******************************************************************************** Strategy report for caleb_strategy_v3 backtest timestamp 20260202_204003 produced at 2026-02-02 21:36:17.164906 ******************************************************************************** ======================================================================================================================================================================================================================================================================================= 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 0.11 0.00 -2.53 0.0 0.00 0.00 0.00 0.00 -22.68 11.0 0 0 caleb_strategy_v3 JGB-SGX-mini False True 0.04 0.00 -0.97 0.0 0.00 0.00 0.00 0.00 -24.70 16.0 0 0 caleb_strategy_v3 US2 False True 0.10 0.00 -0.36 0.0 0.00 0.00 0.00 0.00 -3.78 13.0 0 0 caleb_strategy_v3 VIX False False 0.01 -0.26 -0.29 0.0 999.00 -999.00 -0.26 -0.26 -32.98 999999999.0 -30 -30 caleb_strategy_v3 US5 False False 0.05 -0.05 -0.16 0.0 1.26 -1.26 -0.05 -0.05 -3.25 25.0 -1 -1 caleb_strategy_v3 BITCOIN True False 0.00 0.00 -0.14 0.0 0.00 0.00 0.00 0.00 -36.71 59.0 0 0 caleb_strategy_v3 US10 False False 0.05 -0.05 -0.11 0.0 0.88 -0.88 -0.05 -0.05 -2.06 17.0 -1 -1 caleb_strategy_v3 US10U False False 0.05 0.00 -0.08 0.0 0.68 -0.68 0.00 0.00 -1.46 13.0 0 0 caleb_strategy_v3 COTTON2 False False 0.01 -0.09 -0.07 0.0 0.16 -0.16 -0.09 -0.09 -5.04 11.0 -6 -6 caleb_strategy_v3 DX False False 0.05 -0.05 -0.05 0.0 999.00 -999.00 -0.05 -0.05 -1.01 999999999.0 -1 -1 caleb_strategy_v3 CORN False False 0.01 0.00 -0.04 0.0 0.13 -0.13 0.00 0.00 -3.62 12.0 0 0 caleb_strategy_v3 SUGAR11 False False 0.01 -0.04 -0.03 0.0 0.13 -0.13 -0.04 -0.05 -3.81 18.0 -6 -7 caleb_strategy_v3 OATIES False True 0.01 0.00 -0.03 0.0 0.00 0.00 0.00 0.00 -4.51 2.0 0 0 caleb_strategy_v3 SOYMEAL False False 0.01 0.00 -0.02 0.0 0.12 -0.12 0.00 0.00 -1.53 9.0 0 0 caleb_strategy_v3 RICE False True 0.01 -0.03 -0.02 0.0 0.00 -0.03 -0.03 -0.03 -1.78 4.0 -3 -3 caleb_strategy_v3 JPY False False 0.04 -0.04 -0.02 0.0 0.63 -0.63 -0.04 -0.04 -0.53 17.0 -1 -1 caleb_strategy_v3 NASDAQ_micro False False 0.02 -0.17 -0.02 0.0 0.55 -0.55 -0.17 -0.22 -0.67 23.0 -7 -9 caleb_strategy_v3 CHF False False 0.07 -0.15 -0.02 0.0 0.97 -0.97 -0.15 -0.15 -0.31 13.0 -2 -2 caleb_strategy_v3 BUXL False False 0.06 -0.12 -0.02 0.0 0.24 -0.24 -0.12 -0.12 -0.26 4.0 -2 -2 caleb_strategy_v3 US30 False False 0.05 -0.22 -0.02 0.0 0.32 -0.32 -0.22 -0.16 -0.34 6.0 -4 -3 caleb_strategy_v3 US20 False True 0.05 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -0.35 9.0 0 0 caleb_strategy_v3 LUMBER-new False True 0.01 0.00 -0.02 0.0 0.00 0.00 0.00 0.00 -3.05 3.0 0 0 caleb_strategy_v3 COCOA False False 0.02 0.00 -0.01 0.0 0.51 -0.51 0.00 0.00 -0.70 26.0 0 0 caleb_strategy_v3 SOYBEAN False False 0.02 0.00 -0.01 0.0 0.17 -0.17 0.00 0.00 -0.55 7.0 0 0 caleb_strategy_v3 WHEAT False False 0.01 -0.04 -0.01 0.0 0.12 -0.12 -0.04 -0.04 -1.05 9.0 -3 -3 caleb_strategy_v3 REDWHEAT False False 0.01 -0.01 -0.01 0.0 0.10 -0.10 -0.01 -0.01 -0.72 8.0 -1 -1 caleb_strategy_v3 OJ False False 0.01 -0.03 -0.01 0.0 0.04 -0.04 -0.03 -0.03 -0.47 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 -0.36 999999999.0 0 0 caleb_strategy_v3 PLAT False False 0.05 0.00 0.00 0.0 0.50 -0.50 0.00 0.00 0.05 10.0 0 0 caleb_strategy_v3 PALLAD False False 0.08 0.00 0.00 0.0 0.16 -0.16 0.00 0.00 0.03 2.0 0 0 caleb_strategy_v3 SP500_micro False False 0.02 -0.03 -0.00 0.0 0.78 -0.78 -0.03 -0.06 -0.06 48.0 -2 -4 caleb_strategy_v3 COFFEE False False 0.05 0.00 -0.00 0.0 0.33 -0.33 0.00 0.00 -0.05 6.0 0 0 caleb_strategy_v3 BOBL False False 0.06 0.00 -0.00 0.0 1.21 -1.21 0.00 0.00 -0.02 19.0 0 0 caleb_strategy_v3 ROBUSTA False False 0.02 0.02 0.00 0.0 0.43 -0.43 0.02 0.02 0.06 23.0 1 1 caleb_strategy_v3 GOLD_micro False False 0.02 0.00 0.00 0.0 1.27 -1.27 0.00 0.00 0.07 56.0 0 0 caleb_strategy_v3 SOYOIL False False 0.01 -0.12 -0.00 0.0 0.15 -0.15 -0.12 -0.12 -0.33 10.0 -8 -8 caleb_strategy_v3 DOW False False 0.01 -0.07 -0.00 0.0 0.76 -0.76 -0.07 -0.09 -0.02 66.0 -6 -8 caleb_strategy_v3 BUND False False 0.07 0.00 0.01 0.0 0.70 -0.70 0.00 0.00 0.17 10.0 0 0 caleb_strategy_v3 GAS_US_mini False True 0.00 0.00 0.01 0.0 0.00 0.00 0.00 0.00 2.15 26.0 0 0 caleb_strategy_v3 DAX False False 0.01 0.00 0.01 0.0 0.79 -0.79 0.00 0.00 1.01 58.0 0 0 caleb_strategy_v3 EUR False False 0.07 0.14 0.01 0.0 0.96 -0.96 0.14 0.00 0.19 14.0 2 0 caleb_strategy_v3 HEATOIL False False 0.04 0.09 0.02 0.0 0.13 -0.13 0.09 0.04 0.36 3.0 2 1 caleb_strategy_v3 CAD False False 0.03 0.00 0.02 0.0 0.98 -0.98 0.00 0.00 0.73 29.0 0 0 caleb_strategy_v3 CANOLA False False 0.00 0.06 0.02 0.0 0.23 -0.23 0.06 0.06 3.70 51.0 14 14 caleb_strategy_v3 SP400 False False 0.16 0.32 0.03 0.0 0.32 -0.32 0.32 0.32 0.19 2.0 2 2 caleb_strategy_v3 SILVER-mini False False 0.13 0.27 0.03 0.0 999.00 -999.00 0.27 0.27 0.24 999999999.0 2 2 caleb_strategy_v3 SHATZ False True 0.06 0.00 0.04 0.0 0.00 0.00 0.00 0.00 0.73 24.0 0 0 caleb_strategy_v3 GASOIL False False 0.03 0.00 0.04 0.0 0.12 -0.12 0.00 0.00 1.44 4.0 0 0 caleb_strategy_v3 CRUDE_W False False 0.03 0.08 0.05 0.0 0.14 -0.14 0.08 0.05 1.81 5.0 3 2 caleb_strategy_v3 LIVECOW False False 0.04 0.00 0.05 0.0 0.75 -0.75 0.00 0.00 1.24 17.0 0 0 caleb_strategy_v3 RUSSELL False False 0.01 0.00 0.05 0.0 0.42 -0.42 0.00 0.00 8.07 68.0 0 0 caleb_strategy_v3 CAC False True 0.05 0.00 0.06 0.0 0.00 0.00 0.00 0.00 1.25 12.0 0 0 caleb_strategy_v3 GBP False False 0.04 0.04 0.07 0.0 0.87 -0.87 0.04 0.00 1.86 22.0 1 0 caleb_strategy_v3 COPPER False False 0.07 0.21 0.07 0.0 999.00 -999.00 0.21 0.14 0.99 999999999.0 3 2 caleb_strategy_v3 FEEDCOW False False 0.08 0.08 0.08 0.0 0.67 -0.67 0.08 0.00 0.92 8.0 1 0 caleb_strategy_v3 NZD False False 0.03 0.00 0.09 0.0 0.58 -0.58 0.00 0.00 3.31 21.0 0 0 caleb_strategy_v3 EUROSTX False False 0.03 0.20 0.11 0.0 0.66 -0.66 0.20 0.20 3.24 20.0 6 6 caleb_strategy_v3 LEANHOG False False 0.02 0.05 0.11 0.0 0.23 -0.23 0.05 0.05 6.03 13.0 3 3 caleb_strategy_v3 SMI False True 0.08 0.00 0.11 0.0 0.00 0.00 0.00 0.00 1.39 9.0 0 0 caleb_strategy_v3 NIKKEI False False 0.02 0.13 0.12 0.0 0.58 -0.58 0.13 0.14 7.36 36.0 8 9 caleb_strategy_v3 AUD False False 0.03 0.13 0.13 0.0 0.61 -0.61 0.13 0.03 4.09 19.0 4 1 caleb_strategy_v3 BTP False False 0.07 0.00 0.19 0.0 0.66 -0.66 0.00 0.00 2.88 10.0 0 0 caleb_strategy_v3 OAT False False 0.07 0.33 0.27 0.0 0.67 -0.67 0.33 0.27 4.00 10.0 5 4 caleb_strategy_v3 MXP False False 0.01 0.70 0.68 0.0 0.79 -0.79 0.70 0.57 51.20 60.0 53 43 caleb_strategy_v3 EURIBOR-ICE False False 0.13 0.00 1.21 0.0 1.34 -1.34 0.00 0.00 9.05 10.0 0 0 Risk overlay Config arg not supplied Percentage vol target 25.0 Normal risk 24.2 Shocked risk 64.5 Sum abs risk 62.8 Leverage 8.84 Risk scalar 1.00 Vol target calculation {'base_currency': 'USD', 'percentage_vol_target': 25.0, 'notional_trading_capital': 2162621.02, 'annual_cash_vol_target': 540655.255, 'daily_cash_vol_target': 33790.9534375} ===================================================================== Vol calculation ===================================================================== Daily return vol Price Daily % vol annual % vol AUD 0.0043 0.6964 0.6161 9.8570 BITCOIN 1951.7949 82985.0000 2.3520 37.6318 BOBL 0.1630 116.4500 0.1400 2.2397 BTP 0.3716 120.9600 0.3072 4.9156 BUND 0.3297 127.9400 0.2577 4.1236 BUXL 0.7673 109.4800 0.7008 11.2136 CAC 56.6286 8217.0000 0.6892 11.0266 CAD 0.0033 0.7322 0.4496 7.1936 CANOLA 6.0858 656.5000 0.9270 14.8321 CHF 0.0085 1.2882 0.6562 10.4999 COCOA 150.6334 4280.0000 3.5195 56.3116 COFFEE 5.6068 317.1500 1.7679 28.2861 COPPER 0.1100 5.9670 1.8438 29.5014 CORN 4.1183 454.7500 0.9056 14.4898 COTTON2 0.6529 62.8000 1.0397 16.6351 CRUDE_W 1.0404 59.3400 1.7533 28.0536 DAX 189.9612 24917.0000 0.7624 12.1980 DOW 309.7605 49566.0000 0.6249 9.9991 DX 0.4442 97.5050 0.4556 7.2895 EUR 0.0061 1.1814 0.5192 8.3066 EURIBOR-ICE 0.0324 97.6350 0.0332 0.5306 EUROSTX 46.3338 6032.0000 0.7681 12.2901 FEEDCOW 3.1145 364.0750 0.8555 13.6874 GASOIL 11.8965 658.2500 1.8073 28.9166 GASOLINE 0.0365 2.0861 1.7484 27.9740 GAS_US_mini 0.2696 3.2800 8.2210 131.5360 GBP 0.0071 1.3660 0.5210 8.3356 GOLD_micro 104.1949 4914.9000 2.1200 33.9197 HEATOIL 0.0483 2.2777 2.1221 33.9542 JGB-SGX-mini 0.2391 131.5300 0.1817 2.9079 JPY 0.0000 0.0064 0.7125 11.4004 LEANHOG 1.0699 96.6250 1.1073 17.7162 LIVECOW 1.7103 239.4500 0.7142 11.4280 LUMBER-new 7.3827 601.0000 1.2284 19.6544 MXP 0.0004 0.0572 0.6121 9.7938 NASDAQ_micro 185.8765 25863.2500 0.7187 11.4990 NIKKEI 610.4957 53890.0000 1.1329 18.1257 NZD 0.0038 0.6009 0.6330 10.1286 OAT 0.3385 121.7900 0.2779 4.4468 OATIES 5.1362 307.2500 1.6717 26.7464 OJ 7.8404 187.3500 4.1849 66.9583 PALLAD 85.0566 1701.0000 5.0004 80.0062 PLAT 108.8070 2178.2000 4.9953 79.9243 REDWHEAT 8.4466 545.2500 1.5491 24.7859 RICE 0.1484 11.0700 1.3408 21.4531 ROBUSTA 64.3900 4020.0000 1.6017 25.6279 RUSSELL 24.7043 2657.4000 0.9296 14.8743 SHATZ 0.0498 106.8450 0.0467 0.7464 SILVER-mini 2.4608 116.2750 2.1164 33.8620 SMI 100.5237 13353.0000 0.7528 12.0451 SOFR 0.0433 96.4700 0.0449 0.7189 SOYBEAN 8.0559 1075.2500 0.7492 11.9875 SOYMEAL 3.5942 298.0000 1.2061 19.2978 SOYOIL 0.6307 53.7800 1.1727 18.7631 SP400 26.5469 3479.5000 0.7630 12.2072 SP500_micro 37.7489 7007.7500 0.5387 8.6188 SUGAR11 0.2191 13.7700 1.5909 25.4547 US10 0.2697 111.6094 0.2417 3.8667 US10U 0.3669 113.9062 0.3221 5.1541 US2 0.0640 104.1719 0.0615 0.9837 US20 0.5789 114.6562 0.5049 8.0782 US30 0.8369 116.8750 0.7161 11.4576 US5 0.1720 108.7734 0.1581 2.5298 VIX 0.4786 19.0500 2.5125 40.1993 WHEAT 7.0677 578.7500 1.2212 19.5392 ============================================================================================================================================ Subsystem position ============================================================================================================================================ Block_Value Daily price % vol ICV FX IVV Daily Cash Vol Tgt Vol Scalar Combined forecast subsystem_position AUD 696.35 0.62 429.00 1.00 429.00 33790.95 78.77 20.00 157.54 BITCOIN 82.98 2.35 195.18 1.00 195.18 33790.95 173.13 -19.55 -338.53 BOBL 1164.50 0.14 163.00 1.19 194.26 33790.95 173.95 -0.12 -2.06 BTP 1209.60 0.31 371.62 1.19 442.87 33790.95 76.30 11.04 84.20 BUND 1279.40 0.26 329.73 1.19 392.95 33790.95 85.99 1.92 16.53 BUXL 1094.80 0.70 767.29 1.19 914.41 33790.95 36.95 -6.85 -25.31 CAC 821.70 0.69 566.29 1.19 674.87 33790.95 50.07 7.32 36.64 CAD 732.25 0.45 329.22 1.00 329.22 33790.95 102.64 2.75 28.24 CANOLA 131.30 0.93 121.72 0.74 90.00 33790.95 375.45 4.04 151.82 CHF 1610.31 0.66 1056.75 1.00 1056.75 33790.95 31.98 -3.69 -11.79 COCOA 428.00 3.52 1506.33 1.00 1506.33 33790.95 22.43 -12.76 -28.63 COFFEE 1189.31 1.77 2102.56 1.00 2102.56 33790.95 16.07 -2.36 -3.80 COPPER 1491.75 1.84 2750.54 1.00 2750.54 33790.95 12.29 7.40 9.09 CORN 227.38 0.91 205.91 1.00 205.91 33790.95 164.10 -9.05 -148.57 COTTON2 314.00 1.04 326.46 1.00 326.46 33790.95 103.51 -20.00 -207.01 CRUDE_W 593.40 1.75 1040.44 1.00 1040.44 33790.95 32.48 5.13 16.67 DAX 249.17 0.76 189.96 1.19 226.38 33790.95 149.26 1.99 29.66 DOW 247.83 0.62 154.88 1.00 154.88 33790.95 218.17 -0.05 -1.03 DX 975.05 0.46 444.23 1.00 444.23 33790.95 76.07 -5.10 -38.79 EUR 1476.75 0.52 766.67 1.00 766.67 33790.95 44.07 1.66 7.30 EURIBOR-ICE 2440.88 0.03 80.94 1.19 96.46 33790.95 350.30 7.57 265.06 EUROSTX 603.20 0.77 463.34 1.19 552.18 33790.95 61.20 15.52 94.95 FEEDCOW 1820.38 0.86 1557.26 1.00 1557.26 33790.95 21.70 12.73 27.63 GASOIL 658.25 1.81 1189.65 1.00 1189.65 33790.95 28.40 11.68 33.18 GASOLINE 876.16 1.75 1531.86 1.00 1531.86 33790.95 22.06 -3.76 -8.30 GAS_US_mini 82.00 8.22 674.12 1.00 674.12 33790.95 50.13 3.95 19.80 GBP 853.75 0.52 444.78 1.00 444.78 33790.95 75.97 9.41 71.49 GOLD_micro 491.49 2.12 1041.95 1.00 1041.95 33790.95 32.43 0.67 2.19 HEATOIL 956.63 2.12 2030.11 1.00 2030.11 33790.95 16.64 5.03 8.38 JGB-SGX-mini 131530.00 0.18 23905.01 0.01 155.31 33790.95 217.57 -10.47 -227.75 JPY 806.06 0.71 574.34 1.00 574.34 33790.95 58.83 -3.48 -20.48 LEANHOG 386.50 1.11 427.96 1.00 427.96 33790.95 78.96 12.54 99.04 LIVECOW 957.80 0.71 684.11 1.00 684.11 33790.95 49.39 7.56 37.34 LUMBER-new 165.28 1.23 203.02 1.00 203.02 33790.95 166.44 -7.51 -125.03 MXP 286.20 0.61 175.19 1.00 175.19 33790.95 192.89 18.06 348.37 NASDAQ_micro 517.26 0.72 371.75 1.00 371.75 33790.95 90.90 -3.18 -28.88 NIKKEI 53890.00 1.13 61049.57 0.01 396.63 33790.95 85.20 7.96 67.85 NZD 600.90 0.63 380.39 1.00 380.39 33790.95 88.83 14.32 127.21 OAT 1217.90 0.28 338.49 1.19 403.39 33790.95 83.77 14.00 117.25 OATIES 153.62 1.67 256.81 1.00 256.81 33790.95 131.58 -14.06 -185.01 OJ 281.03 4.18 1176.06 1.00 1176.06 33790.95 28.73 -6.65 -19.11 PALLAD 1701.00 5.00 8505.66 1.00 8505.66 33790.95 3.97 2.50 0.99 PLAT 1089.10 5.00 5440.35 1.00 5440.35 33790.95 6.21 2.27 1.41 REDWHEAT 272.62 1.55 422.33 1.00 422.33 33790.95 80.01 -6.75 -54.01 RICE 221.40 1.34 296.86 1.00 296.86 33790.95 113.83 -6.41 -73.01 ROBUSTA 402.00 1.60 643.90 1.00 643.90 33790.95 52.48 0.84 4.41 RUSSELL 132.87 0.93 123.52 1.00 123.52 33790.95 273.56 8.89 243.23 SHATZ 1068.45 0.05 49.85 1.19 59.40 33790.95 568.84 1.27 72.02 SILVER-mini 2906.88 2.12 6152.04 1.00 6152.04 33790.95 5.49 12.83 7.05 SMI 1335.30 0.75 1005.24 1.30 1308.52 33790.95 25.82 15.77 40.74 SOFR 2411.75 0.04 108.37 1.00 108.37 33790.95 311.82 -11.95 -372.59 SOYBEAN 537.62 0.75 402.80 1.00 402.80 33790.95 83.89 -7.06 -59.25 SOYMEAL 298.00 1.21 359.42 1.00 359.42 33790.95 94.01 -17.44 -163.99 SOYOIL 322.68 1.17 378.41 1.00 378.41 33790.95 89.30 -3.97 -35.48 SP400 3479.50 0.76 2654.69 1.00 2654.69 33790.95 12.73 4.59 5.84 SP500_micro 350.39 0.54 188.74 1.00 188.74 33790.95 179.03 -0.14 -2.49 SUGAR11 154.22 1.59 245.36 1.00 245.36 33790.95 137.72 -11.34 -156.19 US10 1116.09 0.24 269.73 1.00 269.73 33790.95 125.28 -12.96 -162.34 US10U 1139.06 0.32 366.93 1.00 366.93 33790.95 92.09 -12.49 -115.01 US2 2083.44 0.06 128.10 1.00 128.10 33790.95 263.79 -11.29 -297.88 US20 1146.56 0.50 578.89 1.00 578.89 33790.95 58.37 -4.72 -27.55 US30 1168.75 0.72 836.94 1.00 836.94 33790.95 40.37 -6.72 -27.14 US5 1087.73 0.16 171.99 1.00 171.99 33790.95 196.47 -13.02 -255.84 VIX 190.50 2.51 478.62 1.00 478.62 33790.95 70.60 -18.90 -133.41 WHEAT 289.38 1.22 353.38 1.00 353.38 33790.95 95.62 -8.27 -79.10 ====================================================================== Portfolio positions ====================================================================== subsystem_position instr weight IDM Notional position AUD 157.535 0.010 2.5 4.093 BITCOIN -338.534 0.043 2.5 -36.711 BOBL -2.063 0.004 2.5 -0.021 BTP 84.203 0.014 2.5 2.876 BUND 16.528 0.004 2.5 0.168 BUXL -25.307 0.004 2.5 -0.257 CAC 36.644 0.014 2.5 1.252 CAD 28.242 0.010 2.5 0.734 CANOLA 151.823 0.010 2.5 3.699 CHF -11.788 0.010 2.5 -0.306 COCOA -28.631 0.010 2.5 -0.698 COFFEE -3.797 0.005 2.5 -0.050 COPPER 9.086 0.043 2.5 0.985 CORN -148.575 0.010 2.5 -3.620 COTTON2 -207.012 0.010 2.5 -5.043 CRUDE_W 16.672 0.043 2.5 1.808 DAX 29.663 0.014 2.5 1.013 DOW -1.027 0.009 2.5 -0.024 DX -38.787 0.010 2.5 -1.008 EUR 7.299 0.010 2.5 0.190 EURIBOR-ICE 265.061 0.014 2.5 9.054 EUROSTX 94.948 0.014 2.5 3.243 FEEDCOW 27.626 0.013 2.5 0.917 GASOIL 33.181 0.017 2.5 1.440 GASOLINE -8.304 0.017 2.5 -0.360 GAS_US_mini 19.800 0.043 2.5 2.147 GBP 71.491 0.010 2.5 1.858 GOLD_micro 2.188 0.014 2.5 0.075 HEATOIL 8.380 0.017 2.5 0.364 JGB-SGX-mini -227.746 0.043 2.5 -24.697 JPY -20.481 0.010 2.5 -0.532 LEANHOG 99.044 0.024 2.5 6.028 LIVECOW 37.340 0.013 2.5 1.239 LUMBER-new -125.026 0.010 2.5 -3.046 MXP 348.371 0.059 2.5 51.203 NASDAQ_micro -28.884 0.009 2.5 -0.672 NIKKEI 67.850 0.043 2.5 7.358 NZD 127.213 0.010 2.5 3.305 OAT 117.248 0.014 2.5 4.005 OATIES -185.005 0.010 2.5 -4.507 OJ -19.107 0.010 2.5 -0.466 PALLAD 0.995 0.014 2.5 0.034 PLAT 1.410 0.014 2.5 0.048 REDWHEAT -54.011 0.005 2.5 -0.717 RICE -73.014 0.010 2.5 -1.779 ROBUSTA 4.410 0.005 2.5 0.059 RUSSELL 243.230 0.013 2.5 8.071 SHATZ 72.023 0.004 2.5 0.731 SILVER-mini 7.046 0.014 2.5 0.241 SMI 40.735 0.014 2.5 1.391 SOFR -372.594 0.024 2.5 -22.676 SOYBEAN -59.254 0.004 2.5 -0.552 SOYMEAL -163.992 0.004 2.5 -1.527 SOYOIL -35.477 0.004 2.5 -0.331 SP400 5.843 0.013 2.5 0.194 SP500_micro -2.487 0.009 2.5 -0.058 SUGAR11 -156.186 0.010 2.5 -3.805 US10 -162.342 0.005 2.5 -2.060 US10U -115.010 0.005 2.5 -1.459 US2 -297.879 0.005 2.5 -3.780 US20 -27.548 0.005 2.5 -0.350 US30 -27.143 0.005 2.5 -0.344 US5 -255.844 0.005 2.5 -3.247 VIX -133.414 0.099 2.5 -32.978 WHEAT -79.102 0.005 2.5 -1.051 ===================== Position diags ===================== AUD 2.05 BITCOIN 18.77 BOBL 1.77 BTP 2.61 BUND 0.87 BUXL 0.38 CAC 1.71 CAD 2.67 CANOLA 9.15 CHF 0.83 COCOA 0.55 COFFEE 0.21 COPPER 1.33 CORN 4.00 COTTON2 2.52 CRUDE_W 3.52 DAX 5.10 DOW 5.08 DX 1.98 EUR 1.15 EURIBOR-ICE 11.96 EUROSTX 2.09 FEEDCOW 0.72 GASOIL 1.23 GASOLINE 0.96 GAS_US_mini 5.44 GBP 1.97 GOLD_micro 1.11 HEATOIL 0.72 JGB-SGX-mini 23.59 JPY 1.53 LEANHOG 4.81 LIVECOW 1.64 LUMBER-new 4.05 MXP 28.35 NASDAQ_micro 2.12 NIKKEI 9.24 NZD 2.31 OAT 2.86 OATIES 3.21 OJ 0.70 PALLAD 0.14 PLAT 0.21 REDWHEAT 1.06 RICE 2.77 ROBUSTA 0.70 RUSSELL 9.08 SHATZ 5.78 SILVER-mini 0.19 SMI 0.88 SOFR 18.98 SOYBEAN 0.78 SOYMEAL 0.88 SOYOIL 0.83 SP400 0.42 SP500_micro 4.17 SUGAR11 3.36 US10 1.59 US10U 1.17 US2 3.35 US20 0.74 US30 0.51 US5 2.49 VIX 17.45 WHEAT 1.27 dtype: float64 ==================================================================================================== Positions vs buffers ==================================================================================================== Notional position Lower buffer Upper buffer Position at timestamp Current position AUD 4.1 3.9 4.3 4.0 4 BITCOIN -36.7 -38.6 -34.8 0.0 0 BOBL -0.0 -0.2 0.2 0.0 0 BTP 2.9 2.6 3.1 0.0 0 BUND 0.2 0.1 0.3 0.0 0 BUXL -0.3 -0.3 -0.2 -2.0 -2 CAC 1.3 1.1 1.4 0.0 0 CAD 0.7 0.5 1.0 0.0 0 CANOLA 3.7 2.8 4.6 14.0 14 CHF -0.3 -0.4 -0.2 -2.0 -2 COCOA -0.7 -0.8 -0.6 0.0 0 COFFEE -0.1 -0.1 -0.0 0.0 0 COPPER 1.0 0.9 1.1 3.0 3 CORN -3.6 -4.0 -3.2 0.0 0 COTTON2 -5.0 -5.3 -4.8 -6.0 -6 CRUDE_W 1.8 1.5 2.2 3.0 3 DAX 1.0 0.5 1.5 0.0 0 DOW -0.0 -0.5 0.5 -6.0 -6 DX -1.0 -1.2 -0.8 -1.0 -1 EUR 0.2 0.1 0.3 2.0 2 EURIBOR-ICE 9.1 7.9 10.3 0.0 0 EUROSTX 3.2 3.0 3.5 6.0 6 FEEDCOW 0.9 0.8 1.0 1.0 1 GASOIL 1.4 1.3 1.6 0.0 0 GASOLINE -0.4 -0.5 -0.3 0.0 0 GAS_US_mini 2.1 1.6 2.7 0.0 0 GBP 1.9 1.7 2.1 1.0 1 GOLD_micro 0.1 -0.0 0.2 0.0 0 HEATOIL 0.4 0.3 0.4 2.0 2 JGB-SGX-mini -24.7 -27.1 -22.3 0.0 0 JPY -0.5 -0.7 -0.4 -1.0 -1 LEANHOG 6.0 5.5 6.5 3.0 3 LIVECOW 1.2 1.1 1.4 0.0 0 LUMBER-new -3.0 -3.5 -2.6 0.0 0 MXP 51.2 48.4 54.0 53.0 53 NASDAQ_micro -0.7 -0.9 -0.5 -7.0 -7 NIKKEI 7.4 6.4 8.3 8.0 8 NZD 3.3 3.1 3.5 0.0 0 OAT 4.0 3.7 4.3 5.0 5 OATIES -4.5 -4.8 -4.2 NaN 0 OJ -0.5 -0.5 -0.4 -2.0 -2 PALLAD 0.0 0.0 0.0 0.0 0 PLAT 0.0 0.0 0.1 0.0 0 REDWHEAT -0.7 -0.8 -0.6 -1.0 -1 RICE -1.8 -2.1 -1.5 -3.0 -3 ROBUSTA 0.1 -0.0 0.1 1.0 1 RUSSELL 8.1 7.2 9.0 0.0 0 SHATZ 0.7 0.2 1.3 NaN 0 SILVER-mini 0.2 0.2 0.3 2.0 2 SMI 1.4 1.3 1.5 0.0 0 SOFR -22.7 -24.6 -20.8 NaN 0 SOYBEAN -0.6 -0.6 -0.5 0.0 0 SOYMEAL -1.5 -1.6 -1.4 0.0 0 SOYOIL -0.3 -0.4 -0.2 -8.0 -8 SP400 0.2 0.2 0.2 2.0 2 SP500_micro -0.1 -0.5 0.4 -2.0 -2 SUGAR11 -3.8 -4.1 -3.5 -6.0 -6 US10 -2.1 -2.2 -1.9 -1.0 -1 US10U -1.5 -1.6 -1.3 0.0 0 US2 -3.8 -4.1 -3.4 NaN 0 US20 -0.3 -0.4 -0.3 0.0 0 US30 -0.3 -0.4 -0.3 -4.0 -4 US5 -3.2 -3.5 -3.0 -1.0 -1 VIX -33.0 -34.7 -31.2 -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 0.1 0.1 0.2 0.1 0.2 0.1 0.5 0.2 0.5 0.2 0.2 0.0 -0.0 0.0 -0.0 0.2 0.2 0.2 0.2 0.2 2.1 0.2 0.2 0.4 0.2 0.2 0.2 0.3 0.5 0.6 0.5 0.5 0.0 0.7 0.2 0.7 BITCOIN 0.1 -0.0 -0.6 0.1 -0.1 0.4 0.0 0.6 0.1 -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 0.1 -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 -0.0 -0.1 0.1 -0.2 0.0 0.5 -0.1 0.0 -0.3 0.1 -0.4 0.0 -0.6 0.1 0.6 0.1 -0.2 0.2 0.7 0.7 0.7 BTP 0.2 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 0.0 0.3 0.1 0.5 0.1 0.7 0.1 0.6 0.6 0.6 0.0 0.7 0.5 0.7 BUND 0.3 0.0 -0.2 -0.1 -0.1 -0.3 -0.0 -0.3 -0.1 0.0 -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 -0.0 -0.4 0.0 -0.4 0.0 0.4 -0.0 0.5 0.1 -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 -0.1 -0.5 -0.1 0.4 -0.1 -0.1 -0.5 -0.1 -0.7 -0.1 -0.0 -0.3 0.2 0.1 -0.2 -0.2 0.7 0.2 0.4 CAC -0.4 -0.1 0.0 0.1 0.1 0.4 0.1 0.5 0.1 0.1 0.4 -0.1 0.7 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.0 0.1 -0.0 0.3 -0.1 1.0 -0.0 0.1 0.1 -0.1 0.1 -0.1 0.2 -0.3 -0.6 -0.6 -0.2 0.6 0.7 0.4 0.7 CAD 0.1 0.3 0.3 0.1 0.0 0.1 0.2 0.1 0.2 0.0 -0.0 0.1 -0.0 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 0.1 -0.0 0.2 2.7 0.1 0.0 0.1 0.2 -0.0 0.2 -0.4 0.0 -0.4 -0.1 0.1 -0.7 -0.7 -0.7 -0.7 CANOLA 0.6 0.2 -0.2 -0.0 -0.1 -0.5 0.1 -0.7 0.1 0.0 -0.3 0.1 -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 -0.0 0.1 0.4 0.7 0.6 0.7 CHF 0.4 0.2 -0.3 0.1 0.0 0.1 0.1 0.1 0.1 0.0 0.0 0.1 0.3 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.1 0.0 0.1 0.1 0.1 -0.1 0.1 0.0 0.1 0.1 0.1 0.1 -1.1 0.3 0.0 0.1 0.0 -0.3 -0.7 -0.3 -0.7 COCOA -0.6 -0.3 -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 -0.2 -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 -0.0 0.0 0.2 0.2 COFFEE -0.3 -0.5 -0.2 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.2 0.3 -0.2 0.5 -0.2 -0.2 0.4 0.4 0.4 0.4 -0.1 0.0 -0.2 0.4 -0.2 -2.7 -0.1 -0.2 0.1 -0.2 0.6 -0.1 1.1 -0.4 -0.6 -0.6 -0.0 0.7 0.6 0.7 0.7 COPPER -0.1 0.2 0.3 0.1 -0.1 0.2 0.0 0.2 0.0 0.0 0.2 0.0 0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 0.0 0.1 0.1 -0.2 0.1 0.0 0.1 0.0 0.2 0.0 -0.1 0.2 -0.1 -0.2 -0.2 0.7 0.7 0.7 0.7 CORN -0.2 -0.2 0.2 -0.0 -0.1 -0.5 0.1 -0.7 0.1 0.0 -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 -0.0 -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 -0.1 0.2 -0.0 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.2 -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 -0.4 -0.2 CRUDE_W 0.5 0.4 0.1 0.1 0.0 0.1 0.2 0.1 0.2 -0.0 -0.3 0.2 -0.5 0.2 0.1 0.0 0.1 0.0 0.0 0.1 -0.0 0.1 -0.2 0.1 1.0 0.1 -0.0 -0.1 0.1 -0.3 0.1 -0.1 -0.4 -0.6 -0.2 -0.4 0.3 0.7 0.4 0.5 DAX -0.5 0.3 -0.2 0.1 0.1 0.3 0.1 0.5 0.1 0.0 0.3 -0.1 0.6 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 -0.1 0.2 -0.1 0.3 -0.0 -0.2 -0.5 -0.5 0.2 -0.1 0.4 0.7 0.2 0.7 DOW -0.2 0.1 0.2 0.1 0.1 0.3 0.0 0.4 0.1 0.1 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 0.0 0.3 0.0 0.4 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 0.0 0.1 0.2 0.1 0.2 -0.0 0.0 -0.1 -0.4 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.1 -0.0 -0.1 -0.1 -0.1 -2.7 -0.1 0.0 -0.1 -0.1 -0.1 -0.1 0.9 -0.5 -0.6 -0.6 -0.2 0.1 0.7 0.3 0.7 EUR 0.2 0.0 -0.3 0.1 0.0 0.1 0.2 0.1 0.2 -0.0 0.1 0.0 0.5 0.1 0.1 -0.1 -0.2 -0.2 -0.2 0.1 0.0 0.1 0.2 0.1 1.1 0.1 -0.0 0.2 0.1 0.2 0.1 -0.4 0.1 -0.1 -0.1 0.1 -0.3 -0.7 -0.1 -0.7 EURIBOR-ICE 0.4 0.1 -0.4 -0.1 -0.0 -0.2 -0.0 -0.2 -0.0 0.0 -0.2 0.1 0.1 0.1 -0.1 0.3 0.2 0.3 0.3 -0.0 -0.0 0.1 -0.0 0.0 -0.1 -0.1 0.1 -0.2 0.1 -0.2 0.0 0.8 0.2 0.5 -0.0 -0.2 0.4 0.7 0.7 0.7 EUROSTX -0.2 0.2 0.1 0.1 0.1 0.3 0.1 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 -1.0 0.2 0.1 0.5 0.0 0.5 0.1 0.6 -0.1 0.0 0.3 0.4 0.6 0.7 0.3 0.7 FEEDCOW 0.1 0.6 0.2 -0.0 -0.1 -0.5 0.1 -0.7 0.1 0.1 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 0.1 0.7 0.1 1.1 0.4 0.1 0.6 0.0 0.7 0.7 0.7 0.7 GASOIL 0.6 0.1 -0.0 0.1 0.0 0.1 0.2 0.1 0.2 -0.0 0.1 0.1 0.2 0.1 0.0 0.4 0.3 0.4 0.3 0.1 0.0 0.1 0.1 0.1 -0.3 0.1 0.0 0.2 0.1 0.2 0.2 1.1 -0.2 -0.0 0.0 0.2 0.0 0.7 -0.2 0.3 GASOLINE 0.6 0.2 -0.0 0.1 0.0 0.1 0.2 0.1 0.2 -0.0 -0.0 0.2 -0.0 0.2 0.1 -0.4 -0.4 -0.4 -0.4 0.1 0.0 0.1 -0.0 0.1 -2.4 0.1 -0.0 0.0 0.1 -0.1 0.1 -1.1 -0.4 -0.3 -0.2 -0.2 0.3 0.7 0.2 0.7 GAS_US_mini 0.6 -0.0 0.4 0.1 0.0 0.1 0.1 0.0 0.1 -0.0 -0.1 0.1 -0.3 0.0 -0.0 0.4 -0.1 0.4 0.4 0.0 -0.0 0.1 -0.0 0.1 2.5 -0.0 -0.0 -0.0 0.0 -0.0 0.0 -0.4 0.1 -0.5 -0.6 -0.1 0.2 -0.5 -0.1 -0.7 GBP 0.2 0.4 -0.1 0.1 0.0 0.1 0.2 0.1 0.2 0.0 0.2 0.1 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 0.0 0.3 0.2 0.3 0.2 0.4 0.0 -0.0 0.2 0.2 -0.1 -0.2 0.0 -0.3 GOLD_micro -0.0 -0.6 -0.3 0.1 -0.1 0.2 0.0 0.2 0.0 0.0 0.2 0.1 0.3 0.1 0.1 -0.2 -0.2 -0.2 -0.2 0.1 0.1 0.1 0.2 0.1 -2.7 0.1 0.0 0.3 0.1 0.3 0.1 -0.4 0.5 0.6 0.6 0.6 0.5 0.2 -0.4 -0.6 HEATOIL 0.6 0.1 -0.1 0.1 0.0 0.1 0.2 0.1 0.2 0.0 0.0 0.1 0.2 0.1 -0.0 0.4 0.3 0.4 0.4 0.1 0.0 0.1 0.1 0.2 -2.3 0.1 -0.0 0.1 0.1 0.1 0.1 1.1 -0.2 -0.1 -0.2 0.1 0.2 0.5 -0.1 -0.4 JGB-SGX-mini 0.1 -0.1 -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 -0.1 -0.2 -0.0 -0.5 -0.0 -0.5 -0.1 0.8 0.1 -0.4 -0.6 -0.6 -0.2 -0.7 0.1 -0.7 JPY 0.6 0.4 -0.2 0.1 0.0 0.1 0.1 0.1 0.1 0.0 -0.3 0.0 -0.4 0.0 -0.1 -0.2 -0.2 -0.2 -0.2 -0.0 -0.1 0.1 -0.3 0.0 2.7 -0.0 -0.0 -0.2 0.1 -0.3 0.1 -0.6 -0.2 -0.3 -0.5 -0.6 -0.3 -0.5 -0.1 -0.6 LEANHOG 0.5 0.6 -0.1 -0.0 -0.1 -0.5 0.1 -0.7 0.1 0.0 0.4 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 0.5 0.2 0.6 0.3 0.6 0.6 0.6 -0.2 0.4 0.0 0.7 LIVECOW 0.1 0.6 0.0 -0.0 -0.1 -0.5 0.1 -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 0.1 0.1 0.1 0.5 0.1 0.8 0.5 -0.2 0.5 -0.2 0.7 0.7 0.7 0.7 LUMBER-new 0.7 0.6 -0.5 -0.0 -0.1 -0.6 0.1 -0.8 0.1 -0.1 -0.5 0.1 -0.6 0.1 -0.1 -0.5 -0.5 -0.5 -0.5 -0.0 -0.2 0.0 -0.6 0.1 NaN -0.0 0.0 -0.5 0.0 -0.7 0.1 -1.2 -0.4 0.3 0.3 -0.5 0.0 0.8 0.2 0.8 MXP 0.2 0.2 0.2 0.2 0.0 0.2 0.2 0.1 0.2 -0.0 0.5 0.2 0.7 0.2 0.2 0.2 0.3 0.3 0.3 0.2 0.2 0.2 0.5 0.2 -2.7 0.2 -0.0 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 -0.1 0.1 0.1 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 0.0 0.5 0.0 -2.7 0.0 -0.0 0.2 0.0 0.5 0.0 -0.3 0.1 -0.1 -0.4 -0.2 0.2 -0.7 0.2 -0.7 NIKKEI 0.0 -0.1 0.2 0.1 0.0 0.2 0.0 0.3 0.0 0.1 0.3 0.1 0.4 0.1 0.1 0.2 0.2 0.2 0.2 0.1 0.2 0.1 0.5 0.1 -1.8 0.1 0.0 0.4 0.0 0.5 0.1 1.1 -0.1 0.2 0.1 0.5 -0.3 0.1 -0.4 0.2 NZD 0.6 0.6 0.2 0.1 0.0 0.1 0.2 0.1 0.2 0.1 -0.0 0.1 -0.2 0.1 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.0 0.2 -0.1 0.2 1.9 0.1 0.1 0.1 0.2 -0.1 0.2 0.0 0.3 0.4 0.0 -0.0 -0.0 0.7 0.3 0.7 OAT 0.4 0.2 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 0.1 -0.1 0.1 -0.0 0.1 0.1 0.1 0.2 -0.0 0.2 0.9 0.5 0.6 0.6 0.5 -0.0 0.7 0.5 0.7 OATIES 0.0 0.1 -0.1 -0.0 -0.1 -0.4 0.0 -0.7 0.1 0.0 -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 0.0 -0.3 0.1 -0.5 0.0 -0.7 0.1 -0.2 -0.3 -0.2 -0.3 -0.6 -0.1 -0.6 OJ 0.1 0.6 0.3 -0.0 -0.0 -0.2 0.0 -0.4 0.0 -0.0 -0.1 0.0 -0.2 0.1 0.0 0.1 0.1 0.0 0.0 0.0 -0.0 -0.0 -0.2 0.0 -2.7 0.1 -0.1 0.0 -0.0 -0.1 0.1 0.8 -0.0 0.1 0.6 0.1 -0.7 -0.7 -0.5 -0.7 PALLAD -0.1 -0.2 -0.0 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.2 0.0 0.2 0.0 0.1 -0.1 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.0 1.5 0.0 -0.1 0.1 -0.0 0.2 0.0 0.2 -0.2 -0.3 -0.2 -0.1 0.3 -0.1 -0.3 -0.4 PLAT -0.1 -0.3 -0.3 0.0 -0.0 0.1 0.0 0.2 0.0 -0.0 0.2 0.0 0.2 0.0 0.1 -0.0 -0.1 -0.1 -0.1 0.1 0.1 -0.0 0.1 0.1 -0.1 0.1 -0.1 0.2 -0.0 0.2 0.0 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 0.1 -0.7 0.1 0.1 -0.4 0.1 -0.7 0.1 0.0 -0.3 -0.3 -0.3 -0.3 0.0 -0.0 0.1 -0.4 0.1 1.0 0.1 0.0 0.0 0.1 -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 0.0 -0.5 0.0 0.1 -0.2 0.1 -0.3 0.1 0.0 -0.4 -0.3 -0.4 -0.4 0.0 -0.1 0.1 -0.4 0.1 0.1 0.1 0.1 -0.2 0.1 -0.6 0.1 -1.0 0.3 0.5 0.3 -0.1 -0.5 -0.5 -0.2 -0.6 ROBUSTA 0.6 -0.1 -0.2 -0.0 -0.1 -0.4 0.0 -0.7 0.1 -0.0 0.1 0.0 -0.1 0.1 -0.0 0.4 0.3 0.4 0.3 -0.0 -0.0 0.0 -0.0 0.1 -2.7 0.0 -0.1 -0.1 0.0 -0.0 0.1 1.1 0.2 0.2 -0.2 0.0 -0.0 0.3 0.3 0.6 RUSSELL 0.2 0.3 0.3 0.1 0.1 0.3 0.1 0.5 0.1 -0.1 0.5 0.0 0.6 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 -0.1 0.4 -0.0 0.5 0.1 0.0 -0.4 0.5 0.3 0.1 -0.2 -0.7 -0.6 -0.7 SHATZ 0.4 0.2 -0.3 -0.1 -0.1 -0.2 -0.0 -0.2 -0.1 0.0 -0.3 0.1 -0.4 0.1 -0.1 0.1 -0.3 -0.1 -0.2 -0.0 -0.1 0.0 -0.3 0.0 1.5 -0.1 0.0 -0.4 0.1 -0.5 0.0 -1.1 0.1 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 -0.0 0.4 0.1 0.1 0.3 0.0 0.4 0.1 0.1 0.4 -0.0 0.5 0.0 0.1 0.3 0.1 0.2 0.2 0.1 0.2 0.0 0.4 0.0 1.3 0.1 0.1 0.4 0.0 0.4 0.0 1.1 -0.2 -0.4 0.3 0.6 -0.2 0.7 -0.2 0.7 SOFR -0.1 -0.4 -0.4 -0.1 -0.1 -0.3 -0.0 -0.3 -0.1 0.0 -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 0.0 -0.2 0.0 0.2 -0.1 0.3 0.4 -0.2 -0.3 -0.1 -0.5 -0.5 -0.4 -0.7 SOYBEAN 0.2 -0.3 0.1 -0.0 -0.1 -0.5 0.1 -0.7 0.1 0.0 0.1 0.1 0.1 -0.0 -0.1 -0.1 -0.1 -0.1 -0.1 -0.0 -0.0 0.0 -0.1 0.0 -0.8 -0.0 -0.1 0.1 0.1 0.1 0.1 0.1 0.5 0.0 -0.6 0.5 -0.7 -0.4 -0.7 -0.3 SOYMEAL -0.2 -0.5 0.2 -0.0 -0.1 -0.4 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 0.2 -0.4 -0.6 0.6 -0.7 -0.7 -0.5 -0.6 SOYOIL 0.6 0.3 -0.1 -0.0 -0.1 -0.5 0.1 -0.7 0.1 -0.0 -0.1 0.2 0.3 0.2 0.1 -0.2 -0.1 -0.2 -0.2 0.2 0.1 0.1 0.1 0.2 -2.4 0.1 -0.1 0.0 0.1 0.0 0.2 0.0 0.4 0.6 0.1 0.3 -0.4 -0.7 -0.4 -0.7 SP400 0.1 0.4 0.3 0.1 0.1 0.3 0.0 0.4 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 0.5 0.1 -0.1 0.2 -0.0 0.2 0.1 -0.0 -0.4 0.2 0.1 -0.1 -0.1 -0.7 -0.3 -0.7 SP500_micro -0.1 0.0 0.1 0.1 0.1 0.3 0.1 0.5 0.1 0.2 0.5 0.2 0.7 0.2 0.2 -0.2 -0.2 -0.2 -0.2 0.1 0.2 0.1 0.5 0.1 -2.7 0.1 0.1 0.3 0.1 0.6 0.0 -0.3 0.1 -0.2 -0.3 -0.3 0.3 -0.7 0.3 -0.7 SUGAR11 -0.1 0.3 -0.1 -0.0 -0.1 -0.4 0.0 -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 -0.4 -0.4 0.1 -0.1 -0.0 -0.6 0.1 -0.4 US10 -0.2 -0.3 -0.2 -0.1 -0.1 -0.2 -0.0 -0.3 -0.1 0.0 0.1 -0.1 0.3 -0.1 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -1.5 -0.1 -0.1 -0.1 -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 -0.0 0.2 -0.1 0.3 -0.2 -0.2 0.1 0.0 0.1 0.0 -0.1 -0.0 -0.1 0.1 -0.1 -2.1 -0.1 -0.1 0.1 -0.1 0.4 -0.1 -0.3 -0.0 -0.5 -0.1 0.2 -0.6 -0.3 -0.6 -0.7 US2 -0.3 -0.2 -0.2 -0.1 -0.1 -0.2 -0.0 -0.3 -0.1 0.1 -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 0.0 -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 -0.1 -0.0 0.1 -0.0 -0.0 -0.1 -0.1 0.1 0.1 0.1 0.1 -0.0 -0.0 -0.0 0.0 -0.0 -1.4 0.0 -0.1 0.1 -0.1 0.2 -0.0 0.0 -0.0 -0.1 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 -0.1 -0.1 -0.1 -0.3 -0.1 -0.2 0.1 -0.0 0.0 0.0 -0.1 -0.0 -0.1 -0.1 -0.1 -0.8 -0.0 -0.2 0.0 -0.1 0.1 -0.0 -0.4 -0.0 -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 -0.3 -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 -0.1 -0.0 0.1 -0.1 -1.0 -0.1 0.0 -0.1 -0.0 0.2 -0.1 -0.5 0.2 -0.6 -0.2 0.0 -0.7 -0.7 -0.7 -0.7 VIX 0.6 -0.2 -0.5 -0.2 -0.1 -0.6 -0.0 -0.5 -0.1 -0.2 -0.9 -0.1 -1.2 -0.2 -0.3 -0.6 -0.6 -0.6 -0.6 -0.2 -0.3 -0.0 -0.6 -0.1 NaN -0.2 -0.1 -0.6 -0.0 -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 0.1 -0.7 0.1 0.0 -0.5 0.1 -0.7 0.1 -0.1 -0.4 -0.4 -0.4 -0.4 -0.0 -0.1 0.1 -0.5 0.1 1.6 0.1 0.0 -0.1 0.2 -0.4 0.2 -1.1 0.5 0.5 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 10.7 13.0 7.8 13.0 16.6 5.2 20.0 3.2 20.0 13.1 18.9 18.2 13.4 20.0 20.0 0.9 -0.6 0.5 -0.0 20.0 16.4 20.0 9.0 20.0 16.1 20.0 20.0 14.6 20.0 6.8 20.0 5.8 20.0 20.0 15.3 15.9 0.8 20.0 4.6 20.0 BITCOIN 4.5 -0.4 -20.0 12.9 -15.8 15.5 2.5 15.7 9.6 -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 -0.9 -0.4 -20.0 -17.1 BOBL 11.1 1.9 -8.4 -9.3 -7.2 -8.4 -3.1 -6.6 -6.0 8.1 -11.4 11.3 -6.2 9.2 -10.3 -20.0 -1.7 -15.4 -5.6 -3.9 -8.5 6.3 -8.1 3.2 3.4 -7.7 4.8 -13.0 7.8 -10.5 2.5 -11.4 5.3 17.6 2.4 -5.7 6.0 20.0 20.0 20.0 BTP 7.2 2.8 -2.7 -11.5 -8.8 -10.4 -3.8 -8.2 -7.4 7.2 15.8 17.0 20.0 20.0 12.1 16.4 10.8 14.2 12.3 7.5 8.0 6.5 12.0 8.5 -20.0 10.3 0.1 10.1 9.3 14.6 12.0 12.7 4.0 20.0 18.5 17.6 1.5 20.0 16.3 20.0 BUND 8.8 0.1 -6.3 -10.4 -8.0 -9.4 -3.5 -7.4 -6.7 3.2 -12.2 6.2 -13.5 7.1 -11.8 20.0 7.4 14.8 10.3 -5.8 -9.6 2.5 -10.8 0.4 0.0 -8.6 -0.7 -13.4 3.5 -11.9 0.3 7.9 -1.7 16.7 3.1 -4.0 1.0 20.0 14.4 20.0 BUXL 6.2 0.6 -5.8 -9.6 -7.4 -8.7 -3.2 -6.8 -6.1 -16.5 -18.1 -11.4 -20.0 -6.0 -16.0 5.2 3.6 4.8 4.3 -10.8 -16.0 -5.7 -20.0 -6.0 2.8 -12.6 -13.1 -18.7 -8.2 -20.0 -6.7 -0.2 -12.2 6.4 1.9 -6.3 -7.4 20.0 4.8 10.7 CAC -12.3 -2.3 0.3 11.4 8.9 13.9 5.5 14.9 7.9 13.4 14.2 -12.0 19.0 -9.0 3.1 -5.4 -3.0 -5.2 -4.1 2.3 8.9 -3.5 11.3 -4.7 7.2 -1.2 10.8 3.8 -4.8 3.8 -7.2 3.8 -10.6 -20.0 -18.7 -5.5 19.1 20.0 12.4 20.0 CAD 4.6 8.3 7.8 12.8 2.3 5.4 20.0 3.3 20.0 1.4 -1.7 9.6 -0.3 9.8 10.0 -7.0 -7.5 -7.6 -7.7 9.0 3.4 16.1 -1.2 14.6 20.0 9.8 3.8 3.6 19.5 -0.4 16.9 -6.7 1.0 -13.0 -3.3 2.7 -20.0 -20.0 -20.0 -20.0 CANOLA 20.0 7.3 -5.0 -1.9 -6.6 -17.1 4.9 -20.0 7.3 4.9 -10.4 13.9 -4.3 12.1 3.6 -16.8 -14.4 -17.8 -16.9 3.4 -5.9 10.9 -6.9 12.7 11.4 3.7 0.9 -6.6 10.6 -8.5 12.8 -14.8 12.0 20.0 -1.0 3.7 11.6 20.0 18.3 20.0 CHF 13.3 6.2 -9.7 6.8 1.2 2.8 11.6 1.7 11.6 0.6 0.1 4.9 7.4 4.8 2.3 -14.1 -16.3 -16.0 -16.0 5.2 2.6 9.5 3.0 9.6 -1.0 5.3 1.9 2.9 10.3 3.1 9.4 -20.0 10.8 1.4 2.1 1.1 -9.9 -20.0 -7.6 -20.0 COCOA -20.0 -9.3 -19.0 -0.8 -2.7 -7.0 2.0 -10.4 3.0 -5.0 -6.3 -6.6 -4.3 -6.5 -6.2 -3.8 4.9 -3.2 -0.5 -12.0 -9.8 -11.2 -5.7 -13.9 -20.0 -6.9 -2.3 -6.3 -5.3 -2.8 -6.9 15.7 -7.9 -20.0 -5.6 -8.0 -1.4 0.1 4.6 5.4 COFFEE -8.9 -15.2 -7.3 -2.4 -8.3 -20.0 6.1 -20.0 9.1 -17.0 9.3 -17.0 14.0 -14.7 -14.4 20.0 19.6 20.0 20.0 -10.3 0.8 -20.0 14.5 -15.7 -20.0 -8.5 -20.0 2.0 -15.2 17.2 -10.9 20.0 -17.5 -20.0 -20.0 -1.2 20.0 17.2 20.0 20.0 COPPER -3.8 6.9 10.3 5.4 -6.7 6.6 1.0 6.6 4.1 0.7 6.3 2.4 4.5 6.2 7.5 -6.2 -6.3 -6.7 -6.5 8.8 7.9 5.3 5.5 6.8 -1.8 4.7 4.0 5.3 4.4 5.6 3.9 -1.4 6.7 -2.9 -7.3 -5.5 20.0 20.0 20.0 20.0 CORN -6.9 -4.6 6.0 -2.4 -8.5 -20.0 6.2 -20.0 9.3 4.8 -3.5 2.4 -10.3 -3.4 -7.3 -20.0 -20.0 -20.0 -20.0 -5.8 -5.4 2.1 -9.0 -3.2 9.7 -7.3 -0.9 -5.0 0.9 -6.7 -4.8 -20.0 14.4 -20.0 -14.3 5.8 0.7 -8.4 8.3 -1.2 COTTON2 -2.0 6.4 -1.3 -2.9 -10.0 -20.0 7.4 -20.0 11.0 -20.0 -20.0 -18.8 -20.0 -11.7 -18.5 -20.0 -17.8 -20.0 -20.0 -9.7 -14.9 -14.7 -20.0 -10.4 -10.4 -12.8 -20.0 -19.2 -20.0 -20.0 -13.4 -20.0 -20.0 -20.0 -6.6 -4.9 -12.1 -12.9 -10.6 -7.1 CRUDE_W 16.7 10.9 2.1 11.4 1.5 4.8 17.7 2.0 18.9 -0.9 -10.8 14.1 -13.4 15.7 5.7 2.1 3.9 1.2 2.0 5.0 -2.4 10.5 -6.7 11.8 7.6 5.5 -5.4 -2.6 8.5 -7.1 11.2 -1.0 -16.6 -18.4 -5.4 -13.0 9.7 20.0 11.6 14.8 DAX -14.9 10.6 -6.8 9.8 7.6 12.0 4.7 12.8 6.8 4.1 11.9 -7.7 17.5 2.5 10.7 -9.8 -7.3 -8.7 -7.6 8.3 10.1 -8.8 14.1 -0.6 -13.5 6.0 -5.9 6.8 -10.6 8.1 -2.6 -2.9 -20.0 -15.9 6.5 -3.0 11.8 20.0 6.4 20.0 DOW -7.2 2.6 4.7 8.2 6.4 10.1 4.0 10.8 5.7 9.5 16.0 2.5 16.2 8.3 13.7 -7.5 -8.1 -7.6 -7.7 11.5 16.3 1.6 17.3 5.0 -11.0 7.2 5.4 11.2 0.7 12.5 2.4 -3.8 -4.1 -5.3 -0.3 3.1 -1.4 -20.0 -6.3 -20.0 DX -10.4 -6.7 7.7 9.1 1.6 3.8 15.7 2.3 15.6 -0.7 1.1 -6.7 -10.1 -7.0 -4.7 5.2 6.1 5.8 5.9 -6.1 -2.8 -10.4 -4.0 -11.2 -20.0 -8.3 0.9 -3.8 -12.6 -2.9 -13.3 16.7 -20.0 -20.0 -20.0 -5.4 3.5 20.0 10.3 20.0 EUR 7.2 1.4 -9.6 10.4 1.9 4.4 17.9 2.7 17.8 -3.4 2.8 4.6 13.0 5.6 5.3 -7.4 -8.0 -8.1 -8.1 6.3 4.4 8.3 6.6 10.3 8.1 8.7 -2.0 5.7 12.5 5.8 13.2 -7.4 3.6 -4.2 -1.6 3.2 -8.6 -20.0 -4.3 -20.0 EURIBOR-ICE 11.0 2.1 -12.1 -7.0 -5.4 -6.3 -2.3 -5.0 -4.5 5.4 -7.1 7.0 2.9 6.2 -6.5 13.6 11.8 13.4 13.0 -1.5 -4.4 7.3 -1.0 4.3 -0.6 -4.9 6.4 -8.0 8.1 -4.2 3.0 14.7 10.0 14.5 -0.9 -4.9 12.3 20.0 20.0 20.0 EUROSTX -6.4 7.4 3.9 10.4 8.1 12.7 5.0 13.6 7.2 10.7 19.3 1.4 20.0 11.3 16.1 8.9 0.7 5.1 2.2 18.3 20.0 5.0 20.0 10.0 -7.9 15.3 11.0 16.8 3.4 13.7 7.5 11.7 -3.1 0.3 9.5 12.7 16.7 20.0 8.4 20.0 FEEDCOW 3.2 20.0 5.2 -2.0 -6.8 -17.6 5.0 -20.0 7.5 9.5 10.8 12.0 13.1 16.3 11.7 10.7 9.4 11.6 11.9 20.0 20.0 11.2 20.0 20.0 -20.0 8.9 4.6 10.5 5.0 18.1 8.2 20.0 14.7 3.9 20.0 1.4 20.0 20.0 20.0 20.0 GASOIL 20.0 2.4 -1.0 9.0 1.1 3.8 14.0 1.6 15.0 -3.4 4.3 11.4 6.4 11.6 1.5 20.0 15.8 18.2 17.5 6.9 3.6 11.8 3.2 12.9 -2.2 12.1 0.6 8.5 12.3 6.3 15.6 20.0 -8.3 -0.5 0.8 5.1 0.6 20.0 -6.9 8.7 GASOLINE 18.4 6.0 -0.5 11.8 1.5 4.9 18.2 2.1 19.5 -0.6 -1.7 15.0 -0.0 16.1 6.0 -20.0 -20.0 -20.0 -20.0 6.8 1.1 12.6 -0.7 13.6 -18.2 7.8 -2.7 0.7 10.4 -2.0 13.3 -20.0 -17.9 -10.1 -6.8 -6.3 9.2 20.0 5.8 20.0 GAS_US_mini 20.0 -0.5 11.3 6.4 0.8 2.7 9.9 1.1 10.6 -2.4 -3.7 6.1 -7.1 1.8 -1.0 20.0 -6.7 20.0 20.0 1.8 -0.5 5.9 -1.5 5.6 18.5 -0.4 -1.8 -1.2 3.2 -1.3 2.0 -6.7 2.4 -15.3 -20.0 -4.0 4.8 -14.1 -1.7 -20.0 GBP 6.3 12.4 -1.8 12.9 2.3 5.4 20.0 3.3 20.0 4.0 7.0 10.1 14.0 14.3 15.7 0.3 0.1 0.3 0.2 14.6 8.5 17.8 7.4 19.8 0.7 17.6 4.0 10.9 20.0 8.8 20.0 6.6 0.1 -1.1 7.2 6.8 -3.4 -7.1 1.2 -9.0 GOLD_micro -0.8 -20.0 -8.6 5.5 -6.7 6.6 1.0 6.6 4.1 0.1 9.2 5.9 9.2 8.1 9.0 -7.6 -10.0 -8.2 -8.9 11.9 10.1 11.7 8.8 13.7 -20.0 9.8 2.0 9.7 10.4 9.7 10.8 -6.6 20.0 20.0 18.0 19.0 15.3 6.0 -12.4 -17.9 HEATOIL 20.0 1.8 -2.4 9.2 1.2 3.8 14.2 1.6 15.2 0.0 1.8 12.3 4.5 12.1 -0.2 20.0 14.5 20.0 18.3 7.2 3.2 13.9 2.8 14.2 -17.5 6.6 -1.6 3.4 9.6 3.0 10.9 20.0 -8.1 -3.4 -5.9 1.8 7.4 13.5 -2.2 -11.1 JGB-SGX-mini 3.1 -3.4 -15.5 -4.3 -3.3 -3.9 -1.4 -3.1 -2.8 1.2 -10.1 -4.9 -10.0 -7.7 -9.4 5.5 13.2 10.8 12.2 -15.8 -16.8 -4.2 -15.0 -10.5 -1.1 -16.6 -0.4 -17.0 -4.1 -14.1 -10.8 15.0 4.5 -11.6 -20.0 -20.0 -7.3 -20.0 2.7 -20.0 JPY 17.4 12.5 -6.6 7.6 1.4 3.2 13.1 1.9 13.0 0.0 -11.1 3.8 -11.2 2.1 -6.6 -8.6 -10.5 -9.3 -9.6 -3.3 -9.3 6.2 -10.6 4.2 20.0 -2.0 -0.4 -7.8 8.1 -8.6 5.6 -10.7 -8.1 -8.6 -15.2 -17.1 -8.5 -14.6 -4.3 -17.7 LEANHOG 15.1 20.0 -3.1 -2.9 -10.1 -20.0 7.4 -20.0 11.1 2.2 13.7 19.0 16.5 20.0 19.6 -20.0 4.1 -20.0 -12.3 20.0 17.2 16.6 13.4 20.0 -4.1 20.0 9.4 20.0 17.1 12.7 20.0 10.8 14.2 20.0 20.0 20.0 -5.6 12.7 0.9 20.0 LIVECOW 3.7 18.2 1.4 -2.2 -7.9 -20.0 5.8 -20.0 8.6 13.4 8.3 12.2 13.4 17.6 9.8 -8.5 4.6 -5.5 -1.3 16.9 15.5 10.6 20.0 15.6 -20.0 2.4 10.0 3.9 5.6 15.1 4.7 15.5 19.8 -6.9 14.6 -6.6 20.0 20.0 20.0 20.0 LUMBER-new 20.0 16.4 -13.9 -2.0 -7.0 -18.0 5.2 -20.0 7.7 -8.1 -14.6 7.7 -14.9 8.0 -9.1 -20.0 -20.0 -20.0 -20.0 -2.4 -15.8 3.8 -20.0 6.3 NaN -3.3 2.1 -14.7 3.3 -16.2 5.1 -20.0 -13.8 9.3 7.9 -14.4 1.2 20.0 5.3 20.0 MXP 7.0 4.7 4.6 14.9 2.7 6.3 20.0 3.8 20.0 -1.3 20.0 15.0 20.0 20.0 20.0 12.3 13.1 13.1 12.9 20.0 20.0 20.0 20.0 20.0 -20.0 20.0 -0.1 20.0 20.0 20.0 20.0 20.0 -19.2 20.0 20.0 20.0 14.1 10.9 20.0 14.8 NASDAQ_micro -0.9 -1.7 -2.0 8.1 6.3 9.9 3.9 10.6 5.7 5.8 12.4 7.7 15.1 9.2 5.9 -8.5 -8.7 -8.4 -8.4 5.6 12.2 4.5 19.7 4.5 -20.0 2.9 -0.6 7.4 3.2 13.1 3.0 -5.0 6.0 -3.2 -11.7 -6.4 4.9 -20.0 4.8 -20.0 NIKKEI 0.4 -3.7 7.3 5.7 4.5 7.0 2.7 7.5 4.0 7.8 11.2 7.9 11.1 9.4 10.3 10.7 7.9 8.9 7.7 12.0 15.7 5.9 16.7 8.8 -13.5 8.9 3.7 13.4 4.0 14.5 5.9 20.0 -3.6 6.9 3.4 14.4 -7.5 1.9 -12.0 6.7 NZD 20.0 17.6 5.8 10.1 1.8 4.2 17.3 2.6 17.2 7.1 -0.8 12.5 -4.6 13.4 10.9 -3.6 -3.5 -3.9 -3.9 13.3 3.2 20.0 -2.7 20.0 14.6 13.0 9.7 2.2 20.0 -3.6 20.0 0.0 13.9 13.7 1.5 -0.8 -0.0 20.0 7.6 20.0 OAT 13.2 5.0 1.8 -9.7 -7.5 -8.7 -3.2 -6.9 -6.2 11.2 5.1 17.2 -2.8 16.2 4.5 12.2 12.6 13.9 14.4 7.1 1.9 14.4 -2.3 13.2 -0.0 9.9 8.4 3.2 19.0 -0.5 17.6 16.7 20.0 20.0 18.1 14.9 -0.4 20.0 14.3 20.0 OATIES 1.5 4.2 -4.2 -1.6 -5.6 -14.3 4.1 -20.0 6.1 5.1 -10.9 3.2 -11.0 2.9 -3.5 -12.4 -12.2 -15.9 -15.9 -5.8 -10.5 3.6 -11.6 -0.6 -3.4 -6.3 5.2 -12.6 5.2 -13.8 0.8 -12.4 4.9 -5.9 -10.2 -7.2 -8.2 -16.5 -4.5 -19.3 OJ 2.2 20.0 8.3 -0.9 -3.1 -7.9 2.3 -11.8 3.4 -4.4 -3.4 0.5 -6.3 5.6 3.8 3.6 2.6 1.0 0.5 3.6 -1.4 -2.2 -5.6 3.7 -20.0 5.5 -9.5 1.0 -0.9 -2.7 5.0 14.2 -1.7 3.3 20.0 2.8 -20.0 -20.0 -14.7 -20.0 PALLAD -2.0 -6.0 -0.2 4.5 -5.5 5.4 0.9 5.4 3.3 -3.3 5.6 1.0 5.2 4.1 5.0 -3.1 -3.1 -3.2 -3.1 5.5 5.6 -0.9 4.4 3.4 11.1 2.4 -7.0 4.7 -1.8 5.6 0.3 4.2 -6.9 -9.4 -6.9 -1.7 8.7 -2.4 -9.4 -10.8 PLAT -3.8 -8.6 -10.2 4.0 -4.9 4.8 0.8 4.9 3.0 -3.3 5.9 0.7 5.8 4.6 5.3 -2.1 -3.6 -3.1 -3.4 7.2 6.5 -0.6 4.7 5.0 -0.6 5.2 -7.1 6.4 -1.7 6.2 2.2 3.6 -8.2 -8.5 8.8 2.9 20.0 9.5 -3.5 -7.2 REDWHEAT 5.6 8.4 11.7 -2.4 -8.5 -20.0 6.3 -20.0 9.4 6.4 -13.9 11.5 -18.9 13.5 3.7 -14.5 -16.2 -15.6 -16.2 2.8 -4.5 9.1 -14.0 7.6 7.6 6.7 2.4 0.2 11.6 -7.7 11.4 -16.3 20.0 9.5 3.0 17.4 -20.0 -20.0 -20.0 -20.0 RICE 20.0 20.0 6.2 -1.0 -3.7 -9.4 2.7 -14.1 4.0 6.0 -7.2 8.4 -8.8 8.6 1.2 -19.9 -14.5 -20.0 -19.5 2.0 -8.9 10.0 -15.8 9.5 1.1 4.8 6.3 -7.3 10.0 -16.1 11.3 -18.1 11.9 16.0 9.1 -3.4 -13.8 -16.5 -7.1 -16.9 ROBUSTA 18.3 -2.5 -6.0 -1.6 -5.7 -14.8 4.2 -20.0 6.3 -3.9 3.1 2.7 -2.1 5.7 -1.9 20.0 15.7 20.0 17.0 -0.5 -3.2 3.2 -1.3 5.1 -20.0 0.2 -8.2 -2.2 2.9 -0.7 4.7 20.0 8.1 6.9 -6.8 0.5 -0.1 7.8 10.1 16.8 RUSSELL 6.3 9.9 8.3 9.7 7.6 11.9 4.7 12.7 6.8 -10.1 18.3 2.9 17.9 10.5 16.1 -5.3 -5.3 -5.0 -5.0 19.5 20.0 -0.8 19.0 12.2 8.9 14.8 -7.4 16.1 -2.0 14.3 8.8 0.9 -15.4 15.7 8.9 2.8 -5.3 -20.0 -17.6 -20.0 SHATZ 11.7 5.1 -8.3 -8.2 -6.3 -7.4 -2.7 -5.8 -5.2 3.6 -12.9 7.6 -11.2 8.6 -8.4 5.5 -14.0 -5.3 -10.0 -4.0 -10.2 4.7 -10.3 2.8 11.0 -7.8 0.5 -14.5 5.5 -12.6 1.8 -20.0 6.0 13.4 1.5 -7.7 16.9 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 -1.2 11.2 8.6 6.7 10.5 4.1 11.2 6.0 10.4 15.4 -2.4 14.8 3.2 12.4 13.1 6.5 11.3 8.6 11.9 16.3 3.8 14.1 3.3 9.7 13.4 14.7 16.4 2.5 12.2 4.0 20.0 -7.1 -11.7 9.8 20.0 -5.7 20.0 -6.8 20.0 SOFR -3.9 -11.6 -13.2 -10.8 -8.3 -9.8 -3.6 -7.7 -6.9 4.9 -6.7 -7.5 13.9 -15.2 -20.0 8.6 6.6 8.2 7.7 -14.5 -7.4 -1.9 4.2 -10.7 -20.0 -12.3 3.9 -6.0 2.1 4.6 -7.0 5.4 17.8 -5.5 -8.9 -4.0 -14.5 -14.8 -12.7 -20.0 SOYBEAN 5.9 -10.6 2.5 -2.6 -9.1 -20.0 6.7 -20.0 10.0 1.3 2.1 11.6 3.9 -4.4 -9.6 -7.3 -5.6 -5.5 -5.5 -3.4 -1.5 4.8 -2.2 1.9 -6.3 -1.2 -9.0 2.5 7.1 2.7 5.5 2.1 20.0 1.4 -20.0 15.0 -20.0 -10.9 -20.0 -7.5 SOYMEAL -6.0 -14.7 7.0 -1.8 -6.4 -16.5 4.7 -20.0 7.0 -2.5 -7.0 -6.5 -10.4 -11.0 -9.8 -10.9 -14.2 -12.0 -13.6 -9.2 -5.8 -2.8 -7.1 -7.7 -13.4 -3.7 -3.1 2.1 -3.1 -0.8 -5.9 -12.7 7.2 -13.5 -18.9 20.0 -20.0 -19.6 -13.6 -18.8 SOYOIL 20.0 9.8 -2.7 -2.4 -8.4 -20.0 6.2 -20.0 9.2 -0.7 -2.6 16.3 7.4 17.4 12.4 -8.7 -6.2 -8.7 -7.7 14.9 5.4 14.1 4.8 20.0 -17.7 12.1 -6.5 1.4 13.7 0.4 20.0 0.1 16.2 20.0 4.3 9.0 -11.5 -20.0 -12.2 -20.0 SP400 3.7 13.3 8.9 9.3 7.3 11.4 4.5 12.2 6.5 -8.1 17.1 1.6 13.6 11.2 16.2 -6.9 -6.2 -6.5 -6.2 16.8 16.3 -1.9 12.6 9.8 3.4 10.0 -6.4 9.1 -3.3 5.9 5.2 -0.9 -15.1 5.7 3.9 -2.9 -2.5 -20.0 -8.9 -20.0 SP500_micro -3.3 1.2 3.7 10.5 8.2 12.8 5.0 13.7 7.3 16.8 20.0 15.0 20.0 15.4 17.9 -9.4 -9.5 -9.3 -9.2 11.3 20.0 8.0 20.0 7.7 -20.0 5.0 7.3 10.1 5.6 15.6 3.9 -6.3 4.1 -7.4 -10.1 -9.9 7.9 -20.0 9.2 -20.0 SUGAR11 -3.8 8.2 -1.8 -1.8 -6.3 -16.1 4.6 -20.0 6.9 -14.0 -12.3 -12.2 -14.8 -9.8 -9.4 20.0 12.6 18.1 13.9 -6.6 -11.4 -12.5 -16.5 -7.5 -20.0 -0.1 -20.0 -6.4 -10.7 -12.2 -1.9 20.0 -15.1 -11.0 3.4 -3.6 -1.1 -16.7 4.3 -10.5 US10 -7.6 -10.4 -7.1 -10.0 -7.6 -9.0 -3.3 -7.1 -6.4 4.8 3.0 -9.5 9.2 -13.7 -17.1 3.8 1.1 3.1 2.4 -10.9 -3.5 -6.8 3.3 -11.1 -11.3 -11.4 -6.8 -2.2 -8.3 6.3 -12.7 -3.8 2.8 -15.9 -6.8 0.9 -20.0 -20.0 -18.0 -20.0 US10U -6.4 -9.4 -5.6 -11.7 -9.0 -10.5 -3.9 -8.3 -7.5 -5.2 6.0 -12.1 8.6 -15.8 -19.7 4.0 0.5 3.1 1.9 -10.4 -2.2 -9.9 3.6 -12.0 -15.8 -7.5 -15.6 3.4 -12.6 11.0 -12.1 -5.0 -0.7 -15.1 -1.6 6.4 -16.9 -8.5 -16.6 -20.0 US2 -9.4 -7.4 -7.1 -9.9 -7.6 -8.9 -3.3 -7.0 -6.3 7.0 -6.2 -8.8 -1.2 -12.5 -16.7 -7.6 -13.3 -9.2 -10.6 -11.0 -6.6 -0.9 -2.3 -9.0 16.4 -14.0 5.4 -7.9 0.1 0.1 -10.8 -20.0 11.6 -20.0 -4.6 -4.8 -20.0 -20.0 -20.0 -20.0 US20 -0.5 -4.8 -4.6 -8.2 -6.3 -7.4 -2.7 -5.8 -5.2 -4.8 3.1 -4.4 -0.4 -5.1 -11.5 5.7 3.8 5.2 4.6 -4.1 -1.2 -5.4 0.2 -4.3 -10.2 0.1 -12.3 3.9 -6.6 5.5 -2.5 0.4 -1.3 -1.6 6.2 6.1 -10.5 14.6 -2.8 -20.0 US30 1.7 -5.0 -4.6 -9.3 -7.2 -8.4 -3.1 -6.6 -6.0 -8.9 -2.8 -5.4 -8.2 -7.4 -15.8 3.0 -0.8 1.9 0.6 -6.0 -4.2 -6.1 -4.1 -4.9 -5.8 -1.7 -16.8 1.3 -8.2 1.9 -3.1 -7.2 -1.7 -0.5 5.4 4.9 -9.3 10.2 0.5 -15.9 US5 -8.1 -9.5 -7.4 -10.5 -8.1 -9.5 -3.5 -7.5 -6.7 5.6 -0.4 -11.4 9.5 -16.0 -18.8 1.7 -1.9 0.6 -0.4 -11.7 -4.8 -3.8 2.6 -10.8 -7.3 -11.6 0.4 -3.5 -3.6 5.6 -11.1 -8.8 8.2 -17.8 -5.0 0.1 -20.0 -20.0 -20.0 -20.0 VIX 11.9 -4.7 -9.2 -11.0 -8.0 -13.1 -1.4 -8.7 -4.4 -11.2 -20.0 -6.1 -20.0 -13.9 -20.0 -20.0 -20.0 -20.0 -20.0 -14.1 -17.3 -1.7 -13.5 -5.9 NaN -12.4 -8.7 -14.9 -1.4 -10.0 -4.8 NaN NaN NaN NaN NaN -0.4 -20.0 NaN NaN WHEAT 11.5 5.9 4.5 -2.7 -9.5 -20.0 6.9 -20.0 10.4 3.7 -19.9 10.7 -20.0 10.5 -8.0 -19.6 -18.6 -19.0 -18.5 -0.7 -9.8 10.1 -18.5 8.0 11.9 5.9 1.0 -3.0 15.6 -9.8 15.4 -20.0 20.0 14.2 1.1 11.4 -20.0 -20.0 -20.0 -20.0 End of report for caleb_strategy_v3