -6.2 16.7 -1.5 12.4 -1.9 -20.0 -15.3 -20.0 -20.0 2.0 -2.2 14.7 -2.1 10.9 -19.0 4.5 6.5 -3.4 14.6 -4.5 14.7 -20.0 -19.5 -3.6 -6.2 -4.7 11.0 20.0 7.0 20.0 GAS_US_mini -1.2 -12.7 7.3 3.8 10.7 1.0 12.1 0.5 9.0 9.2 -6.2 7.2 -7.4 -4.1 -5.5 20.0 -13.8 20.0 8.8 -3.2 -3.6 13.7 -3.5 2.5 17.0 -5.9 8.2 -4.1 4.4 -2.9 -3.4 -15.3 -3.8 -20.0 -15.9 -1.9 5.7 -15.9 -2.7 -20.0 GBP -2.5 11.2 -6.6 5.4 20.0 1.5 20.0 2.9 13.7 20.0 3.2 7.1 15.1 16.2 15.7 0.2 0.0 0.3 0.2 9.1 6.1 16.8 7.8 10.4 1.2 13.1 20.0 9.1 20.0 9.9 14.1 6.6 -7.5 3.0 15.5 8.3 -0.8 -7.1 3.3 -8.7 GOLD_micro 20.0 5.8 20.0 7.7 9.8 9.4 7.4 9.6 6.6 9.6 10.2 10.5 10.2 10.5 10.5 -8.0 -10.1 -8.4 -9.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.6 20.0 20.0 7.6 17.8 14.0 5.7 -16.0 -18.2 HEATOIL 16.8 -7.9 -1.6 5.9 16.7 1.6 18.8 0.7 14.0 12.8 -0.2 14.4 3.4 7.2 -6.6 20.0 12.6 17.4 14.8 1.6 0.3 18.0 2.2 10.7 -17.5 3.0 9.6 1.4 13.9 3.0 10.0 18.1 -1.3 -2.8 -8.5 2.1 8.8 12.9 -1.9 -11.0 JGB-SGX-mini -0.2 -10.4 -15.8 -5.6 -6.0 -4.2 -6.4 -3.1 -5.6 -3.1 -11.0 -7.3 -10.7 -9.7 -10.6 5.4 13.3 11.3 12.4 -19.0 -18.3 -10.4 -15.8 -15.9 -1.6 -19.6 -3.2 -18.0 -10.0 -14.4 -16.1 15.5 -7.7 -18.1 -20.0 -20.0 -6.9 -20.0 4.2 -20.0 JPY 2.5 3.6 -14.3 3.7 20.0 1.0 20.0 2.0 9.4 9.5 -17.3 -1.6 -16.1 -9.9 -16.0 -9.4 -10.6 -9.7 -9.8 -14.2 -18.8 1.7 -17.9 -7.1 20.0 -12.8 18.0 -16.5 3.5 -14.6 -5.5 -10.9 -20.0 -8.9 -20.0 -20.0 -9.5 -13.9 -6.7 -17.1 LEANHOG 17.8 20.0 -7.8 -9.3 8.4 -20.0 10.6 -20.0 8.1 20.0 9.3 20.0 14.5 20.0 14.8 -20.0 8.6 -20.0 -4.8 20.0 13.0 20.0 11.0 20.0 -3.7 20.0 20.0 15.5 20.0 9.7 20.0 20.0 20.0 20.0 20.0 16.4 -4.1 12.1 2.9 20.0 LIVECOW 12.2 18.0 -4.1 -6.5 5.9 -20.0 7.4 -20.0 5.6 -0.9 6.1 6.4 11.4 14.7 7.1 -7.7 5.3 -4.5 -0.3 13.0 11.3 4.5 17.5 12.2 -20.0 0.5 0.3 2.6 -2.3 12.7 0.8 16.7 -2.5 -5.0 17.7 -0.2 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.8 -15.9 -6.4 5.7 -20.0 7.2 -20.0 5.5 1.6 -14.8 9.8 -14.6 8.8 -9.9 -20.0 -20.0 -20.0 -20.0 -4.0 -16.7 10.2 -19.2 9.6 NaN -4.7 -5.0 -14.6 8.0 -14.2 7.7 -20.0 20.0 4.2 10.5 -9.1 2.3 20.0 6.8 20.0 MXP 10.7 14.4 8.8 5.7 20.0 1.5 20.0 3.0 14.3 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 16.5 12.0 20.0 16.3 NASDAQ_micro -4.0 -8.1 -0.3 7.7 1.4 9.0 1.8 9.5 5.5 4.7 11.7 1.1 14.5 4.4 3.6 -8.1 -8.6 -8.2 -8.3 3.1 11.5 -0.8 19.0 -1.1 -20.0 0.7 5.3 6.9 -1.2 12.9 -1.8 -5.0 -3.9 -10.5 -14.0 -7.0 3.8 -20.0 3.5 -20.0 NIKKEI 5.7 -7.5 7.5 6.2 1.1 7.2 1.5 7.6 4.4 2.5 12.2 7.7 12.2 9.9 11.2 11.1 7.7 8.5 7.4 13.4 16.6 6.7 17.3 11.0 -14.7 9.7 0.2 13.9 4.3 14.6 7.2 20.0 20.0 11.3 1.7 20.0 -7.3 2.5 -11.2 6.8 NZD 3.8 12.0 0.5 4.0 20.0 1.1 20.0 2.1 10.1 16.8 -5.7 13.3 -8.1 13.0 7.2 -3.9 -3.5 -4.1 -4.0 4.6 -2.3 20.0 -5.9 12.5 16.1 3.0 20.0 -4.2 20.0 -7.2 12.9 0.0 18.8 4.8 2.5 -3.1 1.6 20.0 7.1 20.0 OAT 8.7 -1.4 0.7 -11.3 -12.2 -8.5 -13.0 -6.3 -11.4 12.3 1.1 16.3 -3.9 6.0 -2.6 12.7 12.6 14.4 14.7 0.9 -1.3 6.6 -3.4 4.6 0.3 1.6 12.4 -1.2 8.4 -2.1 6.2 17.1 20.0 20.0 9.3 10.5 -1.3 20.0 15.3 20.0 OATIES 2.8 1.6 -4.1 -4.7 4.2 -15.9 5.3 -20.0 4.0 0.7 -9.9 -3.3 -9.9 -1.9 -4.3 -14.6 -12.3 -17.3 -16.6 -6.8 -9.7 -3.3 -9.9 -4.5 -3.5 -8.0 1.5 -11.5 -1.5 -11.4 -3.9 -13.1 -10.0 -7.9 -11.2 -7.8 -7.9 -15.6 -4.1 -18.0 OJ 15.6 20.0 -2.5 -2.8 2.5 -9.5 3.1 -12.5 2.4 5.5 -3.9 3.9 -6.3 5.7 1.3 4.4 2.6 0.6 0.2 3.9 -2.9 6.3 -7.3 6.9 -20.0 6.4 6.9 -0.2 8.0 -4.1 9.4 13.7 6.6 10.8 20.0 0.4 -20.0 -19.2 -12.8 -20.0 PALLAD 7.7 3.0 6.5 5.7 7.3 7.0 5.5 7.1 4.9 6.6 5.4 4.0 5.0 4.5 4.9 -2.9 -3.1 -3.1 -3.1 8.1 7.6 7.0 5.7 7.3 11.1 4.7 5.4 8.2 2.3 9.1 1.8 4.5 -9.5 -12.3 -5.7 0.3 8.0 -3.4 -14.0 -12.4 PLAT 13.4 4.1 -1.5 5.2 6.6 6.4 5.0 6.5 4.5 6.5 6.2 6.1 6.0 6.2 5.9 -2.3 -3.7 -3.4 -3.5 11.5 9.2 12.3 6.5 12.0 -0.4 9.3 6.6 9.8 5.3 9.2 6.8 3.6 -1.1 -9.6 10.3 3.8 20.0 9.7 -7.5 -8.5 REDWHEAT 3.6 3.9 12.8 -8.5 7.6 -20.0 9.6 -20.0 7.3 13.4 -16.6 4.9 -20.0 7.6 -2.0 -15.5 -16.4 -16.1 -16.5 -1.0 -7.3 8.2 -16.5 2.7 7.9 2.0 20.0 -2.8 15.2 -9.8 7.0 -16.9 7.0 -7.3 1.7 15.8 -20.0 -20.0 -20.0 -20.0 RICE 20.0 17.6 4.0 -3.0 2.7 -10.2 3.4 -13.5 2.6 4.5 -7.1 7.0 -8.0 5.9 -2.8 -19.9 -14.5 -20.0 -19.5 -1.9 -9.7 6.0 -14.0 4.7 0.9 0.4 2.2 -8.7 6.4 -14.4 7.1 -18.4 6.3 9.9 4.9 -5.7 -13.6 -16.6 -6.1 -17.1 ROBUSTA 13.2 -14.4 -5.3 -5.6 5.0 -19.0 6.3 -20.0 4.8 11.5 2.1 11.6 -2.3 -0.9 -4.8 20.0 15.5 20.0 16.7 -5.3 -5.7 10.3 -1.9 2.1 -20.0 -4.0 14.9 -4.6 9.6 -1.3 2.2 20.0 19.3 8.7 -14.6 1.9 -2.0 9.0 9.2 18.7 RUSSELL 16.2 11.1 8.0 9.8 1.8 11.4 2.3 12.0 6.9 3.0 19.5 16.4 18.4 18.0 18.6 -5.0 -5.2 -4.9 -4.9 20.0 20.0 20.0 18.3 20.0 9.2 18.2 7.4 16.3 16.6 13.7 19.6 0.9 20.0 20.0 14.0 1.2 -5.2 -20.0 -16.6 -20.0 SHATZ 14.1 -2.3 -9.7 -9.8 -10.6 -7.4 -11.3 -5.5 -9.9 -12.7 -14.0 1.8 -10.8 -0.2 -10.0 -1.6 -15.7 -10.6 -13.1 -7.2 -12.3 -2.4 -10.9 -1.0 10.8 -12.7 -13.9 -17.1 -4.0 -13.1 -3.9 -20.0 6.9 14.5 -3.8 -8.3 20.0 20.0 20.0 20.0 SILVER-mini 20.0 3.8 8.4 5.7 7.2 6.9 5.5 7.0 4.9 7.0 7.9 7.6 7.6 7.8 7.9 -3.5 -5.9 -4.5 -5.2 18.9 14.6 18.5 9.6 19.9 -6.9 13.8 11.3 14.9 10.4 13.1 11.4 0.1 19.1 11.8 17.8 17.4 6.1 20.0 -20.0 -5.7 SMI -11.2 9.1 14.8 10.0 1.8 11.7 2.4 12.3 7.1 -16.0 19.6 -12.9 17.6 7.5 17.2 13.8 6.2 11.0 8.2 20.0 20.0 -11.4 20.0 6.3 11.6 20.0 -18.2 20.0 -10.8 17.7 9.7 20.0 -20.0 -2.4 17.8 20.0 -4.5 20.0 -5.4 20.0 SOFR -7.2 -13.2 -12.4 -12.8 -13.8 -9.6 -14.7 -7.1 -12.9 -17.7 -2.0 -20.0 14.3 -20.0 -20.0 8.3 6.4 8.0 7.5 -16.0 -6.1 -18.9 5.6 -19.2 -20.0 -15.8 -10.7 -5.4 -16.5 5.8 -18.2 5.4 0.6 -7.7 -6.9 -5.6 -15.3 -16.3 -13.1 -20.0 SOYBEAN -1.0 -16.3 5.1 -8.3 7.5 -20.0 9.4 -20.0 7.2 19.8 1.7 10.4 3.3 -14.5 -12.0 -6.2 -5.4 -4.7 -5.1 -7.9 -2.5 8.0 -2.2 -4.3 -6.1 -7.9 20.0 0.8 16.9 2.4 -1.3 2.2 8.9 -8.5 -20.0 15.9 -20.0 -10.3 -20.0 -6.8 SOYMEAL -8.4 -17.1 17.7 -5.8 5.2 -19.8 6.6 -20.0 5.0 7.8 -5.4 -6.1 -9.6 -12.8 -8.4 -10.7 -14.3 -12.1 -13.8 -9.4 -4.6 -2.9 -6.1 -10.4 -13.1 -2.9 7.3 3.2 -2.0 -0.4 -7.1 -13.3 -16.1 -15.6 -20.0 20.0 -20.0 -19.6 -13.5 -18.8 SOYOIL 20.0 -0.3 -7.2 -7.6 6.8 -20.0 8.6 -20.0 6.6 17.6 -5.6 19.3 6.1 13.8 5.6 -8.7 -6.0 -8.7 -7.6 8.2 0.8 20.0 2.7 20.0 -16.8 4.1 20.0 -3.2 20.0 -1.2 20.0 0.1 20.0 20.0 0.1 7.4 -12.8 -20.0 -13.4 -20.0 SP400 13.6 14.4 6.9 8.9 1.6 10.3 2.1 10.9 6.3 2.2 17.2 14.4 12.5 15.9 16.9 -6.7 -6.1 -6.3 -6.1 18.8 14.9 12.3 10.8 18.7 3.0 11.7 2.2 8.2 8.6 4.9 12.2 -0.9 18.1 8.8 6.7 -7.0 -2.4 -20.0 -8.1 -20.0 SP500_micro -4.0 -3.0 4.4 9.9 1.8 11.6 2.3 12.2 7.0 3.3 19.8 0.9 20.0 8.5 15.1 -9.1 -9.5 -9.1 -9.1 8.7 18.1 -2.9 20.0 1.3 -20.0 2.8 0.0 8.6 -5.0 13.7 -2.0 -6.4 -10.1 -16.4 -13.2 -12.2 6.2 -20.0 7.1 -20.0 SUGAR11 -1.6 9.7 -6.1 -6.0 5.4 -20.0 6.8 -20.0 5.2 -1.5 -12.0 -7.8 -14.9 -3.7 -8.1 18.9 12.1 17.1 12.9 -4.7 -11.8 -2.8 -17.4 -2.4 -20.0 2.6 2.4 -7.4 5.4 -13.9 6.8 20.0 -2.6 -1.6 8.3 -1.0 -2.7 -16.3 3.0 -10.5 US10 -8.6 -10.2 -6.8 -11.5 -12.4 -8.6 -13.2 -6.4 -11.5 -10.2 5.3 -14.8 8.8 -17.1 -16.4 3.3 0.9 2.7 2.2 -9.8 -1.8 -14.1 4.1 -13.9 -10.6 -10.4 -10.5 -0.2 -17.7 7.3 -16.4 -3.9 -7.4 -10.4 -1.1 1.8 -20.0 -20.0 -20.0 -20.0 US10U -7.5 -9.9 -4.3 -13.8 -15.0 -10.4 -15.9 -7.7 -13.9 -8.7 8.3 -14.5 8.2 -20.0 -19.3 4.0 0.3 2.9 1.7 -9.2 -0.4 -13.6 4.5 -13.7 -15.4 -5.4 -7.9 5.3 -15.7 11.4 -12.5 -5.1 -3.7 -2.9 5.1 7.9 -17.9 -9.5 -17.4 -20.0 US2 -12.5 -6.4 -7.1 -11.6 -12.5 -8.7 -13.3 -6.4 -11.6 -16.4 -4.2 -20.0 -1.3 -17.4 -16.3 -7.8 -13.5 -9.6 -11.0 -12.3 -5.7 -19.1 -1.4 -17.6 16.8 -15.8 -15.5 -6.5 -20.0 1.3 -20.0 -20.0 -11.5 -17.9 -1.5 -4.0 -20.0 -18.3 -20.0 -20.0 US20 0.2 -7.2 -3.5 -9.7 -10.5 -7.3 -11.1 -5.4 -9.7 0.1 4.0 -2.5 -1.0 -8.1 -10.8 5.7 3.7 5.1 4.5 -3.8 -0.6 -3.3 0.5 -4.0 -10.1 1.1 1.3 4.2 -2.8 5.3 -0.7 0.4 5.9 10.0 9.1 6.9 -11.0 14.6 -3.2 -19.2 US30 1.2 -7.6 -3.1 -11.0 -11.9 -8.3 -12.7 -6.1 -11.1 3.2 -1.7 -0.8 -8.3 -11.7 -15.7 2.7 -1.0 1.6 0.3 -6.0 -3.7 -1.2 -3.6 -4.3 -5.8 -1.0 5.6 1.6 0.2 1.9 -0.4 -7.4 12.1 11.1 9.6 5.7 -9.1 9.9 0.9 -15.0 US5 -10.8 -9.1 -7.1 -12.3 -13.3 -9.3 -14.2 -6.8 -12.4 -17.2 2.6 -20.0 9.2 -20.0 -18.1 1.3 -2.2 0.2 -0.7 -11.9 -3.2 -18.2 3.6 -17.1 -6.5 -11.9 -14.7 -1.8 -20.0 6.5 -18.6 -9.1 -9.8 -12.5 -1.0 0.6 -20.0 -20.0 -20.0 -20.0 VIX 6.4 -9.9 -9.4 -14.4 -12.6 -14.4 -5.8 -8.6 -8.8 -17.6 -20.0 -11.2 -20.0 -19.6 -20.0 -20.0 -20.0 -20.0 -20.0 -18.0 -18.8 -7.1 -13.5 -11.0 NaN -16.2 -13.2 -16.1 -5.9 -9.7 -9.5 NaN NaN NaN NaN NaN -1.4 -20.0 NaN NaN WHEAT 7.3 -1.3 3.6 -9.2 8.3 -20.0 10.4 -20.0 7.9 18.5 -20.0 10.9 -20.0 -1.1 -14.7 -20.0 -18.5 -19.0 -18.5 -7.1 -14.1 11.1 -20.0 1.3 12.4 -2.6 20.0 -8.3 20.0 -13.1 9.4 -20.0 19.5 -1.4 -5.9 9.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3