******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260127_204015 produced at 2026-01-27 21:37:06.337887 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.04 0.0 0.00 0.00 0.00 0.00 -30.15 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.20 0.0 0.00 0.00 0.00 0.00 -33.67 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.44 0.0 0.00 0.00 0.00 0.00 -5.03 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.32 0.0 999.00 -999.00 -0.24 -0.24 -39.66 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.18 0.0 1.14 -1.14 -0.05 -0.05 -3.92 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -36.81 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.10 0.0 0.79 -0.79 -0.05 -0.05 -2.20 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 -5.43 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.62 -0.62 0.00 0.00 -1.37 13.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.11 -0.11 0.00 0.00 -4.20 12.0 0 0 caleb_strategy_v3 DX False False 0.04 0.04 -0.04 0.0 999.00 -999.00 0.04 0.00 -1.01 999999999.0 1 0 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.03 0.0 0.58 -0.58 -0.07 -0.07 -0.87 17.0 -2 -2 caleb_strategy_v3 SHATZ False True 0.05 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -0.63 24.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.23 2.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.03 0.0 1.10 -1.10 -0.06 -0.06 -0.47 19.0 -1 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.10 4.0 -3 -3 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.02 0.0 0.11 -0.11 -0.04 -0.04 -1.53 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 -0.07 -0.77 23.0 -4 -3 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.02 0.0 999.00 -999.00 0.00 0.00 -0.54 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 -2.84 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 -3.48 18.0 -4 -4 caleb_strategy_v3 CHF False False 0.07 -0.21 -0.02 0.0 0.89 -0.89 -0.21 -0.21 -0.34 13.0 -3 -3 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 -0.01 -1.65 9.0 -1 -1 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.49 -0.49 0.00 0.00 -0.67 26.0 0 0 caleb_strategy_v3 SP500_micro False False 0.01 -0.09 -0.01 0.0 0.70 -0.70 -0.09 -0.07 -0.73 48.0 -6 -5 caleb_strategy_v3 BUXL False False 0.05 -0.16 -0.01 0.0 0.22 -0.22 -0.16 -0.16 -0.21 4.0 -3 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.19 9.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.44 3.0 -2 -2 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.58 7.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.25 -0.01 0.0 0.30 -0.30 -0.25 -0.25 -0.19 6.0 -5 -5 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.05 -1.07 8.0 -4 -4 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.41 -0.41 0.00 0.00 0.24 23.0 0 0 caleb_strategy_v3 BUND False False 0.06 -0.06 0.00 0.0 0.63 -0.63 -0.06 0.00 0.06 10.0 -1 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.00 0.0 0.14 -0.14 -0.11 -0.11 -0.34 10.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 -0.01 0.00 0.0 0.68 -0.68 -0.01 0.00 0.14 66.0 -1 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.01 0.0 0.89 -0.89 0.00 0.00 0.23 29.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.19 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.16 -0.16 0.00 0.00 0.11 2.0 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 3.52 26.0 -2 -2 caleb_strategy_v3 CANOLA False False 0.00 0.05 0.01 0.0 0.20 -0.20 0.05 0.06 2.91 51.0 13 14 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.01 0.0 0.33 -0.33 0.00 0.00 0.16 6.0 0 0 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.02 0.0 0.12 -0.12 0.04 0.04 0.51 3.0 1 1 caleb_strategy_v3 SILVER-mini False False 0.11 0.23 0.03 0.0 999.00 -999.00 0.23 0.23 0.25 999999999.0 2 2 caleb_strategy_v3 EUR False False 0.06 -0.06 0.05 0.0 0.88 -0.88 -0.06 0.00 0.83 14.0 -1 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.67 -0.67 0.00 0.00 1.14 17.0 0 0 caleb_strategy_v3 SP400 False False 0.15 0.29 0.05 0.0 0.29 -0.29 0.29 0.29 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 1.89 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 1.47 12.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.05 0.06 0.0 0.13 -0.13 0.05 0.08 2.25 5.0 2 3 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.06 0.0 1.20 -1.20 0.00 0.00 2.91 56.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.07 0.0 0.38 -0.38 0.00 0.00 13.38 68.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.07 0.0 0.72 -0.72 0.00 0.00 5.62 58.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.08 0.0 0.60 -0.60 0.15 0.15 1.11 8.0 2 2 caleb_strategy_v3 NZD False False 0.03 0.00 0.09 0.0 0.53 -0.53 0.00 0.00 3.44 21.0 0 0 caleb_strategy_v3 COPPER False False 0.06 0.18 0.09 0.0 999.00 -999.00 0.18 0.25 1.48 999999999.0 3 4 caleb_strategy_v3 GBP False False 0.04 0.07 0.09 0.0 0.79 -0.79 0.07 0.14 2.63 22.0 2 4 caleb_strategy_v3 NIKKEI False False 0.01 0.13 0.11 0.0 0.52 -0.52 0.13 0.10 7.63 36.0 9 7 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.13 0.0 0.21 -0.21 0.05 0.05 8.16 13.0 3 3 caleb_strategy_v3 EUROSTX False False 0.03 0.21 0.14 0.0 0.60 -0.60 0.21 0.21 4.63 20.0 7 7 caleb_strategy_v3 AUD False False 0.03 0.15 0.15 0.0 0.55 -0.55 0.15 0.15 5.31 19.0 5 5 caleb_strategy_v3 SMI False True 0.07 0.00 0.15 0.0 0.00 0.00 0.00 0.00 2.17 9.0 0 0 caleb_strategy_v3 BTP False False 0.06 0.00 0.18 0.0 0.60 -0.60 0.00 0.00 2.98 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.23 0.0 0.60 -0.60 0.30 0.30 3.85 10.0 5 5 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.75 0.0 1.21 -1.21 0.00 0.00 6.21 10.0 0 0 caleb_strategy_v3 MXP False False 0.01 0.64 0.98 0.0 0.72 -0.72 0.64 0.64 81.16 60.0 53 53 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.3 Shocked risk 80.4 Sum abs risk 67.0 Leverage 9.83 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2393055.81, 'annual_cash_vol_target': 598263.9525, 'daily_cash_vol_target': 37391.49703125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0037 0.6978 0.5240 8.3833 BITCOIN 1854.8723 88355.0000 2.0993 33.5894 BOBL 0.1616 116.3300 0.1389 2.2228 BTP 0.3866 120.9300 0.3197 5.1150 BUND 0.3339 127.8300 0.2612 4.1793 BUXL 0.8001 109.7200 0.7292 11.6677 CAC 54.3225 8158.0000 0.6659 10.6541 CAD 0.0027 0.7360 0.3680 5.8878 CANOLA 6.4721 656.9000 0.9852 15.7639 CHF 0.0068 1.3115 0.5216 8.3456 COCOA 159.0101 4475.0000 3.5533 56.8528 COFFEE 5.0775 348.8500 1.4555 23.2882 COPPER 0.0859 5.8985 1.4565 23.3037 CORN 4.2756 454.2500 0.9413 15.0600 COTTON2 0.6715 63.7800 1.0528 16.8444 CRUDE_W 0.8625 60.4100 1.4277 22.8439 DAX 158.3701 24999.0000 0.6335 10.1361 DOW 318.6760 49133.0000 0.6486 10.3776 DX 0.4084 96.0500 0.4252 6.8038 EUR 0.0048 1.2004 0.4040 6.4642 EURIBOR-ICE 0.0309 97.6000 0.0317 0.5067 EUROSTX 42.9707 6013.0000 0.7146 11.4341 FEEDCOW 2.9372 360.8250 0.8140 13.0242 GASOIL 10.9180 665.5000 1.6406 26.2490 GASOLINE 0.0311 2.1017 1.4808 23.6921 GAS_US_mini 0.1447 3.8100 3.7991 60.7851 GBP 0.0063 1.3784 0.4584 7.3349 GOLD_micro 43.7132 5136.0000 0.8511 13.6178 HEATOIL 0.0381 2.3104 1.6497 26.3948 JGB-SGX-mini 0.2334 131.2700 0.1778 2.8454 JPY 0.0000 0.0066 0.6469 10.3502 LEANHOG 1.0283 97.0250 1.0598 16.9570 LIVECOW 1.7668 237.4000 0.7442 11.9078 LUMBER-new 7.6631 596.0000 1.2858 20.5721 MXP 0.0003 0.0577 0.4691 7.5056 NASDAQ_micro 185.7846 26093.5000 0.7120 11.3919 NIKKEI 629.7728 53040.0000 1.1874 18.9977 NZD 0.0035 0.6030 0.5871 9.3930 OAT 0.3533 121.7700 0.2901 4.6420 OATIES 5.1886 304.5000 1.7040 27.2636 OJ 6.1503 219.4000 2.8032 44.8517 PALLAD 60.9501 1914.0000 3.1844 50.9509 PLAT 79.8609 2574.1000 3.1025 49.6397 REDWHEAT 8.3906 542.7500 1.5459 24.7350 RICE 0.1564 10.9150 1.4326 22.9221 ROBUSTA 61.2176 4279.0000 1.4307 22.8904 RUSSELL 24.4577 2674.2000 0.9146 14.6333 SHATZ 0.0486 106.8350 0.0455 0.7281 SILVER-mini 2.3809 109.7250 2.1699 34.7176 SMI 81.6504 13118.0000 0.6224 9.9589 SOFR 0.0428 96.4750 0.0444 0.7102 SOYBEAN 8.0099 1082.5000 0.7399 11.8391 SOYMEAL 3.7348 297.8000 1.2541 20.0661 SOYOIL 0.6591 54.9000 1.2006 19.2098 SP400 27.0854 3497.0000 0.7745 12.3925 SP500_micro 39.9126 7015.0000 0.5690 9.1034 SUGAR11 0.2058 14.3600 1.4333 22.9327 US10 0.2774 111.7812 0.2482 3.9713 US10U 0.3763 114.3281 0.3291 5.2663 US2 0.0630 104.1680 0.0605 0.9683 US20 0.5987 115.4688 0.5185 8.2958 US30 0.8610 118.1250 0.7289 11.6625 US5 0.1724 108.8047 0.1584 2.5350 VIX 0.4661 19.3500 2.4089 38.5418 WHEAT 6.6485 577.0000 1.1522 18.4360 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 697.85 0.52 365.64 1.00 365.64 37391.5 102.26 20.00 204.52 BITCOIN 88.36 2.10 185.49 1.00 185.49 37391.5 201.59 -16.84 -339.42 BOBL 1163.30 0.14 161.61 1.19 191.61 37391.5 195.14 -2.39 -46.56 BTP 1209.30 0.32 386.60 1.19 458.35 37391.5 81.58 10.71 87.34 BUND 1278.30 0.26 333.90 1.19 395.88 37391.5 94.45 0.64 6.01 BUXL 1097.20 0.73 800.11 1.19 948.63 37391.5 39.42 -5.36 -21.15 CAC 815.80 0.67 543.23 1.19 644.06 37391.5 58.06 7.43 43.15 CAD 736.05 0.37 270.86 1.00 270.86 37391.5 138.05 0.65 8.96 CANOLA 131.38 0.99 129.44 0.73 94.57 37391.5 395.40 3.03 119.62 CHF 1639.38 0.52 855.10 1.00 855.10 37391.5 43.73 -2.98 -13.04 COCOA 447.50 3.55 1590.10 1.00 1590.10 37391.5 23.52 -11.68 -27.47 COFFEE 1308.19 1.46 1904.08 1.00 1904.08 37391.5 19.64 6.01 11.80 COPPER 1474.62 1.46 2147.76 1.00 2147.76 37391.5 17.41 7.85 13.66 CORN 227.12 0.94 213.78 1.00 213.78 37391.5 174.90 -9.84 -172.19 COTTON2 318.90 1.05 335.73 1.00 335.73 37391.5 111.37 -20.00 -222.75 CRUDE_W 604.10 1.43 862.50 1.00 862.50 37391.5 43.35 4.80 20.79 DAX 249.99 0.63 158.37 1.19 187.77 37391.5 199.14 8.26 164.45 DOW 245.66 0.65 159.34 1.00 159.34 37391.5 234.67 0.26 6.04 DX 960.50 0.43 408.44 1.00 408.44 37391.5 91.55 -4.26 -39.03 EUR 1500.50 0.40 606.22 1.00 606.22 37391.5 61.68 5.15 31.79 EURIBOR-ICE 2440.00 0.03 77.27 1.19 91.61 37391.5 408.14 4.45 181.72 EUROSTX 601.30 0.71 429.71 1.19 509.47 37391.5 73.39 18.49 135.68 FEEDCOW 1804.12 0.81 1468.58 1.00 1468.58 37391.5 25.46 13.09 33.33 GASOIL 665.50 1.64 1091.80 1.00 1091.80 37391.5 34.25 12.73 43.60 GASOLINE 882.71 1.48 1307.08 1.00 1307.08 37391.5 28.61 -4.33 -12.39 GAS_US_mini 95.25 3.80 361.86 1.00 361.86 37391.5 103.33 3.14 32.49 GBP 861.50 0.46 394.94 1.00 394.94 37391.5 94.68 10.71 101.36 GOLD_micro 513.60 0.85 437.13 1.00 437.13 37391.5 85.54 9.97 85.27 HEATOIL 970.37 1.65 1600.79 1.00 1600.79 37391.5 23.36 5.05 11.80 JGB-SGX-mini 131270.00 0.18 23344.57 0.01 151.38 37391.5 247.00 -12.57 -310.49 JPY 821.81 0.65 531.62 1.00 531.62 37391.5 70.34 -4.76 -33.51 LEANHOG 388.10 1.06 411.31 1.00 411.31 37391.5 90.91 14.76 134.14 LIVECOW 949.60 0.74 706.73 1.00 706.73 37391.5 52.91 6.49 34.36 LUMBER-new 163.90 1.29 210.74 1.00 210.74 37391.5 177.43 -6.58 -116.73 MXP 288.70 0.47 135.43 1.00 135.43 37391.5 276.10 20.00 552.19 NASDAQ_micro 521.87 0.71 371.57 1.00 371.57 37391.5 100.63 -3.27 -32.94 NIKKEI 53040.00 1.19 62977.28 0.01 408.39 37391.5 91.56 7.68 70.32 NZD 602.95 0.59 353.97 1.00 353.97 37391.5 105.63 12.53 132.39 OAT 1217.70 0.29 353.28 1.19 418.86 37391.5 89.27 12.61 112.60 OATIES 152.25 1.70 259.43 1.00 259.43 37391.5 144.13 -14.90 -214.81 OJ 329.10 2.80 922.54 1.00 922.54 37391.5 40.53 -4.41 -17.88 PALLAD 1914.00 3.18 6095.01 1.00 6095.01 37391.5 6.13 5.33 3.27 PLAT 1287.05 3.10 3993.05 1.00 3993.05 37391.5 9.36 6.05 5.66 REDWHEAT 271.38 1.55 419.53 1.00 419.53 37391.5 89.13 -9.07 -80.86 RICE 218.30 1.43 312.74 1.00 312.74 37391.5 119.56 -7.23 -86.40 ROBUSTA 427.90 1.43 612.18 1.00 612.18 37391.5 61.08 2.99 18.27 RUSSELL 133.71 0.91 122.29 1.00 122.29 37391.5 305.76 13.18 403.06 SHATZ 1068.35 0.05 48.62 1.19 57.64 37391.5 648.69 -0.95 -61.89 SILVER-mini 2743.12 2.17 5952.17 1.00 5952.17 37391.5 6.28 11.87 7.46 SMI 1311.80 0.62 816.50 1.29 1049.80 37391.5 35.62 17.82 63.47 SOFR 2411.88 0.04 107.05 1.00 107.05 37391.5 349.28 -14.18 -495.37 SOYBEAN 541.25 0.74 400.50 1.00 400.50 37391.5 93.36 -6.71 -62.64 SOYMEAL 297.80 1.25 373.48 1.00 373.48 37391.5 100.12 -17.65 -176.68 SOYOIL 329.40 1.20 395.48 1.00 395.48 37391.5 94.55 -3.80 -35.94 SP400 3497.00 0.77 2708.54 1.00 2708.54 37391.5 13.81 7.41 10.24 SP500_micro 350.75 0.57 199.56 1.00 199.56 37391.5 187.37 -1.67 -31.36 SUGAR11 160.83 1.43 230.52 1.00 230.52 37391.5 162.21 -8.79 -142.65 US10 1117.81 0.25 277.45 1.00 277.45 37391.5 134.77 -12.86 -173.32 US10U 1143.28 0.33 376.31 1.00 376.31 37391.5 99.36 -10.84 -107.70 US2 2083.36 0.06 126.08 1.00 126.08 37391.5 296.58 -13.35 -396.07 US20 1154.69 0.52 598.69 1.00 598.69 37391.5 62.46 -2.45 -15.28 US30 1181.25 0.73 861.02 1.00 861.02 37391.5 43.43 -3.50 -15.22 US5 1088.05 0.16 172.38 1.00 172.38 37391.5 216.91 -14.23 -308.61 VIX 193.50 2.41 466.12 1.00 466.12 37391.5 80.22 -20.00 -160.44 WHEAT 288.50 1.15 332.42 1.00 332.42 37391.5 112.48 -10.25 -115.24 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 204.524 0.010 2.5 5.314 BITCOIN -339.415 0.043 2.5 -36.806 BOBL -46.559 0.004 2.5 -0.473 BTP 87.337 0.014 2.5 2.983 BUND 6.014 0.004 2.5 0.061 BUXL -21.147 0.004 2.5 -0.215 CAC 43.154 0.014 2.5 1.474 CAD 8.962 0.010 2.5 0.233 CANOLA 119.617 0.010 2.5 2.914 CHF -13.037 0.010 2.5 -0.339 COCOA -27.469 0.010 2.5 -0.669 COFFEE 11.796 0.005 2.5 0.157 COPPER 13.664 0.043 2.5 1.482 CORN -172.190 0.010 2.5 -4.195 COTTON2 -222.748 0.010 2.5 -5.427 CRUDE_W 20.793 0.043 2.5 2.255 DAX 164.451 0.014 2.5 5.617 DOW 6.039 0.009 2.5 0.141 DX -39.028 0.010 2.5 -1.014 EUR 31.795 0.010 2.5 0.826 EURIBOR-ICE 181.723 0.014 2.5 6.207 EUROSTX 135.679 0.014 2.5 4.634 FEEDCOW 33.329 0.013 2.5 1.106 GASOIL 43.604 0.017 2.5 1.893 GASOLINE -12.395 0.017 2.5 -0.538 GAS_US_mini 32.488 0.043 2.5 3.523 GBP 101.358 0.010 2.5 2.634 GOLD_micro 85.273 0.014 2.5 2.913 HEATOIL 11.797 0.017 2.5 0.512 JGB-SGX-mini -310.488 0.043 2.5 -33.669 JPY -33.513 0.010 2.5 -0.871 LEANHOG 134.142 0.024 2.5 8.164 LIVECOW 34.363 0.013 2.5 1.140 LUMBER-new -116.727 0.010 2.5 -2.844 MXP 552.193 0.059 2.5 81.161 NASDAQ_micro -32.938 0.009 2.5 -0.767 NIKKEI 70.316 0.043 2.5 7.625 NZD 132.391 0.010 2.5 3.440 OAT 112.598 0.014 2.5 3.846 OATIES -214.810 0.010 2.5 -5.233 OJ -17.884 0.010 2.5 -0.436 PALLAD 3.269 0.014 2.5 0.112 PLAT 5.663 0.014 2.5 0.193 REDWHEAT -80.855 0.005 2.5 -1.074 RICE -86.395 0.010 2.5 -2.105 ROBUSTA 18.266 0.005 2.5 0.243 RUSSELL 403.063 0.013 2.5 13.375 SHATZ -61.887 0.004 2.5 -0.628 SILVER-mini 7.456 0.014 2.5 0.255 SMI 63.472 0.014 2.5 2.168 SOFR -495.367 0.024 2.5 -30.148 SOYBEAN -62.643 0.004 2.5 -0.583 SOYMEAL -176.676 0.004 2.5 -1.645 SOYOIL -35.940 0.004 2.5 -0.335 SP400 10.235 0.013 2.5 0.340 SP500_micro -31.361 0.009 2.5 -0.730 SUGAR11 -142.653 0.010 2.5 -3.475 US10 -173.324 0.005 2.5 -2.199 US10U -107.701 0.005 2.5 -1.367 US2 -396.067 0.005 2.5 -5.026 US20 -15.284 0.005 2.5 -0.194 US30 -15.219 0.005 2.5 -0.193 US5 -308.605 0.005 2.5 -3.916 VIX -160.439 0.099 2.5 -39.659 WHEAT -115.241 0.005 2.5 -1.531 ===================== Position diags ===================== AUD 2.66 BITCOIN 21.86 BOBL 1.98 BTP 2.79 BUND 0.96 BUXL 0.40 CAC 1.98 CAD 3.59 CANOLA 9.63 CHF 1.14 COCOA 0.57 COFFEE 0.26 COPPER 1.89 CORN 4.26 COTTON2 2.71 CRUDE_W 4.70 DAX 6.80 DOW 5.46 DX 2.38 EUR 1.60 EURIBOR-ICE 13.94 EUROSTX 2.51 FEEDCOW 0.84 GASOIL 1.49 GASOLINE 1.24 GAS_US_mini 11.21 GBP 2.46 GOLD_micro 2.92 HEATOIL 1.01 JGB-SGX-mini 26.78 JPY 1.83 LEANHOG 5.53 LIVECOW 1.76 LUMBER-new 4.32 MXP 40.58 NASDAQ_micro 2.34 NIKKEI 9.93 NZD 2.74 OAT 3.05 OATIES 3.51 OJ 0.99 PALLAD 0.21 PLAT 0.32 REDWHEAT 1.18 RICE 2.91 ROBUSTA 0.81 RUSSELL 10.15 SHATZ 6.59 SILVER-mini 0.21 SMI 1.22 SOFR 21.26 SOYBEAN 0.87 SOYMEAL 0.93 SOYOIL 0.88 SP400 0.46 SP500_micro 4.36 SUGAR11 3.95 US10 1.71 US10U 1.26 US2 3.76 US20 0.79 US30 0.55 US5 2.75 VIX 19.83 WHEAT 1.49 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.3 5.0 5.6 5.0 5 BITCOIN -36.8 -39.0 -34.6 0.0 0 BOBL -0.5 -0.7 -0.3 -1.0 -1 BTP 3.0 2.7 3.3 0.0 0 BUND 0.1 -0.0 0.2 -1.0 -1 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 1.5 1.3 1.7 0.0 0 CAD 0.2 -0.1 0.6 0.0 0 CANOLA 2.9 2.0 3.9 13.0 13 CHF -0.3 -0.5 -0.2 -3.0 -3 COCOA -0.7 -0.7 -0.6 0.0 0 COFFEE 0.2 0.1 0.2 0.0 0 COPPER 1.5 1.3 1.7 3.0 3 CORN -4.2 -4.6 -3.8 0.0 0 COTTON2 -5.4 -5.7 -5.2 -6.0 -6 CRUDE_W 2.3 1.8 2.7 2.0 2 DAX 5.6 4.9 6.3 0.0 0 DOW 0.1 -0.4 0.7 -1.0 -1 DX -1.0 -1.3 -0.8 1.0 1 EUR 0.8 0.7 1.0 -1.0 -1 EURIBOR-ICE 6.2 4.8 7.6 0.0 0 EUROSTX 4.6 4.4 4.9 7.0 7 FEEDCOW 1.1 1.0 1.2 2.0 2 GASOIL 1.9 1.7 2.0 1.0 1 GASOLINE -0.5 -0.7 -0.4 0.0 0 GAS_US_mini 3.5 2.4 4.6 -2.0 -2 GBP 2.6 2.4 2.9 2.0 2 GOLD_micro 2.9 2.6 3.2 0.0 0 HEATOIL 0.5 0.4 0.6 1.0 1 JGB-SGX-mini -33.7 -36.3 -31.0 0.0 0 JPY -0.9 -1.1 -0.7 -2.0 -2 LEANHOG 8.2 7.6 8.7 3.0 3 LIVECOW 1.1 1.0 1.3 0.0 0 LUMBER-new -2.8 -3.3 -2.4 0.0 0 MXP 81.2 77.1 85.2 53.0 53 NASDAQ_micro -0.8 -1.0 -0.5 -4.0 -4 NIKKEI 7.6 6.6 8.6 9.0 9 NZD 3.4 3.2 3.7 0.0 0 OAT 3.8 3.5 4.2 5.0 5 OATIES -5.2 -5.6 -4.9 NaN 0 OJ -0.4 -0.5 -0.3 -2.0 -2 PALLAD 0.1 0.1 0.1 0.0 0 PLAT 0.2 0.2 0.2 0.0 0 REDWHEAT -1.1 -1.2 -1.0 -4.0 -4 RICE -2.1 -2.4 -1.8 -3.0 -3 ROBUSTA 0.2 0.2 0.3 0.0 0 RUSSELL 13.4 12.4 14.4 0.0 0 SHATZ -0.6 -1.3 0.0 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 2.2 2.0 2.3 0.0 0 SOFR -30.1 -32.3 -28.0 NaN 0 SOYBEAN -0.6 -0.7 -0.5 0.0 0 SOYMEAL -1.6 -1.7 -1.6 -1.0 -1 SOYOIL -0.3 -0.4 -0.2 -8.0 -8 SP400 0.3 0.3 0.4 2.0 2 SP500_micro -0.7 -1.2 -0.3 -6.0 -6 SUGAR11 -3.5 -3.9 -3.1 -4.0 -4 US10 -2.2 -2.4 -2.0 -1.0 -1 US10U -1.4 -1.5 -1.2 0.0 0 US2 -5.0 -5.4 -4.6 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 -39.7 -41.6 -37.7 -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 0.3 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 0.3 0.2 2.3 0.2 0.2 0.4 0.2 0.2 0.2 0.3 0.5 0.6 0.5 0.5 0.1 0.7 0.2 0.7 BITCOIN 0.3 -0.1 -0.6 0.2 0.1 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 -0.6 -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 -0.0 -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 -0.0 -0.4 -0.0 -0.4 -0.1 -0.5 0.0 0.5 -0.1 -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 0.1 0.4 0.2 0.7 0.2 0.1 0.3 0.2 0.3 0.2 0.1 0.1 0.1 0.3 0.1 -2.7 0.1 0.1 0.2 0.1 0.5 0.1 0.7 0.3 0.6 0.6 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 -0.3 -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 -0.0 -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 -0.1 -0.5 -0.1 -0.7 -0.1 -0.0 -0.1 0.4 0.1 -0.2 -0.3 0.7 0.2 0.3 CAC -0.2 0.0 0.1 0.1 0.1 0.4 0.1 0.5 0.1 -0.1 0.4 -0.1 0.7 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.1 0.3 -0.0 0.9 0.0 -0.1 0.2 -0.1 0.2 -0.1 0.2 -0.5 -0.6 -0.6 -0.1 0.7 0.7 0.4 0.7 CAD -0.3 0.3 0.2 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 0.1 0.0 0.2 -0.1 0.1 2.7 0.1 0.2 0.0 0.2 -0.1 0.2 -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 -0.0 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 0.4 0.6 -0.3 0.1 0.4 0.7 0.6 0.7 CHF 0.1 0.2 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.0 0.1 0.4 0.1 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 0.3 -0.1 -0.0 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 -0.3 -0.6 -0.1 -0.3 -0.1 -0.0 0.1 0.2 COFFEE 0.1 -0.5 -0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.1 0.3 -0.1 0.6 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 0.0 0.0 0.5 -0.1 -2.7 -0.1 0.2 0.1 0.1 0.7 -0.0 1.1 0.4 -0.2 -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 -0.2 -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 -0.4 -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 -0.0 -0.2 -0.1 -1.1 0.1 -0.6 -0.5 0.2 -0.0 -0.3 0.2 -0.1 COTTON2 0.1 0.2 -0.0 -0.1 0.1 -0.5 0.2 -0.7 0.1 -0.1 -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 -0.1 -0.5 -0.1 -0.7 -0.1 -1.1 -0.5 -0.4 -0.1 -0.1 -0.4 -0.4 -0.3 -0.2 CRUDE_W 0.5 0.2 -0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.2 -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 0.2 -0.4 0.1 -0.1 -0.4 -0.5 -0.1 -0.4 0.3 0.7 0.4 0.5 DAX 0.2 0.5 -0.1 0.1 0.1 0.4 0.1 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 0.2 0.5 0.0 0.4 0.7 0.2 0.7 DOW -0.0 0.1 0.2 0.1 0.0 0.3 0.0 0.4 0.1 0.0 0.4 0.1 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.2 0.0 0.4 0.1 -1.5 0.1 -0.0 0.3 -0.0 0.4 0.0 -0.2 -0.1 -0.2 0.0 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 -0.4 -0.1 -0.0 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.2 -0.1 -0.2 -2.7 -0.1 -0.2 -0.1 -0.2 -0.1 -0.2 0.9 -0.5 -0.6 -0.6 0.2 0.1 0.7 0.3 0.7 EUR -0.0 0.1 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.1 0.2 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.3 0.2 1.5 0.1 0.2 0.2 0.2 0.3 0.2 -0.4 0.1 -0.1 -0.0 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 -0.1 -0.4 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -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 0.1 0.3 0.1 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 0.1 0.5 0.2 -1.1 0.2 0.1 0.5 0.0 0.5 0.1 0.6 -0.1 0.5 0.4 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.5 0.6 0.2 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 0.3 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 0.1 0.7 0.1 1.1 -0.1 0.2 0.6 0.2 0.7 0.7 0.7 0.7 GASOIL 0.6 -0.1 -0.0 0.1 0.2 0.1 0.2 0.0 0.2 0.1 0.1 0.2 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 -0.1 0.1 0.0 0.2 0.1 0.7 -0.2 0.3 GASOLINE 0.6 -0.0 -0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.1 0.2 -0.0 0.2 0.0 -0.4 -0.4 -0.4 -0.4 0.0 -0.0 0.1 -0.0 0.1 -2.5 0.1 0.1 -0.1 0.1 -0.1 0.1 -1.1 -0.5 -0.3 -0.3 -0.2 0.3 0.7 0.2 0.7 GAS_US_mini 0.3 -0.3 0.3 0.1 0.1 0.1 0.2 0.0 0.1 0.1 -0.2 0.1 -0.3 -0.0 -0.0 0.4 -0.1 0.4 0.4 -0.0 -0.0 0.2 -0.1 0.1 2.5 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 0.1 -0.6 -0.6 -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 0.2 0.6 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 0.4 0.3 -0.1 -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 0.4 0.6 0.5 0.2 -0.5 -0.6 HEATOIL 0.6 -0.2 -0.0 0.1 0.2 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 0.2 0.1 0.1 -2.4 0.1 0.1 0.1 0.2 0.1 0.1 1.0 -0.1 -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 -0.0 -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 -0.1 -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 0.3 0.3 -0.4 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.4 0.1 -0.5 -0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.1 -0.2 0.2 -0.4 0.0 2.7 -0.1 0.2 -0.3 0.2 -0.4 0.0 -0.6 -0.1 -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 0.2 -0.7 0.1 0.2 0.3 0.2 0.6 0.2 0.2 -0.4 0.1 -0.4 -0.2 0.2 0.2 0.2 0.3 0.2 -0.5 0.2 0.2 0.5 0.2 0.4 0.2 0.9 0.5 0.6 0.6 0.6 -0.2 0.4 0.1 0.7 LIVECOW 0.3 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 0.1 -0.1 -0.0 0.2 0.1 0.1 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.5 0.0 0.9 -0.3 -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 -0.4 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 -0.0 -0.5 0.1 -0.6 0.1 -1.2 0.0 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 0.4 0.6 0.6 0.6 0.6 0.4 0.7 0.5 NASDAQ_micro -0.0 -0.2 -0.1 0.1 0.0 0.3 0.0 0.4 0.1 0.1 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.0 0.1 0.1 0.5 0.0 -2.7 0.0 0.2 0.2 0.1 0.5 0.0 -0.3 0.2 -0.2 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.1 -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 0.0 0.4 0.1 -1.8 0.1 -0.0 0.4 0.0 0.5 0.1 1.1 0.0 0.3 0.1 0.6 -0.2 0.1 -0.4 0.2 NZD 0.3 0.4 0.1 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 -0.0 0.2 -0.2 0.2 0.0 0.3 0.2 0.0 -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 0.1 0.1 0.2 -0.1 0.1 -0.0 0.2 0.3 0.3 0.3 0.0 -0.0 0.1 -0.1 0.1 0.0 0.1 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 0.0 0.1 -0.1 -0.0 0.1 -0.4 0.1 -0.7 0.1 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 -0.5 -0.0 -0.7 0.0 -0.3 -0.4 -0.2 -0.3 -0.5 -0.1 -0.6 OJ 0.5 0.6 -0.0 -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 0.1 -0.0 0.1 -0.2 0.1 -2.7 0.1 0.0 0.0 0.1 -0.2 0.1 0.7 0.3 0.3 0.6 0.0 -0.7 -0.7 -0.5 -0.7 PALLAD 0.3 0.1 0.2 0.1 0.0 0.2 0.1 0.3 0.1 -0.0 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 1.5 0.0 -0.0 0.2 0.0 0.3 0.0 0.2 -0.3 -0.4 -0.2 -0.0 0.3 -0.1 -0.4 -0.4 PLAT 0.3 0.1 -0.1 0.1 0.0 0.2 0.1 0.2 0.1 0.0 0.2 0.0 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.2 0.0 0.3 0.1 0.2 -0.1 -0.3 0.3 0.1 0.7 0.3 -0.2 -0.3 REDWHEAT 0.2 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 0.3 -0.1 0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.2 -0.0 0.0 -0.3 0.1 -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 0.1 0.4 0.2 -0.2 -0.5 -0.6 -0.2 -0.6 ROBUSTA 0.6 -0.3 -0.2 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.1 0.1 0.2 -0.1 0.0 -0.0 0.4 0.3 0.4 0.3 -0.0 -0.0 0.2 -0.0 0.1 -2.7 -0.0 0.2 -0.1 0.2 -0.0 0.1 1.1 0.5 0.5 -0.3 0.1 -0.0 0.3 0.3 0.6 RUSSELL 0.6 0.4 0.3 0.1 0.0 0.3 0.0 0.5 0.1 -0.1 0.5 0.1 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 0.5 0.1 0.5 0.2 0.0 0.4 0.6 0.4 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.5 -0.0 -0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 -0.0 -0.4 0.0 -0.4 0.0 -0.1 0.0 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.3 -0.0 1.5 -0.1 -0.0 -0.5 -0.0 -0.5 -0.0 -1.1 0.1 0.4 -0.1 -0.3 0.6 0.7 0.7 0.7 SILVER-mini 0.6 0.2 0.3 0.1 0.0 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 -1.0 0.2 0.1 0.4 0.2 0.5 0.1 0.0 0.5 0.5 0.6 0.6 0.2 0.7 -0.6 -0.2 SMI -0.5 0.2 0.5 0.1 0.0 0.3 0.1 0.5 0.1 -0.1 0.5 -0.1 0.6 0.0 0.2 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.5 0.0 1.5 0.2 -0.1 0.5 -0.1 0.7 0.1 1.1 -0.4 -0.3 0.4 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 0.1 -0.3 -0.3 -0.2 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.1 -0.5 0.1 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 0.0 0.2 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 0.2 0.0 0.2 0.1 0.0 0.1 0.5 -0.2 -0.6 0.5 -0.7 -0.3 -0.7 -0.2 SOYMEAL -0.2 -0.5 0.4 -0.0 0.1 -0.5 0.1 -0.7 0.1 0.0 -0.2 -0.1 -0.4 -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 -0.2 -0.5 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.6 0.1 -0.2 -0.1 0.1 -0.5 0.1 -0.7 0.1 0.2 -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 -2.3 0.1 0.2 -0.0 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 0.4 0.5 0.3 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 0.2 0.3 0.2 -0.2 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 -0.1 0.1 0.1 0.1 0.3 0.1 0.5 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 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.0 0.5 0.0 -0.3 0.0 -0.4 -0.4 -0.4 0.2 -0.7 0.3 -0.7 SUGAR11 -0.0 0.3 -0.2 -0.0 0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.3 -0.1 -0.5 -0.1 -0.1 0.4 0.2 0.4 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 -0.3 US10 -0.3 -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 -0.1 -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 -0.1 -0.2 2.2 -0.2 0.0 -0.2 -0.1 0.0 -0.2 -1.1 -0.2 -0.6 -0.1 -0.2 -0.7 -0.6 -0.7 -0.7 US20 0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 0.1 0.0 -0.0 -0.0 -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 0.2 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 0.1 -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 0.1 0.0 0.1 0.0 -0.4 0.2 0.3 0.3 0.2 -0.3 0.3 0.1 -0.5 US5 -0.3 -0.3 -0.2 -0.1 0.0 -0.3 -0.1 -0.3 -0.1 -0.1 0.0 -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 -0.1 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 -0.4 -0.5 -0.2 -0.0 -0.6 -0.0 -0.5 -0.1 -0.1 -0.9 -0.2 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.6 -0.2 NaN -0.3 -0.0 -0.7 -0.0 -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 0.2 -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 0.1 -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 8.3 12.6 7.4 11.0 20.0 3.8 20.0 3.2 20.0 20.0 20.0 20.0 13.8 20.0 20.0 0.7 -0.6 0.4 -0.1 20.0 16.6 20.0 9.5 20.0 17.5 20.0 20.0 14.9 20.0 6.9 20.0 5.8 19.4 19.0 15.9 15.7 1.8 20.0 5.1 20.0 BITCOIN 10.3 -2.8 -20.0 18.7 15.5 20.0 17.5 20.0 16.8 -20.0 -17.9 -16.9 -2.9 -6.8 -19.6 -3.8 -6.1 -4.4 -5.2 -16.8 -20.0 -15.1 -10.4 -9.1 -20.0 -17.3 -17.2 -20.0 -15.3 -9.3 -11.0 -0.1 -20.0 -20.0 -20.0 -20.0 -0.6 -0.6 -20.0 -17.0 BOBL 13.1 -3.0 -8.8 -10.5 1.4 -8.4 -5.2 -6.3 -8.7 -3.9 -12.4 4.2 -6.2 -1.0 -12.0 -20.0 -0.8 -14.1 -4.1 -7.0 -10.0 -2.1 -8.4 -1.7 3.4 -12.4 -3.2 -15.1 -3.9 -10.9 -4.7 -9.1 1.4 15.5 -4.5 -6.2 6.7 20.0 20.0 20.0 BTP 9.3 0.5 -2.4 -12.9 1.7 -10.3 -6.4 -7.8 -10.7 7.1 14.0 16.6 20.0 16.5 8.9 15.9 10.5 13.7 11.9 5.7 6.8 5.7 11.1 6.7 -20.0 7.7 9.0 8.3 7.9 13.5 9.3 12.4 11.6 20.0 17.2 16.4 1.0 20.0 17.9 20.0 BUND 11.5 -3.7 -6.1 -11.5 1.5 -9.2 -5.7 -7.0 -9.6 -8.9 -12.5 3.3 -13.1 -2.0 -12.6 20.0 6.9 13.7 9.4 -7.8 -10.2 -3.0 -10.6 -2.9 0.0 -11.6 -4.3 -14.2 -4.7 -11.6 -4.5 6.9 0.0 17.2 -1.4 -4.0 1.1 20.0 16.3 20.0 BUXL 10.4 -1.6 -4.7 -10.6 1.4 -8.5 -5.2 -6.4 -8.8 -15.8 -17.3 -4.3 -20.0 -6.7 -14.9 5.0 3.5 4.7 4.3 -10.6 -15.2 -5.4 -19.7 -5.6 2.4 -12.1 -9.2 -17.6 -7.1 -19.2 -5.6 -0.2 -3.2 13.0 1.9 -5.2 -8.5 20.0 5.3 10.5 CAC -4.8 0.1 2.4 11.9 6.4 13.9 5.4 14.7 8.7 -9.8 15.7 -12.1 19.5 -5.4 7.0 -6.0 -2.9 -5.4 -4.1 5.1 10.9 -11.6 12.4 -4.5 7.1 1.2 -7.3 5.6 -13.6 4.5 -7.7 3.8 -20.0 -18.8 -18.4 -3.5 20.0 20.0 13.4 20.0 CAD -8.4 8.5 4.9 11.2 20.0 3.9 20.0 3.3 20.0 20.0 -5.6 12.4 -2.2 8.7 8.3 -7.4 -7.6 -7.7 -7.8 5.7 1.4 20.0 -3.2 11.0 20.0 6.1 20.0 1.0 20.0 -2.5 14.3 -6.8 -13.5 -20.0 -1.1 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 -0.4 -5.4 -4.2 9.0 -18.2 8.8 -20.0 6.3 8.4 -10.2 13.4 -4.1 7.0 0.9 -16.1 -14.2 -17.7 -16.7 0.6 -6.8 14.8 -6.4 11.4 10.1 0.9 7.6 -7.2 14.1 -7.6 11.2 -14.6 14.8 20.0 -10.0 3.2 11.0 20.0 18.1 20.0 CHF 2.3 4.8 -10.4 7.1 20.0 2.4 20.0 2.1 16.4 13.9 -1.7 11.5 9.9 6.3 0.9 -15.9 -16.4 -16.8 -16.4 4.3 2.1 20.0 4.2 12.7 -1.4 4.2 20.0 2.4 20.0 4.2 11.1 -20.0 13.7 -2.1 -1.5 0.6 -8.9 -20.0 -6.0 -20.0 COCOA -20.0 1.6 -15.8 -1.9 4.1 -8.4 4.1 -11.5 2.9 -4.0 -6.2 -6.3 -4.0 -5.9 -5.7 -3.8 5.2 -3.1 -0.3 -10.1 -8.3 -13.8 -4.8 -13.6 -20.0 -5.7 -2.3 -5.3 -5.9 -2.2 -6.5 16.0 -11.8 -18.2 -2.8 -8.2 -3.0 -0.2 3.6 5.2 COFFEE 2.4 -15.6 -1.9 -6.2 13.4 -20.0 13.2 -20.0 9.4 14.5 11.5 -5.2 15.9 -9.2 -11.9 20.0 19.1 20.0 20.0 -6.6 4.2 5.3 19.3 -5.6 -20.0 -6.4 20.0 5.3 11.2 20.0 -2.4 20.0 18.1 -5.7 -20.0 5.4 20.0 16.8 20.0 20.0 COPPER 3.2 13.3 14.1 7.8 6.5 9.2 7.3 9.2 7.0 -3.0 6.0 1.0 4.2 5.6 7.4 -6.6 -6.3 -6.9 -6.6 10.6 9.8 1.8 6.8 6.5 -1.9 6.0 1.0 7.4 0.5 8.2 2.7 -1.4 -18.2 -6.0 -7.0 -7.0 20.0 20.0 20.0 20.0 CORN -8.3 -5.7 7.2 -5.7 12.2 -20.0 11.9 -20.0 8.6 14.1 -4.2 -3.0 -9.8 -8.5 -8.6 -20.0 -20.0 -20.0 -20.0 -7.4 -5.4 -0.9 -8.5 -7.6 9.1 -8.5 3.6 -4.6 -2.6 -5.9 -9.2 -20.0 4.6 -20.0 -15.4 6.5 -0.7 -9.0 7.4 -1.7 COTTON2 3.4 7.6 -0.0 -7.1 15.3 -20.0 15.0 -20.0 10.7 -11.0 -20.0 -15.1 -20.0 -2.1 -16.1 -20.0 -17.4 -20.0 -19.8 -7.5 -14.3 -11.4 -20.0 -6.6 -11.2 -8.9 -12.7 -17.2 -13.8 -20.0 -6.9 -20.0 -20.0 -13.4 -3.1 -3.4 -10.6 -12.5 -9.1 -7.2 CRUDE_W 14.8 5.6 -1.7 10.7 20.0 3.6 20.0 1.5 20.0 18.3 -13.3 19.1 -14.6 16.2 -0.5 0.6 3.9 0.6 1.8 1.8 -5.7 15.3 -9.5 10.8 7.8 3.1 14.8 -6.7 14.6 -11.2 12.5 -1.2 -18.6 -15.7 -4.0 -12.3 10.0 20.0 11.6 15.7 DAX 6.6 16.5 -2.6 11.1 6.0 13.0 5.0 13.7 8.2 -4.8 14.8 -3.6 19.6 10.7 14.7 -10.0 -7.3 -8.6 -7.5 17.0 15.3 -4.1 19.2 8.6 -14.7 15.1 -4.5 11.7 -6.5 12.0 6.1 -2.8 -20.0 7.0 14.4 1.1 11.9 20.0 6.4 20.0 DOW -1.2 4.4 5.8 8.3 4.5 9.8 3.8 10.3 6.1 2.6 15.8 5.2 15.9 9.7 13.8 -7.2 -8.1 -7.5 -7.6 12.6 16.2 0.9 16.5 6.5 -10.9 8.2 -3.1 11.3 -0.7 12.0 3.3 -3.8 -2.5 -4.9 0.7 1.3 -1.6 -20.0 -6.5 -20.0 DX -1.8 -6.3 11.1 8.9 20.0 3.1 20.0 2.6 20.0 -17.4 4.0 -12.7 -12.5 -8.5 -2.7 5.8 6.2 6.0 6.0 -4.6 -1.7 -20.0 -4.8 -13.9 -20.0 -7.3 -20.0 -2.8 -20.0 -3.0 -16.3 16.9 -20.0 -20.0 -20.0 6.3 2.8 20.0 10.0 20.0 EUR -1.2 2.7 -8.9 10.8 20.0 3.7 20.0 3.2 20.0 20.0 2.4 16.6 17.4 10.2 6.0 -8.2 -8.1 -8.4 -8.2 6.2 5.2 20.0 10.5 16.1 11.3 9.5 20.0 6.8 20.0 8.9 19.2 -7.5 3.6 -4.0 -0.4 4.1 -8.3 -20.0 -3.6 -20.0 EURIBOR-ICE 13.0 -3.8 -12.8 -8.1 1.0 -6.5 -4.0 -4.9 -6.7 -3.3 -8.1 -0.1 2.9 -0.8 -8.4 13.6 11.7 13.4 13.0 -4.7 -6.1 -1.5 -1.3 -1.0 -0.2 -9.6 -0.7 -10.5 -2.8 -4.8 -4.1 14.7 -2.1 11.0 -7.6 -5.7 11.6 20.0 20.0 20.0 EUROSTX 4.7 10.1 7.2 11.0 5.9 12.9 5.0 13.6 8.1 3.2 20.0 7.0 20.0 13.3 17.6 8.7 0.4 4.4 1.7 20.0 20.0 6.6 20.0 14.8 -7.9 20.0 9.4 19.8 4.5 15.3 12.0 11.0 -3.1 15.3 11.4 13.5 19.2 20.0 10.2 20.0 FEEDCOW 14.6 20.0 5.6 -4.5 9.8 -19.8 9.6 -20.0 6.9 6.9 9.3 12.1 12.1 15.2 9.9 9.3 9.2 11.3 11.7 20.0 20.0 13.0 20.0 20.0 -20.0 9.2 4.2 10.6 5.1 19.3 9.1 20.0 -5.3 6.8 20.0 7.1 20.0 20.0 20.0 20.0 GASOIL 20.0 -3.7 -0.3 8.1 19.3 2.7 20.0 1.2 16.8 14.1 3.1 15.0 5.6 11.2 -1.9 17.3 15.3 16.5 16.6 4.4 2.2 16.4 2.8 12.1 -2.1 11.1 13.9 7.8 17.6 6.2 16.7 20.0 -2.2 4.0 1.3 5.9 1.5 20.0 -5.6 8.9 GASOLINE 17.9 -0.4 -1.5 11.0 20.0 3.7 20.0 1.6 20.0 14.2 -5.4 17.8 -1.2 15.0 0.0 -20.0 -17.7 -20.0 -20.0 3.4 -1.3 13.6 -1.8 11.4 -18.9 5.7 8.9 -2.3 12.5 -4.0 13.8 -20.0 -20.0 -8.1 -7.9 -5.6 10.3 20.0 6.8 20.0 GAS_US_mini 9.7 -8.4 8.5 5.8 13.9 1.9 15.3 0.8 12.1 10.0 -5.6 9.9 -7.8 -1.1 -3.8 20.0 -6.7 20.0 20.0 -0.2 -2.7 19.9 -3.5 8.5 18.6 -3.7 12.8 -3.7 10.1 -2.9 1.4 -6.7 4.5 -19.5 -17.3 -2.9 5.2 -15.4 -2.7 -20.0 GBP 1.3 12.2 -4.8 11.4 20.0 3.9 20.0 3.4 20.0 20.0 5.4 17.0 15.4 19.3 17.6 0.2 0.1 0.3 0.2 13.6 7.8 20.0 8.2 20.0 1.0 17.5 20.0 10.8 20.0 10.1 20.0 6.7 -9.7 3.3 13.8 8.0 -1.7 -7.0 2.8 -8.7 GOLD_micro 20.0 9.1 20.0 9.1 7.6 10.7 8.6 10.8 8.2 10.2 11.0 11.3 10.9 11.4 11.4 -8.2 -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 11.8 19.6 14.8 5.9 -14.4 -18.2 HEATOIL 20.0 -4.9 -1.4 8.5 20.0 2.8 20.0 1.2 17.5 14.1 0.2 15.6 3.7 10.8 -4.8 20.0 13.2 19.5 15.9 4.1 1.4 19.2 2.6 13.6 -17.9 5.1 12.4 2.4 14.8 3.4 12.1 18.4 -4.8 -4.2 -7.8 2.0 8.3 13.1 -1.7 -11.0 JGB-SGX-mini 4.1 -8.5 -16.2 -5.1 0.7 -4.1 -2.5 -3.1 -4.3 -5.0 -10.6 -6.7 -10.4 -9.0 -10.1 5.5 13.2 10.8 12.2 -18.2 -18.0 -8.9 -15.7 -14.4 -1.4 -18.9 -5.7 -17.9 -8.6 -14.5 -14.6 15.1 -6.8 -17.8 -20.0 -20.0 -7.3 -20.0 3.9 -20.0 JPY 10.0 8.5 -11.2 7.2 20.0 2.5 20.0 2.1 16.5 13.5 -14.7 8.3 -14.2 -0.4 -11.4 -9.2 -10.6 -9.6 -9.8 -8.1 -14.4 17.7 -14.7 2.7 20.0 -6.6 20.0 -12.3 18.9 -11.8 4.1 -10.9 -3.0 -6.9 -18.2 -20.0 -10.3 -14.3 -7.0 -17.3 LEANHOG 20.0 20.0 -5.5 -7.0 15.1 -20.0 14.7 -20.0 10.6 20.0 11.3 20.0 15.4 20.0 17.6 -20.0 7.0 -20.0 -7.6 20.0 15.8 20.0 12.6 20.0 -3.8 20.0 20.0 19.9 20.0 12.1 20.0 17.0 20.0 20.0 20.0 18.5 -4.6 12.4 2.2 20.0 LIVECOW 8.1 18.4 -1.0 -5.0 10.8 -20.0 10.6 -20.0 7.6 8.3 6.8 9.5 12.0 15.8 8.0 -8.3 5.0 -4.9 -0.7 14.7 12.9 8.4 19.3 14.1 -20.0 1.2 4.5 3.1 2.0 14.0 2.5 16.3 -12.6 -4.4 18.9 -1.4 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.5 -15.9 -4.7 10.1 -20.0 9.9 -20.0 7.1 -10.6 -14.4 7.9 -14.4 8.1 -9.4 -20.0 -20.0 -20.0 -20.0 -3.4 -16.2 5.6 -19.5 7.9 NaN -4.2 -4.0 -14.6 4.3 -14.9 6.3 -20.0 0.3 5.9 9.6 -10.4 1.9 20.0 6.2 20.0 MXP 12.6 14.7 8.8 12.2 20.0 4.2 20.0 3.6 20.0 20.0 20.0 20.0 20.0 20.0 20.0 13.5 13.1 13.5 13.1 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 20.0 16.3 20.0 20.0 20.0 16.5 11.9 20.0 16.1 NASDAQ_micro -0.1 -5.6 -2.2 8.2 4.4 9.6 3.7 10.2 6.1 13.1 12.0 8.7 14.8 7.8 4.7 -8.2 -8.6 -8.2 -8.3 4.6 12.1 8.8 19.6 3.3 -20.0 2.0 17.1 7.3 7.3 13.3 2.0 -5.0 7.3 -5.1 -12.9 -6.8 4.1 -20.0 3.7 -20.0 NIKKEI 2.1 -7.2 5.6 6.1 3.3 7.1 2.8 7.5 4.5 -0.3 11.4 5.0 11.4 8.4 10.2 10.8 7.8 8.6 7.5 12.1 15.7 3.2 16.6 8.5 -13.8 8.8 -1.0 13.2 2.0 14.2 5.5 20.0 0.4 8.5 1.8 17.7 -7.4 2.3 -11.7 6.7 NZD 10.6 13.7 2.1 8.4 20.0 2.9 20.0 2.5 19.3 16.4 -4.1 16.0 -7.0 14.8 9.4 -3.9 -3.5 -4.1 -4.0 8.9 -0.2 20.0 -5.0 20.0 15.8 8.1 20.0 -1.8 20.0 -6.3 20.0 0.0 11.9 6.0 1.4 -2.7 1.2 20.0 7.4 20.0 OAT 12.5 1.1 1.1 -10.6 1.4 -8.5 -5.3 -6.4 -8.8 14.6 2.4 17.9 -3.5 10.9 -0.0 12.4 12.6 14.2 14.6 3.3 -0.2 14.6 -2.9 9.0 0.2 4.7 20.0 0.4 19.1 -1.5 11.8 16.9 20.0 20.0 12.7 12.3 -1.0 20.0 15.7 20.0 OATIES 1.5 2.8 -4.3 -3.5 7.6 -15.4 7.5 -20.0 5.4 3.3 -10.2 -2.5 -10.2 -1.8 -4.3 -13.4 -12.3 -16.7 -16.3 -7.0 -10.3 -1.7 -10.7 -4.0 -3.4 -8.2 3.1 -12.5 0.3 -12.7 -3.1 -12.8 1.7 -8.8 -11.8 -7.1 -8.1 -15.9 -4.3 -18.3 OJ 15.2 20.0 -0.9 -2.1 4.6 -9.3 4.5 -12.8 3.2 7.0 -3.7 6.2 -6.4 6.8 2.8 5.1 2.7 1.1 0.5 5.0 -2.5 7.4 -7.6 8.3 -20.0 7.9 5.2 0.5 8.1 -4.2 10.6 14.0 11.5 9.7 20.0 1.4 -20.0 -19.6 -13.8 -20.0 PALLAD 8.5 2.6 6.3 6.4 5.3 7.5 6.0 7.6 5.8 -0.1 5.6 3.9 5.1 4.8 5.1 -3.0 -3.1 -3.2 -3.1 8.2 7.8 4.5 6.0 6.8 11.2 4.3 -1.0 7.8 0.6 8.9 1.4 4.4 -11.8 -11.5 -6.5 -0.3 8.2 -3.0 -11.9 -11.8 PLAT 10.1 2.8 -3.5 5.7 4.8 6.7 5.4 6.8 5.2 1.2 6.1 4.4 5.9 5.7 5.7 -2.3 -3.7 -3.3 -3.5 10.7 8.8 7.6 6.3 10.2 -0.5 8.1 0.3 8.9 2.5 8.5 5.3 3.6 -5.1 -9.6 9.7 3.4 20.0 9.6 -5.8 -8.0 REDWHEAT 5.0 5.1 13.5 -6.0 13.0 -20.0 12.7 -20.0 9.1 4.3 -15.8 4.0 -19.6 8.1 -1.1 -15.1 -16.3 -15.9 -16.4 -0.3 -6.4 5.7 -15.3 3.1 7.7 3.0 8.7 -1.9 10.6 -8.8 7.3 -16.7 11.8 -4.1 1.3 15.7 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 5.3 -2.3 4.9 -10.0 4.8 -13.7 3.5 7.2 -7.1 7.9 -8.2 7.0 -1.6 -19.9 -14.5 -20.0 -19.5 -0.6 -9.3 8.2 -14.2 6.4 0.9 1.8 6.7 -8.0 8.3 -14.3 8.4 -18.3 5.4 13.8 6.0 -5.0 -13.6 -16.5 -6.5 -17.0 ROBUSTA 18.0 -10.5 -5.1 -4.2 9.0 -18.3 8.8 -20.0 6.4 13.7 2.8 13.9 -2.2 4.6 -3.0 20.0 15.7 20.0 17.0 -1.9 -4.5 20.0 -1.6 8.6 -20.0 -0.9 20.0 -3.4 19.1 -1.0 8.2 20.0 20.0 14.3 -9.9 2.4 -1.3 8.6 9.5 18.1 RUSSELL 17.0 11.5 8.7 10.1 5.4 11.8 4.6 12.5 7.5 -8.4 19.1 12.8 18.1 15.4 17.7 -5.1 -5.2 -4.9 -4.9 20.0 20.0 11.7 19.1 20.0 9.0 18.3 -2.1 17.1 9.2 14.6 17.0 0.9 18.2 20.0 13.3 1.9 -5.2 -20.0 -17.2 -20.0 SHATZ 14.3 -0.0 -9.5 -9.3 1.2 -7.5 -4.6 -5.6 -7.7 -2.4 -13.8 2.1 -11.0 1.4 -9.9 1.0 -15.2 -8.9 -12.1 -6.8 -12.0 -0.5 -11.0 -0.9 10.9 -12.1 -0.4 -17.0 -1.4 -13.4 -3.4 -20.0 5.4 12.7 -3.6 -8.3 19.2 20.0 20.0 20.0 SILVER-mini 20.0 7.3 9.1 6.4 5.3 7.5 6.0 7.6 5.7 7.2 8.1 7.9 7.8 8.1 8.1 -3.4 -5.9 -4.4 -5.2 20.0 15.9 20.0 10.3 20.0 -7.2 15.1 15.2 15.8 14.0 13.8 13.6 0.1 20.0 15.9 18.8 18.7 6.2 20.0 -19.2 -5.9 SMI -15.2 7.7 16.2 10.3 5.5 12.0 4.7 12.7 7.6 -12.5 18.5 -13.7 17.1 4.6 15.6 13.7 6.3 11.2 8.4 19.8 20.0 -9.3 20.0 3.5 11.3 20.0 -7.1 20.0 -8.9 18.1 6.4 20.0 -17.8 -9.6 13.5 20.0 -5.0 20.0 -6.0 20.0 SOFR -6.6 -12.7 -12.2 -12.1 1.6 -9.7 -6.0 -7.3 -10.1 -9.5 -3.9 -15.1 14.1 -20.0 -20.0 8.3 6.5 8.1 7.5 -16.2 -6.9 -10.9 5.2 -16.8 -20.0 -15.1 4.1 -5.9 -6.8 5.4 -14.2 5.4 3.0 -9.1 -8.4 -5.3 -16.0 -15.8 -13.4 -20.0 SOYBEAN 1.9 -14.8 4.2 -6.2 13.5 -20.0 13.2 -20.0 9.5 19.3 1.8 16.2 3.4 -11.6 -11.3 -6.6 -5.5 -4.9 -5.2 -6.3 -2.3 9.8 -2.3 -1.0 -6.2 -5.2 17.6 1.3 16.5 2.5 3.0 2.2 20.0 -5.5 -20.0 15.7 -20.0 -10.5 -20.0 -7.0 SOYMEAL -6.1 -16.6 12.8 -4.3 9.2 -18.7 9.0 -20.0 6.5 0.1 -6.0 -7.1 -9.7 -12.4 -8.9 -10.6 -14.3 -12.0 -13.7 -9.4 -5.0 -4.0 -6.3 -9.7 -13.0 -3.4 -2.1 2.6 -4.0 -0.6 -7.1 -13.1 -6.6 -15.7 -20.0 20.0 -20.0 -19.7 -13.4 -18.9 SOYOIL 20.0 2.7 -6.0 -5.6 12.2 -20.0 11.9 -20.0 8.6 18.1 -4.4 20.0 6.5 16.4 8.8 -8.7 -6.1 -8.6 -7.6 11.7 2.6 20.0 3.5 20.0 -17.0 8.1 20.0 -1.3 20.0 -0.6 20.0 0.1 20.0 20.0 1.5 8.6 -12.3 -20.0 -12.9 -20.0 SP400 13.4 14.5 8.0 9.3 5.0 10.9 4.2 11.5 6.9 -3.1 17.2 13.0 12.8 14.8 16.8 -6.7 -6.1 -6.4 -6.1 19.1 16.0 7.6 11.7 16.7 3.1 12.1 -1.7 9.0 5.0 5.5 11.0 -0.9 10.4 8.2 5.9 -5.5 -2.4 -20.0 -8.5 -20.0 SP500_micro -2.0 -2.0 3.2 10.4 5.6 12.2 4.7 12.9 7.7 16.0 20.0 10.1 20.0 11.9 16.1 -9.2 -9.5 -9.2 -9.2 9.9 18.6 7.6 20.0 5.3 -20.0 3.8 14.8 9.1 4.5 14.1 1.6 -6.4 1.4 -11.8 -12.0 -12.0 6.7 -20.0 7.6 -20.0 SUGAR11 -0.5 8.4 -5.3 -4.5 9.7 -19.6 9.5 -20.0 6.8 -2.3 -12.1 -7.4 -15.1 -5.1 -8.2 19.9 12.3 17.5 13.3 -5.1 -12.1 -3.0 -18.1 -2.9 -20.0 2.9 1.3 -7.4 3.7 -14.8 6.3 20.0 -5.2 -3.1 8.1 -2.2 -2.2 -16.4 3.3 -10.5 US10 -7.8 -10.0 -6.1 -10.9 1.4 -8.8 -5.4 -6.6 -9.1 -5.8 4.5 -10.0 8.9 -15.1 -16.2 3.5 1.0 2.8 2.2 -10.0 -2.3 -8.6 3.9 -12.2 -10.7 -10.5 -1.0 -0.8 -10.3 7.0 -14.0 -3.9 -7.5 -13.8 -2.9 1.6 -20.0 -20.0 -20.0 -20.0 US10U -6.1 -9.2 -4.5 -13.1 1.7 -10.5 -6.5 -7.9 -10.9 -2.9 7.7 -7.9 8.4 -17.0 -18.7 3.9 0.3 2.9 1.7 -9.1 -0.8 -6.9 4.3 -11.4 -15.5 -5.4 2.8 5.0 -7.3 11.5 -10.1 -5.1 -5.7 -6.2 3.4 7.7 -18.6 -9.2 -17.6 -20.0 US2 -13.4 -6.8 -7.0 -11.1 1.4 -8.9 -5.5 -6.7 -9.2 -6.6 -5.1 -16.4 -1.3 -16.7 -17.0 -7.6 -13.4 -9.4 -10.8 -12.7 -6.4 -11.3 -1.9 -15.6 16.7 -16.1 2.7 -7.4 -12.9 0.8 -19.1 -20.0 -7.9 -20.0 -3.4 -4.8 -20.0 -19.0 -20.0 -20.0 US20 1.9 -5.7 -3.7 -9.1 1.2 -7.3 -4.5 -5.5 -7.6 3.9 3.8 2.0 -0.7 -4.6 -10.3 5.7 3.7 5.1 4.6 -3.2 -0.6 0.5 0.5 -2.2 -10.0 1.6 4.5 4.3 1.7 5.4 1.0 0.4 2.3 7.1 9.0 7.0 -11.2 14.6 -2.4 -19.5 US30 3.6 -6.1 -3.7 -10.4 1.3 -8.4 -5.2 -6.3 -8.7 7.2 -1.8 5.1 -8.1 -7.4 -14.9 2.8 -1.0 1.7 0.4 -5.1 -3.6 2.2 -3.6 -2.2 -5.8 0.1 6.7 1.9 4.5 2.0 1.9 -7.3 8.3 8.7 9.3 5.9 -9.2 10.0 1.8 -15.3 US5 -10.4 -9.0 -6.7 -11.8 1.5 -9.4 -5.8 -7.1 -9.8 -9.8 1.4 -16.2 9.3 -19.0 -18.5 1.4 -2.1 0.3 -0.6 -12.3 -3.9 -10.9 3.3 -15.2 -6.8 -12.2 0.8 -2.6 -11.9 6.1 -16.1 -9.0 -10.3 -15.5 -2.8 0.2 -20.0 -20.0 -20.0 -20.0 VIX 7.7 -8.4 -9.5 -13.7 -1.4 -14.5 -2.3 -9.0 -7.2 -9.7 -20.0 -8.7 -20.0 -17.7 -20.0 -20.0 -20.0 -20.0 -20.0 -16.9 -18.6 -3.2 -13.7 -9.1 NaN -15.4 -1.4 -16.3 -2.3 -10.1 -7.8 NaN NaN NaN NaN NaN -1.2 -20.0 NaN NaN WHEAT 9.0 0.1 3.8 -6.7 14.5 -20.0 14.2 -20.0 10.2 6.9 -20.0 10.0 -20.0 3.8 -13.1 -20.0 -18.6 -19.1 -18.5 -5.4 -13.2 9.8 -20.0 3.3 12.3 0.4 14.4 -6.9 20.0 -12.6 12.2 -20.0 19.7 2.7 -4.0 9.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3