******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260126_204032 produced at 2026-01-26 21:37:31.745259 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.11 0.0 0.00 0.00 0.00 0.00 -30.56 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.22 0.0 0.00 0.00 0.00 0.00 -33.71 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 -5.19 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 -38.57 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.18 0.0 1.15 -1.15 -0.05 -0.05 -3.89 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -33.57 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.10 0.0 0.80 -0.80 -0.05 -0.05 -2.14 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.15 -0.15 -0.08 -0.08 -5.64 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.06 0.0 0.63 -0.63 0.00 0.00 -1.33 13.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.05 0.0 0.00 0.00 0.00 0.00 -0.95 24.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.12 -0.12 0.00 0.00 -4.37 12.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.04 0.0 0.89 -0.89 -0.21 -0.21 -0.53 13.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.04 0.0 0.59 -0.59 -0.07 -0.07 -1.23 17.0 -2 -2 caleb_strategy_v3 DX False False 0.04 0.04 -0.03 0.0 999.00 -999.00 0.04 0.04 -0.85 999999999.0 1 1 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.13 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.11 -1.11 -0.06 -0.06 -0.48 19.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.52 9.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.09 -0.02 0.0 0.50 -0.50 -0.09 -0.09 -1.11 23.0 -4 -4 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.65 999999999.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -2.62 3.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -3.50 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 -2.05 4.0 -3 -3 caleb_strategy_v3 SP500_micro False False 0.01 -0.06 -0.02 0.0 0.71 -0.71 -0.06 -0.09 -1.30 48.0 -4 -6 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.63 9.0 -1 -1 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 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 COCOA False False 0.02 0.00 -0.01 0.0 0.48 -0.48 0.00 0.00 -0.67 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 -1.14 8.0 -4 -4 caleb_strategy_v3 CAD False False 0.03 0.00 -0.01 0.0 0.90 -0.90 0.00 0.00 -0.19 29.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.25 -0.01 0.0 0.30 -0.30 -0.25 -0.25 -0.18 6.0 -5 -5 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.01 0.0 0.14 -0.14 -0.11 -0.11 -0.39 10.0 -8 -8 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.43 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 -0.18 9.0 0 0 caleb_strategy_v3 BUND False False 0.06 -0.06 0.00 0.0 0.64 -0.64 -0.06 -0.06 0.04 10.0 -1 -1 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.32 -0.32 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.12 23.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 0.01 0.0 0.00 -0.01 -0.01 -0.01 1.94 26.0 -3 -2 caleb_strategy_v3 PLAT False False 0.06 0.00 0.01 0.0 0.56 -0.56 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 0.13 2.0 0 0 caleb_strategy_v3 DOW False False 0.01 -0.02 0.01 0.0 0.69 -0.69 -0.02 -0.01 0.67 66.0 -2 -1 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.01 0.0 0.21 -0.21 0.05 0.05 2.76 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 0.42 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.12 0.23 0.03 0.0 999.00 -999.00 0.23 0.23 0.23 999999999.0 2 2 caleb_strategy_v3 EUR False False 0.06 -0.06 0.04 0.0 0.88 -0.88 -0.06 -0.06 0.67 14.0 -1 -1 caleb_strategy_v3 CRUDE_W False False 0.03 0.03 0.04 0.0 0.13 -0.13 0.03 0.05 1.71 5.0 1 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.68 -0.68 0.00 0.00 1.14 17.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.30 0.05 0.0 0.30 -0.30 0.30 0.30 0.34 2.0 2 2 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.05 0.0 0.11 -0.11 0.03 0.03 1.64 4.0 1 1 caleb_strategy_v3 CAC False True 0.04 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.51 12.0 0 0 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.06 0.0 1.20 -1.20 0.00 0.00 2.76 56.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.07 0.0 0.73 -0.73 0.00 0.00 5.71 58.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.07 0.0 0.38 -0.38 0.00 0.00 12.94 68.0 0 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.08 0.0 0.53 -0.53 0.00 0.00 3.20 21.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.08 0.0 0.61 -0.61 0.15 0.15 1.08 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 1.46 999999999.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.07 0.09 0.0 0.80 -0.80 0.07 0.07 2.49 22.0 2 2 caleb_strategy_v3 NIKKEI False False 0.01 0.14 0.12 0.0 0.52 -0.52 0.14 0.13 8.12 36.0 10 9 caleb_strategy_v3 EUROSTX False False 0.03 0.24 0.13 0.0 0.60 -0.60 0.24 0.21 4.46 20.0 8 7 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.13 0.0 0.21 -0.21 0.05 0.05 7.68 13.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.15 0.0 0.00 0.00 0.00 0.00 2.15 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.09 0.16 0.0 0.56 -0.56 0.09 0.15 5.39 19.0 3 5 caleb_strategy_v3 BTP False False 0.06 0.00 0.17 0.0 0.61 -0.61 0.00 0.00 2.86 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.31 0.22 0.0 0.61 -0.61 0.31 0.31 3.63 10.0 5 5 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.70 0.0 1.22 -1.22 0.00 0.00 5.76 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.64 1.00 0.0 0.73 -0.73 0.64 0.64 82.27 60.0 53 53 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.1 Shocked risk 78.8 Sum abs risk 66.3 Leverage 9.83 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2365570.3, 'annual_cash_vol_target': 591392.575, 'daily_cash_vol_target': 36962.0359375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0036 0.6918 0.5149 8.2385 BITCOIN 1895.3851 87965.0000 2.1547 34.4753 BOBL 0.1642 116.3400 0.1412 2.2588 BTP 0.3846 121.0200 0.3178 5.0848 BUND 0.3360 127.9200 0.2627 4.2029 BUXL 0.7967 110.2400 0.7227 11.5626 CAC 55.2701 8153.5000 0.6779 10.8459 CAD 0.0026 0.7306 0.3508 5.6123 CANOLA 6.6557 655.9000 1.0147 16.2358 CHF 0.0063 1.2952 0.4881 7.8090 COCOA 161.3532 4388.0000 3.6771 58.8344 COFFEE 4.7649 338.5000 1.4076 22.5223 COPPER 0.0878 5.9240 1.4828 23.7243 CORN 4.3530 455.2500 0.9562 15.2989 COTTON2 0.6392 62.9400 1.0155 16.2483 CRUDE_W 0.8725 59.5200 1.4659 23.4547 DAX 161.1653 25035.0000 0.6438 10.3002 DOW 314.4224 49577.0000 0.6342 10.1474 DX 0.3792 96.8700 0.3915 6.2637 EUR 0.0046 1.1909 0.3869 6.1897 EURIBOR-ICE 0.0314 97.5950 0.0322 0.5151 EUROSTX 43.4928 5979.0000 0.7274 11.6388 FEEDCOW 3.0141 361.2250 0.8344 13.3505 GASOIL 11.2821 651.7500 1.7310 27.6968 GASOLINE 0.0310 2.0614 1.5062 24.0986 GAS_US_mini 0.1463 3.8150 3.8338 61.3416 GBP 0.0062 1.3681 0.4500 7.1997 GOLD_micro 43.5328 5064.0000 0.8597 13.7544 HEATOIL 0.0385 2.2604 1.7030 27.2487 JGB-SGX-mini 0.2309 131.6100 0.1754 2.8071 JPY 0.0000 0.0065 0.6441 10.3057 LEANHOG 1.0496 96.6750 1.0857 17.3718 LIVECOW 1.8082 237.9500 0.7599 12.1587 LUMBER-new 7.7450 594.5000 1.3028 20.8444 MXP 0.0003 0.0573 0.4610 7.3753 NASDAQ_micro 185.8892 25874.0000 0.7184 11.4950 NIKKEI 645.3815 52575.0000 1.2275 19.6407 NZD 0.0035 0.5991 0.5898 9.4374 OAT 0.3521 121.8500 0.2889 4.6231 OATIES 5.2986 304.2500 1.7415 27.8643 OJ 6.2994 219.4500 2.8705 45.9285 PALLAD 59.8735 2035.5000 2.9415 47.0634 PLAT 76.2238 2671.3000 2.8534 45.6549 REDWHEAT 8.5450 540.2500 1.5817 25.3067 RICE 0.1597 10.9200 1.4627 23.4033 ROBUSTA 61.1903 4192.0000 1.4597 23.3551 RUSSELL 25.0261 2669.9000 0.9373 14.9975 SHATZ 0.0493 106.8200 0.0461 0.7379 SILVER-mini 2.4254 108.9000 2.2272 35.6352 SMI 82.4210 13047.0000 0.6317 10.1076 SOFR 0.0433 96.4600 0.0449 0.7177 SOYBEAN 8.0916 1078.0000 0.7506 12.0097 SOYMEAL 3.8086 297.6000 1.2798 20.4764 SOYOIL 0.6688 54.3300 1.2310 19.6962 SP400 27.6729 3497.9000 0.7911 12.6580 SP500_micro 40.6703 6989.2500 0.5819 9.3104 SUGAR11 0.2094 14.2900 1.4652 23.4432 US10 0.2818 111.8125 0.2520 4.0325 US10U 0.3816 114.4219 0.3335 5.3359 US2 0.0632 104.1328 0.0607 0.9715 US20 0.6002 115.8125 0.5182 8.2919 US30 0.8613 118.6250 0.7261 11.6175 US5 0.1746 108.7734 0.1605 2.5679 VIX 0.4738 19.2000 2.4675 39.4795 WHEAT 6.7143 579.7500 1.1581 18.5301 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 691.75 0.51 356.19 1.00 356.19 36962.04 103.77 20.00 207.54 BITCOIN 87.96 2.15 189.54 1.00 189.54 36962.04 195.01 -15.87 -309.58 BOBL 1163.40 0.14 164.24 1.17 192.85 36962.04 191.66 -2.47 -47.28 BTP 1210.20 0.32 384.60 1.17 451.58 36962.04 81.85 10.23 83.71 BUND 1279.20 0.26 336.02 1.17 394.54 36962.04 93.68 0.45 4.23 BUXL 1102.40 0.72 796.66 1.17 935.40 36962.04 39.51 -5.01 -19.81 CAC 815.35 0.68 552.70 1.17 648.95 36962.04 56.96 7.78 44.29 CAD 730.65 0.35 256.29 1.00 256.29 36962.04 144.22 -0.51 -7.38 CANOLA 131.18 1.01 133.11 0.73 96.53 36962.04 382.91 2.96 113.28 CHF 1619.00 0.49 790.18 1.00 790.18 36962.04 46.78 -4.39 -20.53 COCOA 438.80 3.68 1613.53 1.00 1613.53 36962.04 22.91 -11.95 -27.37 COFFEE 1269.38 1.41 1786.83 1.00 1786.83 36962.04 20.69 3.25 6.72 COPPER 1481.00 1.48 2195.98 1.00 2195.98 36962.04 16.83 7.98 13.44 CORN 227.62 0.96 217.65 1.00 217.65 36962.04 169.82 -10.56 -179.41 COTTON2 314.70 1.02 319.58 1.00 319.58 36962.04 115.66 -20.00 -231.31 CRUDE_W 595.20 1.47 872.52 1.00 872.52 36962.04 42.36 3.73 15.81 DAX 250.35 0.64 161.17 1.17 189.23 36962.04 195.33 8.55 167.05 DOW 247.89 0.63 157.21 1.00 157.21 36962.04 235.11 1.23 28.99 DX 968.70 0.39 379.23 1.00 379.23 36962.04 97.47 -3.37 -32.82 EUR 1488.62 0.39 575.89 1.00 575.89 36962.04 64.18 3.99 25.63 EURIBOR-ICE 2439.88 0.03 78.55 1.17 92.22 36962.04 400.78 4.21 168.61 EUROSTX 597.90 0.73 434.93 1.17 510.67 36962.04 72.38 18.06 130.71 FEEDCOW 1806.12 0.83 1507.04 1.00 1507.04 36962.04 24.53 13.23 32.44 GASOIL 651.75 1.73 1128.21 1.00 1128.21 36962.04 32.76 11.52 37.73 GASOLINE 865.79 1.51 1304.02 1.00 1304.02 36962.04 28.34 -5.29 -14.98 GAS_US_mini 95.38 3.83 365.65 1.00 365.65 36962.04 101.08 1.77 17.92 GBP 855.06 0.45 384.76 1.00 384.76 36962.04 96.06 9.96 95.65 GOLD_micro 506.40 0.86 435.33 1.00 435.33 36962.04 84.91 9.53 80.89 HEATOIL 949.37 1.70 1616.81 1.00 1616.81 36962.04 22.86 4.19 9.57 JGB-SGX-mini 131610.00 0.18 23089.88 0.01 145.32 36962.04 254.36 -12.22 -310.82 JPY 814.50 0.64 524.62 1.00 524.62 36962.04 70.45 -6.74 -47.48 LEANHOG 386.70 1.09 419.85 1.00 419.85 36962.04 88.04 14.33 126.15 LIVECOW 951.80 0.76 723.29 1.00 723.29 36962.04 51.10 6.69 34.21 LUMBER-new 163.49 1.30 212.99 1.00 212.99 36962.04 173.54 -6.19 -107.36 MXP 286.50 0.46 132.06 1.00 132.06 36962.04 279.88 20.00 559.76 NASDAQ_micro 517.48 0.72 371.78 1.00 371.78 36962.04 99.42 -4.79 -47.66 NIKKEI 52575.00 1.23 64538.15 0.01 406.17 36962.04 91.00 8.22 74.85 NZD 599.10 0.59 353.37 1.00 353.37 36962.04 104.60 11.76 123.02 OAT 1218.50 0.29 352.08 1.17 413.39 36962.04 89.41 11.88 106.24 OATIES 152.12 1.74 264.93 1.00 264.93 36962.04 139.52 -15.09 -210.51 OJ 329.18 2.87 944.91 1.00 944.91 36962.04 39.12 -4.52 -17.69 PALLAD 2035.50 2.94 5987.35 1.00 5987.35 36962.04 6.17 6.32 3.90 PLAT 1335.65 2.85 3811.19 1.00 3811.19 36962.04 9.70 7.14 6.92 REDWHEAT 270.12 1.58 427.25 1.00 427.25 36962.04 86.51 -9.91 -85.75 RICE 218.40 1.46 319.45 1.00 319.45 36962.04 115.70 -7.27 -84.10 ROBUSTA 419.20 1.46 611.90 1.00 611.90 36962.04 60.41 1.55 9.35 RUSSELL 133.50 0.94 125.13 1.00 125.13 36962.04 295.39 13.20 389.82 SHATZ 1068.20 0.05 49.26 1.17 57.84 36962.04 639.02 -1.46 -93.37 SILVER-mini 2722.50 2.23 6063.56 1.00 6063.56 36962.04 6.10 11.26 6.86 SMI 1304.70 0.63 824.21 1.27 1042.85 36962.04 35.44 17.73 62.85 SOFR 2411.50 0.04 108.17 1.00 108.17 36962.04 341.72 -14.69 -502.08 SOYBEAN 539.00 0.75 404.58 1.00 404.58 36962.04 91.36 -8.09 -73.92 SOYMEAL 297.60 1.28 380.86 1.00 380.86 36962.04 97.05 -18.03 -175.02 SOYOIL 325.98 1.23 401.28 1.00 401.28 36962.04 92.11 -4.57 -42.06 SP400 3497.90 0.79 2767.29 1.00 2767.29 36962.04 13.36 7.61 10.17 SP500_micro 349.46 0.58 203.35 1.00 203.35 36962.04 181.76 -3.08 -55.95 SUGAR11 160.05 1.47 234.50 1.00 234.50 36962.04 157.62 -9.11 -143.55 US10 1118.12 0.25 281.80 1.00 281.80 36962.04 131.16 -12.88 -168.94 US10U 1144.22 0.33 381.59 1.00 381.59 36962.04 96.86 -10.81 -104.75 US2 2082.66 0.06 126.45 1.00 126.45 36962.04 292.30 -13.99 -408.83 US20 1158.12 0.52 600.19 1.00 600.19 36962.04 61.58 -2.31 -14.22 US30 1186.25 0.73 861.33 1.00 861.33 36962.04 42.91 -3.30 -14.15 US5 1087.73 0.16 174.57 1.00 174.57 36962.04 211.73 -14.49 -306.88 VIX 192.00 2.47 473.75 1.00 473.75 36962.04 78.02 -20.00 -156.04 WHEAT 289.88 1.16 335.71 1.00 335.71 36962.04 110.10 -10.39 -114.35 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 207.543 0.010 2.5 5.392 BITCOIN -309.576 0.043 2.5 -33.570 BOBL -47.285 0.004 2.5 -0.480 BTP 83.714 0.014 2.5 2.859 BUND 4.225 0.004 2.5 0.043 BUXL -19.813 0.004 2.5 -0.201 CAC 44.287 0.014 2.5 1.513 CAD -7.383 0.010 2.5 -0.192 CANOLA 113.278 0.010 2.5 2.760 CHF -20.530 0.010 2.5 -0.533 COCOA -27.372 0.010 2.5 -0.667 COFFEE 6.716 0.005 2.5 0.089 COPPER 13.435 0.043 2.5 1.457 CORN -179.412 0.010 2.5 -4.371 COTTON2 -231.314 0.010 2.5 -5.635 CRUDE_W 15.814 0.043 2.5 1.715 DAX 167.045 0.014 2.5 5.706 DOW 28.986 0.009 2.5 0.675 DX -32.820 0.010 2.5 -0.853 EUR 25.630 0.010 2.5 0.666 EURIBOR-ICE 168.608 0.014 2.5 5.759 EUROSTX 130.712 0.014 2.5 4.465 FEEDCOW 32.442 0.013 2.5 1.077 GASOIL 37.734 0.017 2.5 1.638 GASOLINE -14.982 0.017 2.5 -0.650 GAS_US_mini 17.918 0.043 2.5 1.943 GBP 95.654 0.010 2.5 2.485 GOLD_micro 80.888 0.014 2.5 2.763 HEATOIL 9.568 0.017 2.5 0.415 JGB-SGX-mini -310.824 0.043 2.5 -33.706 JPY -47.477 0.010 2.5 -1.234 LEANHOG 126.150 0.024 2.5 7.677 LIVECOW 34.207 0.013 2.5 1.135 LUMBER-new -107.361 0.010 2.5 -2.616 MXP 559.756 0.059 2.5 82.273 NASDAQ_micro -47.662 0.009 2.5 -1.109 NIKKEI 74.846 0.043 2.5 8.116 NZD 123.018 0.010 2.5 3.196 OAT 106.239 0.014 2.5 3.629 OATIES -210.515 0.010 2.5 -5.129 OJ -17.693 0.010 2.5 -0.431 PALLAD 3.901 0.014 2.5 0.133 PLAT 6.921 0.014 2.5 0.236 REDWHEAT -85.751 0.005 2.5 -1.139 RICE -84.098 0.010 2.5 -2.049 ROBUSTA 9.346 0.005 2.5 0.124 RUSSELL 389.823 0.013 2.5 12.936 SHATZ -93.371 0.004 2.5 -0.948 SILVER-mini 6.863 0.014 2.5 0.234 SMI 62.848 0.014 2.5 2.147 SOFR -502.080 0.024 2.5 -30.556 SOYBEAN -73.918 0.004 2.5 -0.688 SOYMEAL -175.020 0.004 2.5 -1.630 SOYOIL -42.056 0.004 2.5 -0.392 SP400 10.166 0.013 2.5 0.337 SP500_micro -55.950 0.009 2.5 -1.302 SUGAR11 -143.551 0.010 2.5 -3.497 US10 -168.935 0.005 2.5 -2.144 US10U -104.747 0.005 2.5 -1.329 US2 -408.830 0.005 2.5 -5.188 US20 -14.218 0.005 2.5 -0.180 US30 -14.146 0.005 2.5 -0.180 US5 -306.881 0.005 2.5 -3.894 VIX -156.039 0.099 2.5 -38.571 WHEAT -114.349 0.005 2.5 -1.519 ===================== Position diags ===================== AUD 2.70 BITCOIN 21.15 BOBL 1.95 BTP 2.80 BUND 0.95 BUXL 0.40 CAC 1.95 CAD 3.75 CANOLA 9.33 CHF 1.22 COCOA 0.56 COFFEE 0.27 COPPER 1.83 CORN 4.14 COTTON2 2.82 CRUDE_W 4.59 DAX 6.67 DOW 5.47 DX 2.53 EUR 1.67 EURIBOR-ICE 13.69 EUROSTX 2.47 FEEDCOW 0.81 GASOIL 1.42 GASOLINE 1.23 GAS_US_mini 10.96 GBP 2.50 GOLD_micro 2.90 HEATOIL 0.99 JGB-SGX-mini 27.58 JPY 1.83 LEANHOG 5.36 LIVECOW 1.70 LUMBER-new 4.23 MXP 41.14 NASDAQ_micro 2.31 NIKKEI 9.87 NZD 2.72 OAT 3.05 OATIES 3.40 OJ 0.95 PALLAD 0.21 PLAT 0.33 REDWHEAT 1.15 RICE 2.82 ROBUSTA 0.80 RUSSELL 9.80 SHATZ 6.49 SILVER-mini 0.21 SMI 1.21 SOFR 20.80 SOYBEAN 0.85 SOYMEAL 0.90 SOYOIL 0.86 SP400 0.44 SP500_micro 4.23 SUGAR11 3.84 US10 1.66 US10U 1.23 US2 3.71 US20 0.78 US30 0.54 US5 2.69 VIX 19.29 WHEAT 1.46 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.4 5.1 5.7 3.0 3 BITCOIN -33.6 -35.7 -31.5 0.0 0 BOBL -0.5 -0.7 -0.3 -1.0 -1 BTP 2.9 2.6 3.1 0.0 0 BUND 0.0 -0.1 0.1 -1.0 -1 BUXL -0.2 -0.2 -0.2 -3.0 -3 CAC 1.5 1.3 1.7 0.0 0 CAD -0.2 -0.6 0.2 0.0 0 CANOLA 2.8 1.8 3.7 13.0 13 CHF -0.5 -0.7 -0.4 -3.0 -3 COCOA -0.7 -0.7 -0.6 0.0 0 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.5 1.3 1.6 3.0 3 CORN -4.4 -4.8 -4.0 0.0 0 COTTON2 -5.6 -5.9 -5.4 -6.0 -6 CRUDE_W 1.7 1.3 2.2 1.0 1 DAX 5.7 5.0 6.4 0.0 0 DOW 0.7 0.1 1.2 -2.0 -2 DX -0.9 -1.1 -0.6 1.0 1 EUR 0.7 0.5 0.8 -1.0 -1 EURIBOR-ICE 5.8 4.4 7.1 0.0 0 EUROSTX 4.5 4.2 4.7 8.0 8 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 1.6 1.5 1.8 1.0 1 GASOLINE -0.7 -0.8 -0.5 0.0 0 GAS_US_mini 1.9 0.8 3.0 -3.0 -3 GBP 2.5 2.2 2.7 2.0 2 GOLD_micro 2.8 2.5 3.1 0.0 0 HEATOIL 0.4 0.3 0.5 1.0 1 JGB-SGX-mini -33.7 -36.5 -30.9 0.0 0 JPY -1.2 -1.4 -1.1 -2.0 -2 LEANHOG 7.7 7.1 8.2 3.0 3 LIVECOW 1.1 1.0 1.3 0.0 0 LUMBER-new -2.6 -3.0 -2.2 0.0 0 MXP 82.3 78.2 86.4 53.0 53 NASDAQ_micro -1.1 -1.3 -0.9 -4.0 -4 NIKKEI 8.1 7.1 9.1 10.0 10 NZD 3.2 2.9 3.5 0.0 0 OAT 3.6 3.3 3.9 5.0 5 OATIES -5.1 -5.5 -4.8 NaN 0 OJ -0.4 -0.5 -0.3 -2.0 -2 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT -1.1 -1.3 -1.0 -4.0 -4 RICE -2.0 -2.3 -1.8 -3.0 -3 ROBUSTA 0.1 0.0 0.2 0.0 0 RUSSELL 12.9 12.0 13.9 0.0 0 SHATZ -0.9 -1.6 -0.3 NaN 0 SILVER-mini 0.2 0.2 0.3 2.0 2 SMI 2.1 2.0 2.3 0.0 0 SOFR -30.6 -32.6 -28.5 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 -1.3 -1.7 -0.9 -4.0 -4 SUGAR11 -3.5 -3.9 -3.1 -4.0 -4 US10 -2.1 -2.3 -2.0 -1.0 -1 US10U -1.3 -1.5 -1.2 0.0 0 US2 -5.2 -5.6 -4.8 NaN 0 US20 -0.2 -0.3 -0.1 0.0 0 US30 -0.2 -0.2 -0.1 -5.0 -5 US5 -3.9 -4.2 -3.6 -1.0 -1 VIX -38.6 -40.5 -36.6 -30.0 -30 WHEAT -1.5 -1.7 -1.4 -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 0.2 0.4 0.2 0.1 0.2 0.1 0.2 0.1 0.2 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 0.4 0.2 0.2 0.2 0.3 0.4 0.6 0.5 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.5 -0.1 -0.6 0.2 0.2 0.5 0.2 0.7 0.2 -0.2 -0.5 -0.2 -0.1 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.1 -0.3 -0.1 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.1 -0.0 -0.5 -0.5 -0.6 -0.6 -0.0 -0.0 -0.7 -0.6 BOBL 0.4 -0.1 -0.3 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -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 -0.1 -0.4 -0.1 -0.4 -0.1 -0.5 0.0 0.5 -0.2 -0.2 0.2 0.7 0.7 0.7 BTP 0.3 -0.0 -0.1 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 0.0 0.4 0.2 0.7 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.0 0.3 0.1 -2.7 0.1 0.1 0.2 0.1 0.5 0.1 0.7 0.3 0.6 0.5 0.5 0.0 0.7 0.6 0.7 BUND 0.4 -0.1 -0.2 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.3 0.0 -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 -0.0 -0.4 -0.1 -0.4 -0.0 0.4 0.0 0.6 -0.1 -0.1 0.0 0.7 0.5 0.7 BUXL 0.3 -0.1 -0.2 -0.1 0.0 -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 -0.0 -0.5 -0.1 -0.7 -0.1 -0.0 -0.0 0.5 0.1 -0.2 -0.3 0.7 0.2 0.3 CAC -0.1 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 -0.6 -0.1 0.7 0.7 0.4 0.7 CAD -0.4 0.3 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.2 -0.2 0.1 -0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.0 0.0 0.2 -0.1 0.1 2.7 0.0 0.2 -0.0 0.2 -0.1 0.1 -0.4 -0.3 -0.6 -0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 -0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.3 0.1 -0.1 0.1 0.0 -0.3 -0.3 -0.4 -0.3 -0.0 -0.1 0.1 -0.2 0.1 1.3 0.0 0.1 -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 -0.0 0.1 -0.4 0.1 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 0.2 0.1 0.1 -0.2 0.0 0.2 0.1 0.2 0.2 0.1 -1.1 0.2 -0.2 -0.1 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 0.1 -0.5 -0.0 0.0 -0.2 0.0 -0.4 0.0 -0.0 -0.2 -0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -2.7 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 0.9 -0.4 -0.6 -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 0.0 0.3 -0.1 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 0.1 0.1 0.0 0.7 -0.1 1.1 0.0 -0.4 -0.6 0.2 0.7 0.6 0.7 0.7 COPPER 0.1 0.4 0.5 0.1 0.1 0.2 0.1 0.3 0.1 -0.0 0.2 0.0 0.1 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 -0.4 -0.1 -0.2 -0.2 0.7 0.7 0.7 0.7 CORN -0.3 -0.2 0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.1 -0.0 -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 0.1 -0.1 -0.0 -0.2 -0.1 -1.1 -0.2 -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 -0.0 -0.2 -0.4 -0.3 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 -1.5 -0.1 -0.2 -0.5 -0.2 -0.7 -0.1 -1.1 -0.5 -0.4 -0.1 -0.1 -0.3 -0.4 -0.3 -0.2 CRUDE_W 0.4 0.1 -0.1 0.1 0.1 0.1 0.2 0.0 0.2 0.1 -0.4 0.2 -0.5 0.2 -0.0 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 -0.4 -0.5 -0.1 -0.4 0.3 0.7 0.4 0.5 DAX 0.3 0.5 -0.1 0.1 0.0 0.3 0.0 0.5 0.1 -0.0 0.4 -0.0 0.7 0.1 0.2 -0.2 -0.1 -0.2 -0.1 0.2 0.2 -0.0 0.5 0.1 -2.0 0.2 -0.0 0.3 -0.1 0.4 0.1 -0.1 -0.5 0.4 0.5 0.0 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 0.1 0.4 0.1 0.6 0.1 0.2 -0.1 -0.2 -0.2 -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 -0.0 -0.1 0.1 0.0 -0.1 -0.7 -0.2 -0.7 DX 0.1 -0.2 0.4 0.1 0.2 0.1 0.2 0.1 0.2 -0.2 0.1 -0.1 -0.5 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.2 -0.1 -0.1 -2.7 -0.1 -0.2 -0.1 -0.2 -0.1 -0.1 0.9 -0.5 -0.6 -0.6 0.4 0.1 0.7 0.3 0.7 EUR -0.2 0.1 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.0 0.1 0.6 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.0 0.2 0.3 0.1 1.6 0.1 0.2 0.2 0.2 0.3 0.1 -0.4 0.0 -0.2 -0.0 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 -0.2 -0.4 -0.1 0.0 -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 -0.0 -0.3 -0.0 -0.2 -0.0 0.8 -0.1 0.4 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX 0.2 0.3 0.2 0.1 0.0 0.3 0.0 0.5 0.1 -0.0 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 -0.1 0.6 0.4 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.6 0.6 0.0 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 0.2 0.1 0.4 0.2 0.1 0.2 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 0.7 0.1 1.1 0.1 0.3 0.6 0.3 0.7 0.7 0.7 0.7 GASOIL 0.6 -0.2 -0.0 0.1 0.1 0.1 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 0.1 0.2 0.2 1.1 0.1 0.2 0.0 0.2 0.1 0.7 -0.2 0.3 GASOLINE 0.6 -0.1 -0.1 0.1 0.1 0.1 0.2 0.0 0.2 0.0 -0.2 0.2 -0.0 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 -0.5 -0.2 -0.2 -0.2 0.4 0.7 0.2 0.7 GAS_US_mini 0.1 -0.3 0.3 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 -0.2 0.4 0.3 -0.0 -0.0 0.2 -0.1 0.1 2.4 -0.0 0.1 -0.1 0.1 -0.1 -0.0 -0.4 0.1 -0.6 -0.5 -0.1 0.2 -0.5 -0.1 -0.7 GBP -0.0 0.4 -0.2 0.1 0.2 0.1 0.2 0.1 0.2 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 0.2 0.1 0.2 0.2 0.3 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 0.3 0.6 0.1 0.1 0.3 0.1 0.4 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 0.3 0.6 0.5 0.2 -0.5 -0.6 HEATOIL 0.6 -0.2 -0.0 0.1 0.1 0.1 0.2 0.0 0.2 0.1 -0.0 0.2 0.1 0.1 -0.1 0.4 0.3 0.4 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 1.0 -0.0 -0.1 -0.3 0.1 0.3 0.4 -0.1 -0.4 JGB-SGX-mini 0.1 -0.3 -0.5 -0.1 0.0 -0.1 -0.0 -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 -0.1 -0.5 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.2 0.2 -0.4 0.1 0.2 0.0 0.2 0.1 0.1 0.1 -0.4 0.1 -0.5 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.1 -0.4 -0.0 2.7 -0.1 0.2 -0.4 0.1 -0.5 -0.0 -0.6 -0.2 -0.2 -0.6 -0.6 -0.3 -0.5 -0.2 -0.6 LEANHOG 0.6 0.6 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 0.3 0.2 0.5 0.2 0.2 -0.4 0.2 -0.4 -0.1 0.2 0.2 0.2 0.3 0.2 -0.5 0.2 0.2 0.5 0.2 0.4 0.2 1.0 0.5 0.6 0.6 0.6 -0.1 0.4 0.1 0.7 LIVECOW 0.3 0.6 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 0.2 0.1 0.4 0.2 0.1 -0.2 0.1 -0.1 -0.0 0.2 0.1 0.1 0.5 0.1 -2.7 0.0 0.1 0.1 0.0 0.5 0.0 0.9 -0.1 -0.1 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 -0.1 -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 0.4 0.2 0.4 -0.4 0.1 0.8 0.2 0.8 MXP 0.4 0.5 0.3 0.1 0.2 0.1 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 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.0 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.0 0.5 0.0 -2.7 0.0 0.1 0.2 0.0 0.5 -0.0 -0.3 0.0 -0.3 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.1 -0.3 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 0.0 0.4 0.1 -1.9 0.1 -0.0 0.4 0.0 0.5 0.1 1.1 0.4 0.3 0.0 0.6 -0.2 0.1 -0.4 0.2 NZD 0.2 0.4 0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.1 0.2 -0.3 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 -0.0 0.2 -0.1 0.2 2.1 0.1 0.2 -0.1 0.2 -0.2 0.2 0.0 0.3 0.2 0.1 -0.1 0.0 0.7 0.2 0.7 OAT 0.4 -0.0 0.0 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 0.2 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 0.1 0.0 0.0 0.2 -0.0 0.2 -0.1 0.1 0.9 0.5 0.6 0.4 0.4 -0.0 0.7 0.5 0.7 OATIES 0.1 0.1 -0.1 -0.0 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 -0.1 -0.3 -0.4 -0.2 -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 0.1 -0.1 0.1 -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 -0.2 0.1 0.7 0.3 0.3 0.6 0.0 -0.7 -0.6 -0.4 -0.7 PALLAD 0.3 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.1 0.2 0.1 0.2 0.1 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 -0.4 -0.4 PLAT 0.4 0.1 -0.1 0.1 0.1 0.2 0.1 0.2 0.1 0.0 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 0.1 0.3 0.1 0.2 -0.0 -0.3 0.3 0.1 0.7 0.3 -0.2 -0.3 REDWHEAT 0.1 0.2 0.4 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.0 -0.4 0.0 -0.7 0.1 -0.0 -0.3 -0.3 -0.3 -0.3 -0.0 -0.1 0.1 -0.4 0.0 1.0 0.0 0.1 -0.1 0.1 -0.3 0.1 -0.9 0.1 -0.2 0.1 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.2 -0.0 0.0 -0.3 0.0 -0.5 0.0 0.1 -0.2 0.1 -0.3 0.1 -0.0 -0.4 -0.3 -0.4 -0.4 -0.0 -0.1 0.1 -0.4 0.1 0.1 0.0 0.1 -0.2 0.1 -0.5 0.1 -1.0 0.2 0.4 0.2 -0.2 -0.5 -0.6 -0.2 -0.6 ROBUSTA 0.5 -0.4 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 0.1 0.1 -0.1 0.0 -0.0 0.4 0.3 0.4 0.3 -0.0 -0.1 0.1 -0.0 0.1 -2.7 -0.0 0.2 -0.1 0.2 -0.0 0.1 1.1 0.5 0.4 -0.4 0.1 -0.1 0.3 0.3 0.6 RUSSELL 0.6 0.3 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 0.1 0.5 0.2 1.2 0.2 -0.0 0.4 0.1 0.5 0.2 0.0 0.5 0.6 0.4 0.0 -0.2 -0.7 -0.6 -0.7 SHATZ 0.5 -0.0 -0.3 -0.1 0.0 -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 0.1 0.4 -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 0.2 0.1 0.4 0.1 0.5 0.1 0.0 0.5 0.5 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 -0.2 0.5 -0.2 0.6 0.1 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.5 0.0 1.5 0.2 -0.2 0.5 -0.1 0.6 0.1 1.1 -0.5 -0.2 0.5 0.6 -0.2 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 -0.1 -0.2 0.5 -0.2 -0.2 0.2 0.1 0.2 0.2 -0.2 -0.1 -0.1 0.1 -0.2 -2.7 -0.2 -0.0 -0.2 -0.1 0.2 -0.2 0.3 0.0 -0.3 -0.3 -0.2 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.0 -0.5 0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 0.0 0.1 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 -0.0 -0.8 -0.1 0.1 0.0 0.2 0.1 0.0 0.1 0.2 -0.2 -0.6 0.5 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.2 -0.5 0.4 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.0 -0.2 -0.1 -0.3 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.7 -0.0 -0.0 0.1 -0.0 -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 0.0 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.1 0.2 0.2 0.2 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.0 0.2 0.1 0.2 -2.2 0.1 0.2 -0.1 0.2 -0.0 0.2 0.0 0.5 0.6 0.0 0.3 -0.4 -0.7 -0.4 -0.7 SP400 0.5 0.5 0.2 0.1 0.0 0.3 0.0 0.4 0.1 -0.0 0.5 0.1 0.5 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 0.1 0.5 0.1 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 0.1 0.2 -0.0 0.5 -0.0 -0.3 -0.1 -0.4 -0.4 -0.4 0.2 -0.7 0.2 -0.7 SUGAR11 -0.0 0.3 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -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 0.0 -0.5 0.1 1.1 -0.1 -0.1 0.3 -0.1 -0.1 -0.5 0.1 -0.4 US10 -0.2 -0.3 -0.2 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 -0.1 0.1 -0.1 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -1.4 -0.1 -0.0 -0.0 -0.1 0.3 -0.2 -0.2 -0.2 -0.4 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.0 0.2 -0.1 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 0.0 0.1 -0.1 0.4 -0.1 -0.3 -0.1 -0.2 0.1 0.3 -0.6 -0.3 -0.6 -0.7 US2 -0.4 -0.2 -0.2 -0.1 0.0 -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 -0.1 -0.0 -0.2 2.2 -0.2 -0.1 -0.2 -0.2 0.0 -0.2 -1.1 -0.2 -0.6 -0.1 -0.1 -0.7 -0.6 -0.7 -0.7 US20 0.0 -0.2 -0.1 -0.1 0.0 -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 0.1 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 0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.1 -0.2 -0.1 0.1 -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 0.1 0.1 0.0 -0.4 0.3 0.3 0.3 0.2 -0.3 0.3 0.0 -0.5 US5 -0.3 -0.3 -0.2 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 0.1 -0.2 0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.2 -0.9 -0.1 -0.0 -0.1 -0.2 0.2 -0.2 -0.5 -0.2 -0.5 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.4 -0.5 -0.5 -0.2 -0.1 -0.6 -0.1 -0.5 -0.1 -0.2 -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 -0.1 -0.7 -0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -0.1 -1.1 NaN NaN WHEAT 0.3 -0.0 0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 -0.5 0.1 -0.7 0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.1 -0.5 0.0 1.6 -0.0 0.2 -0.2 0.2 -0.5 0.1 -1.1 0.5 0.1 -0.1 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 6.4 12.0 7.0 8.3 20.0 2.6 20.0 3.0 19.9 20.0 19.9 20.0 13.5 20.0 20.0 0.8 -0.6 0.4 -0.1 20.0 15.7 20.0 9.1 20.0 17.7 20.0 20.0 13.8 20.0 6.4 20.0 5.7 17.8 18.3 16.0 15.6 2.0 20.0 5.1 20.0 BITCOIN 16.2 -2.6 -20.0 17.9 20.0 20.0 18.3 20.0 16.1 -20.0 -17.5 -14.3 -2.5 -4.9 -19.1 -3.8 -6.2 -4.5 -5.2 -15.9 -20.0 -14.5 -9.9 -7.6 -20.0 -16.8 -20.0 -20.0 -15.2 -9.0 -9.9 -0.1 -20.0 -15.6 -20.0 -20.0 -0.3 -0.6 -20.0 -17.0 BOBL 13.7 -3.9 -8.6 -10.7 0.6 -8.4 -7.3 -6.2 -9.6 -6.7 -12.3 4.0 -6.1 -1.8 -11.9 -20.0 -0.6 -13.9 -3.8 -7.1 -9.9 -2.9 -8.2 -1.7 3.4 -12.2 -6.8 -14.7 -5.0 -10.4 -4.7 -8.7 1.7 15.7 -4.9 -6.2 7.0 20.0 20.0 20.0 BTP 9.2 -0.2 -2.1 -13.1 0.7 -10.3 -9.0 -7.7 -11.8 5.0 13.7 14.9 20.0 15.2 8.3 15.8 10.5 13.5 11.8 5.4 6.6 4.7 11.1 6.3 -20.0 7.2 9.9 8.0 6.1 13.4 8.5 12.2 10.9 20.0 16.6 16.0 1.0 20.0 17.6 20.0 BUND 11.7 -4.6 -5.9 -11.7 0.7 -9.2 -8.0 -6.8 -10.5 -9.6 -12.4 3.5 -12.9 -2.8 -12.5 19.8 6.7 13.4 9.2 -7.8 -10.2 -3.5 -10.5 -2.8 0.0 -11.6 -5.5 -14.1 -5.5 -11.3 -4.5 6.6 0.8 17.3 -1.9 -4.0 1.2 20.0 16.0 20.0 BUXL 10.7 -2.4 -4.8 -10.8 0.6 -8.4 -7.4 -6.3 -9.6 -11.7 -17.2 -2.6 -19.9 -6.5 -14.6 5.0 3.5 4.7 4.2 -10.6 -15.2 -4.4 -19.7 -5.1 2.4 -12.0 -4.5 -17.7 -5.7 -19.3 -4.8 -0.2 -0.2 14.6 1.8 -5.1 -8.8 20.0 5.1 10.5 CAC -2.8 0.2 2.8 11.4 2.8 13.4 3.2 14.2 8.0 -10.7 16.0 -12.0 19.5 -4.1 7.9 -5.9 -2.9 -5.3 -4.1 5.7 11.1 -13.0 12.3 -4.0 7.0 1.9 -10.2 5.8 -15.2 4.5 -7.2 3.8 -20.0 -13.9 -17.6 -3.1 20.0 20.0 13.1 20.0 CAD -11.8 8.3 4.1 8.4 20.0 2.7 20.0 3.1 20.0 19.8 -6.6 5.8 -2.6 4.7 6.3 -7.5 -7.6 -7.8 -7.8 3.5 0.5 17.1 -3.8 5.7 20.0 3.5 20.0 -0.2 20.0 -3.3 8.5 -6.8 -11.9 -20.0 -0.2 3.0 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 -1.3 -5.5 -4.9 5.6 -18.3 6.8 -20.0 5.2 8.7 -10.1 13.5 -4.0 5.4 0.2 -16.0 -14.2 -17.7 -16.7 -0.2 -6.9 15.6 -6.2 10.6 9.8 0.1 9.6 -7.2 14.6 -7.2 10.3 -14.6 20.0 20.0 -10.3 3.1 10.9 20.0 18.2 20.0 CHF -1.2 3.7 -11.7 5.7 20.0 1.8 20.0 2.1 13.6 14.6 -2.9 10.0 10.4 4.4 -0.9 -16.3 -16.5 -16.9 -16.5 2.2 1.3 20.0 4.6 8.8 -1.4 2.5 20.0 1.9 19.5 4.5 8.1 -20.0 7.7 -5.7 -2.7 0.4 -8.5 -20.0 -5.6 -20.0 COCOA -20.0 3.7 -15.5 -2.3 2.7 -8.7 3.3 -11.7 2.5 -5.4 -6.2 -6.7 -3.9 -6.0 -5.7 -3.8 5.3 -3.1 -0.2 -9.7 -7.9 -16.0 -4.6 -13.8 -20.0 -5.6 -4.6 -5.1 -7.2 -2.1 -6.7 16.1 -16.6 -17.8 -2.7 -8.3 -3.4 -0.3 3.3 5.1 COFFEE 0.4 -16.1 0.2 -7.4 8.6 -20.0 10.4 -20.0 8.0 2.9 11.3 -13.7 15.8 -12.4 -12.6 20.0 18.9 20.0 20.0 -8.8 4.2 -7.0 20.0 -11.4 -20.0 -9.7 11.5 5.5 0.7 20.0 -9.1 20.0 1.7 -12.1 -20.0 5.3 20.0 16.6 20.0 20.0 COPPER 2.4 12.2 13.9 7.3 8.4 8.7 7.5 8.8 6.6 -2.0 5.8 1.6 4.0 5.7 7.3 -6.6 -6.3 -6.9 -6.6 10.5 9.4 2.0 6.4 6.7 -1.9 5.9 2.2 7.2 0.6 7.8 2.8 -1.3 -17.3 -2.5 -6.4 -6.7 20.0 20.0 20.0 20.0 CORN -8.2 -5.7 7.5 -6.7 7.7 -20.0 9.5 -20.0 7.2 15.3 -4.1 -3.9 -9.7 -9.5 -8.6 -20.0 -20.0 -20.0 -20.0 -7.4 -5.2 -1.5 -8.3 -8.4 9.0 -8.3 6.3 -4.3 -3.2 -5.6 -9.8 -20.0 -9.1 -20.0 -14.3 7.0 -1.1 -9.2 7.2 -1.8 COTTON2 4.7 6.6 -0.1 -8.5 9.9 -20.0 12.0 -20.0 9.2 -20.0 -20.0 -20.0 -20.0 -1.2 -16.0 -20.0 -17.3 -20.0 -19.7 -7.7 -15.2 -15.7 -20.0 -7.1 -11.4 -10.2 -20.0 -20.0 -20.0 -20.0 -8.4 -20.0 -20.0 -12.1 -1.9 -3.2 -10.3 -12.5 -8.9 -7.2 CRUDE_W 13.8 4.4 -2.1 8.5 15.8 2.6 20.0 1.2 18.4 12.8 -13.6 16.8 -14.7 14.1 -2.9 0.5 3.9 0.5 1.8 0.4 -6.3 11.6 -9.5 8.5 7.7 1.6 7.1 -7.3 10.6 -11.3 10.1 -2.3 -16.7 -14.3 -3.6 -11.9 10.1 20.0 11.1 15.9 DAX 9.9 16.7 -3.2 10.7 2.7 12.6 3.0 13.3 7.5 -5.4 14.9 -2.8 19.6 11.3 14.9 -10.0 -7.2 -8.5 -7.4 17.4 15.1 -5.2 18.8 9.3 -14.6 15.4 -5.4 11.5 -7.7 11.6 6.7 -2.8 -20.0 11.3 15.1 1.4 11.7 20.0 6.3 20.0 DOW 0.1 5.7 6.8 8.1 2.0 9.5 2.3 10.1 5.7 9.4 16.0 7.3 16.0 10.9 14.2 -7.2 -8.1 -7.5 -7.6 13.5 16.8 4.1 16.9 8.1 -11.0 9.0 4.8 11.8 2.0 12.3 4.6 -3.9 -0.4 -3.2 1.6 1.5 -1.7 -20.0 -6.4 -20.0 DX 1.9 -5.5 11.0 7.1 20.0 2.3 20.0 2.6 17.0 -18.5 5.5 -9.9 -13.2 -6.2 -0.8 5.9 6.2 6.1 6.0 -2.4 -0.8 -20.0 -5.2 -9.6 -20.0 -5.5 -20.0 -2.0 -20.0 -3.1 -12.9 16.9 -20.0 -18.4 -20.0 11.1 2.3 19.8 9.6 20.0 EUR -5.0 2.2 -9.2 8.2 20.0 2.6 20.0 3.0 19.7 20.0 1.1 13.5 17.6 7.1 4.0 -8.3 -8.1 -8.5 -8.2 3.3 4.3 20.0 11.0 9.9 11.7 6.8 20.0 6.0 20.0 9.2 13.5 -7.5 0.9 -6.9 -0.3 3.9 -7.9 -20.0 -3.0 -20.0 EURIBOR-ICE 13.7 -4.9 -12.5 -8.2 0.5 -6.4 -5.6 -4.8 -7.3 -6.6 -8.1 -0.9 3.0 -1.3 -8.4 13.5 11.7 13.3 12.9 -4.8 -6.0 -2.9 -1.2 -1.2 -0.0 -9.5 -5.1 -10.2 -4.6 -4.6 -4.4 14.7 -2.7 11.1 -7.5 -5.7 11.4 20.0 20.0 20.0 EUROSTX 6.9 9.8 7.2 10.6 2.6 12.4 3.0 13.2 7.4 -3.4 20.0 5.5 20.0 12.7 17.5 8.6 0.3 4.2 1.6 20.0 20.0 2.7 20.0 13.9 -7.8 20.0 1.3 19.3 0.5 14.8 11.1 10.8 -2.2 18.2 11.6 13.4 18.8 20.0 10.0 20.0 FEEDCOW 17.7 20.0 1.5 -5.3 6.1 -19.9 7.4 -20.0 5.7 5.7 8.8 11.3 11.8 14.7 9.3 9.3 9.2 11.3 11.8 20.0 19.9 12.6 20.0 20.0 -20.0 8.6 4.2 9.9 4.5 18.2 8.6 20.0 4.4 8.8 20.0 7.9 20.0 20.0 20.0 20.0 GASOIL 17.4 -5.3 -0.6 6.3 11.7 1.9 16.8 0.9 13.7 7.3 2.6 12.5 5.3 8.8 -3.0 16.3 15.2 16.2 16.4 2.9 1.5 12.8 2.4 9.6 -2.1 9.2 6.9 6.6 13.8 5.5 14.0 20.0 3.5 5.2 1.5 5.6 1.7 20.0 -5.5 8.8 GASOLINE 17.1 -1.8 -1.7 8.8 16.4 2.7 20.0 1.2 19.1 0.6 -5.9 15.0 -1.4 12.7 -1.3 -20.0 -16.5 -20.0 -20.0 2.3 -1.9 10.9 -2.0 10.0 -18.9 4.6 -1.4 -3.0 9.7 -4.3 12.8 -20.0 -20.0 -6.0 -7.3 -5.1 10.6 20.0 6.9 20.0 GAS_US_mini 4.4 -10.3 7.8 4.4 8.3 1.4 11.9 0.6 9.7 10.0 -5.9 8.9 -7.6 -2.5 -4.6 20.0 -10.1 20.0 16.1 -1.5 -3.1 18.2 -3.4 6.0 17.9 -4.5 13.6 -3.8 8.5 -2.8 -0.4 -6.6 4.2 -19.2 -16.2 -2.2 5.5 -15.6 -2.6 -20.0 GBP -0.4 11.6 -5.8 8.6 20.0 2.7 20.0 3.2 20.0 20.0 4.2 13.1 15.2 17.9 16.7 0.2 0.1 0.3 0.2 11.2 6.9 20.0 8.0 15.6 1.1 15.2 20.0 9.9 20.0 10.0 19.6 6.6 -9.2 2.4 14.4 8.1 -1.3 -7.1 3.0 -8.8 GOLD_micro 20.0 8.8 20.0 8.5 9.8 10.1 8.7 10.2 7.7 9.9 10.6 10.9 10.6 11.0 10.9 -8.1 -10.1 -8.5 -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 -6.7 20.0 20.0 9.2 18.6 14.4 5.8 -15.2 -18.2 HEATOIL 18.8 -6.6 -1.5 6.6 12.3 2.0 17.7 0.9 14.4 10.0 -0.1 14.2 3.5 8.7 -5.8 20.0 12.9 18.4 15.4 2.6 0.8 16.6 2.3 11.4 -17.6 3.8 6.0 1.8 12.3 3.1 10.2 18.8 -1.0 -3.0 -7.9 2.1 8.5 12.9 -1.8 -11.0 JGB-SGX-mini 2.6 -9.6 -16.2 -5.3 0.3 -4.2 -3.7 -3.1 -4.8 0.4 -10.8 -5.1 -10.6 -8.7 -10.2 5.4 13.3 11.3 12.4 -18.4 -18.3 -6.6 -16.0 -14.1 -1.5 -19.2 0.6 -18.2 -6.6 -14.7 -14.4 15.5 -3.6 -16.3 -20.0 -20.0 -7.1 -20.0 4.1 -20.0 JPY 6.5 6.4 -12.4 5.6 20.0 1.8 20.0 2.1 13.4 12.8 -15.9 4.8 -15.1 -4.3 -13.7 -9.3 -10.6 -9.6 -9.8 -10.8 -16.1 10.7 -15.8 -1.9 20.0 -9.2 20.0 -13.8 12.4 -12.7 -0.3 -10.9 -7.9 -7.6 -19.3 -20.0 -9.9 -14.1 -6.9 -17.2 LEANHOG 19.9 20.0 -6.6 -8.3 9.6 -20.0 11.7 -20.0 8.9 20.0 10.3 20.0 15.0 20.0 16.3 -20.0 7.8 -20.0 -6.2 20.0 14.4 20.0 11.8 20.0 -3.7 20.0 20.0 17.7 20.0 10.9 20.0 18.8 20.0 20.0 20.0 17.5 -4.3 12.2 2.6 20.0 LIVECOW 10.4 18.2 -3.3 -5.9 6.8 -20.0 8.3 -20.0 6.3 6.3 6.5 9.0 11.7 15.4 7.6 -8.1 5.2 -4.7 -0.5 14.0 12.1 7.8 18.4 13.5 -20.0 0.9 5.8 2.8 1.2 13.3 2.1 16.5 -3.1 -2.9 19.2 -0.5 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.1 -16.1 -5.6 6.5 -20.0 7.9 -20.0 6.0 -8.3 -14.6 8.1 -14.5 8.0 -9.7 -20.0 -20.0 -20.0 -20.0 -3.8 -16.6 6.5 -19.5 8.2 NaN -4.6 -6.1 -14.8 4.8 -14.7 6.5 -20.0 13.3 4.8 9.8 -9.9 2.1 20.0 6.5 20.0 MXP 11.8 15.4 9.2 9.0 20.0 2.9 20.0 3.3 20.0 20.0 20.0 20.0 20.0 20.0 20.0 13.7 13.2 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 12.1 20.0 16.4 NASDAQ_micro -1.8 -8.3 -0.9 7.9 2.0 9.3 2.2 9.8 5.5 10.5 11.8 5.1 14.6 5.8 4.0 -8.2 -8.6 -8.2 -8.3 3.7 11.8 3.4 19.4 0.7 -20.0 1.2 10.3 7.1 2.5 13.2 -0.3 -5.0 1.4 -8.2 -13.4 -7.0 3.9 -20.0 3.6 -20.0 NIKKEI 3.2 -8.7 6.0 6.0 1.5 7.1 1.7 7.5 4.2 -3.2 11.6 5.2 11.6 8.5 10.3 10.9 7.7 8.6 7.4 12.1 15.7 2.6 16.5 8.7 -14.1 8.8 -3.6 13.2 1.6 14.0 5.7 20.0 15.0 9.0 1.4 19.0 -7.3 2.4 -11.4 6.7 NZD 7.6 12.8 1.3 6.3 20.0 2.0 20.0 2.3 15.1 16.6 -4.9 14.9 -7.5 14.0 8.4 -3.8 -3.5 -4.1 -4.0 6.8 -1.2 20.0 -5.4 16.6 15.9 5.6 20.0 -3.0 20.0 -6.8 17.6 0.0 14.5 6.3 2.1 -2.8 1.4 20.0 7.2 20.0 OAT 11.6 -0.2 1.0 -10.9 0.6 -8.5 -7.5 -6.4 -9.8 16.8 1.8 18.0 -3.7 9.0 -1.2 12.5 12.6 14.3 14.6 2.3 -0.7 12.7 -3.1 7.3 0.2 3.3 20.0 -0.3 16.5 -1.8 9.7 17.0 20.0 20.0 10.9 11.4 -1.1 20.0 15.6 20.0 OATIES 2.8 2.3 -4.1 -4.2 4.8 -15.6 5.8 -20.0 4.5 2.5 -10.0 -2.8 -10.0 -1.8 -4.3 -14.0 -12.3 -17.0 -16.4 -6.9 -10.0 -2.3 -10.3 -4.2 -3.4 -8.1 2.8 -12.0 -0.4 -12.0 -3.5 -13.0 -3.0 -8.1 -11.3 -7.3 -8.0 -15.8 -4.2 -18.1 OJ 15.6 20.0 -1.8 -2.5 2.9 -9.4 3.5 -12.6 2.7 6.7 -3.8 5.5 -6.4 6.3 2.1 5.2 2.6 1.0 0.4 4.5 -2.7 7.4 -7.5 7.8 -20.0 7.3 6.4 0.2 8.4 -4.2 10.2 13.9 11.7 10.5 20.0 0.9 -20.0 -19.4 -13.2 -20.0 PALLAD 10.3 4.0 6.9 6.2 7.1 7.4 6.3 7.4 5.6 6.5 5.6 5.3 5.1 5.2 5.3 -2.9 -3.1 -3.1 -3.1 8.8 8.1 8.1 6.1 8.2 11.3 5.1 5.4 8.5 3.4 9.5 2.6 4.4 -8.3 -11.3 -5.6 0.2 8.1 -3.2 -12.9 -12.1 PLAT 13.8 4.3 -2.0 5.5 6.4 6.6 5.7 6.7 5.0 4.4 6.2 5.8 6.0 6.2 5.9 -2.3 -3.7 -3.4 -3.5 11.6 9.2 11.5 6.5 12.0 -0.5 9.0 4.0 9.6 4.7 9.0 6.6 3.6 -2.1 -8.7 10.1 3.7 20.0 9.6 -6.6 -8.2 REDWHEAT 4.6 4.7 13.5 -7.3 8.4 -20.0 10.3 -20.0 7.8 4.3 -16.1 3.4 -19.9 7.5 -1.6 -15.3 -16.3 -16.0 -16.5 -0.7 -6.7 5.8 -15.4 2.6 7.7 2.4 10.9 -2.2 11.1 -8.8 6.6 -16.8 2.8 -6.3 1.8 15.7 -20.0 -20.0 -20.0 -20.0 RICE 20.0 19.8 6.3 -2.7 3.1 -10.1 3.8 -13.6 2.9 6.5 -7.0 7.5 -8.1 6.5 -2.2 -19.9 -14.5 -20.0 -19.5 -1.2 -9.3 7.6 -13.8 5.6 0.9 1.2 6.4 -8.0 7.7 -13.8 7.7 -18.3 9.4 12.3 5.5 -5.3 -13.6 -16.5 -6.3 -17.0 ROBUSTA 14.8 -12.8 -5.2 -5.0 5.7 -18.6 7.0 -20.0 5.3 13.0 2.4 12.9 -2.2 1.9 -4.0 20.0 15.7 20.0 17.0 -3.7 -5.1 15.1 -1.8 5.0 -20.0 -2.6 20.0 -4.1 14.0 -1.1 4.9 20.0 20.0 12.0 -12.8 2.1 -1.6 8.8 9.3 18.4 RUSSELL 17.0 10.6 8.2 9.8 2.4 11.5 2.8 12.2 6.8 -4.7 19.2 14.0 18.2 16.4 18.0 -5.1 -5.2 -4.9 -4.9 20.0 20.0 14.6 18.5 20.0 9.0 18.1 -1.3 16.5 11.6 14.0 17.9 0.9 20.0 20.0 13.5 1.5 -5.2 -20.0 -16.9 -20.0 SHATZ 14.3 -1.0 -9.4 -9.5 0.5 -7.4 -6.5 -5.5 -8.5 -7.3 -13.9 1.2 -10.9 0.4 -10.0 -0.3 -15.5 -9.7 -12.6 -7.0 -12.0 -1.9 -10.8 -1.2 10.8 -12.3 -6.2 -16.8 -3.2 -13.0 -3.9 -20.0 4.2 12.9 -3.8 -8.4 19.9 20.0 20.0 20.0 SILVER-mini 20.0 3.0 8.1 6.1 7.0 7.2 6.2 7.3 5.5 7.1 8.0 7.7 7.7 7.9 8.0 -3.5 -5.9 -4.5 -5.2 19.7 15.0 20.0 9.8 20.0 -7.0 14.4 15.8 15.1 13.3 13.3 12.8 0.1 20.0 15.5 18.5 18.0 6.1 20.0 -19.8 -5.8 SMI -13.0 8.1 15.9 10.0 2.5 11.7 2.8 12.4 7.0 -17.1 18.9 -15.1 17.2 5.2 16.1 13.6 6.2 11.1 8.3 20.0 20.0 -12.8 20.0 3.8 11.4 20.0 -17.2 20.0 -12.2 17.9 7.0 20.0 -20.0 -6.1 15.2 20.0 -4.8 20.0 -5.7 20.0 SOFR -6.3 -12.9 -12.9 -12.4 0.7 -9.7 -8.5 -7.2 -11.1 -13.0 -3.0 -17.7 14.2 -20.0 -20.0 8.2 6.4 8.0 7.5 -16.2 -6.5 -14.5 5.4 -18.0 -20.0 -15.4 -1.9 -5.6 -11.1 5.6 -16.1 5.3 1.5 -9.2 -7.9 -5.4 -15.7 -16.0 -13.3 -20.0 SOYBEAN 1.5 -16.0 4.5 -7.4 8.5 -20.0 10.4 -20.0 7.9 16.3 1.7 12.5 3.3 -13.5 -11.8 -6.4 -5.4 -4.8 -5.2 -7.3 -2.5 7.9 -2.3 -3.0 -6.1 -6.8 15.3 0.9 15.0 2.4 0.4 2.2 7.3 -7.3 -20.0 15.9 -20.0 -10.4 -20.0 -6.9 SOYMEAL -6.2 -16.8 13.5 -5.1 5.9 -19.2 7.2 -20.0 5.5 1.7 -5.7 -6.8 -9.6 -12.6 -8.7 -10.6 -14.3 -12.0 -13.8 -9.2 -4.7 -3.8 -6.1 -9.9 -12.9 -3.1 -0.6 2.8 -3.5 -0.5 -7.0 -13.1 -15.5 -15.4 -20.0 20.0 -20.0 -19.7 -13.4 -18.9 SOYOIL 20.0 0.9 -6.6 -6.7 7.7 -20.0 9.4 -20.0 7.2 16.4 -5.0 19.3 6.2 15.0 7.2 -8.7 -6.0 -8.7 -7.6 9.8 1.7 20.0 3.1 20.0 -16.9 6.0 18.3 -2.3 20.0 -0.9 20.0 0.1 20.0 20.0 0.9 8.2 -12.5 -20.0 -13.2 -20.0 SP400 14.1 14.1 7.5 8.9 2.2 10.5 2.5 11.2 6.3 -1.2 17.2 13.7 12.6 15.4 16.9 -6.7 -6.1 -6.3 -6.1 19.0 15.5 9.8 11.2 17.8 3.1 12.0 -0.6 8.6 6.7 5.2 11.7 -0.9 15.9 8.8 6.2 -6.3 -2.5 -20.0 -8.3 -20.0 SP500_micro -2.7 -3.7 3.5 10.0 2.5 11.8 2.8 12.5 7.0 11.7 19.8 5.5 20.0 10.0 15.5 -9.2 -9.5 -9.2 -9.2 9.1 18.1 2.7 20.0 3.1 -20.0 3.1 8.8 8.7 -0.0 13.7 -0.3 -6.4 -3.4 -13.9 -12.5 -12.1 6.4 -20.0 7.4 -20.0 SUGAR11 -1.0 9.5 -5.6 -5.3 6.1 -20.0 7.5 -20.0 5.7 -5.6 -12.0 -8.7 -14.9 -4.9 -8.3 19.3 12.2 17.3 13.1 -5.0 -11.9 -3.8 -17.7 -3.0 -20.0 2.6 -0.8 -7.4 3.4 -14.3 6.2 20.0 -5.4 -4.1 8.4 -1.6 -2.5 -16.3 3.1 -10.5 US10 -7.6 -10.1 -7.3 -11.1 0.6 -8.7 -7.6 -6.5 -9.9 -5.9 4.9 -11.8 8.9 -15.7 -16.2 3.4 1.0 2.8 2.2 -9.8 -2.0 -10.1 4.0 -12.7 -10.6 -10.2 -1.4 -0.4 -12.3 7.1 -14.7 -3.9 -7.3 -12.2 -2.0 1.8 -20.0 -20.0 -20.0 -20.0 US10U -6.4 -9.7 -4.8 -13.4 0.8 -10.5 -9.2 -7.8 -12.0 -2.9 8.0 -10.3 8.3 -18.1 -18.9 3.9 0.3 2.9 1.7 -9.0 -0.6 -8.8 4.4 -12.2 -15.5 -5.2 3.6 5.1 -9.5 11.3 -10.8 -5.1 -2.6 -4.7 4.2 7.9 -18.2 -9.3 -17.5 -20.0 US2 -13.0 -6.7 -7.5 -11.2 0.6 -8.8 -7.7 -6.6 -10.1 -12.6 -4.8 -18.9 -1.3 -17.5 -16.8 -7.7 -13.5 -9.5 -10.9 -12.8 -6.1 -16.0 -1.7 -17.2 16.8 -16.3 -7.3 -7.1 -18.9 1.0 -20.0 -20.0 -10.2 -20.0 -2.7 -4.5 -20.0 -18.7 -20.0 -20.0 US20 1.4 -6.7 -3.9 -9.3 0.5 -7.3 -6.4 -5.4 -8.3 5.4 3.9 1.2 -0.8 -5.8 -10.5 5.7 3.7 5.1 4.5 -3.3 -0.6 0.3 0.5 -2.7 -10.1 1.5 8.9 4.3 1.5 5.3 0.7 0.4 6.0 8.9 9.1 7.0 -11.1 14.6 -2.8 -19.3 US30 2.8 -7.0 -3.4 -10.7 0.6 -8.3 -7.3 -6.2 -9.6 9.9 -1.7 4.3 -8.2 -8.8 -15.2 2.8 -1.0 1.7 0.4 -5.4 -3.6 2.4 -3.6 -2.7 -5.8 -0.2 13.5 1.8 5.1 2.0 1.6 -7.4 12.3 10.4 9.6 6.0 -9.2 9.9 1.4 -15.1 US5 -10.3 -9.1 -7.6 -11.9 0.7 -9.3 -8.2 -7.0 -10.7 -12.8 2.0 -18.5 9.2 -19.6 -18.4 1.3 -2.1 0.3 -0.7 -12.1 -3.6 -14.3 3.4 -16.2 -6.7 -12.2 -4.8 -2.2 -16.3 6.3 -17.6 -9.1 -9.0 -14.5 -2.1 0.4 -20.0 -20.0 -20.0 -20.0 VIX 7.3 -9.0 -9.3 -13.9 -5.8 -14.2 -3.8 -8.7 -7.8 -13.1 -20.0 -9.8 -20.0 -18.5 -20.0 -20.0 -20.0 -20.0 -20.0 -17.2 -18.5 -4.9 -13.5 -9.8 NaN -15.6 -6.1 -15.9 -3.9 -9.8 -8.5 NaN NaN NaN NaN NaN -1.3 -20.0 NaN NaN WHEAT 8.7 -0.5 3.8 -8.1 9.3 -20.0 11.4 -20.0 8.7 13.2 -20.0 11.8 -20.0 2.3 -13.7 -20.0 -18.6 -19.0 -18.5 -6.0 -13.5 11.8 -20.0 3.0 12.3 -0.7 20.0 -7.4 20.0 -12.6 11.7 -20.0 20.0 2.0 -4.1 9.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3