******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260129_203952 produced at 2026-01-29 21:36:13.651678 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.71 0.0 0.00 0.00 0.00 0.00 -27.75 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.03 0.00 -1.05 0.0 0.00 0.00 0.00 0.00 -30.27 16.0 0 0 caleb_strategy_v3 US2 False True 0.08 0.00 -0.39 0.0 0.00 0.00 0.00 0.00 -4.64 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.24 -0.30 0.0 999.00 -999.00 -0.24 -0.24 -37.67 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.04 -0.04 -0.17 0.0 1.10 -1.10 -0.04 -0.04 -3.82 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.12 0.0 0.00 0.00 0.00 0.00 -36.34 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.10 0.0 0.77 -0.77 -0.05 -0.05 -2.25 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 -5.70 11.0 -6 -6 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.60 -0.60 0.00 0.00 -1.49 13.0 0 0 caleb_strategy_v3 DX False False 0.04 -0.12 -0.06 0.0 999.00 -999.00 -0.12 -0.12 -1.49 999999999.0 -3 -3 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -5.56 2.0 0 0 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.11 -0.11 0.00 0.00 -3.46 12.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.60 9.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.03 -3.69 18.0 -4 -4 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -2.02 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.02 0.0 0.56 -0.56 -0.03 -0.03 -0.55 17.0 -1 -1 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.46 3.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.15 -0.15 0.00 0.00 -0.42 7.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.45 -0.45 0.00 0.00 -0.72 26.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.02 -0.01 0.0 0.48 -0.48 -0.02 -0.02 -0.64 23.0 -1 -1 caleb_strategy_v3 BUXL False False 0.05 -0.11 -0.01 0.0 0.21 -0.21 -0.11 -0.11 -0.24 4.0 -2 -2 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.41 3.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.32 999999999.0 0 0 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -0.72 8.0 -1 -1 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.06 9.0 -3 -3 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.01 0.0 0.29 -0.29 -0.24 -0.24 -0.28 6.0 -5 -5 caleb_strategy_v3 SP500_micro False False 0.01 -0.03 -0.01 0.0 0.68 -0.68 -0.03 -0.03 -0.64 48.0 -2 -2 caleb_strategy_v3 CHF False False 0.07 -0.13 -0.01 0.0 0.86 -0.86 -0.13 -0.13 -0.20 13.0 -2 -2 caleb_strategy_v3 US20 False True 0.05 0.00 -0.01 0.0 0.00 0.00 0.00 0.00 -0.30 9.0 0 0 caleb_strategy_v3 COFFEE False False 0.05 0.00 0.00 0.0 0.30 -0.30 0.00 0.00 0.04 6.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.00 0.0 0.13 -0.13 -0.11 -0.11 -0.25 10.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.65 -0.65 0.00 0.00 -0.16 66.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 0.00 0.0 1.07 -1.07 -0.06 -0.06 0.02 19.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.39 -0.39 0.00 0.00 0.23 23.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.01 0.0 0.17 -0.17 0.00 0.00 0.13 2.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.23 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.62 -0.62 0.00 0.00 0.25 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.00 0.02 0.0 0.00 -0.00 -0.00 -0.00 5.18 26.0 -1 -1 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.20 -0.20 0.06 0.06 4.27 51.0 14 14 caleb_strategy_v3 HEATOIL False False 0.04 0.08 0.03 0.0 0.12 -0.12 0.08 0.08 0.71 3.0 2 2 caleb_strategy_v3 DAX False False 0.01 0.00 0.03 0.0 0.69 -0.69 0.00 0.00 2.51 58.0 0 0 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 CAD False False 0.03 0.00 0.04 0.0 0.87 -0.87 0.00 0.00 1.34 29.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.11 12.0 0 0 caleb_strategy_v3 EUR False False 0.06 0.12 0.04 0.0 0.85 -0.85 0.12 0.18 0.65 14.0 2 3 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.23 -1.23 0.00 0.00 1.95 56.0 0 0 caleb_strategy_v3 SP400 False False 0.14 0.28 0.04 0.0 0.28 -0.28 0.28 0.28 0.28 2.0 2 2 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.05 0.0 0.00 0.00 0.00 0.00 1.05 24.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.65 -0.65 0.00 0.00 1.19 17.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.06 0.0 0.11 -0.11 0.03 0.03 2.05 4.0 1 1 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.07 0.0 0.36 -0.36 0.00 0.00 12.27 68.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.08 0.0 0.13 -0.13 0.08 0.08 3.22 5.0 3 3 caleb_strategy_v3 GBP False False 0.03 0.10 0.09 0.0 0.77 -0.77 0.10 0.07 2.61 22.0 3 2 caleb_strategy_v3 NIKKEI False False 0.01 0.11 0.09 0.0 0.50 -0.50 0.11 0.10 6.71 36.0 8 7 caleb_strategy_v3 FEEDCOW False False 0.07 0.15 0.09 0.0 0.59 -0.59 0.15 0.15 1.25 8.0 2 2 caleb_strategy_v3 COPPER False False 0.06 0.18 0.10 0.0 999.00 -999.00 0.18 0.18 1.64 999999999.0 3 3 caleb_strategy_v3 NZD False False 0.02 0.00 0.10 0.0 0.52 -0.52 0.00 0.00 4.09 21.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.11 0.0 0.58 -0.58 0.20 0.20 3.96 20.0 7 7 caleb_strategy_v3 SMI False True 0.07 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.59 9.0 0 0 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.11 0.0 0.20 -0.20 0.05 0.05 6.83 13.0 3 3 caleb_strategy_v3 AUD False False 0.03 0.11 0.15 0.0 0.54 -0.54 0.11 0.11 5.22 19.0 4 4 caleb_strategy_v3 BTP False False 0.06 0.00 0.22 0.0 0.59 -0.59 0.00 0.00 3.68 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.28 0.0 0.59 -0.59 0.30 0.30 4.65 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.62 0.87 0.0 0.70 -0.70 0.62 0.62 74.24 60.0 53 53 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.21 0.0 1.18 -1.18 0.00 0.00 10.26 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 25.4 Shocked risk 72.8 Sum abs risk 64.9 Leverage 9.57 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2474377.48, 'annual_cash_vol_target': 618594.37, 'daily_cash_vol_target': 38662.148125} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0039 0.7040 0.5470 8.7521 BITCOIN 2031.8932 83880.0000 2.4224 38.7581 BOBL 0.1605 116.5900 0.1376 2.2023 BTP 0.3736 121.2400 0.3081 4.9303 BUND 0.3269 128.2200 0.2549 4.0789 BUXL 0.7693 110.1000 0.6987 11.1791 CAC 55.9267 8125.5000 0.6883 11.0126 CAD 0.0028 0.7423 0.3836 6.1376 CANOLA 6.2679 659.3000 0.9507 15.2110 CHF 0.0078 1.3110 0.5971 9.5541 COCOA 158.8922 4294.0000 3.7003 59.2053 COFFEE 5.3591 328.2000 1.6329 26.1260 COPPER 0.0843 5.9970 1.4061 22.4975 CORN 4.2072 459.0000 0.9166 14.6657 COTTON2 0.6613 63.4600 1.0421 16.6743 CRUDE_W 0.8679 62.0900 1.3978 22.3641 DAX 169.7434 24544.0000 0.6916 11.0654 DOW 303.9084 49080.0000 0.6192 9.9074 DX 0.3991 96.1350 0.4151 6.6421 EUR 0.0057 1.1977 0.4729 7.5666 EURIBOR-ICE 0.0314 97.6700 0.0322 0.5148 EUROSTX 43.2209 5947.0000 0.7268 11.6283 FEEDCOW 2.8329 363.4000 0.7795 12.4728 GASOIL 11.4569 695.2500 1.6479 26.3661 GASOLINE 0.0312 2.1625 1.4439 23.1018 GAS_US_mini 0.1426 3.8900 3.6667 58.6679 GBP 0.0067 1.3795 0.4890 7.8232 GOLD_micro 57.5067 5447.6000 1.0556 16.8901 HEATOIL 0.0385 2.4048 1.6017 25.6274 JGB-SGX-mini 0.2357 131.5300 0.1792 2.8674 JPY 0.0000 0.0066 0.6741 10.7856 LEANHOG 1.0831 95.3250 1.1363 18.1803 LIVECOW 1.7160 237.2750 0.7232 11.5715 LUMBER-new 7.3700 598.5000 1.2314 19.7025 MXP 0.0003 0.0578 0.5299 8.4777 NASDAQ_micro 187.1825 25847.0000 0.7242 11.5871 NIKKEI 648.2681 53080.0000 1.2213 19.5409 NZD 0.0036 0.6074 0.5892 9.4270 OAT 0.3402 122.0500 0.2787 4.4592 OATIES 4.9809 305.7500 1.6291 26.0651 OJ 5.9359 225.1000 2.6370 42.1920 PALLAD 63.3904 2095.5000 3.0251 48.4011 PLAT 78.4849 2705.1000 2.9014 46.4219 REDWHEAT 8.3402 557.7500 1.4953 23.9252 RICE 0.1514 11.1450 1.3580 21.7284 ROBUSTA 63.7830 4185.0000 1.5241 24.3854 RUSSELL 23.8034 2652.2000 0.8975 14.3600 SHATZ 0.0485 106.9050 0.0453 0.7255 SILVER-mini 2.5091 116.5000 2.1537 34.4592 SMI 93.5012 13128.0000 0.7122 11.3956 SOFR 0.0421 96.5000 0.0437 0.6987 SOYBEAN 7.8941 1089.2500 0.7247 11.5956 SOYMEAL 3.6925 299.9000 1.2312 19.6999 SOYOIL 0.6409 54.5400 1.1750 18.8007 SP400 26.3772 3466.9000 0.7608 12.1733 SP500_micro 38.9741 6965.7500 0.5595 8.9522 SUGAR11 0.1996 14.3100 1.3951 22.3222 US10 0.2729 111.8438 0.2440 3.9034 US10U 0.3723 114.2812 0.3257 5.2119 US2 0.0626 104.1953 0.0601 0.9612 US20 0.5872 115.2188 0.5097 8.1548 US30 0.8464 117.7812 0.7186 11.4977 US5 0.1725 108.8672 0.1584 2.5349 VIX 0.4604 19.7500 2.3312 37.2984 WHEAT 6.8299 592.5000 1.1527 18.4436 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 703.95 0.55 385.07 1.00 385.07 38662.15 100.40 20.00 200.81 BITCOIN 83.88 2.42 203.19 1.00 203.19 38662.15 190.28 -17.61 -335.11 BOBL 1165.90 0.14 160.48 1.20 192.56 38662.15 200.78 0.11 2.29 BTP 1212.40 0.31 373.59 1.20 448.26 38662.15 86.25 12.50 107.78 BUND 1282.20 0.25 326.87 1.20 392.20 38662.15 98.58 2.54 25.05 BUXL 1101.00 0.70 769.26 1.20 923.01 38662.15 41.89 -5.56 -23.29 CAC 812.55 0.69 559.27 1.20 671.04 38662.15 57.62 5.66 32.59 CAD 742.30 0.38 284.75 1.00 284.75 38662.15 135.78 3.80 51.60 CANOLA 131.86 0.95 125.36 0.74 92.30 38662.15 418.87 4.19 175.37 CHF 1638.75 0.60 978.54 1.00 978.54 38662.15 39.51 -1.99 -7.86 COCOA 429.40 3.70 1588.92 1.00 1588.92 38662.15 24.33 -12.15 -29.56 COFFEE 1230.75 1.63 2009.66 1.00 2009.66 38662.15 19.24 1.57 3.01 COPPER 1499.25 1.41 2108.08 1.00 2108.08 38662.15 18.34 8.23 15.10 CORN 229.50 0.92 210.36 1.00 210.36 38662.15 183.79 -7.73 -142.14 COTTON2 317.30 1.04 330.67 1.00 330.67 38662.15 116.92 -20.00 -233.84 CRUDE_W 620.90 1.40 867.87 1.00 867.87 38662.15 44.55 6.66 29.68 DAX 245.44 0.69 169.74 1.20 203.67 38662.15 189.83 3.88 73.61 DOW 245.40 0.62 151.95 1.00 151.95 38662.15 254.43 -0.28 -7.01 DX 961.35 0.42 399.08 1.00 399.08 38662.15 96.88 -5.90 -57.16 EUR 1497.12 0.47 708.01 1.00 708.01 38662.15 54.61 4.55 24.87 EURIBOR-ICE 2441.75 0.03 78.56 1.20 94.26 38662.15 410.17 7.32 300.33 EUROSTX 594.70 0.73 432.21 1.20 518.59 38662.15 74.55 15.56 115.98 FEEDCOW 1817.00 0.78 1416.44 1.00 1416.44 38662.15 27.30 13.80 37.67 GASOIL 695.25 1.65 1145.69 1.00 1145.69 38662.15 33.75 13.97 47.15 GASOLINE 908.25 1.44 1311.39 1.00 1311.39 38662.15 29.48 -2.50 -7.37 GAS_US_mini 97.25 3.67 356.59 1.00 356.59 38662.15 108.42 4.40 47.73 GBP 862.19 0.49 421.57 1.00 421.57 38662.15 91.71 10.95 100.44 GOLD_micro 544.76 1.06 575.07 1.00 575.07 38662.15 67.23 8.48 56.98 HEATOIL 1010.02 1.60 1617.75 1.00 1617.75 38662.15 23.90 6.80 16.26 JGB-SGX-mini 131530.00 0.18 23571.69 0.01 154.50 38662.15 250.25 -11.15 -279.14 JPY 819.62 0.67 552.51 1.00 552.51 38662.15 69.98 -3.01 -21.09 LEANHOG 381.30 1.14 433.26 1.00 433.26 38662.15 89.24 12.59 112.31 LIVECOW 949.10 0.72 686.41 1.00 686.41 38662.15 56.33 6.36 35.84 LUMBER-new 164.59 1.23 202.67 1.00 202.67 38662.15 190.76 -7.45 -142.12 MXP 288.90 0.53 153.08 1.00 153.08 38662.15 252.57 20.00 505.14 NASDAQ_micro 516.94 0.72 374.37 1.00 374.37 38662.15 103.27 -2.68 -27.70 NIKKEI 53080.00 1.22 64826.81 0.01 424.90 38662.15 90.99 6.80 61.84 NZD 607.45 0.59 357.90 1.00 357.90 38662.15 108.02 14.57 157.34 OAT 1220.50 0.28 340.16 1.20 408.14 38662.15 94.73 14.37 136.14 OATIES 152.88 1.63 249.04 1.00 249.04 38662.15 155.24 -14.69 -228.03 OJ 337.65 2.64 890.38 1.00 890.38 38662.15 43.42 -3.86 -16.76 PALLAD 2095.50 3.03 6339.04 1.00 6339.04 38662.15 6.10 6.30 3.84 PLAT 1352.55 2.90 3924.25 1.00 3924.25 38662.15 9.85 6.69 6.59 REDWHEAT 278.88 1.50 417.01 1.00 417.01 38662.15 92.71 -5.82 -53.93 RICE 222.90 1.36 302.70 1.00 302.70 38662.15 127.72 -6.48 -82.81 ROBUSTA 418.50 1.52 637.83 1.00 637.83 38662.15 60.62 2.81 17.01 RUSSELL 132.61 0.90 119.02 1.00 119.02 38662.15 324.85 11.38 369.61 SHATZ 1069.05 0.05 48.47 1.20 58.16 38662.15 664.74 1.56 103.50 SILVER-mini 2912.50 2.15 6272.65 1.00 6272.65 38662.15 6.16 12.48 7.69 SMI 1312.80 0.71 935.01 1.31 1222.84 38662.15 31.62 14.72 46.54 SOFR 2412.50 0.04 105.35 1.00 105.35 38662.15 366.98 -12.42 -455.96 SOYBEAN 544.62 0.72 394.70 1.00 394.70 38662.15 97.95 -4.58 -44.86 SOYMEAL 299.90 1.23 369.25 1.00 369.25 38662.15 104.70 -16.43 -172.06 SOYOIL 327.24 1.18 384.52 1.00 384.52 38662.15 100.55 -2.71 -27.23 SP400 3466.90 0.76 2637.72 1.00 2637.72 38662.15 14.66 5.79 8.49 SP500_micro 348.29 0.56 194.87 1.00 194.87 38662.15 198.40 -1.38 -27.30 SUGAR11 160.27 1.40 223.60 1.00 223.60 38662.15 172.91 -8.77 -151.62 US10 1118.44 0.24 272.86 1.00 272.86 38662.15 141.69 -12.51 -177.25 US10U 1142.81 0.33 372.26 1.00 372.26 38662.15 103.86 -11.33 -117.65 US2 2083.91 0.06 125.19 1.00 125.19 38662.15 308.84 -11.84 -365.74 US20 1152.19 0.51 587.24 1.00 587.24 38662.15 65.84 -3.61 -23.76 US30 1177.81 0.72 846.38 1.00 846.38 38662.15 45.68 -4.89 -22.31 US5 1088.67 0.16 172.48 1.00 172.48 38662.15 224.16 -13.44 -301.21 VIX 197.50 2.33 460.40 1.00 460.40 38662.15 83.97 -18.15 -152.38 WHEAT 296.25 1.15 341.50 1.00 341.50 38662.15 113.21 -7.05 -79.76 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 200.808 0.010 2.5 5.218 BITCOIN -335.111 0.043 2.5 -36.339 BOBL 2.288 0.004 2.5 0.023 BTP 107.782 0.014 2.5 3.681 BUND 25.045 0.004 2.5 0.254 BUXL -23.287 0.004 2.5 -0.236 CAC 32.592 0.014 2.5 1.113 CAD 51.596 0.010 2.5 1.341 CANOLA 175.369 0.010 2.5 4.272 CHF -7.863 0.010 2.5 -0.204 COCOA -29.563 0.010 2.5 -0.720 COFFEE 3.013 0.005 2.5 0.040 COPPER 15.100 0.043 2.5 1.637 CORN -142.138 0.010 2.5 -3.463 COTTON2 -233.840 0.010 2.5 -5.697 CRUDE_W 29.682 0.043 2.5 3.219 DAX 73.607 0.014 2.5 2.514 DOW -7.011 0.009 2.5 -0.163 DX -57.165 0.010 2.5 -1.485 EUR 24.869 0.010 2.5 0.646 EURIBOR-ICE 300.329 0.014 2.5 10.258 EUROSTX 115.984 0.014 2.5 3.962 FEEDCOW 37.673 0.013 2.5 1.250 GASOIL 47.152 0.017 2.5 2.047 GASOLINE -7.374 0.017 2.5 -0.320 GAS_US_mini 47.733 0.043 2.5 5.176 GBP 100.437 0.010 2.5 2.610 GOLD_micro 56.983 0.014 2.5 1.946 HEATOIL 16.258 0.017 2.5 0.706 JGB-SGX-mini -279.138 0.043 2.5 -30.270 JPY -21.092 0.010 2.5 -0.548 LEANHOG 112.307 0.024 2.5 6.835 LIVECOW 35.842 0.013 2.5 1.189 LUMBER-new -142.117 0.010 2.5 -3.462 MXP 505.136 0.059 2.5 74.245 NASDAQ_micro -27.701 0.009 2.5 -0.645 NIKKEI 61.837 0.043 2.5 6.706 NZD 157.338 0.010 2.5 4.088 OAT 136.140 0.014 2.5 4.650 OATIES -228.034 0.010 2.5 -5.556 OJ -16.763 0.010 2.5 -0.408 PALLAD 3.841 0.014 2.5 0.131 PLAT 6.589 0.014 2.5 0.225 REDWHEAT -53.931 0.005 2.5 -0.716 RICE -82.814 0.010 2.5 -2.018 ROBUSTA 17.005 0.005 2.5 0.226 RUSSELL 369.610 0.013 2.5 12.265 SHATZ 103.496 0.004 2.5 1.051 SILVER-mini 7.690 0.014 2.5 0.263 SMI 46.543 0.014 2.5 1.590 SOFR -455.960 0.024 2.5 -27.750 SOYBEAN -44.864 0.004 2.5 -0.418 SOYMEAL -172.060 0.004 2.5 -1.602 SOYOIL -27.227 0.004 2.5 -0.254 SP400 8.489 0.013 2.5 0.282 SP500_micro -27.305 0.009 2.5 -0.635 SUGAR11 -151.620 0.010 2.5 -3.694 US10 -177.253 0.005 2.5 -2.249 US10U -117.649 0.005 2.5 -1.493 US2 -365.736 0.005 2.5 -4.641 US20 -23.760 0.005 2.5 -0.302 US30 -22.315 0.005 2.5 -0.283 US5 -301.210 0.005 2.5 -3.822 VIX -152.380 0.099 2.5 -37.667 WHEAT -79.764 0.005 2.5 -1.060 ===================== Position diags ===================== AUD 2.61 BITCOIN 20.63 BOBL 2.04 BTP 2.95 BUND 1.00 BUXL 0.43 CAC 1.97 CAD 3.53 CANOLA 10.20 CHF 1.03 COCOA 0.59 COFFEE 0.26 COPPER 1.99 CORN 4.48 COTTON2 2.85 CRUDE_W 4.83 DAX 6.48 DOW 5.92 DX 2.52 EUR 1.42 EURIBOR-ICE 14.01 EUROSTX 2.55 FEEDCOW 0.91 GASOIL 1.46 GASOLINE 1.28 GAS_US_mini 11.76 GBP 2.38 GOLD_micro 2.30 HEATOIL 1.04 JGB-SGX-mini 27.14 JPY 1.82 LEANHOG 5.43 LIVECOW 1.87 LUMBER-new 4.65 MXP 37.12 NASDAQ_micro 2.40 NIKKEI 9.87 NZD 2.81 OAT 3.24 OATIES 3.78 OJ 1.06 PALLAD 0.21 PLAT 0.34 REDWHEAT 1.23 RICE 3.11 ROBUSTA 0.81 RUSSELL 10.78 SHATZ 6.75 SILVER-mini 0.21 SMI 1.08 SOFR 22.33 SOYBEAN 0.91 SOYMEAL 0.98 SOYOIL 0.94 SP400 0.49 SP500_micro 4.62 SUGAR11 4.21 US10 1.80 US10U 1.32 US2 3.92 US20 0.84 US30 0.58 US5 2.84 VIX 20.76 WHEAT 1.50 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.2 5.0 5.5 4.0 4 BITCOIN -36.3 -38.4 -34.3 0.0 0 BOBL 0.0 -0.2 0.2 -1.0 -1 BTP 3.7 3.4 4.0 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.2 -0.3 -0.2 -2.0 -2 CAC 1.1 0.9 1.3 0.0 0 CAD 1.3 1.0 1.7 0.0 0 CANOLA 4.3 3.3 5.3 14.0 14 CHF -0.2 -0.3 -0.1 -2.0 -2 COCOA -0.7 -0.8 -0.7 0.0 0 COFFEE 0.0 0.0 0.1 0.0 0 COPPER 1.6 1.4 1.8 3.0 3 CORN -3.5 -3.9 -3.0 0.0 0 COTTON2 -5.7 -6.0 -5.4 -6.0 -6 CRUDE_W 3.2 2.7 3.7 3.0 3 DAX 2.5 1.9 3.2 0.0 0 DOW -0.2 -0.8 0.4 0.0 0 DX -1.5 -1.7 -1.2 -3.0 -3 EUR 0.6 0.5 0.8 2.0 2 EURIBOR-ICE 10.3 8.9 11.7 0.0 0 EUROSTX 4.0 3.7 4.2 7.0 7 FEEDCOW 1.3 1.2 1.3 2.0 2 GASOIL 2.0 1.9 2.2 1.0 1 GASOLINE -0.3 -0.4 -0.2 0.0 0 GAS_US_mini 5.2 4.0 6.4 -1.0 -1 GBP 2.6 2.4 2.8 3.0 3 GOLD_micro 1.9 1.7 2.2 0.0 0 HEATOIL 0.7 0.6 0.8 2.0 2 JGB-SGX-mini -30.3 -33.0 -27.6 0.0 0 JPY -0.5 -0.7 -0.4 -1.0 -1 LEANHOG 6.8 6.3 7.4 3.0 3 LIVECOW 1.2 1.0 1.4 0.0 0 LUMBER-new -3.5 -3.9 -3.0 0.0 0 MXP 74.2 70.5 78.0 53.0 53 NASDAQ_micro -0.6 -0.9 -0.4 -1.0 -1 NIKKEI 6.7 5.7 7.7 8.0 8 NZD 4.1 3.8 4.4 0.0 0 OAT 4.7 4.3 5.0 5.0 5 OATIES -5.6 -5.9 -5.2 NaN 0 OJ -0.4 -0.5 -0.3 -2.0 -2 PALLAD 0.1 0.1 0.2 0.0 0 PLAT 0.2 0.2 0.3 0.0 0 REDWHEAT -0.7 -0.8 -0.6 -1.0 -1 RICE -2.0 -2.3 -1.7 -3.0 -3 ROBUSTA 0.2 0.1 0.3 0.0 0 RUSSELL 12.3 11.2 13.3 0.0 0 SHATZ 1.1 0.4 1.7 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.6 1.5 1.7 0.0 0 SOFR -27.7 -30.0 -25.5 NaN 0 SOYBEAN -0.4 -0.5 -0.3 0.0 0 SOYMEAL -1.6 -1.7 -1.5 0.0 0 SOYOIL -0.3 -0.3 -0.2 -8.0 -8 SP400 0.3 0.2 0.3 2.0 2 SP500_micro -0.6 -1.1 -0.2 -2.0 -2 SUGAR11 -3.7 -4.1 -3.3 -4.0 -4 US10 -2.2 -2.4 -2.1 -1.0 -1 US10U -1.5 -1.6 -1.4 0.0 0 US2 -4.6 -5.0 -4.2 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.3 -0.2 -5.0 -5 US5 -3.8 -4.1 -3.5 -1.0 -1 VIX -37.7 -39.7 -35.6 -30.0 -30 WHEAT -1.1 -1.2 -0.9 -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 0.3 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 0.3 0.2 0.3 0.5 0.6 0.5 0.5 0.0 0.7 0.2 0.7 BITCOIN 0.2 0.0 -0.6 0.2 0.0 0.5 0.1 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 -0.2 -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 -0.0 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.3 0.1 -0.2 0.1 -0.1 -0.4 -0.0 -0.3 -0.1 -0.1 -0.1 0.1 -0.2 0.0 0.5 -0.1 0.2 -0.4 0.1 -0.4 0.0 -0.5 0.2 0.5 -0.1 -0.2 0.2 0.7 0.7 0.7 BTP 0.3 0.1 -0.1 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.2 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 0.2 0.3 0.2 0.5 0.1 0.7 0.2 0.6 0.6 0.5 0.0 0.7 0.6 0.7 BUND 0.3 -0.1 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 0.1 -0.3 0.1 -0.5 0.0 -0.1 0.4 0.1 0.3 0.2 -0.1 -0.1 0.0 -0.3 -0.0 0.0 -0.1 0.1 -0.4 0.1 -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 -0.0 -0.2 -0.1 0.1 -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 0.4 -0.1 -0.0 -0.5 -0.0 -0.7 -0.1 -0.0 -0.3 0.3 0.1 -0.2 -0.3 0.7 0.2 0.4 CAC -0.3 -0.1 0.0 0.1 -0.0 0.4 0.0 0.5 0.1 -0.1 0.4 -0.2 0.7 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.1 0.3 -0.1 1.0 -0.0 -0.1 0.1 -0.2 0.1 -0.1 0.2 -0.5 -0.6 -0.6 -0.1 0.7 0.7 0.4 0.7 CAD 0.0 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.2 -0.1 0.2 -0.0 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 -0.0 0.2 -0.4 0.0 -0.6 0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.1 -0.2 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.1 -0.3 0.2 -0.2 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 0.3 0.6 -0.2 0.1 0.4 0.7 0.6 0.7 CHF 0.3 0.2 -0.3 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 0.1 0.2 0.1 0.2 0.1 0.1 -1.1 0.4 0.0 0.0 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 -0.2 -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 -0.2 -0.1 -0.1 -0.1 0.8 -0.3 -0.6 -0.1 -0.3 -0.1 -0.0 0.1 0.2 COFFEE -0.1 -0.5 -0.2 -0.0 0.2 -0.5 0.2 -0.7 0.2 -0.1 0.3 -0.1 0.6 -0.1 -0.1 0.4 0.4 0.4 0.4 -0.1 0.0 -0.1 0.5 -0.1 -2.7 -0.1 -0.1 0.1 -0.0 0.7 -0.1 1.1 -0.3 -0.5 -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 0.1 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.2 0.1 -0.3 0.1 0.1 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 -0.0 -0.1 -0.4 -0.4 -0.4 -0.4 -0.1 -0.1 0.0 -0.2 -0.0 1.2 -0.1 0.1 -0.1 0.0 -0.2 -0.1 -1.1 0.3 -0.6 -0.5 0.2 0.0 -0.3 0.3 -0.0 COTTON2 0.0 0.2 -0.0 -0.0 0.2 -0.5 0.2 -0.7 0.2 -0.1 -0.5 -0.1 -0.7 -0.1 -0.2 -0.4 -0.4 -0.4 -0.4 -0.1 -0.2 -0.1 -0.5 -0.1 -1.4 -0.1 -0.1 -0.5 -0.1 -0.7 -0.1 -1.1 -0.5 -0.6 -0.2 -0.1 -0.4 -0.4 -0.3 -0.2 CRUDE_W 0.6 0.3 -0.0 0.2 0.2 0.2 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 0.1 -0.0 0.2 -0.2 0.2 1.1 0.1 0.2 -0.1 0.2 -0.4 0.2 -0.1 -0.4 -0.6 -0.2 -0.4 0.3 0.7 0.4 0.5 DAX -0.2 0.4 -0.1 0.1 -0.0 0.4 0.0 0.5 0.1 -0.1 0.4 -0.1 0.7 0.1 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.1 -0.1 0.5 0.0 -1.9 0.1 -0.2 0.3 -0.2 0.4 -0.0 -0.2 -0.5 -0.2 0.4 -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 -1.5 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.2 -0.0 -0.2 -0.0 0.1 -0.1 -0.7 -0.2 -0.7 DX -0.3 -0.2 0.3 0.1 0.2 0.1 0.2 0.1 0.2 -0.1 0.0 -0.2 -0.4 -0.1 -0.1 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 0.2 0.1 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.1 0.5 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 0.1 -0.1 -0.0 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 -0.0 -0.4 -0.1 0.1 -0.2 0.0 -0.2 -0.0 0.1 -0.2 0.1 0.1 0.0 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.1 0.1 -0.0 0.0 -0.1 -0.1 0.2 -0.3 0.1 -0.2 0.0 0.8 0.2 0.4 -0.2 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.1 0.3 0.2 0.1 -0.0 0.4 0.0 0.5 0.1 -0.1 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 -0.1 0.5 -0.0 0.6 0.1 0.6 -0.3 0.2 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 0.2 0.5 0.2 -2.7 0.1 0.1 0.3 0.1 0.7 0.1 1.1 -0.2 0.2 0.6 0.2 0.7 0.7 0.7 0.7 GASOIL 0.6 0.0 -0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.1 0.0 0.4 0.3 0.3 0.3 0.1 0.0 0.2 0.1 0.2 -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 0.1 -0.0 0.2 0.2 0.2 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 0.2 -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 0.6 -0.2 0.2 0.1 0.2 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 2.7 -0.0 0.1 -0.1 0.1 -0.1 0.0 -0.4 -0.0 -0.6 -0.6 -0.1 0.2 -0.5 -0.1 -0.7 GBP 0.2 0.4 -0.1 0.2 0.2 0.2 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 -0.1 0.1 0.3 0.2 -0.1 -0.2 0.1 -0.3 GOLD_micro 0.6 -0.1 0.4 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 -0.0 -0.0 0.1 0.2 0.1 0.2 0.1 0.2 0.1 0.0 0.2 0.2 0.1 -0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.2 0.1 0.2 -2.5 0.1 0.2 0.1 0.2 0.1 0.2 1.1 -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 -0.0 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 -0.0 -0.4 -0.1 -0.2 -0.2 -0.0 -0.5 -0.1 -0.5 -0.1 0.8 -0.1 -0.5 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.5 0.4 -0.3 0.1 0.2 0.1 0.2 0.1 0.2 0.1 -0.3 0.1 -0.4 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -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 -0.0 0.2 -0.5 0.2 -0.7 0.2 -0.1 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 0.0 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 0.5 0.2 0.1 -0.2 0.1 -0.1 -0.0 0.2 0.2 0.1 0.5 0.2 -2.7 0.0 0.0 0.1 0.0 0.5 0.0 0.8 -0.4 -0.3 0.5 -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 -0.5 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 -0.0 -0.0 -0.5 0.0 -0.7 0.1 -1.2 -0.6 0.1 0.3 -0.5 0.1 0.8 0.2 0.8 MXP 0.4 0.3 0.2 0.2 0.2 0.2 0.2 0.1 0.2 0.1 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 -0.3 0.6 0.6 0.6 0.5 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 0.1 0.1 0.1 0.5 0.1 -2.7 0.0 0.1 0.2 0.1 0.5 0.0 -0.3 0.4 -0.0 -0.4 -0.2 0.1 -0.7 0.1 -0.7 NIKKEI -0.1 -0.3 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 0.3 0.0 0.5 0.1 1.1 -0.0 0.3 0.1 0.5 -0.2 0.1 -0.4 0.2 NZD 0.6 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 0.4 0.3 0.0 -0.1 0.0 0.7 0.3 0.7 OAT 0.4 0.1 0.0 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.2 0.1 0.2 -0.1 0.2 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 0.1 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 0.2 -0.2 -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 0.4 0.6 0.1 -0.0 0.1 -0.2 0.1 -0.5 0.1 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 0.8 0.4 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 0.0 0.1 0.2 0.0 0.3 0.0 0.2 -0.2 -0.3 -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 0.1 0.2 0.1 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.1 0.1 0.0 0.3 0.0 0.3 0.1 0.2 -0.1 -0.3 0.3 0.1 0.7 0.3 -0.2 -0.3 REDWHEAT 0.2 0.2 0.4 -0.0 0.2 -0.5 0.2 -0.7 0.2 0.2 -0.4 0.2 -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 0.1 0.2 -0.0 0.2 -0.3 0.1 -0.9 0.5 0.1 0.1 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 -0.6 0.1 -1.0 0.2 0.5 0.3 -0.1 -0.5 -0.5 -0.2 -0.6 ROBUSTA 0.6 -0.2 -0.2 -0.0 0.1 -0.4 0.2 -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 0.1 -0.0 0.1 1.1 0.4 0.3 -0.3 0.1 -0.0 0.3 0.3 0.6 RUSSELL 0.4 0.4 0.3 0.1 -0.0 0.3 0.0 0.5 0.1 -0.1 0.5 0.1 0.7 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.5 0.2 1.2 0.2 -0.1 0.5 0.0 0.6 0.1 0.0 0.1 0.6 0.4 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.4 0.1 -0.3 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.4 0.1 -0.4 0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.1 -0.1 0.1 -0.3 0.0 1.5 -0.1 0.2 -0.4 0.1 -0.5 0.0 -1.1 0.3 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 -0.0 0.4 -0.1 0.6 0.0 0.1 0.3 0.1 0.2 0.2 0.1 0.2 -0.1 0.4 0.0 1.4 0.2 -0.0 0.5 -0.1 0.5 0.0 1.1 -0.5 -0.5 0.3 0.6 -0.2 0.7 -0.2 0.7 SOFR -0.2 -0.4 -0.4 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.1 -0.1 -0.1 0.5 -0.2 -0.2 0.2 0.1 0.2 0.2 -0.2 -0.1 -0.0 0.1 -0.1 -2.7 -0.2 0.1 -0.2 0.0 0.2 -0.1 0.3 0.2 -0.2 -0.3 -0.2 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.2 -0.4 0.1 -0.0 0.2 -0.5 0.2 -0.7 0.2 0.2 0.1 0.2 0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -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 0.1 -0.6 0.5 -0.7 -0.4 -0.7 -0.2 SOYMEAL -0.2 -0.5 0.3 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.1 -0.2 -0.0 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -0.0 0.0 0.1 -0.0 -0.0 -0.1 -0.7 0.0 -0.5 -0.6 0.6 -0.7 -0.7 -0.4 -0.6 SOYOIL 0.6 0.2 -0.1 -0.0 0.2 -0.5 0.2 -0.7 0.1 0.1 -0.1 0.2 0.3 0.2 0.1 -0.2 -0.1 -0.2 -0.2 0.2 0.0 0.2 0.1 0.2 -2.3 0.1 0.1 0.0 0.2 -0.0 0.2 0.0 0.4 0.6 0.1 0.3 -0.4 -0.7 -0.4 -0.7 SP400 0.3 0.5 0.3 0.1 -0.0 0.3 0.0 0.4 0.1 -0.1 0.5 0.1 0.5 0.1 0.2 -0.1 -0.1 -0.1 -0.1 0.2 0.2 0.0 0.3 0.1 0.4 0.1 -0.1 0.3 -0.0 0.2 0.1 -0.0 -0.0 0.3 0.2 -0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 -0.1 0.1 0.1 -0.0 0.3 0.0 0.5 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 0.0 0.3 0.0 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 0.2 -0.1 -0.0 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.3 -0.1 -0.6 -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 -0.6 0.1 1.1 0.0 -0.2 0.2 -0.1 -0.1 -0.6 0.1 -0.4 US10 -0.3 -0.3 -0.2 -0.1 0.1 -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 -1.5 -0.1 0.0 -0.0 -0.1 0.2 -0.1 -0.2 -0.2 -0.5 -0.2 0.0 -0.7 -0.7 -0.7 -0.7 US10U -0.2 -0.3 -0.2 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.1 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 -0.4 -0.4 0.0 0.2 -0.6 -0.3 -0.6 -0.7 US2 -0.4 -0.2 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 -0.2 -0.1 -0.0 -0.2 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.0 -0.1 -0.1 2.2 -0.2 0.1 -0.2 -0.1 0.0 -0.2 -1.1 0.0 -0.6 -0.2 -0.2 -0.7 -0.7 -0.7 -0.7 US20 0.0 -0.2 -0.1 -0.1 0.1 -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 -0.3 0.0 0.2 0.2 -0.4 0.5 -0.1 -0.7 US30 0.1 -0.2 -0.1 -0.1 0.1 -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 -0.2 0.1 0.2 0.2 -0.3 0.3 0.0 -0.5 US5 -0.3 -0.3 -0.2 -0.1 0.1 -0.3 0.0 -0.3 -0.1 0.1 0.0 -0.1 0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.1 0.1 -0.1 -0.9 -0.1 0.1 -0.1 -0.1 0.2 -0.1 -0.5 -0.2 -0.6 -0.2 -0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.5 -0.3 -0.5 -0.2 0.1 -0.6 0.1 -0.5 -0.1 0.0 -0.9 -0.0 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.0 -0.6 -0.1 NaN -0.2 0.1 -0.7 0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -0.0 -1.1 NaN NaN WHEAT 0.4 0.1 0.2 -0.0 0.2 -0.5 0.2 -0.7 0.2 0.2 -0.5 0.2 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.2 -0.5 0.1 1.6 0.1 0.2 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.4 -0.0 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 10.0 13.1 7.7 12.2 20.0 4.4 20.0 3.1 20.0 20.0 19.7 20.0 13.6 20.0 20.0 0.8 -0.6 0.5 -0.1 20.0 17.0 20.0 9.5 20.0 17.0 20.0 20.0 15.4 20.0 7.1 20.0 5.8 20.0 20.0 16.3 15.5 1.3 20.0 4.9 20.0 BITCOIN 7.5 0.1 -20.0 16.9 1.7 19.5 12.4 19.5 15.0 -18.7 -18.2 -18.4 -3.8 -10.2 -19.8 -3.8 -6.1 -4.4 -5.1 -16.4 -20.0 -20.0 -9.8 -12.2 -20.0 -16.3 -20.0 -19.0 -19.5 -8.6 -13.1 -0.1 -20.0 -20.0 -20.0 -20.0 -0.6 -0.5 -20.0 -17.0 BOBL 11.3 -0.5 -8.7 -9.4 10.6 -8.3 1.8 -6.5 -5.4 15.8 -11.9 12.8 -6.2 6.2 -11.1 -20.0 -1.2 -14.6 -4.7 -5.3 -9.3 6.6 -8.3 1.8 3.4 -9.9 18.6 -14.4 8.1 -11.0 0.4 -10.0 6.8 16.5 -2.4 -6.1 6.4 20.0 20.0 20.0 BTP 8.9 2.0 -2.3 -11.5 13.0 -10.1 2.3 -7.9 -6.6 20.0 15.2 20.0 20.0 20.0 11.2 16.2 10.6 14.0 12.1 7.3 7.7 10.5 11.8 9.3 -20.0 10.0 18.8 9.5 15.4 14.2 13.2 12.6 9.5 20.0 17.7 16.7 1.3 20.0 17.1 20.0 BUND 9.7 -1.8 -6.4 -10.4 11.8 -9.2 2.0 -7.2 -6.0 13.6 -12.4 9.5 -13.4 4.0 -12.1 20.0 7.1 14.3 9.9 -6.6 -10.0 3.8 -10.9 -0.2 0.0 -9.8 13.9 -13.9 5.3 -11.9 -0.6 7.4 -1.0 17.0 0.1 -4.2 1.1 20.0 15.4 20.0 BUXL 7.7 -0.9 -5.8 -9.5 10.8 -8.4 1.9 -6.6 -5.5 -10.2 -17.7 -3.4 -20.0 -5.1 -15.3 5.1 3.6 4.7 4.3 -10.7 -15.8 -3.3 -20.0 -5.1 2.6 -12.1 -2.2 -18.4 -4.1 -20.0 -5.1 -0.2 -12.6 9.2 1.9 -5.9 -7.9 20.0 5.0 10.6 CAC -9.9 -1.6 1.1 11.4 -4.3 14.0 1.6 15.0 7.2 -13.1 14.7 -15.9 19.1 -9.3 4.5 -5.8 -3.0 -5.4 -4.1 2.7 9.5 -13.2 11.6 -7.0 7.1 -0.9 -10.8 4.4 -14.6 4.0 -9.6 3.7 -20.0 -20.0 -19.4 -4.5 19.9 20.0 12.9 20.0 CAD 1.3 9.4 6.5 14.9 20.0 5.7 20.0 3.6 20.0 20.0 -2.9 18.4 -0.9 13.8 11.2 -7.3 -7.6 -7.7 -7.7 10.7 3.6 20.0 -1.9 20.0 20.0 11.8 20.0 3.7 20.0 -1.1 20.0 -6.8 0.3 -18.3 0.5 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 3.5 -5.1 -2.0 17.3 -17.8 15.2 -20.0 10.2 9.2 -10.3 14.4 -4.2 10.1 2.4 -16.4 -14.3 -17.7 -16.8 2.3 -6.3 14.4 -6.6 12.8 10.7 2.6 7.6 -6.8 14.1 -8.0 12.9 -14.7 11.7 20.0 -6.3 3.3 11.3 20.0 18.2 20.0 CHF 9.9 6.3 -10.2 8.2 20.0 3.1 20.0 2.0 17.0 8.6 -0.3 9.2 8.4 6.6 2.4 -14.9 -16.4 -16.4 -16.2 6.0 2.8 20.0 3.5 13.8 -1.2 5.6 20.0 2.9 19.9 3.5 12.2 -20.0 15.7 0.6 0.4 1.1 -9.7 -20.0 -7.0 -20.0 COCOA -20.0 -5.4 -16.3 -0.9 7.5 -7.7 6.6 -11.2 4.4 -5.3 -6.2 -6.5 -4.1 -6.2 -5.9 -3.8 5.1 -3.2 -0.4 -10.9 -8.8 -12.7 -5.1 -13.7 -20.0 -6.2 -3.5 -5.7 -5.8 -2.4 -6.7 15.9 -11.0 -20.0 -4.1 -8.1 -2.2 -0.0 4.1 5.3 COFFEE -3.9 -14.8 -5.2 -2.8 20.0 -20.0 20.0 -20.0 14.1 -14.1 10.8 -13.8 15.3 -12.2 -13.4 20.0 19.4 20.0 20.0 -7.6 2.9 -8.0 17.2 -8.9 -20.0 -6.5 -9.9 3.9 -2.3 20.0 -5.2 20.0 -11.7 -15.1 -20.0 2.4 20.0 17.0 20.0 20.0 COPPER 0.8 13.6 14.7 8.7 10.5 9.8 9.8 9.8 8.5 5.7 6.4 3.0 4.5 6.4 7.9 -6.4 -6.3 -6.8 -6.6 11.4 10.5 4.4 7.3 7.6 -1.9 6.6 5.7 8.0 3.1 8.7 3.8 -1.4 -20.0 -9.3 -8.7 -7.2 20.0 20.0 20.0 20.0 CORN -6.7 -4.8 7.1 -2.6 20.0 -20.0 20.0 -20.0 13.4 18.7 -3.8 3.4 -10.0 -4.2 -7.4 -20.0 -20.0 -20.0 -20.0 -6.0 -5.2 5.4 -8.7 -3.6 9.4 -7.2 12.8 -4.6 4.4 -6.2 -4.9 -20.0 12.8 -20.0 -14.6 5.9 0.1 -8.7 7.8 -1.5 COTTON2 0.3 6.8 -0.9 -3.2 20.0 -20.0 20.0 -20.0 16.3 -8.3 -20.0 -12.6 -20.0 -5.1 -16.7 -20.0 -17.6 -20.0 -20.0 -8.1 -14.4 -9.9 -20.0 -7.3 -10.8 -10.0 -10.9 -17.8 -12.1 -20.0 -8.2 -20.0 -20.0 -19.1 -5.6 -4.4 -11.3 -12.7 -9.8 -7.1 CRUDE_W 19.7 8.7 -0.5 14.8 20.0 5.6 20.0 2.3 20.0 19.5 -12.2 20.0 -14.3 18.7 4.3 1.4 3.9 0.9 1.9 5.2 -4.0 20.0 -8.9 16.4 7.9 6.8 20.0 -4.7 20.0 -10.5 18.1 -1.1 -18.1 -17.4 -4.9 -12.9 9.7 20.0 12.3 15.4 DAX -4.7 13.5 -4.5 10.6 -4.0 13.1 1.5 13.9 6.7 -15.3 13.8 -10.7 19.2 5.9 12.9 -10.0 -7.3 -8.7 -7.6 12.6 13.2 -13.8 17.4 2.0 -14.6 10.3 -20.0 9.5 -14.7 10.4 -0.1 -2.9 -20.0 -6.9 11.7 -0.6 11.5 20.0 6.1 20.0 DOW -3.4 4.1 5.7 8.2 -3.0 10.0 1.1 10.7 5.2 -0.3 15.8 0.9 16.0 8.0 13.6 -7.4 -8.1 -7.6 -7.7 12.1 16.7 -1.9 17.4 4.8 -10.9 7.8 -5.8 11.8 -3.0 12.9 1.9 -3.8 -0.8 -4.8 -0.4 2.0 -1.5 -20.0 -6.4 -20.0 DX -8.4 -7.5 8.0 11.1 20.0 4.2 20.0 2.7 20.0 -14.6 1.8 -14.0 -11.6 -10.6 -5.2 5.4 6.1 5.9 5.9 -7.8 -3.2 -20.0 -5.0 -18.4 -20.0 -10.4 -20.0 -4.3 -20.0 -3.5 -20.0 16.7 -20.0 -20.0 -20.0 -2.2 3.3 20.0 10.4 20.0 EUR 5.1 2.5 -9.4 12.7 20.0 4.8 20.0 3.1 20.0 11.2 3.2 12.7 14.9 9.8 6.7 -7.7 -8.1 -8.3 -8.1 8.0 5.3 20.0 8.1 17.2 9.4 10.3 20.0 6.5 20.0 6.9 19.2 -7.5 5.1 -3.7 -1.1 3.8 -8.6 -20.0 -4.0 -20.0 EURIBOR-ICE 11.3 -0.6 -12.5 -7.2 8.1 -6.3 1.4 -4.9 -4.1 12.6 -7.7 8.2 2.9 4.2 -7.5 13.7 11.8 13.4 13.0 -2.9 -5.3 7.8 -1.2 2.9 -0.4 -7.0 19.0 -9.4 8.5 -4.6 1.0 14.7 9.6 13.2 -6.0 -5.5 12.0 20.0 20.0 20.0 EUROSTX -2.8 9.0 6.5 10.6 -4.0 13.0 1.5 13.9 6.7 -5.7 19.9 1.3 20.0 11.5 16.7 8.9 0.5 4.8 2.0 20.0 20.0 0.7 20.0 11.3 -8.0 18.4 -5.8 19.3 -0.9 15.3 8.8 11.4 -10.7 5.1 10.4 13.4 18.0 20.0 9.3 20.0 FEEDCOW 10.9 20.0 7.1 -2.2 18.8 -19.4 16.6 -20.0 11.1 13.6 10.4 15.0 13.0 16.8 11.3 10.0 9.3 11.4 11.8 20.0 20.0 16.7 20.0 20.0 -20.0 11.0 9.2 12.3 8.9 20.0 11.4 20.0 -9.2 4.7 20.0 4.9 20.0 20.0 20.0 20.0 GASOIL 20.0 0.1 -0.5 11.4 20.0 4.3 20.0 1.8 20.0 14.9 4.1 16.1 6.3 13.5 0.6 19.3 15.6 17.4 17.0 6.9 3.3 20.0 3.1 15.9 -2.2 12.9 20.0 8.7 20.0 6.5 19.4 20.0 -2.3 1.8 2.3 5.8 1.0 20.0 -6.1 9.0 GASOLINE 20.0 3.5 -0.9 15.1 20.0 5.7 20.0 2.3 20.0 19.4 -3.7 20.0 -0.5 17.9 4.1 -20.0 -20.0 -20.0 -20.0 6.9 0.3 20.0 -1.2 17.0 -18.8 9.3 20.0 -0.3 20.0 -3.2 19.2 -20.0 -20.0 -9.5 -8.2 -6.1 9.6 20.0 6.7 20.0 GAS_US_mini 17.5 -4.8 7.6 8.5 20.0 3.2 20.0 1.3 16.4 10.7 -4.9 11.1 -8.0 0.8 -2.4 20.0 -6.7 20.0 20.0 2.1 -2.0 19.7 -3.4 11.5 20.0 -2.5 11.2 -3.5 10.5 -3.1 3.5 -6.7 -0.1 -20.0 -20.0 -4.1 4.6 -14.8 -2.6 -20.0 GBP 5.4 12.9 -3.6 14.8 20.0 5.6 20.0 3.6 20.0 16.8 6.7 17.3 14.8 18.6 17.4 0.4 0.1 0.3 0.2 16.3 9.0 20.0 8.0 20.0 0.9 19.6 20.0 11.6 20.0 9.6 20.0 6.6 -5.6 1.7 9.7 7.3 -2.8 -7.1 2.0 -8.8 GOLD_micro 20.0 -3.6 11.9 9.2 11.1 10.3 10.3 10.3 9.0 9.5 10.3 10.6 10.2 10.7 10.7 -8.1 -10.1 -8.4 -9.0 20.0 19.2 20.0 17.0 20.0 -20.0 18.3 20.0 18.3 20.0 18.7 20.0 -6.7 20.0 20.0 15.5 19.4 14.7 5.9 -14.0 -18.2 HEATOIL 20.0 -0.4 -1.2 12.0 20.0 4.5 20.0 1.9 20.0 15.8 1.2 17.1 4.4 13.7 -2.1 20.0 13.8 20.0 17.1 7.9 3.1 20.0 3.2 19.3 -18.5 8.5 20.0 4.0 20.0 4.0 17.1 19.9 -5.6 -3.5 -6.9 2.0 7.6 13.3 -1.6 -11.0 JGB-SGX-mini 6.1 -5.6 -15.9 -4.4 5.0 -3.9 0.9 -3.0 -2.5 1.4 -10.3 -5.2 -10.2 -8.1 -9.7 5.5 13.2 10.8 12.2 -17.0 -17.4 -5.3 -15.4 -12.1 -1.2 -17.7 -0.0 -17.5 -5.2 -14.3 -12.4 15.1 -5.2 -14.8 -20.0 -20.0 -7.3 -20.0 3.2 -20.0 JPY 15.7 11.2 -8.8 8.9 20.0 3.4 20.0 2.2 18.4 8.8 -12.5 8.6 -12.5 3.0 -7.9 -8.9 -10.5 -9.5 -9.7 -4.3 -11.2 17.1 -12.3 6.5 20.0 -3.0 20.0 -9.4 18.2 -9.9 7.7 -10.8 -9.2 -8.7 -17.0 -19.0 -9.4 -14.5 -5.2 -17.5 LEANHOG 17.0 20.0 -5.0 -3.2 20.0 -20.0 20.0 -20.0 16.2 -14.7 12.4 19.6 15.9 20.0 18.4 -20.0 5.6 -20.0 -9.8 20.0 15.9 17.7 12.5 20.0 -3.9 20.0 -4.4 19.0 18.5 11.6 20.0 14.1 1.5 20.0 20.0 19.1 -5.1 12.5 1.5 20.0 LIVECOW 5.4 18.4 -0.4 -2.4 20.0 -20.0 18.3 -20.0 12.2 9.8 7.6 10.4 12.8 16.7 9.0 -8.8 4.8 -5.3 -1.0 16.1 14.4 9.1 20.0 15.1 -20.0 1.8 2.5 3.6 3.2 15.0 3.6 15.8 -16.9 -9.7 16.9 -3.5 20.0 20.0 20.0 20.0 LUMBER-new 20.0 15.7 -15.1 -2.2 18.8 -19.4 16.6 -20.0 11.1 -10.6 -14.5 7.6 -14.6 8.0 -9.3 -20.0 -20.0 -20.0 -20.0 -2.9 -16.4 4.3 -20.0 7.1 NaN -3.9 -0.7 -15.3 3.5 -16.1 5.8 -20.0 -20.0 3.7 9.0 -12.4 1.5 20.0 5.7 20.0 MXP 12.9 10.4 5.3 16.6 20.0 6.3 20.0 4.0 20.0 16.5 20.0 20.0 20.0 20.0 20.0 13.1 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 -11.2 20.0 20.0 20.0 14.5 11.3 20.0 15.4 NASDAQ_micro -0.2 -5.2 -4.0 8.1 -3.0 9.9 1.1 10.6 5.1 8.7 12.3 9.8 15.0 9.5 5.6 -8.3 -8.6 -8.3 -8.4 5.5 12.3 8.8 19.6 5.2 -20.0 2.9 5.9 7.4 7.2 13.1 3.7 -4.9 18.7 -1.5 -11.3 -6.7 4.5 -20.0 4.2 -20.0 NIKKEI -2.1 -8.1 2.0 5.7 -2.1 7.0 0.8 7.5 3.6 2.6 11.0 5.7 11.0 8.5 9.9 10.7 7.8 8.7 7.6 11.2 14.7 3.9 15.6 7.8 -13.4 8.3 0.4 12.5 2.5 13.5 5.2 20.0 -0.3 7.8 2.9 15.9 -7.4 2.1 -11.8 6.7 NZD 17.6 16.3 4.3 11.2 20.0 4.3 20.0 2.7 20.0 15.9 -2.1 16.7 -5.6 15.7 11.0 -3.5 -3.5 -3.9 -3.9 13.1 2.2 20.0 -3.8 20.0 15.3 13.0 20.0 0.9 20.0 -4.9 20.0 0.0 15.2 10.7 1.2 -2.1 0.5 20.0 7.9 20.0 OAT 13.6 3.3 1.4 -9.6 10.9 -8.5 1.9 -6.6 -5.5 19.2 4.0 20.0 -3.1 15.3 2.7 12.3 12.6 14.0 14.5 5.9 1.0 18.9 -2.6 13.0 0.1 8.3 20.0 2.1 20.0 -1.0 17.4 16.8 20.0 20.0 16.0 13.5 -0.7 20.0 15.0 20.0 OATIES -0.5 5.5 -4.7 -1.7 14.7 -15.1 13.0 -20.0 8.7 4.0 -10.7 -1.0 -10.7 -0.5 -4.2 -12.5 -12.2 -16.1 -16.0 -7.1 -11.0 0.2 -11.7 -3.1 -3.4 -8.3 4.3 -13.8 2.1 -14.4 -1.9 -12.5 3.3 -9.7 -13.3 -7.2 -8.2 -16.2 -4.4 -18.8 OJ 12.5 20.0 1.6 -1.0 8.8 -9.1 7.8 -13.2 5.2 6.8 -3.6 7.4 -6.7 7.6 4.1 4.5 2.6 1.1 0.5 6.4 -1.9 9.1 -7.9 10.0 -20.0 9.5 6.2 1.4 9.0 -4.2 11.9 14.1 14.8 8.8 20.0 2.7 -20.0 -20.0 -14.6 -20.0 PALLAD 8.4 3.1 5.8 7.0 8.5 7.9 7.9 7.9 6.9 5.4 5.9 5.7 5.3 5.7 5.7 -3.0 -3.1 -3.2 -3.1 8.6 7.9 7.5 6.0 8.0 11.4 4.6 5.8 7.7 3.5 8.7 2.7 4.3 -7.4 -10.6 -6.8 -0.7 8.4 -2.8 -11.0 -11.4 PLAT 10.7 3.9 -2.8 6.2 7.5 7.0 7.0 6.9 6.1 3.8 6.2 5.1 6.0 6.0 5.9 -2.3 -3.7 -3.3 -3.5 11.3 9.2 9.1 6.6 11.1 -0.5 8.5 2.8 9.3 3.5 8.9 5.8 3.6 -5.4 -8.7 9.4 3.2 20.0 9.5 -5.0 -7.7 REDWHEAT 6.3 7.3 12.5 -2.7 20.0 -20.0 20.0 -20.0 13.9 18.1 -14.8 14.2 -19.2 13.2 2.1 -14.7 -16.3 -15.7 -16.3 2.0 -5.3 14.0 -14.7 7.7 7.6 5.9 20.0 -0.6 18.0 -8.4 12.2 -16.5 20.0 4.5 2.0 16.4 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 3.5 -1.1 9.6 -9.9 8.4 -14.3 5.6 8.0 -7.2 8.8 -8.5 8.2 -0.2 -19.9 -14.5 -20.0 -19.5 0.9 -9.2 11.0 -15.1 8.7 1.0 3.5 10.9 -7.7 11.2 -15.4 10.7 -18.2 7.2 15.6 7.8 -4.2 -13.7 -16.5 -6.7 -16.9 ROBUSTA 18.3 -6.4 -5.3 -1.9 16.1 -16.6 14.2 -20.0 9.5 6.4 3.1 9.7 -2.1 6.4 -2.0 20.0 15.7 20.0 17.0 -0.3 -3.5 14.4 -1.4 8.6 -20.0 0.4 8.9 -2.5 12.6 -0.7 7.8 20.0 15.4 9.1 -8.1 1.6 -0.6 8.2 9.9 17.5 RUSSELL 13.4 11.5 9.2 9.8 -3.7 12.1 1.4 12.9 6.2 -16.4 18.8 9.0 18.2 12.9 17.1 -5.2 -5.2 -5.0 -5.0 20.0 20.0 3.9 19.8 17.3 9.0 17.7 -9.6 17.7 2.2 15.4 13.5 0.9 5.6 20.0 11.3 2.6 -5.3 -20.0 -17.3 -20.0 SHATZ 12.1 2.4 -9.1 -8.2 9.3 -7.3 1.6 -5.7 -4.7 13.8 -13.3 10.7 -11.1 7.0 -9.0 3.2 -14.7 -7.3 -11.2 -5.1 -11.2 6.8 -10.8 2.3 11.0 -9.8 16.7 -16.1 8.3 -13.4 0.9 -20.0 12.3 12.9 -2.1 -8.1 18.0 20.0 20.0 20.0 SILVER-mini 20.0 6.4 8.5 6.9 8.4 7.8 7.8 7.8 6.8 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 19.0 15.8 16.8 13.6 15.0 0.1 20.0 20.0 20.0 19.6 6.1 20.0 -18.7 -6.1 SMI -20.0 2.0 12.7 9.2 -3.4 11.3 1.3 12.0 5.8 -5.4 16.5 -11.1 15.7 1.6 13.2 13.2 6.4 11.2 8.5 13.8 19.0 -7.0 16.0 0.8 10.3 16.1 -3.4 19.3 -6.9 14.0 2.5 20.0 -20.0 -16.5 10.7 20.0 -5.3 20.0 -6.3 20.0 SOFR -6.2 -12.2 -12.7 -10.8 12.3 -9.6 2.1 -7.5 -6.2 13.3 -5.4 -10.4 14.1 -18.2 -20.0 8.4 6.5 8.1 7.6 -15.9 -7.4 -4.5 4.8 -13.9 -20.0 -13.9 12.9 -6.1 0.2 5.0 -10.3 5.4 7.4 -7.4 -10.1 -4.9 -15.3 -15.3 -13.1 -20.0 SOYBEAN 5.3 -12.4 3.6 -2.9 20.0 -20.0 20.0 -20.0 14.7 20.0 2.3 20.0 3.8 -5.5 -9.5 -7.0 -5.5 -5.2 -5.4 -3.7 -1.6 15.5 -2.2 4.0 -6.3 -1.2 20.0 2.6 20.0 2.9 9.5 2.1 20.0 2.3 -20.0 15.4 -20.0 -10.6 -20.0 -7.3 SOYMEAL -5.4 -15.7 9.9 -2.0 17.1 -17.6 15.1 -20.0 10.1 6.1 -6.4 -4.4 -10.0 -11.0 -9.1 -10.8 -14.2 -12.0 -13.6 -8.8 -5.3 -0.8 -6.6 -7.5 -13.1 -3.1 2.8 2.5 -0.6 -0.6 -5.2 -12.9 1.0 -14.1 -19.8 20.0 -20.0 -19.6 -13.4 -18.8 SOYOIL 20.0 6.6 -4.2 -2.6 20.0 -20.0 20.0 -20.0 13.4 14.1 -3.2 20.0 7.1 18.2 11.5 -8.7 -6.1 -8.7 -7.7 14.5 4.4 20.0 4.3 20.0 -17.4 11.4 10.2 0.4 20.0 -0.0 20.0 0.1 18.7 20.0 3.2 8.8 -11.8 -20.0 -12.5 -20.0 SP400 9.2 14.2 8.8 9.2 -3.4 11.3 1.3 12.1 5.8 -13.6 17.2 8.7 13.2 12.8 16.5 -6.9 -6.2 -6.4 -6.2 18.3 16.5 0.8 12.4 13.1 3.3 11.5 -10.3 9.4 -1.0 5.9 8.0 -0.9 -1.4 8.5 5.0 -4.1 -2.5 -20.0 -8.6 -20.0 SP500_micro -2.9 -1.9 2.5 10.3 -3.8 12.6 1.4 13.5 6.5 12.5 20.0 11.8 20.0 13.3 16.8 -9.3 -9.5 -9.2 -9.2 10.4 19.1 6.4 20.0 6.2 -20.0 4.2 2.8 9.4 3.6 14.7 2.3 -6.3 9.4 -8.9 -11.0 -11.8 7.2 -20.0 8.4 -20.0 SUGAR11 -1.0 7.6 -4.5 -2.1 18.1 -18.7 16.0 -20.0 10.7 -11.0 -12.4 -7.6 -15.5 -6.4 -8.2 20.0 12.4 17.9 13.6 -5.5 -12.6 -3.4 -19.0 -3.4 -20.0 3.0 -1.0 -7.3 1.9 -15.3 5.5 20.0 0.6 -6.3 6.9 -3.0 -1.7 -16.5 3.7 -10.5 US10 -8.1 -10.0 -6.7 -9.8 11.1 -8.7 1.9 -6.7 -5.6 11.5 3.7 -8.6 9.1 -13.9 -16.6 3.7 1.0 2.9 2.3 -10.5 -2.9 -6.3 3.6 -11.4 -11.0 -10.9 2.5 -1.5 -7.2 6.6 -12.9 -3.8 -10.2 -15.1 -5.6 1.0 -20.0 -20.0 -19.5 -20.0 US10U -6.3 -9.0 -5.0 -11.7 13.2 -10.3 2.3 -8.0 -6.7 7.2 6.9 -7.8 8.5 -15.1 -18.9 3.9 0.4 3.0 1.8 -9.5 -1.4 -6.5 4.0 -10.9 -15.6 -6.2 -1.3 4.3 -7.4 11.4 -10.2 -5.0 -16.4 -12.0 0.3 7.0 -17.7 -8.8 -17.1 -20.0 US2 -12.8 -7.3 -7.2 -9.9 11.2 -8.7 1.9 -6.8 -5.7 13.9 -5.8 -12.8 -1.3 -15.1 -17.2 -7.6 -13.3 -9.3 -10.7 -12.4 -6.8 -5.1 -2.2 -12.8 16.7 -15.4 9.6 -7.8 -5.0 0.4 -15.2 -20.0 0.9 -20.0 -5.3 -5.1 -20.0 -19.8 -20.0 -20.0 US20 0.9 -4.9 -4.1 -8.1 9.2 -7.2 1.6 -5.6 -4.6 2.2 3.5 -0.0 -0.5 -3.7 -10.6 5.7 3.7 5.1 4.6 -3.4 -0.8 -1.7 0.4 -2.8 -10.1 1.1 -3.1 4.3 -1.5 5.5 -0.1 0.4 -10.8 1.3 7.3 6.4 -10.9 14.6 -2.6 -19.8 US30 3.2 -5.3 -4.2 -9.3 10.5 -8.2 1.8 -6.4 -5.3 2.6 -2.2 2.0 -8.1 -5.4 -15.0 2.8 -0.9 1.8 0.5 -5.2 -3.7 -0.8 -3.8 -2.8 -5.8 -0.3 -3.2 1.8 -0.1 2.0 0.5 -7.3 -7.1 2.7 7.4 5.4 -9.2 10.1 1.2 -15.6 US5 -10.2 -9.1 -7.2 -10.5 11.9 -9.3 2.1 -7.2 -6.0 10.7 0.4 -13.6 9.4 -17.7 -18.9 1.6 -2.0 0.5 -0.5 -12.2 -4.5 -6.4 2.9 -13.1 -7.0 -12.3 6.0 -3.2 -6.6 5.8 -13.9 -8.9 -8.4 -18.5 -5.1 -0.1 -20.0 -20.0 -20.0 -20.0 VIX 9.6 -6.7 -9.6 -12.4 9.0 -14.4 3.6 -9.3 -4.2 0.9 -20.0 -2.2 -20.0 -13.9 -20.0 -20.0 -20.0 -20.0 -20.0 -15.4 -18.4 2.5 -14.0 -6.0 NaN -14.0 9.6 -16.2 3.9 -10.5 -4.6 NaN NaN NaN NaN NaN -0.8 -20.0 NaN NaN WHEAT 11.7 3.2 5.2 -3.1 20.0 -20.0 20.0 -20.0 15.5 20.0 -20.0 18.4 -20.0 11.4 -9.4 -20.0 -18.6 -19.1 -18.6 -1.8 -11.2 19.6 -19.9 9.4 12.1 5.1 20.0 -4.4 20.0 -11.2 18.8 -20.0 20.0 11.2 -0.9 10.3 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3