******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260130_204002 produced at 2026-01-30 21:36:24.712900 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 -2.55 0.0 0.00 0.00 0.00 0.00 -25.38 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -1.02 0.0 0.00 0.00 0.00 0.00 -28.51 16.0 0 0 caleb_strategy_v3 US2 False True 0.09 0.00 -0.34 0.0 0.00 0.00 0.00 0.00 -3.96 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.25 -0.29 0.0 999.00 -999.00 -0.25 -0.25 -35.59 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.15 0.0 1.14 -1.14 -0.05 -0.05 -3.35 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.13 0.0 0.00 0.00 0.00 0.00 -37.40 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.10 0.0 0.79 -0.79 -0.05 -0.05 -2.15 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.07 0.0 0.62 -0.62 0.00 0.00 -1.47 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.08 -0.07 0.0 0.14 -0.14 -0.08 -0.08 -5.55 11.0 -6 -6 caleb_strategy_v3 DX False False 0.04 -0.12 -0.05 0.0 999.00 -999.00 -0.12 -0.04 -1.32 999999999.0 -3 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.03 0.0 0.11 -0.11 0.00 0.00 -3.63 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 -5.26 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.11 -0.11 0.00 0.00 -1.63 9.0 0 0 caleb_strategy_v3 CHF False False 0.07 -0.14 -0.02 0.0 0.88 -0.88 -0.14 -0.14 -0.22 13.0 -2 -2 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.93 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.03 -0.03 -0.02 0.0 0.58 -0.58 -0.03 -0.03 -0.55 17.0 -1 -1 caleb_strategy_v3 US30 False False 0.05 -0.24 -0.02 0.0 0.29 -0.29 -0.24 -0.20 -0.32 6.0 -5 -4 caleb_strategy_v3 SUGAR11 False False 0.01 -0.03 -0.02 0.0 0.12 -0.12 -0.03 -0.04 -3.68 18.0 -4 -6 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.64 3.0 0 0 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.02 -0.02 0.0 0.49 -0.49 -0.02 -0.15 -0.81 23.0 -1 -7 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.32 9.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.46 -0.46 0.00 0.00 -0.74 26.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.16 -0.16 0.00 0.00 -0.48 7.0 0 0 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.46 3.0 -2 -2 caleb_strategy_v3 SP500_micro False False 0.01 -0.03 -0.01 0.0 0.70 -0.70 -0.03 -0.03 -0.60 48.0 -2 -2 caleb_strategy_v3 GASOLINE False False 0.04 0.00 -0.01 0.0 999.00 -999.00 0.00 0.00 -0.23 999999999.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.11 -0.11 -0.04 -0.04 -1.01 9.0 -3 -3 caleb_strategy_v3 BUXL False False 0.05 -0.11 -0.01 0.0 0.22 -0.22 -0.11 -0.11 -0.25 4.0 -2 -2 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.09 -0.09 -0.01 -0.01 -0.68 8.0 -1 -1 caleb_strategy_v3 ROBUSTA False False 0.02 0.00 0.00 0.0 0.39 -0.39 0.00 0.02 0.16 23.0 0 1 caleb_strategy_v3 SOYOIL False False 0.01 -0.11 -0.00 0.0 0.14 -0.14 -0.11 -0.11 -0.30 10.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 0.00 -0.00 0.0 0.67 -0.67 0.00 -0.06 -0.45 66.0 0 -6 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.30 -0.30 0.00 0.00 -0.03 6.0 0 0 caleb_strategy_v3 BOBL False False 0.06 -0.06 0.01 0.0 1.10 -1.10 -0.06 0.00 0.16 19.0 -1 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 DAX False False 0.01 0.00 0.01 0.0 0.71 -0.71 0.00 0.00 0.97 58.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.01 0.0 0.55 -0.55 0.00 0.00 0.22 10.0 0 0 caleb_strategy_v3 BUND False False 0.06 0.00 0.02 0.0 0.64 -0.64 0.00 0.00 0.28 10.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.21 -0.21 0.06 0.06 4.14 51.0 14 14 caleb_strategy_v3 HEATOIL False False 0.04 0.09 0.03 0.0 0.13 -0.13 0.09 0.09 0.78 3.0 2 2 caleb_strategy_v3 GAS_US_mini False True 0.00 -0.00 0.03 0.0 0.00 -0.00 -0.00 0.00 6.19 26.0 -1 0 caleb_strategy_v3 EUR False False 0.06 0.19 0.03 0.0 0.87 -0.87 0.19 0.12 0.47 14.0 3 2 caleb_strategy_v3 SILVER-mini False False 0.12 0.24 0.03 0.0 999.00 -999.00 0.24 0.24 0.27 999999999.0 2 2 caleb_strategy_v3 SP400 False False 0.14 0.29 0.03 0.0 0.29 -0.29 0.29 0.29 0.22 2.0 2 2 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.04 0.0 1.26 -1.26 0.00 0.00 1.90 56.0 0 0 caleb_strategy_v3 CAC False True 0.04 0.00 0.04 0.0 0.00 0.00 0.00 0.00 1.04 12.0 0 0 caleb_strategy_v3 CAD False False 0.03 0.00 0.04 0.0 0.89 -0.89 0.00 0.00 1.30 29.0 0 0 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.67 -0.67 0.00 0.00 1.14 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.37 -0.37 0.00 0.00 9.69 68.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.03 0.06 0.0 0.12 -0.12 0.03 0.00 2.19 4.0 1 0 caleb_strategy_v3 FEEDCOW False False 0.07 0.15 0.07 0.0 0.60 -0.60 0.15 0.07 0.99 8.0 2 1 caleb_strategy_v3 GBP False False 0.04 0.07 0.08 0.0 0.79 -0.79 0.07 0.04 2.24 22.0 2 1 caleb_strategy_v3 SHATZ False True 0.05 0.00 0.08 0.0 0.00 0.00 0.00 0.00 1.42 24.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.09 0.0 0.13 -0.13 0.08 0.08 3.40 5.0 3 3 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.10 0.0 0.21 -0.21 0.05 0.05 6.32 13.0 3 3 caleb_strategy_v3 NZD False False 0.03 0.00 0.10 0.0 0.53 -0.53 0.00 0.00 3.92 21.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.21 0.10 0.0 0.59 -0.59 0.21 0.18 3.35 20.0 7 6 caleb_strategy_v3 COPPER False False 0.07 0.20 0.10 0.0 999.00 -999.00 0.20 0.20 1.53 999999999.0 3 3 caleb_strategy_v3 NIKKEI False False 0.01 0.10 0.11 0.0 0.52 -0.52 0.10 0.12 7.43 36.0 7 8 caleb_strategy_v3 SMI False True 0.07 0.00 0.12 0.0 0.00 0.00 0.00 0.00 1.63 9.0 0 0 caleb_strategy_v3 AUD False False 0.03 0.12 0.15 0.0 0.56 -0.56 0.12 0.12 5.14 19.0 4 4 caleb_strategy_v3 BTP False False 0.06 0.00 0.21 0.0 0.60 -0.60 0.00 0.00 3.45 10.0 0 0 caleb_strategy_v3 OAT False False 0.06 0.30 0.28 0.0 0.61 -0.61 0.30 0.30 4.55 10.0 5 5 caleb_strategy_v3 MXP False False 0.01 0.63 0.73 0.0 0.72 -0.72 0.63 0.63 61.07 60.0 53 53 caleb_strategy_v3 EURIBOR-ICE False False 0.12 0.00 1.34 0.0 1.21 -1.21 0.00 0.00 11.04 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.4 Shocked risk 68.3 Sum abs risk 64.5 Leverage 9.30 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2397568.65, 'annual_cash_vol_target': 599392.1625, 'daily_cash_vol_target': 37462.01015625} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0038 0.7050 0.5374 8.5979 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1609 116.5900 0.1380 2.2083 BTP 0.3734 121.1200 0.3083 4.9326 BUND 0.3294 128.1700 0.2570 4.1121 BUXL 0.7744 109.8200 0.7052 11.2827 CAC 54.8027 8126.0000 0.6744 10.7906 CAD 0.0031 0.7374 0.4214 6.7430 CANOLA 6.1641 658.3000 0.9364 14.9819 CHF 0.0082 1.3014 0.6311 10.0969 COCOA 153.9320 4258.0000 3.6151 57.8420 COFFEE 5.6726 315.9500 1.7954 28.7266 COPPER 0.0953 6.2820 1.5166 24.2656 CORN 4.1737 456.5000 0.9143 14.6284 COTTON2 0.6580 63.1100 1.0426 16.6816 CRUDE_W 0.8502 62.1700 1.3675 21.8795 DAX 184.1020 24589.0000 0.7487 11.9795 DOW 299.2799 48967.0000 0.6112 9.7790 DX 0.4259 96.8800 0.4396 7.0331 EUR 0.0060 1.1890 0.5048 8.0773 EURIBOR-ICE 0.0320 97.6700 0.0328 0.5243 EUROSTX 44.7580 5951.0000 0.7521 12.0337 FEEDCOW 2.9848 357.7000 0.8344 13.3511 GASOIL 11.0458 702.0000 1.5735 25.1756 GASOLINE 0.0307 2.1784 1.4092 22.5475 GAS_US_mini 0.1642 4.3600 3.7665 60.2640 GBP 0.0071 1.3696 0.5201 8.3214 GOLD_micro 57.6572 5411.7000 1.0654 17.0467 HEATOIL 0.0380 2.4281 1.5664 25.0630 JGB-SGX-mini 0.2327 131.6600 0.1767 2.8274 JPY 0.0000 0.0065 0.7042 11.2676 LEANHOG 1.0632 95.2500 1.1162 17.8591 LIVECOW 1.6778 236.7500 0.7087 11.3386 LUMBER-new 7.3323 595.0000 1.2323 19.7170 MXP 0.0003 0.0572 0.5930 9.4872 NASDAQ_micro 187.6089 25657.7500 0.7312 11.6992 NIKKEI 623.4179 53455.0000 1.1662 18.6600 NZD 0.0037 0.6042 0.6185 9.8952 OAT 0.3411 121.9200 0.2798 4.4762 OATIES 4.9441 310.7500 1.5910 25.4563 OJ 6.5916 211.1000 3.1225 49.9597 PALLAD 62.8889 2035.0000 3.0904 49.4458 PLAT 77.4161 2636.9000 2.9359 46.9740 REDWHEAT 8.2250 555.5000 1.4807 23.6904 RICE 0.1517 11.0300 1.3749 21.9989 ROBUSTA 63.4894 4115.0000 1.5429 24.6860 RUSSELL 24.3633 2626.5000 0.9276 14.8415 SHATZ 0.0485 106.9000 0.0454 0.7265 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 88.5182 13093.0000 0.6761 10.8172 SOFR 0.0413 96.5100 0.0428 0.6855 SOYBEAN 8.1206 1079.7500 0.7521 12.0332 SOYMEAL 3.6570 297.4000 1.2296 19.6744 SOYOIL 0.6389 54.0800 1.1814 18.9020 SP400 26.4019 3447.3000 0.7659 12.2539 SP500_micro 38.0820 6956.5000 0.5474 8.7589 SUGAR11 0.2239 13.8300 1.6193 25.9087 US10 0.2680 111.8438 0.2396 3.8342 US10U 0.3682 114.1719 0.3225 5.1599 US2 0.0627 104.2422 0.0602 0.9628 US20 0.5788 115.0938 0.5029 8.0467 US30 0.8393 117.4062 0.7149 11.4382 US5 0.1714 108.9453 0.1573 2.5172 VIX 0.4527 19.8500 2.2804 36.4866 WHEAT 6.9480 586.0000 1.1857 18.9707 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 704.95 0.54 378.82 1.00 378.82 37462.01 98.89 20.00 197.78 BITCOIN 82.98 2.35 195.18 1.00 195.18 37462.01 191.94 -17.97 -344.88 BOBL 1165.90 0.14 160.91 1.20 193.00 37462.01 194.11 0.82 15.95 BTP 1211.20 0.31 373.40 1.20 447.85 37462.01 83.65 12.08 101.06 BUND 1281.70 0.26 329.41 1.20 395.09 37462.01 94.82 2.96 28.04 BUXL 1098.20 0.71 774.41 1.20 928.83 37462.01 40.33 -6.04 -24.37 CAC 812.60 0.67 548.03 1.20 657.30 37462.01 56.99 5.34 30.44 CAD 737.40 0.42 310.77 1.00 310.77 37462.01 120.55 4.15 50.04 CANOLA 131.66 0.94 123.28 0.74 91.22 37462.01 410.69 4.13 169.79 CHF 1626.75 0.63 1026.57 1.00 1026.57 37462.01 36.49 -2.35 -8.56 COCOA 425.80 3.62 1539.32 1.00 1539.32 37462.01 24.34 -12.56 -30.56 COFFEE 1184.81 1.80 2127.22 1.00 2127.22 37462.01 17.61 -1.22 -2.15 COPPER 1570.50 1.52 2381.82 1.00 2381.82 37462.01 15.73 8.98 14.12 CORN 228.25 0.91 208.68 1.00 208.68 37462.01 179.52 -8.30 -148.95 COTTON2 315.55 1.04 328.99 1.00 328.99 37462.01 113.87 -20.00 -227.74 CRUDE_W 621.70 1.37 850.15 1.00 850.15 37462.01 44.06 7.12 31.38 DAX 245.89 0.75 184.10 1.20 220.81 37462.01 169.66 1.68 28.48 DOW 244.84 0.61 149.64 1.00 149.64 37462.01 250.35 -0.77 -19.19 DX 968.80 0.44 425.85 1.00 425.85 37462.01 87.97 -5.77 -50.79 EUR 1486.31 0.50 750.34 1.00 750.34 37462.01 49.93 3.63 18.11 EURIBOR-ICE 2441.75 0.03 80.01 1.20 95.96 37462.01 390.38 8.28 323.10 EUROSTX 595.10 0.75 447.58 1.20 536.83 37462.01 69.78 14.04 97.99 FEEDCOW 1788.50 0.83 1492.40 1.00 1492.40 37462.01 25.10 11.90 29.86 GASOIL 702.00 1.57 1104.58 1.00 1104.58 37462.01 33.92 14.89 50.50 GASOLINE 914.93 1.41 1289.34 1.00 1289.34 37462.01 29.06 -1.85 -5.37 GAS_US_mini 109.00 3.77 410.55 1.00 410.55 37462.01 91.25 6.25 57.04 GBP 856.00 0.52 445.20 1.00 445.20 37462.01 84.15 10.24 86.17 GOLD_micro 541.17 1.07 576.57 1.00 576.57 37462.01 64.97 8.58 55.72 HEATOIL 1019.80 1.57 1597.45 1.00 1597.45 37462.01 23.45 7.62 17.87 JGB-SGX-mini 131660.00 0.18 23266.34 0.01 152.03 37462.01 246.41 -10.67 -262.93 JPY 811.50 0.70 571.48 1.00 571.48 37462.01 65.55 -3.21 -21.03 LEANHOG 381.00 1.12 425.27 1.00 425.27 37462.01 88.09 11.79 103.88 LIVECOW 947.00 0.71 671.10 1.00 671.10 37462.01 55.82 6.15 34.35 LUMBER-new 163.62 1.23 201.64 1.00 201.64 37462.01 185.79 -8.04 -149.42 MXP 286.00 0.59 169.58 1.00 169.58 37462.01 220.90 18.81 415.48 NASDAQ_micro 513.16 0.73 375.22 1.00 375.22 37462.01 99.84 -3.48 -34.75 NIKKEI 53455.00 1.17 62341.79 0.01 407.37 37462.01 91.96 7.45 68.49 NZD 604.20 0.62 373.67 1.00 373.67 37462.01 100.25 15.03 150.72 OAT 1219.20 0.28 341.08 1.20 409.09 37462.01 91.57 14.54 133.13 OATIES 155.38 1.59 247.20 1.00 247.20 37462.01 151.54 -14.26 -216.07 OJ 316.65 3.12 988.73 1.00 988.73 37462.01 37.89 -5.02 -19.01 PALLAD 2035.00 3.09 6288.89 1.00 6288.89 37462.01 5.96 6.37 3.80 PLAT 1318.45 2.94 3870.80 1.00 3870.80 37462.01 9.68 6.72 6.50 REDWHEAT 277.75 1.48 411.25 1.00 411.25 37462.01 91.09 -5.61 -51.07 RICE 220.60 1.37 303.31 1.00 303.31 37462.01 123.51 -6.41 -79.18 ROBUSTA 411.50 1.54 634.89 1.00 634.89 37462.01 59.01 2.10 12.39 RUSSELL 131.32 0.93 121.82 1.00 121.82 37462.01 307.53 9.50 292.15 SHATZ 1069.00 0.05 48.54 1.20 58.22 37462.01 643.51 2.17 139.53 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 37462.01 6.09 12.83 7.81 SMI 1309.30 0.68 885.18 1.31 1157.01 37462.01 32.38 14.78 47.86 SOFR 2412.75 0.04 103.37 1.00 103.37 37462.01 362.39 -11.51 -417.00 SOYBEAN 539.88 0.75 406.03 1.00 406.03 37462.01 92.26 -5.61 -51.81 SOYMEAL 297.40 1.23 365.70 1.00 365.70 37462.01 102.44 -17.11 -175.33 SOYOIL 324.48 1.18 383.33 1.00 383.33 37462.01 97.73 -3.28 -32.04 SP400 3447.30 0.77 2640.19 1.00 2640.19 37462.01 14.19 4.69 6.66 SP500_micro 347.82 0.55 190.41 1.00 190.41 37462.01 196.74 -1.31 -25.78 SUGAR11 154.90 1.62 250.82 1.00 250.82 37462.01 149.36 -10.11 -150.97 US10 1118.44 0.24 268.02 1.00 268.02 37462.01 139.77 -12.13 -169.57 US10U 1141.72 0.32 368.20 1.00 368.20 37462.01 101.74 -11.41 -116.05 US2 2084.84 0.06 125.45 1.00 125.45 37462.01 298.62 -10.45 -312.02 US20 1150.94 0.50 578.83 1.00 578.83 37462.01 64.72 -3.93 -25.46 US30 1174.06 0.71 839.33 1.00 839.33 37462.01 44.63 -5.72 -25.53 US5 1089.45 0.16 171.40 1.00 171.40 37462.01 218.57 -12.07 -263.70 VIX 198.50 2.28 452.66 1.00 452.66 37462.01 82.76 -17.40 -143.97 WHEAT 293.00 1.19 347.40 1.00 347.40 37462.01 107.84 -7.06 -76.11 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 197.783 0.010 2.5 5.139 BITCOIN -344.878 0.043 2.5 -37.398 BOBL 15.954 0.004 2.5 0.162 BTP 101.058 0.014 2.5 3.452 BUND 28.040 0.004 2.5 0.285 BUXL -24.371 0.004 2.5 -0.247 CAC 30.439 0.014 2.5 1.040 CAD 50.038 0.010 2.5 1.300 CANOLA 169.794 0.010 2.5 4.137 CHF -8.560 0.010 2.5 -0.222 COCOA -30.564 0.010 2.5 -0.745 COFFEE -2.152 0.005 2.5 -0.029 COPPER 14.121 0.043 2.5 1.531 CORN -148.954 0.010 2.5 -3.629 COTTON2 -227.738 0.010 2.5 -5.548 CRUDE_W 31.380 0.043 2.5 3.403 DAX 28.478 0.014 2.5 0.973 DOW -19.194 0.009 2.5 -0.447 DX -50.794 0.010 2.5 -1.320 EUR 18.112 0.010 2.5 0.471 EURIBOR-ICE 323.098 0.014 2.5 11.036 EUROSTX 97.994 0.014 2.5 3.347 FEEDCOW 29.863 0.013 2.5 0.991 GASOIL 50.502 0.017 2.5 2.192 GASOLINE -5.366 0.017 2.5 -0.233 GAS_US_mini 57.041 0.043 2.5 6.186 GBP 86.174 0.010 2.5 2.239 GOLD_micro 55.721 0.014 2.5 1.903 HEATOIL 17.875 0.017 2.5 0.776 JGB-SGX-mini -262.934 0.043 2.5 -28.513 JPY -21.027 0.010 2.5 -0.546 LEANHOG 103.875 0.024 2.5 6.322 LIVECOW 34.352 0.013 2.5 1.140 LUMBER-new -149.417 0.010 2.5 -3.640 MXP 415.484 0.059 2.5 61.068 NASDAQ_micro -34.751 0.009 2.5 -0.809 NIKKEI 68.487 0.043 2.5 7.427 NZD 150.723 0.010 2.5 3.916 OAT 133.131 0.014 2.5 4.547 OATIES -216.066 0.010 2.5 -5.264 OJ -19.008 0.010 2.5 -0.463 PALLAD 3.796 0.014 2.5 0.130 PLAT 6.500 0.014 2.5 0.222 REDWHEAT -51.074 0.005 2.5 -0.678 RICE -79.177 0.010 2.5 -1.929 ROBUSTA 12.393 0.005 2.5 0.165 RUSSELL 292.151 0.013 2.5 9.695 SHATZ 139.532 0.004 2.5 1.417 SILVER-mini 7.811 0.014 2.5 0.267 SMI 47.860 0.014 2.5 1.635 SOFR -417.000 0.024 2.5 -25.379 SOYBEAN -51.806 0.004 2.5 -0.483 SOYMEAL -175.326 0.004 2.5 -1.633 SOYOIL -32.042 0.004 2.5 -0.299 SP400 6.655 0.013 2.5 0.221 SP500_micro -25.777 0.009 2.5 -0.600 SUGAR11 -150.972 0.010 2.5 -3.678 US10 -169.575 0.005 2.5 -2.152 US10U -116.054 0.005 2.5 -1.473 US2 -312.022 0.005 2.5 -3.959 US20 -25.463 0.005 2.5 -0.323 US30 -25.530 0.005 2.5 -0.324 US5 -263.702 0.005 2.5 -3.346 VIX -143.974 0.099 2.5 -35.589 WHEAT -76.110 0.005 2.5 -1.011 ===================== Position diags ===================== AUD 2.57 BITCOIN 20.81 BOBL 1.97 BTP 2.86 BUND 0.96 BUXL 0.41 CAC 1.95 CAD 3.13 CANOLA 10.01 CHF 0.95 COCOA 0.59 COFFEE 0.23 COPPER 1.71 CORN 4.37 COTTON2 2.77 CRUDE_W 4.78 DAX 5.79 DOW 5.83 DX 2.29 EUR 1.30 EURIBOR-ICE 13.33 EUROSTX 2.38 FEEDCOW 0.83 GASOIL 1.47 GASOLINE 1.26 GAS_US_mini 9.89 GBP 2.19 GOLD_micro 2.22 HEATOIL 1.02 JGB-SGX-mini 26.72 JPY 1.70 LEANHOG 5.36 LIVECOW 1.85 LUMBER-new 4.53 MXP 32.47 NASDAQ_micro 2.32 NIKKEI 9.97 NZD 2.60 OAT 3.13 OATIES 3.69 OJ 0.92 PALLAD 0.20 PLAT 0.33 REDWHEAT 1.21 RICE 3.01 ROBUSTA 0.78 RUSSELL 10.21 SHATZ 6.53 SILVER-mini 0.21 SMI 1.11 SOFR 22.06 SOYBEAN 0.86 SOYMEAL 0.95 SOYOIL 0.91 SP400 0.47 SP500_micro 4.58 SUGAR11 3.64 US10 1.77 US10U 1.29 US2 3.79 US20 0.82 US30 0.57 US5 2.77 VIX 20.46 WHEAT 1.43 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 5.1 4.9 5.4 4.0 4 BITCOIN -37.4 -39.5 -35.3 0.0 0 BOBL 0.2 -0.0 0.4 -1.0 -1 BTP 3.5 3.2 3.7 0.0 0 BUND 0.3 0.2 0.4 0.0 0 BUXL -0.2 -0.3 -0.2 -2.0 -2 CAC 1.0 0.8 1.2 0.0 0 CAD 1.3 1.0 1.6 0.0 0 CANOLA 4.1 3.1 5.1 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 -0.1 -0.0 0.0 0 COPPER 1.5 1.4 1.7 3.0 3 CORN -3.6 -4.1 -3.2 0.0 0 COTTON2 -5.5 -5.8 -5.3 -6.0 -6 CRUDE_W 3.4 2.9 3.9 3.0 3 DAX 1.0 0.4 1.6 0.0 0 DOW -0.4 -1.0 0.1 0.0 0 DX -1.3 -1.5 -1.1 -3.0 -3 EUR 0.5 0.3 0.6 3.0 3 EURIBOR-ICE 11.0 9.7 12.4 0.0 0 EUROSTX 3.3 3.1 3.6 7.0 7 FEEDCOW 1.0 0.9 1.1 2.0 2 GASOIL 2.2 2.0 2.3 1.0 1 GASOLINE -0.2 -0.4 -0.1 0.0 0 GAS_US_mini 6.2 5.2 7.2 -1.0 -1 GBP 2.2 2.0 2.5 2.0 2 GOLD_micro 1.9 1.7 2.1 0.0 0 HEATOIL 0.8 0.7 0.9 2.0 2 JGB-SGX-mini -28.5 -31.2 -25.8 0.0 0 JPY -0.5 -0.7 -0.4 -1.0 -1 LEANHOG 6.3 5.8 6.9 3.0 3 LIVECOW 1.1 1.0 1.3 0.0 0 LUMBER-new -3.6 -4.1 -3.2 0.0 0 MXP 61.1 57.8 64.3 53.0 53 NASDAQ_micro -0.8 -1.0 -0.6 -1.0 -1 NIKKEI 7.4 6.4 8.4 7.0 7 NZD 3.9 3.7 4.2 0.0 0 OAT 4.5 4.2 4.9 5.0 5 OATIES -5.3 -5.6 -4.9 NaN 0 OJ -0.5 -0.6 -0.4 -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 -1.9 -2.2 -1.6 -3.0 -3 ROBUSTA 0.2 0.1 0.2 0.0 0 RUSSELL 9.7 8.7 10.7 0.0 0 SHATZ 1.4 0.8 2.1 NaN 0 SILVER-mini 0.3 0.2 0.3 2.0 2 SMI 1.6 1.5 1.7 0.0 0 SOFR -25.4 -27.6 -23.2 NaN 0 SOYBEAN -0.5 -0.6 -0.4 0.0 0 SOYMEAL -1.6 -1.7 -1.5 0.0 0 SOYOIL -0.3 -0.4 -0.2 -8.0 -8 SP400 0.2 0.2 0.3 2.0 2 SP500_micro -0.6 -1.1 -0.1 -2.0 -2 SUGAR11 -3.7 -4.0 -3.3 -4.0 -4 US10 -2.2 -2.3 -2.0 -1.0 -1 US10U -1.5 -1.6 -1.3 0.0 0 US2 -4.0 -4.3 -3.6 NaN 0 US20 -0.3 -0.4 -0.2 0.0 0 US30 -0.3 -0.4 -0.3 -5.0 -5 US5 -3.3 -3.6 -3.1 -1.0 -1 VIX -35.6 -37.6 -33.5 -30.0 -30 WHEAT -1.0 -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 0.4 0.5 0.3 0.2 0.2 0.2 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 2.2 0.2 0.2 0.5 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 0.1 -0.0 -0.6 0.2 0.1 0.5 0.2 0.7 0.2 -0.2 -0.5 -0.2 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 -0.1 -0.2 -0.2 -0.2 -0.3 -0.2 -2.7 -0.2 -0.2 -0.5 -0.2 -0.3 -0.2 -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 -0.0 0.1 -0.3 0.2 -0.2 0.1 -0.1 -0.4 -0.0 -0.3 -0.1 -0.0 -0.1 0.1 -0.2 0.0 0.5 -0.1 0.2 -0.4 0.1 -0.4 0.0 -0.6 0.2 0.6 -0.0 -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 0.1 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 0.3 0.2 0.5 0.1 0.7 0.1 0.6 0.6 0.6 0.0 0.7 0.6 0.7 BUND 0.3 -0.0 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 0.1 -0.3 0.1 -0.5 0.1 -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 0.2 0.0 -0.2 -0.1 0.1 -0.2 0.0 -0.2 -0.1 -0.1 -0.5 -0.1 -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 -0.1 -0.5 -0.0 -0.7 -0.1 -0.0 -0.4 0.2 0.1 -0.2 -0.3 0.7 0.2 0.4 CAC -0.4 -0.1 0.0 0.1 -0.0 0.4 0.0 0.6 0.1 -0.0 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 -0.2 0.6 0.7 0.4 0.7 CAD 0.1 0.3 0.2 0.2 0.2 0.1 0.2 0.1 0.2 0.1 -0.1 0.2 -0.0 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 0.2 -0.0 0.2 2.7 0.1 0.2 0.1 0.2 -0.0 0.2 -0.4 0.1 -0.5 -0.0 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.2 -0.2 -0.0 0.0 -0.5 0.1 -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 1.5 0.0 0.0 -0.2 0.1 -0.3 0.1 -0.8 0.3 0.6 -0.1 0.1 0.4 0.7 0.6 0.7 CHF 0.4 0.2 -0.3 0.1 0.1 0.1 0.2 0.1 0.2 0.0 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 -0.1 0.1 0.1 0.1 0.2 0.1 0.1 -1.1 0.4 0.1 0.1 0.0 -0.3 -0.7 -0.2 -0.7 COCOA -0.6 -0.2 -0.6 -0.0 0.0 -0.2 0.0 -0.4 0.0 -0.0 -0.2 -0.1 -0.2 -0.1 -0.1 -0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.2 -2.7 -0.1 -0.0 -0.2 -0.1 -0.1 -0.1 0.8 -0.2 -0.6 -0.2 -0.3 -0.1 0.0 0.1 0.2 COFFEE -0.2 -0.5 -0.2 -0.0 0.1 -0.5 0.2 -0.7 0.1 -0.2 0.3 -0.2 0.5 -0.1 -0.2 0.4 0.4 0.4 0.4 -0.1 0.0 -0.2 0.4 -0.1 -2.7 -0.1 -0.2 0.1 -0.1 0.6 -0.1 1.1 -0.5 -0.6 -0.6 0.0 0.7 0.6 0.7 0.7 COPPER 0.0 0.4 0.4 0.1 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.1 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.1 0.2 0.1 -0.3 0.1 0.1 0.2 0.1 0.3 0.1 -0.1 -0.2 -0.2 -0.3 -0.2 0.7 0.7 0.7 0.7 CORN -0.2 -0.1 0.2 -0.0 0.1 -0.5 0.2 -0.7 0.1 0.1 -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 1.3 -0.1 0.1 -0.1 0.0 -0.2 -0.0 -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 0.1 -0.5 0.2 -0.7 0.2 -0.1 -0.5 -0.2 -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 -0.2 -0.5 -0.2 -0.7 -0.1 -1.1 -0.5 -0.6 -0.2 -0.2 -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 0.1 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 -0.5 -0.6 -0.2 -0.4 0.3 0.7 0.4 0.5 DAX -0.4 0.4 -0.2 0.1 -0.0 0.3 0.0 0.5 0.1 -0.1 0.3 -0.1 0.7 0.0 0.1 -0.2 -0.1 -0.2 -0.2 0.1 0.1 -0.1 0.4 -0.0 -1.8 0.1 -0.2 0.2 -0.2 0.3 -0.0 -0.2 -0.5 -0.4 0.3 -0.1 0.4 0.7 0.2 0.7 DOW -0.2 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 0.0 -1.5 0.1 -0.1 0.3 -0.0 0.5 0.0 -0.2 -0.1 -0.2 -0.0 0.1 -0.0 -0.7 -0.2 -0.7 DX -0.3 -0.2 0.3 0.1 0.1 0.1 0.2 0.1 0.2 -0.1 0.0 -0.1 -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 -0.1 -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 0.1 0.1 0.2 0.1 0.2 0.0 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 1.2 0.1 0.1 0.2 0.2 0.2 0.2 -0.4 0.2 -0.1 -0.0 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 0.0 -0.4 -0.1 0.0 -0.2 0.0 -0.2 -0.0 0.1 -0.2 0.1 0.1 0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.1 0.1 -0.0 0.1 -0.1 -0.1 0.2 -0.2 0.1 -0.2 0.0 0.8 0.3 0.5 -0.1 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.2 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 0.5 0.1 0.6 -0.3 0.0 0.3 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.2 0.6 0.2 -0.0 0.0 -0.5 0.1 -0.7 0.1 -0.0 0.3 0.1 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 -0.0 0.3 0.0 0.7 0.1 1.1 -0.1 0.0 0.6 0.1 0.7 0.7 0.7 0.7 GASOIL 0.6 0.1 -0.0 0.2 0.2 0.1 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.2 0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.2 0.1 0.2 -0.3 0.2 0.2 0.3 0.2 0.3 0.2 1.1 -0.1 0.1 0.1 0.2 0.0 0.7 -0.2 0.3 GASOLINE 0.6 0.2 -0.0 0.2 0.2 0.2 0.2 0.1 0.2 0.2 -0.1 0.2 -0.0 0.2 0.1 -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 -0.1 0.3 0.1 0.2 0.1 0.2 0.1 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 0.2 -0.1 0.2 -0.1 0.1 -0.4 0.2 -0.6 -0.6 -0.1 0.1 -0.5 -0.1 -0.7 GBP 0.2 0.4 -0.1 0.1 0.2 0.1 0.2 0.1 0.2 0.1 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 0.1 0.3 0.2 0.3 0.2 0.4 -0.1 0.0 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 0.6 0.6 0.5 0.2 -0.4 -0.6 HEATOIL 0.6 0.1 -0.0 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.1 0.2 0.2 0.2 -0.0 0.4 0.3 0.4 0.4 0.1 0.0 0.2 0.1 0.2 -2.5 0.1 0.2 0.1 0.2 0.2 0.2 1.1 -0.1 -0.1 -0.2 0.1 0.2 0.4 -0.0 -0.4 JGB-SGX-mini 0.2 -0.1 -0.5 -0.0 0.0 -0.1 0.0 -0.1 -0.0 0.0 -0.3 -0.0 -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 -0.0 -0.5 -0.1 0.8 -0.0 -0.4 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.6 0.4 -0.2 0.1 0.1 0.1 0.2 0.1 0.2 0.0 -0.3 0.1 -0.4 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.3 0.1 2.7 -0.0 0.1 -0.2 0.1 -0.3 0.1 -0.6 -0.3 -0.3 -0.5 -0.6 -0.3 -0.5 -0.2 -0.6 LEANHOG 0.5 0.6 -0.1 -0.0 0.1 -0.5 0.2 -0.7 0.2 -0.2 0.3 0.2 0.6 0.2 0.2 -0.4 0.1 -0.4 -0.2 0.2 0.2 0.1 0.4 0.2 -0.5 0.2 -0.1 0.5 0.2 0.4 0.2 0.7 -0.0 0.6 0.6 0.6 -0.2 0.4 0.0 0.7 LIVECOW 0.1 0.6 0.0 -0.0 0.0 -0.5 0.1 -0.7 0.1 0.0 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 0.6 0.0 0.8 -0.0 -0.4 0.5 -0.2 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.6 -0.0 0.0 -0.6 0.1 -0.8 0.1 -0.1 -0.5 0.1 -0.6 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 0.0 -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 0.0 0.8 0.2 0.8 MXP 0.3 0.2 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.0 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 0.1 0.5 0.2 0.7 0.2 1.1 -0.5 0.6 0.6 0.6 0.5 0.4 0.7 0.5 NASDAQ_micro -0.0 -0.1 -0.2 0.1 -0.0 0.3 0.0 0.4 0.1 0.0 0.3 0.1 0.5 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 0.0 0.5 0.0 -0.3 0.3 -0.1 -0.4 -0.2 0.2 -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 0.1 0.3 0.1 0.5 -0.3 0.1 -0.4 0.2 NZD 0.6 0.6 0.2 0.1 0.1 0.1 0.2 0.1 0.2 0.1 -0.0 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 -0.1 0.2 0.0 0.4 0.4 0.1 -0.0 0.0 0.7 0.3 0.7 OAT 0.4 0.1 0.1 -0.1 0.1 -0.2 0.0 -0.2 -0.1 0.1 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 0.5 -0.0 0.7 0.5 0.7 OATIES 0.0 0.1 -0.2 -0.0 0.0 -0.4 0.1 -0.7 0.1 0.1 -0.3 0.0 -0.4 0.0 -0.0 -0.2 -0.2 -0.3 -0.3 -0.1 -0.1 0.0 -0.3 -0.0 -0.5 -0.1 0.1 -0.4 0.1 -0.5 0.0 -0.7 0.1 -0.2 -0.4 -0.2 -0.3 -0.5 -0.1 -0.6 OJ 0.2 0.6 0.2 -0.0 0.0 -0.2 0.1 -0.5 0.0 0.0 -0.1 0.1 -0.2 0.1 0.0 0.1 0.1 0.0 0.0 0.1 -0.0 0.0 -0.2 0.1 -2.7 0.1 -0.0 0.0 0.0 -0.1 0.1 0.8 0.2 0.2 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 -0.3 -0.2 -0.0 0.3 -0.1 -0.3 -0.4 PLAT 0.4 0.1 -0.1 0.1 0.0 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 -0.2 -0.3 0.3 0.1 0.7 0.3 -0.1 -0.2 REDWHEAT 0.2 0.3 0.4 -0.0 0.1 -0.5 0.2 -0.7 0.1 0.2 -0.4 0.2 -0.7 0.2 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 0.3 0.1 0.6 -0.7 -0.7 -0.7 -0.7 RICE 0.6 0.6 0.2 -0.0 0.0 -0.3 0.1 -0.5 0.1 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 -0.1 -0.2 -0.0 0.0 -0.4 0.1 -0.7 0.1 0.0 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 0.0 -0.1 0.1 -0.0 0.1 1.1 0.3 0.2 -0.2 0.0 -0.0 0.3 0.3 0.6 RUSSELL 0.3 0.3 0.3 0.1 -0.0 0.3 0.0 0.5 0.1 -0.2 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 0.1 1.2 0.2 -0.2 0.5 -0.0 0.5 0.1 0.0 -0.2 0.6 0.3 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 -0.0 0.1 -0.4 0.1 -0.4 0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.0 -0.1 0.1 -0.3 0.0 1.5 -0.1 0.1 -0.4 0.1 -0.5 0.0 -1.1 0.3 0.4 -0.0 -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 0.5 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 0.5 0.0 1.4 0.2 -0.0 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 0.1 -0.3 0.0 -0.3 -0.1 0.2 -0.2 -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 -0.1 0.1 -0.2 0.0 0.2 -0.1 0.3 0.3 -0.2 -0.3 -0.1 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.2 -0.4 0.1 -0.0 0.1 -0.5 0.2 -0.7 0.1 0.1 0.1 0.2 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.1 -0.1 0.0 -0.8 -0.0 0.0 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 0.0 -0.5 0.1 -0.7 0.1 -0.0 -0.2 -0.1 -0.4 -0.1 -0.1 -0.2 -0.3 -0.2 -0.3 -0.1 -0.1 -0.0 -0.2 -0.1 -1.8 -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 0.3 -0.1 -0.0 0.1 -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 0.1 0.2 0.1 0.2 -2.3 0.1 0.0 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 0.2 0.4 0.3 0.1 -0.0 0.3 0.0 0.5 0.1 -0.1 0.5 0.0 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 0.2 -0.1 0.2 0.1 -0.0 -0.2 0.2 0.1 -0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 0.0 0.1 0.1 -0.0 0.4 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 0.0 0.5 0.1 -2.7 0.0 -0.0 0.3 0.0 0.6 0.0 -0.3 0.1 -0.3 -0.3 -0.3 0.3 -0.7 0.3 -0.7 SUGAR11 -0.1 0.3 -0.0 -0.0 0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.3 -0.1 -0.5 -0.1 -0.1 0.4 0.3 0.4 0.3 -0.1 -0.1 -0.1 -0.4 -0.1 -2.7 0.0 -0.2 -0.2 -0.1 -0.4 0.0 1.1 -0.3 -0.3 0.2 -0.1 -0.0 -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 0.2 0.1 -0.1 0.3 -0.1 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.0 0.1 -0.1 -1.5 -0.1 0.0 -0.0 -0.1 0.2 -0.1 -0.2 -0.1 -0.5 -0.2 0.0 -0.7 -0.7 -0.6 -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 -0.2 -0.5 -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 0.2 -0.2 -0.1 -0.0 -0.1 -0.2 -0.2 -0.3 -0.2 -0.2 -0.1 -0.1 0.0 -0.1 -0.1 2.2 -0.2 0.2 -0.2 0.0 0.0 -0.1 -1.1 0.3 -0.6 -0.1 -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 -0.0 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 -1.4 0.0 -0.0 0.1 -0.0 0.2 -0.0 0.0 -0.2 -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 -0.0 -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 -0.1 0.0 -0.0 0.1 -0.0 -0.4 -0.2 -0.0 0.2 0.2 -0.3 0.3 0.0 -0.5 US5 -0.3 -0.3 -0.2 -0.1 0.1 -0.2 0.0 -0.3 -0.1 0.2 0.0 -0.1 0.3 -0.2 -0.2 0.0 -0.0 0.0 -0.0 -0.1 -0.0 -0.0 0.1 -0.1 -1.0 -0.1 0.1 -0.1 -0.0 0.2 -0.1 -0.5 0.1 -0.6 -0.2 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.5 -0.3 -0.5 -0.2 0.2 -0.6 0.1 -0.6 -0.0 0.1 -0.9 0.0 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.3 -0.3 0.1 -0.6 -0.1 NaN -0.2 0.2 -0.7 0.1 -0.6 -0.1 NaN NaN NaN NaN NaN -0.0 -1.1 NaN NaN WHEAT 0.4 0.2 0.1 -0.0 0.1 -0.5 0.2 -0.7 0.1 0.1 -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 0.4 -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 13.3 14.7 8.7 14.9 20.0 5.7 20.0 3.6 20.0 20.0 19.8 20.0 13.8 20.0 20.0 0.9 -0.6 0.5 -0.0 20.0 18.6 20.0 10.2 20.0 16.8 20.0 20.0 17.4 20.0 8.0 20.0 5.8 20.0 20.0 16.6 15.7 1.0 20.0 4.7 20.0 BITCOIN 4.5 -0.4 -20.0 20.0 7.8 20.0 17.1 20.0 19.2 -19.8 -18.3 -19.7 -4.3 -12.6 -20.0 -3.7 -6.1 -4.3 -5.1 -18.4 -20.0 -20.0 -10.4 -16.1 -20.0 -18.7 -20.0 -20.0 -20.0 -9.5 -17.1 -0.1 -20.0 -20.0 -20.0 -20.0 -0.8 -0.4 -20.0 -17.0 BOBL 11.5 1.0 -8.6 -8.9 6.4 -8.2 2.1 -6.5 -4.6 15.3 -11.6 14.3 -6.2 8.6 -10.5 -20.0 -1.3 -14.8 -5.0 -4.2 -8.8 9.1 -8.2 3.5 3.4 -8.4 18.7 -13.6 11.6 -10.8 2.8 -10.5 9.5 17.3 -0.8 -5.8 6.2 20.0 20.0 20.0 BTP 8.4 2.6 -2.5 -11.0 7.9 -10.1 2.6 -8.0 -5.6 15.8 15.6 20.0 20.0 20.0 12.0 16.3 10.7 14.1 12.2 7.6 7.9 9.7 11.9 9.5 -20.0 10.5 11.7 10.0 14.3 14.4 13.5 12.7 4.0 20.0 17.2 17.1 1.4 20.0 16.7 20.0 BUND 9.6 -0.6 -6.2 -9.9 7.1 -9.1 2.3 -7.2 -5.1 12.5 -12.1 11.3 -13.4 6.8 -11.7 20.0 7.3 14.6 10.1 -5.8 -9.6 5.5 -10.8 1.0 0.0 -8.7 12.6 -13.4 7.8 -11.8 1.3 7.6 -1.0 17.0 0.9 -4.0 1.0 20.0 14.9 20.0 BUXL 7.2 0.1 -5.6 -9.1 6.5 -8.4 2.1 -6.6 -4.7 -11.7 -17.8 -6.6 -20.0 -4.9 -15.5 5.1 3.6 4.8 4.3 -10.5 -15.7 -3.5 -20.0 -5.1 2.7 -12.0 -5.8 -18.4 -4.6 -20.0 -5.2 -0.2 -16.8 7.2 1.7 -6.2 -7.7 20.0 4.9 10.7 CAC -12.1 -2.0 0.8 11.5 -5.1 14.5 0.5 15.6 6.8 -5.1 14.2 -17.5 19.1 -11.2 2.9 -5.4 -2.9 -5.2 -4.1 1.7 9.1 -13.4 11.7 -8.2 7.2 -1.9 -8.2 4.0 -14.7 4.0 -10.8 3.8 -20.0 -20.0 -19.7 -5.5 19.5 20.0 12.6 20.0 CAD 3.3 9.1 7.3 13.9 19.7 5.5 20.0 3.4 20.0 12.9 -2.0 15.7 -0.5 13.1 11.3 -7.2 -7.5 -7.6 -7.7 10.5 3.8 20.0 -1.4 19.6 20.0 11.3 20.0 3.9 20.0 -0.6 20.0 -6.8 5.6 -15.6 -1.4 2.8 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 5.4 -5.0 -1.7 4.4 -17.2 10.8 -20.0 9.3 7.5 -10.3 14.3 -4.2 11.3 3.0 -16.6 -14.3 -17.8 -16.8 2.9 -6.1 12.9 -6.8 12.9 11.0 3.2 4.7 -6.7 12.7 -8.3 13.1 -14.7 10.6 20.0 -3.8 3.4 11.4 20.0 18.2 20.0 CHF 12.2 6.6 -9.8 7.4 10.5 3.0 18.1 1.8 14.1 5.5 0.1 7.8 7.9 6.3 2.7 -14.6 -16.3 -16.2 -16.2 5.9 2.8 17.2 3.3 12.4 -1.1 5.7 10.9 3.0 15.7 3.3 11.3 -20.0 17.2 1.7 1.6 1.1 -9.8 -20.0 -7.3 -20.0 COCOA -20.0 -7.6 -18.0 -0.7 1.8 -7.2 4.6 -10.7 3.9 -5.3 -6.3 -6.6 -4.2 -6.4 -6.1 -3.8 5.0 -3.2 -0.5 -11.6 -9.4 -12.2 -5.4 -14.0 -20.0 -6.6 -3.3 -6.0 -5.8 -2.6 -6.9 15.8 -10.0 -20.0 -5.0 -8.1 -1.8 0.0 4.4 5.3 COFFEE -7.2 -15.2 -6.2 -2.2 5.7 -20.0 14.2 -20.0 12.1 -17.6 10.0 -16.2 14.6 -13.8 -14.0 20.0 19.5 20.0 20.0 -8.9 1.7 -18.3 15.2 -12.8 -20.0 -7.4 -20.0 2.7 -11.3 17.8 -8.5 20.0 -20.0 -20.0 -20.0 0.5 20.0 17.1 20.0 20.0 COPPER 1.0 10.9 12.7 8.9 7.4 10.0 9.1 9.9 8.7 7.9 6.6 5.3 4.6 7.1 8.1 -6.7 -6.3 -6.9 -6.6 10.8 9.6 9.7 6.6 9.0 -1.9 6.0 15.3 6.6 7.8 7.0 5.2 -1.5 -6.8 -6.9 -8.3 -6.7 20.0 20.0 20.0 20.0 CORN -6.7 -4.6 6.4 -2.2 5.7 -20.0 14.0 -20.0 12.0 12.0 -3.6 3.7 -10.1 -3.4 -7.2 -20.0 -20.0 -20.0 -20.0 -5.8 -5.2 4.4 -8.8 -3.0 9.5 -7.0 6.1 -4.8 3.4 -6.4 -4.4 -20.0 12.7 -20.0 -14.4 5.8 0.4 -8.5 8.0 -1.3 COTTON2 -0.9 6.5 -0.9 -2.6 6.8 -20.0 16.8 -20.0 14.4 -15.0 -20.0 -15.8 -20.0 -8.5 -17.6 -20.0 -17.7 -20.0 -20.0 -8.8 -14.6 -12.1 -20.0 -8.7 -10.6 -11.2 -18.9 -18.4 -15.8 -20.0 -10.5 -20.0 -20.0 -20.0 -6.3 -4.8 -11.7 -12.8 -10.2 -7.1 CRUDE_W 19.6 9.6 -0.1 17.7 20.0 6.9 20.0 2.8 20.0 19.8 -11.5 20.0 -14.2 19.6 6.3 1.7 3.9 1.0 1.9 7.1 -3.2 20.0 -8.8 19.2 8.0 9.0 20.0 -3.8 20.0 -10.6 20.0 -1.0 -18.9 -18.8 -5.4 -13.4 9.6 20.0 12.6 15.3 DAX -11.2 11.4 -6.4 10.2 -4.5 12.8 0.5 13.7 6.0 -10.1 12.4 -11.4 18.1 2.5 11.1 -9.9 -7.3 -8.7 -7.6 9.1 10.9 -16.3 15.0 -1.7 -13.9 6.8 -20.0 7.4 -16.6 8.6 -3.3 -2.9 -20.0 -13.5 8.1 -2.2 11.8 20.0 6.4 20.0 DOW -5.4 3.9 5.8 8.3 -3.7 10.4 0.4 11.2 4.9 -2.8 15.9 -1.5 16.1 7.1 13.4 -7.5 -8.1 -7.6 -7.7 11.7 16.8 -3.5 17.8 3.8 -11.0 7.4 -7.8 11.9 -4.4 13.2 1.1 -3.8 -4.4 -5.3 -0.8 2.6 -1.5 -20.0 -6.4 -20.0 DX -9.8 -7.3 8.0 10.1 14.3 4.0 20.0 2.5 19.2 -8.7 1.2 -11.3 -10.9 -9.6 -5.4 5.3 6.1 5.8 5.9 -7.4 -3.1 -20.0 -4.5 -15.6 -20.0 -9.6 -13.0 -4.2 -20.0 -3.2 -17.4 16.7 -20.0 -20.0 -20.0 -4.5 3.5 20.0 10.5 20.0 EUR 6.4 2.0 -9.7 11.4 16.2 4.6 20.0 2.8 20.0 4.8 3.2 9.4 14.0 8.4 6.4 -7.5 -8.0 -8.2 -8.1 7.5 4.9 18.5 7.3 14.3 8.7 9.7 11.0 6.1 20.0 6.3 16.6 -7.4 6.6 -3.8 -1.2 3.5 -8.6 -20.0 -4.1 -20.0 EURIBOR-ICE 11.6 1.2 -12.1 -6.7 4.8 -6.2 1.6 -4.9 -3.4 11.4 -7.2 9.5 3.0 6.0 -6.7 13.6 11.8 13.4 13.0 -1.7 -4.7 10.4 -1.0 4.7 -0.5 -5.3 18.4 -8.4 11.6 -4.3 3.3 14.7 14.0 14.5 -4.2 -5.0 12.2 20.0 20.0 20.0 EUROSTX -6.0 7.8 5.0 10.6 -4.7 13.3 0.5 14.3 6.2 -6.2 19.4 -4.2 20.0 9.9 15.8 8.8 0.6 4.9 2.1 18.7 20.0 -2.3 20.0 8.4 -7.9 16.0 -6.0 17.7 -3.5 14.3 6.1 11.6 -12.6 0.8 9.3 12.7 17.3 20.0 8.9 20.0 FEEDCOW 4.8 20.0 5.6 -1.8 4.7 -18.3 11.5 -20.0 9.8 -3.0 10.6 9.2 13.1 15.9 11.4 10.3 9.4 11.5 11.8 20.0 20.0 9.1 20.0 20.0 -20.0 9.3 -5.1 11.1 2.8 19.5 8.3 20.0 -2.5 1.3 20.0 2.8 20.0 20.0 20.0 20.0 GASOIL 20.0 2.4 -0.2 13.9 20.0 5.5 20.0 2.2 20.0 15.6 4.9 16.9 6.8 14.7 2.2 20.0 15.7 17.9 17.3 9.1 4.4 20.0 3.7 19.6 -2.3 15.7 20.0 10.3 20.0 7.4 20.0 20.0 -2.6 1.9 2.8 5.9 0.8 20.0 -6.2 9.1 GASOLINE 20.0 5.2 -0.6 18.0 20.0 7.0 20.0 2.9 20.0 20.0 -2.3 20.0 -0.1 19.1 6.1 -20.0 -20.0 -20.0 -20.0 8.9 1.3 20.0 -0.9 20.0 -18.9 11.5 20.0 0.8 20.0 -2.9 20.0 -20.0 -20.0 -10.4 -7.8 -6.4 9.3 20.0 6.8 20.0 GAS_US_mini 20.0 -2.0 9.2 10.3 20.0 4.1 20.0 1.7 19.2 11.4 -4.1 11.9 -7.9 3.2 -0.8 20.0 -6.7 20.0 20.0 3.8 -0.9 20.0 -2.7 13.7 20.0 -0.4 20.0 -2.2 14.1 -2.3 5.9 -6.7 9.6 -18.5 -20.0 -4.2 4.2 -14.6 -2.7 -20.0 GBP 5.4 12.5 -3.4 13.8 19.5 5.5 20.0 3.4 20.0 9.4 7.0 14.0 14.4 16.8 16.7 0.4 0.1 0.3 0.2 15.3 8.6 20.0 7.5 20.0 0.8 18.2 16.3 11.0 20.0 8.9 20.0 6.6 -4.2 0.9 8.2 7.0 -3.1 -7.1 1.7 -8.9 GOLD_micro 20.0 -2.9 12.2 9.2 7.5 10.2 9.4 10.1 8.9 8.7 10.0 10.0 9.9 10.4 10.4 -8.0 -10.1 -8.4 -9.0 20.0 19.5 20.0 16.8 20.0 -20.0 18.9 20.0 18.3 20.0 18.3 20.0 -6.7 20.0 20.0 18.0 19.9 14.8 5.9 -13.4 -18.2 HEATOIL 20.0 2.0 -0.9 14.4 20.0 5.7 20.0 2.3 20.0 16.2 2.0 17.7 4.8 14.9 -0.4 20.0 14.2 20.0 17.9 10.2 4.2 20.0 3.7 20.0 -18.8 10.8 20.0 5.1 20.0 4.5 20.0 20.0 -6.0 -2.7 -6.4 2.1 7.3 13.4 -1.4 -11.0 JGB-SGX-mini 5.6 -4.6 -16.7 -4.2 3.0 -3.9 1.0 -3.1 -2.1 5.2 -10.2 -3.8 -10.1 -7.5 -9.5 5.5 13.2 10.8 12.2 -16.5 -17.5 -3.0 -15.6 -10.7 -1.2 -17.4 2.4 -17.7 -3.1 -14.6 -11.2 15.0 -2.1 -13.0 -20.0 -20.0 -7.3 -20.0 2.9 -20.0 JPY 17.1 11.8 -7.1 8.2 11.6 3.3 20.0 2.0 15.5 4.2 -11.7 6.6 -11.8 3.0 -7.0 -8.7 -10.5 -9.4 -9.7 -3.5 -10.0 11.7 -11.2 5.7 20.0 -2.2 7.9 -8.4 13.1 -9.0 7.0 -10.8 -11.8 -8.8 -16.2 -18.1 -8.9 -14.6 -4.7 -17.6 LEANHOG 15.9 20.0 -4.1 -2.6 6.8 -20.0 16.9 -20.0 14.4 -19.6 12.9 17.0 16.2 20.0 18.8 -20.0 4.9 -20.0 -11.0 20.0 16.6 13.7 13.1 20.0 -4.0 20.0 -6.0 20.0 14.2 12.4 20.0 12.6 -0.6 20.0 20.0 19.7 -5.4 12.6 1.2 20.0 LIVECOW 3.9 18.5 0.5 -2.0 5.2 -20.0 12.9 -20.0 11.1 3.7 7.9 7.9 13.1 16.5 9.3 -8.6 4.7 -5.4 -1.1 16.5 15.2 6.7 20.0 14.5 -20.0 1.8 -2.0 3.7 1.2 15.7 3.0 15.7 -0.1 -11.3 14.8 -5.3 20.0 20.0 20.0 20.0 LUMBER-new 20.0 16.1 -15.0 -1.8 4.7 -18.5 11.6 -20.0 10.0 -13.8 -14.6 7.1 -14.8 7.8 -9.3 -20.0 -20.0 -20.0 -20.0 -2.8 -16.3 2.7 -20.0 6.3 NaN -3.8 -3.9 -15.2 1.9 -16.3 5.0 -20.0 -20.0 3.8 8.3 -13.5 1.3 20.0 5.5 20.0 MXP 8.7 6.5 2.5 15.7 20.0 6.3 20.0 3.8 20.0 3.6 20.0 18.9 20.0 20.0 20.0 12.7 13.1 13.2 13.0 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 9.2 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 20.0 20.0 14.0 11.1 20.0 15.1 NASDAQ_micro -0.4 -3.1 -5.4 8.2 -3.6 10.3 0.4 11.1 4.8 4.2 12.4 7.8 15.1 9.1 5.7 -8.4 -8.7 -8.3 -8.4 5.4 12.2 4.7 19.6 4.4 -20.0 2.8 -3.9 7.3 3.5 13.0 2.9 -5.0 11.4 -2.6 -11.3 -6.4 4.7 -20.0 4.4 -20.0 NIKKEI -0.4 -5.4 2.0 5.7 -2.5 7.2 0.3 7.7 3.4 4.3 11.1 6.3 11.1 8.8 10.0 10.8 7.9 8.8 7.6 11.6 15.3 4.4 16.2 8.1 -13.4 8.6 1.4 13.0 2.9 14.1 5.4 20.0 3.6 8.0 3.3 15.0 -7.5 2.0 -11.9 6.7 NZD 19.6 17.2 5.5 10.6 15.1 4.2 20.0 2.6 20.0 12.0 -1.3 15.1 -5.1 15.0 11.2 -3.5 -3.5 -3.9 -3.9 13.6 2.8 20.0 -3.2 20.0 15.0 13.3 20.0 1.7 20.0 -4.1 20.0 0.0 16.5 13.1 1.6 -1.3 0.2 20.0 7.9 20.0 OAT 13.7 4.3 1.6 -9.2 6.6 -8.5 2.1 -6.7 -4.7 15.3 4.6 19.4 -2.9 16.0 3.8 12.2 12.6 13.9 14.4 6.7 1.5 17.6 -2.4 13.6 0.0 9.4 18.6 2.8 20.0 -0.7 18.3 16.7 20.0 20.0 16.5 14.2 -0.6 20.0 14.6 20.0 OATIES 0.3 4.6 -5.4 -1.4 3.8 -14.8 9.3 -20.0 8.0 11.0 -10.9 2.3 -11.0 1.7 -3.8 -12.5 -12.2 -16.0 -15.9 -6.5 -11.1 3.7 -12.1 -1.3 -3.5 -7.5 10.5 -14.0 5.8 -15.0 0.1 -12.5 4.5 -7.1 -12.3 -7.3 -8.1 -16.4 -4.4 -19.0 OJ 7.2 20.0 5.2 -0.8 2.2 -8.5 5.3 -12.5 4.6 1.0 -3.4 5.0 -6.5 7.1 4.2 4.1 2.6 1.1 0.5 5.5 -1.5 4.6 -6.9 7.7 -20.0 7.8 -1.5 1.4 4.6 -3.5 8.9 14.2 7.9 6.8 20.0 3.0 -20.0 -20.0 -14.9 -20.0 PALLAD 8.6 2.6 5.9 7.2 6.0 8.1 7.4 8.0 7.1 4.3 6.0 5.7 5.4 5.9 5.8 -3.1 -3.1 -3.2 -3.1 8.8 8.1 7.0 6.2 8.0 11.4 4.7 3.8 7.7 3.3 8.7 2.8 4.3 -6.3 -10.1 -6.9 -1.2 8.5 -2.6 -10.2 -11.1 PLAT 12.0 4.0 -2.0 6.4 5.3 7.1 6.5 7.1 6.2 2.8 6.2 4.7 6.0 5.9 5.9 -2.2 -3.7 -3.2 -3.4 11.5 9.5 7.7 6.8 10.7 -0.6 8.4 1.1 9.4 2.8 9.0 5.5 3.6 -6.9 -8.3 9.1 3.1 20.0 9.4 -4.3 -7.5 REDWHEAT 6.5 8.3 11.0 -2.2 5.8 -20.0 14.4 -20.0 12.3 17.1 -14.4 15.8 -19.1 14.7 3.5 -14.6 -16.3 -15.6 -16.3 2.9 -4.9 14.8 -14.7 9.1 7.6 7.1 18.5 -0.0 18.5 -8.3 13.7 -16.4 20.0 8.4 2.8 17.1 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 5.4 -0.9 2.4 -9.5 6.0 -14.0 5.1 5.8 -7.2 8.3 -8.6 8.3 0.5 -19.9 -14.5 -20.0 -19.5 1.4 -8.9 10.2 -15.2 8.9 1.0 4.0 7.0 -7.3 10.1 -15.3 10.7 -18.2 8.5 16.5 8.6 -3.8 -13.7 -16.5 -6.9 -16.9 ROBUSTA 18.7 -4.3 -5.6 -1.5 4.0 -15.5 9.8 -20.0 8.4 2.4 3.1 7.0 -2.1 6.5 -1.8 20.0 15.7 20.0 17.0 -0.1 -3.3 10.0 -1.3 7.6 -20.0 0.6 1.3 -2.3 8.8 -0.7 6.9 20.0 13.7 7.4 -7.4 1.2 -0.3 8.0 10.0 17.2 RUSSELL 9.6 10.7 8.2 9.9 -4.4 12.4 0.5 13.3 5.8 -16.9 18.5 4.9 18.1 11.2 16.5 -5.3 -5.3 -5.0 -5.0 20.0 20.0 -1.5 19.3 13.7 9.0 15.9 -16.7 16.7 -2.8 14.7 10.1 0.9 -6.9 18.2 10.2 3.0 -5.3 -20.0 -17.5 -20.0 SHATZ 12.2 3.8 -8.9 -7.8 5.6 -7.2 1.8 -5.7 -4.0 12.5 -13.0 11.7 -11.2 8.7 -8.5 4.1 -14.5 -6.6 -10.8 -4.2 -10.7 8.5 -10.7 3.6 11.0 -8.5 15.2 -15.5 10.5 -13.3 2.8 -20.0 14.5 13.2 -1.0 -7.8 17.5 20.0 20.0 20.0 SILVER-mini 20.0 7.5 9.8 7.2 6.0 8.1 7.4 8.0 7.1 7.2 8.3 8.1 8.0 8.3 8.4 -3.3 -5.8 -4.3 -5.1 20.0 17.2 20.0 11.0 20.0 -7.4 16.7 16.9 16.6 17.6 14.3 16.3 0.1 20.0 20.0 20.0 20.0 6.2 19.8 -18.2 -6.2 SMI -20.0 2.2 13.9 9.1 -4.0 11.5 0.4 12.3 5.4 0.2 16.1 -10.5 15.5 0.7 12.6 13.1 6.5 11.2 8.6 13.4 19.4 -6.6 16.7 0.2 10.2 16.1 -2.8 20.0 -6.7 14.9 1.9 20.0 -19.9 -18.2 9.9 20.0 -5.4 20.0 -6.5 20.0 SOFR -5.6 -12.1 -12.7 -10.4 7.4 -9.5 2.4 -7.5 -5.3 19.2 -6.1 -7.5 14.1 -16.2 -20.0 8.5 6.5 8.2 7.6 -15.6 -7.7 -1.2 4.7 -12.2 -20.0 -13.1 16.5 -6.1 3.9 4.9 -7.9 5.4 13.9 -6.5 -9.8 -4.5 -14.9 -15.0 -12.9 -20.0 SOYBEAN 5.9 -11.5 3.2 -2.4 6.2 -20.0 15.3 -20.0 13.0 9.8 2.3 16.4 3.9 -4.5 -9.4 -7.2 -5.6 -5.3 -5.4 -3.3 -1.5 10.1 -2.1 3.3 -6.3 -0.9 4.0 2.6 14.7 2.8 7.8 2.1 20.0 2.9 -20.0 15.2 -20.0 -10.7 -20.0 -7.4 SOYMEAL -5.7 -15.1 8.9 -1.6 4.3 -16.8 10.6 -20.0 9.0 -1.6 -6.7 -5.9 -10.1 -11.2 -9.5 -10.9 -14.2 -12.0 -13.6 -9.0 -5.5 -2.5 -6.8 -7.7 -13.2 -3.4 -3.1 2.2 -2.6 -0.7 -5.7 -12.8 2.5 -14.0 -19.5 20.0 -20.0 -19.6 -13.5 -18.8 SOYOIL 20.0 8.2 -3.1 -2.2 5.7 -20.0 14.0 -20.0 11.9 6.2 -2.9 18.3 7.2 18.0 12.1 -8.7 -6.1 -8.7 -7.7 14.8 4.9 20.0 4.5 20.0 -17.6 11.8 0.4 1.0 19.5 0.2 20.0 0.1 15.8 20.0 3.4 9.0 -11.7 -20.0 -12.3 -20.0 SP400 6.4 13.8 8.8 9.3 -4.1 11.7 0.4 12.6 5.5 -14.8 17.1 3.7 13.4 11.6 16.3 -6.9 -6.2 -6.5 -6.2 17.4 16.4 -3.1 12.5 10.7 3.4 10.6 -15.6 9.2 -4.7 5.9 5.8 -0.9 -9.0 7.3 4.4 -3.3 -2.5 -20.0 -8.8 -20.0 SP500_micro -3.1 0.2 2.4 10.4 -4.6 13.1 0.5 14.1 6.1 10.8 20.0 11.9 20.0 13.7 17.2 -9.4 -9.5 -9.3 -9.2 10.7 19.7 4.9 20.0 6.2 -20.0 4.4 -1.9 9.8 2.3 15.4 2.4 -6.3 5.7 -8.5 -10.6 -10.6 7.5 -20.0 8.7 -20.0 SUGAR11 -2.0 9.4 -1.0 -1.7 4.3 -17.0 10.7 -20.0 9.1 -13.4 -12.2 -10.4 -15.0 -8.3 -8.7 20.0 12.5 17.9 13.7 -5.7 -11.1 -9.0 -16.4 -5.4 -20.0 1.1 -17.1 -5.9 -6.1 -11.9 0.8 20.0 -13.0 -9.9 4.9 -3.6 -1.4 -16.6 4.0 -10.5 US10 -7.9 -10.1 -6.8 -9.5 6.8 -8.7 2.2 -6.9 -4.8 16.9 3.4 -7.6 9.2 -13.2 -16.7 3.8 1.1 3.0 2.4 -10.6 -3.2 -4.9 3.5 -10.8 -11.1 -11.0 3.9 -1.8 -5.4 6.6 -12.1 -3.8 -3.7 -15.7 -6.3 0.9 -20.0 -20.0 -18.8 -20.0 US10U -6.1 -9.1 -5.2 -11.2 8.0 -10.2 2.6 -8.1 -5.7 7.2 6.5 -8.2 8.6 -14.5 -19.0 3.9 0.4 3.1 1.9 -9.7 -1.7 -6.6 3.9 -10.8 -15.7 -6.5 -4.0 4.0 -7.6 11.2 -10.1 -5.0 -10.3 -14.3 -0.7 6.6 -17.3 -8.6 -16.9 -20.0 US2 -11.3 -7.2 -7.1 -9.4 6.8 -8.7 2.2 -6.9 -4.8 18.0 -5.9 -8.7 -1.2 -12.7 -16.7 -7.6 -13.3 -9.2 -10.7 -11.4 -6.7 0.7 -2.2 -9.7 16.6 -14.2 19.5 -7.7 2.4 0.3 -11.4 -20.0 11.4 -20.0 -4.6 -4.9 -20.0 -20.0 -20.0 -20.0 US20 0.6 -4.7 -4.3 -7.8 5.6 -7.2 1.8 -5.7 -4.0 1.4 3.4 -1.1 -0.4 -3.7 -10.9 5.7 3.8 5.2 4.6 -3.6 -0.9 -2.6 0.3 -3.2 -10.2 0.9 -4.9 4.3 -2.8 5.6 -0.8 0.4 -9.0 -0.9 6.7 6.1 -10.7 14.6 -2.7 -20.0 US30 2.9 -5.0 -4.4 -8.9 6.4 -8.2 2.1 -6.4 -4.5 -1.4 -2.4 -0.6 -8.1 -5.6 -15.3 2.9 -0.9 1.9 0.6 -5.5 -3.9 -2.8 -3.9 -3.6 -5.8 -0.8 -8.5 1.6 -3.2 2.0 -0.8 -7.2 -9.2 -0.2 6.4 5.0 -9.3 10.2 0.9 -15.8 US5 -9.0 -9.1 -7.2 -10.1 7.2 -9.2 2.3 -7.3 -5.1 17.8 0.1 -9.7 9.5 -15.6 -18.5 1.7 -2.0 0.5 -0.5 -11.6 -4.5 -1.7 2.8 -10.8 -7.2 -11.5 14.0 -3.2 -0.6 5.8 -11.0 -8.9 4.2 -17.7 -4.9 0.0 -20.0 -20.0 -20.0 -20.0 VIX 10.6 -6.3 -9.8 -12.0 12.0 -14.6 6.1 -9.6 -2.8 4.6 -20.0 0.7 -20.0 -12.2 -20.0 -20.0 -20.0 -20.0 -20.0 -14.8 -18.5 4.7 -14.3 -4.6 NaN -13.5 12.9 -16.5 6.5 -11.0 -3.1 NaN NaN NaN NaN NaN -0.7 -20.0 NaN NaN WHEAT 12.0 4.8 4.0 -2.5 6.5 -20.0 16.0 -20.0 13.7 14.1 -20.0 16.4 -20.0 12.1 -8.2 -19.8 -18.6 -19.1 -18.5 -0.8 -10.4 16.9 -19.2 9.7 12.0 6.1 19.4 -3.5 20.0 -10.4 18.3 -20.0 20.0 13.5 0.6 11.0 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3