******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260128_204009 produced at 2026-01-28 21:36:43.452959 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -3.21 0.0 0.00 0.00 0.00 0.00 -32.28 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.17 0.0 0.00 0.00 0.00 0.00 -32.86 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 -5.08 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 -39.99 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.18 0.0 1.12 -1.12 -0.04 -0.04 -4.11 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 -36.71 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.78 -0.78 -0.05 -0.05 -2.37 17.0 -1 -1 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.14 -0.14 -0.08 -0.08 -5.52 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.61 -0.61 0.00 0.00 -1.48 13.0 0 0 caleb_strategy_v3 DX False False 0.04 0.00 -0.05 0.0 999.00 -999.00 0.00 -0.12 -1.20 999999999.0 0 -3 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.11 -0.11 0.00 0.00 -3.76 12.0 0 0 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.31 2.0 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 -3.23 3.0 0 0 caleb_strategy_v3 JPY False False 0.03 -0.07 -0.02 0.0 0.57 -0.57 -0.07 -0.03 -0.66 17.0 -2 -1 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.14 4.0 -3 -3 caleb_strategy_v3 BOBL False False 0.06 -0.06 -0.02 0.0 1.10 -1.10 -0.06 -0.06 -0.28 19.0 -1 -1 caleb_strategy_v3 SOYMEAL False False 0.01 -0.01 -0.02 0.0 0.11 -0.11 -0.01 0.00 -1.55 9.0 -1 0 caleb_strategy_v3 CHF False False 0.07 -0.20 -0.02 0.0 0.87 -0.87 -0.20 -0.13 -0.30 13.0 -3 -2 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -3.53 18.0 -4 -4 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.40 999999999.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.70 26.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.23 9.0 -3 -3 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.06 -0.01 0.0 0.50 -0.50 -0.06 -0.02 -0.41 23.0 -3 -1 caleb_strategy_v3 REDWHEAT False False 0.01 -0.05 -0.01 0.0 0.09 -0.09 -0.05 -0.01 -0.88 8.0 -4 -1 caleb_strategy_v3 BUXL False False 0.05 -0.16 -0.01 0.0 0.22 -0.22 -0.16 -0.11 -0.22 4.0 -3 -2 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.40 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 -0.25 9.0 0 0 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.01 0.0 0.29 -0.29 -0.24 -0.24 -0.24 6.0 -5 -5 caleb_strategy_v3 SP500_micro False False 0.01 -0.07 -0.01 0.0 0.69 -0.69 -0.07 -0.03 -0.39 48.0 -5 -2 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.47 7.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.31 -0.31 0.00 0.00 0.09 6.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.22 23.0 0 0 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.67 -0.67 0.00 0.00 -0.12 66.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.00 0.0 0.14 -0.14 -0.11 -0.11 -0.27 10.0 -8 -8 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.14 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.54 -0.54 0.00 0.00 0.21 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.01 0.0 0.63 -0.63 0.00 0.00 0.12 10.0 0 0 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.01 0.0 0.00 0.00 0.00 0.00 0.17 24.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.88 -0.88 0.00 0.00 0.63 29.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.01 0.02 0.0 0.00 -0.01 -0.01 -0.00 4.11 26.0 -2 -1 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.20 -0.20 0.06 0.06 3.95 51.0 14 14 caleb_strategy_v3 HEATOIL False False 0.04 0.04 0.03 0.0 0.12 -0.12 0.04 0.08 0.62 3.0 1 2 caleb_strategy_v3 SILVER-mini False False 0.12 0.24 0.03 0.0 999.00 -999.00 0.24 0.24 0.26 999999999.0 2 2 caleb_strategy_v3 EUR False False 0.06 0.00 0.03 0.0 0.86 -0.86 0.00 0.12 0.54 14.0 0 2 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.05 0.0 1.24 -1.24 0.00 0.00 2.44 56.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.24 12.0 0 0 caleb_strategy_v3 SP400 False False 0.14 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 1.95 4.0 1 1 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.67 -0.67 0.00 0.00 1.30 17.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.06 0.0 0.72 -0.72 0.00 0.00 5.25 58.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.07 0.0 0.37 -0.37 0.00 0.00 13.18 68.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.07 0.0 0.13 -0.13 0.08 0.08 2.70 5.0 3 3 caleb_strategy_v3 GBP False False 0.04 0.14 0.08 0.0 0.78 -0.78 0.14 0.11 2.36 22.0 4 3 caleb_strategy_v3 NZD False False 0.02 0.00 0.09 0.0 0.52 -0.52 0.00 0.00 3.60 21.0 0 0 caleb_strategy_v3 FEEDCOW False False 0.08 0.15 0.09 0.0 0.60 -0.60 0.15 0.15 1.20 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.25 0.10 0.0 999.00 -999.00 0.25 0.18 1.56 999999999.0 4 3 caleb_strategy_v3 NIKKEI False False 0.01 0.10 0.11 0.0 0.52 -0.52 0.10 0.12 7.75 36.0 7 8 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.11 0.0 0.20 -0.20 0.05 0.05 7.12 13.0 3 3 caleb_strategy_v3 SMI False True 0.07 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.57 9.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.21 0.12 0.0 0.59 -0.59 0.21 0.21 4.13 20.0 7 7 caleb_strategy_v3 AUD False False 0.03 0.14 0.15 0.0 0.55 -0.55 0.14 0.12 5.08 19.0 5 4 caleb_strategy_v3 BTP False False 0.06 0.00 0.21 0.0 0.60 -0.60 0.00 0.00 3.43 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.26 0.0 0.60 -0.60 0.30 0.30 4.28 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.63 0.85 0.0 0.72 -0.72 0.63 0.63 71.03 60.0 53 53 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 0.96 0.0 1.21 -1.21 0.00 0.00 7.98 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 27.1 Shocked risk 76.7 Sum abs risk 66.5 Leverage 9.95 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2423133.87, 'annual_cash_vol_target': 605783.4675, 'daily_cash_vol_target': 37861.46671875} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.7006 0.5533 8.8533 BITCOIN 1830.5634 89495.0000 2.0454 32.7270 BOBL 0.1600 116.4400 0.1374 2.1988 BTP 0.3782 121.0800 0.3124 4.9979 BUND 0.3279 127.9600 0.2562 4.0999 BUXL 0.7801 109.8600 0.7101 11.3611 CAC 55.0720 8095.0000 0.6803 10.8851 CAD 0.0029 0.7380 0.3873 6.1961 CANOLA 6.3634 661.2000 0.9624 15.3984 CHF 0.0083 1.3042 0.6337 10.1384 COCOA 161.3429 4209.0000 3.8333 61.3326 COFFEE 5.3903 334.2500 1.6127 25.8027 COPPER 0.0841 5.9465 1.4142 22.6272 CORN 4.2765 457.7500 0.9343 14.9480 COTTON2 0.6682 63.6400 1.0500 16.8007 CRUDE_W 0.8528 60.8400 1.4017 22.4270 DAX 155.1859 24955.0000 0.6219 9.9498 DOW 310.4846 49107.0000 0.6323 10.1162 DX 0.4100 96.3550 0.4255 6.8078 EUR 0.0059 1.1966 0.4915 7.8643 EURIBOR-ICE 0.0309 97.6300 0.0317 0.5068 EUROSTX 43.8708 5960.0000 0.7361 11.7774 FEEDCOW 2.9006 363.9750 0.7969 12.7510 GASOIL 11.0756 675.7500 1.6390 26.2242 GASOLINE 0.0313 2.1281 1.4722 23.5552 GAS_US_mini 0.1423 3.7350 3.8095 60.9525 GBP 0.0069 1.3795 0.4995 7.9912 GOLD_micro 50.9889 5362.4000 0.9509 15.2138 HEATOIL 0.0378 2.3405 1.6130 25.8086 JGB-SGX-mini 0.2339 131.4300 0.1779 2.8469 JPY 0.0000 0.0065 0.6903 11.0446 LEANHOG 1.1054 95.2500 1.1605 18.5684 LIVECOW 1.7346 238.6250 0.7269 11.6304 LUMBER-new 7.5119 597.0000 1.2583 20.1324 MXP 0.0003 0.0578 0.5423 8.6762 NASDAQ_micro 181.1654 26172.2500 0.6922 11.0753 NIKKEI 626.5690 53765.0000 1.1654 18.6462 NZD 0.0036 0.6054 0.6028 9.6451 OAT 0.3453 121.9200 0.2832 4.5309 OATIES 5.0834 305.2500 1.6653 26.6452 OJ 6.0561 227.1000 2.6667 42.6677 PALLAD 60.0576 2039.0000 2.9454 47.1271 PLAT 78.1619 2633.9000 2.9675 47.4805 REDWHEAT 8.4326 551.7500 1.5283 24.4535 RICE 0.1532 11.0000 1.3928 22.2842 ROBUSTA 64.2305 4157.0000 1.5451 24.7219 RUSSELL 24.0473 2669.1000 0.9010 14.4153 SHATZ 0.0487 106.8750 0.0456 0.7297 SILVER-mini 2.4923 115.3000 2.1616 34.5857 SMI 92.6765 12900.0000 0.7184 11.4948 SOFR 0.0419 96.4550 0.0434 0.6952 SOYBEAN 8.0222 1089.7500 0.7361 11.7784 SOYMEAL 3.7543 301.3000 1.2460 19.9365 SOYOIL 0.6459 54.8900 1.1767 18.8272 SP400 26.5163 3494.7000 0.7588 12.1401 SP500_micro 38.9004 7006.0000 0.5552 8.8839 SUGAR11 0.2028 14.3200 1.4163 22.6602 US10 0.2742 111.6875 0.2455 3.9284 US10U 0.3727 114.1562 0.3265 5.2234 US2 0.0623 104.1484 0.0599 0.9577 US20 0.5936 115.1562 0.5155 8.2480 US30 0.8546 117.7188 0.7260 11.6157 US5 0.1704 108.7422 0.1567 2.5066 VIX 0.4639 19.3500 2.3974 38.3582 WHEAT 6.8562 586.5000 1.1690 18.7039 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 700.60 0.55 387.66 1.00 387.66 37861.47 97.67 20.00 195.33 BITCOIN 89.50 2.05 183.06 1.00 183.06 37861.47 206.83 -16.37 -338.55 BOBL 1164.40 0.14 160.02 1.19 190.00 37861.47 199.28 -1.38 -27.53 BTP 1210.80 0.31 378.22 1.19 449.07 37861.47 84.31 11.90 100.29 BUND 1279.60 0.26 327.89 1.19 389.32 37861.47 97.25 1.24 12.03 BUXL 1098.60 0.71 780.08 1.19 926.22 37861.47 40.88 -5.41 -22.10 CAC 809.50 0.68 550.72 1.19 653.89 37861.47 57.90 6.27 36.28 CAD 738.00 0.39 285.80 1.00 285.80 37861.47 132.48 1.84 24.43 CANOLA 132.24 0.96 127.27 0.73 92.66 37861.47 408.62 3.97 162.15 CHF 1630.31 0.63 1033.05 1.00 1033.05 37861.47 36.65 -3.13 -11.47 COCOA 420.90 3.83 1613.43 1.00 1613.43 37861.47 23.47 -12.18 -28.58 COFFEE 1253.44 1.61 2021.38 1.00 2021.38 37861.47 18.73 3.69 6.92 COPPER 1486.62 1.41 2102.39 1.00 2102.39 37861.47 18.01 7.98 14.38 CORN 228.88 0.93 213.83 1.00 213.83 37861.47 177.07 -8.71 -154.23 COTTON2 318.20 1.05 334.12 1.00 334.12 37861.47 113.32 -20.00 -226.63 CRUDE_W 608.40 1.40 852.78 1.00 852.78 37861.47 44.40 5.61 24.90 DAX 249.55 0.62 155.19 1.19 184.26 37861.47 205.48 7.47 153.58 DOW 245.54 0.63 155.24 1.00 155.24 37861.47 243.89 -0.20 -4.96 DX 963.55 0.43 409.98 1.00 409.98 37861.47 92.35 -4.99 -46.08 EUR 1495.75 0.49 735.19 1.00 735.19 37861.47 51.50 4.06 20.91 EURIBOR-ICE 2440.75 0.03 77.31 1.19 91.80 37861.47 412.44 5.67 233.74 EUROSTX 596.00 0.74 438.71 1.19 520.90 37861.47 72.69 16.63 120.90 FEEDCOW 1819.88 0.80 1450.32 1.00 1450.32 37861.47 26.11 13.85 36.16 GASOIL 675.75 1.64 1107.56 1.00 1107.56 37861.47 34.18 13.14 44.93 GASOLINE 893.80 1.47 1315.86 1.00 1315.86 37861.47 28.77 -3.20 -9.22 GAS_US_mini 93.38 3.81 355.71 1.00 355.71 37861.47 106.44 3.56 37.86 GBP 862.19 0.50 430.62 1.00 430.62 37861.47 87.92 10.34 90.91 GOLD_micro 536.24 0.95 509.89 1.00 509.89 37861.47 74.25 9.64 71.57 HEATOIL 983.01 1.61 1585.63 1.00 1585.63 37861.47 23.88 5.97 14.25 JGB-SGX-mini 131430.00 0.18 23385.51 0.01 151.35 37861.47 250.16 -12.11 -303.00 JPY 817.75 0.69 564.48 1.00 564.48 37861.47 67.07 -3.80 -25.46 LEANHOG 381.00 1.16 442.16 1.00 442.16 37861.47 85.63 13.66 116.97 LIVECOW 954.50 0.73 693.83 1.00 693.83 37861.47 54.57 7.17 39.13 LUMBER-new 164.18 1.26 206.58 1.00 206.58 37861.47 183.28 -7.23 -132.52 MXP 288.95 0.54 156.69 1.00 156.69 37861.47 241.64 20.00 483.27 NASDAQ_micro 523.45 0.69 362.33 1.00 362.33 37861.47 104.49 -1.70 -17.76 NIKKEI 53765.00 1.17 62656.90 0.01 405.52 37861.47 93.37 7.66 71.51 NZD 605.45 0.60 364.98 1.00 364.98 37861.47 103.74 13.36 138.57 OAT 1219.20 0.28 345.25 1.19 409.93 37861.47 92.36 13.56 125.21 OATIES 152.62 1.67 254.17 1.00 254.17 37861.47 148.96 -14.63 -217.92 OJ 340.65 2.67 908.42 1.00 908.42 37861.47 41.68 -3.90 -16.25 PALLAD 2039.00 2.95 6005.76 1.00 6005.76 37861.47 6.30 6.42 4.05 PLAT 1316.95 2.97 3908.09 1.00 3908.09 37861.47 9.69 6.43 6.23 REDWHEAT 275.88 1.53 421.63 1.00 421.63 37861.47 89.80 -7.35 -66.03 RICE 220.00 1.39 306.41 1.00 306.41 37861.47 123.57 -7.11 -87.91 ROBUSTA 415.70 1.55 642.31 1.00 642.31 37861.47 58.95 2.82 16.64 RUSSELL 133.46 0.90 120.24 1.00 120.24 37861.47 314.89 12.61 397.22 SHATZ 1068.75 0.05 48.74 1.19 57.87 37861.47 654.23 0.26 16.78 SILVER-mini 2882.50 2.16 6230.83 1.00 6230.83 37861.47 6.08 12.45 7.57 SMI 1290.00 0.72 926.77 1.29 1191.97 37861.47 31.76 14.44 45.86 SOFR 2411.38 0.04 104.77 1.00 104.77 37861.47 361.38 -14.68 -530.43 SOYBEAN 544.88 0.74 401.11 1.00 401.11 37861.47 94.39 -5.30 -50.07 SOYMEAL 301.30 1.25 375.43 1.00 375.43 37861.47 100.85 -16.53 -166.71 SOYOIL 329.34 1.18 387.53 1.00 387.53 37861.47 97.70 -2.97 -29.02 SP400 3494.70 0.76 2651.63 1.00 2651.63 37861.47 14.28 7.26 10.36 SP500_micro 350.30 0.56 194.50 1.00 194.50 37861.47 194.66 -0.85 -16.56 SUGAR11 160.38 1.42 227.15 1.00 227.15 37861.47 166.68 -8.69 -144.88 US10 1116.88 0.25 274.22 1.00 274.22 37861.47 138.07 -13.55 -187.10 US10U 1141.56 0.33 372.68 1.00 372.68 37861.47 101.59 -11.50 -116.84 US2 2082.97 0.06 124.68 1.00 124.68 37861.47 303.66 -13.18 -400.30 US20 1151.56 0.52 593.63 1.00 593.63 37861.47 63.78 -3.10 -19.76 US30 1177.19 0.73 854.62 1.00 854.62 37861.47 44.30 -4.25 -18.83 US5 1087.42 0.16 170.36 1.00 170.36 37861.47 222.25 -14.59 -324.23 VIX 193.50 2.40 463.89 1.00 463.89 37861.47 81.62 -19.82 -161.80 WHEAT 293.25 1.17 342.81 1.00 342.81 37861.47 110.45 -8.40 -92.81 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 195.332 0.010 2.5 5.075 BITCOIN -338.549 0.043 2.5 -36.712 BOBL -27.532 0.004 2.5 -0.280 BTP 100.291 0.014 2.5 3.426 BUND 12.025 0.004 2.5 0.122 BUXL -22.102 0.004 2.5 -0.224 CAC 36.284 0.014 2.5 1.239 CAD 24.430 0.010 2.5 0.635 CANOLA 162.148 0.010 2.5 3.950 CHF -11.473 0.010 2.5 -0.298 COCOA -28.577 0.010 2.5 -0.696 COFFEE 6.921 0.005 2.5 0.092 COPPER 14.379 0.043 2.5 1.559 CORN -154.229 0.010 2.5 -3.757 COTTON2 -226.631 0.010 2.5 -5.521 CRUDE_W 24.898 0.043 2.5 2.700 DAX 153.577 0.014 2.5 5.246 DOW -4.956 0.009 2.5 -0.115 DX -46.080 0.010 2.5 -1.197 EUR 20.915 0.010 2.5 0.543 EURIBOR-ICE 233.740 0.014 2.5 7.984 EUROSTX 120.898 0.014 2.5 4.129 FEEDCOW 36.161 0.013 2.5 1.200 GASOIL 44.934 0.017 2.5 1.951 GASOLINE -9.221 0.017 2.5 -0.400 GAS_US_mini 37.858 0.043 2.5 4.105 GBP 90.912 0.010 2.5 2.362 GOLD_micro 71.573 0.014 2.5 2.445 HEATOIL 14.253 0.017 2.5 0.619 JGB-SGX-mini -302.996 0.043 2.5 -32.857 JPY -25.456 0.010 2.5 -0.661 LEANHOG 116.966 0.024 2.5 7.119 LIVECOW 39.126 0.013 2.5 1.298 LUMBER-new -132.524 0.010 2.5 -3.229 MXP 483.275 0.059 2.5 71.032 NASDAQ_micro -17.762 0.009 2.5 -0.413 NIKKEI 71.509 0.043 2.5 7.754 NZD 138.565 0.010 2.5 3.600 OAT 125.208 0.014 2.5 4.277 OATIES -217.920 0.010 2.5 -5.309 OJ -16.246 0.010 2.5 -0.396 PALLAD 4.050 0.014 2.5 0.138 PLAT 6.226 0.014 2.5 0.213 REDWHEAT -66.031 0.005 2.5 -0.877 RICE -87.905 0.010 2.5 -2.142 ROBUSTA 16.637 0.005 2.5 0.221 RUSSELL 397.220 0.013 2.5 13.181 SHATZ 16.779 0.004 2.5 0.170 SILVER-mini 7.567 0.014 2.5 0.258 SMI 45.860 0.014 2.5 1.566 SOFR -530.431 0.024 2.5 -32.282 SOYBEAN -50.075 0.004 2.5 -0.466 SOYMEAL -166.710 0.004 2.5 -1.553 SOYOIL -29.023 0.004 2.5 -0.271 SP400 10.364 0.013 2.5 0.344 SP500_micro -16.562 0.009 2.5 -0.385 SUGAR11 -144.877 0.010 2.5 -3.530 US10 -187.103 0.005 2.5 -2.374 US10U -116.844 0.005 2.5 -1.483 US2 -400.302 0.005 2.5 -5.080 US20 -19.764 0.005 2.5 -0.251 US30 -18.834 0.005 2.5 -0.239 US5 -324.232 0.005 2.5 -4.114 VIX -161.796 0.099 2.5 -39.994 WHEAT -92.814 0.005 2.5 -1.233 ===================== Position diags ===================== AUD 2.54 BITCOIN 22.43 BOBL 2.02 BTP 2.88 BUND 0.99 BUXL 0.42 CAC 1.98 CAD 3.44 CANOLA 9.96 CHF 0.95 COCOA 0.57 COFFEE 0.25 COPPER 1.95 CORN 4.31 COTTON2 2.76 CRUDE_W 4.81 DAX 7.02 DOW 5.68 DX 2.40 EUR 1.34 EURIBOR-ICE 14.09 EUROSTX 2.48 FEEDCOW 0.87 GASOIL 1.48 GASOLINE 1.25 GAS_US_mini 11.54 GBP 2.28 GOLD_micro 2.54 HEATOIL 1.04 JGB-SGX-mini 27.13 JPY 1.74 LEANHOG 5.21 LIVECOW 1.81 LUMBER-new 4.47 MXP 35.52 NASDAQ_micro 2.43 NIKKEI 10.12 NZD 2.70 OAT 3.15 OATIES 3.63 OJ 1.02 PALLAD 0.22 PLAT 0.33 REDWHEAT 1.19 RICE 3.01 ROBUSTA 0.78 RUSSELL 10.45 SHATZ 6.64 SILVER-mini 0.21 SMI 1.08 SOFR 21.99 SOYBEAN 0.88 SOYMEAL 0.94 SOYOIL 0.91 SP400 0.47 SP500_micro 4.53 SUGAR11 4.06 US10 1.75 US10U 1.29 US2 3.85 US20 0.81 US30 0.56 US5 2.82 VIX 20.17 WHEAT 1.47 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.1 4.8 5.3 5.0 5 BITCOIN -36.7 -39.0 -34.5 0.0 0 BOBL -0.3 -0.5 -0.1 -1.0 -1 BTP 3.4 3.1 3.7 0.0 0 BUND 0.1 0.0 0.2 0.0 0 BUXL -0.2 -0.3 -0.2 -3.0 -3 CAC 1.2 1.0 1.4 0.0 0 CAD 0.6 0.3 1.0 0.0 0 CANOLA 4.0 3.0 4.9 14.0 14 CHF -0.3 -0.4 -0.2 -3.0 -3 COCOA -0.7 -0.8 -0.6 0.0 0 COFFEE 0.1 0.1 0.1 0.0 0 COPPER 1.6 1.4 1.8 4.0 4 CORN -3.8 -4.2 -3.3 0.0 0 COTTON2 -5.5 -5.8 -5.2 -6.0 -6 CRUDE_W 2.7 2.2 3.2 3.0 3 DAX 5.2 4.5 5.9 0.0 0 DOW -0.1 -0.7 0.5 0.0 0 DX -1.2 -1.4 -1.0 0.0 0 EUR 0.5 0.4 0.7 0.0 0 EURIBOR-ICE 8.0 6.6 9.4 0.0 0 EUROSTX 4.1 3.9 4.4 7.0 7 FEEDCOW 1.2 1.1 1.3 2.0 2 GASOIL 2.0 1.8 2.1 1.0 1 GASOLINE -0.4 -0.5 -0.3 0.0 0 GAS_US_mini 4.1 3.0 5.3 -2.0 -2 GBP 2.4 2.1 2.6 4.0 4 GOLD_micro 2.4 2.2 2.7 0.0 0 HEATOIL 0.6 0.5 0.7 1.0 1 JGB-SGX-mini -32.9 -35.6 -30.1 0.0 0 JPY -0.7 -0.8 -0.5 -2.0 -2 LEANHOG 7.1 6.6 7.6 3.0 3 LIVECOW 1.3 1.1 1.5 0.0 0 LUMBER-new -3.2 -3.7 -2.8 0.0 0 MXP 71.0 67.5 74.6 53.0 53 NASDAQ_micro -0.4 -0.7 -0.2 -3.0 -3 NIKKEI 7.8 6.7 8.8 7.0 7 NZD 3.6 3.3 3.9 0.0 0 OAT 4.3 4.0 4.6 5.0 5 OATIES -5.3 -5.7 -4.9 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 0.2 0.0 0 REDWHEAT -0.9 -1.0 -0.8 -4.0 -4 RICE -2.1 -2.4 -1.8 -3.0 -3 ROBUSTA 0.2 0.1 0.3 0.0 0 RUSSELL 13.2 12.1 14.2 0.0 0 SHATZ 0.2 -0.5 0.8 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.6 1.5 1.7 0.0 0 SOFR -32.3 -34.5 -30.1 NaN 0 SOYBEAN -0.5 -0.6 -0.4 0.0 0 SOYMEAL -1.6 -1.6 -1.5 -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 -0.4 -0.8 0.1 -5.0 -5 SUGAR11 -3.5 -3.9 -3.1 -4.0 -4 US10 -2.4 -2.5 -2.2 -1.0 -1 US10U -1.5 -1.6 -1.4 0.0 0 US2 -5.1 -5.5 -4.7 NaN 0 US20 -0.3 -0.3 -0.2 0.0 0 US30 -0.2 -0.3 -0.2 -5.0 -5 US5 -4.1 -4.4 -3.8 -1.0 -1 VIX -40.0 -42.0 -38.0 -30.0 -30 WHEAT -1.2 -1.4 -1.1 -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 0.0 0.7 0.2 0.7 BITCOIN 0.3 -0.1 -0.6 0.2 0.2 0.5 0.2 0.7 0.2 -0.1 -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 -0.1 -0.5 -0.1 -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 -0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.2 0.0 -0.1 -0.4 -0.0 -0.3 -0.1 -0.1 -0.1 0.0 -0.2 -0.0 0.5 -0.1 0.1 -0.4 0.0 -0.4 -0.0 -0.5 0.1 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 -0.0 -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 0.4 0.6 0.6 0.5 0.0 0.7 0.6 0.7 BUND 0.3 -0.1 -0.2 -0.1 0.0 -0.3 -0.0 -0.3 -0.1 -0.0 -0.3 0.1 -0.5 0.0 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 -0.0 -0.3 -0.0 0.0 -0.1 0.0 -0.4 -0.0 -0.4 -0.0 0.4 0.0 0.5 -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 -0.0 -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 0.4 CAC -0.2 -0.0 0.1 0.1 0.0 0.4 0.1 0.5 0.1 -0.1 0.4 -0.2 0.7 -0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.1 0.9 0.0 -0.1 0.1 -0.2 0.2 -0.1 0.2 -0.5 -0.6 -0.6 -0.1 0.7 0.7 0.4 0.7 CAD -0.1 0.3 0.2 0.1 0.2 0.1 0.2 0.1 0.2 0.2 -0.1 0.2 -0.1 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 0.2 -0.1 0.2 2.7 0.1 0.2 0.1 0.2 -0.1 0.2 -0.4 -0.2 -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 0.2 -0.1 0.1 0.0 -0.3 -0.3 -0.4 -0.3 0.0 -0.1 0.1 -0.2 0.1 1.4 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 0.2 0.2 -0.4 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.0 0.1 0.3 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.2 0.1 0.1 -0.2 0.0 0.2 0.1 0.2 0.1 0.1 -1.1 0.3 -0.0 -0.0 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 -0.1 -0.5 -0.0 0.1 -0.2 0.1 -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 -0.0 -0.5 -0.1 -0.0 0.2 -0.5 0.2 -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 -0.0 0.5 -0.1 -2.7 -0.1 0.0 0.1 0.0 0.7 -0.0 1.1 0.0 -0.3 -0.6 0.1 0.7 0.6 0.7 0.7 COPPER 0.0 0.4 0.5 0.1 0.1 0.3 0.1 0.4 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 -0.3 0.1 0.0 0.2 0.0 0.3 0.0 -0.1 -0.5 -0.3 -0.3 -0.2 0.7 0.7 0.7 0.7 CORN -0.2 -0.2 0.2 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.2 -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 0.1 -0.1 0.0 -0.2 -0.1 -1.1 0.2 -0.6 -0.5 0.2 -0.0 -0.3 0.3 -0.1 COTTON2 0.1 0.2 -0.0 -0.1 0.2 -0.5 0.2 -0.7 0.2 -0.1 -0.5 -0.1 -0.7 -0.0 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 -1.5 -0.1 -0.1 -0.5 -0.1 -0.7 -0.1 -1.1 -0.5 -0.5 -0.2 -0.1 -0.4 -0.4 -0.3 -0.2 CRUDE_W 0.5 0.2 -0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.2 -0.3 0.2 -0.5 0.2 0.0 0.0 0.1 0.0 0.0 0.0 -0.1 0.2 -0.3 0.1 1.0 0.1 0.2 -0.2 0.2 -0.4 0.2 -0.1 -0.5 -0.5 -0.1 -0.4 0.3 0.7 0.4 0.5 DAX 0.1 0.5 -0.1 0.1 0.0 0.4 0.1 0.5 0.1 -0.1 0.4 -0.1 0.7 0.1 0.2 -0.2 -0.1 -0.2 -0.2 0.2 0.2 -0.0 0.5 0.1 -2.0 0.2 -0.1 0.3 -0.1 0.4 0.1 -0.2 -0.5 0.0 0.5 0.0 0.4 0.7 0.2 0.7 DOW -0.1 0.1 0.2 0.1 0.0 0.3 0.0 0.4 0.1 0.0 0.4 0.0 0.6 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.2 -0.0 0.5 0.1 -1.4 0.1 -0.0 0.3 -0.0 0.4 0.0 -0.2 -0.1 -0.2 -0.0 0.0 -0.1 -0.7 -0.2 -0.7 DX -0.2 -0.2 0.3 0.1 0.2 0.1 0.2 0.1 0.2 -0.1 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 0.1 0.1 0.7 0.3 0.7 EUR 0.1 0.1 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.6 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.2 0.2 0.2 1.3 0.1 0.2 0.2 0.2 0.2 0.2 -0.4 0.0 -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 0.1 -0.2 0.0 0.1 0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.1 0.0 -0.0 0.0 -0.0 -0.1 0.1 -0.3 0.0 -0.2 -0.0 0.8 0.1 0.4 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX 0.0 0.3 0.2 0.1 0.0 0.4 0.1 0.5 0.1 -0.0 0.5 0.0 0.7 0.1 0.2 0.2 0.0 0.1 0.0 0.2 0.2 0.0 0.5 0.1 -1.1 0.2 -0.0 0.5 0.0 0.5 0.1 0.6 -0.2 0.3 0.3 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.4 0.6 0.2 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.1 0.3 0.2 0.5 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 0.1 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 0.1 0.2 0.1 0.1 0.2 0.2 0.1 -0.0 0.4 0.3 0.3 0.3 0.1 0.0 0.2 0.1 0.1 -0.3 0.1 0.2 0.2 0.2 0.2 0.2 1.1 -0.1 0.1 0.1 0.2 0.0 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 0.2 -0.1 0.2 -0.0 0.2 0.0 -0.4 -0.4 -0.4 -0.4 0.1 -0.0 0.2 -0.0 0.1 -2.5 0.1 0.2 -0.0 0.2 -0.1 0.2 -1.1 -0.5 -0.3 -0.3 -0.2 0.3 0.7 0.2 0.7 GAS_US_mini 0.4 -0.2 0.2 0.1 0.1 0.1 0.2 0.0 0.2 0.1 -0.1 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 2.6 -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 0.1 0.4 -0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.2 0.2 0.2 0.5 0.2 0.2 0.0 0.0 0.0 0.0 0.2 0.1 0.2 0.2 0.2 0.1 0.2 0.2 0.3 0.2 0.3 0.2 0.4 -0.2 0.1 0.4 0.2 -0.1 -0.2 0.1 -0.3 GOLD_micro 0.6 0.1 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 0.5 0.6 0.5 0.2 -0.5 -0.6 HEATOIL 0.6 -0.1 -0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.0 0.2 0.1 0.1 -0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.2 0.1 0.2 -2.4 0.1 0.2 0.1 0.2 0.1 0.2 1.0 -0.1 -0.1 -0.2 0.1 0.3 0.4 -0.1 -0.4 JGB-SGX-mini 0.2 -0.2 -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 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -0.5 -0.1 0.8 -0.2 -0.5 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.4 0.4 -0.3 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 -0.1 0.2 -0.3 0.1 2.7 -0.0 0.2 -0.3 0.2 -0.4 0.1 -0.6 -0.2 -0.3 -0.6 -0.6 -0.3 -0.5 -0.2 -0.6 LEANHOG 0.5 0.6 -0.2 -0.1 0.2 -0.5 0.2 -0.7 0.1 -0.0 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 0.0 0.5 0.2 0.4 0.2 0.8 0.5 0.6 0.6 0.6 -0.2 0.4 0.1 0.7 LIVECOW 0.2 0.6 -0.0 -0.0 0.2 -0.5 0.2 -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 0.1 0.1 0.0 0.5 0.0 0.9 -0.3 -0.2 0.6 -0.1 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.6 -0.0 0.2 -0.6 0.2 -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 0.0 -0.6 0.1 NaN -0.1 -0.0 -0.5 0.0 -0.6 0.1 -1.2 -0.4 0.2 0.4 -0.4 0.1 0.8 0.2 0.8 MXP 0.3 0.3 0.1 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 0.2 0.6 0.6 0.6 0.5 0.4 0.7 0.5 NASDAQ_micro 0.0 -0.1 -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 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.2 0.2 0.1 0.5 0.0 -0.3 0.5 -0.1 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI 0.0 -0.2 0.1 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 0.2 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 0.4 0.5 0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.1 0.2 -0.2 0.2 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 2.0 0.1 0.2 -0.0 0.2 -0.2 0.2 0.0 0.3 0.3 0.0 -0.1 0.0 0.7 0.3 0.7 OAT 0.4 0.1 0.0 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.2 0.1 0.2 -0.1 0.1 0.0 0.2 0.3 0.3 0.3 0.1 0.0 0.2 -0.1 0.1 0.0 0.1 0.2 0.0 0.2 -0.0 0.2 0.9 0.5 0.6 0.5 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 -0.4 0.0 -0.5 -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 0.0 -0.0 0.1 -0.2 0.1 -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 0.1 0.0 0.1 -0.2 0.1 0.7 0.3 0.3 0.6 0.1 -0.7 -0.7 -0.5 -0.7 PALLAD 0.3 0.1 0.2 0.1 0.1 0.2 0.1 0.3 0.1 0.0 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 0.3 0.1 -0.1 0.1 0.1 0.2 0.1 0.3 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 0.3 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 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.1 -0.4 0.1 -0.7 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.1 0.1 -0.4 0.1 1.0 0.0 0.1 -0.0 0.1 -0.3 0.1 -0.9 0.3 0.0 0.0 0.5 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.1 -0.0 0.1 -0.3 0.1 -0.5 0.1 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 0.5 0.2 -0.1 -0.5 -0.5 -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 0.1 -0.1 0.1 -0.0 0.4 0.3 0.4 0.3 -0.0 -0.0 0.1 -0.0 0.1 -2.7 -0.0 0.1 -0.1 0.2 -0.0 0.1 1.1 0.5 0.4 -0.3 0.1 -0.0 0.3 0.3 0.6 RUSSELL 0.5 0.4 0.3 0.1 0.0 0.3 0.1 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 0.3 0.6 0.4 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.4 0.0 -0.3 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.1 -0.4 0.1 -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 0.1 -0.4 0.0 -0.5 -0.0 -1.1 0.2 0.4 -0.1 -0.3 0.6 0.7 0.7 0.7 SILVER-mini 0.6 0.2 0.3 0.1 0.1 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 -1.0 0.2 0.2 0.4 0.2 0.5 0.2 0.0 0.5 0.6 0.6 0.6 0.2 0.7 -0.6 -0.2 SMI -0.6 0.1 0.4 0.1 0.0 0.3 0.0 0.4 0.1 -0.1 0.5 -0.2 0.6 0.0 0.1 0.3 0.1 0.2 0.2 0.2 0.2 -0.1 0.4 -0.0 1.4 0.2 -0.2 0.5 -0.1 0.5 0.0 1.1 -0.5 -0.6 0.3 0.6 -0.2 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 0.0 -0.3 -0.0 -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 -0.4 0.1 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 0.1 -0.1 0.0 -0.8 -0.0 0.2 0.1 0.2 0.1 0.1 0.1 0.5 -0.0 -0.6 0.5 -0.7 -0.4 -0.7 -0.2 SOYMEAL -0.1 -0.5 0.4 -0.0 0.2 -0.5 0.1 -0.7 0.1 0.1 -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 -0.1 -0.5 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.6 0.1 -0.2 -0.0 0.2 -0.5 0.2 -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 0.1 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 0.3 0.0 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 0.0 0.3 0.1 0.5 0.1 0.2 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 0.3 0.1 0.5 0.0 -0.3 0.2 -0.3 -0.4 -0.4 0.2 -0.7 0.3 -0.7 SUGAR11 -0.0 0.3 -0.2 -0.0 0.2 -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 -0.2 0.2 -0.1 -0.1 -0.5 0.1 -0.4 US10 -0.3 -0.3 -0.2 -0.1 0.0 -0.2 -0.0 -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 0.2 -0.2 -0.2 -0.3 -0.5 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.0 -0.3 -0.0 -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 -0.3 -0.3 0.1 0.2 -0.6 -0.3 -0.6 -0.7 US2 -0.4 -0.2 -0.2 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 -0.2 -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 -0.2 -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 0.1 0.3 0.2 -0.4 0.5 -0.1 -0.7 US30 0.1 -0.2 -0.1 -0.1 0.0 -0.2 -0.0 -0.2 -0.1 0.0 -0.1 0.0 -0.3 -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 -0.0 0.0 0.0 0.1 0.0 -0.4 0.1 0.2 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 -0.0 -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 -0.3 -0.6 -0.1 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.5 -0.4 -0.5 -0.2 -0.0 -0.6 -0.0 -0.5 -0.1 -0.1 -0.9 -0.1 -1.2 -0.3 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 -0.0 -0.6 -0.1 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 0.4 0.1 0.2 -0.1 0.2 -0.5 0.2 -0.7 0.1 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.1 1.6 0.0 0.2 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.2 -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 9.2 12.8 7.6 11.8 20.0 4.3 20.0 3.0 20.0 20.0 19.6 20.0 13.6 20.0 20.0 0.8 -0.6 0.5 -0.1 20.0 16.6 20.0 9.3 20.0 16.9 20.0 20.0 14.9 20.0 6.9 20.0 5.8 20.0 20.0 15.7 15.3 1.3 20.0 4.8 20.0 BITCOIN 8.6 -2.5 -20.0 20.0 20.0 20.0 20.0 20.0 19.6 -14.8 -18.2 -16.2 -3.3 -7.1 -19.8 -3.9 -6.1 -4.4 -5.2 -16.9 -20.0 -11.5 -10.7 -8.7 -20.0 -17.1 -7.6 -20.0 -11.4 -9.6 -10.3 -0.1 -20.0 -20.0 -20.0 -20.0 -0.7 -0.5 -20.0 -17.0 BOBL 12.2 -1.9 -8.9 -10.2 3.5 -8.4 -2.7 -6.4 -7.5 7.1 -12.2 7.8 -6.2 2.2 -11.7 -20.0 -1.0 -14.4 -4.4 -6.4 -9.8 1.4 -8.5 -0.5 3.5 -11.6 6.5 -15.1 1.0 -11.2 -2.9 -9.5 4.9 15.6 -3.5 -6.3 6.5 20.0 20.0 20.0 BTP 9.3 1.4 -2.3 -12.4 4.3 -10.3 -3.2 -7.9 -9.2 16.2 14.6 19.9 20.0 18.7 10.0 16.1 10.6 13.8 12.0 6.5 7.3 8.2 11.5 8.0 -20.0 8.8 13.7 8.9 11.7 13.8 11.2 12.5 16.3 20.0 17.7 16.5 1.1 20.0 17.5 20.0 BUND 10.8 -3.0 -6.4 -11.2 3.8 -9.3 -2.9 -7.1 -8.3 -3.7 -12.5 5.3 -13.2 0.4 -12.5 20.0 7.0 14.0 9.7 -7.5 -10.3 -0.7 -10.9 -2.1 0.0 -11.1 2.0 -14.3 -1.3 -11.9 -3.4 7.2 1.6 16.8 -0.6 -4.2 1.1 20.0 15.8 20.0 BUXL 9.6 -1.6 -5.3 -10.3 3.5 -8.5 -2.7 -6.5 -7.6 -14.6 -17.5 -4.1 -20.0 -6.0 -15.1 5.0 3.5 4.7 4.3 -10.7 -15.6 -4.6 -20.0 -5.5 2.5 -12.4 -6.9 -18.3 -6.1 -20.0 -5.6 -0.2 -2.6 11.3 2.3 -5.5 -8.2 20.0 5.2 10.6 CAC -7.7 -0.7 1.8 12.1 4.7 14.2 5.6 15.0 8.9 -15.3 15.2 -14.9 19.3 -7.7 5.6 -6.3 -3.0 -5.5 -4.2 3.7 10.2 -14.1 12.1 -6.3 7.1 0.0 -15.6 5.0 -15.8 4.3 -9.2 3.7 -20.0 -20.0 -19.6 -4.2 20.0 20.0 13.1 20.0 CAD -4.2 8.8 5.6 12.0 20.0 4.4 20.0 3.1 20.0 20.0 -4.3 15.8 -1.6 11.4 9.7 -7.3 -7.6 -7.7 -7.8 7.8 2.3 20.0 -2.5 15.6 20.0 8.5 20.0 2.2 20.0 -1.7 18.7 -6.8 -10.4 -20.0 -1.0 2.3 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 1.5 -5.2 -3.1 16.7 -18.0 13.0 -20.0 8.5 11.2 -10.2 14.3 -4.1 8.8 1.7 -16.3 -14.2 -17.7 -16.8 1.6 -6.5 15.5 -6.5 12.5 10.4 1.8 10.4 -7.0 15.1 -7.8 12.4 -14.7 15.3 20.0 -8.1 3.3 11.1 20.0 18.1 20.0 CHF 5.2 5.1 -11.2 7.1 20.0 2.6 20.0 1.8 15.5 8.5 -1.1 9.3 8.9 6.0 1.5 -15.3 -16.4 -16.5 -16.3 4.7 2.2 20.0 3.4 12.0 -1.2 4.5 20.0 2.4 19.6 3.3 10.7 -20.0 10.9 -0.8 -0.9 0.8 -9.4 -20.0 -6.6 -20.0 COCOA -20.0 -3.4 -15.7 -1.4 7.4 -8.0 5.8 -11.3 3.8 -5.5 -6.2 -6.5 -4.1 -6.1 -5.8 -3.8 5.1 -3.1 -0.4 -10.5 -8.4 -13.7 -4.9 -13.7 -20.0 -6.0 -4.6 -5.4 -6.3 -2.3 -6.7 16.0 -13.7 -20.0 -3.6 -8.2 -2.6 -0.1 3.9 5.2 COFFEE -0.8 -15.3 -4.2 -4.4 20.0 -20.0 18.8 -20.0 12.2 -1.8 11.2 -9.4 15.6 -10.4 -12.5 20.0 19.2 20.0 20.0 -6.7 3.5 -1.2 17.7 -6.7 -20.0 -6.0 3.4 4.4 3.9 20.0 -3.4 20.0 0.9 -10.2 -20.0 3.8 20.0 16.9 20.0 20.0 COPPER 0.5 13.5 14.7 8.7 9.2 9.9 9.2 9.8 8.3 2.8 6.3 2.1 4.4 6.1 7.7 -6.4 -6.3 -6.8 -6.6 11.3 10.4 3.3 7.3 7.2 -1.9 6.5 3.3 7.9 2.1 8.7 3.4 -1.4 -20.0 -9.4 -8.7 -7.1 20.0 20.0 20.0 20.0 CORN -7.3 -5.3 7.1 -4.1 20.0 -20.0 17.4 -20.0 11.3 17.4 -4.0 0.3 -9.9 -6.4 -8.0 -20.0 -20.0 -20.0 -20.0 -6.7 -5.3 2.5 -8.5 -5.6 9.2 -7.8 9.6 -4.6 1.2 -6.0 -6.9 -20.0 6.8 -20.0 -15.1 6.2 -0.3 -8.9 7.6 -1.6 COTTON2 1.6 7.7 -0.9 -5.0 20.0 -20.0 20.0 -20.0 13.9 -7.0 -20.0 -12.8 -20.0 -3.4 -16.3 -20.0 -17.5 -20.0 -19.9 -7.7 -14.2 -10.0 -20.0 -6.8 -10.9 -9.2 -8.7 -17.3 -11.8 -20.0 -7.2 -20.0 -20.0 -16.3 -4.7 -3.9 -11.0 -12.6 -9.5 -7.1 CRUDE_W 16.6 7.0 -1.3 12.7 20.0 4.6 20.0 1.9 20.0 19.1 -12.8 20.0 -14.5 17.5 2.1 0.9 3.9 0.7 1.8 3.3 -5.1 18.4 -9.3 13.1 7.8 4.8 19.1 -6.0 18.1 -11.2 14.9 -1.1 -19.4 -16.5 -4.4 -12.6 9.9 20.0 12.0 15.6 DAX 2.9 16.2 -2.4 11.4 4.4 13.4 5.3 14.1 8.4 -6.1 14.7 -4.9 19.6 9.7 14.4 -10.1 -7.3 -8.7 -7.6 16.5 15.5 -4.6 19.6 7.5 -14.8 14.6 -6.4 12.0 -6.8 12.4 5.1 -2.9 -20.0 1.2 14.3 0.6 11.7 20.0 6.2 20.0 DOW -3.3 3.8 5.8 8.5 3.3 10.0 3.9 10.6 6.3 0.1 15.8 2.6 15.9 8.7 13.7 -7.3 -8.1 -7.5 -7.6 12.3 16.4 -0.8 17.0 5.6 -10.9 8.0 -5.3 11.6 -2.1 12.4 2.6 -3.8 -2.8 -5.8 -0.5 1.5 -1.6 -20.0 -6.4 -20.0 DX -4.8 -6.9 10.2 9.3 20.0 3.4 20.0 2.4 20.0 -14.2 2.9 -12.9 -11.9 -9.3 -3.9 5.6 6.1 5.9 6.0 -6.1 -2.4 -20.0 -4.8 -15.9 -20.0 -8.7 -20.0 -3.4 -20.0 -3.2 -18.1 16.8 -20.0 -20.0 -20.0 2.0 3.1 20.0 10.3 20.0 EUR 1.6 2.0 -10.3 10.6 20.0 3.9 20.0 2.7 20.0 12.9 2.7 13.6 15.6 9.6 6.2 -7.9 -8.1 -8.3 -8.2 6.7 4.7 20.0 8.0 15.7 10.0 8.9 20.0 5.8 20.0 6.6 17.4 -7.5 1.9 -3.3 -0.9 3.9 -8.4 -20.0 -3.7 -20.0 EURIBOR-ICE 12.4 -2.4 -12.7 -7.8 2.7 -6.5 -2.0 -4.9 -5.8 8.9 -8.0 3.7 2.9 1.2 -8.1 13.7 11.8 13.4 13.0 -4.1 -5.8 2.3 -1.3 0.4 -0.3 -8.7 8.5 -10.3 1.9 -4.8 -2.2 14.8 2.9 11.6 -7.1 -5.8 11.8 20.0 20.0 20.0 EUROSTX 0.0 8.9 6.1 11.2 4.4 13.1 5.2 13.9 8.3 -2.8 20.0 4.3 20.0 12.5 17.2 8.8 0.5 4.6 1.9 20.0 20.0 3.7 20.0 13.0 -7.9 18.9 -0.5 19.1 1.9 14.9 10.3 11.2 -10.0 8.4 10.6 13.3 18.6 20.0 9.7 20.0 FEEDCOW 11.6 20.0 6.1 -3.3 18.1 -19.6 14.2 -20.0 9.2 12.7 9.9 14.1 12.6 16.1 10.6 9.5 9.3 11.2 11.7 20.0 20.0 16.0 20.0 20.0 -20.0 10.1 10.0 11.3 8.0 20.0 10.5 20.0 -2.4 5.8 20.0 6.3 20.0 20.0 20.0 20.0 GASOIL 20.0 -2.3 -0.4 9.8 20.0 3.5 20.0 1.5 19.2 14.2 3.4 15.5 5.9 12.3 -1.0 18.4 15.4 17.0 16.9 5.4 2.6 17.9 2.9 13.3 -2.2 11.9 18.2 8.2 18.9 6.4 17.5 20.0 -4.6 2.3 1.6 5.8 1.3 20.0 -5.9 9.0 GASOLINE 19.9 1.3 -1.2 13.0 20.0 4.6 20.0 2.0 20.0 18.0 -4.6 19.3 -0.9 16.5 1.9 -20.0 -18.8 -20.0 -20.0 5.0 -0.6 17.9 -1.5 13.8 -18.8 7.2 17.8 -1.3 17.1 -3.6 16.0 -20.0 -20.0 -8.0 -7.8 -5.7 9.9 20.0 6.7 20.0 GAS_US_mini 13.7 -6.9 7.3 7.1 16.4 2.5 17.6 1.1 14.0 9.1 -5.3 9.9 -7.9 -0.3 -3.2 20.0 -6.7 20.0 20.0 0.8 -2.4 18.6 -3.5 9.7 19.2 -3.4 8.3 -3.7 9.1 -3.1 2.0 -6.7 5.2 -20.0 -19.5 -3.5 4.9 -15.1 -2.6 -20.0 GBP 2.7 12.4 -4.5 12.0 20.0 4.4 20.0 3.1 20.0 17.9 6.0 16.9 14.8 18.6 17.2 0.4 0.1 0.3 0.2 14.5 8.0 20.0 7.6 20.0 0.9 17.4 20.0 10.4 20.0 9.0 20.0 6.6 -9.8 2.8 11.4 7.5 -2.3 -7.1 2.4 -8.8 GOLD_micro 20.0 2.1 17.3 9.4 9.9 10.7 10.0 10.7 9.0 9.8 10.6 10.9 10.5 11.0 11.0 -8.1 -10.1 -8.5 -9.0 20.0 20.0 20.0 19.6 20.0 -20.0 20.0 20.0 20.0 20.0 20.0 20.0 -6.7 20.0 20.0 15.4 19.7 14.9 6.0 -13.9 -18.2 HEATOIL 20.0 -3.0 -1.3 10.2 20.0 3.6 20.0 1.5 20.0 15.2 0.5 16.5 4.0 12.4 -3.7 20.0 13.6 20.0 16.7 5.8 2.2 20.0 2.9 16.1 -18.2 6.7 17.5 3.2 18.0 3.8 14.4 19.3 -5.7 -3.8 -7.3 2.0 7.9 13.2 -1.6 -11.0 JGB-SGX-mini 5.2 -7.3 -16.3 -4.9 1.7 -4.1 -1.3 -3.1 -3.6 -2.6 -10.5 -6.4 -10.3 -8.8 -10.0 5.5 13.2 10.8 12.2 -17.8 -17.9 -7.8 -15.6 -13.6 -1.3 -18.6 -3.1 -17.9 -7.5 -14.5 -13.9 15.1 -7.5 -16.3 -20.0 -20.0 -7.3 -20.0 3.6 -20.0 JPY 13.4 10.8 -9.2 7.4 20.0 2.7 20.0 1.9 16.3 9.2 -13.4 8.1 -13.2 1.4 -9.4 -9.0 -10.5 -9.5 -9.7 -5.6 -12.0 17.2 -12.7 4.9 20.0 -4.3 20.0 -10.1 18.3 -10.2 6.1 -10.9 -8.4 -8.2 -17.4 -20.0 -9.8 -14.4 -5.9 -17.4 LEANHOG 16.9 20.0 -5.9 -5.0 20.0 -20.0 20.0 -20.0 13.8 -3.9 11.8 20.0 15.6 20.0 18.0 -20.0 6.3 -20.0 -8.6 20.0 15.2 20.0 12.0 20.0 -3.9 20.0 0.7 17.8 20.0 10.8 20.0 15.6 20.0 20.0 20.0 18.6 -4.9 12.4 1.9 20.0 LIVECOW 6.4 18.6 -0.6 -3.7 20.0 -20.0 15.7 -20.0 10.2 14.3 7.3 12.1 12.4 16.8 8.6 -8.5 4.9 -5.1 -0.9 15.7 13.8 10.9 20.0 15.4 -20.0 1.8 8.6 3.4 4.6 14.6 3.9 16.0 -11.3 -6.5 18.3 -2.2 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.6 -15.5 -3.4 18.3 -19.8 14.3 -20.0 9.3 -11.9 -14.4 7.4 -14.5 7.9 -9.3 -20.0 -20.0 -20.0 -20.0 -3.2 -16.3 4.4 -19.8 7.2 NaN -4.1 -3.0 -14.9 3.3 -15.4 5.8 -20.0 -15.1 4.3 9.4 -11.2 1.7 20.0 6.0 20.0 MXP 10.4 9.5 4.0 13.3 20.0 4.8 20.0 3.4 20.0 18.0 20.0 20.0 20.0 20.0 20.0 13.2 13.1 13.4 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 9.6 20.0 20.0 20.0 15.2 11.6 20.0 15.8 NASDAQ_micro 0.9 -4.5 -2.2 8.5 3.3 10.0 3.9 10.5 6.3 14.3 12.3 11.4 15.0 9.6 5.5 -8.3 -8.6 -8.3 -8.4 5.7 12.7 12.9 20.0 5.8 -20.0 3.0 19.9 7.9 11.2 13.9 4.3 -5.0 18.8 -2.1 -12.0 -6.7 4.3 -20.0 4.0 -20.0 NIKKEI 0.0 -7.2 4.6 6.2 2.4 7.2 2.8 7.6 4.5 4.6 11.3 6.2 11.3 8.8 10.2 10.7 7.8 8.7 7.5 12.1 15.7 5.1 16.5 8.8 -13.7 8.9 3.2 13.2 3.3 14.2 5.8 20.0 -0.9 8.0 2.4 17.1 -7.4 2.2 -11.8 6.7 NZD 13.8 14.9 3.3 9.0 20.0 3.3 20.0 2.3 19.7 15.8 -3.0 16.2 -6.2 15.1 10.1 -3.6 -3.5 -4.0 -3.9 10.8 1.0 20.0 -4.2 20.0 15.3 10.2 20.0 -0.4 20.0 -5.3 20.0 0.0 12.6 8.1 0.9 -2.4 0.7 20.0 7.6 20.0 OAT 13.5 2.2 1.3 -10.3 3.5 -8.6 -2.7 -6.5 -7.7 18.7 3.2 19.8 -3.3 13.5 1.4 12.2 12.6 14.1 14.5 4.6 0.4 17.3 -2.8 11.2 0.1 6.7 20.0 1.3 20.0 -1.3 15.2 16.9 20.0 20.0 14.7 13.0 -0.8 20.0 15.4 20.0 OATIES 0.3 4.0 -4.3 -2.6 14.1 -15.2 11.0 -20.0 7.2 3.2 -10.4 -1.8 -10.4 -1.4 -4.3 -13.2 -12.3 -16.5 -16.2 -7.0 -10.6 -0.6 -11.2 -3.5 -3.4 -8.2 3.9 -13.1 1.3 -13.5 -2.5 -12.7 4.9 -9.3 -12.7 -6.9 -8.1 -16.1 -4.4 -18.6 OJ 14.6 20.0 0.4 -1.6 8.5 -9.2 6.7 -13.0 4.3 7.3 -3.6 7.1 -6.6 7.3 3.5 4.7 2.6 1.1 0.5 5.8 -2.1 9.1 -7.7 9.4 -20.0 8.8 7.5 1.0 9.2 -4.2 11.5 14.1 14.4 9.4 20.0 2.1 -20.0 -19.8 -14.2 -20.0 PALLAD 9.2 4.3 6.8 7.0 7.4 8.0 7.5 8.0 6.8 5.0 5.9 5.6 5.3 5.6 5.6 -3.1 -3.1 -3.2 -3.1 8.9 8.3 6.6 6.3 7.9 11.4 4.8 3.7 8.3 2.6 9.4 2.4 4.3 -8.5 -11.0 -7.0 -0.8 8.4 -2.8 -11.0 -11.4 PLAT 10.3 3.8 -2.8 6.2 6.5 7.0 6.6 7.0 5.9 2.4 6.2 4.6 6.0 5.8 5.8 -2.3 -3.7 -3.3 -3.5 11.2 9.2 8.0 6.6 10.6 -0.5 8.3 1.2 9.3 2.8 8.8 5.5 3.6 -6.2 -9.0 9.3 3.2 20.0 9.5 -5.0 -7.7 REDWHEAT 6.1 6.1 12.6 -4.3 20.0 -20.0 18.2 -20.0 11.8 14.4 -15.3 10.1 -19.3 10.9 0.3 -14.8 -16.3 -15.8 -16.3 0.7 -5.9 9.5 -14.8 5.1 7.6 4.3 16.2 -1.3 13.8 -8.5 9.4 -16.6 14.3 0.1 1.5 15.9 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 2.2 -1.7 9.1 -9.9 7.2 -14.0 4.7 7.7 -7.1 8.4 -8.3 7.6 -1.0 -19.9 -14.5 -20.0 -19.5 0.0 -9.3 9.2 -14.7 7.3 1.0 2.6 7.9 -7.9 9.3 -15.0 9.4 -18.3 4.2 14.3 7.0 -4.5 -13.7 -16.5 -6.6 -17.0 ROBUSTA 17.4 -8.4 -5.2 -3.0 16.1 -17.4 12.6 -20.0 8.2 7.2 2.9 11.0 -2.2 5.5 -2.5 20.0 15.7 20.0 17.0 -1.1 -3.9 16.0 -1.4 8.3 -20.0 -0.2 11.9 -2.8 14.2 -0.8 7.5 20.0 19.7 10.9 -9.0 2.0 -0.9 8.4 9.7 17.8 RUSSELL 15.6 11.7 9.1 10.3 4.0 12.2 4.8 12.8 7.6 -11.0 19.0 11.4 18.2 14.5 17.5 -5.2 -5.2 -5.0 -5.0 20.0 20.0 9.1 19.5 20.0 9.0 18.4 -3.6 17.6 6.9 15.1 15.9 0.9 10.6 20.0 12.3 2.3 -5.2 -20.0 -17.2 -20.0 SHATZ 12.7 1.3 -9.2 -8.9 3.1 -7.4 -2.3 -5.7 -6.6 7.3 -13.6 6.3 -11.1 4.1 -9.5 2.2 -15.0 -8.1 -11.7 -6.1 -11.6 2.9 -10.9 0.4 10.9 -11.0 9.3 -16.5 3.2 -13.3 -1.6 -20.0 9.5 12.7 -2.8 -8.2 18.6 20.0 20.0 20.0 SILVER-mini 20.0 6.6 8.7 6.9 7.3 7.9 7.4 7.9 6.7 7.2 8.2 8.0 7.8 8.2 8.2 -3.4 -5.9 -4.4 -5.1 20.0 16.0 20.0 10.3 20.0 -7.3 15.6 18.1 15.8 16.4 13.7 14.9 0.1 20.0 20.0 20.0 19.6 6.1 20.0 -18.8 -6.1 SMI -20.0 3.5 12.7 9.9 3.9 11.7 4.6 12.3 7.3 -15.3 17.1 -14.9 16.1 1.1 13.7 13.4 6.3 11.2 8.4 14.6 19.8 -13.9 16.6 -0.5 10.7 17.1 -19.9 20.0 -12.7 14.4 1.8 20.0 -20.0 -18.7 10.1 20.0 -5.0 20.0 -6.1 20.0 SOFR -7.0 -12.7 -12.5 -11.7 4.0 -9.8 -3.1 -7.4 -8.7 -7.5 -4.9 -15.9 14.1 -20.0 -20.0 8.4 6.5 8.1 7.6 -16.9 -7.5 -10.8 5.0 -16.9 -20.0 -15.3 -0.8 -6.3 -7.3 5.1 -14.1 5.4 -3.8 -9.4 -10.0 -5.3 -15.7 -15.5 -13.3 -20.0 SOYBEAN 4.2 -13.8 4.0 -4.5 20.0 -20.0 19.1 -20.0 12.4 20.0 2.1 18.8 3.6 -8.9 -10.3 -6.8 -5.5 -5.1 -5.3 -4.8 -1.9 14.0 -2.2 1.9 -6.2 -3.0 20.0 2.0 20.0 2.7 6.9 2.1 20.0 -0.7 -20.0 15.5 -20.0 -10.6 -20.0 -7.2 SOYMEAL -4.4 -16.0 11.9 -3.1 16.7 -18.1 13.1 -20.0 8.5 7.6 -6.1 -4.9 -9.8 -11.6 -9.0 -10.6 -14.3 -12.0 -13.7 -8.9 -5.1 -1.2 -6.4 -8.1 -13.0 -3.0 4.3 2.5 -1.0 -0.6 -5.6 -12.9 -3.4 -14.3 -19.8 20.0 -20.0 -19.6 -13.4 -18.8 SOYOIL 20.0 4.6 -5.3 -4.1 20.0 -20.0 17.4 -20.0 11.3 18.6 -3.7 20.0 6.8 17.7 10.3 -8.7 -6.1 -8.7 -7.7 13.4 3.6 20.0 3.9 20.0 -17.2 10.1 17.9 -0.4 20.0 -0.3 20.0 0.1 20.0 20.0 2.7 8.8 -12.0 -20.0 -12.7 -20.0 SP400 11.6 14.6 8.7 9.6 3.8 11.3 4.4 11.9 7.1 -4.5 17.3 11.8 13.0 14.3 16.9 -6.8 -6.2 -6.4 -6.1 19.2 16.5 6.0 12.2 15.8 3.2 12.3 -2.3 9.5 3.7 5.8 10.4 -0.9 7.2 8.7 5.5 -4.9 -2.4 -20.0 -8.6 -20.0 SP500_micro -2.2 -1.6 3.4 10.7 4.2 12.6 5.0 13.3 7.9 17.6 20.0 12.7 20.0 13.3 16.7 -9.2 -9.5 -9.2 -9.2 10.6 19.2 9.5 20.0 6.7 -20.0 4.3 13.2 9.5 6.3 14.8 2.8 -6.3 7.3 -10.1 -11.7 -11.9 7.0 -20.0 8.0 -20.0 SUGAR11 -0.2 8.0 -4.8 -3.2 17.7 -19.1 13.8 -20.0 9.0 -3.5 -12.2 -7.0 -15.2 -5.6 -8.2 20.0 12.4 17.7 13.5 -5.2 -12.3 -3.1 -18.5 -3.1 -20.0 3.1 -0.0 -7.5 2.9 -15.2 6.1 20.0 -4.7 -4.7 7.4 -2.6 -2.0 -16.5 3.5 -10.5 US10 -8.1 -10.1 -6.4 -10.6 3.6 -8.8 -2.8 -6.7 -7.8 -5.6 4.0 -11.0 9.0 -15.3 -16.6 3.6 1.0 2.9 2.3 -10.6 -2.7 -9.3 3.7 -12.6 -10.8 -11.1 -5.2 -1.3 -11.3 6.7 -14.5 -3.8 -14.0 -15.0 -4.6 1.2 -20.0 -20.0 -20.0 -20.0 US10U -5.8 -9.1 -4.7 -12.6 4.3 -10.5 -3.3 -8.0 -9.4 -5.1 7.3 -8.4 8.4 -16.2 -18.9 4.0 0.3 3.0 1.8 -9.5 -1.1 -7.6 4.2 -11.5 -15.6 -6.0 -4.7 4.7 -8.7 11.6 -10.6 -5.1 -12.1 -9.0 1.7 7.5 -18.2 -9.0 -17.4 -20.0 US2 -13.4 -7.1 -7.1 -10.7 3.7 -8.9 -2.8 -6.8 -7.9 1.7 -5.6 -15.5 -1.4 -16.4 -17.2 -7.5 -13.4 -9.3 -10.8 -12.9 -6.7 -9.4 -2.1 -14.8 16.7 -16.1 1.3 -7.7 -10.5 0.6 -17.9 -20.0 -7.6 -20.0 -4.7 -5.0 -20.0 -19.4 -20.0 -20.0 US20 2.1 -5.2 -3.9 -8.8 3.0 -7.3 -2.3 -5.6 -6.5 0.2 3.7 0.9 -0.6 -4.1 -10.5 5.7 3.7 5.1 4.6 -3.3 -0.7 -1.0 0.4 -2.5 -10.1 1.4 -2.2 4.3 -0.4 5.4 0.4 0.4 -3.4 4.3 8.2 6.7 -11.1 14.6 -2.5 -19.6 US30 4.2 -5.6 -3.9 -10.0 3.4 -8.4 -2.6 -6.4 -7.5 2.1 -2.0 3.3 -8.1 -6.4 -14.9 2.9 -0.9 1.8 0.5 -5.2 -3.6 0.2 -3.7 -2.6 -5.8 -0.1 -1.9 1.8 1.5 2.0 1.1 -7.2 2.4 5.8 8.5 5.7 -9.2 10.1 1.5 -15.4 US5 -10.4 -9.1 -7.0 -11.4 3.9 -9.5 -3.0 -7.2 -8.4 -8.7 0.8 -16.1 9.4 -18.9 -18.9 1.6 -2.0 0.5 -0.5 -12.6 -4.3 -10.1 3.1 -14.9 -6.9 -12.4 -2.5 -3.0 -11.1 5.9 -15.6 -8.9 -13.6 -17.4 -4.3 0.0 -20.0 -20.0 -20.0 -20.0 VIX 8.7 -7.7 -9.5 -13.2 -0.1 -14.4 -0.9 -9.1 -6.3 -7.9 -20.0 -7.2 -20.0 -16.4 -20.0 -20.0 -20.0 -20.0 -20.0 -16.3 -18.5 -1.7 -13.8 -8.0 NaN -14.9 -0.1 -16.3 -0.8 -10.3 -6.8 NaN NaN NaN NaN NaN -1.0 -20.0 NaN NaN WHEAT 10.9 1.7 4.8 -4.8 20.0 -20.0 20.0 -20.0 13.2 17.2 -20.0 15.1 -20.0 8.0 -11.5 -20.0 -18.6 -19.1 -18.5 -3.7 -12.0 14.0 -20.0 5.9 12.2 2.5 20.0 -5.5 20.0 -11.5 14.7 -20.0 20.0 6.5 -2.8 9.7 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3